******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260206_204000 produced at 2026-02-06 21:36:03.158376 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.32 0.0 0.00 0.00 0.00 0.00 -12.10 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.03 0.0 0.00 0.00 0.00 0.00 -27.34 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -2.19 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.27 -0.17 0.0 999.00 -999.00 -0.27 -0.25 -19.26 999999999.0 -30 -28 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -37.72 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.15 -0.11 0.0 1.23 -1.23 -0.15 -0.15 -2.17 25.0 -3 -3 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.07 0.0 0.86 -0.86 -0.05 -0.05 -1.30 17.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.15 -0.15 -0.08 -0.07 -5.16 11.0 -6 -5 caleb_strategy_v3 US10U False False 0.05 0.00 -0.06 0.0 0.67 -0.67 0.00 0.00 -1.11 13.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.27 -0.05 0.0 0.52 -0.52 -0.27 -0.27 -2.04 23.0 -12 -12 caleb_strategy_v3 DX False False 0.04 -0.04 -0.04 0.0 999.00 -999.00 -0.04 -0.04 -0.99 999999999.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.09 -0.04 0.0 0.75 -0.75 -0.09 -0.13 -2.32 48.0 -6 -8 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.01 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 -4.60 3.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.07 -0.03 0.0 0.95 -0.95 -0.07 0.00 -0.37 13.0 -1 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.12 -0.12 0.00 0.00 -2.95 12.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.00 -0.03 0.0 0.61 -0.61 0.00 0.00 -0.77 17.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -3.64 18.0 -7 -7 caleb_strategy_v3 BUXL False False 0.06 -0.12 -0.02 0.0 0.23 -0.23 -0.12 -0.12 -0.27 4.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.30 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.16 -0.02 0.0 0.32 -0.32 -0.16 -0.16 -0.35 6.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -1.27 9.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -1.68 4.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -1.25 9.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -0.78 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 -0.98 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 -0.12 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 -0.21 7.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.50 -0.50 -0.02 -0.02 -0.75 26.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.15 999999999.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.01 0.0 1.21 -1.21 -0.06 -0.09 -0.27 56.0 -3 -4 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.44 -0.44 0.00 0.00 0.00 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.01 2.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.00 0.0 0.77 -0.77 0.00 0.00 0.18 58.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.12 -0.00 0.0 0.15 -0.15 -0.12 -0.12 -0.02 10.0 -8 -8 caleb_strategy_v3 DOW False False 0.01 -0.16 -0.00 0.0 0.75 -0.75 -0.16 -0.21 -0.37 66.0 -14 -19 caleb_strategy_v3 EUR False False 0.07 0.00 -0.00 0.0 0.93 -0.93 0.00 0.00 -0.03 14.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.39 -0.39 0.00 0.00 -0.27 23.0 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 1.70 26.0 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 BUND False False 0.07 0.00 0.02 0.0 0.68 -0.68 0.00 0.14 0.31 10.0 0 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.41 -0.41 0.00 0.00 3.07 68.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.18 -1.18 0.00 0.00 0.25 19.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.96 -0.96 0.00 0.00 0.58 29.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.13 0.26 0.03 0.0 999.00 -999.00 0.26 0.26 0.25 999999999.0 2 2 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.03 0.0 0.22 -0.22 0.06 0.07 6.92 51.0 14 15 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.73 -0.73 0.00 0.00 0.65 17.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.32 0.04 0.0 0.32 -0.32 0.32 0.32 0.23 2.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.00 0.04 0.0 0.84 -0.84 0.00 0.00 1.11 22.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.13 0.05 0.0 999.00 -999.00 0.13 0.06 0.73 999999999.0 2 1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.06 0.0 0.12 -0.12 0.00 0.00 1.84 4.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.06 0.0 0.14 -0.14 0.08 0.08 2.26 5.0 3 3 caleb_strategy_v3 NZD False False 0.03 0.03 0.07 0.0 0.57 -0.57 0.03 0.03 2.69 21.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.08 0.0 0.66 -0.66 0.00 0.00 0.93 8.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.99 12.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.63 24.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.16 0.09 0.0 0.58 -0.58 0.16 0.13 5.75 36.0 10 8 caleb_strategy_v3 EUROSTX False False 0.03 0.19 0.10 0.0 0.64 -0.64 0.19 0.19 3.03 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 6.65 13.