******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260211_204019 produced at 2026-02-11 21:36:39.932396 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.81 0.0 0.00 0.00 0.00 0.00 -7.88 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.77 0.0 0.00 0.00 0.00 0.00 -20.96 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.20 0.0 999.00 -999.00 -0.23 -0.23 -24.23 999999999.0 -28 -28 caleb_strategy_v3 US2 False True 0.09 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -1.78 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 -40.21 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.14 -0.07 0.0 1.16 -1.16 -0.14 -0.14 -1.60 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 -5.36 11.0 -5 -5 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.04 0.0 0.81 -0.81 -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 -1.03 999999999.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.24 -0.04 0.0 0.49 -0.49 -0.24 -0.24 -2.00 23.0 -11 -11 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -4.05 18.0 -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 -4.26 3.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.63 -0.63 0.00 0.00 -0.72 13.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.24 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -1.89 4.0 -3 -3 caleb_strategy_v3 CHF False False 0.07 0.00 -0.02 0.0 0.90 -0.90 0.00 0.00 -0.33 13.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.16 -0.02 0.0 0.71 -0.71 -0.16 -0.16 -1.63 48.0 -11 -11 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -2.44 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 -1.27 9.0 -3 -3 caleb_strategy_v3 JPY False False 0.03 0.00 -0.01 0.0 0.59 -0.59 0.00 0.00 -0.17 17.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.43 -0.43 -0.02 -0.02 -0.87 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 -0.34 23.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.09 -0.09 -0.01 -0.01 -0.90 8.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -0.73 3.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.01 0.0 1.20 -1.20 -0.04 -0.04 -0.30 56.0 -2 -2 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.01 0.0 0.22 -0.22 -0.11 -0.11 -0.20 4.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.14 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.18 6.0 -3 -3 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 SOYOIL False False 0.01 -0.01 0.00 0.0 0.15 -0.15 -0.01 -0.01 0.18 10.0 -1 -1 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 0.16 -0.16 0.00 0.00 0.09 7.0 0 0 caleb_strategy_v3 PLAT False False 0.04 -0.04 -0.00 0.0 0.44 -0.44 -0.04 -0.04 -0.01 10.0 -1 -1 caleb_strategy_v3 US20 False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.08 9.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.10 999999999.0 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 1.42 26.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.05 0.01 0.0 0.70 -0.70 -0.05 -0.03 0.67 66.0 -5 -3 caleb_strategy_v3 EUR False False 0.06 0.06 0.01 0.0 0.88 -0.88 0.06 0.06 0.11 14.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.39 -0.39 0.00 0.00 3.97 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.02 0.0 0.73 -0.73 0.00 0.00 1.29 58.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.13 -0.13 0.04 0.04 0.56 3.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.69 -0.69 0.00 0.00 0.85 17.0 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 GBP False False 0.04 0.00 0.04 0.0 0.79 -0.79 0.00 0.00 1.14 22.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.04 0.0 0.91 -0.91 0.00 0.00 1.35 29.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.04 0.0 1.12 -1.12 0.00 0.00 0.64 19.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.04 0.0 0.22 -0.22 0.05 0.05 9.98 51.0 12 11 caleb_strategy_v3 BUND False False 0.07 0.20 0.04 0.0 0.65 -0.65 0.20 0.20 0.60 10.0 3 3 caleb_strategy_v3 COPPER False False 0.06 0.13 0.05 0.0 999.00 -999.00 0.13 0.13 0.87 999999999.0 2 2 caleb_strategy_v3 SP400 False False 0.15 0.30 0.05 0.0 0.30 -0.30 0.30 0.30 0.36 2.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.06 0.06 0.0 0.21 -0.21 0.06 0.06 4.06 13.0 4 4 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.06 0.0 0.12 -0.12 0.00 0.00 2.15 4.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.08 0.0 0.62 -0.62 0.00 0.00 1.04 8.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.08 0.0 0.54 -0.54 0.00 0.00 3.24 21.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.09 0.0 0.13 -0.13 0.05 0.05 3.37 5.0 2 2 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.09 0.0 0.58 -0.58 0.08 0.08 5.67 36.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.57 -0.57 0.00 0.00 3.99 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.22 0.12 0.0 0.61 -0.61 0.22 0.22 3.91 20.0 7 7 caleb_strategy_v3 CAC False True 0.04 0.00 0.12 0.0 0.00 0.00 0.00 0.00 2.81 12.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.14 0.0 0.00 0.00 0.00 0.00 2.64 24.