******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260210_204019 produced at 2026-02-10 21:36:30.642894 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 SOFR False True 0.10 0.00 -0.84 0.0 0.00 0.00 0.00 0.00 -8.17 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.80 0.0 0.00 0.00 0.00 0.00 -21.95 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 -23.40 999999999.0 -28 -28 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -39.85 59.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.50 13.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.14 -0.07 0.0 1.17 -1.17 -0.14 -0.14 -1.59 25.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.07 0.0 0.14 -0.14 -0.07 -0.07 -5.37 11.0 -5 -5 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.05 0.0 0.82 -0.82 -0.05 -0.05 -0.94 17.0 -1 -1 caleb_strategy_v3 DX False False 0.04 -0.04 -0.04 0.0 999.00 -999.00 -0.04 -0.04 -0.93 999999999.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 0.00 -0.04 0.0 0.64 -0.64 0.00 0.00 -0.78 13.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.26 -0.04 0.0 0.50 -0.50 -0.26 -0.24 -2.00 23.0 -12 -11 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -3.89 18.0 -8 -8 caleb_strategy_v3 SP500_micro False False 0.01 -0.12 -0.03 0.0 0.72 -0.72 -0.12 -0.16 -1.80 48.0 -8 -11 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.25 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 -3.69 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.12 -0.12 0.00 0.00 -2.86 12.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.38 9.0 -3 -3 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -1.90 4.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -1.23 9.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.00 -0.02 0.0 0.59 -0.59 0.00 0.00 -0.45 17.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.02 0.0 0.91 -0.91 0.00 0.00 -0.32 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.09 -0.01 0.0 1.22 -1.22 -0.09 -0.04 -0.26 56.0 -4 -2 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.43 -0.43 -0.02 -0.02 -0.82 26.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.32 23.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.01 0.0 0.22 -0.22 -0.11 -0.11 -0.26 4.0 -2 -2 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -0.79 3.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.15 6.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.31 -0.31 -0.15 -0.15 -0.21 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.11 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 -1.04 8.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.06 0.00 0.0 0.15 -0.15 -0.06 -0.01 0.11 10.0 -4 -1 caleb_strategy_v3 PLAT False False 0.05 0.00 -0.00 0.0 0.45 -0.45 0.00 -0.05 -0.00 10.0 0 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 1.29 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 0.01 999999999.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.03 7.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.17 0.00 0.0 0.71 -0.71 -0.17 -0.05 0.40 66.0 -16 -5 caleb_strategy_v3 DAX False False 0.01 0.00 0.01 0.0 0.74 -0.74 0.00 0.00 1.13 58.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 0.01 0.0 0.89 -0.89 0.00 0.06 0.11 14.0 0 1 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.13 -0.13 0.04 0.04 0.51 3.0 1 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.03 0.0 1.13 -1.13 0.00 0.00 0.53 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.69 -0.69 0.00 0.00 0.62 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.03 0.0 0.39 -0.39 0.00 0.00 4.39 68.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.12 0.25 0.03 0.0 999.00 -999.00 0.25 0.25 0.26 999999999.0 2 2 caleb_strategy_v3 BUND False False 0.07 0.20 0.03 0.0 0.65 -0.65 0.20 0.20 0.48 10.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.00 0.04 0.0 0.80 -0.80 0.00 0.00 1.22 22.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.04 0.0 0.22 -0.22 0.06 0.05 9.49 51.0 14 12 caleb_strategy_v3 CAD False False 0.03 0.00 0.04 0.0 0.92 -0.92 0.00 0.00 1.33 29.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.31 0.05 0.0 0.31 -0.31 0.31 0.31 0.34 2.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.13 0.85 999999999.0 1 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.06 0.0 0.12 -0.12 0.00 0.00 1.98 4.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.08 0.0 0.21 -0.21 0.08 0.07 4.84 13.0 5 4 caleb_strategy_v3 NZD False False 0.03 0.03 0.08 0.0 0.54 -0.54 0.03 0.00 3.15 21.0 1 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.08 0.0 0.62 -0.62 0.00 0.00 0.97 8.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.10 0.08 0.0 0.58 -0.58 0.10 0.08 5.09 36.0 6 5 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.08 0.0 0.13 -0.13 0.08 0.05 3.02 5.0 3 2 caleb_strategy_v3 EUROSTX False False 0.03 0.22 0.11 0.0 0.62 -0.62 0.22 0.22 3.59 20.0 7 7 caleb_strategy_v3 CAC False True 0.04 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.57 12.0 0 0 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 0.05 0.00 0.14 0.0 0.00 0.00 0.00 0.00 2.56 24.