******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260212_204002 produced at 2026-02-12 21:36:11.023730 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 JGB-SGX-mini False True 0.04 0.00 -0.76 0.0 0.00 0.00 0.00 0.00 -20.67 16.0 0 0 caleb_strategy_v3 SOFR False True 0.10 0.00 -0.49 0.0 0.00 0.00 0.00 0.00 -4.76 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.17 0.0 999.00 -999.00 -0.24 -0.24 -20.09 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 -40.01 59.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -1.59 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.07 0.0 0.15 -0.15 -0.07 -0.07 -5.37 11.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 -0.14 -0.06 0.0 1.17 -1.17 -0.14 -0.14 -1.18 25.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.23 -0.05 0.0 0.49 -0.49 -0.23 -0.25 -2.17 23.0 -11 -12 caleb_strategy_v3 DX False False 0.04 -0.04 -0.04 0.0 999.00 -999.00 -0.04 -0.04 -1.05 999999999.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.06 -4.20 18.0 -8 -9 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.09 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.16 -0.03 0.0 0.71 -0.71 -0.16 -0.28 -2.10 48.0 -11 -19 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.03 0.0 0.82 -0.82 -0.05 0.00 -0.65 17.0 -1 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.46 3.0 0 0 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 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -1.93 4.0 -3 -3 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -1.63 12.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.02 0.0 0.64 -0.64 0.00 0.00 -0.47 13.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.01 0.0 0.23 -0.23 -0.11 -0.06 -0.14 4.0 -2 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.04 -0.82 9.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -0.53 8.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.38 -0.38 0.00 0.00 -0.32 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.14 6.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.41 -0.41 -0.02 -0.02 -0.90 26.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.05 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -0.69 3.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.01 0.0 1.22 -1.22 -0.04 -0.07 -0.27 56.0 -2 -3 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.03 2.0 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 1.32 26.0 0 0 caleb_strategy_v3 PLAT False False 0.05 -0.05 0.00 0.0 0.46 -0.46 -0.05 0.00 0.02 10.0 -1 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 0.00 0.0 0.15 -0.15 -0.01 0.00 0.26 10.0 -1 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.20 7.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.03 0.00 0.0 0.70 -0.70 -0.03 -0.01 0.35 66.0 -3 -1 caleb_strategy_v3 US20 False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.06 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 -0.07 999999999.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.00 -0.00 0.0 0.59 -0.59 0.00 0.00 -0.07 17.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.00 0.0 0.31 -0.31 -0.15 -0.10 -0.08 6.0 -3 -2 caleb_strategy_v3 EUR False False 0.06 0.06 0.01 0.0 0.89 -0.89 0.06 0.06 0.11 14.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 2.47 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 1.92 58.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.12 -0.12 0.04 0.04 0.44 3.0 1 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.03 0.0 0.91 -0.91 0.00 0.00 1.05 29.0 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 0.80 -0.80 0.00 0.00 1.14 22.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.06 0.04 0.0 0.20 -0.20 0.06 0.05 2.45 13.0 4 3 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.04 0.0 0.70 -0.70 0.00 0.00 1.05 17.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.04 0.0 1.12 -1.12 0.00 0.00 0.71 19.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.20 0.04 0.0 0.65 -0.65 0.20 0.20 0.68 10.0 3 3 caleb_strategy_v3 SP400 False False 0.15 0.30 0.05 0.0 0.30 -0.30 0.30 0.30 0.32 2.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.05 0.0 0.11 -0.11 0.00 0.00 1.68 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.05 0.0 0.22 -0.22 0.05 0.05 11.24 51.0 11 11 caleb_strategy_v3 COPPER False False 0.06 0.13 0.06 0.0 999.00 -999.00 0.13 0.13 0.98 999999999.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.07 0.0 0.13 -0.13 0.05 0.05 2.71 5.0 2 2 caleb_strategy_v3 NZD False False 0.03 0.00 0.08 0.0 0.54 -0.54 0.00 0.00 3.22 21.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.08 0.0 0.57 -0.57 0.08 0.10 5.20 36.0 5 6 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.08 0.0 0.62 -0.62 0.00 0.00 1.05 8.