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.16 0.0 0.00 0.00 0.00 0.00 2.15 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.26 0.0 0.62 -0.62 0.00 0.00 4.16 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.25 0.33 0.0 0.62 -0.62 0.25 0.25 5.27 10.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.42 0.64 0.0 0.74 -0.74 0.42 0.42 51.79 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.85 0.0 1.23 -1.23 0.00 0.00 15.02 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 21.3 Shocked risk 55.2 Sum abs risk 59.4 Leverage 7.32 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2357945.09, 'annual_cash_vol_target': 589486.2725, 'daily_cash_vol_target': 36842.89203125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.7074 0.6787 10.8587 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1559 116.7900 0.1335 2.1363 BTP 0.3578 121.7200 0.2940 4.7037 BUND 0.3243 128.6800 0.2521 4.0329 BUXL 0.7772 110.5600 0.7030 11.2474 CAC 53.7187 8408.5000 0.6389 10.2218 CAD 0.0032 0.7382 0.4375 7.0007 CANOLA 5.8914 673.0000 0.8754 14.0063 CHF 0.0079 1.3023 0.6079 9.7265 COCOA 141.4909 3862.0000 3.6637 58.6187 COFFEE 5.3725 292.5000 1.8368 29.3883 COPPER 0.1154 5.9070 1.9538 31.2603 CORN 3.9006 460.0000 0.8480 13.5674 COTTON2 0.6697 62.0400 1.0795 17.2719 CRUDE_W 0.9666 62.3700 1.5497 24.7956 DAX 179.8372 25002.0000 0.7193 11.5087 DOW 351.7103 50217.0000 0.7004 11.2061 DX 0.4167 96.7050 0.4309 6.8936 EUR 0.0058 1.1898 0.4849 7.7591 EURIBOR-ICE 0.0309 97.7050 0.0316 0.5054 EUROSTX 44.9697 6083.0000 0.7393 11.8283 FEEDCOW 2.9389 364.3000 0.8067 12.9077 GASOIL 10.5845 685.5000 1.5441 24.7049 GASOLINE 0.0346 2.2068 1.5694 25.1096 GAS_US_mini 0.2322 3.1800 7.3003 116.8056 GBP 0.0072 1.3632 0.5296 8.4739 GOLD_micro 109.0369 5047.8000 2.1601 34.5614 HEATOIL 0.0436 2.3732 1.8392 29.4268 JGB-SGX-mini 0.2771 131.8800 0.2101 3.3615 JPY 0.0000 0.0066 0.6976 11.1622 LEANHOG 1.1262 93.9000 1.1994 19.1902 LIVECOW 1.9515 240.8750 0.8102 12.9624 LUMBER-new 7.1584 594.0000 1.2051 19.2820 MXP 0.0004 0.0580 0.6569 10.5109 NASDAQ_micro 215.5047 25302.2500 0.8517 13.6275 NIKKEI 860.2434 58165.0000 1.4790 23.6635 NZD 0.0040 0.6062 0.6598 10.5570 OAT 0.3226 122.3900 0.2636 4.2173 OATIES 5.0724 308.2500 1.6455 26.3285 OJ 7.8507 185.8000 4.2254 67.6057 PALLAD 74.6311 1717.5000 4.3453 69.5254 PLAT 100.1598 2088.5000 4.7958 76.7325 REDWHEAT 7.9118 551.2500 1.4352 22.9640 RICE 0.1379 11.1350 1.2387 19.8189 ROBUSTA 68.8743 3763.0000 1.8303 29.2849 RUSSELL 28.0746 2675.7000 1.0492 16.7879 SHATZ 0.0464 106.9250 0.0434 0.6946 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 89.8092 13495.0000 0.6655 10.6480 SOFR 0.0500 96.5900 0.0518 0.8283 SOYBEAN 8.0938 1109.5000 0.7295 11.6720 SOYMEAL 3.8846 305.8000 1.2703 20.3249 SOYOIL 0.6697 57.4900 1.1649 18.6388 SP400 30.0419 3591.8000 0.8364 13.3825 SP500_micro 44.2849 6969.5000 0.6354 10.1666 SUGAR11 0.2270 13.5300 1.6777 26.8431 US10 0.3026 112.2656 0.2695 4.3121 US10U 0.3814 114.7969 0.3322 5.3158 US2 0.0712 104.2578 0.0683 1.0925 US20 0.5970 116.0312 0.5145 8.2317 US30 0.8559 118.5000 0.7223 11.5561 US5 0.1845 109.1250 0.1690 2.7046 VIX 0.5521 19.3500 2.8530 45.6487 WHEAT 6.6454 584.0000 1.1379 18.2065 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 707.40 0.68 480.09 1.00 480.09 36842.89 76.74 20.00 153.48 BITCOIN 82.98 2.35 195.18 1.00 195.18 36842.89 188.76 -19.64 -370.77 BOBL 1167.90 0.13 155.93 1.19 185.64 36842.89 198.46 3.16 62.73 BTP 1217.20 0.29 357.84 1.19 426.01 36842.89 86.48 14.07 121.69 BUND 1286.80 0.25 324.34 1.19 386.14 36842.89 95.41 6.20 59.11 BUXL 1105.60 0.70 777.19 1.19 925.27 36842.89 39.82 -4.84 -19.25 CAC 840.85 0.64 537.19 1.19 639.54 36842.89 57.61 14.27 82.19 CAD 738.15 0.44 322.97 1.00 322.97 36842.89 114.07 4.56 51.97 CANOLA 134.60 0.88 117.83 0.74 86.91 36842.89 423.90 9.66 409.58 CHF 1627.94 0.61 989.64 1.00 989.64 36842.89 37.23 -3.39 -12.62 COCOA 386.20 3.66 1414.91 1.00 1414.91 36842.89 26.04 -13.73 -35.75 COFFEE 1096.88 1.84 2014.71 1.00 2014.71 36842.89 18.29 -6.31 -11.55 COPPER 1476.75 1.95 2885.23 1.00 2885.23 36842.89 12.77 6.27 8.01 CORN 230.00 0.85 195.03 1.00 195.03 36842.89 188.91 -5.29 -99.99 COTTON2 310.20 1.08 334.86 1.00 334.86 36842.89 110.02 -20.00 -220.05 CRUDE_W 623.70 1.55 966.56 1.00 966.56 36842.89 38.12 8.15 31.07 DAX 250.02 0.72 179.84 1.19 214.10 36842.89 172.08 2.19 37.71 DOW 251.08 0.70 175.86 1.00 175.86 36842.89 209.51 1.37 28.64 DX 967.05 0.43 416.66 1.00 416.66 36842.89 88.43 -4.49 -39.70 EUR 1487.31 0.48 721.27 1.00 721.27 36842.89 51.08 0.79 4.06 EURIBOR-ICE 2442.62 0.03 77.16 1.19 91.86 36842.89 401.09 10.96 439.79 EUROSTX 608.30 0.74 449.70 1.19 535.38 36842.89 68.82 16.65 114.60 FEEDCOW 1821.50 0.81 1469.46 1.00 1469.46 36842.89 25.07 12.46 31.25 GASOIL 685.50 1.54 1058.45 1.00 1058.45 36842.89 34.81 14.25 49.61 GASOLINE 926.86 1.57 1454.56 1.00 1454.56 36842.89 25.33 0.88 2.24 GAS_US_mini 79.50 7.30 580.38 1.00 580.38 36842.89 63.48 2.06 13.10 GBP 852.00 0.53 451.24 1.00 451.24 36842.89 81.65 5.37 43.81 GOLD_micro 504.78 2.16 1090.37 1.00 1090.37 36842.89 33.79 -2.56 -8.66 