******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260213_204014 produced at 2026-02-13 21:36:30.544529 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.71 0.0 0.00 0.00 0.00 0.00 -18.94 16.0 0 0 caleb_strategy_v3 SOFR False True 0.11 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -2.32 11.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -39.01 59.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.14 0.0 999.00 -999.00 -0.25 -0.24 -15.43 999999999.0 -28 -27 caleb_strategy_v3 US2 False True 0.09 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -1.03 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 -5.29 11.0 -5 -5 caleb_strategy_v3 DX False False 0.04 -0.04 -0.05 0.0 999.00 -999.00 -0.04 -0.04 -1.25 999999999.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.26 -0.05 0.0 0.50 -0.50 -0.26 -0.26 -2.24 23.0 -12 -12 caleb_strategy_v3 SP500_micro False False 0.02 -0.29 -0.04 0.0 0.72 -0.72 -0.29 -0.29 -2.52 48.0 -19 -19 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.49 3.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.03 0.0 0.12 -0.12 -0.06 -0.06 -4.27 18.0 -9 -9 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.08 2.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.14 -0.03 0.0 1.20 -1.20 -0.14 -0.14 -0.72 25.0 -3 -3 caleb_strategy_v3 US10 False False 0.05 0.00 -0.02 0.0 0.84 -0.84 0.00 0.00 -0.38 17.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.02 0.0 0.93 -0.93 0.00 0.00 -0.31 13.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.06 4.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -0.58 8.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.85 9.0 -3 -3 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.15 999999999.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.01 0.0 1.21 -1.21 -0.06 -0.09 -0.31 56.0 -3 -4 caleb_strategy_v3 BUXL False False 0.06 -0.06 -0.01 0.0 0.23 -0.23 -0.06 -0.06 -0.12 4.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.39 -0.39 0.00 0.00 -0.31 23.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.85 9.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.42 -0.42 -0.02 -0.02 -0.92 26.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -0.64 3.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.15 6.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.22 12.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.01 0.0 0.66 -0.66 0.00 0.00 -0.22 13.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.29 10.0 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 1.04 26.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.00 0.0 0.72 -0.72 -0.01 -0.13 -0.29 66.0 -1 -12 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.44 -0.44 0.00 0.00 0.01 10.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.11 -0.00 0.0 0.32 -0.32 -0.11 -0.05 -0.01 6.0 -2 -1 caleb_strategy_v3 JPY False False 0.04 0.00 0.00 0.0 0.61 -0.61 0.00 0.07 0.04 17.0 0 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.27 7.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.40 -0.40 0.00 0.00 1.93 68.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.07 0.01 0.0 0.91 -0.91 0.07 0.07 0.12 14.0 1 1 caleb_strategy_v3 US20 False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.16 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.02 0.0 0.21 -0.21 0.05 0.03 1.53 13.0 3 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 1.77 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 0.39 3.0 1 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.03 0.0 0.93 -0.93 0.00 0.00 0.99 29.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.13 0.25 0.03 0.0 999.00 -999.00 0.25 0.25 0.25 999999999.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.00 0.04 0.0 0.82 -0.82 0.00 0.00 1.17 22.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.31 0.04 0.0 0.31 -0.31 0.31 0.31 0.28 2.0 2 2 caleb_strategy_v3 BOBL False False 0.06 0.00 0.05 0.0 1.15 -1.15 0.00 0.00 0.79 19.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.05 0.0 0.12 -0.12 0.00 0.00 1.66 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 11.03 51.0 11 11 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.72 -0.72 0.00 0.00 1.16 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.13 0.05 0.0 999.00 -999.00 0.13 0.06 0.80 999999999.0 2 1 caleb_strategy_v3 BUND False False 0.07 0.20 0.05 0.0 0.67 -0.67 0.20 0.27 0.73 10.0 3 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.07 0.0 0.13 -0.13 0.05 0.05 2.46 5.0 2 2 caleb_strategy_v3 NZD False False 0.03 0.00 0.08 0.0 0.56 -0.56 0.00 0.00 3.19 21.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.10 0.08 0.0 0.59 -0.59 0.10 0.10 5.18 36.0 6 6 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.09 0.0 0.64 -0.64 0.00 0.00 1.07 8.