******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260209_204011 produced at 2026-02-09 21:36:31.888008 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.11 0.0 0.00 0.00 0.00 0.00 -10.52 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.97 0.0 0.00 0.00 0.00 0.00 -26.64 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.19 0.0 999.00 -999.00 -0.23 -0.23 -22.41 999999999.0 -28 -28 caleb_strategy_v3 US2 False True 0.09 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -1.85 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -39.03 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.14 -0.09 0.0 1.19 -1.19 -0.14 -0.14 -1.93 25.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.07 0.0 0.15 -0.15 -0.07 -0.07 -5.22 11.0 -5 -5 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.83 -0.83 -0.05 -0.05 -1.22 17.0 -1 -1 caleb_strategy_v3 DX False False 0.04 -0.04 -0.05 0.0 999.00 -999.00 -0.04 -0.04 -1.10 999999999.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 0.00 -0.05 0.0 0.65 -0.65 0.00 0.00 -1.04 13.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.27 -0.04 0.0 0.51 -0.51 -0.27 -0.27 -1.92 23.0 -12 -12 caleb_strategy_v3 SP500_micro False False 0.02 -0.12 -0.03 0.0 0.73 -0.73 -0.12 -0.12 -1.87 48.0 -8 -8 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -3.98 3.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.39 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.12 -0.12 0.00 0.00 -3.14 12.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -1.88 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -3.60 18.0 -7 -8 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.37 9.0 -3 -3 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.02 0.0 0.23 -0.23 -0.11 -0.11 -0.31 4.0 -2 -2 caleb_strategy_v3 JPY False False 0.04 0.00 -0.02 0.0 0.60 -0.60 0.00 0.00 -0.68 17.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.31 -0.31 -0.15 -0.15 -0.33 6.0 -3 -3 caleb_strategy_v3 CHF False False 0.07 0.00 -0.02 0.0 0.93 -0.93 0.00 0.00 -0.31 13.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -1.23 9.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.46 -0.46 -0.02 -0.02 -0.79 26.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.09 -0.01 0.0 1.22 -1.22 -0.09 -0.09 -0.27 56.0 -4 -4 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 COFFEE False False 0.05 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.14 6.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.26 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.09 -0.09 -0.01 -0.01 -1.09 8.0 -1 -1 caleb_strategy_v3 PLAT False False 0.05 0.00 -0.00 0.0 0.46 -0.46 0.00 0.00 -0.01 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.12 0.00 0.0 0.15 -0.15 -0.12 -0.06 0.06 10.0 -8 -4 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.02 2.0 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 0.00 0.0 0.00 0.00 0.00 0.00 1.27 26.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.02 999999999.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.16 7.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.21 -0.00 0.0 0.72 -0.72 -0.21 -0.18 -0.13 66.0 -19 -16 caleb_strategy_v3 DAX False False 0.01 0.00 0.01 0.0 0.75 -0.75 0.00 0.00 0.75 58.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.01 0.0 0.91 -0.91 0.00 0.00 0.08 14.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.13 -0.13 0.04 0.04 0.50 3.0 1 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.15 -1.15 0.00 0.00 0.39 19.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.40 -0.40 0.00 0.00 3.79 68.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.13 0.02 0.0 0.66 -0.66 0.13 0.20 0.37 10.0 2 3 caleb_strategy_v3 CAD False False 0.03 0.00 0.03 0.0 0.93 -0.93 0.00 0.00 0.99 29.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.71 -0.71 0.00 0.00 0.67 17.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.13 0.25 0.03 0.0 999.00 -999.00 0.25 0.25 0.26 999999999.0 2 2 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.04 0.0 0.22 -0.22 0.06 0.06 8.51 51.0 15 14 caleb_strategy_v3 SP400 False False 0.16 0.31 0.05 0.0 0.31 -0.31 0.31 0.31 0.30 2.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.76 999999999.0 1 1 caleb_strategy_v3 GBP False False 0.04 0.00 0.05 0.0 0.82 -0.82 0.00 0.00 1.25 22.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.06 0.0 0.12 -0.12 0.00 0.00 1.94 4.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.07 0.0 0.14 -0.14 0.08 0.08 2.72 5.0 3 3 caleb_strategy_v3 NZD False False 0.03 0.03 0.08 0.0 0.56 -0.56 0.03 0.03 2.96 21.0 1 1 caleb_strategy_v3 NIKKEI False False 0.02 0.13 0.08 0.0 0.57 -0.57 0.13 0.10 4.83 36.0 8 6 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.08 0.0 0.63 -0.63 0.00 0.00 1.01 8.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.19 0.10 0.0 0.63 -0.63 0.19 0.22 3.29 20.0 6 7 caleb_strategy_v3 CAC False True 0.04 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.23 12.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.10 0.0 0.22 -0.22 0.08 0.08 5.99 13.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.58 -0.58 0.00 0.00 3.91 19.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.13 0.0 0.00 0.00 0.00 0.00 2.37 24.