HEATOIL 996.74 1.84 1833.19 1.00 1833.19 36842.89 20.10 6.38 12.83 JGB-SGX-mini 131880.00 0.21 27707.12 0.01 178.41 36842.89 206.51 -9.36 -193.27 JPY 819.62 0.70 571.80 1.00 571.80 36842.89 64.43 -1.04 -6.73 LEANHOG 375.60 1.20 450.49 1.00 450.49 36842.89 81.78 8.15 66.65 LIVECOW 963.50 0.81 780.58 1.00 780.58 36842.89 47.20 5.46 25.75 LUMBER-new 163.35 1.21 196.86 1.00 196.86 36842.89 187.16 -9.34 -174.79 MXP 290.05 0.66 190.54 1.00 190.54 36842.89 193.36 18.22 352.38 NASDAQ_micro 506.04 0.85 431.01 1.00 431.01 36842.89 85.48 -10.06 -86.02 NIKKEI 58165.00 1.48 86024.34 0.01 553.91 36842.89 66.51 7.86 52.29 NZD 606.20 0.66 399.98 1.00 399.98 36842.89 92.11 13.56 124.88 OAT 1223.90 0.26 322.60 1.19 384.06 36842.89 95.93 16.07 154.18 OATIES 154.12 1.65 253.62 1.00 253.62 36842.89 145.27 -11.97 -173.85 OJ 278.70 4.23 1177.61 1.00 1177.61 36842.89 31.29 -9.59 -29.99 PALLAD 1717.50 4.35 7463.11 1.00 7463.11 36842.89 4.94 1.11 0.55 PLAT 1044.25 4.80 5007.99 1.00 5007.99 36842.89 7.36 -0.42 -0.31 REDWHEAT 275.62 1.44 395.59 1.00 395.59 36842.89 93.13 -7.24 -67.41 RICE 222.70 1.24 275.85 1.00 275.85 36842.89 133.56 -5.82 -77.69 ROBUSTA 376.30 1.83 688.74 1.00 688.74 36842.89 53.49 -4.85 -25.92 RUSSELL 133.78 1.05 140.37 1.00 140.37 36842.89 262.46 4.56 119.64 SHATZ 1069.25 0.04 46.42 1.19 55.27 36842.89 666.65 3.89 259.65 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 36842.89 5.99 12.83 7.68 SMI 1349.50 0.67 898.09 1.30 1170.38 36842.89 31.48 20.00 62.96 SOFR 2414.75 0.05 125.01 1.00 125.01 36842.89 294.71 -4.39 -129.48 SOYBEAN 554.75 0.73 404.69 1.00 404.69 36842.89 91.04 1.04 9.48 SOYMEAL 305.80 1.27 388.46 1.00 388.46 36842.89 94.84 -12.90 -122.38 SOYOIL 344.94 1.16 401.83 1.00 401.83 36842.89 91.69 2.15 19.73 SP400 3591.80 0.84 3004.19 1.00 3004.19 36842.89 12.26 8.79 10.78 SP500_micro 348.48 0.64 221.42 1.00 221.42 36842.89 166.39 -4.20 -69.83 SUGAR11 151.54 1.68 254.23 1.00 254.23 36842.89 144.92 -11.46 -166.05 US10 1122.66 0.27 302.56 1.00 302.56 36842.89 121.77 -6.10 -74.33 US10U 1147.97 0.33 381.40 1.00 381.40 36842.89 96.60 -5.84 -56.40 US2 2085.16 0.07 142.38 1.00 142.38 36842.89 258.76 -5.42 -140.29 US20 1160.31 0.51 596.96 1.00 596.96 36842.89 61.72 -0.98 -6.05 US30 1185.00 0.72 855.87 1.00 855.87 36842.89 43.05 -3.30 -14.21 US5 1091.25 0.17 184.46 1.00 184.46 36842.89 199.73 -6.30 -125.77 VIX 193.50 2.85 552.06 1.00 552.06 36842.89 66.74 -14.69 -98.01 WHEAT 292.00 1.14 332.27 1.00 332.27 36842.89 110.88 -8.59 -95.23 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 153.483 0.010 2.5 3.988 BITCOIN -370.775 0.043 2.5 -40.207 BOBL 62.732 0.004 2.5 0.637 BTP 121.692 0.014 2.5 4.157 BUND 59.109 0.004 2.5 0.600 BUXL -19.254 0.004 2.5 -0.196 CAC 82.190 0.014 2.5 2.807 CAD 51.968 0.010 2.5 1.350 CANOLA 409.581 0.010 2.5 9.979 CHF -12.617 0.010 2.5 -0.328 COCOA -35.755 0.010 2.5 -0.871 COFFEE -11.548 0.005 2.5 -0.153 COPPER 8.007 0.043 2.5 0.868 CORN -99.992 0.010 2.5 -2.436 COTTON2 -220.050 0.010 2.5 -5.361 CRUDE_W 31.072 0.043 2.5 3.369 DAX 37.713 0.014 2.5 1.288 DOW 28.640 0.009 2.5 0.667 DX -39.704 0.010 2.5 -1.032 EUR 4.058 0.010 2.5 0.105 EURIBOR-ICE 439.790 0.014 2.5 15.022 EUROSTX 114.600 0.014 2.5 3.914 FEEDCOW 31.245 0.013 2.5 1.037 GASOIL 49.607 0.017 2.5 2.153 GASOLINE 2.237 0.017 2.5 0.097 GAS_US_mini 13.103 0.043 2.5 1.421 GBP 43.808 0.010 2.5 1.138 GOLD_micro -8.657 0.014 2.5 -0.296 HEATOIL 12.827 0.017 2.5 0.557 JGB-SGX-mini -193.270 0.043 2.5 -20.958 JPY -6.731 0.010 2.5 -0.175 LEANHOG 66.650 0.024 2.5 4.056 LIVECOW 25.750 0.013 2.5 0.854 LUMBER-new -174.788 0.010 2.5 -4.258 MXP 352.381 0.059 2.5 51.793 NASDAQ_micro -86.022 0.009 2.5 -2.002 NIKKEI 52.292 0.043 2.5 5.671 NZD 124.882 0.010 2.5 3.245 OAT 154.182 0.014 2.5 5.266 OATIES -173.849 0.010 2.5 -4.235 OJ -29.988 0.010 2.5 -0.731 PALLAD 0.546 0.014 2.5 0.019 PLAT -0.311 0.014 2.5 -0.011 REDWHEAT -67.415 0.005 2.5 -0.896 RICE -77.695 0.010 2.5 -1.893 ROBUSTA -25.924 0.005 2.5 -0.344 RUSSELL 119.636 0.013 2.5 3.970 SHATZ 259.647 0.004 2.5 2.637 SILVER-mini 7.682 0.014 2.5 0.262 SMI 62.959 0.014 2.5 2.150 SOFR -129.477 0.024 2.5 -7.880 SOYBEAN 9.481 0.004 2.5 0.088 SOYMEAL -122.376 0.004 2.5 -1.140 SOYOIL 19.727 0.004 2.5 0.184 SP400 10.780 0.013 2.5 0.358 SP500_micro -69.826 0.009 2.5 -1.625 SUGAR11 -166.047 0.010 2.5 -4.045 US10 -74.328 0.005 2.5 -0.943 US10U -56.401 0.005 2.5 -0.716 US2 -140.288 0.005 2.5 -1.780 US20 -6.051 0.005 2.5 -0.077 US30 -14.207 0.005 2.5 -0.180 US5 -125.775 0.005 2.5 -1.596 VIX -98.015 0.099 2.5 -24.228 WHEAT -95.229 0.005 2.5 -1.265 ===================== Position diags ===================== AUD 1.99 BITCOIN 20.47 BOBL 2.02 BTP 2.95 BUND 0.97 BUXL 0.40 CAC 1.97 CAD 2.96 CANOLA 10.33 CHF 0.97 COCOA 0.63 COFFEE 0.24 COPPER 1.38 CORN 4.60 COTTON2 2.68 CRUDE_W 4.13 DAX 5.88 DOW 4.88 DX 2.30 EUR 1.33 EURIBOR-ICE 13.70 EUROSTX 2.35 FEEDCOW 0.83 GASOIL 1.51 GASOLINE 1.10 GAS_US_mini 6.88 GBP 2.12 GOLD_micro 1.15 HEATOIL 0.87 JGB-SGX-mini 22.39 JPY 1.67 LEANHOG 4.98 LIVECOW 1.57 LUMBER-new 4.56 MXP 28.42 NASDAQ_micro 1.99 