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.12 0.0 0.00 0.00 0.00 0.00 2.91 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 3.99 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.21 0.12 0.0 0.61 -0.61 0.21 0.21 3.85 20.0 7 7 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.16 0.0 0.00 0.00 0.00 0.00 2.93 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 2.18 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 4.24 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.25 0.34 0.0 0.62 -0.62 0.25 0.31 5.49 10.0 4 5 caleb_strategy_v3 MXP False False 0.01 0.42 0.63 0.0 0.74 -0.74 0.42 0.42 51.16 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 2.00 0.0 1.24 -1.24 0.00 0.00 16.16 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.4 Shocked risk 50.5 Sum abs risk 56.1 Leverage 7.05 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2344817.92, 'annual_cash_vol_target': 586204.48, 'daily_cash_vol_target': 36637.78} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.7127 0.6693 10.7089 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1559 116.9100 0.1334 2.1339 BTP 0.3556 121.8700 0.2918 4.6683 BUND 0.3280 129.0200 0.2542 4.0678 BUXL 0.7881 111.3000 0.7081 11.3297 CAC 51.5906 8349.0000 0.6179 9.8868 CAD 0.0032 0.7356 0.4372 6.9953 CANOLA 5.7565 677.3000 0.8499 13.5988 CHF 0.0078 1.3035 0.5983 9.5721 COCOA 139.3536 3699.0000 3.7673 60.2773 COFFEE 5.4560 299.0500 1.8244 29.1912 COPPER 0.1134 5.9900 1.8924 30.2789 CORN 3.9107 463.5000 0.8437 13.4997 COTTON2 0.6647 62.2600 1.0676 17.0809 CRUDE_W 1.0156 60.8600 1.6687 26.7000 DAX 177.1069 25025.0000 0.7077 11.3235 DOW 352.2245 49830.0000 0.7069 11.3096 DX 0.4103 96.8350 0.4237 6.7789 EUR 0.0057 1.1886 0.4774 7.6389 EURIBOR-ICE 0.0312 97.7500 0.0319 0.5100 EUROSTX 44.2543 6035.0000 0.7333 11.7327 FEEDCOW 2.8720 363.6750 0.7897 12.6354 GASOIL 11.4257 665.0000 1.7182 27.4904 GASOLINE 0.0366 2.1454 1.7047 27.2755 GAS_US_mini 0.2268 3.2200 7.0442 112.7070 GBP 0.0071 1.3623 0.5206 8.3293 GOLD_micro 106.2503 5107.3000 2.0804 33.2858 HEATOIL 0.0449 2.3104 1.9428 31.0855 JGB-SGX-mini 0.2660 131.9100 0.2017 3.2267 JPY 0.0000 0.0066 0.6762 10.8185 LEANHOG 1.1635 92.0500 1.2640 20.2245 LIVECOW 1.9055 240.7750 0.7914 12.6626 LUMBER-new 7.0815 596.5000 1.1872 18.9948 MXP 0.0004 0.0580 0.6468 10.3487 NASDAQ_micro 219.6677 24908.2500 0.8819 14.1105 NIKKEI 860.6056 57025.0000 1.5092 24.1468 NZD 0.0039 0.6044 0.6529 10.4465 OAT 0.3235 122.7000 0.2636 4.2179 OATIES 5.0005 310.5000 1.6105 25.7677 OJ 8.2575 167.9500 4.9166 78.6660 PALLAD 72.6930 1727.5000 4.2080 67.3278 PLAT 97.8773 2137.9000 4.5782 73.2512 REDWHEAT 8.3523 566.2500 1.4750 23.6002 RICE 0.1354 11.1850 1.2103 19.3654 ROBUSTA 68.9994 3836.0000 1.7987 28.7797 RUSSELL 28.5207 2635.0000 1.0824 17.3180 SHATZ 0.0464 106.9550 0.0434 0.6942 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 87.7288 13505.0000 0.6496 10.3936 SOFR 0.0528 96.6800 0.0546 0.8736 SOYBEAN 8.0422 1116.2500 0.7205 11.5274 SOYMEAL 3.8262 307.6000 1.2439 19.9024 SOYOIL 0.6570 57.9000 1.1347 18.1551 SP400 30.2316 3557.9000 0.8497 13.5952 SP500_micro 45.0120 6892.2500 0.6531 10.4493 SUGAR11 0.2236 13.5300 1.6523 26.4361 US10 0.3143 112.7812 0.2787 4.4591 US10U 0.4010 115.5000 0.3472 5.5545 US2 0.0713 104.3320 0.0683 1.0929 US20 0.6318 117.2500 0.5388 8.6211 US30 0.9064 120.0938 0.7547 12.0758 US5 0.1908 109.4219 0.1744 2.7903 VIX 0.5624 20.2000 2.7841 44.5451 WHEAT 6.9736 595.5000 1.1711 18.7369 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 712.70 0.67 477.01 1.00 477.01 36637.78 76.81 20.00 153.61 BITCOIN 82.98 2.35 195.18 1.00 195.18 36637.78 187.71 -19.66 -368.98 BOBL 1169.10 0.13 155.92 1.19 185.81 36637.78 197.18 3.55 70.02 BTP 1218.70 0.29 355.58 1.19 423.74 36637.78 86.46 14.35 124.07 BUND 1290.20 0.25 328.02 1.19 390.89 36637.78 93.73 7.12 66.77 BUXL 1113.00 0.71 788.12 1.19 939.20 36637.78 39.01 -3.47 -13.54 CAC 834.90 0.62 515.91 1.19 614.80 36637.78 59.59 14.32 85.34 CAD 735.65 0.44 321.63 1.00 321.63 36637.78 113.91 3.56 40.54 CANOLA 135.46 0.85 115.13 0.74 85.11 36637.78 430.48 10.72 461.29 CHF 1629.38 0.60 974.78 1.00 974.78 36637.78 37.59 -3.39 -12.73 COCOA 369.90 3.77 1393.54 1.00 1393.54 36637.78 26.29 -14.02 -36.87 COFFEE 1121.44 1.82 2046.00 1.00 2046.00 36637.78 17.91 -5.91 -10.58 COPPER 1497.50 1.89 2833.91 1.00 2833.91 36637.78 12.93 7.00 9.06 CORN 231.75 0.84 195.53 1.00 195.53 36637.78 187.37 -3.57 -66.89 COTTON2 311.30 1.07 332.33 1.00 332.33 36637.78 110.24 -20.00 -220.49 CRUDE_W 608.60 1.67 1015.60 1.00 1015.60 36637.78 36.08 6.92 24.95 DAX 250.25 0.71 177.11 1.19 211.06 36637.78 173.59 3.24 56.17 DOW 249.15 0.71 176.11 1.00 176.11 36637.78 208.04 0.73 15.12 DX 968.35 0.42 410.27 1.00 410.27 36637.78 89.30 -4.52 -40.40 EUR 1485.81 0.48 709.37 1.00 709.37 36637.78 51.65 0.80 4.12 EURIBOR-ICE 2443.75 0.03 77.89 1.19 92.82 36637.78 394.70 11.99 473.13 EUROSTX 603.50 0.73 442.54 1.19 527.37 36637.78 69.47 16.21 112.64 FEEDCOW 1818.38 0.79 1436.00 1.00 1436.00 36637.78 25.51 12.46 31.78 GASOIL 665.00 1.72 1142.57 1.00 1142.57 36637.78 32.07 12.06 38.67 GASOLINE 901.07 1.70 1536.07 1.00 1536.07 36637.78 23.85 -0.69 -1.64 GAS_US_mini 80.50 7.04 567.06 1.00 567.06 36637.78 64.61 1.89 12.21 GBP 851.44 0.52 443.24 1.00 443.24 36637.78 82.66 5.29 43.71 GOLD_micro 510.73 2.08 1062.50 1.00 1062.50 36637.78 34.48 -2.29 -7.90 HEATOIL 970.37 1.94 1885.27 1.00 1885.27 36637.78 19.43 5.25 10.21 JGB-SGX-mini 