******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260205_204001 produced at 2026-02-05 21:35:58.853951 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.76 0.0 0.00 0.00 0.00 0.00 -16.45 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.02 0.0 0.00 0.00 0.00 0.00 -27.52 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -2.59 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.27 -0.21 0.0 999.00 -999.00 -0.27 -0.27 -23.14 999999999.0 -30 -30 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -38.42 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.14 -0.12 0.0 1.21 -1.21 -0.14 -0.14 -2.56 25.0 -3 -3 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.08 0.0 0.84 -0.84 -0.05 -0.05 -1.70 17.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.15 -0.15 -0.08 -0.08 -5.34 11.0 -6 -6 caleb_strategy_v3 US10U False False 0.05 0.00 -0.06 0.0 0.66 -0.66 0.00 0.00 -1.28 13.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.26 -0.05 0.0 0.50 -0.50 -0.26 -0.26 -2.09 23.0 -12 -12 caleb_strategy_v3 DX False False 0.04 -0.04 -0.05 0.0 999.00 -999.00 -0.04 -0.04 -1.06 999999999.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.09 -0.04 0.0 0.73 -0.73 -0.09 -0.09 -2.51 48.0 -6 -6 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.06 2.0 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 -4.36 3.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.07 -0.03 0.0 0.93 -0.93 -0.07 -0.07 -0.38 13.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.12 -0.12 0.00 0.00 -2.84 12.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.16 -0.02 0.0 0.31 -0.31 -0.16 -0.16 -0.38 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 -0.36 9.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -3.44 18.0 -7 -7 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.02 0.0 0.23 -0.23 -0.11 -0.11 -0.28 4.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -1.77 4.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -1.57 9.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.00 -0.02 0.0 0.60 -0.60 0.00 0.00 -0.69 17.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.49 -0.49 -0.02 -0.02 -0.76 26.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -0.72 3.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -0.85 8.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.11 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.29 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 -0.21 999999999.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -1.10 9.0 -3 -3 caleb_strategy_v3 GOLD_micro False False 0.02 -0.07 -0.00 0.0 1.24 -1.24 -0.07 -0.07 -0.17 56.0 -3 -3 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.12 -0.00 0.0 0.15 -0.15 -0.12 -0.12 -0.05 10.0 -8 -8 caleb_strategy_v3 EUR False False 0.07 0.00 -0.00 0.0 0.92 -0.92 0.00 0.00 -0.02 14.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.00 0.0 0.74 -0.74 0.00 0.00 0.22 58.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.10 -0.00 0.0 0.72 -0.72 -0.10 -0.15 -0.38 66.0 -9 -14 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.39 -0.39 0.00 0.00 -0.23 23.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.49 -0.49 0.00 0.00 0.03 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 1.66 26.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.16 -1.16 0.00 0.00 0.14 19.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.94 -0.94 0.00 0.00 0.65 29.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.00 0.02 0.0 0.67 -0.67 0.00 0.00 0.25 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.13 -0.13 0.04 0.04 0.44 3.0 1 1 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 RUSSELL False False 0.01 0.00 0.03 0.0 0.39 -0.39 0.00 0.00 4.78 68.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.71 -0.71 0.00 0.00 0.74 17.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.03 0.0 0.22 -0.22 0.06 0.06 6.82 51.0 14 14 caleb_strategy_v3 SP400 False False 0.15 0.31 0.04 0.0 0.31 -0.31 0.31 0.31 0.27 2.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.05 0.0 0.12 -0.12 0.00 0.00 1.80 4.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.05 0.0 0.82 -0.82 0.00 0.00 1.30 22.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.06 0.0 0.13 -0.13 0.08 0.08 2.27 5.0 3 3 caleb_strategy_v3 COPPER False False 0.07 0.13 0.06 0.0 999.00 -999.00 0.13 0.13 0.87 999999999.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.07 0.0 0.64 -0.64 0.00 0.00 0.91 8.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.19 24.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.96 12.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.08 0.0 0.56 -0.56 0.03 0.03 2.93 21.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.19 0.10 0.0 0.62 -0.62 0.19 0.19 3.19 20.0 6 6 caleb_strategy_v3 LEANHOG False False 0.02 0.09 0.12 0.0 0.23 -0.23 0.09 0.09 6.95 13.0 5 5 caleb_strategy_v3 SMI False True 0.08 0.00 0.13 0.0 0.00 0.00 0.00 0.00 1.72 9.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.13 0.0 0.59 -0.59 0.03 0.03 4.21 19.0 1 1 caleb_strategy_v3 NIKKEI False False 0.02 0.15 0.15 0.0 0.55 -0.55 0.15 0.15 10.14 36.0 10 10 caleb_strategy_v3 BTP False False 0.06 0.00 0.19 0.0 0.63 -0.63 0.00 0.00 3.04 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.25 0.27 0.0 0.64 -0.64 0.25 0.25 4.20 10.