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.03 0.12 0.0 0.59 -0.59 0.03 0.00 3.93 19.0 1 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.14 0.0 0.00 0.00 0.00 0.00 1.78 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.20 0.0 0.64 -0.64 0.00 0.00 3.10 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.26 0.27 0.0 0.65 -0.65 0.26 0.26 4.17 10.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.53 0.57 0.0 0.78 -0.78 0.53 0.44 43.74 60.0 41 34 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 1.51 0.0 1.30 -1.30 0.00 0.00 11.61 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.5 Shocked risk 48.4 Sum abs risk 57.7 Leverage 7.53 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2217486.91, 'annual_cash_vol_target': 554371.7275, 'daily_cash_vol_target': 34648.23296875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.6926 0.6619 10.5898 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1597 116.6100 0.1370 2.1919 BTP 0.3590 121.1200 0.2964 4.7420 BUND 0.3291 128.2300 0.2566 4.1063 BUXL 0.7714 109.6000 0.7038 11.2607 CAC 54.7478 8294.5000 0.6600 10.5608 CAD 0.0032 0.7333 0.4338 6.9409 CANOLA 6.0665 669.5000 0.9061 14.4979 CHF 0.0079 1.2945 0.6083 9.7323 COCOA 143.8229 4239.0000 3.3929 54.2856 COFFEE 5.6623 286.7000 1.9750 31.5997 COPPER 0.1197 5.7205 2.0917 33.4668 CORN 4.0561 458.2500 0.8851 14.1621 COTTON2 0.6541 61.0700 1.0711 17.1376 CRUDE_W 1.0076 61.1800 1.6469 26.3501 DAX 185.7490 24821.0000 0.7484 11.9737 DOW 364.9867 50091.0000 0.7286 11.6584 DX 0.4158 97.4950 0.4265 6.8244 EUR 0.0058 1.1838 0.4883 7.8122 EURIBOR-ICE 0.0315 97.6750 0.0323 0.5161 EUROSTX 46.8089 6012.0000 0.7786 12.4574 FEEDCOW 3.0982 363.5250 0.8523 13.6364 GASOIL 10.9639 678.2500 1.6165 25.8640 GASOLINE 0.0357 2.1660 1.6474 26.3591 GAS_US_mini 0.2464 3.4350 7.1727 114.7633 GBP 0.0074 1.3614 0.5411 8.6578 GOLD_micro 113.4861 4797.8000 2.3654 37.8461 HEATOIL 0.0460 2.3392 1.9666 31.4658 JGB-SGX-mini 0.2504 131.3800 0.1906 3.0501 JPY 0.0000 0.0064 0.6830 10.9286 LEANHOG 1.0457 97.9750 1.0673 17.0775 LIVECOW 1.9876 237.6500 0.8364 13.3818 LUMBER-new 6.8690 588.0000 1.1682 18.6911 MXP 0.0004 0.0577 0.6965 11.1439 NASDAQ_micro 219.4643 25064.7500 0.8756 14.0094 NIKKEI 763.4016 56305.0000 1.3558 21.6933 NZD 0.0042 0.6026 0.6894 11.0297 OAT 0.3252 121.8500 0.2669 4.2699 OATIES 5.0642 309.7500 1.6349 26.1591 OJ 7.8169 155.4000 5.0302 80.4834 PALLAD 79.0245 1641.0000 4.8156 77.0501 PLAT 106.0033 1971.0000 5.3781 86.0503 REDWHEAT 8.1607 544.2500 1.4994 23.9910 RICE 0.1403 11.2050 1.2525 20.0394 ROBUSTA 70.4032 3748.0000 1.8784 30.0547 RUSSELL 29.3282 2674.4000 1.0966 17.5460 SHATZ 0.0482 106.8900 0.0451 0.7218 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 95.8690 13475.0000 0.7115 11.3833 SOFR 0.0502 96.5550 0.0519 0.8311 SOYBEAN 8.0617 1095.2500 0.7361 11.7770 SOYMEAL 3.8272 306.7000 1.2479 19.9656 SOYOIL 0.6611 55.8300 1.1841 18.9453 SP400 31.8098 3598.2000 0.8840 14.1448 SP500_micro 45.4734 6937.2500 0.6555 10.4879 SUGAR11 0.2269 13.7400 1.6511 26.4173 US10 0.3019 112.1250 0.2692 4.3078 US10U 0.3772 114.5156 0.3294 5.2703 US2 0.0684 104.2930 0.0656 1.0491 US20 0.5801 115.5000 0.5022 8.0355 US30 0.8335 117.8125 0.7075 11.3197 US5 0.1826 109.0938 0.1674 2.6786 VIX 0.5543 19.8000 2.7992 44.7880 WHEAT 6.9129 580.0000 1.1919 19.0701 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 692.60 0.66 458.40 1.00 458.40 34648.23 75.58 20.00 151.17 BITCOIN 82.98 2.35 195.18 1.00 195.18 34648.23 177.52 -19.59 -347.82 BOBL 1166.10 0.14 159.75 1.18 188.51 34648.23 183.80 1.33 24.51 BTP 1211.20 0.30 358.97 1.18 423.59 34648.23 81.80 11.11 90.84 BUND 1282.30 0.26 329.09 1.18 388.34 34648.23 89.22 3.40 30.34 BUXL 1096.00 0.70 771.36 1.18 910.23 34648.23 38.07 -7.01 -26.66 CAC 829.45 0.66 547.48 1.18 646.04 34648.23 53.63 10.86 58.27 CAD 733.35 0.43 318.13 1.00 318.13 34648.23 108.91 2.04 22.18 CANOLA 133.90 0.91 121.33 0.73 88.70 34648.23 390.61 7.27 284.04 CHF 1618.12 0.61 984.25 1.00 984.25 34648.23 35.20 -4.09 -14.41 COCOA 423.90 3.39 1438.23 1.00 1438.23 34648.23 24.09 -12.85 -30.96 COFFEE 1075.12 1.97 2123.35 1.00 2123.35 34648.23 16.32 -5.69 -9.28 COPPER 1430.12 2.09 2991.35 1.00 2991.35 34648.23 11.58 5.83 6.75 CORN 229.12 0.89 202.81 1.00 202.81 34648.23 170.84 -7.09 -121.14 COTTON2 305.35 1.07 327.06 1.00 327.06 34648.23 105.94 -20.00 -211.88 CRUDE_W 611.80 1.65 1007.56 1.00 1007.56 34648.23 34.39 6.07 20.88 DAX 248.21 0.75 185.75 1.18 219.19 34648.23 158.07 0.34 5.41 DOW 250.46 0.73 182.49 1.00 182.49 34648.23 189.86 -0.84 -15.98 DX 974.95 0.43 415.84 1.00 415.84 34648.23 83.32 -4.56 -38.02 EUR 1479.81 0.49 722.54 1.00 722.54 34648.23 47.95 -0.23 -1.09 EURIBOR-ICE 2441.88 0.03 78.77 1.18 92.95 34648.23 372.75 9.12 340.04 EUROSTX 601.20 0.78 468.09 1.18 552.36 34648.23 62.73 14.13 88.67 FEEDCOW 1817.62 0.85 1549.11 1.00 1549.11 34648.23 22.37 12.58 28.13 GASOIL 678.25 1.62 1096.39 1.00 1096.39 34648.23 31.60 13.42 42.40 GASOLINE 909.72 1.65 1498.71 1.00 1498.71 34648.23 23.12 -1.50 -3.46 GAS_US_mini 85.88 7.17 615.96 1.00 615.96 34648.23 56.25 2.79 15.69 GBP 850.88 0.54 460.42 1.00 460.42 34648.23 75.25 5.66 42.56 GOLD_micro 479.78 2.37 1134.86 1.00 1134.86 34648.23 30.53 -2.61 -7.97 HEATOIL 982.46 1.97 1932.12 