NIKKEI 7.21 NZD 2.39 OAT 3.28 OATIES 3.54 OJ 0.76 PALLAD 0.17 PLAT 0.25 REDWHEAT 1.24 RICE 3.25 ROBUSTA 0.71 RUSSELL 8.71 SHATZ 6.77 SILVER-mini 0.20 SMI 1.08 SOFR 17.94 SOYBEAN 0.85 SOYMEAL 0.88 SOYOIL 0.85 SP400 0.41 SP500_micro 3.87 SUGAR11 3.53 US10 1.55 US10U 1.23 US2 3.28 US20 0.78 US30 0.55 US5 2.53 VIX 16.50 WHEAT 1.47 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.8 4.2 0.0 0 BITCOIN -40.2 -42.3 -38.2 0.0 0 BOBL 0.6 0.4 0.8 0.0 0 BTP 4.2 3.9 4.5 0.0 0 BUND 0.6 0.5 0.7 3.0 3 BUXL -0.2 -0.2 -0.2 -2.0 -2 CAC 2.8 2.6 3.0 0.0 0 CAD 1.4 1.1 1.6 0.0 0 CANOLA 10.0 8.9 11.0 12.0 12 CHF -0.3 -0.4 -0.2 0.0 0 COCOA -0.9 -0.9 -0.8 -1.0 -1 COFFEE -0.2 -0.2 -0.1 0.0 0 COPPER 0.9 0.7 1.0 2.0 2 CORN -2.4 -2.9 -2.0 0.0 0 COTTON2 -5.4 -5.6 -5.1 -5.0 -5 CRUDE_W 3.4 3.0 3.8 2.0 2 DAX 1.3 0.7 1.9 0.0 0 DOW 0.7 0.2 1.2 -5.0 -5 DX -1.0 -1.3 -0.8 -1.0 -1 EUR 0.1 -0.0 0.2 1.0 1 EURIBOR-ICE 15.0 13.7 16.4 0.0 0 EUROSTX 3.9 3.7 4.1 7.0 7 FEEDCOW 1.0 1.0 1.1 0.0 0 GASOIL 2.2 2.0 2.3 0.0 0 GASOLINE 0.1 -0.0 0.2 0.0 0 GAS_US_mini 1.4 0.7 2.1 0.0 0 GBP 1.1 0.9 1.4 0.0 0 GOLD_micro -0.3 -0.4 -0.2 -2.0 -2 HEATOIL 0.6 0.5 0.6 1.0 1 JGB-SGX-mini -21.0 -23.2 -18.7 0.0 0 JPY -0.2 -0.3 -0.0 0.0 0 LEANHOG 4.1 3.6 4.6 4.0 4 LIVECOW 0.9 0.7 1.0 0.0 0 LUMBER-new -4.3 -4.7 -3.8 0.0 0 MXP 51.8 49.0 54.6 34.0 34 NASDAQ_micro -2.0 -2.2 -1.8 -11.0 -11 NIKKEI 5.7 4.9 6.4 5.0 5 NZD 3.2 3.0 3.5 0.0 0 OAT 5.3 4.9 5.6 4.0 4 OATIES -4.2 -4.6 -3.9 NaN 0 OJ -0.7 -0.8 -0.7 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT -0.0 -0.0 0.0 -1.0 -1 REDWHEAT -0.9 -1.0 -0.8 -1.0 -1 RICE -1.9 -2.2 -1.6 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 4.0 3.1 4.8 0.0 0 SHATZ 2.6 2.0 3.3 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 2.2 2.0 2.3 0.0 0 SOFR -7.9 -9.7 -6.1 NaN 0 SOYBEAN 0.1 0.0 0.2 0.0 0 SOYMEAL -1.1 -1.2 -1.1 0.0 0 SOYOIL 0.2 0.1 0.3 -1.0 -1 SP400 0.4 0.3 0.4 2.0 2 SP500_micro -1.6 -2.0 -1.2 -11.0 -11 SUGAR11 -4.0 -4.4 -3.7 -8.0 -8 US10 -0.9 -1.1 -0.8 -1.0 -1 US10U -0.7 -0.8 -0.6 0.0 0 US2 -1.8 -2.1 -1.5 NaN 0 US20 -0.1 -0.2 0.0 0.0 0 US30 -0.2 -0.2 -0.1 -3.0 -3 US5 -1.6 -1.8 -1.3 -3.0 -3 VIX -24.2 -25.9 -22.6 -28.0 -28 WHEAT -1.3 -1.4 -1.1 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.5 0.4 0.3 0.1 0.1 0.2 0.1 0.1 0.1 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 1.6 0.2 0.1 0.4 0.2 0.3 0.2 0.3 0.5 0.6 0.5 0.5 -0.0 0.7 0.1 0.7 BITCOIN 0.1 -0.0 -0.6 0.1 -0.1 0.4 0.0 0.6 0.1 -0.2 -0.5 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 -2.7 -0.2 -0.2 -0.5 -0.2 -0.3 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 -0.1 0.0 -0.7 -0.6 BOBL 0.3 0.2 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.2 -0.3 0.2 -0.2 0.2 -0.1 -0.4 -0.1 -0.3 -0.2 0.0 -0.1 0.1 -0.2 0.1 0.5 -0.0 0.2 -0.3 0.2 -0.4 0.1 -0.8 0.2 0.3 0.4 -0.2 0.2 0.7 0.6 0.7 BTP 0.1 0.2 -0.1 -0.1 0.2 -0.2 0.2 -0.3 0.1 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 0.4 0.1 -2.7 0.2 0.2 0.3 0.2 0.6 0.2 0.7 0.0 0.4 0.6 0.6 0.1 0.7 0.5 0.7 BUND 0.2 0.1 -0.2 -0.0 0.2 -0.2 0.2 -0.3 0.1 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 0.1 0.2 0.4 -0.2 0.0 0.7 0.4 0.7 BUXL 0.0 0.1 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 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 -0.0 0.4 -0.1 0.2 -0.5 0.1 -0.7 -0.0 -0.0 -0.3 -0.3 0.0 -0.3 -0.2 0.7 0.1 0.4 CAC -0.0 0.0 0.1 0.1 0.2 0.4 0.2 0.5 0.1 0.2 0.4 0.2 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.3 0.2 1.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.5 -0.5 -0.4 -0.3 0.6 0.7 0.4 0.7 CAD 0.4 0.2 0.3 0.1 0.0 0.2 0.1 0.2 0.2 0.0 0.0 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 0.1 0.1 0.0 0.1 2.5 0.1 0.1 0.1 0.1 0.0 0.2 -0.3 0.3 0.0 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.5 -0.1 0.0 0.1 -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 1.8 0.1 0.1 -0.1 0.2 -0.3 0.2 -0.7 0.4 0.6 0.6 0.3 0.3 0.7 0.5 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 0.0 0.1 0.1 0.1 0.1 -1.1 0.1 0.2 0.1 0.0 -0.4 -0.7 -0.3 -0.7 COCOA -0.6 -0.6 -0.6 0.0 0.0 -0.2 0.0 -0.4 0.0 -0.1 -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 0.9 -0.2 -0.5 -0.5 -0.3 0.0 0.0 0.2 0.2 COFFEE -0.6 -0.6 -0.3 0.0 0.1 -0.4 0.1 -0.7 0.1 -0.1 0.1 -0.2 0.3 -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 -0.1 -0.1 -0.2 0.4 -0.2 1.1 -0.5 -0.6 -0.6 -0.6 0.7 0.6 0.7 0.7 COPPER -0.4 -0.1 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 -0.0 -0.0 0.7 0.7 0.7 0.7 CORN 0.2 -0.1 0.1 0.0 0.1 -0.5 0.1 -0.7 0.1 0.1 -0.0 0.2 -0.4 0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.0 1.4 -0.0 0.1 -0.1 0.1 -0.3 0.0 -1.1 0.1 0.0 -0.5 0.2 0.1 -0.2 0.3 -0.0 COTTON2 -0.4 0.1 -0.1 0.0 0.1 -0.5 0.2 -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 -0.1 -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 0.1 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 0.1 -0.4 -0.2 -0.4 0.3 0.7 0.2 0.4 DAX -0.5 0.3 -0.0 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 0.3 0.7 DOW -0.1 -0.1 0.1 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 0.1 -0.1 0.2 -0.1 -0.7 -0.2 -0.7 DX -0.5 -0.2 0.1 0.1 0.0 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -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 -0.4 0.1 0.7 0.3 0.7 EUR 0.4 0.0 -0.2 0.1 0.0 0.2 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 0.8 0.1 0.0 0.2 0.1 0.2 0.1 -0.4 -0.0 -0.0 -0.1 0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.4 0.3 -0.4 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -0.1 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 0.1 -0.2 0.2 -0.1 0.1 0.8 0.2 0.3 0.4 -0.2 0.5 0.7 0.7 0.7 EUROSTX -0.2 0.2 0.2 0.1 0.1 0.3 0.2 0.4 0.1 0.2 0.5 0.2 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 0.2 0.5 0.1 0.5 0.1 0.7 0.0 -0.2 0.2 0.4 0.4 0.7 0.2 0.7 FEEDCOW 0.1 0.6 0.4 0.0 0.1 -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 0.1 0.5 0.2 -2.7 0.1 0.0 0.3 0.0 0.7 0.1 1.1 -0.0 -0.0 0.5 -0.2 0.7 0.7 0.7 0.7 GASOIL 0.5 0.3 -0.0 0.2 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 0.4 0.1 0.4 0.2 1.1 0.1 -0.1 0.1 0.2 -0.0 0.7 -0.3 0.2 GASOLINE 0.5 0.4 0.0 0.2 0.1 0.2 0.1 0.1 0.2 0.2 0.1 0.2 0.1 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.2 0.0 0.2 -2.3 0.1 0.1 0.1 0.2 -0.0 0.2 -1.1 0.2 -0.3 -0.1 -0.2 0.3 0.7 0.0 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 1.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.4 -0.3 -0.3 -0.5 -0.2 0.2 -0.4 0.1 -0.7 GBP 0.2 0.3 0.1 0.1 0.0 0.2 0.1 0.1 0.2 -0.0 0.2 0.0 0.4 0.0 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 0.0 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 0.2 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 0.2 0.6 0.6 0.4 0.5 0.2 -0.3 -0.5 HEATOIL 0.6 0.3 -0.0 0.1 0.1 0.2 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 0.1 0.1 0.1 0.1 -2.0 0.1 0.0 0.1 0.0 0.1 0.1 1.1 -0.1 -0.2 -0.2 0.0 0.3 0.4 -0.2 -0.4 JGB-SGX-mini 0.6 0.1 -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 -0.1 -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 0.1 -0.2 0.0 -0.3 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.1 -0.2 0.0 2.7 -0.0 0.1 -0.2 0.1 -0.3 0.0 -0.6 0.1 -0.2 -0.4 -0.5 -0.2 -0.5 -0.1 -0.6 LEANHOG 0.2 0.6 0.2 0.0 0.2 -0.5 0.2 -0.7 0.2 -0.2 0.5 0.0 0.7 0.2 0.2 -0.4 -0.0 -0.4 -0.4 0.2 0.2 -0.0 0.4 0.2 -0.7 0.2 -0.2 0.5 -0.1 0.5 0.2 0.0 -0.4 0.6 0.6 0.6 -0.2 0.4 -0.0 0.7 LIVECOW -0.0 0.5 0.1 0.0 0.1 -0.4 0.1 -0.7 0.1 0.1 0.2 0.1 0.5 0.1 0.1 -0.1 0.1 -0.1 -0.0 0.1 0.1 0.1 0.5 0.1 -2.7 0.0 0.1 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 0.2 0.6 -0.3 0.0 0.1 -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 0.0 -0.5 0.0 -0.7 0.0 -1.2 -0.1 -0.2 -0.2 -0.7 0.0 0.8 0.2 0.8 MXP -0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.2 0.2 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 -0.4 -0.2 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 -0.0 -0.4 -0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.3 0.1 0.3 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.3 0.1 -1.5 0.1 0.1 0.2 0.1 0.3 0.1 1.1 0.5 0.5 0.4 0.4 -0.3 0.0 -0.5 0.2 NZD 0.6 0.6 0.4 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 -0.0 0.2 1.6 0.1 0.1 0.1 0.1 -0.0 0.2 0.0 0.2 0.4 0.1 0.1 -0.1 0.7 0.2 0.7 OAT 0.4 0.3 0.1 -0.0 0.2 -0.2 0.2 -0.3 0.1 0.2 0.2 0.2 -0.1 0.2 0.1 0.3 0.3 0.3 0.3 0.1 0.0 0.2 -0.0 0.2 -0.1 0.2 0.2 0.2 0.2 0.0 0.2 0.9 -0.0 0.6 0.6 0.5 0.0 0.7 0.4 0.7 OATIES 0.2 0.2 -0.1 0.0 0.1 -0.3 0.1 -0.7 0.1 -0.0 -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 -0.5 0.0 0.0 0.0 -0.2 -0.3 -0.6 -0.1 -0.7 OJ -0.5 0.6 0.4 0.0 0.0 -0.2 0.0 -0.4 0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.9 -0.5 -0.3 0.4 0.1 -0.6 -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 1.3 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 -0.2 -0.1 0.3 -0.0 -0.2 -0.3 PLAT -0.6 -0.6 -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 -0.2 -0.3 0.1 0.1 0.7 0.3 0.0 -0.2 REDWHEAT 0.2 0.2 0.3 0.0 0.1 -0.5 0.1 -0.7 0.1 -0.0 -0.3 0.1 -0.7 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.0 -0.0 0.0 -0.4 0.1 1.1 0.1 0.1 0.0 0.1 -0.3 0.1 -0.8 -0.1 0.2 0.2 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.3 0.0 0.1 -0.3 0.1 -0.6 0.1 0.0 -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 0.0 -0.1 0.1 -0.7 0.1 -0.9 0.1 0.4 0.6 0.0 -0.5 -0.6 -0.3 -0.6 ROBUSTA 0.0 -0.1 -0.3 0.0 0.1 -0.3 0.1 -0.6 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -2.7 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 1.1 -0.5 -0.4 -0.3 -0.2 0.1 0.2 0.4 0.5 RUSSELL -0.4 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 1.0 0.1 0.0 0.3 0.0 0.4 0.1 0.1 -0.4 -0.0 0.0 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 -0.0 -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 -0.0 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 -0.3 -0.0 0.5 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.2 0.5 0.1 0.2 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 0.5 -0.1 0.3 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.3 -0.2 -0.4 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.1 -0.2 0.1 0.4 0.1 -0.1 0.2 0.1 0.2 0.2 -0.1 -0.0 0.1 0.1 0.0 -2.7 -0.0 0.2 -0.0 0.2 0.1 0.1 0.3 0.4 0.3 