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.54 0.63 0.0 0.76 -0.76 0.54 0.52 49.75 60.0 43 41 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 1.34 0.0 1.28 -1.28 0.00 0.00 10.49 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.5 Shocked risk 54.8 Sum abs risk 59.1 Leverage 8.02 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2259682.99, 'annual_cash_vol_target': 564920.7475, 'daily_cash_vol_target': 35307.54671875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6998 0.6228 9.9652 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1624 116.6300 0.1393 2.2286 BTP 0.3632 121.0500 0.3001 4.8010 BUND 0.3347 128.2600 0.2609 4.1749 BUXL 0.7778 109.7400 0.7088 11.3401 CAC 54.9347 8249.0000 0.6660 10.6553 CAD 0.0032 0.7322 0.4303 6.8843 CANOLA 6.0504 673.4000 0.8985 14.3757 CHF 0.0080 1.2915 0.6206 9.9300 COCOA 146.6398 4271.0000 3.4334 54.9341 COFFEE 5.6286 296.1500 1.9006 30.4092 COPPER 0.1173 5.9270 1.9786 31.6574 CORN 4.0585 461.2500 0.8799 14.0782 COTTON2 0.6445 61.7800 1.0432 16.6914 CRUDE_W 1.0210 60.7600 1.6804 26.8863 DAX 179.1212 24581.0000 0.7287 11.6592 DOW 306.9995 49111.0000 0.6251 10.0018 DX 0.4221 97.6900 0.4321 6.9140 EUR 0.0058 1.1816 0.4920 7.8715 EURIBOR-ICE 0.0320 97.6650 0.0328 0.5243 EUROSTX 45.0914 5930.0000 0.7604 12.1663 FEEDCOW 3.1540 361.0500 0.8736 13.9772 GASOIL 11.1256 673.7500 1.6513 26.4208 GASOLINE 0.0362 2.1464 1.6854 26.9656 GAS_US_mini 0.2526 3.4850 7.2475 115.9592 GBP 0.0072 1.3548 0.5301 8.4821 GOLD_micro 111.8873 4987.1000 2.2435 35.8965 HEATOIL 0.0471 2.3282 2.0210 32.3362 JGB-SGX-mini 0.2350 131.7400 0.1784 2.8542 JPY 0.0000 0.0064 0.6947 11.1146 LEANHOG 1.0474 98.5750 1.0626 17.0011 LIVECOW 2.0021 235.6500 0.8496 13.5937 LUMBER-new 6.9754 587.0000 1.1883 19.0130 MXP 0.0004 0.0573 0.6380 10.2077 NASDAQ_micro 206.3761 24694.7500 0.8357 13.3713 NIKKEI 573.2974 54040.0000 1.0609 16.9740 NZD 0.0039 0.5980 0.6543 10.4688 OAT 0.3299 121.8200 0.2708 4.3327 OATIES 4.9797 315.7500 1.5771 25.2337 OJ 8.0139 159.6500 5.0197 80.3147 PALLAD 78.6541 1767.0000 4.4513 71.2205 PLAT 101.2970 2225.2000 4.5523 72.8362 REDWHEAT 8.1869 550.0000 1.4885 23.8164 RICE 0.1421 11.2500 1.2630 20.2077 ROBUSTA 71.6281 3832.0000 1.8692 29.9073 RUSSELL 24.4675 2594.8000 0.9429 15.0871 SHATZ 0.0487 106.8900 0.0456 0.7294 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 97.2115 13366.0000 0.7273 11.6369 SOFR 0.0462 96.5650 0.0478 0.7649 SOYBEAN 8.1629 1097.2500 0.7439 11.9031 SOYMEAL 3.6426 300.3000 1.2130 19.4080 SOYOIL 0.6678 56.1300 1.1897 19.0355 SP400 25.3484 3494.3000 0.7254 11.6067 SP500_micro 39.4207 6838.2500 0.5765 9.2236 SUGAR11 0.2304 13.8400 1.6651 26.6416 US10 0.2841 112.1094 0.2534 4.0539 US10U 0.3827 114.4688 0.3343 5.3494 US2 0.0691 104.3242 0.0662 1.0593 US20 0.5884 115.3750 0.5100 8.1603 US30 0.8432 117.5938 0.7170 11.4726 US5 0.1839 109.1094 0.1685 2.6965 VIX 0.4984 20.4000 2.4433 39.0935 WHEAT 6.8873 585.5000 1.1763 18.8211 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 699.80 0.62 435.85 1.00 435.85 35307.55 81.01 20.00 162.02 BITCOIN 82.98 2.35 195.18 1.00 195.18 35307.55 180.90 -19.59 -354.29 BOBL 1166.30 0.14 162.45 1.18 192.22 35307.55 183.68 0.76 14.01 BTP 1210.50 0.30 363.23 1.18 429.79 35307.55 82.15 10.84 89.04 BUND 1282.60 0.26 334.67 1.18 396.00 35307.55 89.16 2.80 24.95 BUXL 1097.40 0.71 777.79 1.18 920.32 35307.55 38.36 -7.15 -27.42 CAC 824.90 0.67 549.35 1.18 650.01 35307.55 54.32 10.56 57.33 CAD 732.25 0.43 315.06 1.00 315.06 35307.55 112.07 2.23 24.98 CANOLA 134.68 0.90 121.01 0.73 88.76 35307.55 397.79 7.04 279.89 CHF 1614.38 0.62 1001.93 1.00 1001.93 35307.55 35.24 -4.12 -14.51 COCOA 427.10 3.43 1466.40 1.00 1466.40 35307.55 24.08 -13.03 -31.38 COFFEE 1110.56 1.90 2110.71 1.00 2110.71 35307.55 16.73 -4.88 -8.16 COPPER 1481.75 1.98 2931.77 1.00 2931.77 35307.55 12.04 6.64 8.00 CORN 230.62 0.88 202.92 1.00 202.92 35307.55 173.99 -6.71 -116.76 COTTON2 308.90 1.04 322.25 1.00 322.25 35307.55 109.57 -20.00 -219.13 CRUDE_W 607.60 1.68 1021.01 1.00 1021.01 35307.55 34.58 6.05 20.92 DAX 245.81 0.73 179.12 1.18 211.95 35307.55 166.59 0.38 6.37 DOW 245.56 0.63 153.50 1.00 153.50 35307.55 230.02 -0.71 -16.37 DX 976.90 0.43 422.14 1.00 422.14 35307.55 83.64 -4.89 -40.90 EUR 1476.94 0.49 726.61 1.00 726.61 35307.55 48.59 -0.14 -0.70 EURIBOR-ICE 2441.63 0.03 80.01 1.18 94.68 35307.55 372.93 8.24 307.18 EUROSTX 593.00 0.76 450.91 1.18 533.54 35307.55 66.18 14.10 93.32 FEEDCOW 1805.25 0.87 1577.02 1.00 1577.02 35307.55 22.39 12.21 27.34 GASOIL 673.75 1.65 1112.56 1.00 1112.56 35307.55 31.74 13.04 41.38 GASOLINE 901.49 1.69 1519.32 1.00 1519.32 35307.55 23.24 -2.05 -4.77 GAS_US_mini 87.12 7.25 631.43 1.00 631.43 35307.55 55.92 2.74 15.33 GBP 846.75 0.53 448.89 1.00 448.89 35307.55 78.66 6.37 50.12 GOLD_micro 498.71 2.24 1118.87 1.00 1118.87 35307.55 31.56 -1.62 -5.12 HEATOIL 977.84 2.02 1976.24 1.00 1976.24 35307.55 17.87 5.63 10.06 JGB-SGX-mini 131740.00 0.18 23500.54 0.01 150.32 35307.55 234.88 -10.81 -253.81 JPY 799.25 0.69 555.21 1.00 555.21 35307.55 63.59 -4.20 -26.73 LEANHOG 394.30 1.06 418.97 1.00 418.97 35307.55 84.27 13.55 114.17 LIVECOW 942.60 0.85 800.84 1.00 800.84 35307.55 44.09 5.09 22.44 LUMBER-new 161.43 1.19 191.82 1.00 191.82 35307.55 184.06 -9.72 -178.90 MXP 286.35 0.64 182.69 1.00 182.69 35307.55 193.27 17.51 338.49 NASDAQ_micro 493.90 0.84 412.75 1.00 412.75 35307.55 85.54 -10.51 -89.88 NIKKEI 54040.00 1.06 57329.74 0.01 366.72 35307.55 96.28 9.72 93.55 NZD 598.05 0.65 391.30 1.00 391.30 35307.55 90.23 12.48 112.58 OAT 1218.20 0.27 329.88 1.18 390.33 35307.55 90.45 13.58 122.83 OATIES 157.88 1.58 248.99 1.00 248.99 35307.55 141.81 -11.74 -166.54 OJ 239.48 5.02 1202.09 1.00 1202.09 35307.55 29.37 -10.13 -29.74 PALLAD 1767.00 4.45 7865.41 1.00 7865.41 35307.55 4.49 1.50 0.67 PLAT 1112.60 4.55 5064.85 1.00 5064.85 35307.55 6.97 1.15 0.80 REDWHEAT 275.00 1.49 409.34 1.00 409.34 35307.55 86.25 -7.46 -64.31 RICE 225.00 1.26 284.17 1.00 284.17 35307.55 124.25 -5.84 -72.62 ROBUSTA 383.20 1.87 716.28 1.00 716.28 35307.55 49.29 -3.46 -17.07 RUSSELL 129.74 0.94 122.34 1.00 122.34 35307.55 288.61 4.99 144.07 SHATZ 1068.90 0.05 48.73 1.18 57.66 35307.55 612.37 1.91 117.10 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35307.55 5.74 12.83 7.36 SMI 1336.60 0.73 972.11 1.29 1254.37 35307.55 28.15 17.90 50.37 SOFR 2414.12 0.05 115.42 1.00 115.42 35307.55 305.92 -8.84 -270.28 SOYBEAN 548.62 0.74 408.15 1.00 408.15 35307.55 86.51 -3.54 -30.65 SOYMEAL 300.30 1.21 364.26 1.00 364.26 35307.55 96.93 -17.41 -168.71 SOYOIL 336.78 1.19 400.67 1.00 400.67 35307.55 88.12 -0.59 -5.17 SP400 3494.30 0.73 2534.84 1.00 2534.84 35307.55 13.93 5.79 8.07 SP500_micro 341.91 0.58 197.10 1.00 197.10 35307.55 179.13 -6.02 -107.84 SUGAR11 155.01 1.67 258.10 1.00 258.10 35307.55 136.80 -10.33 -141.26 US10 1121.09 0.25 284.05 1.00 284.05 35307.55 124.30 -10.80 -134.19 US10U 1144.69 0.33 382.71 1.00 382.71 35307.55 92.26 -10.95 -101.04 US2 2086.48 0.07 138.13 1.00 138.13 35307.55 255.61 -8.00 -204.45 US20 1153.75 0.51 588.44 1.00 588.44 35307.55 60.00 -4.70 -28.22 US30 1175.94 0.72 843.19 1.00 843.19 35307.55 41.87 -7.24 -30.33 US5 1091.09 0.17 183.89 1.00 183.89 35307.55 192.01 -10.50 -201.63 VIX 204.00 2.44 498.44 1.00 498.44 35307.55 70.84 -13.21 -93.61 WHEAT 292.75 1.18 344.37 1.00 344.37 35307.55 102.53 -8.05 -82.50 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 162.016 0.010 2.5 4.210 BITCOIN -354.292 0.043 2.5 -38.419 BOBL 14.014 0.004 2.5 0.142 BTP 89.045 0.014 2.5 3.041 BUND 24.949 0.004 2.5 0.253 BUXL -27.416 0.004 2.5 -0.278 CAC 57.334 0.014 2.5 1.958 CAD 24.984 0.010 2.5 0.649 CANOLA 279.893 0.010 2.5 6.819 CHF -14.511 0.010 2.5 -0.377 COCOA -31.377 0.010 2.5 -0.764 COFFEE -8.158 0.005 2.5 -0.108 COPPER 7.997 0.043 2.5 0.867 CORN -116.759 0.010 2.5 -2.845 COTTON2 -219.133 0.010 2.5 -5.339 CRUDE_W 20.917 0.043 2.5 2.268 DAX 6.372 0.014 2.5 0.218 DOW -16.371 0.009 2.5 -0.381 DX -40.896 0.010 2.5 -1.063 EUR -0.702 0.010 2.5 -0.018 EURIBOR-ICE 307.178 0.014 2.5 10.492 EUROSTX 93.320 0.014 2.5 3.187 FEEDCOW 27.341 0.013 2.5 0.907 GASOIL 41.375 0.017 2.5 1.796 GASOLINE -4.766 0.017 2.5 -0.207 GAS_US_mini 15.326 0.043 2.5 1.662 GBP 50.125 0.010 2.5 1.302 GOLD_micro -5.123 0.014 2.5 -0.175 HEATOIL 10.061 0.017 2.5 0.437 JGB-SGX-mini -253.807 0.043 2.5 -27.523 JPY -26.729 0.010 2.5 -0.694 LEANHOG 114.172 0.024 2.5 6.949 LIVECOW 22.439 0.013 2.5 0.745 LUMBER-new -178.897 0.010 2.5 -4.358 MXP 338.486 0.059 2.5 49.751 NASDAQ_micro -89.883 0.009 2.5 -2.092 NIKKEI 93.554 0.043 2.5 10.145 NZD 112.583 0.010 2.5 2.925 OAT 122.826 0.014 2.5 4.195 OATIES -166.538 0.010 2.5 -4.057 OJ -29.740 0.010 2.5 -0.725 PALLAD 0.675 0.014 2.5 0.023 PLAT 0.802 0.014 2.5 0.027 REDWHEAT -64.306 0.005 2.5 -0.854 RICE -72.616 0.010 2.5 -1.769 ROBUSTA -17.074 0.005 2.5 -0.227 RUSSELL 144.071 0.013 2.5 4.781 SHATZ 117.101 0.004 2.5 1.189 SILVER-mini 7.362 0.014 2.5 0.251 SMI 50.372 0.014 2.5 1.721 SOFR -270.280 0.024 2.5 -16.449 SOYBEAN -30.649 0.004 2.5 -0.285 SOYMEAL -168.710 0.004 2.5 -1.571 SOYOIL -5.172 0.004 2.5 -0.048 SP400 8.071 0.013 2.5 0.268 SP500_micro -107.839 0.009 2.5 -2.510 SUGAR11 -141.259 0.010 2.5 -3.441 US10 -134.192 0.005 2.5 -1.703 US10U -101.040 0.005 2.5 -1.282 US2 -204.454 0.005 2.5 -2.594 US20 -28.224 0.005 2.5 -0.358 US30 -30.330 0.005 2.5 -0.385 US5 -201.633 0.005 2.5 -2.559 VIX -93.605 0.099 2.5 -23.138 WHEAT -82.504 0.005 2.5 -1.096 ===================== Position diags ===================== AUD 2.10 BITCOIN 19.62 BOBL 1.87 BTP 2.81 BUND 0.91 BUXL 0.39 CAC 1.86 CAD 2.91 CANOLA 9.69 CHF 0.92 COCOA 0.59 COFFEE 0.22 COPPER 1.31 CORN 4.24 COTTON2 2.67 CRUDE_W 3.75 DAX 5.69 DOW 5.35 DX 2.17 EUR 1.26 EURIBOR-ICE 12.74 EUROSTX 2.26 FEEDCOW 0.74 GASOIL 1.38 GASOLINE 1.01 GAS_US_mini 6.06 GBP 2.04 GOLD_micro 1.08 HEATOIL 0.78 JGB-SGX-mini 25.47 JPY 1.65 LEANHOG 5.13 LIVECOW 1.46 LUMBER-new 4.48 MXP 28.41 NASDAQ_micro 1.99 NIKKEI 10.44 NZD 2.34 OAT 3.09 OATIES 3.45 OJ 0.72 PALLAD 0.15 PLAT 0.24 REDWHEAT 1.15 RICE 3.03 ROBUSTA 0.65 RUSSELL 9.58 SHATZ 6.22 SILVER-mini 0.20 SMI 0.96 SOFR 18.62 SOYBEAN 0.81 SOYMEAL 0.90 SOYOIL 0.82 