131910.00 0.20 26601.80 0.01 173.67 36637.78 210.97 -9.04 -190.63 JPY 819.50 0.68 554.11 1.00 554.11 36637.78 66.12 -0.39 -2.60 LEANHOG 368.20 1.26 465.42 1.00 465.42 36637.78 78.72 5.11 40.25 LIVECOW 963.10 0.79 762.21 1.00 762.21 36637.78 48.07 6.59 31.69 LUMBER-new 164.04 1.19 194.74 1.00 194.74 36637.78 188.14 -9.72 -182.88 MXP 289.85 0.65 187.47 1.00 187.47 36637.78 195.43 17.81 348.09 NASDAQ_micro 498.16 0.88 439.34 1.00 439.34 36637.78 83.39 -11.18 -93.23 NIKKEI 57025.00 1.51 86060.56 0.01 561.84 36637.78 65.21 7.35 47.91 NZD 604.40 0.65 394.62 1.00 394.62 36637.78 92.84 13.34 123.86 OAT 1227.00 0.26 323.46 1.19 385.46 36637.78 95.05 16.92 160.83 OATIES 155.25 1.61 250.03 1.00 250.03 36637.78 146.54 -11.46 -167.99 OJ 251.92 4.92 1238.62 1.00 1238.62 36637.78 29.58 -9.55 -28.25 PALLAD 1727.50 4.21 7269.30 1.00 7269.30 36637.78 5.04 1.75 0.88 PLAT 1068.95 4.58 4893.87 1.00 4893.87 36637.78 7.49 0.81 0.60 REDWHEAT 283.12 1.48 417.61 1.00 417.61 36637.78 87.73 -4.51 -39.52 RICE 223.70 1.21 270.75 1.00 270.75 36637.78 135.32 -5.84 -79.09 ROBUSTA 383.60 1.80 689.99 1.00 689.99 36637.78 53.10 -4.57 -24.28 RUSSELL 131.75 1.08 142.60 1.00 142.60 36637.78 256.92 2.90 74.50 SHATZ 1069.55 0.04 46.40 1.19 55.30 36637.78 662.56 4.36 288.96 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 36637.78 5.96 12.83 7.64 SMI 1350.50 0.65 877.29 1.31 1145.95 36637.78 31.97 20.00 63.94 SOFR 2417.00 0.05 131.96 1.00 131.96 36637.78 277.64 -2.82 -78.25 SOYBEAN 558.12 0.72 402.11 1.00 402.11 36637.78 91.11 2.32 21.11 SOYMEAL 307.60 1.24 382.62 1.00 382.62 36637.78 95.75 -11.81 -113.06 SOYOIL 347.40 1.13 394.19 1.00 394.19 36637.78 92.94 2.97 27.60 SP400 3557.90 0.85 3023.16 1.00 3023.16 36637.78 12.12 7.84 9.50 SP500_micro 344.61 0.65 225.06 1.00 225.06 36637.78 162.79 -5.53 -90.10 SUGAR11 151.54 1.65 250.38 1.00 250.38 36637.78 146.33 -11.79 -172.59 US10 1127.81 0.28 314.32 1.00 314.32 36637.78 116.56 -4.40 -51.26 US10U 1155.00 0.35 400.96 1.00 400.96 36637.78 91.37 -4.03 -36.86 US2 2086.64 0.07 142.53 1.00 142.53 36637.78 257.06 -4.87 -125.12 US20 1172.50 0.54 631.76 1.00 631.76 36637.78 57.99 0.77 4.44 US30 1200.94 0.75 906.39 1.00 906.39 36637.78 40.42 -1.48 -5.99 US5 1094.22 0.17 190.83 1.00 190.83 36637.78 191.99 -4.85 -93.16 VIX 202.00 2.78 562.38 1.00 562.38 36637.78 65.15 -12.48 -81.28 WHEAT 297.75 1.17 348.68 1.00 348.68 36637.78 105.08 -5.85 -61.46 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 153.613 0.010 2.5 3.991 BITCOIN -368.983 0.043 2.5 -40.012 BOBL 70.017 0.004 2.5 0.711 BTP 124.073 0.014 2.5 4.238 BUND 66.767 0.004 2.5 0.678 BUXL -13.539 0.004 2.5 -0.137 CAC 85.342 0.014 2.5 2.915 CAD 40.538 0.010 2.5 1.053 CANOLA 461.294 0.010 2.5 11.238 CHF -12.729 0.010 2.5 -0.331 COCOA -36.870 0.010 2.5 -0.898 COFFEE -10.580 0.005 2.5 -0.141 COPPER 9.056 0.043 2.5 0.982 CORN -66.886 0.010 2.5 -1.630 COTTON2 -220.490 0.010 2.5 -5.372 CRUDE_W 24.947 0.043 2.5 2.705 DAX 56.175 0.014 2.5 1.919 DOW 15.119 0.009 2.5 0.352 DX -40.398 0.010 2.5 -1.050 EUR 4.118 0.010 2.5 0.107 EURIBOR-ICE 473.133 0.014 2.5 16.161 EUROSTX 112.641 0.014 2.5 3.847 FEEDCOW 31.784 0.013 2.5 1.055 GASOIL 38.673 0.017 2.5 1.679 GASOLINE -1.643 0.017 2.5 -0.071 GAS_US_mini 12.211 0.043 2.5 1.324 GBP 43.711 0.010 2.5 1.136 GOLD_micro -7.895 0.014 2.5 -0.270 HEATOIL 10.205 0.017 2.5 0.443 JGB-SGX-mini -190.628 0.043 2.5 -20.672 JPY -2.603 0.010 2.5 -0.068 LEANHOG 40.253 0.024 2.5 2.450 LIVECOW 31.687 0.013 2.5 1.052 LUMBER-new -182.880 0.010 2.5 -4.455 MXP 348.085 0.059 2.5 51.161 NASDAQ_micro -93.225 0.009 2.5 -2.170 NIKKEI 47.912 0.043 2.5 5.196 NZD 123.856 0.010 2.5 3.218 OAT 160.835 0.014 2.5 5.494 OATIES -167.987 0.010 2.5 -4.093 OJ -28.252 0.010 2.5 -0.688 PALLAD 0.883 0.014 2.5 0.030 PLAT 0.605 0.014 2.5 0.021 REDWHEAT -39.523 0.005 2.5 -0.525 RICE -79.093 0.010 2.5 -1.927 ROBUSTA -24.276 0.005 2.5 -0.322 RUSSELL 74.500 0.013 2.5 2.472 SHATZ 288.957 0.004 2.5 2.934 SILVER-mini 7.640 0.014 2.5 0.261 SMI 63.943 0.014 2.5 2.184 SOFR -78.250 0.024 2.5 -4.762 SOYBEAN 21.109 0.004 2.5 0.197 SOYMEAL -113.059 0.004 2.5 -1.053 SOYOIL 27.601 0.004 2.5 0.257 SP400 9.497 0.013 2.5 0.315 SP500_micro -90.100 0.009 2.5 -2.097 SUGAR11 -172.585 0.010 2.5 -4.205 US10 -51.257 0.005 2.5 -0.650 US10U -36.857 0.005 2.5 -0.468 US2 -125.123 0.005 2.5 -1.588 US20 4.443 0.005 2.5 0.056 US30 -5.987 0.005 2.5 -0.076 US5 -93.163 0.005 2.5 -1.182 VIX -81.280 0.099 2.5 -20.091 WHEAT -61.458 0.005 2.5 -0.816 ===================== Position diags ===================== AUD 2.00 BITCOIN 20.36 BOBL 2.00 BTP 2.95 BUND 0.95 BUXL 0.40 CAC 2.04 CAD 2.96 CANOLA 10.49 CHF 0.98 COCOA 0.64 COFFEE 0.24 COPPER 1.40 CORN 4.56 COTTON2 2.69 CRUDE_W 3.91 DAX 5.93 DOW 4.84 DX 2.32 EUR 1.34 EURIBOR-ICE 13.48 EUROSTX 2.37 FEEDCOW 0.85 GASOIL 1.39 GASOLINE 1.04 GAS_US_mini 7.01 GBP 2.15 GOLD_micro 1.18 HEATOIL 0.84 JGB-SGX-mini 22.88 JPY 1.72 LEANHOG 4.79 LIVECOW 1.60 LUMBER-new 4.58 MXP 28.72 NASDAQ_micro 1.94 NIKKEI 7.07 NZD 2.41 OAT 3.25 OATIES 3.57 OJ 0.72 PALLAD 0.17 PLAT 0.26 REDWHEAT 1.17 RICE 3.30 ROBUSTA 0.71 RUSSELL 8.53 SHATZ 6.73 