0.0 -0.0 -0.4 -0.4 -0.4 -0.7 SOYBEAN 0.6 -0.1 0.0 0.0 0.1 -0.5 0.1 -0.7 0.1 0.2 0.1 0.2 0.2 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.0 0.2 -0.9 0.1 0.2 0.2 0.2 0.1 0.2 0.3 0.5 0.6 -0.1 0.5 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.2 -0.3 0.1 0.0 0.1 -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 -0.0 0.1 -0.2 0.0 -1.8 -0.0 0.1 0.1 0.1 -0.0 0.0 -0.6 0.3 -0.1 -0.4 0.6 -0.7 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.0 0.0 0.1 -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 0.1 0.5 0.6 0.6 0.5 -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 -0.2 -0.2 -0.0 0.1 0.1 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 -0.5 -0.5 -0.3 0.3 -0.7 0.4 -0.7 SUGAR11 -0.2 0.1 0.1 0.0 0.1 -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 -0.2 -0.1 -0.0 -0.6 0.2 -0.4 US10 0.1 -0.3 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.1 0.1 0.1 0.3 -0.0 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.0 0.1 0.1 0.0 -1.4 -0.0 0.1 -0.0 0.1 0.2 0.0 -0.2 0.2 -0.1 -0.1 0.0 -0.5 -0.7 -0.5 -0.7 US10U 0.1 -0.3 -0.2 -0.1 0.2 -0.2 0.2 -0.3 0.1 0.1 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 0.1 -0.2 0.0 0.2 -0.5 -0.2 -0.5 -0.7 US2 0.2 -0.2 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 0.1 -0.1 0.0 2.0 -0.0 0.1 -0.1 0.1 0.0 0.0 -1.1 0.2 0.0 -0.2 -0.1 -0.6 -0.7 -0.7 -0.7 US20 0.1 -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 0.1 0.0 0.0 -0.1 0.2 0.2 -0.3 0.5 -0.1 -0.7 US30 0.1 -0.1 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 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 -0.1 -0.1 0.2 0.1 -0.3 0.4 -0.0 -0.6 US5 0.2 -0.2 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.1 -0.0 0.1 0.4 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.1 0.0 -1.0 -0.0 0.1 -0.0 0.2 0.2 0.1 -0.5 0.3 -0.1 -0.1 0.1 -0.6 -0.7 -0.7 -0.7 VIX 0.5 0.2 -0.4 -0.1 -0.1 -0.4 -0.0 -0.4 -0.0 -0.1 -0.9 -0.1 -1.0 -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 0.3 0.1 0.0 0.1 -0.5 0.2 -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 -1.0 -0.1 0.4 0.2 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 15.1 13.1 10.6 11.5 6.1 6.1 9.7 3.6 13.9 11.5 14.6 13.8 11.1 14.5 15.3 1.0 -0.5 0.6 0.1 20.0 14.1 20.0 8.0 20.0 12.2 20.0 15.1 13.8 19.7 6.9 20.0 6.0 20.0 20.0 15.9 16.7 -0.8 20.0 3.5 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 -2.6 0.1 -20.0 -17.3 BOBL 9.3 6.7 -7.6 -4.1 20.0 -6.8 15.8 -6.4 5.0 18.1 -9.7 19.0 -6.1 17.6 -6.6 -20.0 -2.9 -16.8 -7.5 0.7 -6.3 14.7 -7.8 9.5 3.5 -1.3 20.0 -10.3 19.7 -10.5 11.6 -14.2 7.1 10.1 12.8 -6.5 5.6 20.0 19.2 20.0 BTP 4.0 5.5 -2.3 -5.1 20.0 -8.3 19.3 -7.8 6.0 20.0 18.4 20.0 20.0 20.0 16.5 17.2 11.2 15.1 13.0 9.9 9.7 16.5 13.0 12.5 -20.0 14.4 20.0 12.7 20.0 16.0 19.2 13.5 1.0 12.2 20.0 17.0 3.0 20.0 14.6 20.0 BUND 6.3 3.8 -5.9 -4.6 20.0 -7.6 17.6 -7.1 5.5 20.0 -11.0 17.8 -13.9 16.8 -9.0 20.0 8.3 16.4 11.6 -1.6 -7.7 14.4 -10.6 7.1 0.0 -2.5 20.0 -10.6 20.0 -11.5 10.2 9.5 5.2 6.0 11.2 -5.1 1.4 20.0 12.0 20.0 BUXL 0.8 1.6 -5.6 -4.2 20.0 -7.0 16.1 -6.5 5.0 16.2 -18.7 -4.8 -20.0 -6.5 -17.2 5.2 3.7 4.9 4.5 -9.7 -15.4 2.8 -20.0 -3.6 3.3 -11.4 18.6 -18.0 4.8 -20.0 -3.8 -0.2 -10.5 -8.5 1.5 -9.1 -6.1 20.0 3.8 11.2 CAC -1.0 0.1 2.3 12.1 18.0 13.2 16.0 13.7 12.6 20.0 16.2 15.4 20.0 7.6 9.0 -5.6 -3.1 -5.4 -4.3 9.4 11.4 20.0 12.8 14.0 7.6 6.1 20.0 6.4 20.0 5.0 12.1 3.5 20.0 -14.4 -11.4 -9.6 16.7 20.0 12.0 20.0 CAD 13.7 5.7 10.7 13.2 5.4 7.2 10.3 4.2 15.3 4.0 1.2 8.8 1.4 8.0 9.6 -6.5 -7.5 -7.3 -7.5 9.4 4.7 12.0 0.1 11.8 18.8 11.1 11.4 5.5 13.4 0.9 14.1 -6.6 10.7 0.6 -6.5 3.9 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 15.2 -2.3 1.7 12.6 -16.1 11.3 -20.0 10.7 12.0 -9.3 17.3 -4.2 18.2 10.9 -17.9 -14.7 -18.2 -17.2 11.3 -1.7 20.0 -6.0 20.0 13.4 12.4 13.0 -1.9 20.0 -7.5 20.0 -13.2 18.7 20.0 17.8 8.1 10.3 20.0 16.2 20.0 CHF 20.0 6.3 -5.9 6.4 2.6 3.5 5.0 2.0 7.4 1.0 1.2 4.2 6.1 3.9 2.8 -12.6 -16.0 -15.0 -15.5 5.3 3.2 5.9 3.0 6.9 -0.9 5.8 3.2 3.7 5.8 3.4 7.3 -20.0 2.8 6.7 2.4 0.5 -10.5 -20.0 -8.8 -20.0 COCOA -20.0 -20.0 -20.0 0.6 4.5 -5.7 4.0 -9.9 3.8 -6.0 -6.6 -6.6 -4.8 -6.8 -6.7 -4.8 4.3 -3.8 -1.2 -13.3 -11.7 -10.1 -7.1 -12.8 -20.0 -7.8 -7.8 -7.4 -6.7 -3.7 -7.1 16.8 -9.4 -16.7 -13.9 -8.8 0.9 0.8 6.3 5.9 COFFEE -20.0 -20.0 -10.7 1.6 11.5 -14.7 10.3 -20.0 9.8 -13.9 4.2 -16.5 9.4 -16.5 -15.6 20.0 19.5 20.0 20.0 -20.0 -7.1 -20.0 8.7 -20.0 -20.0 -18.1 -16.3 -4.7 -20.0 12.0 -20.0 20.0 -20.0 -20.0 -20.0 -17.0 20.0 17.1 20.0 20.0 COPPER -13.6 -2.0 9.7 2.9 -1.1 5.2 -2.0 5.9 -0.1 -2.2 5.2 -2.7 4.0 2.3 4.8 -6.5 -6.3 -6.8 -6.6 5.2 5.9 -0.3 4.6 2.1 -1.3 3.1 -0.1 4.2 0.2 4.7 1.5 -1.5 15.9 0.7 -1.4 -0.9 20.0 20.0 20.0 20.0 CORN 5.9 -4.3 3.6 2.0 14.9 -19.0 13.3 -20.0 12.6 8.8 -1.6 14.1 -10.9 2.8 -4.5 -20.0 -20.0 -20.0 -20.0 -2.9 -4.9 5.9 -9.6 1.7 10.9 -4.2 8.5 -4.8 6.7 -7.7 1.3 -20.0 4.4 0.1 -14.2 4.9 1.5 -7.4 7.8 -0.6 COTTON2 -11.7 2.5 -1.6 2.2 16.2 -20.0 14.4 -20.0 13.7 -7.7 -20.0 -17.7 -20.0 -18.4 -20.0 -20.0 -18.7 -20.0 -20.0 -16.2 -17.2 -18.1 -20.0 -19.3 -9.1 -20.0 -8.