1.00 1932.12 34648.23 17.93 5.71 10.23 JGB-SGX-mini 131380.00 0.19 25044.72 0.01 159.58 34648.23 217.12 -11.61 -252.12 JPY 798.06 0.68 545.11 1.00 545.11 34648.23 63.56 -4.64 -29.47 LEANHOG 391.90 1.07 418.29 1.00 418.29 34648.23 82.83 13.19 109.24 LIVECOW 950.60 0.84 795.05 1.00 795.05 34648.23 43.58 4.46 19.46 LUMBER-new 161.70 1.17 188.90 1.00 188.90 34648.23 183.42 -10.30 -188.84 MXP 288.65 0.70 201.04 1.00 201.04 34648.23 172.34 17.27 297.56 NASDAQ_micro 501.30 0.88 438.93 1.00 438.93 34648.23 78.94 -11.12 -87.79 NIKKEI 56305.00 1.36 76340.16 0.01 486.42 34648.23 71.23 7.44 52.98 NZD 602.65 0.69 415.44 1.00 415.44 34648.23 83.40 12.42 103.59 OAT 1218.50 0.27 325.18 1.18 383.72 34648.23 90.30 13.52 122.07 OATIES 154.88 1.63 253.21 1.00 253.21 34648.23 136.84 -12.04 -164.78 OJ 233.10 5.03 1172.54 1.00 1172.54 34648.23 29.55 -10.80 -31.92 PALLAD 1641.00 4.82 7902.45 1.00 7902.45 34648.23 4.38 0.89 0.39 PLAT 985.50 5.38 5300.16 1.00 5300.16 34648.23 6.54 0.13 0.09 REDWHEAT 272.12 1.50 408.04 1.00 408.04 34648.23 84.91 -8.68 -73.71 RICE 224.10 1.25 280.68 1.00 280.68 34648.23 123.45 -5.58 -68.86 ROBUSTA 374.80 1.88 704.03 1.00 704.03 34648.23 49.21 -4.16 -20.48 RUSSELL 133.72 1.10 146.64 1.00 146.64 34648.23 236.28 3.91 92.47 SHATZ 1068.90 0.05 48.22 1.18 56.90 34648.23 608.94 2.64 160.66 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 34648.23 5.63 12.83 7.22 SMI 1347.50 0.71 958.69 1.29 1232.70 34648.23 28.11 18.53 52.09 SOFR 2413.88 0.05 125.38 1.00 125.38 34648.23 276.35 -7.19 -198.75 SOYBEAN 547.62 0.74 403.09 1.00 403.09 34648.23 85.96 -2.65 -22.75 SOYMEAL 306.70 1.25 382.72 1.00 382.72 34648.23 90.53 -15.09 -136.64 SOYOIL 334.98 1.18 396.64 1.00 396.64 34648.23 87.35 -0.18 -1.61 SP400 3598.20 0.88 3180.98 1.00 3180.98 34648.23 10.89 6.50 7.08 SP500_micro 346.86 0.66 227.37 1.00 227.37 34648.23 152.39 -6.53 -99.52 SUGAR11 153.89 1.65 254.08 1.00 254.08 34648.23 136.37 -10.95 -149.27 US10 1121.25 0.27 301.88 1.00 301.88 34648.23 114.77 -8.93 -102.55 US10U 1145.16 0.33 377.21 1.00 377.21 34648.23 91.85 -9.55 -87.75 US2 2085.86 0.07 136.77 1.00 136.77 34648.23 253.33 -6.83 -172.94 US20 1155.00 0.50 580.07 1.00 580.07 34648.23 59.73 -3.92 -23.42 US30 1178.12 0.71 833.51 1.00 833.51 34648.23 41.57 -6.55 -27.22 US5 1090.94 0.17 182.63 1.00 182.63 34648.23 189.71 -9.01 -170.92 VIX 198.00 2.80 554.25 1.00 554.25 34648.23 62.51 -12.46 -77.91 WHEAT 290.00 1.19 345.64 1.00 345.64 34648.23 100.24 -9.40 -94.19 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 151.169 0.010 2.5 3.928 BITCOIN -347.825 0.043 2.5 -37.718 BOBL 24.509 0.004 2.5 0.249 BTP 90.843 0.014 2.5 3.103 BUND 30.339 0.004 2.5 0.308 BUXL -26.665 0.004 2.5 -0.271 CAC 58.265 0.014 2.5 1.990 CAD 22.182 0.010 2.5 0.576 CANOLA 284.037 0.010 2.5 6.920 CHF -14.411 0.010 2.5 -0.374 COCOA -30.958 0.010 2.5 -0.754 COFFEE -9.277 0.005 2.5 -0.123 COPPER 6.752 0.043 2.5 0.732 CORN -121.135 0.010 2.5 -2.951 COTTON2 -211.876 0.010 2.5 -5.162 CRUDE_W 20.878 0.043 2.5 2.264 DAX 5.407 0.014 2.5 0.185 DOW -15.977 0.009 2.5 -0.372 DX -38.018 0.010 2.5 -0.988 EUR -1.089 0.010 2.5 -0.028 EURIBOR-ICE 340.037 0.014 2.5 11.614 EUROSTX 88.665 0.014 2.5 3.028 FEEDCOW 28.130 0.013 2.5 0.933 GASOIL 42.401 0.017 2.5 1.841 GASOLINE -3.460 0.017 2.5 -0.150 GAS_US_mini 15.693 0.043 2.5 1.702 GBP 42.560 0.010 2.5 1.106 GOLD_micro -7.973 0.014 2.5 -0.272 HEATOIL 10.234 0.017 2.5 0.444 JGB-SGX-mini -252.119 0.043 2.5 -27.340 JPY -29.469 0.010 2.5 -0.766 LEANHOG 109.244 0.024 2.5 6.649 LIVECOW 19.456 0.013 2.5 0.646 LUMBER-new -188.836 0.010 2.5 -4.601 MXP 297.564 0.059 2.5 43.736 NASDAQ_micro -87.794 0.009 2.5 -2.043 NIKKEI 52.983 0.043 2.5 5.745 NZD 103.591 0.010 2.5 2.692 OAT 122.073 0.014 2.5 4.170 OATIES -164.782 0.010 2.5 -4.015 OJ -31.916 0.010 2.5 -0.778 PALLAD 0.389 0.014 2.5 0.013 PLAT 0.087 0.014 2.5 0.003 REDWHEAT -73.706 0.005 2.5 -0.979 RICE -68.863 0.010 2.5 -1.678 ROBUSTA -20.479 0.005 2.5 -0.272 RUSSELL 92.470 0.013 2.5 3.069 SHATZ 160.657 0.004 2.5 1.631 SILVER-mini 7.225 0.014 2.5 0.247 SMI 52.088 0.014 2.5 1.779 SOFR -198.753 0.024 2.5 -12.096 SOYBEAN -22.754 0.004 2.5 -0.212 SOYMEAL -136.638 0.004 2.5 -1.273 SOYOIL -1.610 0.004 2.5 -0.015 SP400 7.076 0.013 2.5 0.235 SP500_micro -99.523 0.009 2.5 -2.316 SUGAR11 -149.271 0.010 2.5 -3.637 US10 -102.547 0.005 2.5 -1.301 US10U -87.753 0.005 2.5 -1.114 US2 -172.935 0.005 2.5 -2.194 US20 -23.423 0.005 2.5 -0.297 US30 -27.219 0.005 2.5 -0.345 US5 -170.917 0.005 2.5 -2.169 VIX -77.915 0.099 2.5 -19.260 WHEAT -94.188 0.005 2.5 -1.251 ===================== Position diags ===================== AUD 1.96 BITCOIN 19.25 BOBL 1.87 BTP 2.79 BUND 0.91 BUXL 0.39 CAC 1.83 CAD 2.83 CANOLA 9.52 CHF 0.91 COCOA 0.59 COFFEE 0.22 COPPER 1.26 CORN 4.16 COTTON2 2.58 CRUDE_W 3.73 DAX 5.40 DOW 4.42 DX 2.16 EUR 1.25 EURIBOR-ICE 12.73 EUROSTX 2.14 FEEDCOW 0.74 GASOIL 1.37 GASOLINE 1.00 GAS_US_mini 6.10 GBP 1.96 GOLD_micro 1.04 HEATOIL 0.78 JGB-SGX-mini 23.54 JPY 1.65 LEANHOG 5.04 LIVECOW 1.45 LUMBER-new 4.47 MXP 25.33 NASDAQ_micro 1.84 NIKKEI 7.72 NZD 2.17 OAT 3.08 OATIES 3.33 OJ 0.72 PALLAD 0.15 PLAT 0.22 REDWHEAT 1.13 