******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260203_203956 produced at 2026-02-03 21:36:08.479972 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.65 0.0 0.00 0.00 0.00 0.00 -25.02 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.05 0.0 0.00 0.00 0.00 0.00 -28.34 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -4.23 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.23 0.0 999.00 -999.00 -0.26 -0.26 -26.45 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.17 0.0 1.19 -1.19 -0.05 -0.10 -3.61 25.0 -1 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -38.69 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.11 0.0 0.83 -0.83 -0.05 -0.05 -2.26 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 0.00 -0.08 0.0 0.65 -0.65 0.00 0.00 -1.62 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.15 -0.15 -0.08 -0.08 -5.30 11.0 -6 -6 caleb_strategy_v3 DX False False 0.04 -0.04 -0.05 0.0 999.00 -999.00 -0.04 -0.04 -1.15 999999999.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.12 -0.12 0.00 0.00 -3.70 12.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.03 0.0 0.92 -0.92 -0.14 -0.07 -0.35 13.0 -2 -1 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 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 -0.20 -0.03 0.0 0.51 -0.51 -0.20 -0.27 -1.28 23.0 -9 -12 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.79 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.00 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.02 0.0 0.60 -0.60 -0.04 0.00 -0.61 17.0 -1 0 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.02 0.0 0.23 -0.23 -0.11 -0.11 -0.32 4.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.02 -0.06 -0.02 0.0 0.73 -0.73 -0.06 -0.08 -1.25 48.0 -4 -5 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.31 -0.31 -0.15 -0.15 -0.40 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.41 9.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -1.72 9.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.02 0.0 0.13 -0.13 -0.05 -0.05 -3.20 18.0 -7 -7 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.49 -0.49 0.00 -0.02 -0.76 26.0 0 -1 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.01 0.0 1.15 -1.15 0.00 0.00 -0.18 19.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.04 -1.12 9.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.57 7.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.30 999999999.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -0.58 3.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.01 0.0 0.71 -0.71 -0.09 -0.13 -0.53 66.0 -8 -12 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -0.81 8.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.12 -0.00 0.0 0.15 -0.15 -0.12 -0.12 -0.22 10.0 -8 -8 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.00 0.0 1.15 -1.15 0.00 -0.06 -0.11 56.0 0 -3 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 -0.00 0.0 0.38 -0.38 0.02 0.00 -0.10 23.0 1 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.47 -0.47 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.30 -0.30 0.00 0.00 -0.08 6.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.00 0.01 0.0 0.66 -0.66 0.00 0.00 0.08 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 1.84 26.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.01 0.0 0.74 -0.74 0.00 0.00 0.72 58.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 0.01 0.0 0.91 -0.91 0.00 0.00 0.09 14.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.13 -0.13 0.04 0.04 0.41 3.0 1 1 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.32 24.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.02 0.0 0.22 -0.22 0.06 0.06 4.70 51.0 14 14 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.93 -0.93 0.00 0.00 0.76 29.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.13 0.26 0.03 0.0 999.00 -999.00 0.26 0.26 0.25 999999999.0 2 2 caleb_strategy_v3 SP400 False False 0.15 0.30 0.03 0.0 0.30 -0.30 0.30 0.30 0.18 2.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.39 -0.39 0.00 0.00 7.52 68.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.05 0.0 0.12 -0.12 0.00 0.00 1.79 4.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.28 12.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.06 0.0 0.72 -0.72 0.00 0.00 1.53 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.13 0.06 0.0 999.00 -999.00 0.13 0.13 0.96 999999999.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.06 0.0 0.13 -0.13 0.05 0.08 2.15 5.0 2 3 caleb_strategy_v3 GBP False False 0.04 0.00 0.07 0.0 0.83 -0.83 0.00 0.00 1.99 22.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.08 0.0 0.64 -0.64 0.00 0.00 1.05 8.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.09 0.0 0.56 -0.56 0.00 0.03 3.56 21.0 0 1 caleb_strategy_v3 EUROSTX False False 0.03 0.19 0.10 0.0 0.62 -0.62 0.19 0.19 3.21 20.0 6 6 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.11 0.0 0.22 -0.22 0.05 0.09 6.62 13.0 3 5 caleb_strategy_v3 SMI False True 0.07 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.52 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.14 0.12 0.0 0.55 -0.55 0.14 0.15 8.19 36.0 9 10 caleb_strategy_v3 AUD False False 0.03 0.03 0.13 0.0 0.58 -0.58 0.03 0.03 4.35 19.0 1 1 caleb_strategy_v3 BTP False False 0.06 0.00 0.17 0.0 0.63 -0.63 0.00 0.00 2.64 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.25 0.25 0.0 0.63 -0.63 0.25 0.25 4.02 10.