******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260204_204003 produced at 2026-02-04 21:36:18.151751 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 SOFR False True 0.10 0.00 -2.71 0.0 0.00 0.00 0.00 0.00 -26.16 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 -29.04 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -4.26 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.25 0.0 999.00 -999.00 -0.25 -0.25 -29.50 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.09 -0.18 0.0 1.17 -1.17 -0.09 -0.14 -3.81 25.0 -2 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -39.63 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.12 0.0 0.81 -0.81 -0.05 -0.05 -2.41 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 0.00 -0.09 0.0 0.63 -0.63 0.00 0.00 -1.78 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 -5.50 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 NASDAQ_micro False False 0.02 -0.26 -0.04 0.0 0.49 -0.49 -0.26 -0.26 -1.71 23.0 -12 -12 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 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.11 3.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.72 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.75 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 -2.11 4.0 -3 -3 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.02 0.0 0.22 -0.22 -0.11 -0.11 -0.33 4.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.25 9.0 -3 -3 caleb_strategy_v3 JPY False False 0.03 0.00 -0.02 0.0 0.58 -0.58 0.00 0.00 -0.69 17.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.30 -0.30 -0.15 -0.15 -0.47 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 -0.50 9.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.07 -0.02 0.0 0.90 -0.90 -0.07 -0.07 -0.36 13.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.07 -0.02 0.0 0.71 -0.71 -0.07 -0.09 -1.29 48.0 -5 -6 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -3.34 18.0 -7 -7 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.21 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 -0.67 3.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.49 7.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.46 -0.46 -0.02 -0.02 -0.78 26.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.09 -0.09 -0.01 -0.01 -0.95 8.0 -1 -1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.47 -0.47 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.12 -0.00 0.0 0.14 -0.14 -0.12 -0.12 -0.12 10.0 -8 -8 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.00 0.0 1.12 -1.12 0.00 0.00 -0.08 19.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.22 23.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.00 0.0 1.19 -1.19 -0.06 -0.06 -0.16 56.0 -3 -3 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.29 -0.29 0.00 0.00 -0.10 6.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 0.00 0.0 0.89 -0.89 0.00 0.00 0.05 14.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.65 -0.65 0.00 0.00 0.12 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 1.67 26.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.01 0.0 0.73 -0.73 0.00 0.00 0.82 58.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.13 0.01 0.0 0.70 -0.70 -0.13 -0.10 0.58 66.0 -12 -9 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.13 -0.13 0.04 0.04 0.47 3.0 1 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.91 -0.91 0.00 0.00 0.73 29.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.02 0.0 0.21 -0.21 0.06 0.06 5.74 51.0 14 14 caleb_strategy_v3 SILVER-mini False False 0.12 0.25 0.03 0.0 999.00 -999.00 0.25 0.25 0.26 999999999.0 2 2 caleb_strategy_v3 SP400 False False 0.15 0.30 0.04 0.0 0.30 -0.30 0.30 0.30 0.26 2.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.38 -0.38 0.00 0.00 8.00 68.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.87 24.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.05 0.0 0.12 -0.12 0.00 0.00 1.82 4.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.13 0.06 0.0 999.00 -999.00 0.13 0.13 0.97 999999999.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.07 0.0 0.13 -0.13 0.08 0.08 2.51 5.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.00 0.07 0.0 0.81 -0.81 0.00 0.00 1.96 22.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.07 0.0 0.70 -0.70 0.00 0.00 1.79 17.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.89 12.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.09 0.0 0.54 -0.54 0.03 0.03 3.38 21.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.09 0.0 0.63 -0.63 0.00 0.00 1.17 8.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.18 0.11 0.0 0.61 -0.61 0.18 0.18 3.78 20.0 6 6 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.12 0.0 0.22 -0.22 0.08 0.08 7.04 13.0 5 5 caleb_strategy_v3 SMI False True 0.07 0.00 0.13 0.0 0.00 0.00 0.00 0.00 1.78 9.