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.14 0.0 0.00 0.00 0.00 0.00 1.87 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.22 0.0 0.63 -0.63 0.00 0.00 3.44 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.25 0.28 0.0 0.63 -0.63 0.25 0.25 4.44 10.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.43 0.61 0.0 0.76 -0.76 0.43 0.43 48.10 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 1.70 0.0 1.26 -1.26 0.00 0.00 13.50 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.8 Shocked risk 51.4 Sum abs risk 59.1 Leverage 7.52 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2292652.71, 'annual_cash_vol_target': 573163.1775, 'daily_cash_vol_target': 35822.69859375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.7013 0.6789 10.8626 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1585 116.6900 0.1358 2.1730 BTP 0.3566 121.2800 0.2940 4.7044 BUND 0.3256 128.3200 0.2537 4.0598 BUXL 0.7627 109.3800 0.6973 11.1564 CAC 54.6034 8345.0000 0.6543 10.4692 CAD 0.0033 0.7386 0.4507 7.2105 CANOLA 5.9242 674.9000 0.8778 14.0446 CHF 0.0082 1.3106 0.6262 10.0192 COCOA 144.3846 4064.0000 3.5528 56.8443 COFFEE 5.5536 293.1000 1.8948 30.3167 COPPER 0.1203 5.8875 2.0437 32.6995 CORN 3.9999 457.0000 0.8753 14.0040 COTTON2 0.6692 61.5800 1.0867 17.3878 CRUDE_W 0.9982 62.0100 1.6098 25.7561 DAX 189.0157 25109.0000 0.7528 12.0445 DOW 367.4624 50257.0000 0.7312 11.6987 DX 0.4331 96.7100 0.4479 7.1659 EUR 0.0060 1.1940 0.5022 8.0350 EURIBOR-ICE 0.0315 97.7050 0.0322 0.5158 EUROSTX 47.0643 6075.0000 0.7747 12.3955 FEEDCOW 3.0207 363.4500 0.8311 13.2980 GASOIL 10.8471 680.7500 1.5934 25.4946 GASOLINE 0.0355 2.1998 1.6118 25.7887 GAS_US_mini 0.2444 3.1350 7.7966 124.7457 GBP 0.0074 1.3695 0.5386 8.6183 GOLD_micro 114.3016 4988.0000 2.2915 36.6645 HEATOIL 0.0450 2.3564 1.9111 30.5784 JGB-SGX-mini 0.2647 131.3100 0.2016 3.2256 JPY 0.0000 0.0064 0.6937 11.0992 LEANHOG 1.0606 96.9500 1.0939 17.5027 LIVECOW 1.9410 238.2250 0.8148 13.0362 LUMBER-new 7.2440 597.5000 1.2124 19.3980 MXP 0.0004 0.0580 0.6817 10.9067 NASDAQ_micro 225.6665 25401.2500 0.8884 14.2145 NIKKEI 892.8855 57220.0000 1.5604 24.9671 NZD 0.0041 0.6066 0.6799 10.8782 OAT 0.3211 121.9300 0.2634 4.2139 OATIES 5.1886 303.2500 1.7110 27.3758 OJ 7.8928 168.8500 4.6745 74.7914 PALLAD 78.2542 1712.0000 4.5709 73.1348 PLAT 105.9810 2097.4000 5.0530 80.8475 REDWHEAT 8.0493 541.2500 1.4872 23.7948 RICE 0.1380 11.1850 1.2342 19.7469 ROBUSTA 70.8846 3843.0000 1.8445 29.5122 RUSSELL 29.2069 2700.3000 1.0816 17.3059 SHATZ 0.0477 106.9200 0.0446 0.7141 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 92.9520 13413.0000 0.6930 11.0880 SOFR 0.0497 96.5750 0.0515 0.8235 SOYBEAN 7.9420 1094.5000 0.7256 11.6100 SOYMEAL 3.7611 308.0000 1.2211 19.5380 SOYOIL 0.6888 57.2000 1.2041 19.2663 SP400 31.2025 3609.0000 0.8646 13.8332 SP500_micro 46.4361 6996.5000 0.6637 10.6193 SUGAR11 0.2287 13.9200 1.6433 26.2924 US10 0.2987 112.1875 0.2662 4.2598 US10U 0.3721 114.5938 0.3247 5.1956 US2 0.0675 104.3203 0.0647 1.0353 US20 0.5717 115.5938 0.4946 7.9129 US30 0.8226 117.9062 0.6976 11.1622 US5 0.1802 109.1562 0.1651 2.6414 VIX 0.5642 19.1500 2.9464 47.1423 WHEAT 6.8017 579.5000 1.1737 18.7795 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 701.30 0.68 476.12 1.00 476.12 35822.7 75.24 20.00 150.48 BITCOIN 82.98 2.35 195.18 1.00 195.18 35822.7 183.54 -19.61 -359.95 BOBL 1166.90 0.14 158.48 1.18 186.93 35822.7 191.64 2.02 38.74 BTP 1212.80 0.29 356.60 1.18 420.62 35822.7 85.17 11.81 100.61 BUND 1283.20 0.25 325.59 1.18 384.06 35822.7 93.27 3.90 36.42 BUXL 1093.80 0.70 762.68 1.18 899.62 35822.7 39.82 -7.65 -30.47 CAC 834.50 0.65 546.03 1.18 644.07 35822.7 55.62 11.73 65.24 CAD 738.65 0.45 332.88 1.00 332.88 35822.7 107.62 3.55 38.18 CANOLA 134.98 0.88 118.48 0.73 86.55 35822.7 413.90 8.44 349.23 CHF 1638.25 0.63 1025.87 1.00 1025.87 35822.7 34.92 -3.40 -11.86 COCOA 406.40 3.55 1443.85 1.00 1443.85 35822.7 24.81 -13.14 -32.59 COFFEE 1099.13 1.89 2082.62 1.00 2082.62 35822.7 17.20 -6.09 -10.48 COPPER 1471.88 2.04 3008.09 1.00 3008.09 35822.7 11.91 5.91 7.04 CORN 228.50 0.88 200.00 1.00 200.00 35822.7 179.12 -7.20 -129.02 COTTON2 307.90 1.09 334.61 1.00 334.61 35822.7 107.06 -20.00 -214.12 CRUDE_W 620.10 1.61 998.21 1.00 998.21 35822.7 35.89 6.99 25.07 DAX 251.09 0.75 189.02 1.18 222.95 35822.7 160.67 1.37 22.09 DOW 251.28 0.73 183.73 1.00 183.73 35822.7 194.97 -0.29 -5.71 DX 967.10 0.45 433.13 1.00 433.13 35822.7 82.71 -5.10 -42.21 EUR 1492.56 0.50 749.55 1.00 749.55 35822.7 47.79 0.65 3.09 EURIBOR-ICE 2442.62 0.03 78.75 1.18 92.89 35822.7 385.66 10.24 395.10 EUROSTX 607.50 0.77 470.64 1.18 555.15 35822.7 64.53 14.94 96.42 FEEDCOW 1817.25 0.83 1510.36 1.00 1510.36 35822.7 23.72 12.77 30.29 GASOIL 680.75 1.59 1084.71 1.00 1084.71 35822.7 33.03 13.56 44.77 GASOLINE 923.92 1.61 1489.16 1.00 1489.16 35822.7 24.06 -0.22 -0.52 GAS_US_mini 78.37 7.80 611.06 1.00 611.06 35822.7 58.62 2.00 11.71 GBP 855.94 0.54 461.05 1.00 461.05 35822.7 77.70 6.21 48.22 GOLD_micro 498.80 2.29 1143.02 1.00 1143.02 35822.7 31.34 -2.50 -7.83 HEATOIL 989.69 1.91 1891.44 1.00 1891.44 35822.7 18.94 6.05 11.45 