RICE 3.01 ROBUSTA 0.65 RUSSELL 7.84 SHATZ 6.18 SILVER-mini 0.19 SMI 0.96 SOFR 16.82 SOYBEAN 0.80 SOYMEAL 0.84 SOYOIL 0.81 SP400 0.36 SP500_micro 3.55 SUGAR11 3.32 US10 1.46 US10U 1.17 US2 3.21 US20 0.76 US30 0.53 US5 2.41 VIX 15.45 WHEAT 1.33 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.7 4.1 1.0 1 BITCOIN -37.7 -39.6 -35.8 0.0 0 BOBL 0.2 0.1 0.4 0.0 0 BTP 3.1 2.8 3.4 0.0 0 BUND 0.3 0.2 0.4 0.0 0 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC 2.0 1.8 2.2 0.0 0 CAD 0.6 0.3 0.9 0.0 0 CANOLA 6.9 6.0 7.9 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 0.7 0.6 0.9 2.0 2 CORN -3.0 -3.4 -2.5 0.0 0 COTTON2 -5.2 -5.4 -4.9 -6.0 -6 CRUDE_W 2.3 1.9 2.6 3.0 3 DAX 0.2 -0.4 0.7 0.0 0 DOW -0.4 -0.8 0.1 -14.0 -14 DX -1.0 -1.2 -0.8 -1.0 -1 EUR -0.0 -0.2 0.1 0.0 0 EURIBOR-ICE 11.6 10.3 12.9 0.0 0 EUROSTX 3.0 2.8 3.2 6.0 6 FEEDCOW 0.9 0.9 1.0 0.0 0 GASOIL 1.8 1.7 2.0 0.0 0 GASOLINE -0.2 -0.3 -0.0 0.0 0 GAS_US_mini 1.7 1.1 2.3 0.0 0 GBP 1.1 0.9 1.3 0.0 0 GOLD_micro -0.3 -0.4 -0.2 -3.0 -3 HEATOIL 0.4 0.4 0.5 1.0 1 JGB-SGX-mini -27.3 -29.7 -25.0 0.0 0 JPY -0.8 -0.9 -0.6 0.0 0 LEANHOG 6.6 6.1 7.2 5.0 5 LIVECOW 0.6 0.5 0.8 0.0 0 LUMBER-new -4.6 -5.0 -4.2 0.0 0 MXP 43.7 41.2 46.3 41.0 41 NASDAQ_micro -2.0 -2.2 -1.9 -12.0 -12 NIKKEI 5.7 5.0 6.5 10.0 10 NZD 2.7 2.5 2.9 1.0 1 OAT 4.2 3.9 4.5 4.0 4 OATIES -4.0 -4.3 -3.7 NaN 0 OJ -0.8 -0.8 -0.7 -2.0 -2 PALLAD 0.0 -0.0 0.0 0.0 0 PLAT 0.0 -0.0 0.0 0.0 0 REDWHEAT -1.0 -1.1 -0.9 -1.0 -1 RICE -1.7 -2.0 -1.4 -3.0 -3 ROBUSTA -0.3 -0.3 -0.2 0.0 0 RUSSELL 3.1 2.3 3.9 0.0 0 SHATZ 1.6 1.0 2.2 NaN 0 SILVER-mini 0.2 0.2 0.3 2.0 2 SMI 1.8 1.7 1.9 0.0 0 SOFR -12.1 -13.8 -10.4 NaN 0 SOYBEAN -0.2 -0.3 -0.1 0.0 0 SOYMEAL -1.3 -1.4 -1.2 0.0 0 SOYOIL -0.0 -0.1 0.1 -8.0 -8 SP400 0.2 0.2 0.3 2.0 2 SP500_micro -2.3 -2.7 -2.0 -6.0 -6 SUGAR11 -3.6 -4.0 -3.3 -7.0 -7 US10 -1.3 -1.4 -1.2 -1.0 -1 US10U -1.1 -1.2 -1.0 0.0 0 US2 -2.2 -2.5 -1.9 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.3 -0.4 -0.3 -3.0 -3 US5 -2.2 -2.4 -1.9 -3.0 -3 VIX -19.3 -20.8 -17.7 -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 0.4 0.3 0.1 -0.1 0.2 0.1 0.1 0.2 -0.0 0.4 0.1 0.4 0.2 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.1 0.2 0.2 1.8 0.2 -0.0 0.4 0.2 0.2 0.2 0.3 0.4 0.6 0.4 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 -0.1 -0.0 -0.7 -0.6 BOBL 0.3 0.2 -0.3 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.1 -0.3 0.2 -0.2 0.1 -0.1 -0.4 -0.0 -0.3 -0.1 -0.0 -0.1 0.1 -0.2 0.1 0.5 -0.1 0.1 -0.3 0.1 -0.4 0.1 -0.7 0.3 0.4 0.3 -0.2 0.2 0.7 0.7 0.7 BTP 0.1 0.1 -0.1 -0.1 0.2 -0.3 0.1 -0.3 -0.0 0.0 0.5 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 0.1 0.3 0.1 0.5 0.1 0.7 -0.0 0.5 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 -0.0 0.1 -0.3 0.1 -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 0.1 -0.4 0.0 0.5 0.1 0.3 0.3 -0.2 0.0 0.7 0.4 0.7 BUXL 0.0 0.0 -0.2 -0.1 0.1 -0.2 0.1 -0.3 -0.0 0.0 -0.5 -0.1 -0.7 -0.1 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.2 -0.0 -0.5 -0.1 0.4 -0.1 -0.0 -0.5 -0.1 -0.7 -0.1 -0.0 -0.3 -0.1 0.0 -0.3 -0.2 0.7 0.1 0.4 CAC -0.5 -0.1 0.1 0.1 0.1 0.3 0.1 0.5 0.1 0.2 0.4 0.0 0.7 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.3 0.0 1.0 0.0 0.2 0.1 0.1 0.2 0.0 0.2 0.4 -0.4 -0.3 -0.3 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 -0.1 -0.1 -0.2 0.1 0.0 0.0 -0.0 0.1 2.6 0.1 -0.0 0.1 0.1 0.0 0.1 -0.4 0.1 -0.1 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.4 -0.1 -0.0 0.0 -0.4 0.1 -0.7 0.1 0.1 -0.3 0.2 -0.2 0.2 0.1 -0.4 -0.3 -0.4 -0.3 0.1 -0.0 0.2 -0.2 0.2 1.7 0.1 0.2 -0.1 0.2 -0.3 0.2 -0.8 0.2 0.6 0.3 0.2 0.4 0.7 0.6 0.7 CHF 0.6 0.2 -0.2 0.1 -0.0 0.1 0.0 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 0.1 0.2 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 -0.3 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 -0.1 -0.6 -0.4 -0.3 -0.0 0.0 0.2 0.2 COFFEE -0.6 -0.6 -0.4 -0.0 0.0 -0.4 0.1 -0.7 0.1 -0.1 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 -0.2 -0.2 -0.1 -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 -0.5 0.0 0.3 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.1 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 -0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 0.0 -0.1 -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 0.1 -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 0.2 -0.6 -0.4 0.2 0.1 -0.3 0.3 -0.0 COTTON2 -0.3 0.1 -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 -0.2 -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 -0.5 -0.3 -0.5 -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 0.1 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 0.4 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 -0.0 0.2 -0.1 0.3 -0.0 -0.2 -0.5 -0.6 0.0 -0.1 0.4 0.7 0.2 0.7 DOW -0.4 -0.1 0.0 0.1 0.1 0.2 0.0 0.3 0.0 0.1 0.4 0.1 0.6 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -1.4 0.1 0.1 0.2 0.1 0.3 0.0 -0.2 0.1 -0.1 -0.0 0.2 -0.0 -0.7 -0.2 -0.7 DX -0.5 -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 0.0 -0.1 -0.0 -0.1 -0.1 0.9 -0.2 -0.6 -0.6 -0.3 0.1 0.7 0.3 0.7 EUR 0.4 0.0 -0.2 0.1 -0.0 0.1 0.1 0.1 0.1 -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 -0.0 -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 0.1 0.8 0.4 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 0.4 0.1 0.1 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 0.1 0.0 0.4 0.0 0.5 0.1 0.7 -0.0 0.0 0.3 0.4 0.5 0.7 0.2 0.7 FEEDCOW -0.1 0.6 0.3 -0.0 0.0 -0.4 0.1 -0.7 0.1 0.0 0.3 0.1 0.5 0.2 0.1 0.3 0.2 0.3 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.3 0.0 0.7 0.1 1.1 0.2 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 0.2 0.1 0.1 0.2 0.0 0.2 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 0.1 0.3 0.2 1.1 -0.0 -0.0 0.1 0.2 -0.0 0.7 -0.3 0.2 GASOLINE 0.5 0.3 -0.0 0.1 0.0 0.2 0.1 0.1 0.2 0.1 0.1 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 0.1 0.1 -0.0 0.1 -1.1 0.0 -0.4 -0.2 -0.2 0.3 0.7 0.1 0.7 GAS_US_mini 0.6 0.1 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 1.9 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.4 -0.2 -0.4 -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 0.0 0.3 0.1 0.4 -0.1 -0.2 0.1 0.2 -0.1 -0.2 -0.0 -0.3 GOLD_micro -0.5 -0.6 -0.4 0.0 -0.1 0.1 -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 0.4 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 -2.0 0.1 -0.0 0.1 0.0 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 0.3 -0.2 -0.5 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.3 -0.0 -0.3 -0.1 -0.1 -0.4 0.2 0.0 0.2 -0.1 -0.2 -0.0 -0.4 -0.1 -0.1 -0.2 -0.0 -0.4 -0.0 -0.5 -0.1 0.6 -0.2 -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 -0.2 -0.4 -0.4 -0.5 -0.2 -0.5 -0.1 -0.6 LEANHOG 0.5 0.6 0.1 -0.0 0.0 -0.5 0.1 -0.7 0.1 0.2 0.4 0.2 0.6 0.2 0.2 -0.4 0.0 -0.4 -0.4 0.2 0.2 0.2 0.4 0.2 -0.6 0.2 0.2 0.5 0.2 0.6 0.2 0.1 0.4 0.6 0.6 0.6 -0.2 0.4 -0.0 0.7 LIVECOW -0.1 0.5 0.1 -0.0 0.0 -0.4 0.1 -0.7 0.1 -0.1 0.2 0.0 0.5 0.1 0.1 -0.1 0.1 -0.1 -0.0 0.2 0.1 0.0 0.5 0.1 -2.7 0.0 -0.1 0.1 0.0 0.4 0.0 0.8 0.0 -0.0 0.3 -0.4 0.7 0.7 0.7 0.7 LUMBER-new 0.4 0.6 -0.5 -0.0 0.0 -0.5 0.1 -0.8 0.1 -0.2 -0.5 -0.0 -0.7 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.1 -0.6 0.0 NaN -0.1 -0.1 -0.5 -0.1 -0.8 -0.0 -1.2 -0.5 0.4 -0.0 -0.7 0.0 0.8 0.2 0.8 MXP 0.0 -0.0 0.1 0.2 -0.0 0.2 0.1 0.2 0.2 0.0 0.5 0.1 0.7 0.2 0.2 0.2 0.3 0.2 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 0.0 0.5 0.1 0.7 0.2 1.1 0.0 0.6 0.6 0.6 0.4 0.3 0.7 0.5 NASDAQ_micro -0.4 -0.3 -0.2 0.1 0.1 0.2 0.0 0.3 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 0.3 -0.1 -0.3 -0.5 -0.6 -0.6 -0.3 0.2 -0.7 0.2 -0.7 NIKKEI -0.3 -0.3 -0.1 0.0 0.0 0.2 0.0 0.2 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.4 0.1 -1.8 0.1 0.1 0.3 0.1 0.4 0.1 1.1 0.4 0.6 0.2 0.4 -0.3 0.0 -0.4 0.2 NZD 0.6 0.5 0.3 0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.0 0.2 1.7 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 0.3 0.2 0.1 -0.1 0.1 -0.2 0.1 -0.3 -0.0 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 -0.0 0.1 -0.0 0.1 0.1 0.1 0.1 0.0 0.2 0.9 0.1 0.6 0.6 0.5 0.0 0.7 0.4 0.7 OATIES 0.3 0.2 -0.1 -0.0 0.0 -0.3 0.1 -0.7 0.1 0.0 -0.3 0.1 -0.4 0.1 -0.0 -0.2 -0.2 -0.3 -0.3 -0.0 -0.1 0.0 -0.3 0.0 -0.4 -0.0 0.0 -0.3 0.1 -0.5 0.0 -0.6 0.2 -0.1 -0.1 -0.2 -0.3 -0.6 -0.2 -0.7 OJ -0.4 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 -0.1 -2.7 0.0 -0.1 0.0 -0.1 -0.1 -0.0 0.7 -0.5 -0.4 0.4 0.1 -0.7 -0.7 -0.4 -0.7 PALLAD -0.4 -0.4 -0.0 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.1 -0.1 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.1 -0.0 1.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.2 -0.1 -0.2 -0.2 -0.1 0.3 -0.1 -0.2 -0.3 PLAT -0.6 -0.3 -0.4 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.1 -0.1 0.2 0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.2 -0.3 -0.3 0.2 0.1 0.7 0.3 -0.0 -0.2 REDWHEAT 0.2 0.3 0.3 -0.0 0.0 -0.5 0.1 -0.7 0.1 -0.1 -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 0.0 -0.3 0.1 -0.9 -0.1 0.1 0.1 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.3 -0.0 0.0 -0.2 0.0 -0.5 0.1 0.1 -0.2 0.1 -0.3 0.1 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.1 -0.5 0.1 0.2 0.1 0.1 -0.2 0.1 -0.7 0.1 -1.0 0.3 0.5 0.4 -0.0 -0.5 -0.5 -0.3 -0.6 ROBUSTA 0.2 -0.0 -0.3 -0.0 0.0 -0.3 0.0 -0.6 0.1 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 0.4 0.3 0.4 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -2.7 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 1.1 -0.5 -0.3 -0.3 -0.1 0.0 0.2 0.3 0.5 RUSSELL -0.3 0.1 0.1 0.1 0.1 0.3 0.0 0.4 0.1 0.0 0.4 -0.0 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.0 0.4 0.1 1.1 0.1 0.0 0.3 -0.0 0.4 0.0 0.1 -0.5 0.2 0.1 0.1 -0.2 -0.7 -0.6 -0.7 SHATZ 0.3 0.3 -0.2 -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 0.1 0.3 0.3 -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 0.5 0.1 0.1 0.2 0.0 0.3 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 0.2 0.2 0.5 0.1 0.5 0.1 1.1 0.5 0.0 0.5 0.6 -0.2 0.7 -0.3 0.7 SOFR 0.1 -0.3 -0.4 -0.1 0.1 -0.2 0.1 -0.3 -0.0 0.1 -0.2 0.1 0.5 -0.1 -0.2 0.2 0.1 0.2 0.2 -0.1 -0.1 0.1 0.1 -0.0 -2.7 -0.1 0.2 -0.1 0.1 0.1 0.0 0.3 0.4 0.2 -0.1 -0.0 -0.4 -0.5 -0.4 -0.7 SOYBEAN 0.4 -0.2 0.0 -0.0 0.0 -0.5 0.1 -0.7 0.1 0.2 0.1 0.2 0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.0 