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.15 0.0 0.00 0.00 0.00 0.00 2.04 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.23 0.0 0.62 -0.62 0.00 0.00 3.77 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.25 0.30 0.0 0.62 -0.62 0.25 0.25 4.85 10.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.42 0.63 0.0 0.74 -0.74 0.42 0.42 50.85 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.85 0.0 1.24 -1.24 0.00 0.00 14.89 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.8 Shocked risk 53.1 Sum abs risk 58.6 Leverage 7.24 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2338572.08, 'annual_cash_vol_target': 584643.02, 'daily_cash_vol_target': 36540.18875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.7093 0.6839 10.9429 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1571 116.7800 0.1345 2.1519 BTP 0.3586 121.5800 0.2950 4.7194 BUND 0.3262 128.5800 0.2537 4.0588 BUXL 0.7793 110.1200 0.7077 11.3234 CAC 53.0997 8349.0000 0.6360 10.1760 CAD 0.0033 0.7393 0.4432 7.0920 CANOLA 5.8353 677.0000 0.8619 13.7910 CHF 0.0080 1.3074 0.6130 9.8087 COCOA 146.2392 3870.0000 3.7788 60.4606 COFFEE 5.4547 290.4500 1.8780 30.0482 COPPER 0.1179 5.9615 1.9781 31.6490 CORN 3.9452 458.2500 0.8609 13.7748 COTTON2 0.6631 61.5900 1.0766 17.2251 CRUDE_W 0.9842 61.9200 1.5894 25.4310 DAX 183.3272 25086.0000 0.7308 11.6927 DOW 359.3689 50341.0000 0.7139 11.4219 DX 0.4219 96.7150 0.4363 6.9803 EUR 0.0059 1.1921 0.4914 7.8620 EURIBOR-ICE 0.0310 97.7150 0.0317 0.5077 EUROSTX 45.7865 6063.0000 0.7552 12.0829 FEEDCOW 2.9750 361.4250 0.8231 13.1702 GASOIL 10.5388 672.7500 1.5665 25.0644 GASOLINE 0.0353 2.1842 1.6155 25.8480 GAS_US_mini 0.2380 3.1250 7.6148 121.8375 GBP 0.0073 1.3655 0.5356 8.5695 GOLD_micro 111.8408 5081.7000 2.2009 35.2137 HEATOIL 0.0444 2.3368 1.8998 30.3975 JGB-SGX-mini 0.2756 131.8300 0.2090 3.3447 JPY 0.0000 0.0065 0.6970 11.1522 LEANHOG 1.0888 95.5750 1.1392 18.2269 LIVECOW 1.9002 237.4500 0.8003 12.8042 LUMBER-new 7.1692 602.0000 1.1909 19.0544 MXP 0.0004 0.0580 0.6684 10.6948 NASDAQ_micro 219.0468 25290.2500 0.8661 13.8581 NIKKEI 881.5564 58055.0000 1.5185 24.2958 NZD 0.0041 0.6058 0.6703 10.7248 OAT 0.3238 122.2300 0.2649 4.2386 OATIES 5.1921 307.2500 1.6899 27.0380 OJ 7.7928 174.8000 4.4581 71.3302 PALLAD 76.5824 1751.5000 4.3724 69.9582 PLAT 103.1213 2122.1000 4.8594 77.7504 REDWHEAT 7.9611 545.5000 1.4594 23.3506 RICE 0.1354 11.2250 1.2060 19.2966 ROBUSTA 69.8782 3755.0000 1.8609 29.7750 RUSSELL 28.4864 2696.7000 1.0563 16.9015 SHATZ 0.0470 106.9250 0.0440 0.7037 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 90.8755 13448.0000 0.6758 10.8121 SOFR 0.0504 96.6300 0.0521 0.8340 SOYBEAN 8.2254 1107.0000 0.7430 11.8885 SOYMEAL 3.8947 302.4000 1.2879 20.6071 SOYOIL 0.6767 57.7300 1.1722 18.7545 SP400 30.5472 3604.1000 0.8476 13.5611 SP500_micro 45.1104 6975.2500 0.6467 10.3475 SUGAR11 0.2274 13.7400 1.6548 26.4773 US10 0.3047 112.5469 0.2708 4.3321 US10U 0.3838 115.1094 0.3335 5.3354 US2 0.0672 104.3750 0.0644 1.0308 US20 0.5979 116.5000 0.5132 8.2113 US30 0.8590 119.1250 0.7211 11.5379 US5 0.1812 109.3359 0.1657 2.6518 VIX 0.5581 19.4500 2.8693 45.9083 WHEAT 6.6921 579.7500 1.1543 18.4688 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 709.25 0.68 485.08 1.00 485.08 36540.19 75.33 20.00 150.66 BITCOIN 82.98 2.35 195.18 1.00 195.18 36540.19 187.21 -19.63 -367.46 BOBL 1167.80 0.13 157.06 1.19 186.15 36540.19 196.30 2.67 52.41 BTP 1215.80 0.29 358.61 1.19 425.02 36540.19 85.97 12.85 110.48 BUND 1285.80 0.25 326.18 1.19 386.58 36540.19 94.52 5.02 47.43 BUXL 1101.20 0.71 779.34 1.19 923.66 36540.19 39.56 -6.39 -25.29 CAC 834.90 0.64 531.00 1.19 629.33 36540.19 58.06 12.96 75.27 CAD 739.30 0.44 327.69 1.00 327.69 36540.19 111.51 4.58 51.10 CANOLA 135.40 0.86 116.71 0.73 85.54 36540.19 427.16 9.12 389.48 CHF 1634.31 0.61 1001.91 1.00 1001.91 36540.19 36.47 -3.32 -12.13 COCOA 387.00 3.78 1462.39 1.00 1462.39 36540.19 24.99 -13.46 -33.64 COFFEE 1089.19 1.88 2045.51 1.00 2045.51 36540.19 17.86 -6.32 -11.29 COPPER 1490.38 1.98 2948.06 1.00 2948.06 36540.19 12.39 6.34 7.86 CORN 229.12 0.86 197.26 1.00 197.26 36540.19 185.24 -6.35 -117.57 COTTON2 307.95 1.08 331.53 1.00 331.53 36540.19 110.22 -20.00 -220.43 CRUDE_W 619.20 1.59 984.18 1.00 984.18 36540.19 37.13 7.51 27.87 DAX 250.86 0.73 183.33 1.19 217.28 36540.19 168.17 1.97 33.11 DOW 251.70 0.71 179.68 1.00 179.68 36540.19 203.36 0.85 17.24 DX 967.15 0.44 421.94 1.00 421.94 36540.19 86.60 -4.15 -35.90 EUR 1490.12 0.49 732.21 1.00 732.21 36540.19 49.90 0.82 4.07 EURIBOR-ICE 2442.88 0.03 77.51 1.19 91.86 36540.19 397.77 10.96 435.94 EUROSTX 606.30 0.76 457.86 1.19 542.65 36540.19 67.34 15.61 105.11 FEEDCOW 1807.12 0.82 1487.52 1.00 1487.52 36540.19 24.56 11.91 29.26 GASOIL 672.75 1.57 1053.88 1.00 1053.88 36540.19 34.67 13.18 45.69 GASOLINE 917.36 1.62 1482.00 1.00 1482.00 36540.19 24.66 0.07 0.18 