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.55 0.71 0.0 0.76 -0.76 0.55 0.55 56.32 60.0 43 43 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 1.12 0.0 1.27 -1.27 0.00 0.00 8.82 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.5 Shocked risk 59.0 Sum abs risk 61.6 Leverage 8.96 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2277855.21, 'annual_cash_vol_target': 569463.8025, 'daily_cash_vol_target': 35591.48765625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.6946 0.6118 9.7887 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1602 116.4300 0.1376 2.2009 BTP 0.3715 120.7400 0.3077 4.9233 BUND 0.3262 127.8200 0.2552 4.0833 BUXL 0.7650 109.0000 0.7018 11.2290 CAC 54.6095 8161.5000 0.6691 10.7058 CAD 0.0032 0.7338 0.4413 7.0605 CANOLA 6.0439 661.6000 0.9135 14.6164 CHF 0.0083 1.2953 0.6425 10.2793 COCOA 147.4311 4320.0000 3.4128 54.6041 COFFEE 6.0826 298.7000 2.0364 32.5817 COPPER 0.1099 5.8325 1.8846 30.1531 CORN 4.0825 457.0000 0.8933 14.2933 COTTON2 0.6539 62.3000 1.0495 16.7926 CRUDE_W 1.0211 60.6900 1.6825 26.9205 DAX 185.1047 24758.0000 0.7477 11.9625 DOW 309.5803 49144.0000 0.6299 10.0791 DX 0.4343 97.2900 0.4464 7.1418 EUR 0.0060 1.1840 0.5087 8.1400 EURIBOR-ICE 0.0319 97.6250 0.0327 0.5231 EUROSTX 46.0667 5966.0000 0.7722 12.3545 FEEDCOW 3.0441 366.0750 0.8315 13.3048 GASOIL 11.3446 672.7500 1.6863 26.9808 GASOLINE 0.0364 2.1362 1.7059 27.2948 GAS_US_mini 0.2654 3.3250 7.9820 127.7114 GBP 0.0070 1.3689 0.5097 8.1550 GOLD_micro 108.4962 4683.4000 2.3166 37.0658 HEATOIL 0.0476 2.3317 2.0435 32.6960 JGB-SGX-mini 0.2367 131.4400 0.1801 2.8816 JPY 0.0000 0.0064 0.6998 11.1972 LEANHOG 1.0873 98.3000 1.1061 17.6980 LIVECOW 1.7141 241.7750 0.7090 11.3433 LUMBER-new 7.1160 597.5000 1.1910 19.0555 MXP 0.0004 0.0578 0.6155 9.8473 NASDAQ_micro 205.3227 25316.5000 0.8110 12.9764 NIKKEI 602.1765 53655.0000 1.1223 17.9570 NZD 0.0038 0.6052 0.6288 10.0611 OAT 0.3364 121.6400 0.2766 4.4249 OATIES 5.0721 309.5000 1.6388 26.2209 OJ 8.1838 170.0500 4.8126 77.0016 PALLAD 82.8722 1724.0000 4.8070 76.9116 PLAT 105.6910 2118.7000 4.9885 79.8158 REDWHEAT 8.2952 547.0000 1.5165 24.2638 RICE 0.1456 11.0600 1.3168 21.0685 ROBUSTA 73.2215 3810.0000 1.9218 30.7492 RUSSELL 24.1356 2633.8000 0.9164 14.6621 SHATZ 0.0491 106.8500 0.0459 0.7349 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 97.2047 13225.0000 0.7350 11.7601 SOFR 0.0426 96.4700 0.0442 0.7073 SOYBEAN 8.0129 1080.5000 0.7416 11.8655 SOYMEAL 3.5532 295.8000 1.2012 19.2193 SOYOIL 0.6629 55.0600 1.2040 19.2637 SP400 26.0261 3464.4000 0.7512 12.0199 SP500_micro 40.8021 6909.7500 0.5905 9.4480 SUGAR11 0.2334 14.1800 1.6460 26.3354 US10 0.2676 111.6094 0.2398 3.8364 US10U 0.3637 113.8906 0.3193 5.1094 US2 0.0631 104.1641 0.0606 0.9689 US20 0.5715 114.6250 0.4986 7.9768 US30 0.8283 116.8438 0.7089 11.3418 US5 0.1701 108.7422 0.1565 2.5034 VIX 0.5143 19.9000 2.5846 41.3535 WHEAT 6.9581 581.0000 1.1976 19.1618 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 694.65 0.61 424.98 1.00 424.98 35591.49 83.75 20.00 167.50 BITCOIN 82.98 2.35 195.18 1.00 195.18 35591.49 182.35 -19.57 -356.80 BOBL 1164.30 0.14 160.16 1.19 189.92 35591.49 187.40 -0.92 -17.28 BTP 1207.40 0.31 371.53 1.19 440.57 35591.49 80.79 9.57 77.34 BUND 1278.20 0.26 326.21 1.19 386.83 35591.49 92.01 0.82 7.54 BUXL 1090.00 0.70 764.97 1.19 907.13 35591.49 39.24 -8.02 -31.47 CAC 816.15 0.67 546.09 1.19 647.58 35591.49 54.96 6.81 37.45 CAD 733.85 0.44 323.83 1.00 323.83 35591.49 109.91 2.68 29.44 CANOLA 132.32 0.91 120.88 0.73 88.53 35591.49 402.03 4.80 192.78 CHF 1619.12 0.64 1040.22 1.00 1040.22 35591.49 34.22 -3.97 -13.58 COCOA 432.00 3.41 1474.31 1.00 1474.31 35591.49 24.14 -12.92 -31.18 COFFEE 1120.12 2.04 2280.97 1.00 2280.97 35591.49 15.60 -3.88 -6.06 COPPER 1458.12 1.88 2747.93 1.00 2747.93 35591.49 12.95 6.80 8.81 CORN 228.50 0.89 204.13 1.00 204.13 35591.49 174.36 -8.71 -151.92 COTTON2 311.50 1.05 326.93 1.00 326.93 35591.49 108.87 -20.00 -217.73 CRUDE_W 606.90 1.68 1021.13 1.00 1021.13 35591.49 34.86 5.70 19.86 DAX 247.58 0.75 185.10 1.19 219.50 35591.49 162.14 1.30 21.02 DOW 245.72 0.63 154.79 1.00 154.79 35591.49 229.93 -0.99 -22.66 DX 972.90 0.45 434.27 1.00 434.27 35591.49 81.96 -5.39 -44.17 EUR 1479.94 0.51 752.92 1.00 752.92 35591.49 47.27 0.70 3.32 EURIBOR-ICE 2440.62 0.03 79.79 1.19 94.62 35591.49 376.17 6.86 258.10 EUROSTX 596.60 0.77 460.67 1.19 546.28 35591.49 65.15 14.43 94.02 FEEDCOW 1830.38 0.83 1522.04 1.00 1522.04 35591.49 23.38 13.48 31.52 GASOIL 672.75 1.69 1134.46 1.00 1134.46 35591.49 31.37 13.17 41.31 GASOLINE 897.20 1.71 1530.56 1.00 1530.56 35591.49 23.25 -2.96 -6.89 GAS_US_mini 83.12 7.98 663.50 1.00 663.50 35591.49 53.64 3.16 16.93 GBP 855.56 0.51 436.07 1.00 436.07 35591.49 81.62 9.39 76.64 GOLD_micro 468.34 2.32 1084.96 1.00 1084.96 35591.49 32.80 -0.94 -3.10 HEATOIL 979.31 2.04 2001.23 1.00 2001.23 35591.49 17.78 