0.1 -0.9 0.0 0.2 0.1 0.2 0.1 0.1 0.1 0.4 0.4 -0.4 0.5 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.0 -0.4 0.1 -0.0 0.1 -0.4 0.1 -0.7 0.1 0.1 -0.2 0.0 -0.4 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 0.0 -0.2 -0.0 -1.8 -0.0 0.2 0.0 0.1 -0.0 -0.0 -0.7 0.1 -0.4 -0.5 0.6 -0.7 -0.6 -0.5 -0.6 SOYOIL 0.6 0.5 -0.0 -0.0 0.0 -0.5 0.1 -0.7 0.1 0.1 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 0.5 0.4 -0.4 -0.7 -0.4 -0.7 SP400 -0.2 0.3 0.2 0.1 0.1 0.3 0.0 0.4 0.1 0.1 0.5 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.1 0.5 0.1 0.2 0.2 0.1 0.2 0.1 -0.1 0.3 0.5 0.2 0.0 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.4 -0.2 -0.1 0.1 0.1 0.3 0.0 0.4 0.1 -0.0 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 -0.1 0.2 -0.1 0.4 -0.0 -0.3 -0.4 -0.5 -0.5 -0.3 0.3 -0.7 0.4 -0.7 SUGAR11 -0.1 0.2 0.1 -0.0 0.0 -0.3 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 -0.2 -0.1 -0.4 -0.0 1.1 -0.5 -0.5 -0.0 -0.1 -0.0 -0.6 0.2 -0.4 US10 -0.1 -0.3 -0.2 -0.1 0.1 -0.2 0.1 -0.3 -0.0 0.1 0.1 0.0 0.3 -0.1 -0.2 0.1 0.0 0.1 0.1 -0.1 -0.0 0.0 0.1 -0.0 -1.5 -0.1 0.2 -0.0 0.1 0.2 -0.0 -0.2 0.1 -0.2 -0.1 0.0 -0.6 -0.7 -0.5 -0.7 US10U -0.2 -0.3 -0.2 -0.1 0.2 -0.3 0.1 -0.3 -0.0 0.2 0.1 -0.1 0.3 -0.1 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.0 0.0 0.1 -0.1 -2.1 -0.1 0.2 0.1 0.0 0.3 -0.1 -0.3 -0.1 -0.3 -0.0 0.2 -0.5 -0.3 -0.5 -0.7 US2 -0.1 -0.2 -0.2 -0.1 0.1 -0.2 0.1 -0.3 -0.0 0.1 -0.2 0.1 -0.0 -0.1 -0.2 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 2.1 -0.1 0.2 -0.2 0.1 -0.0 -0.0 -1.1 0.4 -0.1 -0.1 -0.1 -0.6 -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 -0.0 -0.0 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.0 -1.4 -0.0 0.1 0.1 0.0 0.2 -0.0 0.0 -0.2 -0.1 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 0.1 -0.2 -0.0 -0.0 -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 0.1 0.0 -0.0 0.1 -0.0 -0.4 -0.4 -0.0 0.1 0.2 -0.3 0.4 -0.0 -0.5 US5 -0.1 -0.3 -0.2 -0.1 0.1 -0.2 0.1 -0.3 -0.0 0.1 -0.0 0.0 0.3 -0.1 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.1 -0.0 -1.0 -0.1 0.2 -0.1 0.1 0.2 -0.0 -0.5 0.3 -0.2 -0.1 0.0 -0.6 -0.7 -0.7 -0.7 VIX 0.8 0.1 -0.4 -0.1 0.1 -0.4 0.1 -0.4 0.0 0.1 -0.9 0.1 -1.1 -0.0 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.2 0.1 -0.5 0.0 NaN -0.1 0.1 -0.4 0.1 -0.4 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 -0.1 -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 -0.0 0.1 -0.3 0.1 -1.1 -0.1 0.4 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 12.4 13.2 9.5 12.1 -6.3 5.8 9.0 3.5 16.1 -3.7 16.0 11.4 12.1 14.9 16.7 1.0 -0.5 0.6 0.1 20.0 15.0 15.8 8.4 20.0 13.8 20.0 -0.8 14.0 17.8 6.9 20.0 6.0 14.6 20.0 13.6 16.4 -0.0 20.0 4.1 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 -1.7 -0.1 -20.0 -17.3 BOBL 8.1 4.8 -8.1 -8.1 13.5 -8.3 4.6 -6.9 -2.9 14.8 -10.8 14.0 -6.2 13.6 -9.1 -20.0 -2.4 -16.2 -6.7 -2.2 -7.6 7.8 -8.0 4.8 3.4 -5.3 12.6 -12.0 10.1 -10.7 5.0 -13.0 11.4 13.3 9.4 -6.5 5.3 20.0 20.0 20.0 BTP 2.5 4.5 -2.7 -10.0 16.7 -10.3 5.7 -8.5 -3.5 5.5 16.7 10.6 20.0 19.6 12.9 16.9 11.0 14.7 12.7 7.5 8.5 4.7 12.6 7.0 -20.0 10.0 7.1 10.6 6.7 15.0 9.7 13.2 -2.1 15.9 20.0 17.2 1.9 20.0 15.0 20.0 BUND 4.7 2.2 -6.1 -9.1 15.1 -9.3 5.2 -7.7 -3.2 13.1 -12.0 6.4 -13.8 10.6 -11.3 20.0 7.9 15.7 11.1 -4.6 -9.0 4.7 -10.8 1.4 0.0 -6.9 12.5 -12.4 6.8 -11.9 1.8 8.8 4.5 9.9 8.0 -4.9 0.8 20.0 12.7 20.0 BUXL 0.3 0.5 -5.5 -8.4 14.0 -8.6 4.8 -7.1 -2.9 0.7 -18.8 -11.8 -20.0 -9.6 -17.4 5.2 3.7 4.9 4.4 -11.2 -16.1 -5.2 -20.0 -7.1 3.1 -13.8 -1.8 -19.2 -7.9 -20.0 -9.2 -0.2 -14.5 -2.2 1.4 -7.9 -6.6 20.0 4.3 11.0 CAC -14.5 -1.8 1.9 9.2 8.8 11.8 4.6 12.8 6.1 19.7 14.7 1.4 19.4 -2.0 4.7 -5.8 -3.1 -5.4 -4.3 5.0 9.6 13.3 11.9 4.4 7.4 1.6 20.0 4.6 12.3 4.3 2.1 3.6 15.6 -13.4 -9.7 -7.8 17.7 20.0 11.7 20.0 CAD 9.6 5.9 9.1 12.5 -1.6 6.3 8.6 3.7 15.7 -10.4 -0.5 3.3 0.6 5.2 8.4 -6.7 -7.5 -7.4 -7.6 8.1 3.8 4.2 -0.6 9.1 19.6 9.8 -1.0 4.5 7.1 0.2 12.1 -6.6 2.1 -4.4 -7.0 3.4 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 11.4 -3.3 -0.1 3.1 -15.7 6.8 -20.0 8.0 10.8 -9.9 16.4 -4.3 16.0 7.4 -17.5 -14.6 -18.0 -17.1 7.6 -3.7 18.7 -6.4 17.6 12.5 8.1 17.1 -4.1 20.0 -7.8 18.3 -15.0 9.1 20.0 9.6 5.7 12.3 20.0 18.8 20.0 CHF 19.2 5.7 -7.5 6.2 -0.8 3.1 4.2 1.8 7.7 -5.4 0.4 2.3 6.3 2.9 2.0 -13.1 -16.1 -15.3 -15.7 4.8 2.8 3.5 2.9 6.3 -0.9 5.3 0.8 3.3 4.8 3.2 7.1 -20.0 5.2 4.9 2.2 0.5 -10.2 -20.0 -8.3 -20.0 COCOA -20.0 -13.7 -20.0 -0.0 1.2 -5.9 2.6 -9.5 3.0 -3.0 -6.5 -6.2 -4.6 -6.6 -6.5 -4.3 4.6 -3.5 -0.9 -12.6 -10.9 -7.4 -6.5 -12.2 -20.0 -7.2 -1.3 -6.9 -3.6 -3.3 -6.1 15.2 -3.8 -18.8 -10.8 -8.0 -0.1 0.5 5.5 5.7 COFFEE -20.0 -18.6 -11.0 -0.1 3.1 -15.5 6.8 -20.0 7.9 -16.4 5.7 -17.7 10.7 -16.4 -15.0 20.0 19.7 20.0 20.0 -18.2 -4.1 -20.0 10.0 -20.0 -20.0 -14.7 -20.0 -2.2 -20.0 12.9 -20.0 20.0 -20.0 -20.0 -20.0 -10.5 20.0 17.1 20.0 20.0 COPPER -14.8 0.9 9.3 3.4 -6.0 5.5 -3.7 6.0 0.2 -5.9 5.5 -3.8 4.1 3.1 5.5 -6.6 -6.3 -6.8 -6.6 5.9 6.2 -1.9 4.6 2.6 -1.4 3.4 -4.4 4.2 -0.6 4.7 1.7 -1.5 15.0 0.4 -4.0 -1.9 20.0 20.0 20.0 20.0 CORN 3.4 -4.2 4.9 -0.1 3.8 -19.1 8.3 -20.0 9.8 7.5 -2.4 10.2 -10.6 1.0 -5.5 -20.0 -20.0 -20.0 -20.0 -3.8 -5.0 6.3 -9.2 0.6 10.3 -5.1 7.6 -4.8 6.5 -7.1 -0.2 -20.0 6.5 -20.0 -12.9 5.4 2.0 -7.8 9.1 -0.9 COTTON2 -10.3 3.7 -2.4 -0.2 4.3 -20.0 9.4 -20.0 11.