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.22 0.11 0.0 0.62 -0.62 0.22 0.25 3.40 20.0 7 8 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.59 -0.59 0.00 0.00 3.87 19.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.13 0.0 0.00 0.00 0.00 0.00 2.93 12.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.17 0.0 0.00 0.00 0.00 0.00 2.17 9.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.18 0.0 0.00 0.00 0.00 0.00 3.22 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.27 0.0 0.63 -0.63 0.00 0.00 4.30 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.32 0.36 0.0 0.64 -0.64 0.32 0.32 5.67 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.43 0.64 0.0 0.76 -0.76 0.43 0.43 50.64 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 2.18 0.0 1.27 -1.27 0.00 0.00 17.21 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.6 Shocked risk 46.2 Sum abs risk 53.5 Leverage 6.87 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2284473.59, 'annual_cash_vol_target': 571118.3975, 'daily_cash_vol_target': 35694.89984375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.7090 0.6752 10.8028 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1547 117.0000 0.1322 2.1150 BTP 0.3514 121.9900 0.2881 4.6094 BUND 0.3206 129.1000 0.2484 3.9738 BUXL 0.7658 111.3000 0.6880 11.0083 CAC 51.0320 8318.0000 0.6135 9.8162 CAD 0.0032 0.7352 0.4295 6.8719 CANOLA 5.7980 675.4000 0.8585 13.7353 CHF 0.0076 1.3059 0.5844 9.3506 COCOA 135.4942 3683.0000 3.6789 58.8625 COFFEE 5.2607 296.2500 1.7757 28.4120 COPPER 0.1167 5.7750 2.0200 32.3197 CORN 3.8498 463.7500 0.8301 13.2822 COTTON2 0.6576 62.1700 1.0578 16.9251 CRUDE_W 0.9999 60.6100 1.6497 26.3945 DAX 173.9355 24971.0000 0.6965 11.1448 DOW 359.5050 49595.0000 0.7249 11.5981 DX 0.4027 96.8050 0.4159 6.6550 EUR 0.0056 1.1884 0.4686 7.4975 EURIBOR-ICE 0.0305 97.7650 0.0312 0.4993 EUROSTX 44.0763 5996.0000 0.7351 11.7615 FEEDCOW 2.8090 362.8750 0.7741 12.3853 GASOIL 11.1008 662.2500 1.6762 26.8195 GASOLINE 0.0361 2.1336 1.6898 27.0376 GAS_US_mini 0.2212 3.2350 6.8379 109.4057 GBP 0.0070 1.3642 0.5111 8.1771 GOLD_micro 107.3711 4940.8000 2.1732 34.7704 HEATOIL 0.0440 2.2932 1.9192 30.7065 JGB-SGX-mini 0.2614 132.0000 0.1980 3.1684 JPY 0.0000 0.0066 0.6647 10.6348 LEANHOG 1.1470 91.3250 1.2560 20.0953 LIVECOW 1.8633 240.4000 0.7751 12.4015 LUMBER-new 6.9552 597.5000 1.1640 18.6247 MXP 0.0004 0.0581 0.6380 10.2079 NASDAQ_micro 223.7975 24867.0000 0.9000 14.3996 NIKKEI 844.3725 57545.0000 1.4673 23.4772 NZD 0.0039 0.6045 0.6419 10.2698 OAT 0.3174 122.8000 0.2585 4.1356 OATIES 4.9207 311.0000 1.5822 25.3157 OJ 8.2411 182.8000 4.5083 72.1321 PALLAD 72.0444 1639.0000 4.3956 70.3301 PLAT 97.2563 1998.8000 4.8657 77.8518 REDWHEAT 8.6944 554.0000 1.5694 25.1101 RICE 0.1383 11.0200 1.2550 20.0795 ROBUSTA 67.5503 3857.0000 1.7514 28.0219 RUSSELL 29.3468 2656.5000 1.1047 17.6755 SHATZ 0.0459 106.9750 0.0429 0.6865 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 86.8325 13511.0000 0.6427 10.2829 SOFR 0.0533 96.7450 0.0551 0.8822 SOYBEAN 7.9390 1115.5000 0.7117 11.3872 SOYMEAL 3.8671 312.4000 1.2379 19.8058 SOYOIL 0.6542 57.5400 1.1369 18.1911 SP400 31.0659 3574.6000 0.8691 13.9052 SP500_micro 46.5830 6866.0000 0.6785 10.8553 SUGAR11 0.2206 13.5500 1.6277 26.0436 US10 0.3189 113.1719 0.2818 4.5084 US10U 0.4050 115.9688 0.3492 5.5877 US2 0.0733 104.4414 0.0702 1.1229 US20 0.6286 117.7500 0.5338 8.5412 US30 0.9002 120.6562 0.7460 11.9368 US5 0.1946 109.6875 0.1774 2.8388 VIX 0.5789 20.4500 2.8308 45.2931 WHEAT 7.2045 586.5000 1.2284 19.6542 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 709.00 0.68 478.70 1.00 478.70 35694.9 74.57 20.00 149.13 BITCOIN 82.98 2.35 195.18 1.00 195.18 35694.9 182.88 -19.67 -359.72 BOBL 1170.00 0.13 154.66 1.19 183.49 35694.9 194.53 3.98 77.37 BTP 1219.90 0.29 351.44 1.19 416.96 35694.9 85.61 14.72 126.00 BUND 1291.00 0.25 320.63 1.19 380.41 35694.9 93.83 7.65 71.79 BUXL 1113.00 0.69 765.77 1.19 908.53 35694.9 39.29 -3.09 -12.16 CAC 831.80 0.61 510.32 1.19 605.46 35694.9 58.96 14.53 85.67 CAD 735.25 0.43 315.79 1.00 315.79 35694.9 113.04 3.39 38.27 CANOLA 135.08 0.86 115.96 0.74 85.36 35694.9 418.16 10.83 452.85 CHF 1632.38 0.58 953.98 1.00 953.98 35694.9 37.42 -3.15 -11.79 COCOA 368.30 3.68 1354.94 1.00 1354.94 35694.9 26.34 -14.30 -37.68 COFFEE 1110.94 1.78 1972.74 1.00 1972.74 35694.9 18.09 -6.07 -10.98 COPPER 1443.75 2.02 2916.35 1.00 2916.35 35694.9 12.24 6.00 7.35 CORN 231.88 0.83 192.49 1.00 192.49 35694.9 185.44 -2.69 -49.92 COTTON2 310.85 1.06 328.82 1.00 328.82 35694.9 108.55 -20.00 -217.11 CRUDE_W 606.10 1.65 999.86 1.00 999.86 35694.9 35.70 6.35 22.68 DAX 249.71 0.70 173.94 1.19 206.36 35694.9 172.97 2.99 51.77 DOW 247.98 0.72 179.75 1.00 179.75 35694.9 198.58 -0.63 -12.49 DX 968.05 0.42 402.65 1.00 402.65 35694.9 88.65 -5.45 -48.28 EUR 1485.50 0.47 696.10 1.00 696.10 35694.9 51.28 0.88 4.50 