JGB-SGX-mini 131310.00 0.20 26472.05 0.01 168.91 35822.7 212.09 -11.58 -245.65 JPY 805.06 0.69 558.47 1.00 558.47 35822.7 64.14 -4.05 -25.98 LEANHOG 387.80 1.09 424.22 1.00 424.22 35822.7 84.44 11.66 98.47 LIVECOW 952.90 0.81 776.39 1.00 776.39 35822.7 46.14 4.38 20.23 LUMBER-new 164.31 1.21 199.21 1.00 199.21 35822.7 179.82 -9.09 -163.50 MXP 289.80 0.68 197.55 1.00 197.55 35822.7 181.34 18.05 327.24 NASDAQ_micro 508.02 0.89 451.33 1.00 451.33 35822.7 79.37 -10.40 -82.58 NIKKEI 57220.00 1.56 89288.55 0.01 569.71 35822.7 62.88 7.09 44.58 NZD 606.65 0.68 412.45 1.00 412.45 35822.7 86.85 13.12 113.92 OAT 1219.30 0.26 321.13 1.18 378.78 35822.7 94.57 13.73 129.85 OATIES 151.62 1.71 259.43 1.00 259.43 35822.7 138.08 -13.04 -180.13 OJ 253.28 4.67 1183.92 1.00 1183.92 35822.7 30.26 -10.65 -32.22 PALLAD 1712.00 4.57 7825.42 1.00 7825.42 35822.7 4.58 1.06 0.49 PLAT 1048.70 5.05 5299.05 1.00 5299.05 35822.7 6.76 -0.27 -0.18 REDWHEAT 270.62 1.49 402.47 1.00 402.47 35822.7 89.01 -9.26 -82.40 RICE 223.70 1.23 276.09 1.00 276.09 35822.7 129.75 -5.93 -76.98 ROBUSTA 384.30 1.84 708.85 1.00 708.85 35822.7 50.54 -4.03 -20.37 RUSSELL 135.02 1.08 146.03 1.00 146.03 35822.7 245.30 4.66 114.32 SHATZ 1069.20 0.04 47.72 1.18 56.29 35822.7 636.43 3.67 233.32 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35822.7 5.82 12.83 7.47 SMI 1341.30 0.69 929.52 1.29 1197.14 35822.7 29.92 18.31 54.80 SOFR 2414.38 0.05 124.26 1.00 124.26 35822.7 288.29 -6.00 -172.83 SOYBEAN 547.25 0.73 397.10 1.00 397.10 35822.7 90.21 -1.96 -17.70 SOYMEAL 308.00 1.22 376.11 1.00 376.11 35822.7 95.25 -13.87 -132.14 SOYOIL 343.20 1.20 413.26 1.00 413.26 35822.7 86.68 0.69 5.95 SP400 3609.00 0.86 3120.25 1.00 3120.25 35822.7 11.48 7.76 8.91 SP500_micro 349.82 0.66 232.18 1.00 232.18 35822.7 154.29 -5.20 -80.23 SUGAR11 155.90 1.64 256.19 1.00 256.19 35822.7 139.83 -10.56 -147.60 US10 1121.88 0.27 298.68 1.00 298.68 35822.7 119.93 -8.00 -95.93 US10U 1145.94 0.32 372.12 1.00 372.12 35822.7 96.27 -8.47 -81.57 US2 2086.41 0.06 135.00 1.00 135.00 35822.7 265.36 -5.50 -145.90 US20 1155.94 0.49 571.68 1.00 571.68 35822.7 62.66 -3.26 -20.40 US30 1179.06 0.70 822.55 1.00 822.55 35822.7 43.55 -5.95 -25.93 US5 1091.56 0.17 180.21 1.00 180.21 35822.7 198.79 -7.63 -151.72 VIX 191.50 2.95 564.23 1.00 564.23 35822.7 63.49 -14.28 -90.65 WHEAT 289.75 1.17 340.09 1.00 340.09 35822.7 105.33 -9.78 -102.98 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 150.477 0.010 2.5 3.910 BITCOIN -359.947 0.043 2.5 -39.033 BOBL 38.737 0.004 2.5 0.393 BTP 100.609 0.014 2.5 3.436 BUND 36.417 0.004 2.5 0.370 BUXL -30.475 0.004 2.5 -0.309 CAC 65.236 0.014 2.5 2.228 CAD 38.182 0.010 2.5 0.992 CANOLA 349.234 0.010 2.5 8.508 CHF -11.863 0.010 2.5 -0.308 COCOA -32.594 0.010 2.5 -0.794 COFFEE -10.478 0.005 2.5 -0.139 COPPER 7.037 0.043 2.5 0.763 CORN -129.017 0.010 2.5 -3.143 COTTON2 -214.119 0.010 2.5 -5.217 CRUDE_W 25.068 0.043 2.5 2.718 DAX 22.085 0.014 2.5 0.754 DOW -5.710 0.009 2.5 -0.133 DX -42.215 0.010 2.5 -1.097 EUR 3.091 0.010 2.5 0.080 EURIBOR-ICE 395.101 0.014 2.5 13.495 EUROSTX 96.418 0.014 2.5 3.293 FEEDCOW 30.294 0.013 2.5 1.005 GASOIL 44.766 0.017 2.5 1.943 GASOLINE -0.517 0.017 2.5 -0.022 GAS_US_mini 11.714 0.043 2.5 1.270 GBP 48.224 0.010 2.5 1.253 GOLD_micro -7.832 0.014 2.5 -0.268 HEATOIL 11.449 0.017 2.5 0.497 JGB-SGX-mini -245.650 0.043 2.5 -26.638 JPY -25.979 0.010 2.5 -0.675 LEANHOG 98.471 0.024 2.5 5.993 LIVECOW 20.231 0.013 2.5 0.671 LUMBER-new -163.498 0.010 2.5 -3.983 MXP 327.244 0.059 2.5 48.098 NASDAQ_micro -82.581 0.009 2.5 -1.922 NIKKEI 44.581 0.043 2.5 4.834 NZD 113.919 0.010 2.5 2.960 OAT 129.854 0.014 2.5 4.435 OATIES -180.127 0.010 2.5 -4.388 OJ -32.219 0.010 2.5 -0.785 PALLAD 0.487 0.014 2.5 0.017 PLAT -0.182 0.014 2.5 -0.006 REDWHEAT -82.397 0.005 2.5 -1.095 RICE -76.985 0.010 2.5 -1.876 ROBUSTA -20.372 0.005 2.5 -0.271 RUSSELL 114.322 0.013 2.5 3.794 SHATZ 233.320 0.004 2.5 2.369 SILVER-mini 7.470 0.014 2.5 0.255 SMI 54.800 0.014 2.5 1.872 SOFR -172.835 0.024 2.5 -10.519 SOYBEAN -17.697 0.004 2.5 -0.165 SOYMEAL -132.143 0.004 2.5 -1.231 SOYOIL 5.946 0.004 2.5 0.055 SP400 8.906 0.013 2.5 0.296 SP500_micro -80.229 0.009 2.5 -1.867 SUGAR11 -147.600 0.010 2.5 -3.596 US10 -95.927 0.005 2.5 -1.217 US10U -81.573 0.005 2.5 -1.035 US2 -145.900 0.005 2.5 -1.851 US20 -20.400 0.005 2.5 -0.259 US30 -25.932 0.005 2.5 -0.329 US5 -151.716 0.005 2.5 -1.925 VIX -90.651 0.099 2.5 -22.408 WHEAT -102.982 0.005 2.5 -1.368 ===================== Position diags ===================== AUD 1.95 BITCOIN 19.90 BOBL 1.95 BTP 2.91 BUND 0.95 BUXL 0.40 CAC 1.90 CAD 2.80 CANOLA 10.08 CHF 0.91 COCOA 0.60 COFFEE 0.23 COPPER 1.29 CORN 4.36 COTTON2 2.61 CRUDE_W 3.89 DAX 5.49 DOW 4.54 DX 2.15 EUR 1.24 EURIBOR-ICE 13.17 EUROSTX 2.20 FEEDCOW 0.79 GASOIL 1.43 GASOLINE 1.04 GAS_US_mini 6.36 GBP 2.02 GOLD_micro 1.07 HEATOIL 0.82 JGB-SGX-mini 23.00 JPY 1.67 LEANHOG 5.14 LIVECOW 1.53 LUMBER-new 4.38 MXP 26.65 NASDAQ_micro 1.85 NIKKEI 6.82 NZD 2.26 OAT 3.23 OATIES 3.36 OJ 0.74 PALLAD 0.16 PLAT 0.23 REDWHEAT 1.18 RICE 3.16 ROBUSTA 0.67 RUSSELL 8.14 SHATZ 6.46 SILVER-mini 0.20 SMI 1.02 SOFR 17.55 SOYBEAN 0.84 SOYMEAL 0.89 SOYOIL 0.81 SP400 0.38 