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.2 -20.0 -20.0 -15.1 -16.9 -20.0 -20.0 -20.0 -9.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.5 -8.5 -13.8 -13.4 -12.1 -7.2 CRUDE_W 13.3 13.1 3.6 13.0 4.7 6.3 12.7 2.8 17.3 4.0 -8.0 11.0 -11.5 14.3 8.5 2.6 3.9 1.5 2.1 6.4 -0.8 8.6 -5.6 11.0 7.0 6.4 1.7 -1.2 6.1 -6.4 9.7 -0.9 -4.0 -15.2 -6.9 -12.7 9.9 20.0 8.2 13.0 DAX -20.0 7.9 -2.8 7.4 7.0 9.5 3.7 10.3 4.9 1.4 10.2 -7.9 16.3 -0.7 8.6 -9.4 -7.4 -8.7 -7.7 5.4 8.7 -6.6 13.3 -2.5 -12.8 3.3 -2.8 5.6 -8.1 7.7 -4.4 -3.0 -20.0 -20.0 0.7 -3.6 11.8 20.0 6.7 20.0 DOW -11.7 -4.0 0.0 6.4 6.1 8.2 3.2 8.9 4.3 7.8 15.4 6.2 15.7 8.8 13.5 -7.4 -8.1 -7.5 -7.6 9.3 13.2 6.3 14.3 5.6 -10.5 5.7 11.0 8.5 4.9 9.6 3.4 -3.7 4.7 -1.8 -1.0 4.9 -1.2 -20.0 -6.2 -20.0 DX -14.5 -6.0 5.3 8.7 -1.1 4.4 6.0 2.6 11.0 9.0 0.3 -1.9 -9.2 -3.6 -4.2 4.9 6.1 5.6 5.8 -5.4 -3.0 -0.7 -4.0 -6.2 -20.0 -8.0 3.9 -4.4 -3.1 -3.3 -8.9 16.6 -10.3 -20.0 -20.0 -8.2 3.8 20.0 10.1 20.0 EUR 10.9 0.1 -7.6 9.7 -1.2 4.9 6.6 2.9 12.2 -10.1 2.1 -0.5 11.3 1.3 3.3 -6.9 -8.0 -7.8 -7.9 4.8 4.1 0.0 6.1 4.8 6.7 8.0 -1.7 5.9 3.8 5.9 8.6 -7.2 -1.9 -2.9 -3.6 2.0 -8.6 -20.0 -4.7 -20.0 EURIBOR-ICE 8.4 6.2 -12.0 -6.0 10.0 -6.2 3.4 -5.1 -2.1 10.0 -6.4 9.1 2.9 9.2 -5.1 13.5 11.9 13.4 13.1 0.1 -3.6 8.2 -0.8 5.7 -1.1 -2.8 11.2 -7.3 9.5 -4.2 5.3 14.7 14.7 11.0 7.6 -5.4 12.9 20.0 20.0 20.0 EUROSTX -16.9 5.5 6.3 8.2 7.8 10.5 4.1 11.4 5.5 10.2 18.9 0.3 20.0 11.4 15.7 9.0 1.0 5.7 2.7 16.3 20.0 3.8 20.0 8.4 -7.9 13.5 4.5 16.1 2.6 13.7 6.3 12.5 -0.9 0.9 9.9 11.9 14.4 20.0 7.0 20.0 FEEDCOW -2.2 20.0 10.2 -0.1 2.9 -14.8 6.5 -20.0 7.6 2.7 11.7 9.4 13.5 15.6 13.2 13.7 9.8 12.7 12.4 20.0 20.0 8.9 20.0 18.6 -20.0 9.2 0.1 10.9 4.1 18.1 8.0 20.0 7.6 6.5 20.0 -3.6 20.0 20.0 20.0 20.0 GASOIL 19.2 7.4 -1.2 11.7 4.3 5.7 11.4 2.5 15.6 1.7 5.9 10.9 7.5 12.5 4.6 20.0 16.1 19.0 18.0 9.8 5.6 11.4 4.3 14.4 -2.3 15.6 6.5 11.6 12.1 8.3 17.3 20.0 -1.8 -0.1 2.7 5.5 -0.2 20.0 -8.4 7.4 GASOLINE 14.8 9.8 -0.0 13.7 5.0 6.7 13.3 2.9 18.3 13.0 2.3 15.4 1.1 16.8 10.1 -20.0 -20.0 -20.0 -20.0 9.0 2.9 13.2 0.2 14.4 -16.9 9.4 6.8 2.4 10.3 -1.2 13.2 -20.0 0.9 -11.7 -4.8 -6.4 8.7 20.0 2.9 20.0 GAS_US_mini 20.0 1.8 10.2 6.1 2.2 3.0 6.0 1.3 8.2 -5.4 -2.5 0.2 -5.3 0.1 -0.8 20.0 -6.7 20.0 20.0 1.1 -0.4 0.0 -1.2 2.1 14.3 -0.7 -2.2 -1.1 -0.7 -1.1 0.1 -6.7 -9.0 -11.1 -17.2 -4.6 6.1 -12.4 0.8 -20.0 GBP 6.3 9.6 0.4 12.5 -1.6 6.3 8.6 3.7 15.7 -9.2 6.9 1.5 12.8 6.0 12.5 0.2 0.1 0.3 0.2 11.2 7.7 0.6 6.8 10.0 0.4 14.3 -7.5 10.2 3.0 8.3 12.8 6.6 -6.2 -6.8 3.9 4.8 -4.4 -7.2 -0.1 -9.4 GOLD_micro -15.0 -20.0 -12.4 3.3 -5.8 5.2 -3.6 5.7 0.2 -4.0 6.9 -0.7 7.4 2.9 5.6 -6.2 -9.8 -7.6 -8.5 7.5 7.5 -0.5 6.8 5.3 -20.0 7.7 -2.9 8.5 1.8 8.7 6.0 -6.2 16.3 20.0 17.1 14.9 15.6 6.1 -9.5 -16.6 HEATOIL 20.0 6.7 -2.7 10.0 3.6 4.9 9.7 2.1 13.3 -1.0 2.4 7.9 4.5 9.7 1.9 20.0 15.1 20.0 19.3 7.7 4.1 7.6 3.0 11.2 -15.1 6.6 -0.8 4.0 4.3 3.2 8.1 20.0 -4.2 -3.7 -5.8 1.2 7.6 13.6 -4.1 -11.0 JGB-SGX-mini 9.8 -5.6 -14.1 -3.6 6.1 -3.7 2.1 -3.1 -1.3 -1.4 -9.7 -2.6 -9.7 -6.9 -8.9 -19.1 11.5 1.7 8.1 -13.3 -15.4 -1.9 -14.2 -7.3 -0.7 -14.1 -0.9 -15.7 -1.8 -13.5 -7.6 10.5 -8.4 -8.7 -20.0 -20.0 -7.4 -20.0 1.7 -20.0 JPY 18.5 9.2 -6.2 7.4 -0.9 3.7 5.1 2.2 9.3 -9.6 -10.0 -3.4 -10.2 -1.9 -6.4 -8.2 -10.4 -9.1 -9.5 -3.9 -8.7 -4.4 -10.0 -0.9 20.0 -2.4 -7.7 -7.4 -2.2 -8.5 1.2 -10.5 -6.9 -13.5 -13.3 -16.4 -7.1 -14.7 -2.7 -17.8 LEANHOG 16.7 20.0 3.9 -0.2 4.4 -20.0 9.7 -20.0 11.4 17.7 16.6 20.0 17.9 20.0 20.0 -20.0 0.4 -20.0 -18.6 20.0 20.0 20.0 15.7 20.0 -4.7 20.0 18.2 20.0 20.0 15.7 20.0 2.7 15.3 20.0 20.0 20.0 -6.2 12.1 -0.1 20.0 LIVECOW -3.7 14.2 2.6 -0.1 3.2 -16.3 7.1 -20.0 8.4 -6.0 8.8 4.2 13.1 13.8 10.7 -7.1 4.3 -5.3 -1.5 13.9 13.4 3.5 18.4 11.2 -20.0 2.5 -6.7 3.3 0.2 10.8 3.3 15.1 0.5 -1.3 8.6 -11.3 20.0 20.0 20.0 20.0 LUMBER-new 10.3 15.9 -13.0 -0.1 3.2 -16.2 7.1 -20.0 8.3 -14.6 -15.4 -1.7 -15.7 4.2 -10.2 -20.0 -20.0 -20.0 -20.0 -4.3 -17.3 -6.2 -20.0 0.3 NaN -6.0 -12.0 -17.2 -8.2 -19.3 -1.6 -20.0 -16.7 11.9 -0.6 -20.0 0.8 20.0 4.7 20.0 MXP 0.9 -0.8 2.3 14.4 -1.8 7.2 9.9 4.3 18.1 0.5 20.0 12.6 20.0 16.3 20.0 10.7 12.9 12.4 12.6 20.0 20.0 11.2 20.0 20.0 -20.0 20.0 5.3 20.0 12.9 20.0 20.0 20.0 0.5 20.0 20.0 20.0 12.9 10.2 20.0 13.8 NASDAQ_micro -11.0 -9.5 -6.1 6.1 5.8 7.8 3.1 8.5 4.1 -8.6 9.8 -7.3 13.8 -1.8 1.4 -8.2 -8.6 -8.3 -8.4 -0.7 7.4 -17.4 14.6 -8.2 -20.0 -2.0 -17.7 3.8 -15.0 9.2 -7.4 -4.8 -20.0 -19.9 -17.5 -8.6 5.7 -20.0 5.8 -20.0 NIKKEI -8.2 -10.1 -2.3 4.5 4.3 5.8 2.3 6.3 3.0 7.5 11.2 8.7 11.1 10.2 10.6 10.6 8.0 9.1 7.9 10.2 12.7 9.9 13.4 8.9 -13.4 7.4 11.3 10.5 6.9 11.4 6.1 20.0 15.7 17.5 6.7 13.4 -8.2 1.4 -12.8 6.5 NZD 20.0 16.8 9.5 9.4 -1.2 4.7 6.5 2.8 11.9 -2.3 0.9 8.3 -2.8 9.8 9.8 -3.7 -3.5 -3.9 -3.9 11.3 3.9 9.0 -1.4 14.5 12.8 11.2 1.6 3.2 9.9 -2.0 15.2 0.0 3.8 11.9 1.5 1.0 -1.0 20.0 7.0 20.0 OAT 10.3 7.5 2.2 -8.7 14.5 -8.9 5.0 -7.4 -3.1 1.1 6.9 12.1 -2.3 16.6 7.1 12.4 12.7 13.8 14.3 8.2 3.1 8.6 -1.8 11.5 -0.3 10.9 5.6 4.7 10.9 0.3 14.7 16.5 3.3 20.0 20.0 14.6 0.1 20.0 13.3 20.0 OATIES 8.6 5.3 -3.6 -0.1 2.6 -12.9 