5.36 9.53 JGB-SGX-mini 131440.00 0.18 23672.30 0.01 153.04 35591.49 232.57 -11.24 -261.31 JPY 805.25 0.70 563.53 1.00 563.53 35591.49 63.16 -3.69 -23.30 LEANHOG 393.20 1.11 434.93 1.00 434.93 35591.49 81.83 13.30 108.84 LIVECOW 967.10 0.71 685.63 1.00 685.63 35591.49 51.91 8.88 46.09 LUMBER-new 164.31 1.19 195.69 1.00 195.69 35591.49 181.88 -8.21 -149.30 MXP 288.75 0.62 177.71 1.00 177.71 35591.49 200.27 19.13 383.19 NASDAQ_micro 506.33 0.81 410.65 1.00 410.65 35591.49 86.67 -6.34 -54.97 NIKKEI 53655.00 1.12 60217.65 0.01 389.29 35591.49 91.43 8.26 75.54 NZD 605.25 0.63 380.59 1.00 380.59 35591.49 93.52 14.65 137.04 OAT 1216.40 0.28 336.40 1.19 398.92 35591.49 89.22 13.19 117.68 OATIES 154.75 1.64 253.61 1.00 253.61 35591.49 140.34 -14.01 -196.66 OJ 255.08 4.81 1227.57 1.00 1227.57 35591.49 28.99 -8.16 -23.67 PALLAD 1724.00 4.81 8287.22 1.00 8287.22 35591.49 4.29 2.18 0.94 PLAT 1059.35 4.99 5284.55 1.00 5284.55 35591.49 6.74 1.62 1.09 REDWHEAT 273.50 1.52 414.76 1.00 414.76 35591.49 85.81 -7.11 -61.00 RICE 221.20 1.32 291.27 1.00 291.27 35591.49 122.19 -6.73 -82.28 ROBUSTA 381.00 1.92 732.21 1.00 732.21 35591.49 48.61 -1.56 -7.58 RUSSELL 131.69 0.92 120.68 1.00 120.68 35591.49 294.93 7.68 226.56 SHATZ 1068.50 0.05 49.08 1.19 58.20 35591.49 611.52 0.52 31.66 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35591.49 5.79 12.83 7.42 SMI 1322.50 0.74 972.05 1.29 1258.07 35591.49 28.29 15.70 44.40 SOFR 2411.75 0.04 106.61 1.00 106.61 35591.49 333.85 -12.31 -411.10 SOYBEAN 540.25 0.74 400.65 1.00 400.65 35591.49 88.84 -6.83 -60.69 SOYMEAL 295.80 1.20 355.32 1.00 355.32 35591.49 100.17 -18.40 -184.29 SOYOIL 330.36 1.20 397.75 1.00 397.75 35591.49 89.48 -2.66 -23.79 SP400 3464.40 0.75 2602.61 1.00 2602.61 35591.49 13.68 3.87 5.30 SP500_micro 345.49 0.59 204.01 1.00 204.01 35591.49 174.46 -3.08 -53.76 SUGAR11 158.82 1.65 261.41 1.00 261.41 35591.49 136.15 -9.65 -131.33 US10 1116.09 0.24 267.61 1.00 267.61 35591.49 133.00 -13.36 -177.71 US10U 1138.91 0.32 363.70 1.00 363.70 35591.49 97.86 -13.04 -127.63 US2 2083.28 0.06 126.15 1.00 126.15 35591.49 282.13 -11.82 -333.61 US20 1146.25 0.50 571.46 1.00 571.46 35591.49 62.28 -5.19 -32.35 US30 1168.44 0.71 828.26 1.00 828.26 35591.49 42.97 -7.33 -31.48 US5 1087.42 0.16 170.14 1.00 170.14 35591.49 209.19 -13.61 -284.75 VIX 199.00 2.58 514.33 1.00 514.33 35591.49 69.20 -15.46 -107.01 WHEAT 290.50 1.20 347.91 1.00 347.91 35591.49 102.30 -8.21 -83.96 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 167.496 0.010 2.5 4.352 BITCOIN -356.796 0.043 2.5 -38.691 BOBL -17.281 0.004 2.5 -0.175 BTP 77.344 0.014 2.5 2.642 BUND 7.544 0.004 2.5 0.077 BUXL -31.470 0.004 2.5 -0.320 CAC 37.452 0.014 2.5 1.279 CAD 29.436 0.010 2.5 0.765 CANOLA 192.779 0.010 2.5 4.697 CHF -13.577 0.010 2.5 -0.353 COCOA -31.184 0.010 2.5 -0.760 COFFEE -6.059 0.005 2.5 -0.080 COPPER 8.813 0.043 2.5 0.956 CORN -151.924 0.010 2.5 -3.701 COTTON2 -217.731 0.010 2.5 -5.305 CRUDE_W 19.863 0.043 2.5 2.154 DAX 21.020 0.014 2.5 0.718 DOW -22.656 0.009 2.5 -0.527 DX -44.173 0.010 2.5 -1.148 EUR 3.321 0.010 2.5 0.086 EURIBOR-ICE 258.095 0.014 2.5 8.816 EUROSTX 94.024 0.014 2.5 3.212 FEEDCOW 31.524 0.013 2.5 1.046 GASOIL 41.312 0.017 2.5 1.793 GASOLINE -6.888 0.017 2.5 -0.299 GAS_US_mini 16.925 0.043 2.5 1.835 GBP 76.636 0.010 2.5 1.991 GOLD_micro -3.097 0.014 2.5 -0.106 HEATOIL 9.534 0.017 2.5 0.414 JGB-SGX-mini -261.307 0.043 2.5 -28.336 JPY -23.302 0.010 2.5 -0.605 LEANHOG 108.841 0.024 2.5 6.624 LIVECOW 46.092 0.013 2.5 1.530 LUMBER-new -149.303 0.010 2.5 -3.637 MXP 383.192 0.059 2.5 56.321 NASDAQ_micro -54.970 0.009 2.5 -1.279 NIKKEI 75.541 0.043 2.5 8.192 NZD 137.037 0.010 2.5 3.561 OAT 117.678 0.014 2.5 4.019 OATIES -196.663 0.010 2.5 -4.791 OJ -23.672 0.010 2.5 -0.577 PALLAD 0.936 0.014 2.5 0.032 PLAT 1.090 0.014 2.5 0.037 REDWHEAT -61.001 0.005 2.5 -0.810 RICE -82.285 0.010 2.5 -2.005 ROBUSTA -7.584 0.005 2.5 -0.101 RUSSELL 226.562 0.013 2.5 7.518 SHATZ 31.663 0.004 2.5 0.322 SILVER-mini 7.421 0.014 2.5 0.253 SMI 44.404 0.014 2.5 1.517 SOFR -411.101 0.024 2.5 -25.019 SOYBEAN -60.688 0.004 2.5 -0.565 SOYMEAL -184.288 0.004 2.5 -1.716 SOYOIL -23.790 0.004 2.5 -0.222 SP400 5.295 0.013 2.5 0.176 SP500_micro -53.763 0.009 2.5 -1.251 SUGAR11 -131.332 0.010 2.5 -3.200 US10 -177.708 0.005 2.5 -2.255 US10U -127.628 0.005 2.5 -1.620 US2 -333.609 0.005 2.5 -4.233 US20 -32.351 0.005 2.5 -0.411 US30 -31.485 0.005 2.5 -0.400 US5 -284.754 0.005 2.5 -3.613 VIX -107.011 0.099 2.5 -26.452 WHEAT -83.962 0.005 2.5 -1.115 ===================== Position diags ===================== AUD 2.18 BITCOIN 19.77 BOBL 1.90 BTP 2.76 BUND 0.93 BUXL 0.40 CAC 1.88 CAD 2.86 CANOLA 9.79 CHF 0.89 COCOA 0.59 COFFEE 0.21 COPPER 1.40 CORN 4.25 COTTON2 2.65 CRUDE_W 3.78 DAX 5.54 DOW 5.35 DX 2.13 EUR 1.23 EURIBOR-ICE 12.85 EUROSTX 2.23 FEEDCOW 0.78 GASOIL 1.36 GASOLINE 1.01 GAS_US_mini 5.82 GBP 2.12 GOLD_micro 1.12 HEATOIL 0.77 JGB-SGX-mini 25.22 JPY 1.64 LEANHOG 4.98 LIVECOW 1.72 LUMBER-new 4.43 MXP 29.44 NASDAQ_micro 2.02 NIKKEI 9.91 NZD 2.43 OAT 3.05 OATIES 3.42 OJ 0.71 PALLAD 0.15 PLAT 0.23 REDWHEAT 1.14 RICE 2.98 ROBUSTA 0.65 RUSSELL 9.79 SHATZ 6.21 SILVER-mini 0.20 