SP500_micro 3.59 SUGAR11 3.41 US10 1.52 US10U 1.22 US2 3.37 US20 0.80 US30 0.55 US5 2.52 VIX 15.69 WHEAT 1.40 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.7 4.1 0.0 0 BITCOIN -39.0 -41.0 -37.0 0.0 0 BOBL 0.4 0.2 0.6 0.0 0 BTP 3.4 3.1 3.7 0.0 0 BUND 0.4 0.3 0.5 2.0 2 BUXL -0.3 -0.3 -0.3 -2.0 -2 CAC 2.2 2.0 2.4 0.0 0 CAD 1.0 0.7 1.3 0.0 0 CANOLA 8.5 7.5 9.5 15.0 15 CHF -0.3 -0.4 -0.2 0.0 0 COCOA -0.8 -0.9 -0.7 -1.0 -1 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER 0.8 0.6 0.9 1.0 1 CORN -3.1 -3.6 -2.7 0.0 0 COTTON2 -5.2 -5.5 -5.0 -5.0 -5 CRUDE_W 2.7 2.3 3.1 3.0 3 DAX 0.8 0.2 1.3 0.0 0 DOW -0.1 -0.6 0.3 -19.0 -19 DX -1.1 -1.3 -0.9 -1.0 -1 EUR 0.1 -0.0 0.2 0.0 0 EURIBOR-ICE 13.5 12.2 14.8 0.0 0 EUROSTX 3.3 3.1 3.5 6.0 6 FEEDCOW 1.0 0.9 1.1 0.0 0 GASOIL 1.9 1.8 2.1 0.0 0 GASOLINE -0.0 -0.1 0.1 0.0 0 GAS_US_mini 1.3 0.6 1.9 0.0 0 GBP 1.3 1.1 1.5 0.0 0 GOLD_micro -0.3 -0.4 -0.2 -4.0 -4 HEATOIL 0.5 0.4 0.6 1.0 1 JGB-SGX-mini -26.6 -28.9 -24.3 0.0 0 JPY -0.7 -0.8 -0.5 0.0 0 LEANHOG 6.0 5.5 6.5 5.0 5 LIVECOW 0.7 0.5 0.8 0.0 0 LUMBER-new -4.0 -4.4 -3.5 0.0 0 MXP 48.1 45.4 50.8 34.0 34 NASDAQ_micro -1.9 -2.1 -1.7 -12.0 -12 NIKKEI 4.8 4.2 5.5 8.0 8 NZD 3.0 2.7 3.2 1.0 1 OAT 4.4 4.1 4.8 4.0 4 OATIES -4.4 -4.7 -4.1 NaN 0 OJ -0.8 -0.9 -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 -1.1 -1.2 -1.0 -1.0 -1 RICE -1.9 -2.2 -1.6 -3.0 -3 ROBUSTA -0.3 -0.3 -0.2 0.0 0 RUSSELL 3.8 3.0 4.6 0.0 0 SHATZ 2.4 1.7 3.0 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 1.9 1.8 2.0 0.0 0 SOFR -10.5 -12.3 -8.8 NaN 0 SOYBEAN -0.2 -0.2 -0.1 0.0 0 SOYMEAL -1.2 -1.3 -1.1 0.0 0 SOYOIL 0.1 -0.0 0.1 -8.0 -8 SP400 0.3 0.3 0.3 2.0 2 SP500_micro -1.9 -2.2 -1.5 -8.0 -8 SUGAR11 -3.6 -3.9 -3.3 -7.0 -7 US10 -1.2 -1.4 -1.1 -1.0 -1 US10U -1.0 -1.2 -0.9 0.0 0 US2 -1.9 -2.2 -1.5 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.3 -0.4 -0.3 -3.0 -3 US5 -1.9 -2.2 -1.7 -3.0 -3 VIX -22.4 -24.0 -20.8 -28.0 -28 WHEAT -1.4 -1.5 -1.2 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.4 0.4 0.3 0.1 -0.0 0.2 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 0.1 0.4 0.2 0.2 0.2 0.3 0.4 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 -0.1 -0.0 -0.7 -0.6 BOBL 0.3 0.2 -0.3 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.2 -0.3 0.2 -0.2 0.2 -0.1 -0.4 -0.1 -0.3 -0.1 -0.0 -0.1 0.1 -0.2 0.1 0.5 -0.0 0.2 -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 0.2 -0.1 -0.1 0.2 -0.3 0.1 -0.3 -0.0 0.1 0.5 0.2 0.7 0.2 0.1 0.3 0.2 0.3 0.3 0.1 0.1 0.1 0.3 0.1 -2.7 0.1 0.1 0.3 0.1 0.6 0.1 0.7 -0.1 0.4 0.6 0.6 0.1 0.7 0.5 0.7 BUND 0.1 0.1 -0.2 -0.1 0.2 -0.2 0.1 -0.3 -0.0 0.2 -0.3 0.1 -0.5 0.1 -0.1 0.4 0.2 0.3 0.2 -0.0 -0.1 0.1 -0.3 0.0 0.0 -0.1 0.1 -0.3 0.1 -0.4 0.0 0.5 0.1 0.2 0.3 -0.2 0.0 0.7 0.4 0.7 BUXL -0.0 0.0 -0.2 -0.1 0.2 -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 -0.1 -0.5 -0.1 0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.0 -0.4 -0.2 0.0 -0.3 -0.2 0.7 0.1 0.4 CAC -0.4 -0.0 0.1 0.1 0.2 0.3 0.1 0.5 0.1 0.2 0.4 0.1 0.7 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.3 0.1 1.0 0.0 0.2 0.1 0.2 0.2 0.1 0.2 0.3 -0.5 -0.4 -0.3 0.6 0.7 0.4 0.7 CAD 0.4 0.2 0.3 0.1 0.1 0.2 0.1 0.1 0.2 -0.0 0.0 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 0.0 0.1 -0.0 0.1 2.6 0.1 0.1 0.1 0.1 0.0 0.1 -0.4 0.2 -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 0.4 0.6 0.4 0.2 0.4 0.7 0.6 0.7 CHF 0.6 0.2 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.0 0.2 0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.1 0.1 0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 -1.1 0.2 0.2 0.1 0.0 -0.3 -0.7 -0.3 -0.7 COCOA -0.6 -0.5 -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 -0.4 -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 0.1 -0.2 0.4 -0.2 -0.2 0.4 0.4 0.4 0.4 -0.2 -0.1 -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 -0.4 0.7 0.6 0.7 0.7 COPPER -0.5 -0.0 0.3 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 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 -0.0 0.7 0.7 0.7 0.7 CORN 0.1 -0.1 0.1 0.0 0.1 -0.5 0.1 -0.7 0.1 -0.0 -0.1 0.1 -0.4 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.0 -0.3 0.0 1.4 -0.1 0.0 -0.1 0.0 -0.3 -0.0 -1.1 0.0 -0.4 -0.4 0.2 0.1 -0.3 0.3 -0.0 COTTON2 -0.4 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 -0.2 -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 -0.6 -0.3 -0.4 -0.5 -0.4 -0.2 CRUDE_W 0.5 0.4 0.1 0.1 0.1 0.2 0.1 0.1 0.2 0.1 -0.2 0.1 -0.4 0.2 0.1 0.1 0.1 0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.9 0.1 0.1 -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 0.2 0.3 0.1 0.4 0.1 0.1 0.3 -0.0 0.6 0.0 0.1 -0.2 -0.1 -0.2 -0.2 0.1 0.1 0.0 0.3 0.0 -1.7 0.0 0.1 0.1 -0.0 0.3 -0.0 -0.2 -0.5 -0.6 -0.0 -0.1 0.4 0.7 0.2 0.7 DOW -0.3 -0.1 0.0 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -1.3 0.1 0.1 0.2 0.1 0.3 0.1 -0.2 0.0 -0.1 -0.1 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 0.0 -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 -0.1 -0.1 -0.1 0.9 -0.3 -0.6 -0.6 -0.3 0.1 0.7 0.3 0.7 EUR 0.4 0.0 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 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 0.1 0.2 0.1 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 