GAS_US_mini 78.12 7.61 594.91 1.00 594.91 36540.19 61.42 1.94 11.92 GBP 853.44 0.54 457.09 1.00 457.09 36540.19 79.94 5.89 47.06 GOLD_micro 508.17 2.20 1118.41 1.00 1118.41 36540.19 32.67 -2.33 -7.62 HEATOIL 981.46 1.90 1864.61 1.00 1864.61 36540.19 19.60 5.99 11.74 JGB-SGX-mini 131830.00 0.21 27558.15 0.01 176.03 36540.19 207.58 -9.75 -202.42 JPY 812.25 0.70 566.15 1.00 566.15 36540.19 64.54 -2.68 -17.30 LEANHOG 382.30 1.14 435.51 1.00 435.51 36540.19 83.90 9.48 79.56 LIVECOW 949.80 0.80 760.09 1.00 760.09 36540.19 48.07 3.90 18.77 LUMBER-new 165.55 1.19 197.15 1.00 197.15 36540.19 185.34 -8.17 -151.36 MXP 290.15 0.67 193.94 1.00 193.94 36540.19 188.41 18.36 345.99 NASDAQ_micro 505.80 0.87 438.09 1.00 438.09 36540.19 83.41 -10.33 -86.14 NIKKEI 58055.00 1.52 88155.64 0.01 563.09 36540.19 64.89 7.24 46.96 NZD 605.75 0.67 406.03 1.00 406.03 36540.19 89.99 13.46 121.10 OAT 1222.30 0.26 323.80 1.19 383.76 36540.19 95.22 14.93 142.13 OATIES 153.62 1.69 259.61 1.00 259.61 36540.19 140.75 -12.40 -174.58 OJ 262.20 4.46 1168.92 1.00 1168.92 36540.19 31.26 -10.39 -32.48 PALLAD 1751.50 4.37 7658.24 1.00 7658.24 36540.19 4.77 1.19 0.57 PLAT 1061.05 4.86 5156.07 1.00 5156.07 36540.19 7.09 -0.13 -0.09 REDWHEAT 272.75 1.46 398.05 1.00 398.05 36540.19 91.80 -8.53 -78.34 RICE 224.50 1.21 270.76 1.00 270.76 36540.19 134.96 -5.77 -77.84 ROBUSTA 375.50 1.86 698.78 1.00 698.78 36540.19 52.29 -4.67 -24.44 RUSSELL 134.84 1.06 142.43 1.00 142.43 36540.19 256.54 5.15 132.16 SHATZ 1069.25 0.04 47.02 1.19 55.73 36540.19 655.64 3.85 252.32 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 36540.19 5.94 12.83 7.62 SMI 1344.80 0.68 908.75 1.29 1175.02 36540.19 31.10 19.17 59.61 SOFR 2415.75 0.05 125.91 1.00 125.91 36540.19 290.20 -4.63 -134.28 SOYBEAN 553.50 0.74 411.27 1.00 411.27 36540.19 88.85 -0.37 -3.25 SOYMEAL 302.40 1.29 389.47 1.00 389.47 36540.19 93.82 -14.03 -131.64 SOYOIL 346.38 1.17 406.01 1.00 406.01 36540.19 90.00 1.28 11.51 SP400 3604.10 0.85 3054.72 1.00 3054.72 36540.19 11.96 8.61 10.30 SP500_micro 348.76 0.65 225.55 1.00 225.55 36540.19 162.00 -4.77 -77.34 SUGAR11 153.89 1.65 254.66 1.00 254.66 36540.19 143.49 -11.12 -159.56 US10 1125.47 0.27 304.72 1.00 304.72 36540.19 119.91 -6.19 -74.17 US10U 1151.09 0.33 383.85 1.00 383.85 36540.19 95.19 -6.46 -61.46 US2 2087.50 0.06 134.48 1.00 134.48 36540.19 271.71 -4.35 -118.32 US20 1165.00 0.51 597.88 1.00 597.88 36540.19 61.12 -1.46 -8.91 US30 1191.25 0.72 859.03 1.00 859.03 36540.19 42.54 -3.81 -16.21 US5 1093.36 0.17 181.21 1.00 181.21 36540.19 201.64 -6.20 -124.95 VIX 194.50 2.87 558.07 1.00 558.07 36540.19 65.48 -14.46 -94.65 WHEAT 289.88 1.15 334.60 1.00 334.60 36540.19 109.20 -9.50 -103.79 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 150.656 0.010 2.5 3.914 BITCOIN -367.462 0.043 2.5 -39.847 BOBL 52.409 0.004 2.5 0.532 BTP 110.478 0.014 2.5 3.774 BUND 47.431 0.004 2.5 0.482 BUXL -25.287 0.004 2.5 -0.257 CAC 75.266 0.014 2.5 2.571 CAD 51.099 0.010 2.5 1.328 CANOLA 389.480 0.010 2.5 9.489 CHF -12.126 0.010 2.5 -0.315 COCOA -33.636 0.010 2.5 -0.819 COFFEE -11.289 0.005 2.5 -0.150 COPPER 7.858 0.043 2.5 0.852 CORN -117.571 0.010 2.5 -2.864 COTTON2 -220.434 0.010 2.5 -5.370 CRUDE_W 27.867 0.043 2.5 3.022 DAX 33.109 0.014 2.5 1.131 DOW 17.241 0.009 2.5 0.401 DX -35.905 0.010 2.5 -0.933 EUR 4.072 0.010 2.5 0.106 EURIBOR-ICE 435.942 0.014 2.5 14.890 EUROSTX 105.105 0.014 2.5 3.590 FEEDCOW 29.264 0.013 2.5 0.971 GASOIL 45.688 0.017 2.5 1.983 GASOLINE 0.180 0.017 2.5 0.008 GAS_US_mini 11.924 0.043 2.5 1.293 GBP 47.063 0.010 2.5 1.223 GOLD_micro -7.625 0.014 2.5 -0.260 HEATOIL 11.742 0.017 2.5 0.510 JGB-SGX-mini -202.416 0.043 2.5 -21.950 JPY -17.296 0.010 2.5 -0.449 LEANHOG 79.557 0.024 2.5 4.842 LIVECOW 18.767 0.013 2.5 0.623 LUMBER-new -151.355 0.010 2.5 -3.687 MXP 345.986 0.059 2.5 50.853 NASDAQ_micro -86.143 0.009 2.5 -2.005 NIKKEI 46.960 0.043 2.5 5.092 NZD 121.096 0.010 2.5 3.146 OAT 142.131 0.014 2.5 4.855 OATIES -174.579 0.010 2.5 -4.253 OJ -32.481 0.010 2.5 -0.791 PALLAD 0.567 0.014 2.5 0.019 PLAT -0.093 0.014 2.5 -0.003 REDWHEAT -78.342 0.005 2.5 -1.041 RICE -77.838 0.010 2.5 -1.896 ROBUSTA -24.444 0.005 2.5 -0.325 RUSSELL 132.160 0.013 2.5 4.386 SHATZ 252.317 0.004 2.5 2.562 SILVER-mini 7.619 0.014 2.5 0.260 SMI 59.612 0.014 2.5 2.036 SOFR -134.276 0.024 2.5 -8.172 SOYBEAN -3.247 0.004 2.5 -0.030 SOYMEAL -131.644 0.004 2.5 -1.226 SOYOIL 11.507 0.004 2.5 0.107 SP400 10.297 0.013 2.5 0.342 SP500_micro -77.336 0.009 2.5 -1.800 SUGAR11 -159.558 0.010 2.5 -3.887 US10 -74.168 0.005 2.5 -0.941 US10U -61.459 0.005 2.5 -0.780 US2 -118.324 0.005 2.5 -1.501 US20 -8.909 0.005 2.5 -0.113 US30 -16.212 0.005 2.5 -0.206 US5 -124.949 0.005 2.5 -1.586 VIX -94.648 0.099 2.5 -23.396 WHEAT -103.787 0.005 2.5 -1.379 ===================== Position diags ===================== AUD 1.96 BITCOIN 20.30 BOBL 1.99 BTP 2.94 BUND 0.96 BUXL 0.40 CAC 1.98 CAD 2.90 CANOLA 10.41 CHF 0.95 COCOA 0.61 COFFEE 0.24 COPPER 1.34 CORN 4.51 COTTON2 2.69 CRUDE_W 4.03 