SP400 0.46 SP500_micro 4.17 SUGAR11 3.33 US10 1.58 US10U 1.17 US2 3.24 US20 0.76 US30 0.53 US5 2.44 VIX 17.51 WHEAT 1.36 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.2 4.0 4.4 1.0 1 BITCOIN -38.4 -40.4 -36.5 0.0 0 BOBL 0.1 -0.0 0.3 0.0 0 BTP 3.0 2.8 3.3 0.0 0 BUND 0.3 0.2 0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC 2.0 1.8 2.1 0.0 0 CAD 0.6 0.4 0.9 0.0 0 CANOLA 6.8 5.8 7.8 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 0.9 0.7 1.0 2.0 2 CORN -2.8 -3.3 -2.4 0.0 0 COTTON2 -5.3 -5.6 -5.1 -6.0 -6 CRUDE_W 2.3 1.9 2.6 3.0 3 DAX 0.2 -0.4 0.8 0.0 0 DOW -0.4 -0.9 0.2 -9.0 -9 DX -1.1 -1.3 -0.8 -1.0 -1 EUR -0.0 -0.1 0.1 0.0 0 EURIBOR-ICE 10.5 9.2 11.8 0.0 0 EUROSTX 3.2 3.0 3.4 6.0 6 FEEDCOW 0.9 0.8 1.0 0.0 0 GASOIL 1.8 1.7 1.9 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 1.3 1.1 1.5 0.0 0 GOLD_micro -0.2 -0.3 -0.1 -3.0 -3 HEATOIL 0.4 0.4 0.5 1.0 1 JGB-SGX-mini -27.5 -30.1 -25.0 0.0 0 JPY -0.7 -0.9 -0.5 0.0 0 LEANHOG 6.9 6.4 7.5 5.0 5 LIVECOW 0.7 0.6 0.9 0.0 0 LUMBER-new -4.4 -4.8 -3.9 0.0 0 MXP 49.8 46.9 52.6 43.0 43 NASDAQ_micro -2.1 -2.3 -1.9 -12.0 -12 NIKKEI 10.1 9.1 11.2 10.0 10 NZD 2.9 2.7 3.2 1.0 1 OAT 4.2 3.9 4.5 4.0 4 OATIES -4.1 -4.4 -3.7 NaN 0 OJ -0.7 -0.8 -0.7 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT 0.0 0.0 0.1 0.0 0 REDWHEAT -0.9 -1.0 -0.7 -1.0 -1 RICE -1.8 -2.1 -1.5 -3.0 -3 ROBUSTA -0.2 -0.3 -0.2 0.0 0 RUSSELL 4.8 3.8 5.7 0.0 0 SHATZ 1.2 0.6 1.8 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 1.7 1.6 1.8 0.0 0 SOFR -16.4 -18.3 -14.6 NaN 0 SOYBEAN -0.3 -0.4 -0.2 0.0 0 SOYMEAL -1.6 -1.7 -1.5 0.0 0 SOYOIL -0.0 -0.1 0.0 -8.0 -8 SP400 0.3 0.2 0.3 2.0 2 SP500_micro -2.5 -2.9 -2.1 -6.0 -6 SUGAR11 -3.4 -3.8 -3.1 -7.0 -7 US10 -1.7 -1.9 -1.5 -1.0 -1 US10U -1.3 -1.4 -1.2 0.0 0 US2 -2.6 -2.9 -2.3 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.4 -0.4 -0.3 -3.0 -3 US5 -2.6 -2.8 -2.3 -3.0 -3 VIX -23.1 -24.9 -21.4 -30.0 -30 WHEAT -1.1 -1.2 -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 0.5 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 1.9 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 0.1 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 0.0 -0.2 -0.1 0.1 -0.3 0.1 -0.2 0.1 -0.1 -0.4 -0.0 -0.3 -0.1 -0.0 -0.1 0.1 -0.2 0.0 0.5 -0.1 0.1 -0.3 0.1 -0.4 0.0 -0.7 0.1 0.5 0.3 -0.2 0.2 0.7 0.7 0.7 BTP 0.1 0.1 -0.1 -0.1 0.1 -0.3 0.0 -0.3 -0.1 0.0 0.4 0.1 0.7 0.2 0.1 0.3 0.2 0.3 0.3 0.1 0.1 0.0 0.3 0.1 -2.7 0.1 0.0 0.3 0.1 0.5 0.1 0.7 -0.0 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 0.0 -0.3 -0.1 0.1 -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 -0.3 0.0 -0.4 0.0 0.5 0.0 0.4 0.2 -0.1 0.0 0.7 0.4 0.7 BUXL 0.1 0.0 -0.2 -0.1 0.1 -0.2 0.0 -0.3 -0.1 -0.0 -0.5 -0.1 -0.7 -0.1 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.2 -0.1 -0.5 -0.1 0.4 -0.1 -0.0 -0.5 -0.1 -0.7 -0.1 -0.0 -0.3 0.0 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 0.0 0.6 0.1 0.2 0.4 -0.0 0.7 -0.0 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 0.5 -0.4 -0.4 -0.2 0.6 0.7 0.4 0.7 CAD 0.3 0.2 0.3 0.1 -0.0 0.2 0.1 0.1 0.2 -0.1 -0.0 0.0 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 0.1 -0.4 0.0 -0.2 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.3 -0.1 -0.0 0.1 -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 -0.0 0.2 -0.2 0.2 1.6 0.1 0.2 -0.1 0.2 -0.3 0.2 -0.8 0.3 0.6 0.2 0.2 0.4 0.7 0.6 0.7 CHF 0.6 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 0.0 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 -0.0 -0.1 -0.1 0.8 -0.2 -0.6 -0.3 -0.3 -0.0 0.0 0.2 0.2 COFFEE -0.6 -0.6 -0.3 -0.0 0.1 -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 -0.3 0.7 0.6 0.7 0.7 COPPER -0.3 0.1 0.3 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.2 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.0 -0.2 0.0 0.0 0.1 0.0 0.2 0.0 -0.1 0.3 -0.0 -0.1 -0.1 0.7 0.7 0.7 0.7 CORN 0.0 -0.1 0.2 -0.0 0.1 -0.5 0.1 -0.7 0.1 0.1 -0.1 0.1 -0.4 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.2 0.0 1.4 -0.1 0.1 -0.1 0.1 -0.3 -0.0 -1.1 0.3 -0.6 -0.4 0.2 0.1 -0.3 0.3 -0.0 COTTON2 -0.3 0.1 -0.1 -0.0 0.1 -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 -0.4 -0.2 -0.4 -0.4 -0.4 -0.2 CRUDE_W 0.4 0.4 0.1 0.1 0.0 0.2 0.1 0.1 0.2 0.0 -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 0.9 0.1 0.0 -0.0 0.1 -0.2 0.1 -0.0 -0.1 -0.5 -0.2 -0.4 0.3 0.7 0.3 0.4 DAX -0.6 0.3 -0.1 0.1 -0.1 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 -1.7 0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.2 -0.4 -0.6 0.1 -0.1 0.4 0.7 0.2 0.7 DOW -0.3 0.0 0.1 0.1 -0.0 0.3 0.0 0.4 0.0 -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 0.5 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 0.1 0.0 -0.0 -0.3 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -2.7 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.9 -0.5 -0.6 -0.6 -0.3 0.1 0.7 0.3 0.7 EUR 0.3 0.0 -0.2 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 0.9 0.1 -0.0 0.2 0.0 0.2 0.1 -0.4 -0.1 -0.1 -0.1 0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.3 0.2 -0.4 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.1 -0.2 0.1 0.1 0.1 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.1 -0.0 0.1 -0.2 0.1 -0.2 0.0 0.8 0.2 0.4 0.2 -0.2 0.4 0.7 0.7 0.7 EUROSTX -0.5 0.2 0.2 0.1 -0.1 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 0.1 0.2 0.2 0.0 0.5 0.1 -1.1 0.2 -0.1 0.5 -0.0 0.5 0.1 0.7 0.0 0.1 0.3 0.4 0.5 0.7 0.2 0.7 FEEDCOW -0.0 0.6 0.2 -0.0 0.1 -0.4 0.1 -0.7 0.1 0.0 0.3 0.1 0.5 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.3 0.1 0.6 0.1 1.1 0.1 0.2 0.6 -0.1 0.7 0.7 0.7 0.7 GASOIL 0.6 0.2 -0.0 0.1 0.0 0.1 0.1 0.1 0.2 -0.0 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 0.0 0.3 0.1 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 0.0 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 0.0 0.1 0.1 -0.1 0.1 -1.1 -0.1 -0.4 -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 -0.0 -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 2.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.4 -0.2 -0.5 -0.6 -0.1 0.2 -0.4 0.0 -0.7 GBP 0.2 0.3 0.0 0.1 -0.0 0.2 0.1 0.1 0.2 -0.1 0.2 0.0 0.5 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.2 0.1 0.1 0.2 -0.1 0.3 0.1 0.3 0.2 0.4 -0.1 -0.2 0.1 0.2 -0.1 -0.2 0.0 -0.3 GOLD_micro -0.4 -0.6 -0.4 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.2 0.0 0.3 0.0 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 -0.3 -0.6 HEATOIL 0.6 0.2 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 -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 0.3 0.5 -0.1 -0.4 JGB-SGX-mini 0.2 -0.3 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.3 -0.0 -0.4 -0.1 -0.1 -0.0 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 -0.0 -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 -0.1 -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 -0.1 -0.4 -0.4 -0.5 -0.2 -0.5 -0.1 -0.6 LEANHOG 0.6 0.6 0.0 -0.0 0.1 -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 0.3 0.4 0.6 0.6 0.6 -0.2 0.4 0.0 0.7 LIVECOW -0.1 0.5 0.0 -0.0 0.1 -0.5 0.1 -0.7 0.1 -0.1 0.2 0.1 0.5 0.2 0.1 -0.2 0.1 -0.1 -0.0 0.2 0.1 0.1 0.5 0.1 -2.7 0.0 -0.1 0.1 0.0 0.4 0.0 0.8 0.1 -0.0 0.4 -0.4 0.7 0.7 0.7 0.7 LUMBER-new 0.5 0.6 -0.5 -0.0 0.1 -0.6 0.1 -0.8 0.1 -0.2 -0.5 0.0 -0.6 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.2 -0.1 -0.6 0.0 NaN -0.1 -0.1 -0.5 -0.1 -0.8 -0.0 -1.2 -0.6 0.5 0.1 -0.7 0.0 0.8 0.2 0.8 MXP 0.1 0.1 0.2 0.2 -0.0 0.2 0.1 0.2 0.2 -0.1 0.5 0.1 0.7 0.2 0.2 0.2 0.3 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 -0.0 0.5 0.2 0.7 0.2 1.1 -0.2 0.6 0.6 0.6 0.4 0.3 0.7 0.5 NASDAQ_micro -0.3 -0.2 -0.2 0.1 -0.0 0.3 0.0 0.4 0.0 -0.1 0.3 -0.1 0.5 -0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.2 0.4 -0.1 -2.7 -0.0 -0.2 0.1 -0.2 0.4 -0.1 -0.3 -0.5 -0.6 -0.6 -0.3 0.2 -0.7 0.2 -0.7 NIKKEI 0.0 -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 0.0 0.4 0.1 0.6 0.1 1.1 0.1 0.5 0.2 0.5 -0.3 0.1 -0.4 0.2 NZD 0.6 0.6 0.3 0.1 -0.0 0.1 0.1 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 0.1 -0.0 0.2 1.8 0.1 -0.0 0.1 0.1 -0.1 0.2 0.0 -0.1 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 -0.2 0.0 -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 0.3 0.6 0.6 0.5 -0.0 0.7 0.4 0.7 OATIES 0.3 0.2 -0.1 -0.0 0.1 -0.4 0.1 -0.7 0.1 0.1 -0.3 0.1 -0.4 0.1 -0.0 -0.2 -0.2 -0.3 -0.3 -0.0 -0.1 0.1 -0.3 0.0 -0.4 -0.1 0.1 -0.3 0.1 -0.5 0.0 -0.6 0.3 -0.2 -0.1 -0.2 -0.3 -0.6 -0.2 -0.7 OJ -0.3 0.6 0.3 -0.0 0.0 -0.2 0.0 -0.4 0.0 -0.1 -0.1 -0.1 -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 -0.5 -0.4 0.5 0.1 -0.7 -0.7 -0.4 -0.7 PALLAD -0.3 -0.4 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 -0.0 0.1 -0.0 0.2 -0.0 0.2 -0.1 -0.2 -0.2 -0.1 0.3 -0.1 -0.2 -0.3 PLAT -0.4 -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 -0.0 0.2 -0.0 0.2 -0.0 0.2 -0.2 -0.3 0.2 0.1 0.7 0.3 -0.1 -0.2 REDWHEAT 0.2 0.3 0.3 -0.0 0.1 -0.5 0.1 -0.7 0.1 0.0 -0.3 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 -0.6 0.1 0.1 -0.2 0.1 -0.3 0.1 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.1 -0.5 0.1 0.2 0.1 0.1 -0.2 0.1 -0.6 0.1 -1.0 0.3 0.5 0.4 -0.1 -0.5 -0.5 -0.3 -0.6 ROBUSTA 0.4 -0.0 -0.2 -0.0 0.0 -0.3 0.1 -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 -0.1 -2.7 -0.0 -0.1 -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 -0.1 0.2 0.3 0.1 -0.1 0.3 0.0 0.5 0.1 -0.1 0.5 -0.1 0.6 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 -0.1 0.5 0.1 1.2 0.1 -0.2 0.4 -0.1 0.5 0.0 0.1 -0.5 0.2 0.1 0.1 -0.2 -0.7 -0.6 -0.7 SHATZ 0.3 0.2 -0.3 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.1 -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 0.1 -0.4 0.1 -0.5 0.0 -1.1 0.0 0.3 0.2 -0.3 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 0.0 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 0.1 0.1 0.4 0.1 0.4 0.1 1.1 0.5 -0.0 0.4 0.6 -0.2 0.7 -0.3 0.7 SOFR -0.0 -0.3 -0.4 -0.1 0.1 -0.3 0.0 -0.3 -0.1 0.1 -0.2 0.0 0.5 -0.1 -0.2 0.2 0.1 0.2 0.2 -0.1 -0.1 0.1 0.1 -0.1 -2.7 -0.1 0.2 -0.1 0.1 0.1 -0.0 0.3 0.4 0.1 -0.1 -0.1 -0.4 -0.5 -0.4 -0.7 SOYBEAN 0.4 -0.2 0.1 -0.0 0.1 -0.5 0.1 -0.7 0.1 0.2 0.1 0.2 0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 0.1 -0.8 0.0 0.2 0.1 0.2 0.1 0.1 0.1 0.3 0.3 -0.4 0.5 -0.7 -0.4 -0.7 -0.3 SOYMEAL -0.1 -0.4 0.1 -0.0 0.0 -0.4 0.1 -0.7 0.1 0.0 -0.2 -0.1 -0.4 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -1.8 -0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.7 0.1 -0.5 -0.6 0.6 -0.7 -0.6 -0.5 -0.6 SOYOIL 0.6 0.5 -0.0 -0.0 0.1 -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 0.2 0.2 -2.4 0.2 0.2 0.1 0.2 0.1 0.2 0.0 0.4 0.6 0.4 0.4 -0.4 -0.7 -0.4 -0.7 SP400 -0.1 0.4 0.3 0.1 -0.1 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 0.4 0.1 0.5 0.1 0.0 0.3 0.0 0.2 0.1 -0.1 -0.2 0.3 0.1 -0.0 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.3 -0.1 0.0 0.1 -0.1 0.4 0.0 0.5 0.1 -0.2 0.5 -0.0 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.2 0.2 -0.2 0.5 -0.1 -0.3 -0.3 -0.5 -0.5 -0.3 0.3 -0.7 0.3 -0.7 SUGAR11 -0.1 0.2 0.1 -0.0 0.0 -0.4 0.1 -0.7 0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 -0.1 -0.4 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.4 -0.0 1.1 -0.5 -0.4 0.0 -0.1 -0.0 -0.6 0.2 -0.4 US10 -0.2 -0.3 -0.2 -0.1 0.1 -0.2 0.0 -0.3 -0.1 0.1 0.1 -0.1 0.3 -0.1 -0.2 0.1 0.0 0.1 0.1 -0.1 -0.0 0.0 0.1 -0.1 -1.5 -0.1 0.1 -0.1 0.0 0.2 -0.1 -0.2 0.0 -0.3 -0.2 0.0 -0.6 -0.7 -0.5 -0.7 US10U -0.2 -0.3 -0.2 -0.1 0.1 -0.3 0.0 -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 -0.0 0.1 -0.1 -2.1 -0.1 0.1 0.1 -0.0 0.3 -0.1 -0.3 -0.1 -0.3 -0.1 0.2 -0.5 -0.3 -0.5 -0.7 US2 -0.1 -0.2 -0.2 -0.1 0.1 -0.2 0.0 -0.3 -0.1 0.1 -0.2 0.0 -0.0 -0.1 -0.2 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 2.1 -0.1 0.2 -0.2 0.1 -0.0 -0.0 -1.1 0.4 -0.3 -0.1 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.1 -0.1 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.0 -0.0 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -1.4 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 -0.2 -0.0 0.2 0.2 -0.3 0.5 -0.1 -0.7 US30 -0.0 -0.1 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.2 0.1 -0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.8 -0.0 0.0 0.0 -0.1 0.1 -0.1 -0.4 -0.3 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 0.0 -0.3 -0.1 0.1 -0.0 -0.0 0.3 -0.1 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 0.1 -0.1 -1.0 -0.1 0.2 -0.1 0.1 0.2 -0.1 -0.5 0.2 -0.3 -0.1 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.8 -0.0 -0.4 -0.1 0.3 -0.5 0.2 -0.5 0.0 0.3 -0.9 0.1 -1.2 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.3 0.1 -0.5 -0.0 NaN -0.2 0.3 -0.6 0.2 -0.5 0.0 NaN NaN NaN NaN NaN 0.0 -1.1 NaN NaN WHEAT 0.4 0.2 0.1 -0.0 0.1 -0.5 0.1 -0.7 0.1 -0.0 -0.5 0.1 -0.7 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.5 0.1 1.6 0.1 0.1 -0.1 0.1 -0.3 0.1 -1.1 0.3 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 14.1 14.6 9.7 13.0 0.9 6.0 15.0 3.5 19.2 10.1 17.0 14.7 12.5 17.0 18.1 1.1 -0.5 0.6 0.1 20.0 16.3 20.0 9.1 20.0 14.5 20.0 14.0 15.3 20.0 7.3 20.0 6.0 20.0 20.0 14.1 16.4 0.2 20.0 4.2 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 -1.5 -0.2 -20.0 -17.2 BOBL 8.5 4.6 -8.1 -9.0 9.6 -8.5 0.3 -6.8 -5.1 14.2 -11.0 11.9 -6.2 12.0 -9.5 -20.0 -2.2 -15.9 -6.4 -2.7 -7.8 6.8 -7.9 4.0 3.4 -6.0 12.8 -12.0 8.6 -10.4 3.7 -12.5 5.3 14.6 8.5 -6.2 5.4 20.0 20.0 20.0 BTP 3.5 4.3 -2.8 -11.1 11.9 -10.6 0.3 -8.5 -6.3 2.6 16.4 8.9 20.0 19.0 12.4 16.8 11.0 14.6 12.6 7.3 8.3 3.6 12.4 6.7 -20.0 9.7 2.9 10.3 4.8 14.8 9.2 13.1 -0.4 19.6 20.0 17.5 1.8 20.0 15.3 20.0 BUND 5.5 2.0 -6.0 -10.1 10.7 -9.5 0.3 -7.6 -5.7 10.6 -12.2 3.5 -13.7 8.9 -11.6 20.0 7.8 15.5 10.9 -5.1 -9.1 3.0 -10.6 0.4 0.0 -7.4 11.1 -12.3 4.2 -11.5 0.4 8.6 0.5 11.9 7.2 -4.6 0.8 20.0 13.1 20.0 BUXL 2.0 0.6 -5.4 -9.3 9.9 -8.8 0.3 -7.1 -5.2 -0.9 -18.7 -12.8 -20.0 -9.7 -17.3 5.2 3.7 4.8 4.4 -11.3 -16.0 -6.6 -20.0 -7.5 3.0 -13.8 -3.6 -19.0 -10.0 -20.0 -9.6 -0.2 -14.3 0.1 1.4 -7.5 -6.8 20.0 4.4 10.9 CAC -15.1 -2.1 1.2 10.9 -7.3 14.3 0.2 15.6 6.0 17.5 14.5 -2.8 19.2 -4.6 3.8 -5.2 -3.0 -5.2 -4.2 4.0 9.3 9.0 11.7 1.7 7.4 0.5 18.9 4.3 7.9 4.1 -0.7 3.7 20.0 -10.9 -10.8 -6.9 18.0 20.0 11.8 20.0 CAD 9.0 6.9 8.7 13.2 -2.4 6.3 11.5 3.7 17.9 -10.2 -0.7 4.4 0.4 6.3 8.9 -6.8 -7.5 -7.4 -7.6 8.7 3.9 6.0 -0.7 10.7 20.0 10.1 -2.7 4.4 9.2 0.1 13.6 -6.6 1.2 -6.5 -6.5 3.3 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 10.3 -3.7 -0.6 6.8 -17.1 7.5 -20.0 8.3 15.3 -10.1 17.0 -4.3 15.6 6.5 -17.4 -14.5 -18.0 -17.0 6.7 -4.3 19.6 -6.6 17.1 12.3 7.2 20.0 -4.7 20.0 -8.1 17.8 -15.0 12.6 20.0 6.7 5.2 12.1 20.0 18.6 20.0 CHF 17.3 6.0 -7.9 6.5 -1.2 3.1 5.7 1.8 8.9 -5.1 0.4 2.5 6.5 3.2 2.0 -13.3 -16.1 -15.5 -15.8 4.9 2.8 3.9 2.9 6.8 -0.9 5.3 -0.0 3.2 5.4 3.1 7.5 -20.0 6.5 3.9 2.2 0.6 -10.1 -20.0 -8.1 -20.0 COCOA -20.0 -12.4 -20.0 -0.2 2.6 -6.5 2.9 -10.4 3.2 -3.0 -6.5 -6.3 -4.5 -6.6 -6.4 -4.1 4.7 -3.4 -0.8 -12.4 -10.6 -8.1 -6.3 -12.6 -20.0 -7.1 -1.4 -6.7 -3.9 -3.1 -6.2 15.4 -8.6 -20.0 -9.6 -8.0 -0.4 0.4 5.3 5.6 COFFEE -17.2 -17.4 -9.4 -0.7 7.0 -17.8 7.8 -20.0 8.6 -17.0 6.6 -18.0 11.5 -16.4 -15.0 20.0 19.8 20.0 20.0 -16.4 -3.0 -20.0 11.1 -20.0 -20.0 -13.3 -20.0 -1.2 -20.0 13.9 -20.0 20.0 -20.0 -20.0 -20.0 -8.3 20.0 17.2 20.0 20.0 COPPER -10.8 2.9 9.7 4.0 -4.2 5.8 -2.6 6.2 1.1 -2.6 5.8 -1.5 4.2 4.3 6.2 -6.2 -6.3 -6.7 -6.5 6.8 6.7 1.5 4.8 4.3 -1.5 3.9 0.1 4.5 1.7 4.9 2.7 -1.4 12.8 -0.3 -4.4 -2.7 20.0 20.0 20.0 20.0 CORN 1.3 -4.1 5.2 -0.8 8.3 -20.0 9.2 -20.0 10.2 16.5 -2.6 8.2 -10.6 0.4 -5.8 -20.0 -20.0 -20.0 -20.0 -4.2 -5.1 7.4 -9.2 0.2 10.2 -5.5 15.0 -4.9 7.6 -7.0 -0.7 -20.0 12.4 -19.3 -13.3 5.7 1.7 -7.9 8.9 -0.9 COTTON2 -8.3 4.5 -2.1 -0.9 9.5 -20.0 10.5 -20.0 11.7 -20.0 -20.0 -20.0 -20.0 -18.6 -20.0 -20.0 -18.1 -20.0 -20.0 -13.6 -16.4 -20.0 -20.0 -17.4 -9.9 -19.