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.13 0.0 0.57 -0.57 0.03 0.03 4.33 19.0 1 1 caleb_strategy_v3 NIKKEI False False 0.01 0.15 0.15 0.0 0.54 -0.54 0.15 0.15 10.26 36.0 10 10 caleb_strategy_v3 BTP False False 0.06 0.00 0.18 0.0 0.61 -0.61 0.00 0.00 2.95 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.25 0.26 0.0 0.62 -0.62 0.25 0.25 4.14 10.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.53 0.66 0.0 0.74 -0.74 0.53 0.53 53.34 60.0 43 43 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.21 0.0 1.24 -1.24 0.00 0.00 9.76 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 23.4 Shocked risk 63.2 Sum abs risk 63.4 Leverage 9.26 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2331693.53, 'annual_cash_vol_target': 582923.3825, 'daily_cash_vol_target': 36432.71140625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.7022 0.6230 9.9673 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1639 116.5300 0.1407 2.2508 BTP 0.3667 120.9600 0.3031 4.8504 BUND 0.3337 127.9900 0.2608 4.1721 BUXL 0.7717 109.1200 0.7072 11.3155 CAC 56.4652 8283.5000 0.6817 10.9065 CAD 0.0032 0.7328 0.4379 7.0064 CANOLA 6.1157 669.5000 0.9135 14.6156 CHF 0.0082 1.2928 0.6327 10.1233 COCOA 149.3956 4119.0000 3.6270 58.0318 COFFEE 5.7850 296.2000 1.9531 31.2493 COPPER 0.1161 6.0945 1.9054 30.4864 CORN 4.0135 457.0000 0.8782 14.0516 COTTON2 0.6454 62.2200 1.0373 16.5964 CRUDE_W 1.0191 61.4300 1.6590 26.5434 DAX 181.0174 24736.0000 0.7318 11.7088 DOW 300.7569 49648.0000 0.6058 9.6925 DX 0.4285 97.5000 0.4395 7.0315 EUR 0.0059 1.1830 0.5004 8.0065 EURIBOR-ICE 0.0327 97.6550 0.0335 0.5356 EUROSTX 44.1390 5984.0000 0.7376 11.8019 FEEDCOW 2.9682 367.4250 0.8078 12.9254 GASOIL 11.6513 683.2500 1.7053 27.2844 GASOLINE 0.0364 2.1654 1.6792 26.8670 GAS_US_mini 0.2598 3.4800 7.4643 119.4281 GBP 0.0069 1.3662 0.5071 8.1131 GOLD_micro 115.1425 4969.1000 2.3172 37.0747 HEATOIL 0.0473 2.3644 1.9987 31.9800 JGB-SGX-mini 0.2335 131.5100 0.1776 2.8413 JPY 0.0000 0.0064 0.7058 11.2930 LEANHOG 1.0664 98.5000 1.0827 17.3227 LIVECOW 1.6753 241.6500 0.6933 11.0921 LUMBER-new 7.0685 589.5000 1.1991 19.1851 MXP 0.0004 0.0575 0.6376 10.2009 NASDAQ_micro 200.9085 25081.5000 0.8010 12.8164 NIKKEI 585.9425 54590.0000 1.0734 17.1736 NZD 0.0039 0.6014 0.6470 10.3522 OAT 0.3334 121.7000 0.2740 4.3835 OATIES 4.9818 311.0000 1.6019 25.6300 OJ 8.1002 171.1000 4.7342 75.7474 PALLAD 80.7247 1745.0000 4.6261 74.0170 PLAT 104.3123 2212.5000 4.7147 75.4349 REDWHEAT 8.2046 543.0000 1.5110 24.1755 RICE 0.1427 11.0900 1.2863 20.5810 ROBUSTA 71.9410 3747.0000 1.9200 30.7194 RUSSELL 23.7116 2638.6000 0.8986 14.3783 SHATZ 0.0497 106.8850 0.0465 0.7440 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 97.1700 13428.0000 0.7236 11.5782 SOFR 0.0420 96.4700 0.0435 0.6966 SOYBEAN 8.0059 1087.0000 0.7365 11.7842 SOYMEAL 3.5532 295.8000 1.2012 19.2193 SOYOIL 0.6793 56.2300 1.2081 19.3294 SP400 26.0821 3516.5000 0.7417 11.8673 SP500_micro 37.9492 6923.5000 0.5481 8.7700 SUGAR11 0.2319 14.0100 1.6549 26.4791 US10 0.2640 111.5938 0.2366 3.7849 US10U 0.3586 113.8438 0.3150 5.0401 US2 0.0624 104.1797 0.0599 0.9583 US20 0.5630 114.5312 0.4915 7.8647 US30 0.8177 116.6250 0.7012 11.2188 US5 0.1677 108.7500 0.1542 2.4678 VIX 0.4860 19.8000 2.4547 39.2751 WHEAT 6.8634 579.0000 1.1854 18.9663 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 702.20 0.62 437.44 1.00 437.44 36432.71 83.29 20.00 166.57 BITCOIN 82.98 2.35 195.18 1.00 195.18 36432.71 186.66 -19.58 -365.41 BOBL 1165.30 0.14 163.93 1.18 193.62 36432.71 188.16 -0.40 -7.57 BTP 1209.60 0.30 366.69 1.18 433.10 36432.71 84.12 10.25 86.24 BUND 1279.90 0.26 333.74 1.18 394.18 36432.71 92.43 1.24 11.49 BUXL 1091.20 0.71 771.72 1.18 911.48 36432.71 39.97 -8.25 -32.97 CAC 828.35 0.68 564.65 1.18 666.92 36432.71 54.63 10.14 55.39 CAD 732.80 0.44 320.90 1.00 320.90 36432.71 113.53 2.47 28.00 CANOLA 133.90 0.91 122.31 0.73 89.53 36432.71 406.95 5.79 235.54 CHF 1616.00 0.63 1022.46 1.00 1022.46 36432.71 35.63 -3.89 -13.86 COCOA 411.90 3.63 1493.96 1.00 1493.96 36432.71 24.39 -13.09 -31.93 COFFEE 1110.75 1.95 2169.39 1.00 2169.39 36432.71 16.79 -4.37 -7.35 COPPER 1523.62 1.91 2903.12 1.00 2903.12 36432.71 12.55 7.15 8.97 CORN 228.50 0.88 200.67 1.00 200.67 36432.71 181.55 -8.35 -151.67 COTTON2 311.10 1.04 322.70 1.00 322.70 36432.71 112.90 -20.00 -225.80 CRUDE_W 614.30 1.66 1019.10 1.00 1019.10 36432.71 35.75 6.48 23.18 DAX 247.36 0.73 181.02 1.18 213.80 36432.71 170.40 1.41 24.05 DOW 248.24 0.61 150.38 1.00 150.38 36432.71 242.27 1.02 24.78 DX 975.00 0.44 428.48 1.00 428.48 36432.71 85.03 -5.19 -44.14 EUR 1478.81 0.50 740.00 1.00 740.00 36432.71 49.23 0.38 1.88 EURIBOR-ICE 2441.38 0.03 81.72 1.18 96.52 36432.71 377.46 7.57 285.71 EUROSTX 598.40 0.74 441.39 1.18 521.33 36432.71 69.88 15.83 110.60 FEEDCOW 1837.12 0.81 1484.10 1.00 1484.10 36432.71 24.55 14.39 35.32 GASOIL 683.25 1.71 1165.13 1.00 1165.13 36432.71 31.27 13.38 41.83 GASOLINE 909.47 1.68 1527.17 1.00 1527.17 36432.71 23.86 -1.98 -4.73 GAS_US_mini 87.00 7.46 649.39 1.00 649.39 36432.71 56.10 2.75 15.42 GBP 853.88 0.51 432.97 1.00 432.97 36432.71 84.15 8.98 75.57 GOLD_micro 496.91 2.32 1151.42 1.00 1151.42 36432.71 31.64 -1.45 -4.59 HEATOIL 993.05 2.00 1984.85 1.00 1984.85 36432.71 18.36 5.94 10.89 JGB-SGX-mini 131510.00 0.18 23353.86 0.01 150.25 36432.71 242.48 -11.04 -267.79 JPY 799.81 0.71 564.52 1.00 564.52 36432.71 64.54 -4.11 -26.52 LEANHOG 394.00 1.08 426.57 1.00 426.57 36432.71 85.41 13.54 115.65 LIVECOW 966.60 0.69 670.10 1.00 670.10 36432.71 54.37 9.90 53.83 LUMBER-new 162.11 1.20 194.38 1.00 194.38 36432.71 187.43 -8.99 -168.58 MXP 287.50 0.64 183.30 1.00 183.30 36432.71 198.76 18.26 362.88 NASDAQ_micro 501.63 0.80 401.82 1.00 401.82 36432.71 90.67 -8.09 -73.40 NIKKEI 54590.00 1.07 58594.25 0.01 376.98 36432.71 96.64 9.79 94.62 NZD 601.40 0.65 389.11 1.00 389.11 36432.71 93.63 13.89 130.07 OAT 1217.00 0.27 333.42 1.18 393.80 36432.71 92.52 13.10 121.20 OATIES 155.50 1.60 249.09 1.00 249.09 36432.71 146.26 -13.25 -193.75 OJ 256.65 4.73 1215.04 1.00 1215.04 36432.71 29.98 -9.16 -27.46 PALLAD 1745.00 4.63 8072.47 1.00 8072.47 36432.71 4.51 1.63 0.74 PLAT 1106.25 4.71 5215.61 1.00 5215.61 36432.71 6.99 1.11 0.78 REDWHEAT 271.50 1.51 410.23 1.00 410.23 36432.71 88.81 -8.05 -71.53 RICE 221.80 1.29 285.30 1.00 285.30 36432.71 127.70 -6.78 -86.63 ROBUSTA 374.70 1.92 719.41 1.00 719.41 36432.71 50.64 -3.34 -16.91 RUSSELL 131.93 0.90 118.56 1.00 118.56 36432.71 307.30 7.85 241.09 SHATZ 1068.85 0.05 49.70 1.18 58.70 36432.71 620.67 1.37 85.29 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 36432.71 5.92 12.83 7.60 SMI 1342.80 0.72 971.70 1.29 1248.98 36432.71 29.17 17.88 52.16 SOFR 2411.75 0.04 105.00 1.00 105.00 36432.71 346.99 -12.39 -429.79 SOYBEAN 543.50 0.74 400.30 1.00 400.30 36432.71 91.01 -5.74 -52.20 SOYMEAL 295.80 1.20 355.32 1.00 355.32 36432.71 102.54 -18.36 -188.23 SOYOIL 337.38 1.21 407.58 1.00 407.58 36432.71 89.39 -1.49 -13.32 SP400 3516.50 0.74 2608.21 1.00 2608.21 36432.71 13.97 5.71 7.97 SP500_micro 346.18 0.55 189.75 1.00 189.75 36432.71 192.01 -2.90 -55.64 SUGAR11 156.91 1.65 259.68 1.00 259.68 36432.71 140.30 -9.78 -137.21 US10 1115.94 0.24 263.98 1.00 263.98 36432.71 138.01 -13.79 -190.26 US10U 1138.44 0.32 358.61 1.00 358.61 36432.71 101.59 -13.77 -139.94 US2 2083.59 0.06 124.79 1.00 124.79 36432.71 291.95 -11.51 -335.97 US20 1145.31 0.49 562.97 1.00 562.97 36432.71 64.72 -6.06 -39.21 US30 1166.25 0.70 817.75 1.00 817.75 36432.71 44.55 -8.39 -37.39 US5 1087.50 0.15 167.73 1.00 167.73 36432.71 217.20 -13.83 -300.36 VIX 198.00 2.45 486.03 1.00 486.03 36432.71 74.96 -15.92 -119.33 WHEAT 289.50 1.19 343.17 1.00 343.17 36432.71 106.16 -8.87 -94.15 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 166.572 0.010 2.5 4.328 BITCOIN -365.410 0.043 2.5 -39.625 BOBL -7.566 0.004 2.5 -0.077 BTP 86.243 0.014 2.5 2.946 BUND 11.485 0.004 2.5 0.117 BUXL -32.974 0.004 2.5 -0.335 CAC 55.388 0.014 2.5 1.892 CAD 28.000 0.010 2.5 0.728 CANOLA 235.545 0.010 2.5 5.739 CHF -13.862 0.010 2.5 -0.360 COCOA -31.930 0.010 2.5 -0.778 COFFEE -7.345 0.005 2.5 -0.098 COPPER 8.973 0.043 2.5 0.973 CORN -151.671 0.010 2.5 -3.695 COTTON2 -225.802 0.010 2.5 -5.501 CRUDE_W 23.176 0.043 2.5 2.513 DAX 24.054 0.014 2.5 0.822 DOW 24.780 0.009 2.5 0.577 DX -44.135 0.010 2.5 -1.147 EUR 1.882 0.010 2.5 0.049 EURIBOR-ICE 285.709 0.014 2.5 9.759 EUROSTX 110.604 0.014 2.5 3.778 FEEDCOW 35.319 0.013 2.5 1.172 GASOIL 41.826 0.017 2.5 1.816 GASOLINE -4.730 0.017 2.5 -0.205 GAS_US_mini 15.416 0.043 2.5 1.672 GBP 75.567 0.010 2.5 1.963 GOLD_micro -4.595 0.014 2.5 -0.157 HEATOIL 10.895 0.017 2.5 0.473 JGB-SGX-mini -267.790 0.043 2.5 -29.039 JPY -26.520 0.010 2.5 -0.689 LEANHOG 115.646 0.024 2.5 7.038 LIVECOW 53.834 0.013 2.5 1.786 LUMBER-new -168.579 0.010 2.5 -4.107 MXP 362.878 0.059 2.5 53.336 NASDAQ_micro -73.397 0.009 2.5 -1.708 NIKKEI 94.617 0.043 2.5 10.260 NZD 130.069 0.010 2.5 3.380 OAT 121.199 0.014 2.5 4.140 OATIES -193.751 0.010 2.5 -4.720 OJ -27.456 0.010 2.5 -0.669 PALLAD 0.736 0.014 2.5 0.025 PLAT 0.778 0.014 2.5 0.027 REDWHEAT -71.528 0.005 2.5 -0.950 RICE -86.629 0.010 2.5 -2.111 ROBUSTA -16.912 0.005 2.5 -0.225 RUSSELL 241.094 0.013 2.5 8.000 SHATZ 85.286 0.004 2.5 0.866 SILVER-mini 7.597 0.014 2.5 0.259 SMI 52.164 0.014 2.5 1.782 SOFR -429.790 0.024 2.5 -26.157 SOYBEAN -52.199 0.004 2.5 -0.486 SOYMEAL -188.231 0.004 2.5 -1.753 SOYOIL -13.325 0.004 2.5 -0.124 SP400 7.975 0.013 2.5 0.265 SP500_micro -55.641 0.009 2.5 -1.295 SUGAR11 -137.208 0.010 2.5 -3.343 US10 -190.264 0.005 2.5 -2.414 US10U -139.937 0.005 2.5 -1.776 US2 -335.966 0.005 2.5 -4.263 US20 -39.213 0.005 2.5 -0.498 US30 -37.385 0.005 2.5 -0.474 US5 -300.355 0.005 2.5 -3.811 VIX -119.329 0.099 2.5 -29.497 WHEAT -94.155 0.005 2.5 -1.251 ===================== Position diags ===================== AUD 2.16 BITCOIN 20.24 BOBL 1.91 BTP 2.87 BUND 0.94 BUXL 0.41 CAC 1.87 