DAX 5.74 DOW 4.73 DX 2.25 EUR 1.30 EURIBOR-ICE 13.59 EUROSTX 2.30 FEEDCOW 0.82 GASOIL 1.51 GASOLINE 1.07 GAS_US_mini 6.66 GBP 2.08 GOLD_micro 1.12 HEATOIL 0.85 JGB-SGX-mini 22.51 JPY 1.68 LEANHOG 5.11 LIVECOW 1.60 LUMBER-new 4.52 MXP 27.69 NASDAQ_micro 1.94 NIKKEI 7.04 NZD 2.34 OAT 3.25 OATIES 3.43 OJ 0.76 PALLAD 0.16 PLAT 0.24 REDWHEAT 1.22 RICE 3.29 ROBUSTA 0.69 RUSSELL 8.51 SHATZ 6.66 SILVER-mini 0.20 SMI 1.06 SOFR 17.66 SOYBEAN 0.83 SOYMEAL 0.87 SOYOIL 0.84 SP400 0.40 SP500_micro 3.77 SUGAR11 3.50 US10 1.52 US10U 1.21 US2 3.45 US20 0.78 US30 0.54 US5 2.56 VIX 16.18 WHEAT 1.45 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 -39.8 -41.9 -37.8 0.0 0 BOBL 0.5 0.3 0.7 0.0 0 BTP 3.8 3.5 4.1 0.0 0 BUND 0.5 0.4 0.6 3.0 3 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC 2.6 2.4 2.8 0.0 0 CAD 1.3 1.0 1.6 0.0 0 CANOLA 9.5 8.4 10.5 14.0 14 CHF -0.3 -0.4 -0.2 0.0 0 COCOA -0.8 -0.9 -0.8 -1.0 -1 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER 0.9 0.7 1.0 1.0 1 CORN -2.9 -3.3 -2.4 0.0 0 COTTON2 -5.4 -5.6 -5.1 -5.0 -5 CRUDE_W 3.0 2.6 3.4 3.0 3 DAX 1.1 0.6 1.7 0.0 0 DOW 0.4 -0.1 0.9 -16.0 -16 DX -0.9 -1.2 -0.7 -1.0 -1 EUR 0.1 -0.0 0.2 0.0 0 EURIBOR-ICE 14.9 13.5 16.2 0.0 0 EUROSTX 3.6 3.4 3.8 7.0 7 FEEDCOW 1.0 0.9 1.1 0.0 0 GASOIL 2.0 1.8 2.1 0.0 0 GASOLINE 0.0 -0.1 0.1 0.0 0 GAS_US_mini 1.3 0.6 2.0 0.0 0 GBP 1.2 1.0 1.4 0.0 0 GOLD_micro -0.3 -0.4 -0.1 -4.0 -4 HEATOIL 0.5 0.4 0.6 1.0 1 JGB-SGX-mini -21.9 -24.2 -19.7 0.0 0 JPY -0.4 -0.6 -0.3 0.0 0 LEANHOG 4.8 4.3 5.4 5.0 5 LIVECOW 0.6 0.5 0.8 0.0 0 LUMBER-new -3.7 -4.1 -3.2 0.0 0 MXP 50.9 48.1 53.6 34.0 34 NASDAQ_micro -2.0 -2.2 -1.8 -12.0 -12 NIKKEI 5.1 4.4 5.8 6.0 6 NZD 3.1 2.9 3.4 1.0 1 OAT 4.9 4.5 5.2 4.0 4 OATIES -4.3 -4.6 -3.9 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 -1.0 -1.2 -0.9 -1.0 -1 RICE -1.9 -2.2 -1.6 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 4.4 3.5 5.2 0.0 0 SHATZ 2.6 1.9 3.2 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 2.0 1.9 2.1 0.0 0 SOFR -8.2 -9.9 -6.4 NaN 0 SOYBEAN -0.0 -0.1 0.1 0.0 0 SOYMEAL -1.2 -1.3 -1.1 0.0 0 SOYOIL 0.1 0.0 0.2 -4.0 -4 SP400 0.3 0.3 0.4 2.0 2 SP500_micro -1.8 -2.2 -1.4 -8.0 -8 SUGAR11 -3.9 -4.2 -3.5 -8.0 -8 US10 -0.9 -1.1 -0.8 -1.0 -1 US10U -0.8 -0.9 -0.7 0.0 0 US2 -1.5 -1.8 -1.2 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.6 -1.8 -1.3 -3.0 -3 VIX -23.4 -25.0 -21.8 -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 0.1 0.2 0.1 0.1 0.2 0.1 0.4 0.1 0.4 0.2 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.2 0.2 0.2 1.7 0.2 0.2 0.4 0.2 0.2 0.2 0.3 0.5 0.6 0.5 0.5 -0.0 0.7 0.1 0.7 BITCOIN 0.1 -0.0 -0.6 0.1 -0.1 0.4 0.0 0.6 0.1 -0.2 -0.5 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 -2.7 -0.2 -0.2 -0.5 -0.2 -0.3 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 -0.1 0.0 -0.7 -0.6 BOBL 0.3 0.2 -0.3 -0.1 0.2 -0.2 0.2 -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 0.2 -0.4 0.1 -0.7 0.2 0.3 0.4 -0.2 0.2 0.7 0.7 0.7 BTP 0.1 0.2 -0.1 -0.1 0.2 -0.2 0.2 -0.3 0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.2 0.3 0.3 0.1 0.1 0.1 0.3 0.1 -2.7 0.1 0.2 0.3 0.2 0.6 0.2 0.7 -0.1 0.3 0.6 0.5 0.1 0.7 0.5 0.7 BUND 0.2 0.1 -0.2 -0.1 0.2 -0.2 0.2 -0.3 0.0 0.2 -0.3 0.2 -0.5 0.2 -0.1 0.4 0.2 0.3 0.2 -0.0 -0.1 0.1 -0.3 0.1 0.0 -0.0 0.2 -0.3 0.2 -0.4 0.1 0.5 0.0 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 0.2 -0.2 0.0 0.1 -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 0.1 -0.5 -0.0 -0.7 -0.1 -0.0 -0.4 -0.3 0.0 -0.3 -0.2 0.7 0.1 0.4 CAC -0.2 -0.0 0.1 0.1 0.2 0.3 0.2 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 0.2 0.2 0.2 0.1 0.2 0.3 -0.6 -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 2.5 0.1 0.1 0.1 0.1 0.0 0.1 -0.4 0.4 -0.0 -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 0.2 -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 1.8 0.1 0.2 -0.1 0.2 -0.3 0.2 -0.8 0.5 0.6 0.5 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 0.1 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 -0.1 -0.2 -0.1 -0.1 -0.1 0.8 -0.3 -0.5 -0.4 -0.3 0.0 0.0 0.2 0.2 COFFEE -0.6 -0.6 -0.3 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 0.2 -0.2 -2.7 -0.2 -0.2 -0.1 -0.2 0.4 -0.2 1.1 -0.5 -0.6 -0.6 -0.5 0.7 0.6 0.7 0.7 COPPER -0.4 -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 0.2 -0.1 0.1 0.0 0.0 -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 0.1 -0.1 -0.4 0.2 0.1 -0.3 0.3 -0.0 COTTON2 -0.4 0.1 -0.1 0.0 0.0 -0.5 0.1 -0.7 0.1 -0.1 -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 -1.2 -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 0.5 0.1 0.2 0.0 0.2 0.1 0.1 0.2 0.1 -0.2 0.2 -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 0.0 -0.4 -0.2 -0.4 0.3 0.7 0.2 0.4 DAX -0.6 0.3 -0.1 0.1 0.1 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 0.4 0.0 -1.7 0.0 0.1 0.2 0.0 0.3 -0.0 -0.2 -0.5 -0.6 -0.1 -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 -0.1 -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 0.2 0.0 -0.1 0.2 -0.1 -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 