SMI 0.97 SOFR 20.32 SOYBEAN 0.83 SOYMEAL 0.93 SOYOIL 0.83 SP400 0.45 SP500_micro 4.06 SUGAR11 3.32 US10 1.69 US10U 1.24 US2 3.58 US20 0.79 US30 0.55 US5 2.65 VIX 17.11 WHEAT 1.36 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.4 4.1 4.6 1.0 1 BITCOIN -38.7 -40.7 -36.7 0.0 0 BOBL -0.2 -0.4 0.0 0.0 0 BTP 2.6 2.4 2.9 0.0 0 BUND 0.1 -0.0 0.2 0.0 0 BUXL -0.3 -0.4 -0.3 -2.0 -2 CAC 1.3 1.1 1.5 0.0 0 CAD 0.8 0.5 1.1 0.0 0 CANOLA 4.7 3.7 5.7 14.0 14 CHF -0.4 -0.4 -0.3 -2.0 -2 COCOA -0.8 -0.8 -0.7 0.0 0 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER 1.0 0.8 1.1 2.0 2 CORN -3.7 -4.1 -3.3 0.0 0 COTTON2 -5.3 -5.6 -5.0 -6.0 -6 CRUDE_W 2.2 1.8 2.5 2.0 2 DAX 0.7 0.2 1.3 0.0 0 DOW -0.5 -1.1 0.0 -8.0 -8 DX -1.1 -1.4 -0.9 -1.0 -1 EUR 0.1 -0.0 0.2 0.0 0 EURIBOR-ICE 8.8 7.5 10.1 0.0 0 EUROSTX 3.2 3.0 3.4 6.0 6 FEEDCOW 1.0 1.0 1.1 0.0 0 GASOIL 1.8 1.7 1.9 0.0 0 GASOLINE -0.3 -0.4 -0.2 0.0 0 GAS_US_mini 1.8 1.3 2.4 0.0 0 GBP 2.0 1.8 2.2 0.0 0 GOLD_micro -0.1 -0.2 0.0 0.0 0 HEATOIL 0.4 0.3 0.5 1.0 1 JGB-SGX-mini -28.3 -30.9 -25.8 0.0 0 JPY -0.6 -0.8 -0.4 -1.0 -1 LEANHOG 6.6 6.1 7.1 3.0 3 LIVECOW 1.5 1.4 1.7 0.0 0 LUMBER-new -3.6 -4.1 -3.2 0.0 0 MXP 56.3 53.4 59.3 43.0 43 NASDAQ_micro -1.3 -1.5 -1.1 -9.0 -9 NIKKEI 8.2 7.2 9.2 9.0 9 NZD 3.6 3.3 3.8 0.0 0 OAT 4.0 3.7 4.3 4.0 4 OATIES -4.8 -5.1 -4.4 NaN 0 OJ -0.6 -0.6 -0.5 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT 0.0 0.0 0.1 0.0 0 REDWHEAT -0.8 -0.9 -0.7 -1.0 -1 RICE -2.0 -2.3 -1.7 -3.0 -3 ROBUSTA -0.1 -0.2 -0.0 1.0 1 RUSSELL 7.5 6.5 8.5 0.0 0 SHATZ 0.3 -0.3 0.9 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 1.5 1.4 1.6 0.0 0 SOFR -25.0 -27.1 -23.0 NaN 0 SOYBEAN -0.6 -0.6 -0.5 0.0 0 SOYMEAL -1.7 -1.8 -1.6 0.0 0 SOYOIL -0.2 -0.3 -0.1 -8.0 -8 SP400 0.2 0.1 0.2 2.0 2 SP500_micro -1.3 -1.7 -0.8 -4.0 -4 SUGAR11 -3.2 -3.5 -2.9 -7.0 -7 US10 -2.3 -2.4 -2.1 -1.0 -1 US10U -1.6 -1.7 -1.5 0.0 0 US2 -4.2 -4.6 -3.9 NaN 0 US20 -0.4 -0.5 -0.3 0.0 0 US30 -0.4 -0.5 -0.3 -3.0 -3 US5 -3.6 -3.9 -3.3 -1.0 -1 VIX -26.5 -28.2 -24.7 -30.0 -30 WHEAT -1.1 -1.3 -1.0 -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 0.4 0.3 0.1 0.0 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 0.1 0.4 0.2 0.3 0.2 0.3 0.5 0.6 0.5 0.5 0.0 0.7 0.2 0.7 BITCOIN 0.1 -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 0.3 0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.3 0.1 -0.2 0.1 -0.1 -0.4 -0.0 -0.3 -0.1 -0.0 -0.1 0.0 -0.2 0.0 0.5 -0.1 -0.0 -0.4 0.1 -0.4 0.0 -0.6 0.0 0.5 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 -0.1 -0.3 -0.1 -0.0 0.4 0.1 0.7 0.2 0.1 0.3 0.2 0.3 0.2 0.1 0.1 0.0 0.3 0.1 -2.7 0.1 -0.1 0.3 0.0 0.5 0.1 0.7 0.1 0.6 0.6 0.6 0.1 0.7 0.5 0.7 BUND 0.2 0.0 -0.2 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.0 -0.3 0.0 -0.5 0.1 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.1 -0.0 -0.3 -0.0 0.0 -0.1 -0.1 -0.4 -0.0 -0.4 -0.0 0.4 -0.1 0.5 0.1 -0.1 0.0 0.7 0.5 0.7 BUXL 0.1 0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.2 -0.5 -0.2 -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 -0.2 -0.5 -0.1 -0.7 -0.1 -0.0 -0.3 0.1 0.1 -0.2 -0.2 0.7 0.2 0.4 CAC -0.5 -0.1 0.0 0.1 -0.0 0.4 0.0 0.6 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 0.0 0.1 -0.1 0.1 -0.1 0.2 -0.2 -0.6 -0.6 -0.2 0.6 0.7 0.4 0.7 CAD 0.2 0.3 0.3 0.1 0.0 0.2 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 0.1 2.7 0.1 0.0 0.1 0.2 -0.0 0.2 -0.4 -0.0 -0.4 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.3 -0.1 -0.0 -0.0 -0.5 0.0 -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 1.6 0.0 0.1 -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 0.5 0.2 -0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.0 0.3 0.0 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 0.1 0.1 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 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 0.8 -0.2 -0.6 -0.2 -0.3 -0.0 0.0 0.2 0.2 COFFEE -0.4 -0.5 -0.3 -0.0 -0.0 -0.5 0.0 -0.7 0.1 -0.2 0.2 -0.2 0.5 -0.2 -0.2 0.4 0.4 0.4 0.4 -0.1 -0.0 -0.2 0.3 -0.2 -2.7 -0.1 -0.2 0.0 -0.2 0.5 -0.2 1.1 -0.5 -0.6 -0.6 -0.1 0.7 0.6 0.7 0.7 COPPER -0.2 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 0.0 -0.0 0.1 0.0 0.2 0.0 -0.1 0.3 -0.1 -0.2 -0.1 0.7 0.7 0.7 0.7 CORN -0.1 -0.1 0.2 -0.0 -0.0 -0.5 0.1 -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 0.0 -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 -0.1 0.2 -0.0 -0.0 -0.0 -0.5 0.1 -0.7 0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.2 -0.5 -0.1 -1.4 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -1.1 -0.5 -0.6 -0.3 -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 0.1 -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 -0.0 -0.2 -0.6 -0.2 -0.4 0.3 0.7 0.4 0.5 DAX -0.6 0.3 -0.2 0.1 -0.0 0.3 0.0 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 -0.3 0.1 0.1 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 -0.0 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 -0.4 -0.2 0.2 0.1 0.0 0.1 0.1 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 0.3 0.0 -0.3 0.1 0.0 0.1 0.2 0.1 0.2 -0.0 0.1 0.0 0.4 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.0 0.0 0.2 0.1 1.0 0.1 -0.0 0.2 0.1 0.2 0.1 -0.4 -0.2 -0.1 -0.1 0.1 -0.3 -0.7 -0.1 -0.7 EURIBOR-ICE 0.3 0.1 -0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.2 0.1 0.1 0.1 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.1 0.0 -0.2 0.1 -0.2 0.0 0.8 0.1 0.4 0.1 -0.2 0.4 0.7 0.7 0.7 EUROSTX -0.3 0.2 0.1 0.1 -0.0 0.3 0.0 0.5 0.1 0.0 0.5 -0.0 0.7 0.1 0.2 0.2 0.0 0.1 0.0 0.2 0.2 0.0 0.5 0.1 -1.0 0.2 0.0 0.5 0.0 0.5 0.1 0.6 -0.2 0.0 0.3 0.4 0.5 0.7 0.3 0.7 FEEDCOW 0.1 0.6 0.2 -0.0 -0.0 -0.5 0.0 -0.7 0.1 0.1 0.3 0.2 0.5 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.1 0.3 0.1 0.7 0.1 1.1 0.4 0.2 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 0.1 0.1 0.2 0.0 0.1 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 -0.3 0.2 0.1 0.3 0.2 0.3 0.2 1.1 -0.1 0.0 0.1 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 -0.2 -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 -0.1 -0.1 0.0 -0.2 0.0 -0.0 0.4 -0.1 0.4 0.4 0.0 -0.0 0.0 -0.0 0.0 2.3 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.4 -0.0 -0.5 -0.6 -0.1 0.2 -0.5 -0.0 -0.7 GBP 0.2 0.4 -0.0 0.1 0.0 0.2 0.2 0.1 0.2 0.0 0.2 0.1 0.5 0.1 0.2 0.0 0.0 0.0 0.0 0.2 0.1 0.1 0.2 0.2 0.1 0.2 0.0 0.3 0.2 0.3 0.2 0.4 0.0 -0.1 0.2 0.2 -0.1 -0.2 0.0 -0.3 GOLD_micro -0.2 -0.6 -0.3 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.0 0.2 0.0 0.3 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.2 0.1 -2.7 0.1 -0.0 0.2 0.1 0.3 0.1 -0.3 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 0.1 0.1 0.2 -0.0 0.1 0.1 0.2 0.1 0.0 0.4 0.3 0.4 0.4 0.1 0.0 0.1 0.1 0.1 -2.2 0.1 -0.0 0.1 0.1 0.1 0.1 1.1 -0.1 -0.1 -0.2 0.1 0.2 0.5 -0.1 -0.4 JGB-SGX-mini 0.2 -0.3 -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 -0.0 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 0.7 0.1 -0.3 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.6 0.3 -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 0.0 -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 -0.5 -0.3 -0.5 -0.1 -0.6 LEANHOG 0.5 0.6 -0.1 -0.0 -0.0 -0.5 0.1 -0.7 0.1 0.1 0.4 0.2 0.6 0.2 0.2 -0.4 0.1 -0.4 -0.3 0.2 0.2 0.2 0.4 0.2 -0.6 0.2 0.2 0.5 0.2 0.5 0.2 0.5 0.5 0.6 0.6 0.6 -0.2 0.4 0.0 0.7 LIVECOW 0.1 0.6 0.1 -0.0 -0.0 -0.5 0.0 -0.7 0.1 0.2 0.2 0.2 0.5 0.2 0.1 -0.2 0.1 -0.1 -0.0 0.2 0.2 0.2 0.5 0.2 -2.7 0.0 0.2 0.1 0.1 0.5 0.1 0.8 0.5 -0.1 0.5 -0.3 0.7 0.7 0.7 0.7 LUMBER-new 0.7 0.6 -0.5 -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 0.4 0.2 -0.6 0.0 0.8 0.2 0.8 MXP 0.2 0.1 0.2 0.2 0.0 0.2 0.2 0.1 0.2 0.1 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 0.1 0.5 0.2 0.7 0.2 1.1 -0.1 0.6 0.6 0.6 0.5 0.4 0.7 0.5 NASDAQ_micro -0.1 -0.1 -0.2 0.1 -0.0 0.3 0.0 0.4 0.1 -0.1 0.3 0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.5 0.0 -2.7 0.0 -0.1 0.2 -0.0 0.4 -0.0 -0.3 -0.1 -0.2 -0.4 -0.2 0.2 -0.7 0.2 -0.7 NIKKEI -0.0 -0.0 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 0.0 0.3 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 -0.1 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 0.5 0.1 -0.0 -0.0 0.7 0.2 0.7 OAT 0.4 0.2 0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 0.1 0.1 0.1 -0.1 0.2 0.1 0.2 0.3 0.3 0.3 0.1 0.0 0.1 -0.1 0.1 -0.0 0.1 -0.0 0.1 0.1 -0.0 0.2 0.9 0.5 0.6 0.6 0.5 -0.0 0.7 0.5 0.7 OATIES 0.1 0.2 -0.1 -0.0 -0.0 -0.4 0.0 -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 -0.4 -0.1 0.0 -0.3 0.1 -0.5 0.0 -0.7 0.0 -0.2 -0.3 -0.2 -0.3 -0.6 -0.1 -0.7 OJ -0.0 0.6 0.3 -0.0 -0.0 -0.2 0.0 -0.4 0.0 -0.1 -0.1 -0.0 -0.2 0.0 0.0 0.1 0.1 0.0 0.0 0.0 -0.0 -0.1 -0.1 0.0 -2.7 0.0 -0.1 0.0 -0.1 -0.1 0.0 0.8 -0.3 -0.1 0.6 0.1 -0.7 -0.7 -0.5 -0.7 PALLAD -0.2 -0.3 0.0 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 1.4 0.0 -0.1 0.1 -0.0 0.2 -0.0 0.2 -0.0 -0.2 -0.2 -0.1 0.3 -0.1 -0.3 -0.4 PLAT -0.2 -0.4 -0.3 0.0 -0.1 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 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.2 0.0 0.2 -0.1 -0.3 0.3 0.1 0.7 0.3 -0.1 -0.2 REDWHEAT 0.2 0.3 0.4 -0.0 -0.0 -0.5 0.1 -0.7 0.1 0.0 -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 0.3 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 0.0 -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 0.5 -0.0 -0.2 -0.0 -0.0 -0.4 0.0 -0.7 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.0 0.4 0.3 0.4 0.3 -0.0 -0.0 -0.1 -0.0 0.0 -2.7 -0.0 -0.2 -0.1 -0.1 -0.0 0.0 1.1 -0.2 -0.0 -0.3 -0.0 0.0 0.3 0.3 0.6 RUSSELL 0.1 0.3 0.3 0.1 -0.0 0.3 0.0 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 -0.1 0.5 0.1 0.0 -0.5 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 -0.1 -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 0.0 -0.5 0.0 -1.1 -0.1 0.4 0.1 -0.2 0.5 0.7 0.7 0.7 SILVER-mini 0.6 0.2 0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 -1.0 0.2 0.2 0.4 0.2 0.5 0.2 0.0 0.5 0.6 0.6 0.6 0.2 0.7 -0.6 -0.2 SMI -0.6 -0.1 0.4 0.1 -0.0 0.3 0.0 0.4 0.1 0.1 0.4 -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 1.2 0.1 0.1 0.4 0.0 0.5 0.0 1.1 -0.1 -0.3 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 -0.1 -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 0.3 -0.1 -0.2 -0.1 -0.5 -0.5 -0.4 -0.7 SOYBEAN 0.2 -0.3 0.1 -0.0 -0.0 -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 -0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.1 -0.6 0.5 -0.7 -0.4 -0.7 -0.3 SOYMEAL -0.2 -0.5 0.2 -0.0 -0.0 -0.4 0.0 -0.7 0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -1.8 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.7 -0.0 -0.5 -0.6 0.6 -0.7 -0.7 -0.5 -0.6 SOYOIL 0.6 0.4 -0.1 -0.0 -0.0 -0.5 0.1 -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 -2.4 0.1 0.1 0.1 0.2 0.0 0.2 0.0 0.5 0.6 0.2 0.3 -0.4 -0.7 -0.4 -0.7 SP400 0.0 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 0.5 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.0 -0.4 0.1 0.1 -0.1 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.2 -0.0 0.0 0.1 -0.0 0.3 0.0 0.5 0.1 -0.1 0.5 0.1 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 0.0 -2.7 0.0 -0.1 0.2 -0.0 0.5 0.0 -0.3 -0.0 -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 -0.4 0.0 -0.7 0.1 -0.0 -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 -0.0 -0.1 -0.1 -0.4 -0.0 1.1 -0.3 -0.3 0.1 -0.1 -0.0 -0.6 0.1 -0.4 US10 -0.2 -0.3 -0.2 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 0.1 -0.1 0.3 -0.2 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.1 -1.5 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.2 0.2 -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 -0.1 -0.3 -0.1 -0.1 0.1 -0.2 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 -0.2 0.1 -0.2 0.4 -0.1 -0.3 0.1 -0.4 -0.1 0.2 -0.5 -0.3 -0.5 -0.7 US2 -0.3 -0.3 -0.2 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 0.0 -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 -0.1 -0.0 -0.2 -0.0 -0.0 -0.1 -1.1 0.2 -0.6 -0.1 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 0.0 -0.1 -1.4 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 0.1 -0.0 0.2 0.2 -0.3 0.5 -0.1 -0.7 US30 0.0 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -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 -0.1 -0.4 0.0 0.0 0.2 0.2 -0.3 0.3 0.0 -0.5 US5 -0.2 -0.3 -0.2 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.0 -0.0 -0.1 0.3 -0.2 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -1.0 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 -0.5 0.2 -0.5 -0.1 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.8 -0.1 -0.4 -0.2 0.1 -0.5 0.0 -0.4 -0.0 0.2 -0.9 -0.0 -1.2 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.3 0.0 -0.5 -0.1 NaN -0.2 0.1 -0.6 0.0 -0.5 -0.0 NaN NaN NaN NaN NaN -0.0 -1.1 NaN NaN WHEAT 0.4 0.2 0.1 -0.0 -0.0 -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 0.1 -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 11.7 13.7 8.6 12.9 3.0 5.4 20.0 3.3 20.0 8.5 18.0 14.9 13.0 18.3 19.2 1.0 -0.6 0.5 -0.0 20.0 16.5 20.0 9.1 20.0 15.5 20.0 12.1 14.9 20.0 7.0 20.0 5.9 20.0 20.0 14.4 15.8 0.6 20.0 4.5 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 -1.1 -0.3 -20.0 -17.2 BOBL 9.9 2.6 -8.5 -9.9 -12.1 -8.7 -6.9 -6.8 -7.4 4.5 -11.4 8.7 -6.3 9.6 -10.3 -20.0 -1.7 -15.4 -5.6 -3.8 -8.5 4.1 -8.2 2.8 3.4 -7.7 -1.1 -13.3 4.9 -10.9 2.0 -11.4 0.4 16.7 4.6 -5.8 5.8 20.0 20.0 20.0 BTP 5.2 3.1 -2.8 -12.2 -14.8 -10.7 -8.4 -8.4 -9.1 -4.7 15.8 7.8 20.0 18.4 11.6 16.5 10.8 14.3 12.4 7.0 7.9 1.7 12.0 6.6 -20.0 9.4 -13.3 9.9 1.6 14.5 9.0 12.9 2.9 20.0 19.0 17.5 1.5 20.0 15.9 20.0 BUND 7.1 0.6 -6.4 -11.1 -13.5 -9.8 -7.7 -7.6 -8.3 -4.6 -12.4 0.5 -13.7 6.7 -12.1 20.0 7.5 15.1 10.5 -6.0 -9.7 -0.8 -11.0 -0.7 0.0 -8.9 -9.4 -13.5 -1.3 -12.1 -1.2 8.1 -3.1 15.1 4.5 -4.1 0.9 20.0 14.0 20.0 BUXL 4.0 0.5 -5.9 -10.2 -12.4 -9.0 -7.1 -7.0 -7.6 -18.6 -18.4 -15.0 -20.0 -8.3 -16.6 5.2 3.6 4.8 4.4 -11.4 -16.2 -9.1 -20.0 -7.6 2.9 -13.6 -20.0 -19.2 -13.7 -20.0 -9.3 -0.2 -12.7 4.3 1.7 -6.6 -7.2 20.0 4.7 10.7 CAC -14.8 -2.6 0.4 11.1 -0.2 14.2 2.3 15.3 6.8 11.2 14.0 -12.5 19.1 -9.7 2.2 -5.4 -3.0 -5.3 -4.2 1.9 8.9 -3.9 11.6 -4.9 7.3 -1.6 4.4 3.8 -5.2 3.9 -7.5 3.7 -9.1 -20.0 -17.3 -6.2 18.7 20.0 12.2 20.0 CAD 6.4 8.2 8.5 13.2 4.0 5.8 19.1 3.5 20.0 0.6 -1.3 7.6 -0.0 8.6 9.6 -7.0 -7.5 -7.5 -7.7 9.0 3.6 12.4 -1.0 13.4 20.0 10.0 2.4 3.9 15.8 -0.2 16.0 -6.7 -1.3 -11.1 -4.8 2.7 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 9.7 -4.6 -1.8 -3.5 -17.3 3.9 -20.0 6.9 8.7 -10.4 15.0 -4.4 13.4 4.3 -17.1 -14.4 -17.9 -16.9 4.1 -5.6 11.7 -6.9 13.2 11.7 4.4 6.6 -6.3 11.7 -8.5 13.4 -14.8 12.2 20.0 1.0 4.1 11.7 20.0 18.3 20.0 CHF 14.5 6.5 -9.2 6.8 2.1 3.0 9.9 1.8 10.9 0.9 0.2 4.1 7.0 4.3 2.2 -13.8 -16.2 -15.8 -16.0 5.1 2.7 7.5 2.9 8.7 -1.0 5.3 2.0 3.0 8.5 3.1 8.8 -20.0 3.4 2.2 2.6 0.9 -10.0 -20.0 -7.8 -20.0 COCOA -20.0 -10.7 -20.0 -0.7 -1.4 -6.9 1.6 -10.4 2.7 -3.0 -6.4 -6.5 -4.4 -6.5 -6.3 -3.9 4.8 -3.3 -0.6 -12.3 -10.2 -9.7 -6.0 -13.5 -20.0 -7.0 -1.0 -6.5 -4.5 -2.9 -6.6 15.6 -9.0 -20.0 -6.5 -7.9 -1.1 0.2 4.9 5.5 COFFEE -11.0 -16.0 -10.0 -2.0 -4.0 -19.7 4.5 -20.0 7.9 -17.8 8.1 -17.8 12.9 -15.4 -14.5 20.0 19.7 20.0 20.0 -11.8 -0.6 -20.0 12.0 -19.9 -20.0 -9.5 -20.0 0.6 -20.0 14.2 -14.2 20.0 -20.0 -20.0 -20.0 -4.1 20.0 17.2 20.0 20.0 COPPER -6.1 5.9 10.6 4.8 -10.2 6.2 -2.4 6.5 2.4 -4.6 6.0 -1.2 4.3 5.0 6.8 -6.3 -6.3 -6.8 -6.5 7.9 7.5 1.5 5.4 5.1 -1.7 4.3 -1.8 5.0 1.8 5.4 3.0 -1.4 11.3 -2.3 -6.5 -4.6 20.0 20.0 20.0 20.0 CORN -4.4 -4.4 5.7 -2.2 -4.4 -20.0 4.9 -20.0 8.6 8.9 -3.3 3.4 -10.4 -2.6 -7.0 -20.0 -20.0 -20.0 -20.0 -5.5 -5.4 2.9 -9.2 -2.5 9.8 -7.0 3.1 -5.1 1.9 -6.9 -4.0 -20.0 10.9 -20.0 -14.6 5.9 1.1 -8.2 8.5 -1.1 COTTON2 -4.4 5.9 -1.2 -2.6 -5.2 -20.0 5.8 -20.0 10.1 -20.0 -20.0 -20.0 -20.0 -14.5 -19.4 -20.0 -17.9 -20.0 -20.0 -11.0 -15.3 -19.4 -20.0 -13.2 -10.2 -15.0 -20.0 -20.0 -20.0 -20.0 -17.9 -20.0 -20.0 -20.0 -8.5 -5.4 -12.5 -13.0 -11.0 -7.1 CRUDE_W 16.0 11.8 2.4 12.1 3.6 5.3 16.1 2.2 18.8 2.2 -10.0 13.2 -12.9 14.9 6.4 2.3 3.9 1.3 2.1 5.4 -2.0 9.9 -6.5 11.6 7.4 5.8 -1.5 -2.2 7.5 -7.1 10.8 -0.9 -8.7 -17.2 -5.7 -12.9 9.7 20.0 10.6 14.3 DAX -19.0 10.1 -6.5 9.3 -0.2 11.9 2.0 12.8 5.7 2.1 11.4 -7.8 17.1 1.4 10.0 -9.7 -7.4 -8.7 -7.7 7.6 9.9 -8.5 14.1 -1.3 -13.2 5.3 -6.7 6.6 -10.4 8.1 -3.4 -2.9 -20.0 -15.0 4.9 -3.3 11.8 20.0 6.4 20.0 DOW -9.8 1.8 4.2 8.0 -0.1 10.2 1.7 11.0 4.9 -2.3 15.9 0.5 16.2 7.2 13.4 -7.5 -8.1 -7.6 -7.7 10.9 16.1 -0.4 17.3 4.0 -11.0 6.8 -1.0 11.0 -1.0 12.4 1.7 -3.8 -4.1 -6.6 0.2 3.5 -1.3 -20.0 -6.3 -20.0 DX -12.1 -7.2 7.0 9.3 2.8 4.1 13.4 2.4 14.8 -1.6 0.6 -6.4 -9.8 -6.8 -5.0 5.1 6.1 5.7 5.9 -6.4 -3.0 -9.0 -4.0 -10.9 -20.0 -8.6 0.4 -4.1 -10.9 -3.1 -12.9 16.6 -20.0 -20.0 -20.0 -7.0 3.5 20.0 10.2 20.0 EUR 8.0 1.4 -9.1 10.5 3.2 4.6 15.2 2.8 16.8 -4.0 2.6 2.7 12.4 4.2 4.7 -7.3 -8.0 -8.0 -8.0 5.9 4.3 4.9 6.4 8.6 7.6 8.5 -2.3 5.8 9.2 5.8 11.8 -7.3 -6.3 -4.5 -1.9 2.7 -8.6 -20.0 -4.4 -20.0 EURIBOR-ICE 9.6 3.0 -12.1 -7.4 -9.0 -6.5 -5.1 -5.1 -5.5 2.2 -7.0 4.9 2.9 6.2 -6.4 13.6 11.8 13.4 13.0 -1.4 -4.4 4.8 -1.0 3.7 -0.7 -4.8 0.6 -8.1 5.5 -4.3 2.6 14.7 4.1 13.6 1.6 -4.9 12.4 20.0 20.0 20.0 EUROSTX -9.8 6.8 3.5 10.1 -0.2 12.8 2.1 13.8 6.1 4.8 19.1 -1.3 20.0 10.7 15.7 8.9 0.8 5.2 2.4 17.5 20.0 2.7 20.0 8.9 -7.9 14.8 2.3 16.8 1.5 13.8 6.6 11.9 -6.6 1.4 9.5 12.5 16.1 20.0 8.0 20.0 FEEDCOW 3.0 20.0 7.5 -1.8 -3.5 -17.4 4.0 -20.0 6.9 13.8 11.1 13.9 13.3 16.7 12.2 11.0 9.4 11.7 11.9 20.0 20.0 14.3 20.0 20.0 -20.0 9.7 10.1 11.1 7.7 18.8 9.5 20.0 17.6 4.6 20.0 -0.1 20.0 20.0 20.0 20.0 GASOIL 20.0 4.5 -0.7 10.1 3.0 4.4 13.4 1.9 15.7 3.7 5.1 13.1 6.9 13.0 2.9 20.0 15.9 18.5 17.6 8.7 4.5 15.3 3.7 15.5 -2.2 14.4 6.8 10.0 15.9 7.2 18.5 20.0 -3.9 0.8 2.4 5.6 0.4 20.0 -7.4 8.3 GASOLINE 17.0 7.2 -0.3 12.5 3.7 5.5 16.7 2.3 19.5 3.6 -0.7 14.4 0.2 15.7 6.9 -20.0 -20.0 -20.0 -20.0 7.2 1.5 12.3 -0.5 13.4 -17.7 8.1 1.9 1.0 9.7 -1.8 12.9 -20.0 -9.1 -10.0 -6.4 -6.3 9.0 20.0 4.9 20.0 GAS_US_mini 20.0 0.1 11.1 6.4 1.9 2.8 8.6 1.2 10.0 -6.6 -3.4 2.9 -6.6 0.8 -1.1 20.0 -6.7 20.0 20.0 1.4 -0.5 1.9 -1.4 3.8 17.1 -0.6 -4.6 -1.2 0.6 -1.2 1.0 -6.7 -1.0 -16.2 -20.0 -4.2 5.2 -13.6 -1.0 -20.0 GBP 7.2 12.6 -0.8 13.5 4.1 5.9 19.6 3.5 20.0 4.4 7.3 9.0 13.8 12.9 15.3 0.3 0.1 0.3 0.2 14.8 8.9 15.0 7.6 18.9 0.6 18.1 4.0 11.5 18.1 9.2 20.0 6.6 2.0 -3.1 6.7 6.6 -3.7 -7.1 0.7 -9.2 GOLD_micro -6.0 -20.0 -9.6 4.7 -10.1 6.2 -2.4 6.4 2.3 -5.4 8.4 1.8 8.6 5.8 7.6 -7.2 -10.0 -8.1 -8.8 9.9 9.0 2.4 8.0 9.2 -20.0 8.9 -5.1 9.1 5.3 9.2 8.6 -6.5 20.0 20.0 17.5 17.9 15.6 6.1 -11.5 -17.5 HEATOIL 20.0 3.3 -2.4 9.6 2.8 4.2 12.7 1.8 14.9 -0.2 1.9 10.7 4.5 11.1 0.4 20.0 14.7 20.0 18.7 7.3 3.4 11.5 2.8 13.2 -16.7 6.6 -1.2 3.5 7.4 3.0 10.0 20.0 -4.2 -3.6 -5.7 1.6 7.4 13.6 -2.8 -11.1 JGB-SGX-mini 4.9 -10.4 -15.7 -4.5 -5.5 -4.0 -3.1 -3.1 -3.4 -0.9 -10.0 -4.9 -9.9 -7.6 -9.3 -0.5 12.8 8.5 11.1 -15.6 -16.9 -3.9 -15.2 -10.0 -1.0 -16.5 -1.1 -17.2 -3.9 -14.4 -10.4 13.9 6.1 -9.9 -20.0 -20.0 -7.3 -20.0 2.4 -20.0 JPY 18.4 9.5 -6.3 7.8 2.4 3.4 11.3 2.1 12.5 -1.5 -10.6 2.0 -10.8 1.4 -6.3 -8.5 -10.4 -9.3 -9.6 -3.2 -9.0 3.1 -10.4 3.1 20.0 -1.9 -2.8 -7.6 5.2 -8.5 4.8 -10.7 -7.2 -10.2 -14.4 -16.7 -8.1 -14.7 -3.9 -17.7 LEANHOG 16.2 20.0 -2.4 -2.6 -5.2 -20.0 5.9 -20.0 10.2 16.4 14.5 20.0 16.9 20.0 20.0 -20.0 3.3 -20.0 -13.7 20.0 18.0 20.0 13.7 20.0 -4.3 20.0 20.0 20.0 20.0 12.9 20.0 9.1 20.0 20.0 20.0 20.0 -5.8 12.5 0.6 20.0 LIVECOW 4.1 18.4 3.5 -2.1 -4.1 -20.0 4.6 -20.0 8.1 16.8 8.9 15.1 13.7 18.5 10.6 -8.4 4.5 -5.5 -1.4 18.2 16.3 17.2 20.0 18.3 -20.0 3.8 20.0 4.4 12.4 15.2 7.7 15.3 20.0 -1.7 15.3 -7.9 20.0 20.0 20.0 20.0 LUMBER-new 20.0 16.2 -14.3 -1.9 -3.7 -18.2 4.1 -20.0 7.2 -11.1 -14.8 6.9 -15.1 7.6 -9.3 -20.0 -20.0 -20.0 -20.0 -2.6 -16.4 2.0 -20.0 5.4 NaN -3.8 -0.9 -15.8 1.5 -17.6 4.3 -20.0 -20.0 12.0 6.7 -15.8 1.1 20.0 5.2 20.0 MXP 7.1 4.4 5.1 15.6 4.8 6.8 20.0 4.1 20.0 5.8 20.0 16.0 20.0 20.0 20.0 12.2 13.1 13.0 12.9 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 11.8 20.0 20.0 20.0 20.0 20.0 -4.9 20.0 20.0 20.0 13.9 10.7 20.0 14.5 NASDAQ_micro -4.5 -4.0 -6.2 7.8 -0.1 9.9 1.6 10.7 4.7 -8.0 11.8 1.5 14.8 6.3 5.0 -8.4 -8.7 -8.3 -8.4 3.8 10.4 -4.3 17.3 0.8 -20.0 1.5 -15.0 5.9 -4.4 11.0 -0.2 -4.9 -4.3 -6.6 -13.0 -6.5 5.2 -20.0 5.0 -20.0 NIKKEI -0.5 -1.5 6.8 5.6 -0.1 7.1 1.2 7.7 3.4 5.9 11.3 8.2 11.2 9.7 10.4 10.8 7.9 9.0 7.8 12.2 16.0 5.6 17.1 8.7 -13.6 9.1 2.2 13.7 3.8 14.9 5.9 20.0 1.5 8.7 3.7 14.4 -7.6 1.8 -12.2 6.6 NZD 20.0 18.5 6.7 10.5 3.2 4.6 15.2 2.7 16.8 9.1 -0.1 12.5 -4.1 13.2 11.1 -3.6 -3.5 -3.9 -3.9 13.8 3.8 20.0 -2.4 20.0 14.3 13.8 12.7 2.8 20.0 -3.2 20.0 0.0 13.1 13.9 1.7 -0.2 -0.3 20.0 7.5 20.0 OAT 12.0 5.8 1.8 -10.3 -12.6 -9.1 -7.1 -7.1 -7.7 6.2 5.5 13.2 -2.7 15.7 4.8 12.2 12.6 13.9 14.4 7.1 2.1 10.0 -2.2 12.0 -0.1 9.8 -1.4 3.5 13.0 -0.3 15.7 16.6 20.0 20.0 18.7 15.0 -0.3 20.0 14.0 20.0 OATIES 2.6 4.8 -4.0 -1.5 -2.9 -14.3 3.3 -20.0 5.7 5.7 -10.9 