0.1 -0.2 -0.0 0.1 -0.2 0.1 0.1 0.1 -0.0 0.3 0.2 0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.2 -0.0 0.2 -0.2 0.1 -0.1 0.1 0.8 0.4 0.4 0.3 -0.2 0.4 0.7 0.7 0.7 EUROSTX -0.5 0.2 0.2 0.1 0.2 0.3 0.1 0.4 0.1 0.1 0.5 0.1 0.7 0.1 0.2 0.2 0.0 0.1 0.1 0.2 0.2 0.1 0.5 0.1 -1.1 0.2 0.2 0.4 0.1 0.5 0.1 0.7 -0.1 -0.1 0.3 0.4 0.5 0.7 0.2 0.7 FEEDCOW 0.1 0.6 0.4 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 0.3 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 0.1 0.2 0.6 -0.1 0.7 0.7 0.7 0.7 GASOIL 0.6 0.3 -0.0 0.1 0.1 0.2 0.1 0.1 0.2 0.0 0.2 0.1 0.3 0.1 0.1 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 -0.1 0.0 0.1 0.2 -0.0 0.7 -0.3 0.2 GASOLINE 0.5 0.3 0.0 0.2 0.1 0.2 0.2 0.1 0.2 0.1 0.1 0.2 0.1 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.1 0.0 0.2 -2.2 0.1 0.1 0.1 0.1 -0.0 0.2 -1.1 0.2 -0.4 -0.1 -0.2 0.3 0.7 0.1 0.7 GAS_US_mini 0.6 0.0 0.3 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 0.4 -0.1 0.4 0.4 0.0 -0.0 -0.0 -0.0 0.0 1.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.4 -0.4 -0.4 -0.6 -0.2 0.2 -0.4 0.0 -0.7 GBP 0.2 0.3 0.0 0.1 0.1 0.2 0.1 0.1 0.2 -0.0 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 0.0 0.3 0.1 0.3 0.1 0.4 -0.2 -0.3 0.1 0.1 -0.2 -0.2 -0.0 -0.3 GOLD_micro -0.6 -0.6 -0.4 0.0 -0.0 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 -2.6 0.1 -0.0 0.2 0.0 0.3 0.1 -0.3 0.4 0.6 0.5 0.5 0.5 0.2 -0.3 -0.5 HEATOIL 0.6 0.2 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.2 0.1 0.0 0.4 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 0.4 -0.1 -0.4 -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 -0.1 0.1 -0.1 -0.2 -0.0 -0.4 -0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.4 -0.1 0.4 -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 -0.0 -0.2 -0.0 -0.3 0.0 -0.6 -0.3 -0.4 -0.4 -0.5 -0.2 -0.5 -0.1 -0.6 LEANHOG 0.4 0.6 0.1 0.0 0.1 -0.5 0.1 -0.7 0.1 0.1 0.5 0.2 0.7 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 0.0 0.5 0.2 0.6 0.2 0.0 0.1 0.6 0.6 0.6 -0.2 0.4 -0.0 0.7 LIVECOW -0.0 0.5 0.1 0.0 0.0 -0.4 0.1 -0.7 0.1 -0.0 0.2 0.0 0.5 0.1 0.1 -0.1 0.1 -0.1 -0.0 0.1 0.1 0.0 0.5 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.4 0.0 0.8 -0.1 -0.1 0.2 -0.4 0.7 0.7 0.7 0.7 LUMBER-new 0.3 0.7 -0.4 0.0 0.1 -0.5 0.1 -0.8 0.1 0.0 -0.5 -0.0 -0.7 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.2 -0.0 -0.6 0.0 NaN -0.1 0.0 -0.5 -0.0 -0.7 -0.0 -1.2 -0.3 0.3 -0.1 -0.7 0.0 0.8 0.2 0.8 MXP -0.0 0.0 0.1 0.2 0.1 0.2 0.1 0.2 0.2 0.1 0.5 0.2 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 0.1 0.5 0.2 0.7 0.2 1.1 0.1 0.6 0.6 0.6 0.4 0.3 0.7 0.5 NASDAQ_micro -0.3 -0.3 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 0.3 -0.0 0.5 -0.0 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.1 0.4 -0.1 -2.7 -0.0 -0.0 0.1 -0.1 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 -0.4 -0.2 0.0 0.1 0.1 0.1 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 0.3 0.1 -1.7 0.1 0.1 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.3 0.4 -0.3 0.0 -0.5 0.2 NZD 0.6 0.6 0.3 0.1 0.1 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 0.1 0.1 0.1 -0.1 0.2 0.0 0.1 0.4 0.1 0.0 -0.0 0.7 0.2 0.7 OAT 0.3 0.3 0.1 -0.1 0.2 -0.2 0.1 -0.3 -0.0 0.0 0.2 0.1 -0.1 0.2 0.1 0.3 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 0.2 0.2 -0.1 0.0 0.0 -0.3 0.1 -0.7 0.1 -0.1 -0.3 0.0 -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 -0.1 -0.3 0.0 -0.5 0.0 -0.6 -0.0 -0.1 -0.0 -0.2 -0.3 -0.6 -0.1 -0.7 OJ -0.5 0.6 0.3 0.0 0.0 -0.2 0.0 -0.4 0.0 -0.0 -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 -0.6 -0.4 -0.7 PALLAD -0.5 -0.3 -0.0 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 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 -0.0 0.1 -0.1 0.2 -0.0 0.2 -0.1 -0.2 -0.2 -0.1 0.3 -0.0 -0.2 -0.3 PLAT -0.6 -0.4 -0.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 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 -0.0 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 0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.3 0.0 -0.7 0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 -0.0 -0.0 -0.4 0.0 1.0 0.1 -0.1 0.0 0.0 -0.3 0.1 -0.9 -0.1 0.0 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 -0.4 0.1 0.1 -0.4 -0.3 -0.4 -0.4 0.1 -0.1 0.1 -0.5 0.1 0.2 0.1 0.1 -0.2 0.1 -0.7 0.1 -1.0 0.2 0.5 0.5 -0.0 -0.5 -0.6 -0.3 -0.6 ROBUSTA 0.2 -0.0 -0.3 0.0 0.0 -0.3 0.1 -0.6 0.1 -0.1 0.0 -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 -0.1 -0.1 -0.1 -0.0 -0.1 1.1 -0.5 -0.3 -0.3 -0.1 0.0 0.2 0.4 0.5 RUSSELL -0.4 0.1 0.1 0.1 0.2 0.2 0.1 0.3 0.1 0.1 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 0.1 0.3 0.0 0.4 0.0 0.1 -0.4 0.1 0.1 0.0 -0.2 -0.7 -0.6 -0.7 SHATZ 0.3 0.3 -0.2 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.1 -0.3 0.1 -0.4 0.1 -0.1 0.2 -0.3 -0.1 -0.2 -0.0 -0.1 0.1 -0.3 0.1 1.5 -0.1 0.1 -0.4 0.1 -0.5 0.1 -1.1 0.2 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 -0.0 0.5 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.1 0.5 0.1 0.1 0.3 0.1 0.2 0.2 0.1 0.2 0.1 0.4 0.1 1.2 0.2 0.1 0.5 0.1 0.5 0.1 1.1 0.3 -0.1 0.4 0.6 -0.2 0.7 -0.3 0.7 SOFR 0.1 -0.3 -0.4 -0.1 0.2 -0.2 0.1 -0.3 -0.0 0.1 -0.2 0.1 0.5 -0.0 -0.2 0.2 0.1 0.2 