0.5 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 0.1 0.2 0.1 0.8 0.1 0.1 0.2 0.1 0.2 0.1 -0.4 -0.1 -0.0 -0.1 0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.3 0.3 -0.4 -0.0 0.2 -0.1 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 0.2 -0.1 0.1 0.8 0.3 0.3 0.3 -0.2 0.5 0.7 0.7 0.7 EUROSTX -0.3 0.2 0.2 0.1 0.2 0.3 0.1 0.4 0.1 0.2 0.5 0.1 0.7 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.2 0.1 0.5 0.1 -1.1 0.2 0.1 0.5 0.1 0.5 0.1 0.7 -0.2 -0.1 0.2 0.4 0.4 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 0.2 0.3 0.2 0.3 0.3 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 -0.0 0.3 0.0 0.7 0.1 1.1 0.0 0.0 0.6 -0.2 0.7 0.7 0.7 0.7 GASOIL 0.6 0.3 -0.0 0.1 0.0 0.2 0.1 0.1 0.2 -0.1 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 0.1 -0.3 0.2 0.0 0.4 0.1 0.3 0.2 1.1 -0.0 -0.1 0.1 0.2 -0.0 0.7 -0.3 0.2 GASOLINE 0.5 0.4 0.0 0.2 0.0 0.2 0.1 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 -0.3 -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 0.1 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 -0.3 -0.5 -0.2 0.2 -0.4 0.1 -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 0.4 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.2 0.1 0.0 0.1 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 -0.1 -0.2 0.1 0.1 0.0 0.2 0.1 -2.5 0.1 0.0 0.2 0.0 0.3 0.1 -0.3 0.4 0.6 0.5 0.4 0.5 0.2 -0.3 -0.5 HEATOIL 0.6 0.3 -0.0 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 0.4 -0.2 -0.4 JGB-SGX-mini 0.5 0.0 -0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 0.2 -0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -0.1 -0.1 0.0 -0.4 -0.0 -0.4 -0.1 0.3 -0.0 -0.2 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.6 0.4 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.0 -0.3 -0.0 -0.4 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.0 -0.3 0.0 2.7 -0.0 0.1 -0.2 0.0 -0.3 0.0 -0.6 -0.1 -0.3 -0.4 -0.5 -0.2 -0.5 -0.1 -0.6 LEANHOG 0.4 0.6 0.2 0.0 0.0 -0.5 0.1 -0.7 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 -0.4 -0.0 -0.4 -0.4 0.2 0.2 0.1 0.4 0.2 -0.7 0.2 -0.2 0.5 0.1 0.5 0.2 0.0 -0.3 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 -0.1 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 0.9 -0.1 -0.2 0.1 -0.4 0.7 0.7 0.7 0.7 LUMBER-new 0.3 0.7 -0.4 0.0 0.0 -0.5 0.1 -0.8 0.1 0.1 -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 0.1 -0.5 0.0 -0.7 0.0 -1.2 0.0 0.2 -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 0.2 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 0.2 0.6 0.6 0.6 0.4 0.3 0.7 0.4 NASDAQ_micro -0.3 -0.3 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 0.2 -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 -0.2 -0.4 -0.2 0.1 0.1 0.1 0.1 0.2 0.1 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 -1.6 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 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.0 0.2 1.6 0.1 0.1 0.1 0.1 -0.1 0.2 0.0 0.2 0.4 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.3 0.3 0.1 -0.1 0.2 -0.2 0.2 -0.3 0.0 0.1 0.2 0.2 -0.1 0.2 0.1 0.3 0.3 0.3 0.3 0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 0.2 0.2 0.2 0.0 0.2 0.9 -0.2 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 -0.0 -0.3 0.0 -0.5 0.0 -0.6 0.0 -0.0 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 -0.0 -0.0 -0.1 -0.1 -0.0 0.8 -0.5 -0.3 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 -0.0 0.2 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 1.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.2 -0.1 -0.2 -0.2 -0.1 0.3 -0.0 -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 -0.0 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 -0.2 -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 0.0 -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 -0.0 0.0 0.0 -0.3 0.1 -0.8 -0.0 0.2 0.2 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 0.2 -0.9 0.2 0.5 0.5 -0.0 -0.5 -0.6 -0.3 -0.6 ROBUSTA 0.1 -0.1 -0.3 0.0 0.0 -0.3 0.0 -0.6 0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 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 -0.2 0.0 0.2 0.4 0.5 RUSSELL -0.3 0.1 0.2 0.1 0.1 0.3 0.1 0.4 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 0.1 0.4 0.1 1.1 0.1 0.1 0.3 0.1 0.4 0.1 0.1 -0.3 0.1 0.1 0.1 -0.2 -0.7 -0.6 -0.7 SHATZ 0.3 0.3 -0.2 -0.0 0.2 -0.2 0.1 -0.2 0.0 0.1 -0.3 0.2 -0.4 0.2 -0.1 0.2 -0.3 -0.1 -0.2 -0.0 -0.1 0.1 -0.3 0.1 1.5 -0.0 0.1 -0.4 0.1 -0.5 0.1 -1.1 0.1 0.2 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 -0.5 -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 0.2 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 -0.0 0.4 0.6 -0.2 0.7 -0.3 0.7 SOFR 0.2 -0.2 -0.4 -0.1 0.2 -0.2 0.2 -0.2 0.0 0.1 -0.2 0.1 0.5 0.0 -0.2 0.2 0.1 0.2 0.2 -0.1 -0.0 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 0.5 -0.1 0.0 0.0 0.0 -0.5 0.1 -0.7 0.1 0.2 0.1 0.2 0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.2 -0.0 0.1 -0.9 0.1 0.2 0.1 0.2 0.1 0.2 0.2 0.5 0.6 -0.2 0.5 