5.6 -20.0 6.6 4.3 -11.1 8.4 -11.5 7.6 -2.2 -11.7 -12.2 -15.2 -15.5 -4.0 -10.1 5.4 -12.2 2.1 -3.2 -4.2 3.8 -12.1 6.4 -14.5 3.4 -12.0 8.6 -4.4 -2.0 -6.9 -8.1 -17.3 -4.6 -20.0 OJ -11.9 20.0 8.5 -0.0 1.2 -6.2 2.7 -10.0 3.2 -6.5 -3.7 -5.7 -5.9 -0.9 1.0 1.4 2.4 0.5 0.3 -0.8 -2.5 -14.4 -5.4 -5.7 -20.0 2.0 -12.6 0.2 -9.6 -2.7 -2.2 13.9 -20.0 -12.7 13.8 1.7 -20.0 -19.5 -12.9 -20.0 PALLAD -12.2 -12.8 -0.2 3.0 -5.3 4.8 -3.3 5.2 0.2 -5.9 4.6 -4.9 4.6 0.2 2.7 -2.6 -3.0 -3.0 -3.0 3.2 4.8 -6.2 4.2 -1.0 10.3 0.8 -6.4 4.0 -5.1 5.5 -2.5 4.4 -2.1 -7.4 -6.3 -3.5 9.4 -1.7 -6.5 -9.6 PLAT -17.5 -10.5 -11.1 2.8 -5.0 4.5 -3.1 4.9 0.2 -5.6 4.8 -4.6 5.4 0.8 3.2 -1.8 -3.6 -2.9 -3.2 4.3 5.6 -7.9 4.6 -0.9 -0.7 3.2 -7.5 5.9 -5.6 6.4 -1.3 3.7 -10.5 -9.2 7.2 2.4 20.0 9.4 -1.1 -6.0 REDWHEAT 7.0 8.3 8.6 -0.1 3.7 -18.6 8.1 -20.0 9.5 -7.1 -12.4 5.7 -18.6 11.4 4.4 -14.8 -16.2 -15.6 -16.2 3.0 -3.9 2.5 -13.8 5.2 7.7 7.0 -2.8 1.0 3.8 -7.6 8.4 -16.1 -6.2 2.9 3.9 17.5 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 7.8 -0.1 1.8 -9.1 4.0 -14.8 4.7 7.7 -7.5 9.9 -9.7 10.3 4.4 -19.9 -14.5 -20.0 -19.5 4.6 -8.6 11.0 -17.9 11.9 1.2 7.7 8.6 -6.5 11.5 -18.1 13.7 -18.0 14.1 15.5 13.6 -1.5 -14.3 -16.5 -7.9 -16.8 ROBUSTA 7.5 -0.7 -8.2 -0.1 2.1 -10.5 4.6 -17.0 5.4 -10.4 1.9 -8.8 -2.1 -2.4 -4.4 20.0 15.7 20.0 17.0 -4.7 -3.9 -15.8 -1.6 -7.3 -20.0 -3.4 -16.8 -2.9 -12.7 -1.0 -5.6 20.0 -20.0 -8.2 -10.6 -3.9 0.8 7.1 10.5 15.7 RUSSELL -10.1 2.5 4.4 7.4 7.0 9.4 3.7 10.2 4.9 5.3 16.5 -4.6 16.9 6.6 13.7 -5.2 -5.3 -5.1 -5.0 12.6 16.0 -2.1 15.1 4.9 8.4 8.5 1.5 11.2 -2.9 10.6 2.5 1.0 -20.0 6.3 2.7 1.6 -5.7 -20.0 -18.2 -20.0 SHATZ 9.7 7.9 -7.7 -7.1 11.8 -7.2 4.0 -6.0 -2.5 7.6 -12.3 8.8 -11.4 10.9 -7.3 7.4 -13.2 -3.1 -8.5 -2.6 -9.5 5.3 -10.4 3.7 11.2 -6.2 6.9 -14.1 6.6 -13.3 3.3 -20.0 5.9 10.0 8.3 -8.0 15.0 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 -2.1 13.9 6.2 5.9 8.0 3.1 8.7 4.1 13.4 14.4 10.4 13.7 9.2 12.8 12.7 6.7 11.4 8.9 13.3 16.2 15.0 13.9 10.2 8.7 14.5 17.0 16.7 12.4 12.7 9.5 20.0 20.0 1.3 14.7 19.5 -6.6 20.0 -7.8 20.0 SOFR 2.0 -8.0 -12.6 -8.9 14.8 -9.1 5.0 -7.5 -3.1 9.9 -7.6 5.6 13.1 -5.0 -17.4 8.7 6.6 8.3 7.8 -8.6 -5.6 9.4 3.1 -1.5 -20.0 -4.7 20.0 -3.2 13.4 3.1 2.7 5.4 16.6 7.4 -1.7 -1.5 -13.4 -13.9 -12.5 -20.0 SOYBEAN 12.6 -5.7 1.4 -0.1 4.0 -20.0 8.8 -20.0 10.3 17.3 3.1 18.6 4.5 7.4 -6.9 -5.7 -5.5 -5.1 -5.3 0.4 -0.2 15.7 -1.8 8.1 -6.4 3.7 20.0 4.2 20.0 3.2 12.6 2.4 14.7 12.1 -11.0 16.1 -20.0 -11.3 -20.0 -8.1 SOYMEAL 0.6 -11.8 2.8 -0.3 10.3 -15.0 8.5 -20.0 8.1 10.4 -7.4 1.1 -10.6 -6.8 -10.2 -10.9 -14.1 -11.9 -13.5 -7.3 -5.4 4.9 -6.8 -3.6 -13.6 -2.2 17.0 1.8 5.7 -0.7 -1.6 -12.4 5.2 -12.6 -14.6 20.0 -20.0 -19.4 -14.1 -18.6 SOYOIL 20.0 16.5 -0.4 -0.1 3.6 -18.4 8.0 -20.0 9.4 14.7 0.5 19.5 8.5 19.9 15.9 -8.6 -6.3 -8.7 -7.8 19.1 8.5 20.0 6.0 20.0 -17.9 16.2 18.6 4.9 20.0 1.8 20.0 0.1 17.7 20.0 15.8 11.3 -11.0 -20.0 -11.8 -20.0 SP400 -6.0 8.0 6.9 7.4 7.0 9.5 3.7 10.3 4.9 13.1 17.0 7.1 14.0 12.9 16.4 -7.2 -6.3 -6.7 -6.3 14.5 14.0 13.4 10.9 11.8 3.5 8.3 20.0 7.2 11.3 4.8 7.8 -1.0 11.1 14.9 5.1 0.6 -2.7 -20.0 -9.4 -20.0 SP500_micro -11.9 -6.6 -2.3 8.1 7.7 10.3 4.1 11.2 5.4 -2.5 19.2 -0.7 20.0 6.8 14.5 -9.3 -9.5 -9.3 -9.2 5.3 14.2 -8.5 20.0 -2.0 -19.9 0.5 -8.3 6.0 -9.0 10.9 -4.1 -6.3 -17.5 -16.5 -14.3 -9.1 9.1 -20.0 10.8 -20.0 SUGAR11 -4.3 5.1 2.2 -0.1 2.5 -12.4 5.4 -20.0 6.3 -11.5 -11.7 -10.6 -13.6 -10.2 -9.6 20.0 12.9 18.4 14.3 -6.9 -10.3 -9.9 -14.5 -7.8 -20.0 -1.7 -11.5 -5.8 -9.0 -10.5 -4.1 20.0 -20.0 -14.1 -0.6 -3.4 -0.5 -17.1 4.7 -10.7 US10 -3.5 -8.9 -7.2 -8.3 13.8 -8.5 4.7 -7.0 -2.9 9.5 2.1 0.6 9.0 -7.8 -15.1 4.0 1.2 3.2 2.5 -7.5 -3.1 5.2 2.4 -4.0 -11.1 -6.7 19.1 -1.7 7.7 4.5 -3.0 -3.7 3.8 -5.7 -4.2 1.3 -17.5 -20.0 -15.4 -20.0 US10U -5.5 -9.0 -5.8 -10.1 16.8 -10.4 5.7 -8.5 -3.5 18.8 4.8 -5.9 8.8 -12.4 -19.5 3.8 0.6 3.2 2.0 -9.3 -2.8 1.3 2.9 -7.5 -16.0 -6.5 19.6 2.2 3.2 9.6 -6.3 -4.9 -4.7 -9.2 -1.1 6.2 -15.2 -7.8 -15.5 -20.0 US2 -1.8 -5.9 -6.5 -8.3 13.9 -8.6 4.7 -7.1 -2.9 13.6 -6.2 6.8 -0.9 -6.2 -14.5 -7.9 -13.1 -9.1 -10.5 -7.3 -5.6 9.2 -2.3 -1.5 15.5 -8.3 20.0 -6.1 12.7 -0.1 -0.8 -20.0 17.8 -4.5 -3.1 -3.5 -19.1 -20.0 -20.0 -20.0 US20 -3.1 -4.2 -4.8 -7.2 12.0 -7.4 4.1 -6.1 -2.5 4.7 2.6 -2.5 -0.2 -4.4 -12.3 5.7 3.9 5.3 4.7 -4.2 -1.6 0.2 -0.1 -3.3 -10.5 -0.4 10.5 3.4 1.0 5.2 -1.6 0.4 -8.2 -1.9 6.1 5.9 -9.8 14.7 -3.1 -20.0 US30 -0.8 -4.3 -5.1 -8.2 13.6 -8.4 4.6 -6.9 -2.9 -0.0 -3.8 -6.0 -8.3 -7.9 -16.9 3.1 -0.7 2.1 0.8 -6.4 -4.7 -1.8 -4.4 -4.8 -5.9 -2.8 8.2 0.5 -1.9 1.5 -3.7 -7.0 -14.9 -1.1 3.9 4.7 -9.6 10.6 -0.4 -16.4 US5 -3.3 -8.3 -7.2 -9.0 15.0 -9.2 5.1 -7.6 -3.2 16.2 -1.4 2.1 9.6 -10.2 -17.0 1.8 -1.8 0.8 -0.3 -8.5 -4.4 7.3 2.0 -3.7 -7.6 -7.5 20.0 -2.9 10.8 4.6 -2.1 -8.7 11.7 -5.4 -2.6 1.0 -19.3 -20.0 -20.0 -20.0 VIX 16.3 2.4 -7.1 -5.8 8.2 -9.1 7.6 -6.6 1.5 4.6 -20.0 4.1 -19.6 -2.9 -18.8 -20.0 -20.0 -20.0 -20.0 -8.3 -12.9 7.5 -10.9 0.7 NaN -6.5 9.0 -10.4 8.2 -7.6 1.6 NaN NaN NaN NaN NaN 0.3 -20.0 NaN NaN WHEAT 12.4 7.5 2.4 -0.1 4.0 -20.0 8.9 -20.0 10.4 -9.0 -18.6 5.0 -20.0 9.2 -6.3 -19.3 -18.6 -19.1 -18.6 0.3 -8.7 4.5 -17.9 6.1 11.8 7.0 -0.7 -1.6 7.7 -9.3 12.2 -19.9 -3.1 12.2 3.0 12.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3