CAD 2.95 CANOLA 9.91 CHF 0.93 COCOA 0.59 COFFEE 0.22 COPPER 1.36 CORN 4.42 COTTON2 2.75 CRUDE_W 3.88 DAX 5.82 DOW 5.64 DX 2.21 EUR 1.28 EURIBOR-ICE 12.89 EUROSTX 2.39 FEEDCOW 0.81 GASOIL 1.36 GASOLINE 1.04 GAS_US_mini 6.08 GBP 2.19 GOLD_micro 1.08 HEATOIL 0.80 JGB-SGX-mini 26.29 JPY 1.68 LEANHOG 5.20 LIVECOW 1.80 LUMBER-new 4.57 MXP 29.21 NASDAQ_micro 2.11 NIKKEI 10.48 NZD 2.43 OAT 3.16 OATIES 3.56 OJ 0.73 PALLAD 0.15 PLAT 0.24 REDWHEAT 1.18 RICE 3.11 ROBUSTA 0.67 RUSSELL 10.20 SHATZ 6.30 SILVER-mini 0.20 SMI 1.00 SOFR 21.12 SOYBEAN 0.85 SOYMEAL 0.95 SOYOIL 0.83 SP400 0.46 SP500_micro 4.47 SUGAR11 3.42 US10 1.75 US10U 1.29 US2 3.70 US20 0.82 US30 0.57 US5 2.76 VIX 18.53 WHEAT 1.41 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.3 4.1 4.5 1.0 1 BITCOIN -39.6 -41.6 -37.6 0.0 0 BOBL -0.1 -0.3 0.1 0.0 0 BTP 2.9 2.7 3.2 0.0 0 BUND 0.1 0.0 0.2 0.0 0 BUXL -0.3 -0.4 -0.3 -2.0 -2 CAC 1.9 1.7 2.1 0.0 0 CAD 0.7 0.4 1.0 0.0 0 CANOLA 5.7 4.7 6.7 14.0 14 CHF -0.4 -0.5 -0.3 -1.0 -1 COCOA -0.8 -0.8 -0.7 -1.0 -1 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 -5.5 -5.8 -5.2 -6.0 -6 CRUDE_W 2.5 2.1 2.9 3.0 3 DAX 0.8 0.2 1.4 0.0 0 DOW 0.6 0.0 1.1 -12.0 -12 DX -1.1 -1.4 -0.9 -1.0 -1 EUR 0.0 -0.1 0.2 0.0 0 EURIBOR-ICE 9.8 8.5 11.0 0.0 0 EUROSTX 3.8 3.5 4.0 6.0 6 FEEDCOW 1.2 1.1 1.3 0.0 0 GASOIL 1.8 1.7 2.0 0.0 0 GASOLINE -0.2 -0.3 -0.1 0.0 0 GAS_US_mini 1.7 1.1 2.3 0.0 0 GBP 2.0 1.7 2.2 0.0 0 GOLD_micro -0.2 -0.3 -0.0 -3.0 -3 HEATOIL 0.5 0.4 0.6 1.0 1 JGB-SGX-mini -29.0 -31.7 -26.4 0.0 0 JPY -0.7 -0.9 -0.5 0.0 0 LEANHOG 7.0 6.5 7.6 5.0 5 LIVECOW 1.8 1.6 2.0 0.0 0 LUMBER-new -4.1 -4.6 -3.7 0.0 0 MXP 53.3 50.4 56.3 43.0 43 NASDAQ_micro -1.7 -1.9 -1.5 -12.0 -12 NIKKEI 10.3 9.2 11.3 10.0 10 NZD 3.4 3.1 3.6 1.0 1 OAT 4.1 3.8 4.5 4.0 4 OATIES -4.7 -5.1 -4.4 NaN 0 OJ -0.7 -0.7 -0.6 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT 0.0 0.0 0.1 0.0 0 REDWHEAT -1.0 -1.1 -0.8 -1.0 -1 RICE -2.1 -2.4 -1.8 -3.0 -3 ROBUSTA -0.2 -0.3 -0.2 0.0 0 RUSSELL 8.0 7.0 9.0 0.0 0 SHATZ 0.9 0.2 1.5 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 1.8 1.7 1.9 0.0 0 SOFR -26.2 -28.3 -24.0 NaN 0 SOYBEAN -0.5 -0.6 -0.4 0.0 0 SOYMEAL -1.8 -1.8 -1.7 0.0 0 SOYOIL -0.1 -0.2 -0.0 -8.0 -8 SP400 0.3 0.2 0.3 2.0 2 SP500_micro -1.3 -1.7 -0.8 -5.0 -5 SUGAR11 -3.3 -3.7 -3.0 -7.0 -7 US10 -2.4 -2.6 -2.2 -1.0 -1 US10U -1.8 -1.9 -1.6 0.0 0 US2 -4.3 -4.6 -3.9 NaN 0 US20 -0.5 -0.6 -0.4 0.0 0 US30 -0.5 -0.5 -0.4 -3.0 -3 US5 -3.8 -4.1 -3.5 -2.0 -2 VIX -29.5 -31.3 -27.6 -30.0 -30 WHEAT -1.3 -1.4 -1.1 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.4 0.5 0.3 0.1 0.0 0.2 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 2.0 0.2 0.2 0.4 0.2 0.3 0.2 0.3 0.5 0.6 0.5 0.5 0.0 0.7 0.1 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 0.1 -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 -0.3 0.1 -0.4 0.0 -0.6 0.1 0.5 0.2 -0.2 0.2 0.7 0.7 0.7 BTP 0.1 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 -0.0 0.3 0.0 0.5 0.1 0.7 0.2 0.6 0.6 0.6 0.1 0.7 0.5 0.7 BUND 0.2 0.1 -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 -0.0 -0.3 -0.0 -0.4 -0.0 0.4 0.0 0.4 0.2 -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 -0.1 -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 -0.2 -0.2 -0.5 -0.2 -0.7 -0.1 -0.0 -0.3 0.1 0.0 -0.2 -0.2 0.7 0.1 0.4 CAC -0.5 -0.1 0.0 0.1 0.1 0.4 0.1 0.6 0.1 0.2 0.4 -0.1 0.7 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.3 -0.0 1.0 -0.0 0.2 0.1 0.1 0.1 -0.0 0.2 0.4 -0.5 -0.5 -0.2 0.6 0.7 0.4 0.7 CAD 0.3 0.2 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 -0.1 -0.2 0.1 0.0 0.1 -0.0 0.1 2.7 0.1 -0.0 0.1 0.1 -0.0 0.2 -0.4 -0.0 -0.3 -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 0.1 -0.7 0.1 0.1 -0.3 0.2 -0.2 0.2 0.1 -0.3 -0.3 -0.4 -0.3 0.1 -0.1 0.1 -0.2 0.2 1.6 0.1 0.2 -0.1 0.2 -0.3 0.2 -0.8 0.3 0.6 0.1 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 0.2 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 0.2 0.1 0.1 0.0 -0.3 -0.7 -0.3 -0.7 COCOA -0.6 -0.4 -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 -0.1 -0.1 -0.1 0.8 -0.2 -0.6 -0.3 -0.3 -0.0 0.0 0.2 0.2 COFFEE -0.5 -0.5 -0.3 -0.0 0.0 -0.5 0.1 -0.7 0.1 -0.2 0.2 -0.2 0.4 -0.2 -0.2 0.4 0.4 0.4 0.4 -0.2 -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 -0.2 0.7 0.6 0.7 0.7 COPPER -0.3 0.1 0.3 0.0 -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 0.4 -0.0 -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 -0.3 -0.0 1.3 -0.1 0.0 -0.1 0.0 -0.3 -0.0 -1.1 0.2 -0.6 -0.5 0.2 0.0 -0.3 0.3 -0.0 COTTON2 -0.2 0.2 -0.1 -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 -0.2 -1.3 -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 0.1 0.2 0.2 0.1 0.2 0.1 -0.2 0.1 -0.4 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 -0.0 0.1 -0.2 0.1 -0.1 -0.1 -0.5 -0.2 -0.4 0.3 0.7 0.3 0.5 DAX -0.6 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 -0.4 -0.6 0.1 -0.1 0.4 0.7 0.2 0.7 DOW -0.3 0.1 0.2 0.1 0.0 0.3 0.0 0.4 0.1 0.1 