EURIBOR-ICE 2444.12 0.03 76.27 1.19 90.49 35694.9 394.45 12.78 503.98 EUROSTX 599.60 0.74 440.76 1.19 522.93 35694.9 68.26 14.59 99.58 FEEDCOW 1814.38 0.77 1404.48 1.00 1404.48 35694.9 25.42 12.73 32.35 GASOIL 662.25 1.68 1110.08 1.00 1110.08 35694.9 32.16 11.88 38.19 GASOLINE 896.11 1.69 1514.29 1.00 1514.29 35694.9 23.57 -1.47 -3.46 GAS_US_mini 80.88 6.84 553.01 1.00 553.01 35694.9 64.55 1.48 9.56 GBP 852.62 0.51 435.75 1.00 435.75 35694.9 81.92 5.52 45.21 GOLD_micro 494.08 2.17 1073.71 1.00 1073.71 35694.9 33.24 -2.75 -9.13 HEATOIL 963.14 1.92 1848.42 1.00 1848.42 35694.9 19.31 4.60 8.88 JGB-SGX-mini 132000.00 0.20 26139.60 0.01 170.62 35694.9 209.21 -8.35 -174.67 JPY 820.25 0.66 545.20 1.00 545.20 35694.9 65.47 0.25 1.64 LEANHOG 365.30 1.26 458.80 1.00 458.80 35694.9 77.80 3.23 25.14 LIVECOW 961.60 0.78 745.33 1.00 745.33 35694.9 47.89 7.28 34.89 LUMBER-new 164.31 1.16 191.27 1.00 191.27 35694.9 186.62 -9.88 -184.43 MXP 290.70 0.64 185.47 1.00 185.47 35694.9 192.46 17.90 344.56 NASDAQ_micro 497.34 0.90 447.59 1.00 447.59 35694.9 79.75 -12.05 -96.08 NIKKEI 57545.00 1.47 84437.25 0.01 551.14 35694.9 64.77 7.37 47.74 NZD 604.50 0.64 388.01 1.00 388.01 35694.9 92.00 13.33 122.67 OAT 1228.00 0.26 317.41 1.19 376.58 35694.9 94.79 17.52 166.03 OATIES 155.50 1.58 246.04 1.00 246.04 35694.9 145.08 -11.55 -167.61 OJ 274.20 4.51 1236.16 1.00 1236.16 35694.9 28.88 -9.15 -26.42 PALLAD 1639.00 4.40 7204.44 1.00 7204.44 35694.9 4.95 1.31 0.65 PLAT 999.40 4.87 4862.82 1.00 4862.82 35694.9 7.34 0.42 0.31 REDWHEAT 277.00 1.57 434.72 1.00 434.72 35694.9 82.11 -5.31 -43.59 RICE 220.40 1.25 276.60 1.00 276.60 35694.9 129.05 -6.56 -84.65 ROBUSTA 385.70 1.75 675.50 1.00 675.50 35694.9 52.84 -4.36 -23.05 RUSSELL 132.82 1.10 146.73 1.00 146.73 35694.9 243.26 2.39 58.25 SHATZ 1069.75 0.04 45.90 1.19 54.46 35694.9 655.48 4.83 316.64 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35694.9 5.80 12.83 7.44 SMI 1351.10 0.64 868.33 1.30 1124.67 35694.9 31.74 20.00 63.48 SOFR 2418.62 0.06 133.35 1.00 133.35 35694.9 267.67 -1.42 -38.14 SOYBEAN 557.75 0.71 396.95 1.00 396.95 35694.9 89.92 3.26 29.32 SOYMEAL 312.40 1.24 386.71 1.00 386.71 35694.9 92.30 -9.87 -91.14 SOYOIL 345.24 1.14 392.52 1.00 392.52 35694.9 90.94 3.45 31.41 SP400 3574.60 0.87 3106.59 1.00 3106.59 35694.9 11.49 7.29 8.38 SP500_micro 343.30 0.68 232.91 1.00 232.91 35694.9 153.25 -7.07 -108.29 SUGAR11 151.76 1.63 247.02 1.00 247.02 35694.9 144.50 -12.13 -175.33 US10 1131.72 0.28 318.89 1.00 318.89 35694.9 111.94 -2.66 -29.78 US10U 1159.69 0.35 405.00 1.00 405.00 35694.9 88.14 -1.96 -17.26 US2 2088.83 0.07 146.60 1.00 146.60 35694.9 243.48 -3.32 -80.83 US20 1177.50 0.53 628.58 1.00 628.58 35694.9 56.79 2.16 12.26 US30 1206.56 0.75 900.15 1.00 900.15 35694.9 39.65 -0.17 -0.69 US5 1096.88 0.18 194.62 1.00 194.62 35694.9 183.41 -3.11 -56.96 VIX 204.50 2.83 578.90 1.00 578.90 35694.9 61.66 -10.12 -62.42 WHEAT 293.25 1.23 360.22 1.00 360.22 35694.9 99.09 -6.43 -63.71 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 149.133 0.010 2.5 3.875 BITCOIN -359.721 0.043 2.5 -39.008 BOBL 77.365 0.004 2.5 0.786 BTP 125.996 0.014 2.5 4.304 BUND 71.786 0.004 2.5 0.729 BUXL -12.160 0.004 2.5 -0.123 CAC 85.669 0.014 2.5 2.926 CAD 38.266 0.010 2.5 0.994 CANOLA 452.854 0.010 2.5 11.033 CHF -11.786 0.010 2.5 -0.306 COCOA -37.682 0.010 2.5 -0.918 COFFEE -10.984 0.005 2.5 -0.146 COPPER 7.348 0.043 2.5 0.797 CORN -49.918 0.010 2.5 -1.216 COTTON2 -217.108 0.010 2.5 -5.289 CRUDE_W 22.685 0.043 2.5 2.460 DAX 51.770 0.014 2.5 1.768 DOW -12.494 0.009 2.5 -0.291 DX -48.284 0.010 2.5 -1.255 EUR 4.499 0.010 2.5 0.117 EURIBOR-ICE 503.980 0.014 2.5 17.214 EUROSTX 99.580 0.014 2.5 3.401 FEEDCOW 32.351 0.013 2.5 1.074 GASOIL 38.190 0.017 2.5 1.658 GASOLINE -3.458 0.017 2.5 -0.150 GAS_US_mini 9.560 0.043 2.5 1.037 GBP 45.210 0.010 2.5 1.175 GOLD_micro -9.129 0.014 2.5 -0.312 HEATOIL 8.883 0.017 2.5 0.386 JGB-SGX-mini -174.668 0.043 2.5 -18.941 JPY 1.641 0.010 2.5 0.043 LEANHOG 25.145 0.024 2.5 1.530 LIVECOW 34.887 0.013 2.5 1.158 LUMBER-new -184.433 0.010 2.5 -4.493 MXP 344.555 0.059 2.5 50.643 NASDAQ_micro -96.078 0.009 2.5 -2.236 NIKKEI 47.736 0.043 2.5 5.177 NZD 122.672 0.010 2.5 3.187 OAT 166.028 0.014 2.5 5.671 OATIES -167.607 0.010 2.5 -4.083 OJ -26.425 0.010 2.5 -0.644 PALLAD 0.651 0.014 2.5 0.022 PLAT 0.307 0.014 2.5 0.010 REDWHEAT -43.587 0.005 2.5 -0.579 RICE -84.654 0.010 2.5 -2.062 ROBUSTA -23.049 0.005 2.5 -0.306 RUSSELL 58.252 0.013 2.5 1.933 SHATZ 316.640 0.004 2.5 3.215 SILVER-mini 7.443 0.014 2.5 0.254 SMI 63.476 0.014 2.5 2.168 SOFR -38.138 0.024 2.5 -2.321 SOYBEAN 29.319 0.004 2.5 0.273 SOYMEAL -91.137 0.004 2.5 -0.849 SOYOIL 31.406 0.004 2.5 0.293 SP400 8.382 0.013 2.5 0.278 SP500_micro -108.291 0.009 2.5 -2.520 SUGAR11 -175.329 0.010 2.5 -4.272 US10 -29.780 0.005 2.5 -0.378 US10U -17.258 0.005 