0.2 -0.1 -0.1 0.1 0.1 0.0 -2.7 -0.0 0.2 -0.1 0.2 0.1 0.1 0.3 0.5 0.3 -0.0 -0.0 -0.4 -0.5 -0.4 -0.7 SOYBEAN 0.4 -0.2 0.0 0.0 0.1 -0.5 0.1 -0.7 0.1 0.1 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 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.4 0.4 -0.3 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 0.1 -0.2 0.1 -0.4 -0.0 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 0.1 -0.2 -0.0 -1.8 -0.0 0.2 0.1 0.1 -0.0 0.0 -0.7 0.2 -0.3 -0.4 0.6 -0.7 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 -0.0 0.0 0.0 -0.5 0.1 -0.7 0.1 0.2 0.0 0.2 0.3 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.1 0.2 0.2 0.2 -2.4 0.2 0.2 0.2 0.2 0.1 0.2 0.0 0.5 0.6 0.6 0.4 -0.4 -0.7 -0.4 -0.7 SP400 -0.2 0.3 0.2 0.1 0.2 0.2 0.1 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 0.2 0.3 0.2 0.5 0.1 0.2 0.2 0.2 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 0.2 0.3 0.1 0.4 0.1 0.1 0.5 0.1 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.5 0.0 -2.6 0.0 0.1 0.2 -0.0 0.4 -0.0 -0.3 -0.5 -0.5 -0.5 -0.3 0.3 -0.7 0.4 -0.7 SUGAR11 -0.2 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 -0.0 -0.2 -0.1 -0.4 -0.0 1.1 -0.4 -0.5 -0.1 -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 -0.2 -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 0.1 0.1 -0.0 -1.5 -0.1 0.2 -0.0 0.1 0.2 -0.0 -0.2 0.1 -0.1 -0.1 0.0 -0.6 -0.7 -0.5 -0.7 US10U -0.1 -0.3 -0.2 -0.1 0.2 -0.3 0.1 -0.3 -0.0 0.2 0.1 -0.0 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 0.1 0.4 -0.0 -0.3 -0.1 -0.2 -0.0 0.2 -0.5 -0.3 -0.5 -0.7 US2 0.0 -0.2 -0.2 -0.1 0.1 -0.2 0.1 -0.3 -0.0 0.2 -0.2 0.1 -0.0 -0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 0.0 2.0 -0.1 0.2 -0.2 0.2 -0.0 0.0 -1.1 0.5 -0.0 -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 0.1 -0.2 -0.0 0.1 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 0.1 -0.1 -0.0 -0.3 -0.1 -0.2 0.1 -0.0 0.0 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.8 -0.0 0.1 0.0 0.0 0.1 -0.0 -0.4 -0.4 -0.1 0.1 0.1 -0.3 0.4 -0.0 -0.5 US5 -0.0 -0.3 -0.2 -0.1 0.2 -0.2 0.1 -0.3 -0.0 0.2 -0.0 0.1 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 0.2 0.2 0.0 -0.5 0.3 -0.1 -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 0.0 -0.4 -0.0 -0.2 -0.9 -0.1 -1.1 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.2 0.0 -0.4 -0.0 NaN -0.1 -0.1 -0.4 0.0 -0.4 -0.0 NaN NaN NaN NaN NaN 0.0 -1.1 NaN NaN WHEAT 0.4 0.2 0.1 0.0 0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.5 0.0 -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 12.2 12.3 9.6 11.7 -2.6 5.9 7.5 3.5 14.6 3.7 15.4 12.1 11.7 14.5 16.1 1.0 -0.5 0.6 0.1 20.0 14.2 15.9 8.0 20.0 13.2 20.0 7.3 13.5 17.1 6.7 20.0 6.0 18.1 20.0 14.1 16.5 -0.3 20.0 3.9 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 -2.0 -0.0 -20.0 -17.3 BOBL 8.5 5.3 -7.9 -7.2 16.4 -8.1 8.1 -6.9 -0.7 17.5 -10.5 16.3 -6.2 15.1 -8.4 -20.0 -2.5 -16.3 -7.0 -1.4 -7.2 9.9 -8.0 6.1 3.4 -4.2 17.0 -11.7 13.1 -10.8 6.8 -13.3 12.3 11.7 10.6 -6.5 5.4 20.0 20.0 20.0 BTP 2.4 4.7 -2.8 -8.9 20.0 -10.0 10.0 -8.5 -0.9 16.6 17.1 15.4 20.0 20.0 13.8 17.0 11.1 14.9 12.8 7.9 8.8 7.1 12.7 7.9 -20.0 10.8 15.4 11.0 10.9 15.3 11.3 13.3 -3.4 11.9 19.9 17.0 2.3 20.0 14.9 20.0 BUND 4.6 2.5 -6.1 -8.1 18.3 -9.0 9.1 -7.7 -0.8 17.8 -11.9 9.9 -13.9 12.5 -10.9 20.0 8.0 15.9 11.3 -4.0 -8.8 6.6 -10.9 2.5 0.0 -6.0 15.1 -12.1 9.5 -11.9 3.5 9.0 3.4 6.9 8.6 -5.0 1.0 20.0 12.5 20.0 BUXL -0.9 0.4 -5.7 -7.4 16.9 -8.3 8.3 -7.1 -0.8 -2.9 -19.0 -12.4 -20.0 -10.4 -17.8 5.2 3.7 4.9 4.4 -11.4 -16.3 -5.6 -20.0 -7.3 3.2 -14.0 -5.5 -19.4 -8.5 -20.0 -9.5 -0.2 -18.5 -7.1 0.7 -8.4 -6.4 20.0 4.1 11.0 CAC -11.9 -1.3 2.3 10.1 20.0 11.8 12.6 12.5 9.3 20.0 15.2 7.0 19.5 1.3 6.0 -5.7 -3.1 -5.4 -4.3 6.4 10.1 18.5 12.1 7.8 7.5 3.0 20.0 5.1 17.7 4.5 5.6 3.6 12.3 -16.8 -10.9 -8.6 17.4 20.0 11.9 20.0 CAD 11.4 6.2 9.7 12.6 7.8 6.5 10.8 3.8 15.7 -0.5 0.1 5.7 0.9 6.1 8.7 -6.6 -7.5 -7.4 -7.6 8.2 3.9 8.6 -0.3 9.9 19.2 9.7 11.5 4.6 10.6 0.4 12.4 -6.6 9.8 -2.1 -7.1 3.7 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 12.5 -3.0 0.4 4.8 -16.2 7.8 -20.0 8.9 15.7 -9.8 17.9 -4.3 17.2 8.7 -17.7 -14.6 -18.1 -17.1 9.2 -3.1 20.0 -6.4 19.8 12.9 10.0 20.0 -3.4 20.0 -7.9 20.0 -15.1 17.3 20.0 12.9 6.6 11.6 20.0 17.9 20.0 CHF 20.0 6.1 -7.0 6.2 3.8 3.2 5.3 1.9 7.7 0.3 0.8 3.7 6.2 3.5 2.4 -12.8 -16.1 -15.2 -15.6 5.0 2.9 6.2 2.8 6.8 -0.9 5.5 6.1 3.4 6.4 3.1 7.3 -20.0 6.5 5.8 2.5 0.5 -10.3 -20.0 -8.5 -20.0 COCOA -20.0 -14.2 -20.0 0.2 1.8 -6.0 2.9 -9.9 3.3 -4.8 -6.6 -6.4 -4.7 -6.7 -6.5 -4.5 4.5 -3.6 -1.0 -12.7 -11.0 -7.9 -6.7 -12.1 -20.0 -7.2 -3.9 -7.0 -4.3 -3.4 -6.2 15.1 -7.0 -18.0 -11.5 -8.1 0.2 0.6 5.8 5.7 COFFEE -20.0 -20.0 -12.2 0.4 4.6 -15.5 7.5 -20.0 8.5 -14.8 5.2 -17.0 10.3 -16.4 -15.2 20.0 19.7 20.0 20.0 -19.6 -5.1 -20.0 9.6 -20.0 -20.0 -15.8 -20.0 -3.0 -20.0 12.6 -20.0 20.0 -20.0 -20.0 -20.0 -12.5 20.0 17.0 20.0 20.0 COPPER -15.6 -0.6 9.3 3.1 -3.3 5.3 -3.1 5.8 -0.0 -3.9 5.3 -3.6 4.0 2.7 5.2 -6.4 -6.3 -6.7 -6.6 5.4 5.9 -1.5 4.5 2.2 -1.4 3.2 -1.8 4.1 -0.4 4.6 1.5 -1.5 15.9 0.6 -3.2 -1.4 20.0 20.0 20.0 20.0 CORN 4.3 -4.2 4.5 0.5 5.7 -19.4 9.3 -20.0 10.6 -0.4 -2.2 10.4 -10.7 1.1 -5.4 -20.0 -20.0 -20.0 -20.0 -3.7 -5.0 4.3 -9.4 0.4 10.5 -5.1 1.1 -4.9 4.2 -7.3 -0.5 -20.0 1.5 -13.3 -13.3 5.0 1.8 -7.6 8.6 -0.8 COTTON2 -11.1 3.6 -1.8 0.6 6.4 -20.0 10.4 -20.0 11.9 -17.0 -20.0 -20.0 -20.0 -19.8 -20.0 -20.0 -18.4 -20.0 -20.0 -15.6 -16.8 -20.0 -20.0 -20.0 -9.