SILVER-mini 0.20 SMI 1.09 SOFR 16.90 SOYBEAN 0.85 SOYMEAL 0.89 SOYOIL 0.87 SP400 0.40 SP500_micro 3.79 SUGAR11 3.57 US10 1.48 US10U 1.16 US2 3.26 US20 0.74 US30 0.51 US5 2.44 VIX 16.10 WHEAT 1.40 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 -40.0 -42.0 -38.0 0.0 0 BOBL 0.7 0.5 0.9 0.0 0 BTP 4.2 3.9 4.5 0.0 0 BUND 0.7 0.6 0.8 3.0 3 BUXL -0.1 -0.2 -0.1 -2.0 -2 CAC 2.9 2.7 3.1 0.0 0 CAD 1.1 0.8 1.3 0.0 0 CANOLA 11.2 10.2 12.3 11.0 11 CHF -0.3 -0.4 -0.2 0.0 0 COCOA -0.9 -1.0 -0.8 -1.0 -1 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER 1.0 0.8 1.1 2.0 2 CORN -1.6 -2.1 -1.2 0.0 0 COTTON2 -5.4 -5.6 -5.1 -5.0 -5 CRUDE_W 2.7 2.3 3.1 2.0 2 DAX 1.9 1.3 2.5 0.0 0 DOW 0.4 -0.1 0.8 -3.0 -3 DX -1.0 -1.3 -0.8 -1.0 -1 EUR 0.1 -0.0 0.2 1.0 1 EURIBOR-ICE 16.2 14.8 17.5 0.0 0 EUROSTX 3.8 3.6 4.1 7.0 7 FEEDCOW 1.1 1.0 1.1 0.0 0 GASOIL 1.7 1.5 1.8 0.0 0 GASOLINE -0.1 -0.2 0.0 0.0 0 GAS_US_mini 1.3 0.6 2.0 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 0.4 0.4 0.5 1.0 1 JGB-SGX-mini -20.7 -23.0 -18.4 0.0 0 JPY -0.1 -0.2 0.1 0.0 0 LEANHOG 2.4 2.0 2.9 4.0 4 LIVECOW 1.1 0.9 1.2 0.0 0 LUMBER-new -4.5 -4.9 -4.0 0.0 0 MXP 51.2 48.3 54.0 34.0 34 NASDAQ_micro -2.2 -2.4 -2.0 -11.0 -11 NIKKEI 5.2 4.5 5.9 5.0 5 NZD 3.2 3.0 3.5 0.0 0 OAT 5.5 5.2 5.8 4.0 4 OATIES -4.1 -4.4 -3.7 NaN 0 OJ -0.7 -0.8 -0.6 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT 0.0 -0.0 0.0 -1.0 -1 REDWHEAT -0.5 -0.6 -0.4 -1.0 -1 RICE -1.9 -2.3 -1.6 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 2.5 1.6 3.3 0.0 0 SHATZ 2.9 2.3 3.6 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 2.2 2.1 2.3 0.0 0 SOFR -4.8 -6.5 -3.1 NaN 0 SOYBEAN 0.2 0.1 0.3 0.0 0 SOYMEAL -1.1 -1.1 -1.0 0.0 0 SOYOIL 0.3 0.2 0.3 -1.0 -1 SP400 0.3 0.3 0.4 2.0 2 SP500_micro -2.1 -2.5 -1.7 -11.0 -11 SUGAR11 -4.2 -4.6 -3.8 -8.0 -8 US10 -0.7 -0.8 -0.5 -1.0 -1 US10U -0.5 -0.6 -0.4 0.0 0 US2 -1.6 -1.9 -1.3 NaN 0 US20 0.1 -0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.0 -3.0 -3 US5 -1.2 -1.4 -0.9 -3.0 -3 VIX -20.1 -21.7 -18.5 -28.0 -28 WHEAT -0.8 -1.0 -0.7 -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 0.4 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.4 0.2 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 0.2 0.4 0.2 0.3 0.2 0.3 0.5 0.6 0.6 0.6 -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 0.3 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.2 -0.2 0.2 -0.2 0.2 -0.1 -0.4 -0.1 -0.3 -0.2 0.0 -0.1 0.2 -0.2 0.1 0.5 0.0 0.2 -0.3 0.2 -0.4 0.2 -0.8 -0.0 0.3 0.4 -0.2 0.2 0.7 0.6 0.7 BTP 0.2 0.2 -0.1 -0.0 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 0.2 0.4 0.2 -2.7 0.2 0.2 0.4 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 0.3 0.2 -0.2 -0.0 0.2 -0.2 0.2 -0.2 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 0.2 -0.3 0.1 0.0 -0.0 0.2 -0.3 0.2 -0.4 0.2 0.5 0.0 0.1 0.4 -0.2 0.1 0.7 0.4 0.7 BUXL 0.1 0.1 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.2 -0.5 0.0 -0.7 -0.0 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.2 0.1 -0.5 -0.0 0.5 -0.1 0.2 -0.4 0.1 -0.7 0.0 -0.0 -0.2 -0.4 0.1 -0.3 -0.2 0.7 0.1 0.4 CAC 0.0 0.0 0.1 0.1 0.0 0.4 0.1 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 0.4 0.1 1.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.5 -0.4 -0.4 -0.3 0.5 0.7 0.4 0.7 CAD 0.4 0.2 0.4 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 -0.1 0.1 0.1 0.1 0.0 0.1 2.5 0.1 0.0 0.2 0.1 0.0 0.1 -0.3 -0.0 -0.0 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.5 -0.1 0.0 0.2 -0.4 0.2 -0.7 0.1 0.1 -0.2 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 -0.0 0.2 -0.3 0.2 -0.7 0.5 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 -0.2 -0.3 -0.3 -0.3 0.1 0.0 0.0 0.1 0.1 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 -1.1 0.0 0.2 0.1 0.0 -0.4 -0.7 -0.3 -0.7 COCOA -0.6 -0.6 -0.6 0.0 0.1 -0.1 0.1 -0.4 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.9 -0.3 -0.5 -0.5 -0.3 0.0 0.0 0.2 0.2 COFFEE -0.6 -0.6 -0.4 0.0 0.2 -0.4 0.2 -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 -0.0 -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 0.3 -0.1 0.1 0.0 0.2 -0.5 0.2 -0.7 0.2 0.2 -0.0 0.2 -0.4 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.0 0.1 -0.3 0.0 1.5 -0.0 0.2 -0.1 0.1 -0.3 0.0 -1.1 0.1 0.2 -0.5 0.2 0.0 -0.2 0.2 -0.0 COTTON2 -0.4 0.1 -0.0 0.0 0.2 -0.5 0.2 -0.7 0.2 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 -1.2 -0.2 0.0 -0.5 -0.2 -0.7 -0.2 -1.1 -0.5 -0.6 -0.6 -0.4 -0.4 -0.5 -0.4 -0.2 CRUDE_W 0.4 0.5 0.1 0.1 -0.0 0.2 0.1 0.1 0.2 0.0 -0.2 0.1 -0.4 0.2 0.1 0.1 0.1 0.0 0.0 0.1 0.0 0.1 -0.1 0.1 0.9 0.1 -0.0 0.0 0.1 -0.2 0.1 -0.0 0.1 -0.3 -0.2 -0.4 0.3 0.7 0.2 0.4 DAX -0.5 0.2 -0.0 0.1 0.0 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 0.1 -0.6 -0.1 -0.1 0.4 0.7 0.3 0.7 DOW -0.1 -0.1 0.1 0.1 0.0 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 0.0 0.2 0.1 0.3 0.1 -0.2 0.2 0.1 -0.0 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 -0.1 -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 0.4 -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 -0.1 -0.0 -0.1 0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.4 