2.5 -0.219 US2 -80.833 0.005 2.5 -1.026 US20 12.261 0.005 2.5 0.156 US30 -0.692 0.005 2.5 -0.009 US5 -56.963 0.005 2.5 -0.723 VIX -62.421 0.099 2.5 -15.430 WHEAT -63.714 0.005 2.5 -0.846 ===================== Position diags ===================== AUD 1.94 BITCOIN 19.83 BOBL 1.98 BTP 2.92 BUND 0.95 BUXL 0.40 CAC 2.01 CAD 2.94 CANOLA 10.19 CHF 0.97 COCOA 0.64 COFFEE 0.24 COPPER 1.33 CORN 4.52 COTTON2 2.64 CRUDE_W 3.87 DAX 5.91 DOW 4.62 DX 2.30 EUR 1.33 EURIBOR-ICE 13.47 EUROSTX 2.33 FEEDCOW 0.84 GASOIL 1.40 GASOLINE 1.02 GAS_US_mini 7.00 GBP 2.13 GOLD_micro 1.14 HEATOIL 0.84 JGB-SGX-mini 22.69 JPY 1.70 LEANHOG 4.73 LIVECOW 1.59 LUMBER-new 4.55 MXP 28.29 NASDAQ_micro 1.86 NIKKEI 7.02 NZD 2.39 OAT 3.24 OATIES 3.53 OJ 0.70 PALLAD 0.17 PLAT 0.25 REDWHEAT 1.09 RICE 3.14 ROBUSTA 0.70 RUSSELL 8.07 SHATZ 6.66 SILVER-mini 0.20 SMI 1.08 SOFR 16.29 SOYBEAN 0.84 SOYMEAL 0.86 SOYOIL 0.85 SP400 0.38 SP500_micro 3.57 SUGAR11 3.52 US10 1.42 US10U 1.12 US2 3.09 US20 0.72 US30 0.50 US5 2.33 VIX 15.24 WHEAT 1.32 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.7 4.1 0.0 0 BITCOIN -39.0 -41.0 -37.0 0.0 0 BOBL 0.8 0.6 1.0 0.0 0 BTP 4.3 4.0 4.6 0.0 0 BUND 0.7 0.6 0.8 3.0 3 BUXL -0.1 -0.2 -0.1 -1.0 -1 CAC 2.9 2.7 3.1 0.0 0 CAD 1.0 0.7 1.3 0.0 0 CANOLA 11.0 10.0 12.1 11.0 11 CHF -0.3 -0.4 -0.2 0.0 0 COCOA -0.9 -1.0 -0.9 -1.0 -1 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER 0.8 0.7 0.9 2.0 2 CORN -1.2 -1.7 -0.8 0.0 0 COTTON2 -5.3 -5.6 -5.0 -5.0 -5 CRUDE_W 2.5 2.1 2.8 2.0 2 DAX 1.8 1.2 2.4 0.0 0 DOW -0.3 -0.8 0.2 -1.0 -1 DX -1.3 -1.5 -1.0 -1.0 -1 EUR 0.1 -0.0 0.3 1.0 1 EURIBOR-ICE 17.2 15.9 18.6 0.0 0 EUROSTX 3.4 3.2 3.6 7.0 7 FEEDCOW 1.1 1.0 1.2 0.0 0 GASOIL 1.7 1.5 1.8 0.0 0 GASOLINE -0.2 -0.3 -0.0 0.0 0 GAS_US_mini 1.0 0.3 1.7 0.0 0 GBP 1.2 1.0 1.4 0.0 0 GOLD_micro -0.3 -0.4 -0.2 -3.0 -3 HEATOIL 0.4 0.3 0.5 1.0 1 JGB-SGX-mini -18.9 -21.2 -16.7 0.0 0 JPY 0.0 -0.1 0.2 0.0 0 LEANHOG 1.5 1.1 2.0 3.0 3 LIVECOW 1.2 1.0 1.3 0.0 0 LUMBER-new -4.5 -4.9 -4.0 0.0 0 MXP 50.6 47.8 53.5 34.0 34 NASDAQ_micro -2.2 -2.4 -2.1 -12.0 -12 NIKKEI 5.2 4.5 5.9 6.0 6 NZD 3.2 2.9 3.4 0.0 0 OAT 5.7 5.3 6.0 5.0 5 OATIES -4.1 -4.4 -3.7 NaN 0 OJ -0.6 -0.7 -0.6 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT 0.0 -0.0 0.0 0.0 0 REDWHEAT -0.6 -0.7 -0.5 -1.0 -1 RICE -2.1 -2.4 -1.7 -3.0 -3 ROBUSTA -0.3 -0.4 -0.2 0.0 0 RUSSELL 1.9 1.1 2.7 0.0 0 SHATZ 3.2 2.5 3.9 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 2.2 2.1 2.3 0.0 0 SOFR -2.3 -4.0 -0.7 NaN 0 SOYBEAN 0.3 0.2 0.4 0.0 0 SOYMEAL -0.8 -0.9 -0.8 0.0 0 SOYOIL 0.3 0.2 0.4 0.0 0 SP400 0.3 0.2 0.3 2.0 2 SP500_micro -2.5 -2.9 -2.2 -19.0 -19 SUGAR11 -4.3 -4.6 -3.9 -9.0 -9 US10 -0.4 -0.5 -0.2 0.0 0 US10U -0.2 -0.3 -0.1 0.0 0 US2 -1.0 -1.3 -0.7 NaN 0 US20 0.2 0.1 0.2 0.0 0 US30 -0.0 -0.1 0.0 -2.0 -2 US5 -0.7 -1.0 -0.5 -3.0 -3 VIX -15.4 -17.0 -13.9 -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 0.0 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 1.5 0.2 0.1 0.4 0.2 0.3 0.2 0.3 0.4 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 0.4 0.3 -0.2 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.2 -0.2 0.2 -0.2 0.2 -0.0 -0.4 -0.1 -0.3 -0.2 0.0 -0.1 0.2 -0.2 0.1 0.5 0.0 0.2 -0.2 0.2 -0.4 0.2 -0.8 -0.1 0.2 0.5 -0.2 0.2 0.7 0.6 0.7 BTP 0.2 0.2 -0.0 -0.0 0.2 -0.2 0.2 -0.3 0.2 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 0.1 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 0.2 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 -0.2 0.2 -0.4 0.2 0.5 -0.0 0.0 0.4 -0.2 0.1 0.7 0.4 0.7 BUXL 0.1 0.1 -0.2 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.2 -0.5 0.1 -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 -0.5 0.2 -0.7 0.0 -0.0 -0.3 -0.5 0.1 -0.3 -0.2 0.7 0.1 0.4 CAC 0.1 0.0 0.1 0.1 -0.0 0.4 0.1 0.5 0.1 0.1 0.5 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 0.1 0.2 0.2 0.2 0.1 0.2 0.5 -0.2 -0.4 -0.3 0.5 0.7 0.4 0.7 CAD 0.4 0.2 0.4 0.2 0.0 0.2 0.1 0.2 0.2 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 0.0 0.1 2.5 0.1 0.0 0.2 0.1 0.0 0.1 -0.3 -0.1 -0.0 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.6 -0.1 0.0 0.2 -0.4 0.2 -0.7 0.2 0.1 -0.2 0.2 -0.1 0.2 0.1 -0.4 -0.3 -0.4 -0.3 0.1 -0.0 0.2 -0.2 0.2 1.9 0.2 0.1 -0.0 0.2 -0.3 0.2 -0.6 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 0.0 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 0.3 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 -0.3 0.1 -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 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 1.0 -0.4 -0.6 -0.5 -0.3 0.1 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 -0.2 -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 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.1 0.0 -0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.2 0.0 0.0 -0.0 0.7 0.7 0.7 0.7 CORN 0.3 -0.1 0.1 0.1 