0.4 0.1 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.5 0.1 -1.5 0.1 0.1 0.3 0.0 0.5 0.0 -0.2 0.0 -0.1 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 0.1 0.0 0.0 -0.0 -0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 -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 0.1 0.1 0.2 -0.1 0.1 0.0 0.4 0.0 0.0 -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 -0.1 -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 -0.0 0.0 -0.2 0.1 -0.1 0.0 0.8 0.2 0.4 0.1 -0.2 0.4 0.7 0.7 0.7 EUROSTX -0.4 0.3 0.2 0.1 0.1 0.4 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 -1.1 0.2 0.0 0.5 0.0 0.5 0.1 0.6 0.1 0.0 0.3 0.4 0.5 0.7 0.3 0.7 FEEDCOW 0.1 0.6 0.3 -0.0 0.0 -0.5 0.1 -0.7 0.1 0.1 0.3 0.2 0.5 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.3 0.1 0.7 0.1 1.1 0.4 0.3 0.6 -0.0 0.7 0.7 0.7 0.7 GASOIL 0.6 0.2 -0.0 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.3 0.1 0.0 0.4 0.3 0.4 0.4 0.1 0.1 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 -0.3 0.3 GASOLINE 0.5 0.3 -0.0 0.1 0.1 0.2 0.2 0.1 0.2 0.1 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 0.2 -2.3 0.1 0.1 0.0 0.1 -0.1 0.1 -1.1 -0.1 -0.3 -0.2 -0.2 0.3 0.7 0.1 0.7 GAS_US_mini 0.6 0.0 0.3 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 2.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.4 -0.2 -0.6 -0.6 -0.1 0.2 -0.4 -0.0 -0.7 GBP 0.3 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 0.1 -0.1 0.2 0.2 -0.1 -0.2 0.0 -0.3 GOLD_micro -0.3 -0.6 -0.4 0.0 -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 0.0 0.3 0.1 -0.3 0.5 0.6 0.6 0.5 0.5 0.2 -0.4 -0.6 HEATOIL 0.6 0.2 -0.1 0.1 0.1 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 -2.1 0.1 0.0 0.1 0.1 0.1 0.1 1.1 -0.1 -0.1 -0.2 0.0 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 -0.1 -0.2 0.0 -0.3 0.0 -0.6 -0.2 -0.4 -0.5 -0.5 -0.3 -0.5 -0.1 -0.6 LEANHOG 0.6 0.6 -0.0 -0.0 0.0 -0.5 0.1 -0.7 0.1 0.2 0.4 0.2 0.6 0.2 0.2 -0.4 0.0 -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 0.4 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 0.1 -0.7 0.1 0.2 0.3 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 0.1 0.2 0.1 0.2 0.6 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 -0.2 -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 0.0 NaN -0.1 -0.1 -0.5 -0.0 -0.7 0.0 -1.2 -0.6 0.5 0.2 -0.7 0.0 0.8 0.2 0.8 MXP 0.2 0.1 0.1 0.2 0.0 0.2 0.2 0.2 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 0.1 0.5 0.2 0.7 0.2 1.1 -0.3 0.6 0.6 0.6 0.5 0.4 0.7 0.5 NASDAQ_micro -0.2 -0.2 -0.1 0.1 0.0 0.3 0.0 0.4 0.1 -0.1 0.3 -0.0 0.5 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.5 -0.0 -2.7 0.0 -0.2 0.2 -0.1 0.4 -0.0 -0.3 -0.4 -0.4 -0.5 -0.2 0.2 -0.7 0.2 -0.7 NIKKEI 0.1 -0.0 0.3 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 -1.9 0.1 0.1 0.4 0.1 0.6 0.1 1.1 0.1 0.4 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 0.1 0.1 0.2 0.0 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 0.0 0.1 0.2 -0.1 0.2 0.0 0.2 0.4 0.0 0.0 -0.0 0.7 0.2 0.7 OAT 0.4 0.2 0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 0.0 0.2 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 0.2 0.2 -0.1 -0.0 0.0 -0.4 0.0 -0.7 0.1 0.1 -0.3 0.1 -0.4 0.1 -0.0 -0.2 -0.2 -0.3 -0.3 -0.1 -0.1 0.0 -0.3 0.0 -0.4 -0.1 0.1 -0.4 0.1 -0.5 0.0 -0.6 0.1 -0.2 -0.2 -0.2 -0.3 -0.6 -0.2 -0.7 OJ -0.2 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 0.0 0.0 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 0.7 -0.4 -0.2 0.6 0.1 -0.7 -0.7 -0.5 -0.7 PALLAD -0.2 -0.3 0.0 0.0 -0.0 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 0.0 0.1 -0.0 0.1 0.0 1.4 0.0 -0.1 0.1 -0.0 0.2 -0.0 0.2 -0.1 -0.2 -0.2 -0.1 0.3 -0.1 -0.3 -0.3 PLAT -0.3 -0.4 -0.3 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 -0.1 0.0 -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 0.3 -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 0.0 -0.4 0.1 1.0 0.1 -0.0 0.0 0.1 -0.3 0.1 -0.9 0.2 0.2 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 -0.5 0.1 0.2 0.1 0.0 -0.2 0.1 -0.6 0.1 -1.0 0.2 0.4 0.3 -0.1 -0.5 -0.5 -0.3 -0.6 ROBUSTA 0.4 -0.0 -0.2 -0.0 0.0 -0.3 0.0 -0.7 0.1 -0.1 0.1 -0.1 -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 -0.5 -0.2 -0.3 -0.1 0.0 0.2 0.3 0.5 RUSSELL 0.0 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 0.5 -0.0 0.6 0.1 0.0 -0.5 0.4 0.2 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 0.0 0.4 0.2 -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 0.1 0.5 0.1 0.1 0.3 0.1 0.2 0.2 0.1 0.2 0.1 0.4 0.1 1.2 0.2 0.2 0.4 0.1 0.5 0.1 1.1 0.3 -0.1 0.4 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 0.2 -0.1 -0.2 -0.1 -0.5 -0.5 -0.4 -0.7 SOYBEAN 0.3 -0.3 0.1 -0.0 0.0 -0.5 0.1 -0.7 0.1 0.1 0.1 0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 0.0 -0.8 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.2 -0.5 0.5 -0.7 -0.4 -0.7 -0.3 SOYMEAL -0.2 -0.5 0.2 -0.0 -0.0 -0.4 0.1 -0.7 0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -1.8 -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 0.2 -0.0 0.2 0.3 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.1 0.2 0.1 0.2 -2.4 0.1 0.2 0.1 0.2 0.0 0.2 0.0 0.5 0.6 0.3 0.3 -0.4 -0.7 -0.4 -0.7 SP400 0.0 0.4 0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.0 0.5 0.0 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.0 0.4 0.1 0.5 0.1 0.1 0.3 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 -0.2 0.0 0.1 0.1 0.1 0.4 0.1 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 0.3 -0.1 0.5 -0.0 -0.3 -0.1 -0.4 -0.4 -0.3 0.3 -0.7 0.3 -0.7 SUGAR11 -0.1 0.2 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 -0.4 -0.3 0.1 -0.1 -0.0 -0.6 0.2 -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 -0.0 -0.4 -0.2 0.0 -0.6 -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 -0.2 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 -0.1 0.1 -0.2 0.4 -0.2 -0.3 -0.1 -0.4 -0.1 0.2 -0.5 -0.3 -0.5 -0.7 US2 -0.2 -0.3 -0.2 -0.1 -0.1 -0.3 -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 -0.5 -0.1 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.1 -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 -0.1 -0.0 -0.1 -0.0 -0.1 -1.4 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.0 -0.1 -0.1 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 -0.3 -0.1 -0.2 -0.1 -0.1 -0.3 -0.1 -0.2 0.1 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.8 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -0.4 -0.2 0.0 0.1 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 0.1 -0.5 -0.1 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.7 -0.1 -0.5 -0.2 0.1 -0.5 0.0 -0.5 -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 -0.6 -0.1 NaN -0.2 0.1 -0.6 0.1 -0.6 -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 0.0 -0.5 0.1 1.6 0.1 -0.0 -0.1 0.1 -0.4 0.1 -1.1 0.4 0.5 0.1 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 12.3 13.9 9.0 13.1 5.3 5.8 19.4 3.4 20.0 12.7 17.5 15.4 12.8 17.8 18.7 1.0 -0.5 0.6 0.0 20.0 16.2 20.0 9.0 20.0 14.9 20.0 19.2 15.0 20.0 7.1 20.0 5.9 20.0 20.0 14.2 16.1 0.4 20.0 4.3 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 -1.3 -0.2 -20.0 -17.2 BOBL 9.3 4.0 -8.1 -10.0 -8.1 -8.8 -7.0 -6.9 -7.8 7.1 -11.2 8.2 -6.3 10.1 -10.1 -20.0 -2.1 -15.8 -6.2 -3.4 -8.1 4.0 -7.9 2.7 3.4 -6.9 3.9 -12.3 4.7 -10.3 2.0 -12.2 4.6 15.9 6.9 -5.9 5.6 20.0 20.0 20.0 BTP 4.4 3.8 -2.8 -12.4 -10.0 -10.9 -8.7 -8.5 -9.6 -1.5 16.1 7.5 20.0 18.5 11.9 16.6 10.9 14.5 12.5 7.1 8.1 2.3 12.2 6.5 -20.0 9.5 -3.9 10.0 2.7 14.7 8.8 13.0 8.8 20.0 20.0 17.6 1.6 20.0 15.6 20.0 BUND 6.3 1.9 -6.2 -11.2 -9.0 -9.9 -7.9 -7.7 -8.7 -2.2 -12.4 -1.7 -13.7 6.6 -12.1 20.0 7.6 15.3 10.7 -5.9 -9.4 -1.1 -10.8 -1.1 0.0 -8.5 -3.3 -12.9 -1.7 -11.7 -1.7 8.3 0.9 13.5 6.0 -4.4 0.8 20.0 13.5 20.0 BUXL 2.8 1.5 -5.7 -10.3 -8.3 -9.1 -7.3 -7.1 -8.0 -13.6 -18.7 -15.7 -20.0 -10.4 -17.2 5.2 3.6 4.8 4.4 -11.7 -16.2 -10.4 -20.0 -8.6 3.0 -14.4 -19.9 -19.5 -16.0 -20.0 -11.2 -0.2 -10.9 1.6 1.4 -7.2 -7.0 20.0 4.5 10.8 CAC -14.8 -2.5 0.9 12.2 6.7 15.1 6.1 16.3 8.5 20.0 14.3 -4.8 19.1 -5.8 3.5 -5.1 -3.0 -5.2 -4.1 3.3 9.0 7.3 11.4 -0.0 7.3 -0.1 20.0 4.0 6.0 3.9 -2.4 3.8 15.0 -16.2 -13.9 -6.2 18.4 20.0 12.0 20.0 CAD 7.9 7.7 9.2 13.2 1.2 6.0 15.4 3.6 19.5 -2.9 -0.9 5.9 0.2 7.4 9.2 -6.9 -7.5 -7.5 -7.6 8.8 3.8 8.9 -0.8 12.0 20.0 10.1 -0.6 4.1 12.1 -0.1 14.7 -6.6 -1.8 -8.4 -5.8 2.8 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 8.5 -4.0 -1.3 1.0 -17.1 5.2 -20.0 7.3 12.8 -10.3 16.0 -4.4 14.5 5.3 -17.3 -14.5 -18.0 -17.0 5.2 -4.9 15.4 -6.7 14.7 12.0 5.5 17.9 -5.4 16.1 -8.1 14.9 -14.9 10.4 20.0 4.0 4.5 11.9 20.0 18.5 20.0 CHF 16.3 6.4 -8.3 6.7 0.6 3.1 7.8 1.8 9.9 -0.9 0.3 3.3 6.7 3.7 2.2 -13.5 -16.2 -15.6 -15.9 5.0 2.7 5.6 2.9 7.8 -0.9 5.3 0.9 3.1 6.9 3.1 8.2 -20.0 6.5 3.1 2.6 0.8 -10.1 -20.0 -7.9 -20.0 COCOA -20.0 -11.0 -20.0 -0.5 0.4 -6.7 2.0 -10.3 2.8 -4.8 -6.4 -6.6 -4.4 -6.6 -6.4 -3.9 4.7 -3.3 -0.7 -12.3 -10.2 -9.6 -6.0 -13.2 -20.0 -7.0 -3.4 -6.5 -4.8 -3.0 -6.6 15.5 -9.9 -20.0 -8.3 -7.9 -0.7 0.3 5.1 5.5 COFFEE -14.7 -16.5 -8.5 -1.4 1.0 -18.5 5.6 -20.0 7.9 -17.4 7.3 -18.0 12.1 -16.0 -14.7 20.0 19.7 20.0 20.0 -14.4 -1.8 -20.0 11.7 -20.0 -20.0 -11.6 -20.0 -0.3 -20.0 14.2 -18.0 20.0 -20.0 -20.0 -20.0 -6.3 20.0 17.2 20.0 20.0 COPPER -8.2 4.2 9.9 4.3 -6.3 5.9 -2.7 6.2 1.6 -0.3 5.9 -0.1 4.3 4.9 6.6 -6.2 -6.3 -6.7 -6.5 7.4 7.0 3.1 5.0 5.2 -1.6 4.1 2.8 4.7 2.8 5.1 3.1 -1.4 15.6 -0.7 -4.9 -3.6 20.0 20.0 20.0 20.0 CORN -1.6 -4.5 4.9 -1.6 1.2 -20.0 6.4 -20.0 9.1 9.2 -3.1 4.0 -10.5 -1.9 -6.8 -20.0 -20.0 -20.0 -20.0 -5.2 -5.4 3.2 -9.4 -1.9 10.0 -6.8 3.9 -5.3 2.5 -7.3 -3.4 -20.0 9.3 -20.0 -14.4 5.8 1.4 -8.1 8.7 -1.0 COTTON2 -6.2 5.4 -1.9 -1.8 1.4 -20.0 7.4 -20.0 10.5 -20.0 -20.0 -20.0 -20.0 -16.8 -20.0 -20.0 -18.0 -20.0 -20.0 -12.2 -15.9 -20.0 -20.0 -15.1 -10.1 -17.