0.3 -0.3 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.1 -0.1 0.2 0.1 0.1 -0.0 0.3 0.2 0.3 0.3 0.0 -0.0 0.2 -0.0 0.1 -0.2 0.0 0.2 -0.1 0.2 -0.1 0.1 0.8 0.1 0.3 0.4 -0.2 0.5 0.7 0.7 0.7 EUROSTX -0.2 0.2 0.3 0.1 0.0 0.3 0.1 0.4 0.1 0.1 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 0.6 0.1 0.7 0.2 -0.2 0.2 0.4 0.4 0.7 0.2 0.7 FEEDCOW 0.0 0.6 0.5 0.0 0.2 -0.4 0.2 -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 -0.1 -0.2 0.5 -0.1 0.7 0.7 0.7 0.7 GASOIL 0.4 0.3 -0.0 0.1 -0.0 0.2 0.1 0.1 0.1 -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 0.3 0.1 0.3 0.1 1.1 0.0 -0.1 0.1 0.2 -0.0 0.7 -0.3 0.2 GASOLINE 0.4 0.4 0.0 0.1 -0.0 0.2 0.1 0.1 0.2 0.0 0.1 0.1 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 -0.0 0.1 0.1 -0.0 0.1 -1.1 0.2 -0.3 -0.0 -0.2 0.3 0.7 0.0 0.7 GAS_US_mini 0.4 0.1 0.3 0.1 -0.0 0.1 0.0 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 -0.2 -0.2 -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 0.2 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 -0.3 -0.3 0.0 0.1 -0.2 -0.2 -0.0 -0.3 GOLD_micro -0.6 -0.4 -0.4 0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.2 0.0 0.2 0.0 0.0 -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 -0.1 0.6 0.6 0.4 0.5 0.2 -0.2 -0.5 HEATOIL 0.5 0.3 -0.1 0.1 -0.0 0.1 0.0 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 0.0 0.1 0.1 -1.9 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 -0.4 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -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 -0.0 -0.0 -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 0.1 -0.6 0.1 -0.2 -0.4 -0.5 -0.2 -0.5 -0.0 -0.6 LEANHOG -0.0 0.6 0.2 0.0 0.2 -0.5 0.2 -0.7 0.2 -0.2 0.4 -0.1 0.6 0.1 0.2 -0.4 -0.0 -0.4 -0.4 0.2 0.2 -0.2 0.4 0.1 -0.7 0.2 -0.2 0.5 -0.2 0.5 0.1 0.0 -0.5 0.0 0.6 0.6 -0.2 0.4 -0.0 0.7 LIVECOW 0.0 0.5 0.2 0.0 0.2 -0.4 0.2 -0.7 0.1 0.1 0.2 0.1 0.5 0.1 0.1 -0.0 0.1 -0.1 -0.0 0.1 0.1 0.1 0.5 0.1 -2.7 0.0 0.1 0.1 0.1 0.4 0.0 1.0 0.2 -0.2 0.0 -0.4 0.7 0.7 0.7 0.7 LUMBER-new 0.1 0.7 -0.3 0.0 0.2 -0.5 0.2 -0.8 0.2 0.1 -0.5 -0.1 -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 -0.0 0.0 -0.5 0.0 -0.7 0.0 -1.2 -0.2 -0.4 -0.3 -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 0.3 0.3 0.6 0.6 0.4 0.3 0.7 0.4 NASDAQ_micro -0.3 -0.4 -0.2 0.1 0.0 0.2 0.1 0.3 0.1 -0.0 0.2 -0.1 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 -0.1 0.1 -0.1 0.3 -0.1 -0.3 -0.5 -0.6 -0.6 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 0.0 -0.4 -0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.2 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 0.2 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 0.0 0.1 0.1 -0.0 0.2 0.0 0.1 0.3 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.4 0.3 0.1 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.2 0.3 0.2 -0.0 0.2 0.1 0.3 0.3 0.3 0.3 0.1 0.1 0.2 -0.0 0.2 -0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.9 -0.1 0.6 0.6 0.5 0.0 0.7 0.4 0.7 OATIES 0.2 0.2 -0.1 0.0 0.1 -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 -0.3 -0.2 -0.6 -0.1 -0.7 OJ -0.5 0.6 0.4 0.0 0.1 -0.1 0.1 -0.4 0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.1 0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -2.7 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.9 -0.5 -0.3 0.3 0.1 -0.6 -0.6 -0.4 -0.7 PALLAD -0.5 0.0 -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 -0.1 -0.2 -0.3 -0.2 0.3 -0.0 -0.1 -0.3 PLAT -0.6 0.0 -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 -0.0 0.1 -0.0 -0.1 0.0 -0.0 0.2 -0.0 0.2 -0.0 0.2 -0.2 -0.3 0.1 0.1 0.7 0.3 0.0 -0.2 REDWHEAT 0.3 0.3 0.3 0.0 0.2 -0.5 0.2 -0.7 0.2 0.1 -0.3 0.1 -0.7 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.0 -0.0 0.1 -0.3 0.1 1.1 0.1 0.2 0.1 0.2 -0.2 0.1 -0.7 0.1 0.4 0.2 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.3 0.0 0.1 -0.2 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 -0.8 0.0 0.3 0.6 0.0 -0.5 -0.6 -0.3 -0.6 ROBUSTA -0.1 -0.1 -0.3 0.0 0.1 -0.2 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 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -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 0.0 0.2 0.1 0.3 0.1 0.0 0.4 0.0 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.0 0.4 0.1 1.0 0.1 -0.0 0.3 0.0 0.4 0.0 0.1 -0.4 -0.1 0.0 0.0 -0.2 -0.7 -0.6 -0.7 SHATZ 0.3 0.3 -0.2 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.1 -0.3 0.2 -0.4 0.2 -0.0 0.2 -0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.3 0.1 1.6 -0.0 0.1 -0.4 0.2 -0.5 0.1 -1.1 -0.2 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 -0.2 -0.0 0.6 0.1 0.0 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 0.2 1.2 0.2 0.1 0.5 0.2 0.6 0.1 1.1 0.5 -0.0 0.3 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.4 -0.2 -0.4 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.1 -0.2 0.2 0.4 0.1 -0.1 0.2 0.1 0.2 0.2 -0.0 -0.0 0.2 0.1 0.1 -2.7 0.0 0.2 -0.0 0.2 0.1 0.1 0.3 0.5 0.4 0.0 0.0 -0.4 -0.4 -0.5 -0.7 SOYBEAN 0.6 -0.0 0.0 0.0 0.2 -0.5 0.2 -0.7 0.2 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 0.2 0.2 0.3 0.5 0.6 -0.0 0.6 