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 0.1 1.5 -0.0 0.2 -0.1 0.2 -0.3 0.1 -1.1 0.1 0.3 -0.5 0.2 0.0 -0.2 0.2 -0.0 COTTON2 -0.3 0.1 -0.0 0.1 0.2 -0.5 0.2 -0.7 0.2 0.1 -0.5 -0.1 -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 -1.0 -0.5 -0.6 -0.6 -0.4 -0.4 -0.5 -0.3 -0.2 CRUDE_W 0.4 0.5 0.1 0.1 -0.1 0.2 0.0 0.1 0.1 -0.0 -0.2 0.1 -0.4 0.2 0.1 0.1 0.1 0.0 0.0 0.1 0.0 0.0 -0.1 0.1 0.9 0.1 -0.1 0.0 0.0 -0.2 0.1 -0.0 0.1 -0.3 -0.2 -0.4 0.3 0.7 0.2 0.4 DAX -0.4 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 0.0 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 -0.2 -0.1 0.1 0.1 -0.0 0.2 0.0 0.3 0.1 0.0 0.4 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.1 -0.2 0.1 0.1 0.0 0.4 0.1 -1.2 0.1 -0.0 0.2 0.0 0.3 0.1 -0.2 0.1 0.0 -0.0 0.2 -0.1 -0.7 -0.2 -0.7 DX -0.5 -0.2 0.1 0.1 0.0 0.2 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 -0.0 -0.2 -0.1 -0.1 -0.1 0.9 0.0 -0.6 -0.6 -0.4 0.2 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 0.1 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 0.5 0.4 -0.3 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.1 -0.1 0.2 0.1 0.2 0.0 0.3 0.2 0.3 0.3 0.1 -0.0 0.2 -0.0 0.1 -0.2 0.0 0.2 -0.1 0.2 -0.1 0.2 0.8 0.0 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 0.0 0.5 0.1 0.7 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.2 0.0 0.5 0.1 -1.1 0.2 -0.0 0.5 0.0 0.6 0.1 0.7 -0.0 -0.2 0.2 0.3 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 0.4 0.1 0.5 0.2 0.2 0.3 0.2 0.3 0.3 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 -0.0 0.3 0.0 0.7 0.1 1.1 0.0 -0.1 0.4 -0.1 0.7 0.7 0.7 0.7 GASOIL 0.4 0.3 -0.0 0.1 -0.1 0.2 0.0 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 0.0 0.1 0.1 -0.3 0.2 -0.1 0.3 0.0 0.3 0.1 1.1 0.2 -0.1 0.1 0.2 -0.0 0.7 -0.3 0.2 GASOLINE 0.4 0.5 0.0 0.1 -0.1 0.2 0.0 0.1 0.1 -0.0 0.2 0.1 0.1 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.0 0.0 0.1 -2.2 0.1 -0.1 0.1 0.0 -0.0 0.1 -1.1 0.2 -0.2 -0.0 -0.2 0.3 0.7 0.0 0.7 GAS_US_mini 0.3 0.1 0.2 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.4 -0.1 0.4 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 1.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.4 -0.3 -0.2 -0.5 -0.2 0.2 -0.4 0.1 -0.7 GBP 0.2 0.3 0.1 0.2 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 -0.2 -0.3 0.0 0.1 -0.2 -0.2 -0.0 -0.3 GOLD_micro -0.6 -0.4 -0.3 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 -2.4 0.1 -0.0 0.2 0.0 0.3 0.0 -0.3 -0.2 0.6 0.6 0.4 0.5 0.2 -0.2 -0.5 HEATOIL 0.4 0.4 -0.1 0.1 -0.1 0.2 0.0 0.1 0.1 -0.1 0.1 0.0 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 -0.1 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 0.1 0.1 -0.2 0.1 -0.3 -0.1 -0.1 -0.3 0.2 -0.1 0.1 -0.1 -0.1 0.0 -0.3 -0.0 -0.0 -0.1 0.1 -0.4 0.0 -0.4 -0.0 0.3 -0.1 -0.2 -0.6 -0.6 -0.2 -0.7 0.0 -0.7 JPY 0.6 0.5 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.2 0.1 -0.3 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.1 -0.2 0.1 2.7 0.0 0.1 -0.2 0.1 -0.3 0.1 -0.6 0.2 -0.1 -0.3 -0.5 -0.2 -0.5 -0.0 -0.6 LEANHOG -0.2 0.5 0.2 0.1 0.2 -0.5 0.2 -0.7 0.2 -0.2 0.4 -0.2 0.6 0.1 0.2 -0.4 -0.1 -0.4 -0.4 0.2 0.2 -0.2 0.4 0.0 -0.7 0.2 -0.2 0.5 -0.2 0.5 0.0 0.0 -0.5 -0.4 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 0.3 0.1 0.5 0.1 0.1 -0.0 0.1 -0.1 -0.0 0.2 0.2 0.1 0.5 0.1 -2.7 0.0 0.1 0.1 0.1 0.4 0.0 1.0 0.1 -0.0 -0.0 -0.4 0.7 0.7 0.7 0.7 LUMBER-new 0.1 0.7 -0.4 0.1 0.2 -0.4 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 0.1 -0.5 0.0 -0.8 0.0 -1.2 -0.2 -0.6 -0.3 -0.7 0.0 0.8 0.2 0.8 MXP -0.1 0.1 0.2 0.2 0.0 0.3 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 0.5 0.2 0.6 0.6 0.4 0.3 0.7 0.4 NASDAQ_micro -0.3 -0.4 -0.3 0.1 -0.0 0.2 0.0 0.3 0.1 -0.1 0.2 -0.1 0.5 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.1 0.3 -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 0.3 -0.7 NIKKEI 0.0 -0.3 -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 -1.4 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 -0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 -0.0 0.1 1.6 0.1 0.0 0.1 0.1 -0.0 0.2 0.0 0.0 0.3 0.1 0.1 -0.1 0.7 0.2 0.7 OAT 0.5 0.4 0.1 -0.0 0.2 -0.2 0.2 -0.2 0.2 0.2 0.3 0.2 -0.0 0.2 0.2 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 0.3 0.2 -0.1 0.0 0.1 -0.3 0.2 -0.7 0.1 0.0 -0.3 0.1 -0.4 0.1 -0.0 -0.2 -0.2 -0.3 -0.3 -0.0 -0.1 0.0 -0.3 0.0 -0.4 -0.0 0.0 -0.3 0.0 -0.5 0.0 -0.4 -0.2 0.0 -0.1 -0.3 -0.2 -0.6 -0.1 -0.7 OJ -0.6 0.6 0.5 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.1 0.1 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 1.0 -0.5 -0.3 0.3 0.1 -0.6 -0.6 -0.4 -0.7 PALLAD -0.6 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.1 -0.1 0.2 -0.0 0.0 -0.0 -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 -0.3 -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 -0.1 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 -0.0 