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.2 -0.3 0.1 0.0 0.0 -0.4 0.1 -0.7 0.1 0.0 -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 0.1 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 0.1 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 -0.1 0.3 0.3 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.5 0.2 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 0.4 0.5 0.2 0.1 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.3 -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 -2.5 0.0 0.0 0.2 -0.0 0.4 -0.0 -0.3 -0.5 -0.6 -0.5 -0.3 0.3 -0.7 0.4 -0.7 SUGAR11 -0.2 0.1 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 -0.1 1.1 -0.5 -0.5 -0.1 -0.1 -0.0 -0.6 0.2 -0.4 US10 0.1 -0.3 -0.2 -0.1 0.2 -0.2 0.2 -0.2 0.0 0.1 0.1 0.1 0.3 -0.0 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.0 0.1 0.1 0.0 -1.4 -0.0 0.2 -0.0 0.2 0.2 0.0 -0.2 0.2 -0.1 -0.1 0.0 -0.5 -0.7 -0.5 -0.7 US10U -0.0 -0.3 -0.2 -0.1 0.2 -0.2 0.2 -0.3 0.0 0.2 0.1 0.1 0.3 -0.0 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.0 0.1 0.1 -0.0 -2.1 -0.0 0.2 0.1 0.2 0.3 0.0 -0.3 0.0 -0.2 0.0 0.2 -0.5 -0.3 -0.5 -0.7 US2 0.1 -0.2 -0.2 -0.1 0.2 -0.2 0.2 -0.2 0.0 0.2 -0.1 0.2 -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 -0.1 0.2 0.0 0.1 -1.1 0.4 0.0 -0.1 -0.1 -0.6 -0.7 -0.7 -0.7 US20 0.0 -0.1 -0.2 -0.0 0.2 -0.2 0.1 -0.2 0.0 0.1 0.1 0.1 0.0 0.0 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.1 -0.0 0.0 -1.4 0.0 0.2 0.1 0.1 0.2 0.0 0.0 -0.1 -0.1 0.2 0.2 -0.3 0.5 -0.1 -0.7 US30 0.1 -0.1 -0.2 -0.1 0.2 -0.2 0.2 -0.2 0.0 0.1 -0.1 0.1 -0.3 -0.0 -0.2 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.1 -0.1 -0.0 -0.8 -0.0 0.2 0.0 0.1 0.1 0.0 -0.4 -0.2 -0.0 0.2 0.1 -0.3 0.4 -0.0 -0.6 US5 0.1 -0.2 -0.2 -0.1 0.2 -0.2 0.2 -0.3 0.0 0.2 -0.0 0.1 0.4 -0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.1 0.0 -1.0 -0.0 0.2 -0.1 0.2 0.2 0.1 -0.5 0.3 -0.0 -0.1 0.1 -0.6 -0.7 -0.7 -0.7 VIX 0.7 0.2 -0.4 -0.1 -0.1 -0.4 0.0 -0.4 -0.0 -0.1 -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 0.0 -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 0.0 -0.3 0.1 -1.0 0.0 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 13.7 12.9 9.9 11.5 7.0 5.9 9.9 3.5 14.3 11.5 14.9 13.5 11.4 14.6 15.7 1.0 -0.5 0.6 0.1 20.0 14.0 20.0 7.9 20.0 12.6 20.0 17.4 13.5 19.9 6.7 20.0 6.0 20.0 20.0 15.0 16.6 -0.5 20.0 3.7 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 -2.3 0.1 -20.0 -17.3 BOBL 8.8 5.9 -7.8 -5.2 20.0 -7.2 15.1 -6.5 3.2 18.8 -10.1 18.2 -6.2 16.6 -7.6 -20.0 -2.7 -16.6 -7.2 -0.3 -6.8 13.0 -7.9 7.9 3.5 -2.8 20.0 -11.0 17.4 -10.6 9.4 -13.8 8.3 9.9 11.5 -6.7 5.5 20.0 19.7 20.0 BTP 2.5 5.1 -2.9 -6.4 20.0 -8.9 18.6 -8.0 3.9 20.0 17.8 19.1 20.0 20.0 15.2 17.1 11.2 15.0 12.9 8.8 9.1 12.1 12.8 10.0 -20.0 12.4 20.0 11.8 19.5 15.6 15.0 13.4 -5.1 9.9 19.6 16.8 2.7 20.0 14.8 20.0 BUND 5.2 3.1 -5.9 -5.9 20.0 -8.1 16.9 -7.2 3.5 20.0 -11.5 14.6 -13.9 14.8 -10.1 20.0 8.1 16.2 11.5 -2.9 -8.3 10.8 -10.7 4.7 0.0 -4.3 20.0 -11.4 15.8 -11.8 6.7 9.3 1.7 5.0 9.5 -5.3 1.3 20.0 12.3 20.0 BUXL -0.3 1.1 -5.1 -5.4 20.0 -7.4 15.5 -6.6 3.2 8.3 -18.9 -9.3 -20.0 -9.0 -17.6 5.2 3.7 4.9 4.4 -10.5 -15.7 -1.7 -20.0 -5.7 3.3 -12.7 8.1 -18.4 -2.3 -20.0 -7.0 -0.2 -18.4 -9.7 0.6 -9.0 -6.1 20.0 4.0 11.1 CAC -5.4 -0.5 2.7 11.2 20.0 12.5 15.0 13.1 11.2 20.0 15.6 11.9 19.8 4.2 7.3 -5.7 -3.1 -5.4 -4.3 7.8 10.9 20.0 12.7 10.5 7.6 4.4 20.0 5.8 20.0 4.9 8.5 3.5 14.1 -17.3 -11.5 -9.3 17.1 20.0 11.9 20.0 CAD 13.1 5.9 10.3 13.0 7.8 6.8 11.3 4.0 15.7 4.6 0.7 8.1 1.2 7.4 9.2 -6.6 -7.5 -7.3 -7.5 9.0 4.4 12.1 -0.1 11.4 18.9 10.6 15.1 5.1 13.5 0.7 13.7 -6.6 14.8 -0.4 -6.8 3.9 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 13.6 -2.8 0.6 3.4 -16.6 6.8 -20.0 8.8 16.9 -9.6 18.6 -4.3 18.0 10.0 -17.8 -14.7 -18.1 -17.1 10.7 -2.3 20.0 -6.2 20.0 13.2 11.7 20.0 -2.6 20.0 -7.8 20.0 -14.4 20.0 20.0 16.1 7.6 11.0 20.0 17.0 20.0 CHF 20.0 6.4 -6.5 6.3 3.8 3.3 5.5 2.0 7.7 2.4 1.0 4.2 6.2 3.9 2.7 -12.7 -16.0 -15.1 -15.6 5.3 3.1 6.9 2.9 7.2 -0.9 5.7 5.7 3.6 6.7 3.3 7.5 -20.0 2.3 6.6 2.5 0.5 -10.4 -20.0 -8.6 -20.0 COCOA -20.0 -15.2 -20.0 0.2 1.2 -6.0 2.5 -10.0 3.2 -5.5 -6.6 -6.5 -4.7 -6.7 -6.6 -4.6 4.4 -3.7 -1.1 -12.7 -11.1 -9.1 -6.7 -12.2 -20.0 -7.2 -7.1 -7.0 -5.6 -3.4 -6.4 15.7 -11.0 -16.9 -12.6 -8.2 0.6 0.7 6.1 5.8 COFFEE -20.0 -20.0 -9.6 0.6 3.1 -15.3 6.3 -20.0 8.1 -15.0 4.6 -16.8 9.8 -16.4 -15.3 20.0 19.6 20.0 20.0 -20.0 -6.2 -20.0 9.1 -20.0 -20.0 -17.1 -20.0 -3.9 -20.0 12.2 -20.0 20.0 -20.0 -20.0 -20.0 -14.6 20.0 17.0 20.0 20.0 COPPER -13.4 -0.2 9.5 3.0 -1.1 5.2 -2.3 5.9 -0.0 -2.0 5.3 -2.7 4.0 2.6 5.0 -6.5 -6.3 -6.8 -6.6 5.4 5.9 -0.3 4.5 2.3 -1.3 3.2 0.4 4.2 0.3 4.7 1.6 -1.5 15.8 0.7 -2.3 -1.1 20.0 20.0 20.0 20.0 CORN 4.7 -4.5 4.3 0.8 4.0 -19.6 8.1 -20.0 10.4 0.9 -2.0 11.5 -10.8 1.6 -5.1 -20.0 -20.0 -20.0 -20.0 -3.4 -5.0 4.3 -9.5 0.7 10.7 -4.8 2.9 -5.0 4.4 -7.6 -0.0 -20.0 6.0 -3.9 -13.3 5.2 1.6 -7.5 8.2 -0.7 COTTON2 -11.9 2.7 -2.1 0.8 4.4 -20.0 8.9 -20.0 11.4 -14.6 -20.0 -20.0 -20.0 -19.6 -20.0 -20.0 -18.5 -20.0 -20.0 -16.4 -17.3 -20.0 -20.0 -20.0 -9.