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -10.7 -12.7 -13.9 -11.0 -7.4 CRUDE_W 15.1 15.3 3.4 14.8 7.7 7.9 12.4 3.6 17.6 16.4 -6.4 16.6 -10.9 16.9 11.7 3.2 4.0 1.8 2.3 8.6 0.6 13.1 -5.1 13.5 7.0 8.4 10.2 0.1 10.7 -6.2 12.0 -0.8 2.2 -11.8 -6.6 -12.5 10.2 20.0 6.3 11.8 DAX -16.9 8.0 -0.9 9.5 14.1 10.3 12.5 10.7 9.9 13.4 10.2 -0.4 16.1 1.6 9.1 -9.4 -7.5 -8.8 -7.8 6.4 9.1 4.4 13.6 2.3 -12.7 3.9 7.0 5.8 1.5 8.0 -0.5 -3.1 -20.0 -20.0 -3.0 -4.3 11.8 20.0 7.6 20.0 DOW -4.0 -2.6 3.8 7.7 11.5 8.4 10.2 8.7 8.0 12.6 14.6 12.0 14.7 11.5 13.5 -7.1 -8.0 -7.5 -7.6 10.8 13.4 12.5 14.1 9.8 -9.7 7.1 11.0 8.9 10.2 9.6 7.2 -3.6 7.2 2.3 -2.0 5.1 -1.9 -20.0 -6.7 -20.0 DX -16.3 -6.0 4.1 9.4 3.8 5.1 7.3 3.0 10.8 -2.1 -0.7 -5.0 -9.0 -4.7 -5.0 4.8 6.0 5.5 5.7 -5.9 -3.5 -6.6 -4.1 -7.3 -20.0 -8.5 -8.4 -5.0 -7.6 -3.6 -9.5 16.5 13.6 -20.0 -20.0 -11.0 4.2 20.0 10.3 20.0 EUR 12.8 0.2 -6.7 10.3 4.2 5.6 8.0 3.3 11.9 0.3 2.6 2.6 10.9 2.6 3.9 -6.7 -7.9 -7.7 -7.8 5.5 4.4 5.4 6.0 6.3 6.2 8.6 4.9 6.5 7.2 6.1 9.3 -7.1 -1.5 -0.8 -4.1 2.2 -8.8 -20.0 -5.0 -20.0 EURIBOR-ICE 11.3 8.6 -11.1 -3.1 15.2 -5.1 11.7 -4.8 3.7 11.6 -5.4 13.1 3.2 12.4 -2.7 13.4 11.9 13.5 13.1 2.8 -2.3 13.6 -0.5 10.0 -1.5 0.5 14.9 -6.0 16.1 -4.0 10.6 14.7 9.0 9.6 11.9 -5.4 14.2 20.0 20.0 20.0 EUROSTX -7.1 7.2 7.7 10.6 15.8 11.6 14.0 12.0 11.1 18.1 19.4 14.4 20.0 16.0 17.4 9.0 1.2 6.0 3.1 18.4 20.0 15.2 20.0 13.8 -8.0 15.7 17.7 17.7 13.2 15.0 11.4 12.9 0.1 -4.8 7.6 11.0 12.8 20.0 6.5 20.0 FEEDCOW 1.8 20.0 13.6 1.6 11.6 -14.7 10.3 -20.0 9.8 3.3 12.5 7.1 14.0 15.1 14.5 16.4 10.2 13.9 13.1 20.0 20.0 6.3 20.0 16.6 -20.0 9.4 1.6 11.9 2.7 19.8 7.0 20.0 -1.8 -0.3 15.5 -4.7 20.0 20.0 20.0 20.0 GASOIL 16.6 10.3 -0.6 13.9 7.3 7.5 11.7 3.4 16.6 4.2 6.8 11.0 8.4 13.3 6.3 20.0 16.2 19.0 18.0 11.2 6.9 11.5 5.1 14.4 -2.5 17.4 12.2 13.6 12.6 9.8 17.6 20.0 2.2 -3.1 2.7 5.7 -0.7 20.0 -9.0 6.6 GASOLINE 16.4 13.1 0.6 15.5 8.1 8.3 13.1 3.8 18.6 16.9 5.1 18.0 2.2 18.5 13.0 -20.0 -20.0 -20.0 -20.0 11.7 4.7 17.4 0.9 17.5 -16.9 11.9 13.2 4.1 14.8 -0.5 16.0 -20.0 8.7 -8.6 -1.8 -5.8 8.5 20.0 1.4 20.0 GAS_US_mini 19.3 1.5 8.8 6.2 3.2 3.3 5.2 1.5 7.4 -6.8 -2.4 -2.5 -4.8 -1.5 -1.5 20.0 -6.7 20.0 20.0 0.1 -0.6 -3.3 -1.2 -0.4 12.8 -1.1 -2.9 -1.2 -2.3 -1.2 -1.1 -6.7 -12.7 -8.4 -16.9 -6.3 6.5 -11.3 2.0 -20.0 GBP 7.3 8.7 1.9 13.0 5.3 7.1 10.2 4.1 15.1 -3.8 7.1 2.3 12.3 4.5 11.4 0.1 0.1 0.2 0.2 10.4 7.7 2.2 6.8 8.4 0.3 13.5 -1.4 10.4 3.5 8.6 10.8 6.6 -9.9 -10.6 1.7 3.8 -5.0 -7.1 -0.5 -9.3 GOLD_micro -17.5 -20.0 -11.3 2.7 -1.0 4.9 -1.9 5.6 -0.1 -0.4 6.2 -0.1 6.8 2.3 4.7 -5.6 -9.7 -7.3 -8.3 7.2 7.4 2.7 6.7 5.3 -18.7 7.4 0.8 8.5 2.2 8.8 5.2 -5.9 6.8 20.0 17.0 12.7 15.5 6.1 -7.8 -15.8 HEATOIL 18.8 9.9 -1.4 11.2 5.8 6.0 9.4 2.7 13.3 2.2 3.1 7.5 4.9 9.8 3.2 20.0 15.5 20.0 19.9 8.5 4.9 7.5 3.5 10.9 -14.8 7.2 3.1 4.7 4.6 3.7 7.8 20.0 -3.7 -5.1 -5.9 0.6 7.8 13.4 -4.9 -10.8 JGB-SGX-mini 18.9 2.2 -9.8 -1.7 8.5 -2.8 6.5 -2.7 2.1 4.2 -9.1 0.1 -9.1 -6.3 -8.3 -20.0 9.8 -4.8 4.5 -10.5 -12.9 0.2 -12.2 -5.0 -0.4 -11.1 3.9 -13.1 -0.3 -11.6 -5.4 6.3 -3.0 -7.3 -18.9 -20.0 -6.7 -20.0 1.6 -20.0 JPY 20.0 12.1 -2.8 7.9 3.2 4.3 6.2 2.5 9.2 6.6 -9.2 1.8 -9.6 0.7 -4.4 -8.0 -10.3 -9.0 -9.4 -2.1 -7.2 5.9 -8.9 2.4 20.0 -0.8 12.5 -6.0 6.7 -7.5 3.9 -10.4 4.1 -6.2 -11.6 -15.5 -6.2 -14.7 -1.7 -17.7 LEANHOG 6.0 19.9 5.3 2.3 16.8 -20.0 15.0 -20.0 14.3 -19.1 16.7 0.2 18.1 17.8 20.0 -20.0 -1.8 -20.0 -20.0 20.0 19.3 -5.4 14.9 17.7 -5.0 20.0 -20.0 20.0 -6.9 14.3 18.5 0.9 -16.2 20.0 20.0 20.0 -6.9 11.6 -0.8 20.0 LIVECOW -0.3 14.0 4.2 1.6 12.0 -15.3 10.7 -20.0 10.2 5.9 9.0 5.8 12.8 12.6 11.8 -3.4 4.3 -4.1 -1.0 13.2 13.3 6.4 18.2 10.4 -20.0 2.5 6.2 3.3 2.6 10.6 3.2 17.5 2.7 -5.6 2.6 -12.3 20.0 20.0 20.0 20.0 LUMBER-new 5.7 16.6 -8.9 1.7 12.4 -15.9 11.1 -20.0 10.6 5.6 -15.3 -3.8 -15.8 5.5 -9.0 -20.0 -20.0 -20.0 -20.0 -3.1 -15.6 1.4 -20.0 2.2 NaN -4.1 3.8 -14.6 1.7 -17.2 1.3 -20.0 -4.1 -4.1 -5.9 -20.0 0.7 20.0 4.4 20.0 MXP -2.0 1.8 3.6 15.3 6.2 8.3 11.9 4.9 17.7 18.1 20.0 17.0 20.0 17.9 20.0 10.3 12.8 12.1 12.4 20.0 20.0 16.5 20.0 20.0 -20.0 20.0 11.6 20.0 16.5 20.0 20.0 20.0 9.0 17.4 17.9 20.0 11.7 9.6 20.0 13.1 NASDAQ_micro -7.8 -10.9 -6.1 7.6 11.3 8.2 10.0 8.6 7.9 -1.4 8.7 -3.5 13.2 -1.8 0.5 -7.9 -8.6 -8.2 -8.3 -1.4 6.4 -7.7 13.8 -6.6 -20.0 -2.6 -2.5 3.1 -7.4 8.7 -6.5 -4.7 -20.0 -20.0 -17.5 -10.3 6.2 -20.0 6.9 -20.0 NIKKEI -0.7 -11.3 -5.6 4.9 7.3 5.4 6.5 5.6 5.1 8.5 9.6 8.8 9.4 9.2 9.2 9.6 8.0 8.9 7.8 10.3 10.6 16.0 10.5 12.3 -11.5 7.4 12.0 8.6 11.2 8.9 8.5 20.0 20.0 16.5 11.0 11.6 -9.4 0.9 -14.3 5.6 NZD 20.0 18.1 12.1 9.8 4.0 5.4 7.7 3.1 11.4 6.5 2.3 10.3 -1.7 10.4 10.2 -3.5 -3.5 -3.9 -3.9 12.0 4.9 11.0 -0.6 14.5 12.1 12.3 7.0 4.5 11.4 -1.3 15.3 0.0 6.6 11.5 3.3 1.5 -1.8 20.0 6.6 20.0 OAT 11.7 9.1 2.4 -4.5 20.0 -7.4 17.2 -7.0 5.4 19.1 9.1 19.0 -1.6 19.9 11.4 12.7 12.7 13.8 14.3 10.7 4.6 17.0 -1.1 15.3 -0.5 14.2 20.0 6.7 20.0 1.2 20.0 16.4 -1.8 20.0 20.0 14.9 0.9 20.0 12.8 20.0 OATIES 5.8 5.1 -3.4 1.3 9.6 -12.2 8.5 -20.0 8.1 -4.1 -10.8 2.3 -11.1 4.7 -2.5 -10.4 -12.0 -14.3 -15.1 -4.2 -9.6 -0.2 -11.8 -0.2 -2.8 -4.3 -0.7 -11.3 0.3 -13.9 0.7 -9.6 1.4 0.9 0.1 -7.5 -7.6 -18.0 -4.1 -20.0 OJ -15.1 18.9 11.1 0.6 4.5 -5.8 4.0 -10.1 3.9 -2.1 -3.7 -3.6 -5.7 -1.6 0.5 1.9 2.4 0.8 0.4 -1.5 -2.6 -5.5 -5.2 -4.5 -20.0 1.3 0.9 -0.0 -3.9 -2.7 -1.9 16.1 -20.0 -8.6 11.5 2.2 -18.9 -18.8 -11.7 -20.0 PALLAD -15.6 -10.6 -0.7 2.6 -1.0 4.7 -1.8 5.3 -0.1 -4.1 4.1 -4.5 4.4 -2.0 1.8 -2.5 -3.0 -2.9 -3.0 2.3 4.5 -4.3 4.3 -1.8 10.1 0.1 -2.3 3.8 -3.8 5.6 -2.9 4.4 0.6 -7.3 -7.2 -4.2 10.0 -1.1 -4.6 -8.8 PLAT -20.0 -17.3 -11.3 2.5 -0.9 4.5 -1.8 5.1 -0.1 -4.1 4.1 -4.6 5.0 -1.4 2.1 -1.7 -3.5 -2.7 -3.1 3.0 5.2 -6.5 4.7 -2.4 -0.7 2.4 -3.3 5.7 -4.7 6.7 -2.3 3.9 -8.7 -9.2 3.7 2.3 20.0 9.4 0.3 -5.2 REDWHEAT 6.4 7.7 9.1 2.0 14.4 -18.4 12.9 -20.0 12.2 -1.1 -11.7 6.3 -18.8 10.6 5.0 -15.2 -16.3 -15.7 -16.2 3.1 -3.6 3.5 -14.0 4.7 7.9 7.3 7.2 1.6 5.0 -7.7 7.7 -14.2 -2.3 6.1 5.1 18.2 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 8.3 1.0 7.5 -9.6 6.7 -16.7 6.4 2.1 -7.4 9.5 -10.3 11.1 6.5 -19.9 -14.5 -20.0 -19.5 6.1 -7.9 8.7 -18.9 12.1 1.3 9.1 1.9 -5.5 8.8 -18.7 13.5 -16.0 6.0 11.7 17.7 0.7 -14.8 -16.6 -8.4 -17.0 ROBUSTA 1.5 -2.0 -9.0 1.0 7.5 -9.6 6.7 -16.7 6.4 -9.6 1.4 -9.9 -2.2 -4.8 -5.5 20.0 15.7 20.0 17.0 -6.2 -4.6 -13.1 -2.0 -9.2 -20.0 -4.7 -8.8 -3.5 -10.6 -1.3 -7.2 20.0 -20.0 -12.1 -9.4 -6.4 1.5 6.5 11.0 14.9 RUSSELL -11.3 3.8 6.7 8.8 13.1 9.6 11.6 9.9 9.2 10.8 15.3 3.1 15.7 8.4 13.1 -5.0 -5.2 -5.0 -5.0 12.6 15.7 5.7 14.8 7.7 7.7 8.8 5.4 11.1 3.9 10.6 5.0 1.0 -15.3 -0.5 1.1 1.6 -6.3 -20.0 -17.4 -20.0 SHATZ 9.2 9.1 -7.2 -3.6 17.8 -6.0 13.7 -5.6 4.3 15.4 -11.7 15.7 -11.6 15.0 -5.6 8.1 -12.6 -1.7 -7.5 -0.8 -8.7 8.9 -10.6 6.4 11.5 -3.7 11.6 -13.9 12.1 -14.2 7.5 -20.0 -1.8 7.2 9.6 -8.2 14.0 20.0 20.0 20.0 SILVER-mini 20.0 7.5 9.8 7.2 6.0 8.1 7.4 8.0 7.1 7.2 8.3 8.1 8.0 8.3 8.4 -3.3 -5.8 -4.3 -5.1 20.0 17.2 20.0 11.0 20.0 -7.4 16.7 16.9 16.6 17.6 14.3 16.3 0.1 20.0 20.0 20.0 20.0 6.2 19.8 -18.2 -6.2 SMI -10.2 -0.5 16.1 8.3 12.3 9.0 10.9 9.3 8.6 14.2 15.1 14.2 14.3 12.5 14.2 12.6 6.8 11.5 9.0 15.5 18.0 15.2 15.6 12.9 8.9 16.6 13.0 19.0 13.1 14.8 12.1 20.0 20.0 -2.8 9.9 19.1 -7.5 20.0 -8.3 20.0 SOFR 8.7 -6.3 -12.3 -4.2 20.0 -7.0 16.1 -6.5 5.0 12.7 -7.0 13.1 12.5 4.7 -13.0 8.5 6.7 8.3 7.8 -4.8 -4.2 13.8 3.0 4.2 -20.0 -0.8 17.7 -1.7 17.6 3.3 8.5 5.4 16.9 9.9 0.5 -0.4 -12.9 -13.3 -13.2 -20.0 SOYBEAN 17.3 -2.6 1.1 2.1 15.4 -19.6 13.7 -20.0 13.1 20.0 4.7 20.0 5.4 15.0 -3.0 -3.7 -5.3 -4.4 -4.9 4.7 1.6 20.0 -1.1 14.9 -6.5 9.1 20.0 6.5 20.0 4.0 20.0 4.9 20.0 20.0 -3.5 16.7 -20.0 -11.7 -20.0 -8.5 SOYMEAL 7.1 -10.1 1.8 0.7 5.6 -13.8 6.9 -20.0 7.8 8.0 -7.0 7.3 -10.2 -1.0 -9.6 -11.4 -14.1 -12.0 -13.4 -4.8 -4.6 7.2 -6.4 0.4 -13.3 -0.2 9.2 2.2 8.0 -0.5 2.2 -11.6 11.4 -2.9 -11.3 20.0 -20.0 -19.3 -14.5 -18.4 SOYOIL 20.0 20.0 1.4 1.9 14.2 -18.0 12.6 -20.0 12.0 17.9 3.7 20.0 9.7 20.0 18.0 -8.2 -6.3 -8.5 -7.8 20.0 11.7 20.0 7.5 20.0 -18.2 20.0 20.0 8.2 20.0 3.3 20.0 2.0 20.0 20.0 20.0 14.9 -10.9 -20.0 -11.7 -20.0 SP400 -1.6 10.7 9.4 9.1 13.5 9.9 12.0 10.2 9.4 14.2 16.5 13.6 13.7 14.8 16.4 -7.0 -6.3 -6.7 -6.3 17.2 15.4 20.0 11.7 17.6 3.4 11.3 18.2 8.7 18.2 5.5 13.7 -1.0 15.1 15.3 6.2 3.1 -3.2 -20.0 -9.5 -20.0 SP500_micro -5.1 -7.1 -1.0 9.8 14.6 10.7 13.0 11.1 10.2 10.2 18.0 8.1 19.4 9.0 14.4 -9.0 -9.5 -9.2 -9.2 5.6 13.4 1.8 20.0 1.4 -18.6 1.0 3.7 5.7 -0.2 10.5 -1.2 -6.2 -20.0 -16.2 -13.9 -8.9 9.6 -20.0 12.1 -20.0 SUGAR11 -6.9 3.0 3.3 1.2 9.1 -11.5 8.1 -20.0 7.7 -11.5 -11.7 -11.5 -13.1 -11.2 -10.2 19.8 13.0 18.4 14.4 -7.7 -10.3 -10.9 -14.0 -9.0 -19.9 -3.2 -12.7 -6.1 -10.5 -10.2 -6.2 20.0 -20.0 -16.8 -4.9 -3.1 -0.1 -17.6 5.0 -10.9 US10 4.2 -8.0 -7.3 -4.0 19.6 -6.6 15.1 -6.1 4.7 11.3 2.2 9.9 8.9 -0.6 -11.9 3.8 1.3 3.2 2.6 -4.6 -2.3 9.9 2.3 1.3 -10.7 -3.3 15.4 -0.8 13.4 4.4 3.3 -3.7 7.5 -4.0 -3.7 1.2 -15.7 -20.0 -14.1 -20.0 US10U 1.9 -8.1 -6.1 -5.1 20.0 -8.3 19.3 -7.8 6.0 16.6 5.1 10.1 9.2 -1.8 -16.1 3.8 0.6 3.2 2.1 -5.7 -2.0 12.3 2.9 0.6 -16.1 -2.0 20.0 3.2 17.9 9.4 4.1 -4.8 4.1 -7.2 0.1 5.8 -14.0 -7.3 -15.0 -20.0 US2 6.2 -4.9 -6.0 -4.1 20.0 -6.7 15.5 -6.3 4.9 5.0 -5.5 11.2 -0.5 -0.4 -11.5 -8.3 -13.0 -9.2 -10.5 -4.1 -4.4 9.4 -2.0 2.7 14.8 -4.2 6.4 -4.4 12.3 0.1 4.3 -20.0 7.8 0.1 -5.5 -2.9 -16.9 -20.0 -20.0 -20.0 US20 2.7 -2.9 -4.7 -3.6 17.8 -5.9 13.7 -5.6 4.3 11.4 2.9 8.0 0.3 3.4 -10.2 5.7 3.9 5.3 4.8 -1.8 -0.9 8.8 0.0 2.1 -10.5 2.1 17.6 3.9 12.1 5.1 4.9 0.4 0.1 -2.5 7.5 5.5 -9.3 14.8 -3.7 -20.0 US30 3.4 -2.9 -4.9 -4.1 20.0 -6.8 15.6 -6.3 4.9 12.2 -3.6 7.3 -8.1 1.6 -15.2 3.1 -0.6 2.2 0.9 -4.0 -3.9 7.4 -4.2 0.5 -5.9 0.1 18.7 1.3 11.6 1.7 3.7 -6.9 -5.3 -2.1 5.4 3.8 -9.6 10.9 -1.3 -16.7 US5 4.9 -7.2 -7.1 -4.4 20.0 -7.3 16.9 -6.9 5.3 11.0 -0.9 11.7 9.8 -2.0 -13.4 1.6 -1.7 0.8 -0.2 -4.9 -3.3 12.4 2.0 2.7 -7.7 -3.2 16.1 -1.6 16.9 4.6 5.5 -8.7 11.2 -2.4 -2.9 1.5 -17.3 -20.0 -19.5 -20.0 VIX 10.4 3.9 -7.4 -5.4 -3.8 -8.3 -0.5 -6.2 -0.9 -10.4 -19.8 -7.3 -18.1 -6.9 -17.6 -20.0 -20.0 -20.0 -20.0 -7.7 -11.6 -1.7 -10.1 -2.2 NaN -6.2 -4.2 -9.5 -0.5 -7.2 -1.0 NaN NaN NaN NaN NaN 0.8 -20.0 NaN NaN WHEAT 11.4 7.8 2.1 2.1 15.6 -19.9 13.9 -20.0 13.3 -9.0 -18.1 4.4 -20.0 8.5 -5.6 -19.2 -18.7 -19.1 -18.6 0.7 -8.3 3.9 -18.3 5.3 11.9 7.7 5.2 -0.8 6.7 -9.6 11.1 -18.0 -4.2 12.7 4.7 13.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3