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.3 -0.3 0.0 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 -0.0 -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 0.0 -0.3 0.6 -0.7 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.1 0.0 0.2 -0.5 0.2 -0.7 0.2 0.2 0.1 0.2 0.4 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.1 0.2 0.2 0.2 -2.5 0.2 0.2 0.3 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 -0.0 0.3 0.3 0.1 0.0 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 0.1 0.3 0.2 0.5 0.1 0.1 0.2 0.2 0.2 0.1 -0.1 0.4 0.4 0.2 0.1 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.2 -0.3 -0.1 0.1 0.0 0.3 0.1 0.4 0.1 0.0 0.5 0.0 0.7 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.5 -0.0 -2.4 0.0 -0.1 0.1 -0.0 0.4 -0.0 -0.3 -0.5 -0.5 -0.4 -0.3 0.3 -0.7 0.4 -0.7 SUGAR11 -0.3 0.0 0.0 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 -2.6 -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 0.2 -0.2 -0.2 -0.0 0.2 -0.1 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 0.2 -0.0 0.2 0.2 0.1 -0.2 0.3 -0.1 -0.1 0.0 -0.5 -0.7 -0.5 -0.7 US10U 0.2 -0.2 -0.2 -0.0 0.2 -0.2 0.2 -0.3 0.1 0.2 0.2 0.2 0.3 0.0 -0.1 0.1 0.0 0.1 0.0 -0.0 -0.0 0.2 0.1 0.1 -2.1 0.0 0.2 0.1 0.2 0.3 0.1 -0.3 0.2 -0.2 0.0 0.2 -0.5 -0.2 -0.5 -0.7 US2 0.3 -0.2 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.1 -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 1.9 -0.0 0.1 -0.1 0.1 0.0 0.1 -1.1 0.0 0.0 -0.2 -0.1 -0.5 -0.7 -0.6 -0.7 US20 0.2 -0.1 -0.1 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.1 0.0 0.1 -1.4 0.0 0.2 0.1 0.2 0.2 0.1 0.0 0.2 -0.1 0.3 0.2 -0.3 0.5 -0.1 -0.7 US30 0.2 -0.1 -0.1 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.2 -0.1 0.1 -0.3 0.1 -0.1 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 0.2 0.1 0.1 -0.4 0.1 -0.1 0.2 0.1 -0.3 0.4 -0.1 -0.6 US5 0.2 -0.2 -0.2 -0.0 0.2 -0.2 0.2 -0.2 0.1 0.2 -0.0 0.2 0.4 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 -1.0 -0.0 0.2 -0.0 0.2 0.2 0.1 -0.5 0.2 -0.0 -0.1 0.1 -0.6 -0.7 -0.6 -0.7 VIX 0.5 0.3 -0.4 -0.1 0.1 -0.3 0.1 -0.3 0.0 0.0 -0.8 -0.0 -1.0 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.2 0.1 -0.4 -0.0 NaN -0.1 0.1 -0.4 0.1 -0.4 0.0 NaN NaN NaN NaN NaN 0.0 -1.1 NaN NaN WHEAT 0.4 0.3 0.1 0.0 0.2 -0.5 0.2 -0.7 0.2 0.1 -0.5 0.1 -0.7 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.5 0.1 1.6 0.1 0.2 0.0 0.2 -0.3 0.1 -0.9 -0.1 0.6 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 16.2 13.8 11.3 11.7 5.6 6.4 9.5 3.7 13.7 13.5 14.4 14.4 11.1 14.7 15.2 1.0 -0.5 0.7 0.1 20.0 14.5 20.0 8.2 20.0 11.9 20.0 18.4 14.3 20.0 7.3 20.0 6.1 20.0 20.0 17.6 17.1 -1.0 20.0 3.3 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 -2.8 0.2 -20.0 -17.4 BOBL 10.6 8.0 -7.1 -1.9 20.0 -5.8 20.0 -6.0 9.0 18.9 -9.2 19.9 -6.1 18.6 -4.9 -20.0 -2.9 -16.8 -7.5 2.0 -5.7 17.4 -7.6 11.5 3.5 0.5 20.0 -9.5 20.0 -10.3 14.3 -14.2 -0.9 7.9 13.3 -6.7 5.7 20.0 18.7 20.0 BTP 5.5 6.1 -1.7 -2.4 20.0 -7.1 20.0 -7.2 10.9 20.0 19.0 20.0 20.0 20.0 17.7 17.3 11.3 15.2 13.1 11.0 10.2 19.3 13.3 14.5 -20.0 16.2 20.0 13.6 20.0 16.5 20.0 13.6 -4.2 8.0 20.0 16.6 3.2 20.0 14.5 20.0 BUND 8.3 5.2 -5.4 -2.2 20.0 -6.5 20.0 -6.6 10.0 20.0 -10.4 20.0 -13.8 18.4 -7.1 20.0 8.4 16.6 11.8 0.0 -6.9 19.5 -10.2 10.1 0.0 -0.0 20.0 -9.3 20.0 -11.0 14.6 9.7 1.2 3.8 12.4 -5.2 1.6 20.0 11.7 20.0 BUXL 3.0 3.0 -5.1 -2.0 20.0 -5.9 20.0 -6.0 9.1 18.6 -18.4 3.9 -20.0 -2.7 -16.3 5.2 3.7 4.9 4.5 -8.2 -14.6 8.4 -20.0 -0.6 3.4 -9.1 20.0 -16.6 13.2 -20.0 0.7 -0.2 -10.0 -11.8 2.4 -9.5 -6.0 20.0 3.5 11.3 CAC 1.4 0.6 2.9 11.7 2.3 13.0 9.7 13.6 10.8 20.0 16.5 17.7 20.0 8.1 9.4 -5.7 -3.2 -5.4 -4.4 9.8 12.0 20.0 13.5 13.4 7.7 6.6 20.0 6.9 20.0 5.5 11.8 3.4 20.0 -11.4 -12.1 -10.1 16.4 20.0 12.1 20.0 CAD 13.4 5.2 11.2 13.6 4.9 7.6 10.1 4.5 15.3 3.2 1.6 7.9 1.6 7.6 9.5 -6.5 -7.5 -7.2 -7.5 9.3 4.8 8.7 0.2 10.8 18.7 11.1 3.5 5.7 10.1 1.0 13.0 -6.5 -1.8 -0.9 -7.1 3.6 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 16.8 -2.0 3.1 20.0 -15.5 16.6 -20.0 13.3 15.7 -9.0 18.4 -4.2 19.0 12.1 -18.1 -14.8 -18.3 -17.3 12.7 -1.0 20.0 -5.9 20.0 13.7 13.8 15.9 -1.1 20.0 -7.3 20.0 -12.6 20.0 20.0 20.0 8.6 9.8 20.0 15.4 20.0 CHF 19.9 6.7 -5.7 6.6 2.4 3.7 4.9 2.2 7.4 2.2 1.3 4.1 6.1 3.9 2.9 -12.5 -16.0 -14.8 -15.4 5.4 3.4 5.2 3.1 6.7 -0.9 6.0 2.4 3.9 5.3 3.5 7.1 -20.0 1.2 7.5 2.0 0.4 -10.6 -20.0 -8.9 -20.0 COCOA -20.0 -20.0 -20.0 1.1 7.5 -5.4 5.8 -9.7 4.6 -6.1 -6.7 -6.7 -4.9 -6.9 -6.8 -5.0 4.2 -3.9 -1.3 -13.9 -12.1 -11.8 -7.4 -13.7 -20.0 -8.3 -9.7 -7.8 -8.3 -3.9 -8.0 17.4 -12.6 -16.9 -15.5 -9.5 1.2 0.9 6.5 5.9 COFFEE -20.0 -20.0 -12.1 2.8 19.4 -13.8 14.8 -20.0 11.9 -7.3 3.8 -14.9 9.1 -15.9 -15.5 20.0 19.4 20.0 20.0 -20.0 -7.6 -20.0 8.1 -20.0 -20.0 -17.8 -4.7 -5.0 -19.1 11.4 -20.0 20.0 -20.0 -20.0 -20.0 -18.6 20.0 17.1 20.0 20.0 COPPER -12.5 3.4 9.9 2.8 0.0 5.2 -1.4 6.0 -0.1 -0.9 5.2 -1.9 4.0 2.3 4.8 -6.4 -6.3 -6.8 -6.6 5.2 6.0 0.7 4.6 2.4 -1.3 3.2 1.4 4.2 0.9 4.8 1.6 -1.5 17.7 0.7 -0.4 -0.8 20.0 20.0 20.0 20.0 CORN 7.9 -3.6 2.8 3.6 20.0 -18.0 19.3 -20.0 15.5 16.9 -0.9 17.3 -10.9 5.2 -3.4 -20.0 -20.0 -20.0 -20.0 -1.8 -4.5 10.2 -9.5 3.9 11.0 -2.8 19.8 -4.3 