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.8 -10.1 -13.1 -13.7 -11.4 -7.3 CRUDE_W 14.8 14.5 2.9 13.9 4.2 7.3 11.2 3.3 17.0 14.1 -6.9 15.0 -11.1 15.9 10.6 3.0 4.0 1.7 2.2 7.7 0.1 11.6 -5.2 12.5 7.0 7.6 7.8 -0.4 9.1 -6.2 11.0 -0.8 1.5 -12.1 -6.4 -12.5 10.1 20.0 6.9 12.2 DAX -20.0 8.3 -2.2 8.8 16.4 9.8 11.8 10.3 8.8 14.9 10.2 -1.2 16.1 1.7 9.0 -9.3 -7.4 -8.8 -7.8 6.3 8.9 4.1 13.3 1.6 -12.7 3.8 10.8 5.7 1.1 7.8 -1.1 -3.0 -20.0 -20.0 -1.9 -4.0 11.8 20.0 7.4 20.0 DOW -7.7 -3.2 0.7 7.2 13.5 8.1 9.7 8.5 7.2 13.1 14.7 11.1 14.9 10.8 13.4 -7.2 -8.0 -7.5 -7.6 10.4 13.1 12.9 13.9 9.2 -9.8 6.7 14.7 8.6 10.4 9.4 6.5 -3.6 8.3 1.2 -1.7 5.1 -1.7 -20.0 -6.5 -20.0 DX -16.2 -5.9 4.8 9.2 5.5 4.9 8.0 2.8 11.2 0.7 -0.2 -3.6 -9.1 -4.0 -4.5 4.8 6.0 5.5 5.7 -5.5 -3.2 -4.6 -4.0 -6.5 -20.0 -8.1 -6.9 -4.7 -6.0 -3.4 -8.8 16.5 12.0 -20.0 -20.0 -10.1 4.1 20.0 10.2 20.0 EUR 14.0 0.4 -7.2 10.1 6.1 5.3 8.7 3.1 12.2 1.0 2.5 2.5 11.0 2.5 3.8 -6.7 -7.9 -7.7 -7.9 5.4 4.3 6.0 5.9 6.4 6.3 8.4 7.8 6.2 7.9 6.0 9.5 -7.2 -4.4 -1.3 -3.8 2.2 -8.7 -20.0 -4.9 -20.0 EURIBOR-ICE 10.7 7.7 -11.7 -3.9 20.0 -5.4 11.2 -4.8 2.3 13.9 -5.7 13.0 3.1 11.8 -3.5 13.5 11.9 13.4 13.1 2.0 -2.7 13.7 -0.6 9.1 -1.3 -0.4 19.6 -6.4 16.2 -4.1 9.5 14.7 13.9 9.8 10.7 -5.4 13.7 20.0 20.0 20.0 EUROSTX -9.8 6.6 7.0 9.8 18.4 11.0 13.2 11.5 9.8 17.1 19.2 11.3 20.0 14.7 16.8 9.0 1.1 5.9 2.9 17.5 20.0 12.5 20.0 12.1 -8.0 14.8 16.2 17.0 10.7 14.4 9.8 12.8 -7.7 -4.4 7.7 11.0 13.3 20.0 6.7 20.0 FEEDCOW 1.7 20.0 11.8 0.6 3.1 -15.2 6.3 -20.0 8.0 -1.5 12.2 6.0 13.8 14.9 13.9 16.0 10.1 13.6 12.9 20.0 20.0 5.0 20.0 16.6 -20.0 9.2 -3.8 11.5 1.4 19.3 6.8 20.0 0.1 1.0 17.3 -4.8 20.0 20.0 20.0 20.0 GASOIL 17.5 9.0 -0.6 13.0 3.9 6.8 10.5 3.1 15.9 -6.8 6.3 8.5 8.0 12.2 5.4 20.0 16.2 19.0 18.0 10.4 6.4 8.2 4.8 13.3 -2.4 16.7 2.4 13.1 9.0 9.5 16.5 20.0 -0.3 -2.7 1.8 5.5 -0.5 20.0 -8.8 6.9 GASOLINE 16.3 11.8 0.3 14.7 4.4 7.7 11.9 3.4 17.9 13.5 4.1 16.5 1.8 17.6 11.9 -20.0 -20.0 -20.0 -20.0 10.6 4.0 15.7 0.7 16.2 -16.8 10.9 10.3 3.4 13.0 -0.7 14.7 -20.0 9.2 -9.7 -2.5 -5.9 8.5 20.0 1.9 20.0 GAS_US_mini 20.0 1.4 9.2 6.1 1.8 3.2 4.9 1.4 7.4 -7.2 -2.5 -2.2 -5.0 -1.2 -1.4 20.0 -6.7 20.0 20.0 0.3 -0.5 -3.3 -1.2 -0.0 13.2 -1.0 -3.9 -1.2 -2.3 -1.2 -0.9 -6.7 -15.2 -9.9 -16.9 -5.9 6.4 -11.7 1.6 -20.0 GBP 7.6 9.4 1.3 12.9 7.7 6.8 11.2 4.0 15.6 -1.9 7.1 3.1 12.4 5.5 11.8 0.1 0.1 0.2 0.2 10.8 7.8 3.8 6.7 9.5 0.3 13.8 1.4 10.3 5.1 8.4 11.9 6.6 -9.1 -9.2 2.4 4.1 -4.8 -7.1 -0.4 -9.3 GOLD_micro -17.3 -20.0 -11.5 2.8 -1.1 4.9 -2.2 5.5 -0.0 -0.5 6.4 -0.3 7.0 2.5 4.9 -5.8 -9.7 -7.4 -8.3 7.2 7.3 2.3 6.7 5.2 -19.0 7.5 0.9 8.4 2.2 8.7 5.4 -6.0 14.9 20.0 16.8 13.2 15.6 6.1 -8.3 -16.1 HEATOIL 20.0 8.6 -1.5 10.6 3.2 5.5 8.5 2.5 12.9 -1.7 2.8 6.6 4.7 9.4 2.7 20.0 15.4 20.0 19.6 8.1 4.6 6.2 3.3 10.4 -14.8 6.8 -0.6 4.4 3.5 3.5 7.5 20.0 -3.8 -4.3 -5.8 0.9 7.7 13.4 -4.7 -10.9 JGB-SGX-mini 15.8 0.7 -10.2 -2.2 11.6 -3.0 6.4 -2.7 1.3 4.1 -9.2 -1.3 -9.2 -6.4 -8.4 -20.0 9.8 -4.8 4.5 -10.9 -13.2 -0.2 -12.4 -5.4 -0.5 -11.5 2.9 -13.4 -0.6 -11.7 -5.8 6.3 -1.3 -7.2 -19.2 -20.0 -6.8 -20.0 1.7 -20.0 JPY 20.0 10.9 -3.9 7.8 4.7 4.1 6.8 2.4 9.4 0.1 -9.5 -1.0 -9.8 -0.9 -5.5 -8.1 -10.3 -9.0 -9.4 -3.0 -7.7 1.4 -9.3 0.5 20.0 -1.6 6.3 -6.5 2.8 -7.8 2.3 -10.5 -5.5 -9.5 -13.0 -16.0 -6.5 -14.7 -2.0 -17.8 LEANHOG 11.1 20.0 4.7 0.9 4.6 -20.0 9.3 -20.0 11.9 -10.6 17.0 13.5 18.2 20.0 20.0 -20.0 -1.2 -20.0 -20.0 20.0 20.0 7.6 15.5 20.0 -4.9 20.0 -18.6 20.0 6.7 15.2 20.0 0.9 -12.3 20.0 20.0 20.0 -6.6 11.8 -0.6 20.0 LIVECOW -1.1 14.6 3.5 0.6 3.3 -16.1 6.6 -20.0 8.5 -5.9 8.8 1.6 12.8 11.8 11.1 -4.5 4.3 -4.5 -1.2 13.3 13.6 1.6 18.8 9.5 -20.0 2.2 -5.0 3.3 -1.4 11.1 2.1 16.1 -3.2 -6.8 3.6 -12.6 20.0 20.0 20.0 20.0 LUMBER-new 9.2 17.6 -9.8 0.6 3.4 -16.5 6.8 -20.0 8.7 12.1 -15.3 -1.0 -15.8 5.8 -9.3 -20.0 -20.0 -20.0 -20.0 -3.1 -15.8 3.0 -20.0 2.7 NaN -4.1 13.7 -14.8 3.5 -17.4 1.8 -20.0 0.8 5.3 -3.2 -20.0 0.8 20.0 4.5 20.0 MXP -1.2 0.6 3.2 15.0 9.0 7.9 13.0 4.6 18.1 16.2 20.0 16.3 20.0 17.4 20.0 10.5 12.8 12.2 12.5 20.0 20.0 16.6 20.0 20.0 -20.0 20.0 13.5 20.0 16.8 20.0 20.0 20.0 7.5 20.0 18.2 20.0 12.1 9.8 20.0 13.3 NASDAQ_micro -9.6 -10.3 -8.1 7.1 13.2 7.9 9.5 8.3 7.1 -2.3 9.1 -3.8 13.3 -1.5 0.9 -7.9 -8.6 -8.2 -8.3 -1.1 6.7 -8.9 13.8 -6.6 -20.0 -2.3 -3.6 3.3 -8.5 8.7 -6.4 -4.8 -20.0 -20.0 -17.8 -9.7 6.0 -20.0 6.5 -20.0 NIKKEI -7.6 -13.0 -7.3 4.8 8.9 5.3 6.4 5.6 4.8 8.3 9.9 8.6 9.8 9.3 9.5 9.9 8.0 8.9 7.8 9.7 10.4 15.3 10.5 11.2 -11.9 7.0 13.8 8.5 10.9 8.9 7.8 20.0 20.0 18.1 9.7 12.1 -9.2 1.0 -14.0 5.8 NZD 20.0 17.8 11.2 9.7 5.8 5.1 8.4 3.0 11.7 5.8 1.8 9.9 -2.0 10.2 10.1 -3.5 -3.5 -3.9 -3.9 11.8 4.6 11.3 -0.9 14.6 12.2 11.9 7.7 4.1 11.6 -1.5 15.4 0.0 8.3 11.1 2.7 1.4 -1.6 20.0 6.8 20.0 OAT 10.5 8.4 2.3 -5.7 20.0 -7.8 16.4 -7.0 3.4 14.8 8.3 16.5 -1.9 18.7 9.7 12.7 12.7 13.8 14.3 9.5 3.9 12.8 -1.4 13.2 -0.4 12.6 20.0 5.8 17.3 0.8 17.1 16.5 -7.6 19.5 20.0 14.5 0.8 20.0 13.1 20.0 OATIES 6.5 5.3 -3.0 0.5 2.6 -12.6 5.2 -20.0 6.7 -5.6 -10.8 3.3 -11.1 5.3 -2.5 -11.0 -12.1 -14.7 -15.3 -4.1 -9.5 -0.3 -11.4 -0.1 -2.9 -4.2 -3.3 -10.9 