0.2 -0.0 0.2 -0.2 -0.3 0.0 0.1 0.7 0.3 0.0 -0.2 REDWHEAT 0.3 0.3 0.3 0.1 0.2 -0.4 0.2 -0.7 0.2 0.0 -0.3 0.1 -0.7 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.0 -0.0 0.1 -0.3 0.1 1.0 0.1 0.1 0.1 0.1 -0.2 0.1 -0.7 -0.2 0.4 0.1 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 -0.1 -0.2 0.1 -0.4 0.1 0.1 -0.4 -0.3 -0.4 -0.4 0.1 -0.1 0.0 -0.5 0.1 0.2 0.1 -0.0 -0.1 0.0 -0.7 0.1 -0.8 -0.1 0.2 0.5 0.1 -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 -0.0 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 -0.5 0.1 0.2 0.1 -0.0 0.2 0.0 0.3 0.1 0.0 0.4 -0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.4 0.0 1.0 0.1 -0.0 0.3 -0.0 0.3 0.0 0.1 -0.2 -0.2 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 0.2 -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 0.2 -0.4 0.2 -0.5 0.1 -1.1 -0.3 0.1 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 -0.1 -0.0 0.6 0.1 -0.0 0.2 0.0 0.3 0.1 0.1 0.4 0.2 0.5 0.2 0.2 0.3 0.1 0.2 0.2 0.2 0.2 0.1 0.5 0.2 1.2 0.2 0.1 0.5 0.1 0.6 0.1 1.1 0.5 0.0 0.3 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.5 -0.1 -0.4 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.2 -0.1 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 0.2 0.3 0.4 0.6 0.1 0.0 -0.4 -0.4 -0.5 -0.7 SOYBEAN 0.6 0.0 0.0 0.1 0.2 -0.5 0.2 -0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.0 -0.0 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.0 0.2 -0.9 0.2 0.2 0.2 0.2 0.2 0.2 0.4 0.5 0.6 0.1 0.6 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.4 -0.3 -0.0 0.0 0.2 -0.3 0.2 -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 0.2 0.1 0.1 -0.0 0.1 -0.5 0.4 0.2 -0.3 0.6 -0.7 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.1 0.1 0.2 -0.4 0.2 -0.7 0.2 0.2 0.2 0.2 0.4 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.2 0.2 0.2 -2.5 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.5 0.6 0.6 0.6 -0.4 -0.7 -0.4 -0.7 SP400 -0.1 0.3 0.3 0.1 -0.0 0.2 0.0 0.3 0.1 0.1 0.4 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 0.4 0.1 0.1 0.2 0.1 0.2 0.1 -0.1 0.5 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 -0.1 0.4 -0.0 0.7 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.5 -0.0 -2.4 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.3 -0.5 -0.6 -0.5 -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 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 1.1 -0.5 -0.6 -0.3 -0.1 0.0 -0.6 0.2 -0.4 US10 0.3 -0.2 -0.2 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.2 0.1 0.2 0.3 0.1 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.0 0.2 0.1 0.1 -1.4 0.0 0.2 0.0 0.2 0.2 0.1 -0.2 0.3 0.1 -0.1 0.1 -0.5 -0.7 -0.4 -0.7 US10U 0.3 -0.2 -0.2 -0.0 0.2 -0.2 0.2 -0.3 0.2 0.2 0.2 0.2 0.3 0.1 -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 0.2 -0.3 0.4 0.0 0.1 0.2 -0.4 -0.2 -0.5 -0.7 US2 0.4 -0.1 -0.2 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.1 -0.1 0.2 -0.0 0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 0.1 -0.0 0.1 1.9 -0.0 0.2 -0.1 0.2 0.0 0.1 -1.1 0.0 0.2 -0.2 -0.1 -0.5 -0.7 -0.6 -0.7 US20 0.2 -0.0 -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 0.2 0.0 0.1 -1.4 0.1 0.2 0.1 0.2 0.2 0.1 0.0 0.3 0.0 0.3 0.2 -0.3 0.5 -0.1 -0.7 US30 0.2 -0.0 -0.1 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.2 -0.1 0.2 -0.3 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.2 -0.1 0.1 -0.8 0.0 0.2 0.1 0.2 0.1 0.1 -0.4 0.2 -0.1 0.2 0.1 -0.3 0.4 -0.1 -0.6 US5 0.4 -0.2 -0.2 -0.0 0.2 -0.1 0.2 -0.2 0.1 0.2 0.0 0.2 0.4 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.2 0.1 0.1 -1.0 0.0 0.2 0.0 0.2 0.2 0.1 -0.5 0.3 0.2 -0.1 0.1 -0.5 -0.7 -0.6 -0.7 VIX 0.6 0.4 -0.3 -0.1 0.2 -0.3 0.1 -0.3 0.1 0.2 -0.8 0.1 -1.0 0.0 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.2 0.1 -0.4 0.0 NaN -0.1 0.2 -0.3 0.2 -0.4 0.1 NaN NaN NaN NaN NaN 0.0 -1.1 NaN NaN WHEAT 0.4 0.3 0.1 0.1 0.2 -0.5 0.2 -0.7 0.2 0.0 -0.5 0.1 -0.7 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.4 0.1 1.6 0.1 0.1 0.0 0.1 -0.3 0.1 -0.9 -0.2 0.5 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 15.8 13.8 11.7 11.8 4.0 6.6 8.7 3.9 13.3 10.4 14.1 13.8 10.9 14.3 14.9 1.0 -0.4 0.7 0.1 20.0 14.5 19.8 8.3 20.0 11.6 20.0 12.0 14.4 19.0 7.4 20.0 6.1 16.5 20.0 18.3 17.1 -1.3 20.0 3.1 20.0 BITCOIN 4.5 -0.4 -20.0 12.9 -15.8 15.5 2.5 15.7 9.6 -19.8 -18.3 -19.7 -4.3 -12.6 -20.0 -3.7 -6.1 -4.3 -5.1 -18.4 -20.0 -20.0 -10.4 -16.1 -20.0 -18.7 -20.0 -20.0 -20.0 -9.5 -17.1 -0.1 -20.0 -20.0 -20.0 -20.0 -3.1 0.3 -20.0 -17.4 BOBL 12.3 8.8 -6.7 -0.1 20.0 -5.3 20.0 -6.0 12.9 19.5 -8.7 20.0 -6.0 19.5 -3.2 -20.0 -3.3 -17.3 -8.1 3.2 -5.1 20.0 -7.5 13.5 3.5 2.2 20.0 -8.7 20.0 -10.0 17.1 -15.1 -3.9 6.8 14.2 -6.5 5.9 20.0 18.3 20.0 BTP 6.8 6.8 -1.4 -0.1 20.0 -6.4 20.0 -7.2 15.5 20.0 19.5 20.0 20.0 20.0 18.8 17.4 11.4 15.3 13.2 12.3 10.9 20.0 13.7 16.6 -20.0 18.1 20.0 14.5 20.0 16.9 20.0 13.7 -5.2 