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.9 -9.4 -13.4 -13.6 -11.7 -7.3 CRUDE_W 14.0 13.7 3.7 13.5 8.2 6.8 13.2 3.0 17.5 12.3 -7.5 13.6 -11.3 15.2 9.6 2.9 3.9 1.6 2.2 7.1 -0.3 10.9 -5.4 11.9 7.0 7.0 7.8 -0.7 8.3 -6.3 10.5 -0.8 -2.3 -14.1 -6.9 -12.7 10.0 20.0 7.6 12.6 DAX -20.0 7.9 -3.2 8.0 17.6 9.3 9.9 9.9 7.4 11.4 10.2 -3.8 16.1 0.7 8.8 -9.3 -7.4 -8.7 -7.7 5.8 8.6 0.7 12.9 0.0 -12.7 3.5 9.3 5.4 -1.9 7.5 -2.3 -3.0 -20.0 -20.0 -1.2 -3.8 11.8 20.0 7.1 20.0 DOW -10.8 -3.7 0.5 6.7 14.8 7.8 8.4 8.3 6.2 11.9 15.0 9.2 15.2 9.9 13.4 -7.2 -8.1 -7.5 -7.6 9.7 12.9 10.9 13.8 7.7 -10.1 6.1 15.0 8.4 8.6 9.3 5.2 -3.7 0.0 -1.7 -1.7 5.0 -1.5 -20.0 -6.4 -20.0 DX -15.7 -6.3 5.1 8.7 5.4 4.5 7.5 2.6 10.8 1.3 -0.1 -3.7 -9.0 -4.3 -4.5 4.8 6.0 5.5 5.8 -5.4 -3.1 -4.5 -3.8 -6.8 -20.0 -7.8 -5.8 -4.4 -5.9 -3.2 -9.0 16.5 -11.4 -20.0 -20.0 -9.0 4.0 20.0 10.2 20.0 EUR 13.0 0.3 -7.6 9.7 6.0 5.0 8.4 2.9 12.1 -2.9 2.4 1.6 11.1 2.1 3.6 -6.8 -8.0 -7.8 -7.9 5.0 4.1 4.6 5.8 5.8 6.5 8.0 7.9 5.9 7.0 5.7 9.0 -7.2 -0.9 -1.6 -3.7 2.1 -8.6 -20.0 -4.8 -20.0 EURIBOR-ICE 9.8 7.0 -11.9 -5.3 12.1 -6.0 6.0 -5.1 -0.5 12.8 -6.0 11.4 3.0 10.6 -4.4 13.5 11.9 13.4 13.1 1.1 -3.1 11.3 -0.7 7.4 -1.2 -1.6 17.5 -6.7 13.2 -4.1 7.3 14.7 17.9 10.9 9.5 -5.4 13.3 20.0 20.0 20.0 EUROSTX -16.3 5.6 6.3 8.9 19.7 10.4 11.1 11.1 8.2 15.5 19.0 6.9 20.0 13.2 16.3 8.9 1.0 5.8 2.8 16.7 20.0 10.3 20.0 10.6 -7.9 13.9 16.7 16.2 8.5 13.7 8.3 12.6 -3.8 -2.1 8.4 11.4 13.9 20.0 6.9 20.0 FEEDCOW 2.3 20.0 11.2 0.4 4.5 -15.1 7.3 -20.0 8.3 2.8 12.0 8.5 13.6 15.4 13.6 15.1 9.9 13.2 12.7 20.0 20.0 8.0 20.0 18.1 -20.0 9.4 0.2 11.3 3.6 18.8 7.8 20.0 2.7 5.5 19.7 -4.1 20.0 20.0 20.0 20.0 GASOIL 18.5 7.9 -1.1 12.4 7.5 6.2 12.1 2.8 16.1 3.1 6.2 10.6 7.7 12.7 5.1 20.0 16.2 19.1 18.0 10.2 6.0 11.1 4.5 14.3 -2.4 16.2 8.1 12.2 11.9 8.8 17.3 20.0 -4.2 0.1 2.1 5.5 -0.3 20.0 -8.6 7.2 GASOLINE 15.5 10.6 0.1 14.3 8.6 7.2 14.0 3.2 18.5 16.3 3.3 17.0 1.5 17.5 11.2 -20.0 -20.0 -20.0 -20.0 10.0 3.5 16.3 0.4 15.9 -16.9 10.3 13.7 2.9 13.3 -1.0 14.5 -20.0 8.9 -11.3 -3.7 -6.2 8.6 20.0 2.4 20.0 GAS_US_mini 20.0 1.5 9.6 6.1 3.7 3.1 6.0 1.4 8.0 -7.0 -2.5 -1.3 -5.1 -0.6 -1.1 20.0 -6.7 20.0 20.0 0.7 -0.4 -2.3 -1.2 0.8 13.7 -0.9 -4.0 -1.2 -1.9 -1.1 -0.5 -6.7 -18.0 -11.2 -17.0 -5.3 6.2 -12.0 1.2 -20.0 GBP 7.4 9.9 0.8 12.5 7.8 6.4 10.8 3.8 15.6 -2.7 7.0 3.1 12.6 6.0 12.2 0.2 0.1 0.3 0.2 11.1 7.7 3.9 6.7 10.1 0.4 14.1 2.7 10.3 5.5 8.3 12.7 6.6 -7.0 -7.9 3.5 4.5 -4.6 -7.1 -0.2 -9.4 GOLD_micro -17.2 -20.0 -11.2 3.0 -3.1 5.0 -3.0 5.6 -0.0 -2.2 6.6 -0.8 7.2 2.5 5.2 -6.0 -9.8 -7.5 -8.4 7.2 7.2 0.6 6.6 5.0 -19.5 7.5 -0.8 8.4 1.8 8.6 5.6 -6.1 16.7 20.0 16.7 14.1 15.6 6.1 -8.9 -16.4 HEATOIL 20.0 7.3 -2.4 10.3 6.2 5.2 10.1 2.3 13.4 0.2 2.6 7.5 4.6 9.7 2.4 20.0 15.3 20.0 19.5 8.0 4.3 7.6 3.2 11.1 -14.9 6.8 1.1 4.2 4.4 3.4 8.0 20.0 -3.4 -3.7 -5.8 1.0 7.6 13.5 -4.4 -11.0 JGB-SGX-mini 12.6 -2.8 -12.2 -3.1 7.1 -3.5 3.5 -3.0 -0.3 -4.3 -9.5 -4.6 -9.5 -7.3 -8.8 -20.0 10.2 -3.9 5.3 -12.4 -14.3 -3.6 -13.2 -7.3 -0.6 -12.9 -3.5 -14.3 -3.4 -12.4 -7.4 7.4 -7.1 -9.2 -20.0 -20.0 -6.9 -20.0 1.8 -20.0 JPY 18.8 10.0 -4.9 7.5 4.7 3.9 6.5 2.3 9.4 -6.1 -9.8 -2.8 -10.0 -1.8 -6.1 -8.1 -10.4 -9.0 -9.5 -3.6 -8.2 -2.3 -9.6 -0.6 20.0 -2.1 -0.8 -6.9 -0.5 -8.1 1.3 -10.5 -11.6 -12.5 -13.4 -16.4 -6.8 -14.7 -2.4 -17.8 LEANHOG 13.4 20.0 4.2 0.6 6.7 -20.0 10.8 -20.0 12.3 6.2 17.0 20.0 18.1 20.0 20.0 -20.0 -0.4 -20.0 -19.9 20.0 20.0 18.8 15.8 20.0 -4.8 20.0 0.4 20.0 19.0 15.7 20.0 0.9 2.2 20.0 20.0 20.0 -6.4 11.9 -0.3 20.0 LIVECOW -0.8 14.7 3.0 0.4 4.8 -16.2 7.8 -20.0 8.9 -3.8 8.8 3.4 12.9 12.8 10.7 -5.9 4.3 -5.0 -1.4 13.7 13.5 3.2 18.5 10.6 -20.0 2.4 -3.9 3.3 -0.2 10.9 2.8 15.2 -3.4 -3.1 6.1 -11.8 20.0 20.0 20.0 20.0 LUMBER-new 8.3 17.6 -10.4 0.4 4.8 -16.4 7.9 -20.0 9.0 1.8 -15.4 -2.9 -15.7 4.6 -9.9 -20.0 -20.0 -20.0 -20.0 -3.8 -16.0 -2.0 -20.0 1.0 NaN -4.9 3.8 -15.0 -2.4 -17.1 -0.4 -20.0 -10.0 8.5 -2.1 -20.0 0.8 20.0 4.6 20.0 MXP -0.2 0.2 2.8 14.5 9.0 7.4 12.5 4.4 18.0 10.0 20.0 14.6 20.0 16.8 20.0 10.5 12.9 12.2 12.5 20.0 20.0 14.6 20.0 20.0 -20.0 20.0 12.0 20.0 15.4 20.0 20.0 20.0 4.9 20.0 18.8 20.0 12.5 10.0 20.0 13.5 NASDAQ_micro -10.7 -10.1 -7.7 6.5 14.4 7.6 8.1 8.1 6.0 -2.4 9.5 -4.3 13.5 -1.2 1.3 -8.0 -8.6 -8.2 -8.3 -0.7 6.9 -10.3 13.7 -6.5 -20.0 -1.9 -4.6 3.4 -9.6 8.6 -6.2 -4.8 -20.0 -20.0 -17.2 -9.2 5.8 -20.0 6.2 -20.0 NIKKEI -8.8 -13.7 -6.9 4.5 10.0 5.3 5.6 5.6 4.2 7.7 10.4 8.4 10.2 9.5 9.8 10.1 8.0 9.0 7.8 9.2 10.5 13.4 10.7 9.9 -12.4 6.6 14.0 8.5 9.6 9.0 6.8 20.0 20.0 20.0 8.4 12.5 -8.8 1.2 -13.6 6.1 NZD 20.0 17.6 10.4 9.4 5.8 4.8 8.1 2.8 11.7 4.8 1.4 9.5 -2.4 10.1 9.9 -3.6 -3.5 -3.9 -3.9 11.5 4.2 11.2 -1.1 14.7 12.4 11.6 8.2 3.7 11.6 -1.7 15.4 0.0 5.1 11.1 2.2 1.3 -1.3 20.0 6.9 20.0 OAT 10.5 7.9 2.2 -7.8 17.7 -8.7 8.8 -7.4 -0.8 4.1 7.5 13.3 -2.1 17.4 8.1 12.6 12.7 13.8 14.3 8.7 3.4 9.2 -1.7 11.8 -0.3 11.4 8.5 5.1 11.7 0.5 14.9 16.5 -4.4 20.0 20.0 14.5 0.4 20.0 13.1 20.0 OATIES 6.3 5.6 -3.3 0.3 3.8 -12.7 6.1 -20.0 7.0 -8.8 -10.9 3.7 -11.2 6.0 -2.5 -11.4 -12.1 -15.0 -15.4 -4.3 -9.7 -0.2 -11.6 0.1 -3.0 -4.4 -7.2 -11.2 0.4 -13.4 1.2 -11.9 -0.4 -4.5 -1.1 -7.2 -8.0 -17.5 -4.4 -20.0 OJ -14.2 20.0 9.4 0.2 1.8 -6.1 3.0 -10.2 3.4 -5.2 -3.7 -5.5 -5.9 -1.4 0.7 1.2 2.4 0.5 0.2 -1.3 -2.6 -11.7 -5.3 -5.7 -20.0 1.6 -7.0 0.0 -7.9 -2.7 -2.4 13.9 -20.0 -11.3 12.8 1.8 -20.0 -19.3 -12.5 -20.0 PALLAD -13.9 -8.1 -0.5 2.8 -2.9 4.7 -2.8 5.2 -0.0 -4.9 4.4 -4.9 4.5 -0.7 2.4 -2.6 -3.0 -2.9 -3.0 2.8 4.7 -5.7 4.2 -1.5 10.2 0.5 -4.4 3.9 -4.8 5.5 -2.8 4.4 -2.9 -7.7 -6.3 -3.8 9.6 -1.5 -5.8 -9.3 PLAT -20.0 -12.9 -11.1 2.6 -2.8 4.4 -2.6 4.9 -0.0 -4.6 4.5 -4.7 5.2 0.0 2.8 -1.7 -3.5 -2.8 -3.2 3.7 5.3 -7.4 4.6 -1.5 -0.7 2.9 -5.3 5.8 -5.4 6.5 -1.8 3.8 -12.6 -9.2 6.2 2.4 20.0 9.4 -0.6 -5.7 REDWHEAT 5.9 8.2 8.7 0.5 5.6 -18.9 9.1 -20.0 10.3 -15.6 -12.3 2.8 -18.7 10.1 4.1 -14.9 -16.2 -15.6 -16.2 2.6 -3.9 -0.3 -13.9 3.9 7.7 6.7 -7.7 1.1 0.7 -7.7 6.9 -16.1 -5.1 0.9 3.9 17.4 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 6.1 0.2 2.8 -9.5 4.6 -15.8 5.2 6.7 -7.5 9.8 -10.0 10.6 5.2 -19.9 -14.5 -20.0 -19.5 5.2 -8.5 10.5 -18.5 12.2 1.3 8.2 6.3 -6.2 10.7 -18.4 13.7 -18.0 9.0 15.5 14.9 -0.8 -14.5 -16.5 -8.1 -16.8 ROBUSTA 6.0 -1.0 -8.7 0.3 3.1 -10.4 5.0 -17.2 5.7 -8.2 1.8 -8.4 -2.1 -2.8 -4.6 20.0 15.7 20.0 17.0 -4.9 -4.0 -12.7 -1.7 -7.3 -20.0 -3.6 -8.9 -3.0 -10.3 -1.1 -5.6 20.0 -20.0 -8.2 -10.1 -4.4 1.1 6.9 10.7 15.4 RUSSELL -11.6 2.9 4.3 7.8 17.1 9.0 9.6 9.6 7.1 12.8 16.0 0.7 16.3 7.8 13.5 -5.1 -5.3 -5.0 -5.0 12.7 15.7 4.7 14.7 6.9 8.1 8.7 11.0 11.0 2.7 10.4 4.2 1.0 -16.9 4.3 2.1 1.5 -6.0 -20.0 -17.8 -20.0 SHATZ 10.5 8.4 -7.5 -6.2 14.2 -7.0 7.0 -6.0 -0.6 14.0 -12.1 12.4 -11.4 12.6 -6.7 7.8 -13.0 -2.6 -8.1 -1.9 -9.2 7.4 -10.4 4.8 11.3 -5.3 12.1 -13.9 9.6 -13.5 5.0 -20.0 9.0 9.9 9.2 -8.0 14.6 20.0 20.0 20.0 SILVER-mini 20.0 7.5 9.8 7.2 6.0 8.1 7.4 8.0 7.1 7.2 8.3 8.1 8.0 8.3 8.4 -3.3 -5.8 -4.3 -5.1 20.0 17.2 20.0 11.0 20.0 -7.4 16.7 16.9 16.6 17.6 14.3 16.3 0.1 20.0 20.0 20.0 20.0 6.2 19.8 -18.2 -6.2 SMI -20.0 -1.1 15.7 6.8 15.0 7.9 8.5 8.4 6.3 12.8 14.5 11.5 13.8 10.1 13.1 12.5 6.8 11.4 8.9 13.8 16.7 13.6 14.5 10.6 8.7 15.0 11.7 17.4 11.4 13.4 9.9 20.0 12.8 -2.5 12.5 19.0 -6.9 20.0 -7.9 20.0 SOFR 4.2 -7.7 -12.3 -7.7 17.4 -8.6 8.6 -7.3 -0.8 11.5 -7.5 8.8 12.8 -2.0 -16.0 8.6 6.7 8.3 7.8 -7.4 -5.2 11.0 3.0 0.4 -20.0 -3.5 20.0 -2.8 15.1 3.1 4.7 5.4 19.8 9.7 -0.5 -1.1 -13.2 -13.7 -12.8 -20.0 SOYBEAN 13.6 -5.3 1.3 0.5 6.0 -20.0 9.8 -20.0 11.2 16.5 3.4 19.3 4.7 10.0 -6.2 -5.0 -5.5 -4.9 -5.2 1.3 0.2 15.8 -1.7 9.2 -6.4 5.0 20.0 4.9 20.0 3.5 14.2 2.6 15.9 13.4 -9.5 15.9 -20.0 -11.5 -20.0 -8.2 SOYMEAL 3.9 -11.1 2.4 -0.0 4.4 -14.5 7.0 -20.0 7.7 13.6 -7.3 6.4 -10.6 -3.5 -9.9 -11.1 -14.1 -11.9 -13.5 -6.3 -5.2 9.3 -6.9 -1.0 -13.7 -1.1 20.0 2.2 10.6 -0.6 1.2 -12.3 8.3 -9.9 -12.3 20.0 -20.0 -19.4 -14.3 -18.5 SOYOIL 20.0 17.4 -0.1 0.5 5.5 -18.6 8.9 -20.0 10.2 17.9 1.5 20.0 8.9 20.0 16.7 -8.4 -6.3 -8.6 -7.8 20.0 9.2 20.0 6.2 20.0 -17.9 16.8 20.0 5.7 20.0 2.2 20.0 0.1 20.0 20.0 20.0 12.1 -10.9 -20.0 -11.7 -20.0 SP400 -5.3 9.3 7.5 7.9 17.3 9.2 9.8 9.7 7.2 15.2 16.7 10.8 13.8 13.7 16.3 -7.1 -6.3 -6.7 -6.3 15.7 14.5 19.8 11.1 15.0 3.5 9.6 20.0 7.7 17.1 5.0 10.9 -1.0 13.5 15.9 5.5 1.5 -2.9 -20.0 -9.4 -20.0 SP500_micro -11.3 -6.9 -3.7 8.5 18.8 9.9 10.6 10.6 7.8 10.3 18.7 6.1 20.0 8.9 14.7 -9.2 -9.5 -9.2 -9.2 5.6 13.5 0.0 20.0 0.6 -19.3 1.0 5.8 5.7 -2.1 10.3 -1.9 -6.2 -20.0 -16.8 -14.1 -8.9 9.2 -20.0 11.2 -20.0 SUGAR11 -5.3 5.1 3.0 0.3 3.7 -12.4 5.9 -20.0 6.8 -6.9 -11.6 -9.4 -13.4 -10.0 -9.5 20.0 12.9 18.4 14.4 -6.9 -10.1 -8.2 -14.2 -7.5 -20.0 -2.0 -5.5 -5.7 -7.4 -10.2 -4.1 20.0 -17.6 -14.5 -1.9 -3.4 -0.3 -17.3 4.8 -10.7 US10 -1.6 -8.8 -7.2 -7.2 16.4 -8.1 8.1 -6.9 -0.7 11.2 2.0 3.2 9.0 -5.7 -14.2 4.0 1.2 3.3 2.6 -6.7 -3.0 6.7 2.4 -2.4 -10.9 -5.8 17.7 -1.5 9.8 4.5 -1.0 -3.7 5.4 -4.3 -3.7 1.3 -16.9 -20.0 -14.9 -20.0 US10U -3.9 -8.9 -5.9 -8.9 20.0 -10.0 10.0 -8.5 -0.9 20.0 4.8 -1.6 8.9 -9.7 -18.8 3.9 0.6 3.2 2.1 -8.6 -2.7 4.9 2.9 -5.2 -16.0 -5.6 20.0 2.5 8.3 9.8 -3.4 -4.8 -4.1 -7.6 -0.3 6.1 -14.8 -7.7 -15.3 -20.0 US2 1.2 -5.6 -6.4 -7.3 16.6 -8.2 8.2 -7.0 -0.7 16.9 -6.0 11.5 -0.8 -3.7 -13.5 -8.0 -13.1 -9.1 -10.5 -6.2 -5.3 11.7 -2.2 0.7 15.3 -7.0 20.0 -5.7 15.9 -0.0 2.0 -20.0 20.0 -0.1 -3.3 -3.1 -18.4 -20.0 -20.0 -20.0 US20 -2.3 -4.1 -4.8 -6.4 14.6 -7.2 7.2 -6.1 -0.7 13.0 2.6 0.3 -0.0 -2.5 -12.1 5.8 3.9 5.3 4.8 -3.8 -1.5 2.6 -0.1 -2.0 -10.6 0.1 12.6 3.6 4.3 5.5 -0.0 0.4 -9.6 -2.1 6.8 5.8 -9.6 14.7 -3.3 -20.0 US30 -0.6 -4.2 -5.3 -7.2 16.5 -8.1 8.2 -6.9 -0.7 9.0 -3.9 -3.2 -8.3 -6.1 -16.8 3.1 -0.6 2.2 0.9 -6.1 -4.7 0.4 -4.5 -3.8 -5.9 -2.4 10.8 0.6 1.5 1.6 -2.2 -6.9 -16.0 -1.6 4.5 4.3 -9.6 10.7 -0.8 -16.5 US5 -0.8 -8.0 -7.1 -7.9 17.9 -8.9 8.9 -7.5 -0.8 19.4 -1.3 7.4 9.7 -7.3 -15.9 1.7 -1.8 0.8 -0.2 -7.4 -4.1 10.4 2.0 -1.2 -7.6 -6.2 20.0 -2.6 14.9 4.7 0.9 -8.7 13.8 -2.1 -2.0 1.3 -18.6 -20.0 -20.0 -20.0 VIX 15.9 2.6 -6.9 -5.7 -5.6 -8.6 1.2 -6.2 -0.3 -10.5 -20.0 -4.0 -18.8 -5.9 -18.4 -20.0 -20.0 -20.0 -20.0 -8.1 -12.1 0.0 -10.3 -1.5 NaN -6.5 -6.1 -9.8 1.3 -7.2 -0.4 NaN NaN NaN NaN NaN 0.5 -20.0 NaN NaN WHEAT 11.1 7.6 2.2 0.5 6.1 -20.0 9.9 -20.0 11.3 -12.7 -18.4 3.3 -20.0 8.4 -6.2 -19.3 -18.7 -19.1 -18.6 0.3 -8.6 2.7 -18.1 5.3 11.8 7.1 -3.5 -1.4 5.4 -9.5 11.2 -19.9 -4.8 11.3 3.2 12.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3