12.4 -7.5 4.1 -20.0 5.4 5.5 -15.0 4.9 1.4 -7.3 7.5 -0.5 COTTON2 -11.4 2.2 -1.5 3.9 20.0 -19.4 20.0 -20.0 16.7 -0.7 -20.0 -14.7 -20.0 -17.0 -20.0 -20.0 -18.8 -20.0 -20.0 -16.2 -17.4 -13.2 -20.0 -17.7 -8.9 -20.0 2.5 -20.0 -19.3 -20.0 -20.0 -19.8 -20.0 -20.0 -20.0 -11.2 -12.4 -14.0 -10.7 -7.4 CRUDE_W 12.9 15.6 3.9 13.0 -4.6 7.3 6.1 3.4 13.9 4.2 -6.1 12.4 -10.6 15.4 11.4 3.4 4.0 1.9 2.3 7.8 0.7 7.3 -4.7 11.0 6.9 7.4 -2.5 0.2 5.3 -5.6 9.5 -0.7 3.3 -10.3 -6.5 -11.8 10.3 20.0 5.8 11.5 DAX -14.2 7.3 -0.5 9.1 1.8 10.2 7.6 10.6 8.4 12.9 10.2 1.0 16.2 1.4 9.2 -9.2 -7.5 -8.8 -7.8 6.6 9.2 4.6 13.8 2.7 -12.8 3.9 6.0 5.9 1.9 8.2 -0.1 -3.1 5.7 -20.0 -2.8 -4.1 11.8 20.0 7.9 20.0 DOW -2.8 -3.2 3.7 7.3 1.5 8.1 6.0 8.5 6.7 6.8 14.4 10.1 14.6 10.8 13.2 -7.1 -8.0 -7.4 -7.6 10.5 13.1 8.7 13.9 8.9 -9.5 7.0 3.4 8.8 7.3 9.6 6.6 -3.6 7.3 3.2 -1.3 5.4 -2.1 -20.0 -6.8 -20.0 DX -16.6 -6.2 3.7 9.7 3.5 5.4 7.2 3.2 10.9 -6.0 -1.0 -5.3 -9.1 -5.0 -5.3 4.7 6.0 5.4 5.7 -6.2 -3.7 -6.6 -4.2 -7.5 -20.0 -8.8 -6.1 -5.3 -7.5 -3.8 -9.6 16.4 17.3 -20.0 -20.0 -12.0 4.4 20.0 10.4 20.0 EUR 12.6 0.3 -6.5 10.6 3.8 6.0 7.9 3.5 11.9 2.4 2.7 2.4 10.9 2.5 3.9 -6.6 -7.9 -7.6 -7.8 5.5 4.5 4.4 6.1 6.0 6.1 8.8 2.5 6.7 6.1 6.4 9.0 -7.1 -2.2 -0.0 -4.3 2.1 -8.9 -20.0 -5.2 -20.0 EURIBOR-ICE 13.2 10.1 -10.5 -1.4 20.0 -4.3 16.6 -4.4 6.7 13.9 -4.8 14.4 3.4 13.4 -1.0 13.4 11.9 13.4 13.1 4.0 -1.7 16.9 -0.3 12.0 -1.6 2.1 20.0 -5.1 20.0 -3.7 13.0 14.7 2.9 10.2 12.9 -5.3 14.6 20.0 20.0 20.0 EUROSTX -6.2 7.4 8.2 10.2 2.1 11.4 8.5 11.9 9.4 11.8 19.6 12.9 20.0 15.9 17.6 9.0 1.3 6.1 3.2 18.2 20.0 10.7 20.0 12.6 -8.1 15.6 6.6 18.1 9.2 15.6 10.5 13.1 10.0 -5.6 7.3 10.9 12.3 20.0 6.3 20.0 FEEDCOW 1.0 20.0 14.8 2.8 19.8 -14.1 15.1 -20.0 12.1 3.6 12.8 7.3 14.4 15.1 15.0 16.4 10.2 14.0 13.1 20.0 20.0 6.2 20.0 16.5 -20.0 9.7 1.5 12.4 2.8 20.0 7.0 20.0 -4.7 -4.7 13.9 -4.4 20.0 20.0 20.0 20.0 GASOIL 12.8 9.9 -1.4 12.3 -4.4 6.9 5.7 3.2 13.1 -9.0 6.8 7.7 8.3 12.4 6.3 20.0 16.2 18.9 17.9 9.8 6.4 5.9 4.7 11.4 -2.5 14.4 -2.5 11.7 6.1 8.5 13.2 20.0 0.1 -2.9 2.7 5.2 -0.8 20.0 -9.1 6.4 GASOLINE 13.2 13.3 0.5 13.7 -4.9 7.7 6.4 3.6 14.7 5.0 5.4 13.6 2.3 16.8 12.8 -20.0 -20.0 -20.0 -20.0 10.6 4.5 9.9 1.0 14.2 -16.6 10.5 -2.3 3.9 7.7 -0.3 12.7 -20.0 10.3 -8.0 -1.4 -5.7 8.5 20.0 0.9 20.0 GAS_US_mini 13.1 1.6 8.3 5.4 -1.9 3.0 2.5 1.4 5.8 -6.2 -2.4 -2.6 -4.7 -1.6 -1.5 20.0 -6.7 20.0 20.0 0.0 -0.6 -2.8 -1.2 -0.6 12.5 -1.2 -1.9 -1.3 -2.0 -1.2 -1.2 -6.7 -6.6 -6.6 -16.2 -6.2 6.7 -11.0 2.4 -20.0 GBP 7.1 8.5 2.4 13.5 4.8 7.6 10.0 4.4 15.2 -0.3 7.1 1.7 12.3 3.8 11.1 0.1 0.1 0.2 0.2 10.2 7.9 1.0 6.9 7.5 0.3 13.5 -2.6 10.7 2.3 8.9 10.0 6.6 -10.5 -10.4 0.9 3.6 -5.3 -7.1 -0.7 -9.3 GOLD_micro -18.2 -10.9 -11.3 2.6 0.0 4.9 -1.3 5.6 -0.1 0.6 6.1 0.3 6.6 2.4 4.6 -5.4 -9.6 -7.1 -8.2 7.3 7.5 3.5 6.9 5.5 -18.4 7.4 1.4 8.6 2.4 9.0 5.1 -5.8 -3.8 20.0 17.3 12.4 15.5 6.1 -7.2 -15.6 HEATOIL 15.0 10.2 -1.7 9.9 -3.5 5.6 4.6 2.6 10.6 -4.3 3.1 5.3 4.9 9.1 3.2 20.0 15.7 20.0 20.0 7.9 4.8 3.7 3.4 8.9 -14.6 6.6 -3.5 4.5 1.7 3.6 6.3 20.0 -4.4 -5.1 -5.6 0.2 7.9 13.3 -5.2 -10.7 JGB-SGX-mini 20.0 2.4 -10.9 -0.8 12.8 -2.4 9.1 -2.4 3.7 6.3 -9.0 2.6 -9.1 -5.6 -8.1 -20.0 9.8 -4.8 4.5 -10.4 -13.2 1.8 -12.6 -4.2 -0.3 -11.2 5.2 -13.6 1.0 -12.2 -4.7 6.3 -5.2 -7.1 -18.8 -20.0 -6.4 -20.0 1.5 -20.0 JPY 20.0 12.7 -2.6 8.3 3.0 4.6 6.1 2.7 9.3 8.5 -9.0 3.5 -9.6 1.9 -3.7 -8.0 -10.3 -8.9 -9.4 -1.5 -7.1 7.9 -9.1 3.7 20.0 -0.2 12.8 -6.0 8.6 -7.8 5.1 -10.4 6.2 -4.6 -10.8 -15.1 -6.0 -14.7 -1.4 -17.7 LEANHOG -0.1 17.8 5.0 4.0 20.0 -19.9 20.0 -20.0 17.1 -20.0 16.0 -8.5 17.8 12.6 19.4 -20.0 -2.2 -20.0 -20.0 20.0 17.6 -18.6 14.1 9.3 -4.9 20.0 -20.0 19.8 -19.9 13.4 9.7 0.9 -20.0 1.3 20.0 20.0 -7.2 11.4 -1.2 20.0 LIVECOW 0.6 14.2 5.0 2.9 20.0 -14.3 15.4 -20.0 12.3 9.4 9.2 8.5 12.9 13.3 12.5 -2.1 4.4 -3.6 -0.8 13.8 13.8 8.7 18.7 11.4 -20.0 3.0 8.0 3.6 4.6 10.9 4.1 18.4 6.5 -6.2 1.5 -12.2 20.0 20.0 20.0 20.0 LUMBER-new 3.5 17.6 -9.2 3.0 20.0 -15.0 16.1 -20.0 12.9 7.0 -15.3 -4.3 -15.8 5.7 -8.5 -20.0 -20.0 -20.0 -20.0 -2.9 -15.5 1.9 -20.0 2.4 NaN -3.9 4.3 -14.6 2.3 -17.5 1.7 -20.0 -7.8 -11.4 -7.6 -20.0 0.7 20.0 4.4 20.0 MXP -2.4 2.2 4.0 15.9 5.7 8.9 11.8 5.2 17.8 17.6 20.0 17.3 20.0 18.3 20.0 10.2 12.8 12.0 12.4 20.0 20.0 15.7 20.0 20.0 -20.0 20.0 9.0 20.0 15.8 20.0 20.0 20.0 11.7 10.2 17.3 20.0 11.3 9.5 20.0 12.9 NASDAQ_micro -8.4 -12.3 -7.6 7.2 1.4 8.0 6.0 8.4 6.6 -5.6 8.2 -5.6 12.9 -3.4 -0.3 -7.8 -8.6 -8.1 -8.3 -2.3 5.7 -10.8 13.1 -8.0 -20.0 -3.3 -9.6 2.6 -9.6 8.3 -7.5 -4.7 -20.0 -19.8 -17.5 -10.8 6.3 -20.0 7.2 -20.0 NIKKEI 1.4 -11.3 -6.4 4.5 0.9 5.1 3.8 5.3 4.2 5.7 9.2 7.5 9.1 8.4 8.8 9.4 8.0 8.8 7.8 10.1 10.4 12.7 10.2 11.5 -11.1 7.4 6.8 8.5 9.4 8.7 8.2 20.0 20.0 15.6 11.9 11.4 -9.6 0.7 -14.5 5.3 NZD 20.0 18.5 12.5 10.2 3.6 5.7 7.6 3.3 11.5 6.8 2.7 10.0 -1.4 10.3 10.3 -3.6 -3.5 -3.9 -3.9 12.2 5.2 9.3 -0.5 13.9 12.1 12.6 3.6 4.9 9.7 -1.1 14.7 0.0 2.6 10.8 3.5 1.5 -2.1 20.0 6.5 20.0 OAT 13.2 10.1 2.7 -2.1 20.0 -6.4 20.0 -6.5 9.8 20.0 10.1 20.0 -1.3 20.0 12.8 12.6 12.7 13.7 14.2 12.1 5.4 20.0 -0.8 18.0 -0.5 16.4 20.0 7.9 20.0 1.7 20.0 16.4 -2.7 20.0 20.0 15.0 1.0 20.0 12.6 20.0 OATIES 6.5 5.3 -3.7 2.4 16.4 -11.7 12.5 -20.0 10.0 -0.1 -11.0 3.1 -11.3 5.1 -2.3 -9.8 -12.0 -14.0 -14.9 -4.0 -9.7 1.4 -12.1 0.3 -2.7 -4.1 3.6 -11.5 1.9 -14.3 1.2 -8.6 -0.3 1.5 -1.4 -8.0 -7.5 -18.3 -4.0 -20.0 OJ -16.7 18.1 12.8 1.1 7.6 -5.4 5.8 -9.8 4.7 -3.4 -3.7 -4.1 -5.7 -2.3 0.2 2.7 2.5 1.1 0.6 -1.8 -2.6 -5.9 -4.9 -4.7 -20.0 0.9 -2.5 -0.1 -4.2 -2.6 -2.2 17.0 -20.0 -9.5 9.7 1.9 -18.2 -18.5 -11.2 -20.0 PALLAD -16.6 1.0 -0.2 2.5 0.0 4.7 -1.3 5.4 -0.1 -3.8 4.0 -4.5 4.3 -2.5 1.6 -2.5 -3.0 -2.9 -3.0 2.1 4.5 -3.9 4.4 -1.9 10.1 -0.0 -1.7 3.7 -3.4 5.7 -3.0 4.4 -2.1 -6.7 -7.8 -4.6 10.2 -0.9 -4.0 -8.5 PLAT -20.0 0.8 -10.9 2.4 0.0 4.5 -1.2 5.2 -0.1 -3.4 3.9 -4.4 5.0 -1.9 1.9 -1.7 -3.5 -2.7 -3.1 2.8 5.2 -5.5 4.8 -2.5 -0.7 2.2 -2.0 5.7 -4.1 6.9 -2.4 3.9 -7.8 -9.2 2.5 2.2 20.0 9.4 0.7 -5.0 REDWHEAT 8.3 8.6 9.2 3.5 20.0 -17.3 18.6 -20.0 14.9 13.0 -10.6 11.7 -18.6 12.9 6.9 -15.2 -16.3 -15.7 -16.2 4.4 -2.8 12.0 -12.9 7.9 8.0 8.2 20.0 2.2 14.2 -6.6 10.8 -13.4 2.5 13.3 5.3 18.5 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 8.2 1.9 13.0 -9.2 9.9 -16.8 8.0 2.6 -7.4 9.4 -10.4 11.3 7.2 -19.9 -14.5 -20.0 -19.5 6.5 -7.8 8.0 -19.4 12.1 1.4 9.3 2.0 -5.2 7.9 -18.8 13.1 -15.2 0.7 10.2 17.8 1.5 -14.9 -16.7 -8.6 -17.0 ROBUSTA -1.7 -1.9 -9.0 1.8 12.6 -9.0 9.6 -16.3 7.7 -6.7 1.4 -9.1 -2.2 -4.9 -5.7 20.0 15.7 20.0 17.0 -6.2 -4.7 -9.9 -2.1 -8.5 -20.0 -4.7 -3.0 -3.5 -8.1 -1.4 -6.7 20.0 -20.0 -13.2 -8.7 -6.9 1.8 6.4 11.2 14.6 RUSSELL -12.6 3.2 6.2 8.2 1.7 9.2 6.8 9.6 7.6 2.3 14.8 0.1 15.3 7.3 12.5 -5.0 -5.2 -5.0 -5.0 11.4 14.8 0.6 14.2 5.5 7.6 7.9 -4.2 10.6 0.1 10.2 3.5 1.0 -16.7 -3.3 1.1 1.5 -6.5 -20.0 -17.1 -20.0 SHATZ 9.6 10.2 -6.7 -1.7 20.0 -5.1 19.4 -5.2 7.8 16.1 -11.5 16.6 -11.7 15.8 -4.4 8.5 -12.3 -1.2 -7.1 0.0 -8.3 10.5 -10.5 7.5 11.7 -2.6 16.3 -13.2 14.5 -14.1 9.0 -20.0 -9.1 5.5 9.6 -8.5 13.8 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 -6.9 -0.9 17.2 8.0 1.6 9.0 6.7 9.4 7.5 14.8 15.6 15.2 14.7 13.6 14.8 12.7 6.9 11.6 9.1 16.6 19.1 16.0 16.5 14.2 9.1 17.8 13.1 20.0 14.0 15.8 13.3 20.0 20.0 -0.9 10.0 20.0 -7.8 20.0 -8.5 20.0 SOFR 11.8 -5.1 -12.4 -1.9 20.0 -5.7 20.0 -5.9 8.8 16.7 -6.4 15.4 12.2 7.6 -10.7 8.3 6.7 8.3 7.8 -2.7 -3.3 18.0 2.9 7.1 -20.0 1.0 20.0 -0.9 20.0 3.2 10.7 5.4 19.4 12.8 1.0 0.3 -12.8 -13.2 -13.5 -20.0 SOYBEAN 18.2 -1.1 1.1 3.7 20.0 -18.6 19.9 -20.0 16.0 20.0 5.5 20.0 5.8 16.9 -1.1 -2.9 -5.2 -4.1 -4.8 6.7 2.5 20.0 -0.8 18.3 -6.5 11.6 20.0 7.7 20.0 4.5 20.0 5.9 20.0 20.0 -0.5 17.0 -20.0 -11.8 -20.0 -8.7 SOYMEAL 9.2 -9.2 0.7 1.5 10.9 -13.4 9.5 -20.0 9.0 11.8 -6.9 10.0 -10.2 1.1 -9.4 -11.6 -14.1 -12.1 -13.4 -4.1 -4.4 8.9 -6.4 1.7 -13.3 0.6 11.8 2.5 9.8 -0.4 3.6 -10.3 11.3 0.2 -10.3 20.0 -20.0 -19.2 -14.6 -18.4 SOYOIL 20.0 20.0 2.2 3.5 20.0 -17.2 18.4 -20.0 14.8 19.3 4.8 20.0 10.2 20.0 18.8 -8.0 -6.3 -8.5 -7.7 20.0 13.2 20.0 8.2 20.0 -18.4 20.0 20.0 9.6 20.0 3.9 20.0 2.8 20.0 20.0 20.0 16.0 -10.9 -20.0 -11.7 -20.0 SP400 -1.2 10.5 9.5 8.5 1.7 9.5 7.1 10.0 7.9 9.1 16.2 11.3 13.6 14.1 16.1 -7.0 -6.3 -6.7 -6.3 16.8 15.2 14.8 11.6 16.1 3.4 11.2 7.4 8.7 13.9 5.6 12.9 -1.0 16.1 13.4 7.1 3.6 -3.4 -20.0 -9.6 -20.0 SP500_micro -4.9 -8.6 -2.3 9.2 1.9 10.3 7.7 10.8 8.6 0.6 17.5 3.4 19.1 6.0 13.5 -9.0 -9.5 -9.2 -9.2 4.5 12.6 -3.8 19.9 -0.7 -18.3 0.3 -7.3 5.2 -4.4 10.0 -2.7 -6.2 -20.0 -15.4 -13.6 -9.1 9.8 -20.0 12.5 -20.0 SUGAR11 -7.8 0.8 0.3 2.2 15.1 -10.8 11.6 -19.5 9.3 -11.9 -11.8 -12.2 -13.1 -11.7 -10.6 19.1 13.0 18.2 14.5 -8.3 -10.6 -11.7 -14.2 -9.9 -19.7 -4.0 -12.6 -6.4 -11.6 -10.5 -7.4 20.0 -20.0 -16.9 -6.1 -3.2 0.1 -17.7 5.1 -11.0 US10 6.6 -7.3 -7.2 -1.8 20.0 -5.4 20.0 -5.5 8.4 16.0 2.5 13.3 8.9 3.4 -9.9 3.7 1.3 3.2 2.6 -2.8 -1.7 14.5 2.3 4.3 -10.5 -1.4 20.0 -0.2 17.9 4.2 6.4 -3.7 10.9 -1.9 -3.5 1.4 -15.2 -20.0 -13.7 -20.0 US10U 4.7 -7.3 -5.9 -2.3 20.0 -7.0 20.0 -7.2 10.8 20.0 5.6 15.7 9.4 3.7 -13.5 3.7 0.7 3.2 2.1 -3.4 -1.2 19.5 2.9 5.1 -15.9 0.6 20.0 3.7 20.0 8.6 9.2 -4.8 10.1 -5.7 0.5 5.8 -13.7 -7.2 -14.9 -20.0 US2 8.4 -4.7 -5.8 -1.9 20.0 -5.6 20.0 -5.8 8.7 9.4 -5.2 12.5 -0.4 1.4 -10.2 -8.6 -13.0 -9.3 -10.5 -3.3 -4.0 10.2 -1.9 3.8 14.6 -3.2 10.4 -4.0 12.9 0.1 5.4 -20.0 1.6 1.1 -7.0 -2.9 -16.3 -20.0 -19.4 -20.0 US20 5.1 -2.1 -4.4 -1.6 20.0 -4.9 18.9 -5.1 7.6 15.0 3.3 11.7 0.6 6.4 -8.4 5.7 3.9 5.3 4.8 -0.2 -0.3 14.5 0.2 5.3 -10.3 3.6 20.0 4.1 18.2 4.7 8.3 0.4 7.8 -2.3 8.1 5.5 -9.2 14.8 -4.0 -20.0 US30 5.4 -1.7 -4.4 -1.9 20.0 -5.6 20.0 -5.8 8.7 16.8 -3.0 12.1 -7.7 5.4 -13.4 3.0 -0.5 2.2 1.0 -2.2 -3.1 13.6 -3.7 4.0 -5.8 2.0 20.0 1.8 19.1 1.7 7.8 -6.9 2.4 -2.7 6.1 3.7 -9.7 11.0 -1.6 -16.8 US5 7.7 -6.5 -7.0 -2.0 20.0 -6.1 20.0 -6.3 9.4 17.4 -0.5 15.5 9.8 2.6 -11.4 1.5 -1.7 0.8 -0.2 -3.2 -2.6 16.4 2.0 5.5 -7.6 -1.1 20.0 -0.8 20.0 4.4 8.5 -8.7 10.0 -0.4 -3.4 1.8 -16.7 -20.0 -18.9 -20.0 VIX 9.6 5.4 -7.0 -4.5 7.7 -7.8 4.1 -6.0 0.9 1.8 -19.3 -1.5 -17.9 -3.6 -16.8 -20.0 -20.0 -20.0 -20.0 -6.5 -10.9 3.7 -9.7 -0.1 NaN -5.1 8.5 -8.9 4.4 -7.0 1.0 NaN NaN NaN NaN NaN 0.9 -20.0 NaN NaN WHEAT 13.1 9.4 2.3 3.8 20.0 -18.7 20.0 -20.0 16.1 11.5 -17.4 11.0 -20.0 11.6 -4.0 -19.1 -18.7 -19.0 -18.6 2.1 -7.2 11.7 -17.1 8.2 11.9 8.6 20.0 0.1 15.7 -8.3 13.7 -17.2 -2.4 18.1 5.8 13.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3