4.4 20.0 16.6 3.4 20.0 14.4 20.0 BUND 10.1 5.8 -5.2 -0.1 20.0 -5.9 20.0 -6.6 14.3 20.0 -9.8 20.0 -13.9 19.8 -5.6 20.0 8.5 16.8 12.0 1.4 -6.4 20.0 -10.3 12.5 0.0 2.0 20.0 -8.6 20.0 -11.1 18.2 10.0 -1.1 1.4 13.6 -5.1 1.8 20.0 11.5 20.0 BUXL 4.2 3.0 -5.4 -0.1 20.0 -5.4 20.0 -6.0 13.0 19.6 -18.2 9.0 -20.0 -0.2 -15.8 5.2 3.8 4.9 4.5 -7.6 -14.8 10.8 -20.0 1.1 3.5 -8.4 20.0 -17.2 17.4 -20.0 3.5 -0.2 -11.7 -15.6 3.4 -9.7 -5.9 20.0 3.3 11.4 CAC 3.3 0.7 3.1 11.4 -0.8 13.0 6.4 13.7 9.6 16.6 16.8 18.3 20.0 9.1 10.2 -5.7 -3.2 -5.4 -4.4 10.4 12.4 18.1 13.8 13.6 7.8 7.3 12.6 7.3 18.3 5.7 12.1 3.4 20.0 -7.0 -11.5 -10.1 16.1 20.0 12.1 20.0 CAD 12.7 5.0 11.6 14.0 3.7 8.1 9.4 4.7 15.1 2.3 2.0 6.8 1.8 7.4 9.6 -6.5 -7.5 -7.2 -7.5 9.4 5.1 6.6 0.3 10.1 18.7 11.3 0.4 6.1 8.1 1.2 12.5 -6.5 -3.0 -0.4 -7.4 3.5 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 18.5 -1.8 4.3 19.6 -14.7 18.4 -20.0 14.9 13.6 -8.6 17.8 -4.1 19.2 13.0 -18.4 -14.9 -18.4 -17.3 13.4 -0.4 19.3 -5.6 20.0 13.9 14.7 10.9 -0.4 20.0 -7.0 20.0 -12.0 15.9 20.0 20.0 9.0 9.2 20.0 14.6 20.0 CHF 19.1 7.2 -5.3 6.8 1.8 3.9 4.5 2.3 7.3 4.1 1.5 4.3 6.1 4.2 3.2 -12.4 -15.9 -14.8 -15.4 5.7 3.6 5.4 3.2 6.9 -0.9 6.2 2.9 4.2 5.3 3.6 7.2 -20.0 1.9 8.6 2.1 0.4 -10.7 -20.0 -9.1 -20.0 COCOA -20.0 -20.0 -20.0 1.5 6.7 -5.0 6.3 -9.5 5.1 -6.2 -6.7 -6.8 -4.9 -7.0 -6.8 -5.2 4.1 -4.0 -1.4 -14.6 -12.7 -12.4 -7.8 -14.4 -20.0 -8.9 -9.3 -8.3 -9.0 -4.2 -8.8 17.9 -15.0 -17.4 -16.6 -10.2 1.5 0.9 6.8 6.0 COFFEE -20.0 -20.0 -12.9 3.8 17.5 -13.1 16.4 -20.0 13.3 -7.9 3.5 -14.8 8.9 -16.0 -15.9 20.0 19.2 20.0 20.0 -20.0 -8.7 -20.0 8.0 -20.0 -20.0 -19.2 -4.8 -5.9 -18.0 11.7 -20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 17.2 20.0 20.0 COPPER -13.8 2.3 9.2 2.5 -2.4 5.0 -2.2 5.9 -0.5 -3.6 5.0 -3.3 4.0 1.5 4.4 -6.2 -6.3 -6.7 -6.5 4.6 5.6 -1.4 4.4 1.4 -1.2 2.8 -2.5 4.0 -0.7 4.6 1.0 -1.5 7.4 1.1 0.3 -0.8 20.0 20.0 20.0 20.0 CORN 9.2 -2.9 2.6 5.0 20.0 -17.1 20.0 -20.0 17.3 19.7 -0.2 19.5 -10.9 7.2 -2.3 -20.0 -20.0 -20.0 -20.0 -0.8 -4.1 12.6 -9.6 5.7 11.2 -1.6 20.0 -4.0 15.8 -7.7 6.5 -20.0 5.6 8.2 -15.5 4.9 1.3 -7.1 7.1 -0.4 COTTON2 -10.8 1.8 -1.3 5.3 20.0 -18.2 20.0 -20.0 18.5 5.6 -20.0 -12.4 -20.0 -16.0 -20.0 -20.0 -18.9 -20.0 -20.0 -16.1 -17.6 -10.3 -20.0 -16.5 -8.7 -20.0 3.2 -20.0 -15.3 -20.0 -20.0 -19.3 -20.0 -20.0 -20.0 -11.7 -12.0 -14.2 -10.3 -7.5 CRUDE_W 11.9 15.9 4.2 12.5 -9.2 7.4 2.1 3.5 11.9 -1.8 -5.8 8.4 -10.4 13.9 11.1 3.5 4.0 2.1 2.4 7.4 0.8 3.3 -4.6 9.3 6.8 7.1 -7.3 0.3 1.7 -5.6 7.9 -0.7 5.5 -8.9 -6.6 -11.2 10.5 20.0 5.2 11.1 DAX -12.5 7.2 0.4 8.9 -0.7 10.2 5.0 10.7 7.5 9.3 10.2 3.8 16.3 0.5 9.2 -9.2 -7.5 -8.8 -7.8 6.3 9.3 2.7 14.1 2.2 -12.9 3.7 2.9 5.9 0.5 8.4 -0.5 -3.1 3.2 -20.0 -3.3 -3.9 11.7 20.0 8.1 20.0 DOW -4.6 -3.6 3.7 6.8 -0.5 7.8 3.9 8.2 5.8 0.3 13.8 6.1 14.1 8.7 12.4 -7.0 -8.0 -7.4 -7.6 9.3 12.3 3.4 13.2 6.6 -9.3 6.3 -2.5 8.3 3.2 9.1 4.9 -3.6 3.9 1.3 -1.5 5.0 -2.2 -20.0 -6.9 -20.0 DX -15.9 -6.4 3.2 10.1 2.7 5.8 6.7 3.4 10.9 -7.9 -1.3 -5.6 -9.3 -5.4 -5.6 4.7 6.0 5.4 5.7 -6.5 -4.0 -6.6 -4.4 -7.8 -20.0 -9.3 -5.2 -5.7 -7.5 -4.1 -9.9 16.5 1.2 -20.0 -20.0 -13.0 4.6 20.0 10.5 20.0 EUR 11.4 0.4 -6.0 11.0 2.9 6.3 7.3 3.7 11.9 3.1 2.8 1.9 11.0 2.4 3.9 -6.6 -7.9 -7.6 -7.8 5.6 4.7 3.7 6.3 5.9 6.1 9.0 1.5 7.1 5.4 6.7 8.9 -7.0 -1.3 1.1 -4.4 2.0 -9.0 -20.0 -5.3 -20.0 EURIBOR-ICE 15.3 11.4 -10.0 -0.0 20.0 -3.9 20.0 -4.4 9.6 14.5 -4.4 15.3 3.6 14.2 0.5 13.4 12.0 13.5 13.1 5.2 -1.2 19.0 -0.1 13.8 -1.7 3.5 20.0 -4.7 20.0 -3.7 15.5 14.7 1.7 10.5 13.7 -5.1 15.1 20.0 20.0 20.0 EUROSTX -5.9 7.1 8.5 9.9 -0.7 11.3 5.6 11.9 8.3 2.1 19.5 8.4 20.0 14.6 17.3 9.0 1.3 6.2 3.3 17.4 20.0 5.0 20.0 10.5 -8.1 14.9 -3.4 18.0 3.9 15.7 8.5 13.2 -0.9 -7.5 6.5 10.8 11.7 20.0 6.1 20.0 FEEDCOW -0.0 20.0 16.5 3.9 18.0 -13.5 16.9 -20.0 13.7 -3.5 13.2 5.9 14.7 15.1 15.5 16.8 10.3 14.2 13.2 20.0 20.0 5.0 20.0 15.9 -20.0 9.9 -0.6 12.9 2.0 20.0 6.7 20.0 0.2 -2.4 11.5 -3.6 20.0 20.0 20.0 20.0 GASOIL 11.4 10.6 -1.5 11.9 -8.8 7.0 2.0 3.3 11.3 -13.7 6.8 5.0 8.4 11.7 6.3 20.0 16.2 18.7 17.9 9.7 6.6 2.7 4.9 10.0 -2.5 14.5 -7.5 12.3 2.8 9.0 12.0 20.0 10.0 -3.2 2.9 4.7 -1.0 20.0 -9.3 6.1 GASOLINE 12.0 13.9 0.5 13.1 -9.7 7.8 2.2 3.7 12.5 -1.4 5.6 9.0 2.5 15.2 12.4 -20.0 -20.0 -20.0 -20.0 10.1 4.5 4.9 1.1 12.0 -16.4 10.1 -8.2 4.0 3.2 -0.2 10.7 -20.0 10.0 -7.4 -1.4 -5.4 8.4 20.0 0.5 20.0 GAS_US_mini 10.2 1.9 7.5 5.1 -3.8 3.0 0.9 1.4 4.9 -4.3 -2.3 -3.9 -4.6 -1.8 -1.6 20.0 -6.7 20.0 20.0 -0.1 -0.6 -2.5 -1.2 -0.7 12.2 -1.2 -1.4 -1.3 -1.8 -1.2 -1.2 -6.7 -12.0 -5.3 -15.6 -6.1 6.8 -10.6 2.7 -20.0 GBP 6.5 8.2 2.9 14.0 3.7 8.1 9.3 4.7 15.1 3.3 7.3 1.2 12.5 3.5 11.0 0.0 0.1 0.2 0.2 10.2 8.1 1.3 7.2 7.2 0.3 13.6 -0.5 11.2 2.5 9.3 9.8 6.6 -9.2 -9.5 0.4 3.6 -5.5 -7.0 -0.8 -9.3 GOLD_micro -20.0 -12.1 -10.4 2.3 -2.2 4.7 -2.0 5.5 -0.4 1.1 5.9 -0.4 6.5 2.0 4.3 -5.3 -9.6 -7.0 -8.1 6.8 7.3 1.7 6.7 4.6 -18.2 7.1 -0.7 8.5 1.5 8.9 4.6 -5.7 -7.7 20.0 17.5 