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.5 -7.1 -13.4 -13.3 -11.7 -7.2 CRUDE_W 13.6 12.6 3.3 12.6 3.6 5.9 13.5 2.6 17.7 2.8 -8.6 11.8 -11.9 14.5 7.9 2.5 3.9 1.4 2.1 6.1 -1.1 9.2 -5.8 11.3 7.1 6.2 0.3 -1.4 6.5 -6.5 10.1 -0.9 -3.0 -15.3 -6.5 -12.7 9.9 20.0 8.9 13.4 DAX -20.0 8.6 -4.4 9.0 -6.0 11.8 0.1 12.8 4.9 -4.1 10.6 -8.9 16.7 -0.4 9.0 -9.5 -7.4 -8.7 -7.7 6.2 9.4 -10.0 14.1 -2.9 -13.1 3.9 -11.5 6.1 -11.4 8.2 -5.0 -2.9 -14.7 -20.0 2.4 -3.7 11.8 20.0 6.5 20.0 DOW -9.5 0.5 4.4 8.0 -5.3 10.5 0.1 11.4 4.4 -2.6 16.1 2.2 16.4 7.7 13.8 -7.5 -8.1 -7.6 -7.7 10.9 16.3 0.6 17.7 4.5 -11.0 6.8 -2.7 11.1 0.0 12.7 2.3 -3.7 -1.4 -4.4 -0.8 4.6 -1.1 -20.0 -6.1 -20.0 DX -13.3 -6.4 5.7 9.1 -1.7 4.4 8.0 2.6 12.4 9.0 0.4 -2.5 -9.3 -4.3 -4.3 5.0 6.1 5.6 5.8 -5.6 -3.0 -1.4 -3.9 -7.2 -20.0 -8.0 6.3 -4.2 -4.0 -3.2 -9.7 16.6 -20.0 -20.0 -20.0 -7.9 3.7 20.0 10.1 20.0 EUR 9.7 0.6 -7.7 10.2 -1.9 4.9 9.0 2.9 13.9 -11.6 2.3 0.0 11.6 2.0 3.7 -7.0 -8.0 -7.9 -8.0 5.1 4.2 0.5 6.2 5.8 6.9 8.2 -3.8 5.9 4.6 5.9 9.5 -7.2 -3.1 -3.8 -3.1 2.0 -8.6 -20.0 -4.6 -20.0 EURIBOR-ICE 8.3 5.2 -12.0 -6.7 7.1 -6.3 0.2 -5.1 -3.8 7.8 -6.6 6.9 2.9 7.9 -5.7 13.5 11.9 13.4 13.1 -0.5 -3.8 6.6 -0.9 4.7 -1.0 -3.5 8.7 -7.4 7.6 -4.2 4.0 14.7 8.9 11.2 6.2 -5.3 12.7 20.0 20.0 20.0 EUROSTX -14.3 6.4 5.3 9.9 -6.6 12.9 0.1 14.1 5.4 -2.5 19.1 -3.1 20.0 10.7 15.6 8.9 0.9 5.5 2.6 17.1 20.0 0.1 20.0 7.9 -8.0 14.5 -7.4 17.2 -0.8 14.5 5.9 12.3 2.0 3.0 10.2 12.2 15.0 20.0 7.2 20.0 FEEDCOW -0.8 20.0 7.1 -0.6 6.5 -16.5 7.2 -20.0 8.0 1.8 11.6 10.8 13.5 16.0 12.9 12.4 9.6 12.2 12.2 20.0 20.0 9.9 20.0 19.3 -20.0 9.2 -1.0 10.7 4.8 17.8 8.4 20.0 5.2 4.9 20.0 -3.0 20.0 20.0 20.0 20.0 GASOIL 19.6 6.6 -1.1 11.0 3.1 5.2 11.8 2.2 15.5 -0.4 5.5 10.8 7.2 12.2 3.9 20.0 16.0 18.9 17.9 9.2 5.2 11.1 4.0 14.1 -2.3 14.9 3.8 10.9 11.7 7.8 17.1 20.0 -4.7 1.5 2.6 5.4 0.0 20.0 -8.1 7.7 GASOLINE 14.8 8.9 -0.1 13.2 3.7 6.2 14.1 2.7 18.5 9.8 1.4 14.7 0.8 16.3 9.1 -20.0 -20.0 -20.0 -20.0 8.4 2.4 13.0 -0.0 14.1 -17.1 8.9 4.7 1.9 10.0 -1.4 13.0 -20.0 -2.5 -11.3 -5.2 -6.3 8.8 20.0 3.5 20.0 GAS_US_mini 20.0 1.3 10.3 6.2 1.8 2.9 6.6 1.3 8.7 -5.4 -2.7 0.9 -5.7 0.4 -0.9 20.0 -6.7 20.0 20.0 1.2 -0.4 0.5 -1.3 2.6 15.0 -0.6 -2.5 -1.1 -0.5 -1.1 0.3 -6.7 -6.9 -14.2 -18.3 -4.4 5.8 -12.8 0.3 -20.0 GBP 6.1 10.7 0.3 13.4 -2.5 6.4 11.8 3.8 18.3 -12.1 7.1 2.9 13.3 7.9 13.5 0.2 0.1 0.3 0.2 12.6 8.3 2.2 7.2 12.4 0.5 15.8 -13.0 10.9 5.2 8.8 15.5 6.7 -3.9 -6.9 4.4 5.3 -4.2 -7.2 0.1 -9.4 GOLD_micro -10.9 -20.0 -11.2 3.8 -4.0 5.6 -2.5 6.0 1.1 -2.0 7.4 0.7 7.8 4.0 6.3 -6.5 -9.9 -7.8 -8.6 8.4 8.0 2.1 7.2 7.0 -20.0 8.2 -1.3 8.7 3.2 8.9 7.0 -6.3 20.0 20.0 17.3 15.9 15.6 6.1 -10.1 -16.9 HEATOIL 20.0 5.6 -2.5 9.7 2.8 4.6 10.4 2.0 13.7 -0.8 2.3 8.9 4.5 10.2 1.6 20.0 15.0 20.0 19.1 7.6 3.8 8.9 2.9 11.9 -15.5 6.6 -1.1 3.8 5.2 3.1 8.7 20.0 -3.3 -3.9 -5.7 1.3 7.5 13.6 -3.7 -11.1 JGB-SGX-mini 6.4 -9.0 -17.1 -4.1 4.4 -3.9 0.1 -3.1 -2.3 4.9 -9.9 -2.4 -9.9 -7.1 -9.2 -0.5 12.8 8.5 11.1 -14.8 -16.8 -1.1 -15.4 -8.2 -0.8 -15.8 3.7 -17.3 -1.2 -14.8 -8.7 13.8 -1.6 -9.8 -20.0 -20.0 -7.3 -20.0 1.9 -20.0 JPY 18.5 9.4 -6.2 7.7 -1.4 3.7 6.8 2.2 10.5 -8.4 -10.1 -2.0 -10.3 -0.9 -6.3 -8.3 -10.4 -9.1 -9.5 -3.6 -8.6 -2.8 -10.0 0.2 20.0 -2.1 -7.7 -7.3 -0.6 -8.3 2.2 -10.6 -2.2 -13.3 -13.6 -16.4 -7.4 -14.7 -3.1 -17.8 LEANHOG 17.9 20.0 0.4 -0.9 9.7 -20.0 10.8 -20.0 11.9 20.0 16.0 20.0 17.6 20.0 20.0 -20.0 1.4 -20.0 -16.9 20.0 20.0 20.0 15.3 20.0 -4.5 20.0 20.0 20.0 20.0 15.1 20.0 4.8 16.4 20.0 20.0 20.0 -6.0 12.2 0.2 20.0 LIVECOW -1.9 14.5 0.1 -0.7 7.4 -18.8 8.2 -20.0 9.1 -6.3 9.0 7.1 13.5 15.5 10.8 -7.9 4.3 -5.5 -1.5 14.7 13.7 5.8 18.9 12.9 -20.0 2.8 -7.9 3.4 2.3 11.1 4.4 15.1 5.2 -1.5 11.1 -11.0 20.0 20.0 20.0 20.0 LUMBER-new 14.3 15.7 -13.3 -0.7 7.0 -17.7 7.7 -20.0 8.6 -16.8 -15.2 2.3 -15.5 5.0 -10.0 -20.0 -20.0 -20.0 -20.0 -3.9 -16.9 -5.4 -20.0 1.4 NaN -5.4 -14.4 -16.5 -7.2 -18.4 -0.3 -20.0 -20.0 13.1 2.1 -19.1 0.9 20.0 4.8 20.0 MXP 4.2 2.8 5.1 15.5 -2.9 7.4 13.6 4.4 20.0 -7.5 20.0 13.1 20.0 17.6 20.0 11.2 12.9 12.6 12.7 20.0 20.0 12.8 20.0 20.0 -20.0 20.0 -1.2 20.0 15.5 20.0 20.0 20.0 -9.2 20.0 20.0 20.0 13.3 10.3 20.0 14.0 NASDAQ_micro -9.6 -7.2 -5.8 7.4 -5.0 9.7 0.1 10.6 4.1 -13.6 10.5 -7.6 14.2 -0.6 2.3 -8.3 -8.6 -8.3 -8.4 0.3 8.6 -20.0 16.1 -7.4 -20.0 -1.3 -20.0 4.6 -17.3 10.3 -6.9 -4.9 -20.0 -17.3 -17.3 -7.9 5.5 -20.0 5.5 -20.0 NIKKEI 0.3 -0.4 9.0 5.7 -3.8 7.5 0.1 8.2 3.2 8.3 12.0 10.2 11.9 11.1 11.4 10.8 8.0 9.1 7.9 13.8 17.8 7.7 18.9 10.4 -14.3 10.3 3.5 15.2 5.4 16.7 7.2 20.0 5.1 15.5 5.6 14.3 -7.7 1.6 -12.4 6.7 NZD 20.0 17.3 8.6 10.3 -1.9 4.9 9.0 2.9 14.0 -5.8 0.6 9.1 -3.2 10.8 10.4 -3.7 -3.5 -4.0 -3.9 12.6 4.1 11.0 -1.7 17.3 13.6 12.7 -3.2 3.3 12.3 -2.5 18.3 0.0 -2.2 11.6 1.2 0.6 -0.8 20.0 7.2 20.0 OAT 11.0 7.1 2.1 -9.6 10.2 -9.1 0.3 -7.3 -5.4 4.1 6.4 11.9 -2.4 16.1 6.2 12.5 12.7 13.8 14.3 7.8 2.7 8.6 -1.9 11.5 -0.2 10.5 4.2 4.2 11.1 0.0 14.8 16.6 10.9 20.0 20.0 14.7 -0.1 20.0 13.4 20.0 OATIES 7.8 6.5 -3.8 -0.5 5.7 -14.3 6.3 -20.0 6.9 11.7 -11.2 9.2 -11.5 7.2 -2.3 -11.8 -12.2 -15.3 -15.6 -4.4 -10.5 7.6 -12.4 2.3 -3.3 -4.7 12.6 -12.8 9.2 -15.1 3.9 -12.1 13.0 -4.9 -4.0 -6.9 -8.1 -17.1 -4.5 -20.0 OJ -8.3 20.0 9.8 -0.3 2.7 -6.9 3.0 -11.0 3.4 -6.5 -3.5 -5.0 -6.0 0.5 1.7 2.0 2.5 0.7 0.3 0.2 -2.1 -12.9 -5.2 -3.9 -20.0 2.8 -13.3 0.4 -8.6 -2.7 -0.8 14.0 -20.0 -11.4 16.0 1.9 -20.0 -19.7 -13.4 -20.0 PALLAD -9.1 -11.6 0.5 3.4 -3.6 5.0 -2.2 5.3 1.0 -4.7 4.9 -3.6 4.8 1.4 3.4 -2.6 -3.0 -3.0 -3.0 4.0 5.2 -4.5 4.4 0.3 10.5 1.3 -4.9 4.3 -4.2 5.6 -1.8 4.3 -2.9 -7.3 -6.7 -3.0 9.3 -1.8 -7.2 -9.9 PLAT -12.1 -11.1 -9.6 3.2 -3.4 4.7 -2.1 5.0 0.9 -4.4 5.1 -3.5 5.5 2.1 3.9 -1.8 -3.6 -2.9 -3.3 5.5 6.2 -5.5 4.9 1.0 -0.6 3.9 -5.4 6.3 -4.5 6.6 -0.4 3.7 -7.1 -8.7 7.6 2.7 20.0 9.4 -1.7 -6.3 REDWHEAT 6.5 8.6 8.8 -0.8 8.2 -20.0 9.0 -20.0 10.0 0.2 -12.7 7.7 -18.7 12.2 4.5 -14.7 -16.2 -15.6 -16.2 3.1 -4.0 4.8 -13.9 6.1 7.7 7.2 2.5 0.9 6.5 -7.7 9.6 -16.2 8.1 5.6 3.8 17.7 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 7.3 -0.4 3.9 -9.8 4.3 -15.5 4.8 8.6 -7.4 9.6 -9.5 9.9 3.5 -19.9 -14.5 -20.0 -19.5 3.9 -8.7 11.0 -17.4 11.3 1.2 7.0 10.2 -6.8 11.5 -17.8 13.2 -18.0 12.3 15.2 12.5 -2.1 -14.2 -16.5 -7.7 -16.8 ROBUSTA 11.0 -0.5 -7.4 -0.5 4.8 -12.0 5.3 -19.0 5.8 -9.1 2.2 -7.1 -2.1 -0.7 -3.8 20.0 15.7 20.0 17.0 -3.7 -3.6 -13.6 -1.5 -5.1 -20.0 -2.5 -16.5 -2.6 -10.9 -0.9 -3.8 20.0 -20.0 -6.2 -10.2 -2.9 0.6 7.3 10.4 16.0 RUSSELL -4.3 7.7 8.8 9.2 -6.2 12.1 0.1 13.2 5.1 -16.2 17.4 -9.4 17.8 6.3 14.4 -5.3 -5.3 -5.1 -5.0 16.0 20.0 -10.6 19.0 4.9 8.9 11.6 -20.0 15.2 -11.0 14.3 2.2 0.9 -20.0 6.8 3.4 1.5 -5.5 -20.0 -18.0 -20.0 SHATZ 9.8 7.5 -7.8 -7.8 8.3 -7.4 0.2 -6.0 -4.4 7.8 -12.5 7.0 -11.3 9.9 -7.7 6.7 -13.6 -4.1 -9.2 -3.1 -9.7 4.5 -10.4 3.0 11.1 -6.8 6.5 -14.2 5.4 -13.0 2.4 -20.0 0.5 10.7 7.5 -7.8 15.4 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 -2.9 12.6 7.5 -5.0 9.9 0.1 10.8 4.1 11.2 14.4 7.5 13.8 7.5 12.5 12.7 6.7 11.4 8.8 12.6 15.9 11.9 13.8 8.1 8.8 13.8 14.3 16.4 9.8 12.5 7.8 20.0 20.0 -0.1 13.6 19.9 -6.4 20.0 -7.6 20.0 SOFR -0.6 -9.5 -12.4 -10.3 11.0 -9.8 0.3 -7.8 -5.8 14.4 -8.0 1.7 13.6 -9.7 -19.5 8.7 6.6 8.4 7.8 -11.4 -6.8 5.9 3.5 -5.2 -20.0 -7.9 20.0 -4.7 10.0 3.6 -0.9 5.5 15.1 2.6 -3.8 -2.4 -13.4 -14.1 -12.1 -20.0 SOYBEAN 11.2 -6.8 1.7 -0.8 8.8 -20.0 9.7 -20.0 10.8 16.9 2.7 17.2 4.3 4.0 -7.8 -6.8 -5.6 -5.4 -5.5 -0.7 -0.6 13.7 -1.9 6.2 -6.4 2.2 20.0 3.5 18.1 2.9 10.2 2.2 14.4 9.7 -13.8 15.9 -20.0 -11.2 -20.0 -8.0 SOYMEAL -3.4 -13.4 2.4 -1.2 1.5 -16.1 5.1 -20.0 7.0 1.0 -7.6 -6.0 -10.7 -10.4 -10.5 -10.9 -14.2 -11.9 -13.5 -9.0 -6.1 -1.7 -7.3 -6.9 -13.7 -3.7 2.7 1.7 -1.7 -0.9 -5.2 -12.5 3.1 -15.5 -17.1 20.0 -20.0 -19.5 -13.9 -18.7 SOYOIL 20.0 15.3 -1.2 -0.8 8.1 -20.0 8.9 -20.0 9.9 17.7 -0.2 19.9 8.2 19.7 15.3 -8.6 -6.2 -8.7 -7.8 18.1 7.7 20.0 5.6 20.0 -17.8 15.0 20.0 4.0 20.0 1.4 20.0 0.1 18.6 20.0 13.0 10.9 -11.1 -20.0 -11.8 -20.0 SP400 -1.7 12.8 10.6 9.1 -6.1 12.0 0.1 13.1 5.0 7.7 17.6 2.0 14.4 12.0 16.7 -7.1 -6.2 -6.6 -6.3 17.3 17.6 3.4 13.9 10.2 3.7 10.6 4.4 10.1 2.4 6.8 6.2 -0.9 -7.7 9.3 3.3 -0.9 -2.5 -20.0 -9.1 -20.0 SP500_micro -10.1 -2.5 0.9 9.9 -6.7 13.0 0.1 14.2 5.5 -17.0 20.0 -2.4 20.0 7.5 15.4 -9.4 -9.5 -9.3 -9.2 6.8 17.4 -14.4 20.0 -2.3 -20.0 1.2 -20.0 7.9 -15.0 13.9 -5.0 -6.3 -13.7 -15.8 -14.4 -9.3 8.9 -20.0 10.4 -20.0 SUGAR11 -4.1 6.2 2.0 -0.5 5.5 -14.0 6.1 -20.0 6.8 -8.2 -11.7 -8.7 -13.7 -9.2 -9.1 20.0 12.7 18.2 14.1 -6.4 -10.2 -8.3 -14.5 -6.8 -20.0 -1.0 -8.8 -5.5 -7.1 -10.3 -2.8 20.0 -20.0 -12.1 1.5 -3.4 -0.6 -17.0 4.6 -10.6 US10 -5.8 -9.7 -7.0 -9.6 10.2 -9.1 0.3 -7.3 -5.4 9.7 2.1 -5.6 9.3 -11.6 -16.9 4.0 1.2 3.2 2.5 -9.6 -3.8 0.2 2.7 -7.6 -11.5 -9.8 16.5 -2.5 1.2 5.3 -8.1 -3.7 1.9 -10.2 -5.5 1.0 -18.1 -20.0 -15.9 -20.0 US10U -6.1 -9.2 -5.7 -11.2 12.0 -10.7 0.3 -8.5 -6.3 8.7 4.9 -10.7 8.7 -15.2 -20.0 3.9 0.5 3.2 2.0 -10.0 -2.8 -3.6 2.9 -9.8 -15.9 -7.4 12.2 2.0 -3.6 9.3 -9.3 -4.9 -5.3 -10.6 -1.9 6.2 -15.6 -8.0 -15.8 -20.0 US2 -4.0 -6.3 -6.6 -9.4 10.0 -8.9 0.3 -7.1 -5.3 14.4 -6.4 2.1 -1.0 -8.6 -15.5 -7.7 -13.1 -9.1 -10.5 -8.3 -5.9 6.8 -2.3 -3.7 15.8 -9.5 20.0 -6.4 9.4 -0.1 -3.5 -20.0 18.5 -10.4 -2.8 -3.7 -19.9 -20.0 -20.0 -20.0 US20 -2.7 -4.4 -4.7 -8.0 8.5 -7.6 0.2 -6.1 -4.5 -2.0 2.6 -5.7 -0.3 -6.3 -12.6 5.7 3.8 5.3 4.7 -4.6 -1.6 -3.2 -0.1 -4.6 -10.4 -0.9 4.3 3.2 -3.5 5.1 -3.3 0.4 -7.9 -1.2 5.2 6.0 -10.0 14.6 -3.1 -20.0 US30 -0.4 -4.4 -5.0 -9.0 9.6 -8.6 0.3 -6.9 -5.1 -6.6 -3.7 -9.5 -8.4 -9.9 -17.0 3.1 -0.7 2.1 0.8 -6.7 -4.7 -5.2 -4.4 -6.0 -5.8 -3.2 0.0 0.4 -6.9 1.5 -5.3 -7.0 -13.7 0.2 3.3 4.8 -9.5 10.5 -0.3 -16.3 US5 -5.0 -8.7 -7.3 -10.1 10.7 -9.6 0.3 -7.7 -5.7 13.0 -1.4 -3.9 9.6 -13.1 -18.2 1.8 -1.8 0.7 -0.3 -9.7 -4.6 3.2 2.1 -6.3 -7.6 -8.9 20.0 -3.3 5.4 4.5 -5.5 -8.7 10.3 -9.9 -3.3 0.8 -20.0 -20.0 -20.0 -20.0 VIX 14.5 -0.5 -8.6 -7.9 18.6 -11.4 8.9 -8.0 0.5 18.1 -20.0 6.8 -20.0 -4.1 -20.0 -20.0 -20.0 -20.0 -20.0 -10.5 -15.4 9.1 -12.7 -0.4 NaN -8.9 20.0 -13.0 9.6 -9.3 0.5 NaN NaN NaN NaN NaN 0.3 -20.0 NaN NaN WHEAT 12.2 7.6 2.5 -0.9 9.0 -20.0 9.9 -20.0 11.0 -0.4 -18.9 7.1 -20.0 9.9 -6.5 -19.4 -18.6 -19.1 -18.6 0.3 -9.0 7.1 -18.2 7.1 11.8 7.1 6.8 -1.9 11.2 -9.6 13.8 -19.9 12.0 14.3 3.0 12.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3