0.1 -13.3 0.9 -11.0 1.3 -1.2 0.5 -7.1 -7.8 -17.8 -4.2 -20.0 OJ -15.3 19.9 9.8 0.2 1.2 -6.1 2.5 -10.3 3.2 -4.0 -3.7 -4.9 -5.8 -1.7 0.5 1.4 2.4 0.6 0.3 -1.5 -2.7 -9.2 -5.3 -5.6 -20.0 1.3 -3.3 -0.0 -6.3 -2.7 -2.4 14.7 -20.0 -10.2 12.1 1.9 -19.6 -19.0 -12.1 -20.0 PALLAD -14.7 -8.2 -0.5 2.7 -1.0 4.7 -2.0 5.2 -0.0 -3.8 4.2 -4.5 4.5 -1.3 2.1 -2.5 -3.0 -2.9 -3.0 2.6 4.6 -4.5 4.2 -1.5 10.1 0.3 -2.3 3.8 -4.0 5.5 -2.8 4.4 -2.4 -7.5 -6.7 -4.0 9.8 -1.3 -5.2 -9.1 PLAT -20.0 -13.1 -11.5 2.6 -1.0 4.5 -1.9 5.0 -0.0 -3.9 4.3 -4.5 5.1 -0.6 2.5 -1.7 -3.5 -2.8 -3.2 3.4 5.3 -6.7 4.6 -2.0 -0.7 2.6 -3.8 5.7 -4.9 6.6 -2.0 3.8 -9.6 -9.3 5.1 2.3 20.0 9.4 -0.2 -5.5 REDWHEAT 5.9 7.8 8.8 0.7 3.9 -19.0 7.8 -20.0 10.1 -11.7 -12.0 3.1 -18.7 9.8 4.3 -15.1 -16.3 -15.7 -16.2 2.7 -3.9 0.3 -14.0 3.7 7.8 6.8 -2.4 1.3 1.3 -7.8 6.7 -15.4 -0.8 4.9 4.8 17.9 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 6.9 0.4 2.0 -9.9 4.1 -16.6 5.2 7.8 -7.5 10.3 -10.2 11.1 6.0 -19.9 -14.5 -20.0 -19.5 5.9 -8.4 10.5 -19.2 12.7 1.3 8.8 6.4 -5.8 10.6 -18.7 14.0 -17.3 9.8 14.2 16.7 -0.0 -14.6 -16.6 -8.3 -16.9 ROBUSTA 3.3 -1.9 -8.6 0.4 2.1 -10.2 4.2 -17.1 5.4 -9.8 1.6 -9.6 -2.1 -3.9 -5.1 20.0 15.7 20.0 17.0 -5.6 -4.3 -13.5 -1.8 -8.4 -20.0 -4.2 -10.4 -3.2 -10.9 -1.2 -6.6 20.0 -20.0 -9.9 -9.9 -5.3 1.3 6.7 10.9 15.2 RUSSELL -10.6 3.7 4.7 8.3 15.6 9.3 11.2 9.8 8.3 14.7 15.6 3.4 16.0 8.5 13.4 -5.1 -5.3 -5.0 -5.0 13.0 15.8 7.3 14.8 8.1 7.9 8.9 11.0 11.2 4.9 10.6 5.1 1.0 -13.4 3.5 1.8 1.7 -6.1 -20.0 -17.6 -20.0 SHATZ 9.7 8.8 -7.3 -4.6 20.0 -6.3 13.2 -5.6 2.7 15.9 -11.9 14.6 -11.5 14.0 -6.2 7.7 -13.0 -2.6 -8.2 -1.3 -9.0 8.5 -10.5 5.7 11.4 -4.5 12.9 -13.9 11.3 -13.9 6.3 -20.0 2.6 7.6 9.3 -8.2 14.3 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 -15.0 -0.2 16.0 7.6 14.1 8.5 10.2 8.9 7.6 14.1 14.8 13.3 14.0 11.5 13.7 12.6 6.8 11.5 9.0 14.7 17.4 14.5 15.1 11.9 8.8 15.9 11.9 18.3 12.3 14.2 11.1 20.0 11.8 -1.4 11.2 19.1 -7.2 20.0 -8.1 20.0 SOFR 6.0 -6.8 -12.3 -5.4 20.0 -7.5 15.7 -6.7 3.3 16.5 -7.1 12.7 12.6 2.4 -14.2 8.5 6.7 8.3 7.8 -5.7 -4.6 15.2 3.0 3.3 -20.0 -1.7 20.0 -2.1 19.0 3.2 7.5 5.4 19.0 10.7 0.2 -0.7 -13.0 -13.5 -13.0 -20.0 SOYBEAN 15.4 -4.0 1.3 0.8 4.2 -20.0 8.4 -20.0 10.8 19.7 4.0 20.0 5.0 12.8 -4.6 -4.3 -5.4 -4.6 -5.0 3.0 0.9 20.0 -1.4 12.0 -6.4 6.7 20.0 5.3 20.0 3.5 16.8 3.5 20.0 20.0 -6.2 16.4 -20.0 -11.6 -20.0 -8.4 SOYMEAL 6.0 -10.7 2.4 0.2 1.9 -14.2 5.8 -20.0 7.4 5.2 -7.2 5.3 -10.4 -2.8 -9.8 -11.2 -14.1 -12.0 -13.4 -5.6 -4.9 6.3 -6.5 -0.8 -13.4 -0.8 7.4 2.0 7.2 -0.6 1.2 -12.3 7.9 -8.4 -11.7 20.0 -20.0 -19.3 -14.5 -18.5 SOYOIL 20.0 19.5 0.7 0.7 3.8 -18.7 7.7 -20.0 9.9 19.1 2.7 20.0 9.3 20.0 17.4 -8.3 -6.3 -8.6 -7.8 20.0 10.6 20.0 6.9 20.0 -18.1 19.2 20.0 7.0 20.0 2.7 20.0 0.7 20.0 20.0 20.0 13.7 -10.9 -20.0 -11.7 -20.0 SP400 -2.9 10.0 8.1 8.5 15.9 9.5 11.4 10.0 8.5 15.8 16.6 13.1 13.7 14.5 16.4 -7.1 -6.3 -6.7 -6.3 16.6 15.0 20.0 11.4 16.9 3.4 10.6 20.0 8.2 18.9 5.3 12.8 -1.0 16.8 16.4 6.2 2.4 -3.1 -20.0 -9.4 -20.0 SP500_micro -8.9 -6.8 -3.8 9.2 17.2 10.3 12.4 10.8 9.2 10.5 18.3 7.6 19.6 9.3 14.5 -9.1 -9.5 -9.2 -9.2 5.7 13.5 1.5 20.0 1.2 -18.9 1.0 5.1 5.7 -0.7 10.4 -1.4 -6.2 -20.0 -17.1 -14.3 -8.8 9.4 -20.0 11.6 -20.0 SUGAR11 -6.1 4.0 2.7 0.5 2.5 -12.2 5.0 -20.0 6.5 -9.9 -11.7 -10.6 -13.3 -10.7 -9.9 19.8 13.0 18.4 14.5 -7.2 -10.2 -8.8 -14.1 -8.0 -20.0 -2.5 -7.8 -5.8 -8.2 -10.2 -4.9 20.0 -19.5 -15.2 -3.1 -3.1 -0.2 -17.4 4.9 -10.8 US10 1.7 -8.1 -7.3 -5.1 20.0 -7.0 14.8 -6.3 3.1 15.9 2.2 8.9 8.9 -1.9 -12.7 3.9 1.3 3.3 2.6 -5.2 -2.5 11.4 2.3 0.7 -10.8 -4.0 20.0 -1.0 15.0 4.4 2.4 -3.7 9.4 -3.0 -3.4 1.4 -16.3 -20.0 -14.5 -20.0 US10U -0.6 -8.2 -6.0 -6.4 20.0 -8.9 18.6 -8.0 3.9 20.0 5.1 7.8 9.1 -4.1 -17.1 3.8 0.6 3.2 2.1 -6.5 -2.1 12.8 2.9 -0.8 -16.0 -3.0 20.0 2.9 18.3 9.3 2.3 -4.8 0.2 -6.5 0.3 6.0 -14.4 -7.5 -15.2 -20.0 US2 4.2 -5.1 -6.2 -5.3 20.0 -7.3 15.2 -6.5 3.2 18.8 -5.5 15.1 -0.6 -0.4 -12.1 -8.2 -13.1 -9.2 -10.5 -4.7 -4.8 15.6 -2.1 3.6 15.1 -5.1 20.0 -5.1 20.0 0.1 5.6 -20.0 15.3 1.3 -3.8 -2.8 -17.6 -20.0 -20.0 -20.0 US20 0.4 -3.2 -4.8 -4.6 20.0 -6.4 13.3 -5.7 2.8 15.6 2.8 6.4 0.2 1.5 -10.9 5.8 3.9 5.3 4.8 -2.4 -1.1 8.6 -0.0 1.0 -10.5 1.5 20.0 3.7 11.8 5.1 3.6 0.4 -4.3 -1.7 7.3 5.7 -9.5 14.7 -3.5 -20.0 US30 1.6 -3.3 -5.0 -5.2 20.0 -7.2 15.1 -6.5 3.1 15.8 -3.6 5.1 -8.2 -0.9 -15.7 3.1 -0.6 2.2 0.9 -4.6 -4.1 7.1 -4.2 -0.5 -5.9 -0.6 20.0 1.1 11.1 1.6 2.3 -6.9 -9.6 -1.3 5.2 4.1 -9.6 10.8 -1.0 -16.6 US5 2.5 -7.4 -7.1 -5.7 20.0 -7.8 16.4 -7.0 3.4 20.0 -1.0 12.7 9.8 -3.2 -14.3 1.7 -1.8 0.8 -0.2 -5.7 -3.6 15.6 2.1 2.2 -7.7 -4.1 20.0 -1.9 20.0 4.8 5.2 -8.7 12.6 -1.3 -2.1 1.6 -18.0 -20.0 -20.0 -20.0 VIX 12.6 3.1 -6.9 -5.5 -3.6 -8.4 0.3 -6.2 -0.6 -9.8 -20.0 -5.9 -18.4 -6.4 -17.9 -20.0 -20.0 -20.0 -20.0 -7.9 -11.8 -0.9 -10.1 -1.9 NaN -6.3 -4.0 -9.6 0.3 -7.2 -0.7 NaN NaN NaN NaN NaN 0.7 -20.0 NaN NaN WHEAT 11.2 7.5 2.0 0.8 4.2 -20.0 8.5 -20.0 10.9 -16.6 -18.3 2.4 -20.0 7.9 -6.1 -19.3 -18.7 -19.1 -18.6 0.3 -8.6 1.8 -18.3 4.7 11.8 7.2 -3.4 -1.2 4.1 -9.6 10.5 -19.2 0.4 12.9 4.2 13.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3