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -10.6 -6.2 -13.0 -13.1 -11.4 -7.1 CRUDE_W 15.1 12.1 2.9 12.6 8.5 5.7 16.6 2.4 18.9 8.8 -9.2 13.8 -12.3 15.3 7.5 2.3 3.9 1.3 2.1 6.1 -1.5 11.6 -6.1 12.2 7.2 6.3 4.5 -1.7 8.7 -6.7 11.1 -0.9 -4.3 -16.0 -6.2 -12.8 9.8 20.0 9.7 13.8 DAX -20.0 9.6 -4.8 10.1 5.6 12.6 5.1 13.5 7.1 2.4 11.1 -7.0 16.9 1.1 9.7 -9.6 -7.4 -8.7 -7.7 7.2 9.8 -7.2 14.2 -1.3 -13.1 4.9 -6.1 6.5 -9.3 8.3 -3.6 -2.9 -16.2 -19.9 3.2 -3.6 11.8 20.0 6.5 20.0 DOW -7.8 2.2 5.6 8.9 4.9 11.1 4.5 11.9 6.3 12.0 16.2 5.8 16.5 9.3 14.1 -7.5 -8.1 -7.6 -7.7 11.9 16.9 4.9 18.1 6.2 -11.1 7.7 9.0 11.8 4.0 13.2 3.7 -3.7 0.1 -3.9 0.3 4.1 -1.2 -20.0 -6.2 -20.0 DX -12.9 -7.1 6.0 9.2 0.8 4.2 10.7 2.5 13.6 2.6 0.4 -4.3 -9.4 -5.5 -4.6 5.1 6.1 5.7 5.8 -6.0 -3.0 -4.8 -4.0 -9.0 -20.0 -8.3 4.0 -4.2 -7.1 -3.1 -11.2 16.7 -20.0 -20.0 -20.0 -7.6 3.6 20.0 10.1 20.0 EUR 9.1 1.2 -8.0 10.4 0.9 4.8 12.1 2.8 15.4 -7.6 2.5 1.3 11.9 3.1 4.2 -7.1 -8.0 -7.9 -8.0 5.5 4.3 2.6 6.3 7.2 7.2 8.4 -2.7 5.8 6.8 5.8 10.7 -7.2 -3.3 -4.4 -2.4 2.4 -8.6 -20.0 -4.5 -20.0 EURIBOR-ICE 9.1 4.5 -12.0 -7.4 -6.0 -6.5 -5.2 -5.1 -5.7 5.1 -6.8 5.4 2.8 6.9 -6.1 13.5 11.8 13.4 13.0 -1.0 -4.0 5.3 -0.9 4.0 -0.9 -4.0 5.3 -7.4 5.9 -4.1 3.0 14.7 8.8 12.9 4.4 -4.9 12.5 20.0 20.0 20.0 EUROSTX -11.2 7.8 5.6 11.1 6.1 13.8 5.5 14.8 7.8 9.4 19.3 1.2 20.0 11.7 16.1 9.0 0.8 5.4 2.5 18.5 20.0 5.0 20.0 10.1 -8.0 15.9 4.2 18.1 3.7 15.0 7.9 12.1 3.2 1.2 10.0 12.6 15.6 20.0 7.6 20.0 FEEDCOW 3.4 20.0 9.1 -1.3 1.0 -17.1 5.2 -20.0 7.3 15.4 11.6 15.4 13.6 17.3 12.8 11.6 9.5 11.9 12.0 20.0 20.0 17.2 20.0 20.0 -20.0 10.7 13.1 11.9 10.3 19.7 10.9 20.0 18.1 8.3 20.0 -1.4 20.0 20.0 20.0 20.0 GASOIL 20.0 5.6 -1.0 10.7 7.2 4.8 14.0 2.1 16.0 6.9 5.4 13.0 7.0 13.0 3.7 20.0 16.0 18.7 17.8 8.9 4.7 14.6 3.7 15.0 -2.2 14.1 9.5 9.9 14.8 7.1 17.5 20.0 -3.9 0.4 2.6 5.5 0.2 20.0 -7.8 8.0 GASOLINE 16.1 8.2 -0.2 13.1 8.9 5.9 17.2 2.5 19.7 11.9 0.5 15.8 0.6 16.5 8.3 -20.0 -20.0 -20.0 -20.0 8.1 2.1 14.7 -0.2 14.5 -17.3 8.7 8.5 1.6 11.5 -1.6 13.5 -20.0 -5.8 -10.7 -5.8 -6.3 8.9 20.0 4.2 20.0 GAS_US_mini 20.0 1.1 10.6 6.4 4.3 2.9 8.4 1.2 9.6 -5.6 -3.0 1.8 -6.1 0.6 -0.9 20.0 -6.7 20.0 20.0 1.3 -0.4 1.2 -1.3 3.2 16.0 -0.6 -3.3 -1.2 -0.0 -1.2 0.6 -6.7 -6.4 -17.4 -19.7 -4.4 5.6 -13.2 -0.3 -20.0 GBP 7.9 12.3 0.4 13.7 1.2 6.3 16.0 3.7 20.0 0.6 7.4 7.6 13.7 11.4 14.8 0.3 0.1 0.3 0.2 14.6 9.1 11.4 7.7 17.3 0.6 18.0 0.3 11.8 14.4 9.4 20.0 6.7 3.9 -3.7 6.0 6.2 -4.0 -7.1 0.4 -9.3 GOLD_micro -9.3 -20.0 -11.2 4.2 -6.2 5.8 -2.6 6.1 1.6 -3.0 7.8 1.1 8.1 4.8 6.9 -6.8 -9.9 -7.9 -8.7 8.7 8.1 2.0 7.2 7.6 -20.0 8.4 -2.5 8.8 4.0 8.9 7.6 -6.4 20.0 20.0 17.5 16.9 15.6 6.1 -10.8 -17.2 HEATOIL 20.0 4.7 -2.3 9.8 6.7 4.4 12.9 1.9 14.8 3.6 2.2 10.5 4.5 11.0 1.2 20.0 14.9 20.0 18.9 7.7 3.7 11.9 2.9 13.2 -16.0 6.8 2.3 3.7 7.4 3.1 9.7 20.0 -3.2 -3.7 -5.7 1.4 7.5 13.6 -3.3 -11.1 JGB-SGX-mini 6.7 -9.2 -16.3 -4.6 -3.7 -4.1 -3.2 -3.2 -3.6 -0.4 -10.0 -4.8 -9.9 -7.5 -9.3 -0.5 12.8 8.5 11.1 -15.5 -17.1 -3.3 -15.5 -9.5 -0.9 -16.5 -0.2 -17.5 -3.3 -14.8 -10.0 13.8 5.1 -8.8 -20.0 -20.0 -7.3 -20.0 2.2 -20.0 JPY 18.9 9.7 -6.3 7.8 0.7 3.6 9.1 2.1 11.6 -4.3 -10.3 -0.3 -10.5 0.2 -6.2 -8.4 -10.4 -9.2 -9.6 -3.3 -8.7 -0.6 -10.0 1.5 20.0 -2.0 -7.1 -7.3 1.6 -8.3 3.4 -10.6 -8.1 -12.2 -14.0 -16.5 -7.7 -14.7 -3.5 -17.8 LEANHOG 17.4 20.0 -0.9 -1.9 1.4 -20.0 7.5 -20.0 10.7 20.0 15.3 20.0 17.2 20.0 20.0 -20.0 2.3 -20.0 -15.3 20.0 19.3 20.0 14.5 20.0 -4.4 20.0 20.0 20.0 20.0 14.0 20.0 7.0 20.0 20.0 20.0 20.0 -5.9 12.3 0.4 20.0 LIVECOW 4.2 18.9 4.5 -1.5 1.1 -20.0 6.0 -20.0 8.6 17.8 9.4 17.0 14.1 19.3 11.3 -8.5 4.3 -5.7 -1.5 19.8 17.5 20.0 20.0 20.0 -20.0 5.2 20.0 5.2 15.8 16.0 10.2 15.2 20.0 4.2 15.3 -9.2 20.0 20.0 20.0 20.0 LUMBER-new 18.6 15.6 -13.8 -1.3 1.0 -17.8 5.4 -20.0 7.6 -16.4 -15.0 4.6 -15.3 6.2 -9.7 -20.0 -20.0 -20.0 -20.0 -3.3 -16.6 -2.5 -20.0 3.2 NaN -4.6 -10.8 -16.0 -3.8 -17.8 1.7 -20.0 -20.0 13.2 4.5 -17.6 1.0 20.0 5.0 20.0 MXP 5.9 3.1 4.2 15.6 1.4 7.1 18.2 4.2 20.0 1.9 20.0 15.4 20.0 19.5 20.0 11.8 13.0 12.8 12.8 20.0 20.0 18.5 20.0 20.0 -20.0 20.0 6.9 20.0 20.0 20.0 20.0 20.0 -11.9 20.0 20.0 20.0 13.6 10.5 20.0 14.3 NASDAQ_micro -7.0 -4.8 -3.8 8.5 4.7 10.5 4.2 11.3 5.9 -12.4 11.4 -3.5 14.6 3.4 4.1 -8.4 -8.7 -8.3 -8.4 2.6 10.0 -11.0 17.3 -2.4 -20.0 0.5 -20.0 5.6 -10.0 11.1 -2.8 -4.9 -16.9 -13.2 -15.7 -7.2 5.3 -20.0 5.2 -20.0 NIKKEI 3.0 -0.5 8.8 6.3 3.5 7.8 3.1 8.4 4.4 10.6 11.7 10.5 11.6 10.7 11.1 10.9 7.9 9.1 7.8 13.4 17.1 9.4 18.1 10.7 -14.0 10.0 7.6 14.6 6.6 15.9 7.3 20.0 2.7 11.6 4.4 14.5 -7.6 1.7 -12.2 6.7 NZD 20.0 18.2 7.7 10.5 0.9 4.8 12.2 2.8 15.5 2.9 0.3 11.2 -3.6 12.3 10.9 -3.8 -3.5 -4.0 -3.9 13.4 4.0 17.1 -2.0 20.0 14.0 13.3 4.8 3.2 18.5 -2.8 20.0 0.0 8.1 12.6 1.4 0.2 -0.5 20.0 7.3 20.0 OAT 11.4 6.7 1.9 -10.5 -8.5 -9.3 -7.4 -7.3 -8.2 3.9 5.9 11.1 -2.6 15.4 5.1 12.2 12.6 13.8 14.3 7.3 2.3 7.9 -2.1 11.2 -0.2 9.9 -1.4 3.7 10.0 -0.2 14.5 16.6 20.0 20.0 19.7 14.8 -0.2 20.0 13.7 20.0 OATIES 4.7 5.4 -4.4 -1.1 0.8 -14.2 4.3 -20.0 6.1 8.0 -11.0 6.2 -11.3 5.2 -2.9 -11.9 -12.2 -15.5 -15.7 -5.1 -10.6 4.8 -12.2 0.8 -3.3 -5.6 6.7 -13.0 6.3 -14.9 2.2 -12.2 5.9 -6.6 -6.5 -7.1 -8.1 -16.9 -4.5 -19.8 OJ -4.7 20.0 9.9 -0.5 0.4 -7.2 2.2 -11.1 3.1 -6.1 -3.4 -3.8 -6.1 2.2 2.4 2.4 2.5 0.8 0.4 1.3 -1.8 -10.2 -5.2 -1.6 -20.0 3.6 -12.9 0.6 -6.7 -2.6 0.9 14.1 -16.7 -7.3 17.9 2.1 -20.0 -19.9 -13.8 -20.0 PALLAD -7.3 -10.0 0.0 3.6 -5.4 5.0 -2.3 5.3 1.4 -5.2 5.1 -3.0 4.9 2.0 3.8 -2.9 -3.1 -3.1 -3.1 4.3 5.3 -4.5 4.4 0.9 10.6 1.5 -6.7 4.4 -4.3 5.6 -1.4 4.3 -3.5 -7.2 -6.9 -2.5 9.1 -2.0 -7.9 -10.2 PLAT -9.9 -13.8 -9.8 3.3 -5.0 4.6 -2.1 4.9 1.3 -4.7 5.3 -2.9 5.6 2.7 4.2 -1.9 -3.6 -3.0 -3.3 5.9 6.2 -5.3 4.8 1.8 -0.6 4.2 -7.0 6.2 -4.4 6.5 0.2 3.7 -6.4 -8.7 7.7 2.8 20.0 9.5 -2.2 -6.6 REDWHEAT 5.9 8.7 8.6 -1.6 1.2 -20.0 6.3 -20.0 9.0 -4.0 -13.1 6.3 -18.7 11.7 3.9 -14.6 -16.2 -15.6 -16.2 2.8 -4.3 3.4 -14.0 5.8 7.6 6.8 -5.3 0.6 5.2 -7.8 9.4 -16.2 10.0 6.3 3.0 17.4 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 5.6 -0.7 0.5 -9.6 2.9 -14.9 4.1 6.8 -7.4 8.8 -9.3 9.3 2.6 -19.9 -14.5 -20.0 -19.5 3.1 -8.9 9.4 -17.0 10.3 1.2 6.1 5.2 -7.2 9.5 -17.6 12.2 -18.1 6.9 13.3 10.7 -2.6 -14.1 -16.5 -7.5 -16.8 ROBUSTA 12.8 -0.8 -6.9 -0.9 0.7 -12.7 3.8 -19.6 5.4 -11.0 2.4 -6.2 -2.1 0.5 -3.4 20.0 15.7 20.0 17.0 -3.1 -3.5 -14.1 -1.4 -3.8 -20.0 -2.0 -20.0 -2.4 -11.1 -0.8 -2.6 20.0 -20.0 -5.2 -9.9 -2.0 0.4 7.4 10.3 16.3 RUSSELL 1.0 9.8 10.0 10.5 5.8 13.0 5.2 13.9 7.3 -11.7 18.0 -3.5 18.0 8.8 15.4 -5.4 -5.3 -5.1 -5.0 18.7 20.0 -3.0 19.9 9.5 9.0 14.2 -8.5 16.8 -4.0 15.3 6.5 0.9 -20.0 12.3 5.9 2.0 -5.4 -20.0 -17.9 -20.0 SHATZ 10.8 7.1 -7.8 -8.7 -7.0 -7.7 -6.1 -6.0 -6.8 5.1 -12.6 5.6 -11.3 9.1 -8.1 6.7 -13.6 -4.1 -9.2 -3.5 -9.8 3.5 -10.2 2.5 11.0 -7.1 3.6 -14.0 4.0 -12.6 1.7 -20.0 1.2 12.6 6.0 -7.5 15.9 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 -2.3 12.5 8.7 4.8 10.7 4.3 11.5 6.1 13.7 14.7 5.7 14.1 6.4 12.5 12.9 6.6 11.4 8.8 12.5 16.2 11.4 14.0 7.1 9.1 13.9 19.0 16.6 9.2 12.5 7.0 20.0 14.1 -4.1 11.4 20.0 -6.1 20.0 -7.3 20.0 SOFR -2.8 -11.3 -11.8 -11.6 -9.4 -10.2 -8.2 -8.0 -9.0 -2.0 -8.0 -8.7 13.8 -14.7 -20.0 8.7 6.6 8.3 7.7 -14.5 -8.0 -3.3 3.9 -10.2 -20.0 -12.1 -2.1 -6.5 -0.7 4.4 -6.8 5.4 6.6 -2.0 -6.0 -3.1 -13.8 -14.3 -12.2 -20.0 SOYBEAN 8.5 -8.2 1.6 -1.7 1.3 -20.0 6.8 -20.0 9.7 8.0 2.3 13.9 4.1 -0.7 -9.0 -7.3 -5.6 -5.6 -5.5 -2.3 -1.2 7.4 -2.1 3.3 -6.4 0.3 10.4 2.9 10.3 2.8 6.8 2.1 11.2 5.4 -16.6 15.4 -20.0 -11.1 -20.0 -7.8 SOYMEAL -5.9 -14.4 5.0 -1.4 -0.2 -16.0 5.0 -20.0 6.9 -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 -1.3 -14.7 -18.6 20.0 -20.0 -19.6 -13.8 -18.8 SOYOIL 20.0 13.2 -1.9 -1.5 1.2 -20.0 6.2 -20.0 8.8 17.2 -1.1 19.3 7.9 19.1 14.5 -8.7 -6.2 -8.7 -7.8 16.4 6.7 20.0 5.1 20.0 -17.7 13.2 20.0 3.0 20.0 1.0 20.0 0.1 19.2 20.0 9.8 10.2 -11.2 -20.0 -11.9 -20.0 SP400 0.0 12.8 9.8 10.1 5.6 12.5 5.1 13.5 7.1 5.0 17.4 3.9 14.1 12.1 16.6 -7.0 -6.2 -6.6 -6.2 17.1 17.0 4.3 13.3 10.6 3.6 10.4 9.5 9.5 3.1 6.4 6.4 -0.9 -16.0 7.5 3.7 -1.7 -2.5 -20.0 -9.0 -20.0 SP500_micro -7.4 0.1 3.3 11.2 6.2 13.9 5.6 15.0 7.9 -12.6 20.0 7.5 20.0 12.4 17.1 -9.5 -9.5 -9.3 -9.3 9.5 19.2 -3.2 20.0 3.2 -20.0 3.4 -13.3 9.3 -4.8 15.2 -0.2 -6.3 -5.4 -11.9 -12.5 -9.3 8.6 -20.0 10.1 -20.0 SUGAR11 -3.7 7.4 1.3 -1.1 0.8 -14.6 4.4 -20.0 6.2 -4.4 -11.7 -7.4 -14.0 -8.6 -8.8 20.0 12.7 18.2 14.1 -6.1 -10.2 -7.2 -14.7 -6.2 -20.0 -0.5 -5.1 -5.4 -5.7 -10.4 -1.8 20.0 -15.2 -10.0 2.4 -3.3 -0.7 -16.9 4.5 -10.6 US10 -7.3 -10.6 -6.6 -10.8 -8.7 -9.5 -7.6 -7.5 -8.4 -14.9 2.1 -12.3 9.3 -14.8 -17.9 4.0 1.2 3.2 2.5 -11.6 -4.3 -8.2 3.0 -11.8 -11.6 -12.2 -8.6 -3.0 -10.3 5.9 -13.4 -3.7 -1.8 -13.1 -6.6 0.9 -18.8 -20.0 -16.5 -20.0 US10U -7.1 -9.8 -5.3 -12.6 -10.1 -11.1 -8.9 -8.7 -9.7 -20.0 5.0 -17.4 8.6 -18.3 -20.0 3.9 0.5 3.1 2.0 -11.7 -3.1 -12.5 3.2 -13.7 -15.9 -9.3 -16.5 2.2 -16.4 10.4 -14.6 -4.9 -5.9 -13.5 -2.0 6.2 -16.0 -8.2 -16.0 -20.0 US2 -7.3 -7.9 -7.0 -10.6 -8.6 -9.4 -7.5 -7.3 -8.2 2.7 -6.8 -8.4 -1.2 -12.5 -17.0 -7.6 -13.2 -9.1 -10.5 -11.0 -7.1 -2.1 -2.6 -8.5 16.2 -13.5 0.7 -8.2 -1.8 -0.2 -9.9 -20.0 8.3 -15.9 -3.6 -4.3 -20.0 -20.0 -20.0 -20.0 US20 -2.5 -4.8 -4.6 -8.9 -7.2 -7.9 -6.3 -6.2 -6.9 -15.7 2.6 -9.5 -0.4 -8.1 -12.8 5.7 3.8 5.2 4.7 -5.2 -1.7 -8.3 -0.1 -6.4 -10.4 -1.4 -13.5 3.4 -10.6 5.4 -5.5 0.4 -4.5 -1.8 5.5 6.0 -10.2 14.6 -3.0 -20.0 US30 0.0 -4.9 -5.1 -10.1 -8.1 -8.9 -7.1 -7.0 -7.8 -18.1 -3.6 -12.8 -8.4 -11.4 -17.1 3.1 -0.7 2.0 0.7 -7.2 -4.8 -9.6 -4.5 -7.4 -5.8 -3.6 -18.4 0.5 -13.6 1.6 -7.0 -7.1 -7.2 0.0 3.9 4.8 -9.5 10.4 -0.0 -16.3 US5 -7.3 -9.8 -6.9 -11.4 -9.2 -10.0 -8.0 -7.9 -8.8 -4.5 -1.5 -13.6 9.6 -16.9 -19.5 1.8 -1.9 0.7 -0.3 -12.2 -5.4 -5.9 2.3 -11.1 -7.5 -12.0 -5.3 -4.1 -6.6 5.1 -11.5 -8.8 2.8 -14.6 -4.0 0.4 -20.0 -20.0 -20.0 -20.0 VIX 13.8 -2.4 -9.1 -9.6 6.2 -12.3 2.7 -8.4 -2.5 13.4 -20.0 -1.0 -20.0 -9.5 -20.0 -20.0 -20.0 -20.0 -20.0 -12.3 -16.3 2.8 -13.2 -3.5 NaN -10.8 6.7 -14.0 2.9 -9.7 -2.7 NaN NaN NaN NaN NaN 0.1 -20.0 NaN NaN WHEAT 11.7 6.8 2.3 -1.7 1.3 -20.0 7.0 -20.0 9.9 -5.4 -19.2 5.0 -20.0 8.9 -7.3 -19.5 -18.6 -19.1 -18.6 -0.4 -9.5 4.9 -18.5 6.4 11.8 6.4 -3.8 -2.4 8.9 -9.9 13.3 -19.9 16.1 14.2 1.9 11.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3