3.9 -11.1 3.9 -3.2 -12.3 -12.2 -15.7 -15.8 -5.5 -10.5 3.9 -11.9 -0.0 -3.3 -6.0 5.2 -12.7 5.3 -14.2 1.3 -12.3 1.0 -6.6 -8.7 -7.2 -8.1 -16.7 -4.5 -19.5 OJ -1.3 20.0 9.8 -0.8 -1.6 -7.6 1.7 -11.5 3.0 -6.1 -3.4 -2.3 -6.2 3.7 3.1 2.9 2.5 0.9 0.4 2.3 -1.6 -7.8 -5.2 0.5 -20.0 4.4 -13.9 0.8 -4.9 -2.6 2.5 14.1 -12.6 -2.2 19.6 2.4 -20.0 -20.0 -14.4 -20.0 PALLAD -4.7 -7.8 0.1 4.0 -8.6 5.2 -2.0 5.4 2.0 -5.2 5.3 -1.6 5.0 2.9 4.3 -2.9 -3.1 -3.1 -3.1 4.8 5.4 -3.6 4.4 1.9 10.8 1.9 -8.0 4.5 -3.6 5.5 -0.8 4.3 -1.2 -7.2 -6.7 -1.9 8.9 -2.2 -8.6 -10.5 PLAT -7.0 -11.6 -9.7 3.6 -7.8 4.8 -1.9 4.9 1.8 -5.3 5.6 -1.9 5.7 3.4 4.7 -2.0 -3.6 -3.1 -3.3 6.4 6.4 -4.6 4.8 2.9 -0.6 4.6 -9.0 6.3 -3.9 6.4 0.9 3.6 -5.0 -7.9 8.5 2.9 20.0 9.5 -2.9 -6.9 REDWHEAT 5.5 8.9 11.5 -2.2 -4.4 -20.0 4.9 -20.0 8.6 4.6 -13.4 9.6 -18.7 12.9 4.0 -14.5 -16.2 -15.6 -16.2 3.0 -4.4 6.9 -14.0 7.1 7.6 7.0 0.0 0.5 9.1 -7.8 10.9 -16.2 13.8 10.1 3.1 17.5 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 5.1 -1.0 -2.0 -9.6 2.2 -14.6 3.8 6.0 -7.3 8.4 -9.0 8.9 1.9 -19.9 -14.5 -20.0 -19.5 2.5 -8.9 9.5 -16.4 9.8 1.1 5.4 5.1 -7.2 9.6 -16.8 11.7 -18.1 9.6 14.4 9.7 -3.0 -13.9 -16.5 -7.3 -16.9 ROBUSTA 16.1 -0.8 -6.4 -1.4 -2.8 -13.8 3.1 -20.0 5.5 -9.5 2.8 -2.8 -2.1 3.0 -2.6 20.0 15.7 20.0 17.0 -1.7 -3.1 -7.3 -1.3 0.1 -20.0 -0.9 -20.0 -2.1 -5.7 -0.7 0.4 20.0 -7.0 -0.8 -8.2 -0.7 0.1 7.6 10.2 16.6 RUSSELL 3.1 9.8 9.0 9.5 -0.2 12.1 2.0 13.0 5.8 -13.8 18.0 -1.0 17.9 9.0 15.5 -5.3 -5.3 -5.1 -5.0 18.7 20.0 -4.2 19.4 9.8 8.9 14.2 -11.7 16.3 -5.2 14.8 6.7 0.9 -20.0 14.2 7.8 2.5 -5.4 -20.0 -17.8 -20.0 SHATZ 11.0 5.7 -8.2 -8.6 -10.5 -7.6 -6.0 -5.9 -6.5 1.2 -12.8 5.1 -11.3 8.6 -8.3 6.2 -13.8 -4.7 -9.6 -3.9 -10.2 2.8 -10.5 2.3 11.0 -7.8 -2.5 -14.7 3.2 -13.0 1.3 -20.0 -2.2 12.3 3.4 -7.6 16.4 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 -1.8 12.1 8.1 -0.1 10.3 1.7 11.1 4.9 8.5 14.8 -1.1 14.4 3.5 12.0 12.9 6.6 11.3 8.7 11.7 16.3 4.1 14.2 3.7 9.3 13.4 9.7 16.6 3.0 12.6 4.4 20.0 -4.6 -8.8 10.0 20.0 -5.9 20.0 -7.1 20.0 SOFR -3.2 -11.5 -12.7 -11.4 -13.9 -10.1 -7.9 -7.9 -8.6 -0.7 -7.4 -8.6 13.8 -15.0 -20.0 8.6 6.6 8.3 7.7 -14.5 -7.7 -3.0 4.1 -10.6 -20.0 -12.3 -1.0 -6.3 0.1 4.5 -7.1 5.4 14.3 -3.7 -7.0 -3.5 -14.1 -14.5 -12.5 -20.0 SOYBEAN 6.7 -9.4 2.1 -2.4 -4.7 -20.0 5.3 -20.0 9.3 -2.3 2.1 11.0 3.9 -3.1 -9.5 -7.4 -5.6 -5.6 -5.5 -3.1 -1.5 4.4 -2.2 1.9 -6.3 -0.8 -2.4 2.6 6.4 2.7 5.3 2.0 16.8 3.7 -18.8 15.2 -20.0 -11.0 -20.0 -7.7 SOYMEAL -5.9 -14.4 5.0 -1.7 -3.4 -16.5 3.8 -20.0 6.6 -9.2 -7.4 -8.6 -10.6 -11.6 -10.3 -10.9 -14.2 -11.9 -13.5 -9.6 -6.2 -4.8 -7.4 -8.4 -13.6 -4.3 -7.7 1.8 -5.4 -1.0 -6.9 -12.6 -0.2 -14.3 -18.4 20.0 -20.0 -19.6 -13.8 -18.8 SOYOIL 20.0 11.6 -2.5 -2.2 -4.4 -20.0 4.9 -20.0 8.5 12.7 -2.0 18.1 7.6 18.4 13.5 -8.7 -6.2 -8.7 -7.7 15.1 5.8 17.0 4.9 20.0 -17.7 11.9 10.0 2.1 15.9 0.6 20.0 0.1 20.0 20.0 6.6 9.5 -11.4 -20.0 -12.1 -20.0 SP400 1.1 13.1 9.3 9.1 -0.2 11.6 1.9 12.5 5.5 -10.0 17.0 -2.0 13.8 10.3 16.0 -7.0 -6.2 -6.5 -6.2 16.4 16.6 -3.4 12.9 8.4 3.5 9.7 -7.8 9.2 -4.6 6.2 4.0 -0.9 -18.7 4.6 4.1 -2.5 -2.5 -20.0 -9.0 -20.0 SP500_micro -7.0 -1.0 0.1 10.1 -0.2 12.9 2.1 13.9 6.1 -7.4 20.0 8.6 20.0 12.7 17.0 -9.4 -9.5 -9.3 -9.2 9.2 17.9 -1.3 20.0 3.8 -20.0 3.3 -12.5 8.4 -3.0 13.5 0.5 -6.3 -0.7 -9.8 -10.8 -9.4 8.2 -20.0 9.6 -20.0 SUGAR11 -3.0 8.1 0.9 -1.6 -3.1 -15.5 3.5 -20.0 6.2 -3.5 -11.9 -8.0 -14.3 -8.6 -8.9 20.0 12.7 18.2 14.0 -5.9 -10.4 -7.6 -15.0 -6.1 -20.0 -0.1 -4.7 -5.4 -5.8 -10.5 -1.3 20.0 -12.1 -8.7 3.4 -3.4 -0.9 -16.8 4.4 -10.5 US10 -7.4 -10.5 -6.8 -10.6 -12.9 -9.3 -7.3 -7.3 -7.9 -9.6 2.5 -11.3 9.3 -14.4 -17.5 3.9 1.1 3.1 2.4 -11.3 -3.9 -8.0 3.1 -11.6 -11.4 -11.9 -9.0 -2.6 -10.0 6.1 -13.3 -3.7 6.3 -14.4 -6.2 0.9 -19.5 -20.0 -17.3 -20.0 US10U -6.6 -9.6 -5.4 -12.3 -15.0 -10.9 -8.6 -8.5 -9.3 -16.5 5.5 -15.1 8.6 -17.2 -20.0 4.0 0.5 3.1 2.0 -11.0 -2.6 -11.7 3.4 -12.9 -15.8 -8.5 -17.1 2.8 -15.3 10.7 -13.6 -4.9 3.3 -13.4 -1.6 6.3 -16.4 -8.3 -16.3 -20.0 US2 -8.2 -7.8 -7.0 -10.4 -12.7 -9.2 -7.2 -7.2 -7.8 2.0 -6.5 -9.4 -1.2 -12.7 -16.9 -7.6 -13.2 -9.1 -10.6 -11.1 -6.9 -2.3 -2.5 -9.0 16.3 -13.8 -0.8 -8.1 -1.9 -0.1 -10.6 -20.0 9.1 -19.4 -3.6 -4.6 -20.0 -20.0 -20.0 -20.0 US20 -1.4 -4.8 -4.5 -8.7 -10.6 -7.7 -6.0 -6.0 -6.5 -12.9 2.9 -7.1 -0.4 -6.6 -12.1 5.7 3.8 5.2 4.7 -4.6 -1.4 -7.1 0.1 -5.4 -10.3 -0.6 -13.4 3.7 -9.0 5.5 -4.0 0.4 3.1 -0.6 6.0 6.0 -10.4 14.6 -2.8 -20.0 US30 1.0 -5.0 -4.8 -9.9 -12.0 -8.7 -6.8 -6.8 -7.4 -15.5 -3.2 -9.1 -8.3 -9.2 -16.4 3.0 -0.8 2.0 0.7 -6.5 -4.5 -8.0 -4.3 -6.1 -5.8 -2.6 -17.5 0.9 -11.2 1.8 -5.1 -7.1 1.8 1.0 4.8 4.9 -9.4 10.3 0.3 -16.1 US5 -7.4 -9.7 -7.2 -11.1 -13.6 -9.8 -7.7 -7.7 -8.4 -2.9 -1.0 -13.2 9.5 -16.6 -19.2 1.8 -1.9 0.7 -0.4 -12.0 -5.1 -5.6 2.4 -11.1 -7.4 -11.9 -5.5 -3.8 -6.1 5.3 -11.5 -8.8 7.9 -16.1 -4.2 0.2 -20.0 -20.0 -20.0 -20.0 VIX 14.7 -2.5 -8.3 -8.9 5.6 -11.3 2.6 -7.6 -2.3 10.7 -20.0 -0.9 -20.0 -10.2 -20.0 -20.0 -20.0 -20.0 -20.0 -12.0 -15.5 2.6 -12.4 -3.6 NaN -10.1 6.1 -12.8 2.8 -8.8 -2.5 NaN NaN NaN NaN NaN -0.3 -20.0 NaN NaN WHEAT 11.6 6.7 4.4 -2.4 -4.9 -20.0 5.4 -20.0 9.5 2.8 -19.5 8.0 -20.0 9.9 -7.5 -19.5 -18.6 -19.1 -18.6 -0.4 -9.6 7.8 -18.5 7.4 11.8 6.3 -0.2 -2.7 12.6 -9.8 14.6 -19.9 20.0 16.3 1.5 11.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3