12.2 15.5 6.1 -6.8 -15.3 HEATOIL 12.8 11.0 -2.0 9.5 -7.0 5.6 1.6 2.7 9.1 -7.8 3.0 1.9 4.9 8.3 3.1 20.0 16.0 20.0 20.0 7.5 4.8 0.7 3.5 7.4 -14.5 6.2 -6.8 4.6 -0.7 3.7 5.1 20.0 -4.9 -5.7 -5.3 -0.1 7.9 13.3 -5.4 -10.7 JGB-SGX-mini 17.9 2.3 -11.0 -0.0 14.7 -2.1 11.2 -2.4 5.2 7.4 -8.8 4.7 -9.0 -4.7 -7.9 -16.8 9.8 -3.3 4.8 -9.8 -13.1 3.6 -12.7 -3.0 -0.3 -10.8 6.3 -13.6 2.5 -12.4 -3.7 6.4 -2.7 -6.5 -17.4 -20.0 -6.3 -20.0 1.5 -20.0 JPY 20.0 13.9 -2.0 8.6 2.3 4.9 5.7 2.9 9.2 9.4 -8.8 5.2 -9.6 3.2 -2.8 -8.0 -10.3 -8.9 -9.4 -0.8 -6.9 9.5 -9.2 5.0 20.0 0.5 12.2 -5.8 10.1 -7.9 6.4 -10.3 7.1 -3.7 -9.0 -14.7 -5.7 -14.7 -1.0 -17.7 LEANHOG -5.3 16.5 5.3 5.4 20.0 -18.5 20.0 -20.0 18.8 -20.0 15.2 -14.1 17.5 7.7 17.7 -20.0 -2.5 -20.0 -20.0 18.2 16.8 -20.0 14.0 2.5 -4.9 20.0 -20.0 19.1 -20.0 13.5 2.8 0.9 -20.0 -12.8 20.0 20.0 -7.5 11.2 -1.5 20.0 LIVECOW 1.3 14.2 6.1 4.0 18.0 -13.5 16.9 -20.0 13.8 9.3 9.5 9.5 13.0 13.7 13.1 -0.7 4.5 -3.0 -0.6 14.3 14.4 9.0 19.3 11.9 -20.0 3.3 6.3 3.8 5.1 11.3 4.6 19.3 4.6 -1.4 -0.3 -11.2 20.0 20.0 20.0 20.0 LUMBER-new 2.6 18.0 -9.4 4.2 19.0 -14.2 17.8 -20.0 14.5 9.1 -15.4 -4.2 -16.0 6.1 -7.9 -20.0 -20.0 -20.0 -20.0 -2.7 -15.5 2.7 -20.0 2.8 NaN -3.7 5.5 -14.9 3.3 -18.2 2.3 -20.0 -7.4 -15.3 -8.9 -20.0 0.7 20.0 4.3 20.0 MXP -4.0 2.4 5.3 16.3 4.3 9.4 10.9 5.5 17.6 18.0 20.0 18.3 20.0 18.9 20.0 10.1 12.8 11.9 12.3 20.0 20.0 16.0 20.0 20.0 -20.0 20.0 10.4 20.0 15.9 20.0 20.0 20.0 20.0 5.4 17.3 20.0 10.9 9.3 20.0 12.6 NASDAQ_micro -10.2 -13.1 -8.7 6.8 -0.5 7.8 3.8 8.2 5.7 -8.0 7.5 -7.7 12.6 -5.1 -1.3 -7.7 -8.6 -8.1 -8.2 -3.2 5.0 -12.8 12.4 -9.3 -20.0 -3.9 -10.9 2.1 -11.0 7.8 -8.4 -4.7 -20.0 -20.0 -18.2 -11.5 6.6 -20.0 7.6 -20.0 NIKKEI 1.5 -10.2 -6.1 4.3 -0.3 4.9 2.4 5.2 3.6 6.0 9.0 7.4 8.9 8.2 8.6 9.2 8.0 8.8 7.8 10.3 10.5 11.7 10.2 11.5 -10.9 7.6 5.9 8.6 8.8 8.8 8.4 20.0 20.0 16.3 12.3 11.2 -9.8 0.6 -14.7 5.1 NZD 19.5 19.1 13.2 10.6 2.8 6.1 7.0 3.6 11.4 7.3 3.2 9.8 -1.1 10.4 10.6 -3.7 -3.5 -3.9 -3.9 12.4 5.6 8.4 -0.3 13.6 12.2 13.0 2.6 5.3 8.8 -1.0 14.5 0.0 0.3 10.2 3.9 1.6 -2.4 20.0 6.3 20.0 OAT 14.3 10.9 3.1 -0.1 20.0 -5.8 20.0 -6.5 14.0 20.0 11.0 20.0 -1.0 20.0 14.2 12.7 12.7 13.7 14.2 13.7 6.2 20.0 -0.5 20.0 -0.6 18.2 20.0 8.9 20.0 2.2 20.0 16.4 -3.2 19.5 20.0 15.5 1.2 20.0 12.4 20.0 OATIES 8.0 5.6 -3.8 3.3 14.9 -11.2 14.0 -20.0 11.3 2.7 -11.1 4.6 -11.4 5.8 -2.0 -9.3 -11.9 -13.7 -14.7 -3.7 -9.8 2.9 -12.4 1.0 -2.7 -3.8 5.5 -11.7 3.5 -14.9 2.0 -7.7 -8.5 0.0 -2.6 -8.5 -7.3 -18.5 -3.8 -20.0 OJ -17.8 17.3 14.1 1.5 6.7 -5.0 6.3 -9.5 5.1 1.6 -3.7 -3.3 -5.7 -2.2 0.2 3.4 2.6 1.4 0.8 -1.7 -2.6 -3.6 -4.9 -3.9 -20.0 0.8 0.5 -0.1 -2.7 -2.5 -1.8 17.9 -20.0 -9.4 7.9 2.0 -17.6 -18.2 -10.9 -19.8 PALLAD -18.5 -0.1 -0.5 2.3 -2.2 4.6 -2.0 5.4 -0.4 -5.5 3.8 -5.4 4.2 -3.4 1.2 -2.4 -3.0 -2.8 -3.0 1.7 4.3 -5.0 4.3 -2.6 10.0 -0.3 -3.6 3.5 -4.1 5.6 -3.3 4.4 -2.0 -6.1 -8.7 -4.9 10.4 -0.7 -3.5 -8.2 PLAT -20.0 -1.2 -10.8 2.2 -2.1 4.4 -1.9 5.2 -0.4 -4.3 3.7 -5.1 4.9 -2.8 1.5 -1.7 -3.5 -2.7 -3.1 2.2 5.0 -6.4 4.7 -3.2 -0.7 1.8 -3.6 5.6 -4.5 6.9 -2.7 3.9 -7.0 -9.4 1.2 2.1 19.9 9.3 1.1 -4.7 REDWHEAT 8.1 9.3 8.5 4.7 20.0 -16.0 20.0 -20.0 16.3 4.5 -9.9 9.9 -18.3 11.9 7.3 -15.0 -16.2 -15.6 -16.2 4.4 -2.3 9.6 -12.0 7.5 7.9 7.8 12.2 2.3 11.4 -5.9 10.0 -12.6 -8.4 11.4 4.3 18.0 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 10.7 2.5 11.6 -8.7 10.9 -16.5 8.9 -6.3 -7.3 7.2 -10.4 10.8 7.3 -19.9 -14.5 -20.0 -19.5 6.1 -7.4 4.4 -18.9 10.3 1.4 8.8 -5.5 -4.9 3.8 -18.5 11.1 -14.5 -5.2 7.7 16.2 2.1 -15.1 -16.8 -8.9 -17.1 ROBUSTA -2.9 -1.8 -9.0 2.5 11.3 -8.4 10.6 -16.0 8.6 -3.7 1.3 -8.3 -2.3 -5.3 -5.9 20.0 15.7 20.0 17.0 -6.4 -4.9 -7.2 -2.2 -7.9 -20.0 -4.9 0.1 -3.7 -6.0 -1.5 -6.3 20.0 -20.0 -13.2 -7.9 -7.4 2.0 6.2 11.4 14.4 RUSSELL -16.1 2.6 6.1 7.7 -0.6 8.8 4.3 9.3 6.5 2.6 14.2 -0.8 14.8 6.6 11.9 -4.9 -5.2 -5.0 -5.0 10.2 13.7 -0.4 13.3 4.4 7.3 7.1 -2.4 9.8 -0.7 9.7 2.7 1.0 -7.4 -5.7 1.2 1.4 -6.6 -20.0 -16.7 -20.0 SHATZ 10.6 10.8 -6.2 -0.0 20.0 -4.6 20.0 -5.2 11.2 16.9 -11.3 17.6 -11.7 16.7 -3.2 8.4 -12.2 -0.9 -6.9 0.8 -8.0 12.2 -10.5 8.7 11.8 -1.5 20.0 -13.0 17.2 -14.3 10.9 -20.0 -12.0 4.4 9.7 -8.3 13.6 20.0 20.0 20.0 SILVER-mini 20.0 7.5 9.8 7.2 6.0 8.1 7.4 8.0 7.1 7.2 8.3 8.1 8.0 8.3 8.4 -3.3 -5.8 -4.3 -5.1 20.0 17.2 20.0 11.0 20.0 -7.4 16.7 16.9 16.6 17.6 14.3 16.3 0.1 20.0 20.0 20.0 20.0 6.2 19.8 -18.2 -6.2 SMI -4.3 -0.4 17.4 7.9 -0.6 9.1 4.5 9.6 6.7 14.6 16.0 15.5 15.0 14.2 15.3 12.6 7.0 11.6 9.2 17.2 19.7 15.3 17.1 14.6 9.3 18.4 11.6 20.0 13.5 16.5 13.7 20.0 20.0 1.2 9.9 20.0 -8.2 20.0 -8.7 20.0 SOFR 15.7 -3.4 -12.1 -0.1 20.0 -5.0 20.0 -5.6 12.2 17.8 -5.4 16.9 12.0 10.0 -7.8 8.3 6.7 8.3 7.8 -0.4 -2.3 20.0 3.0 11.0 -20.0 3.1 20.0 0.1 20.0 3.3 14.2 5.4 17.4 17.2 2.5 1.1 -12.7 -13.0 -13.8 -20.0 SOYBEAN 19.0 0.8 0.9 5.1 20.0 -17.5 20.0 -20.0 17.8 20.0 6.2 20.0 6.2 18.4 0.6 -2.3 -5.2 -3.8 -4.6 8.5 3.4 20.0 -0.5 20.0 -6.6 14.0 20.0 8.9 20.0 5.0 20.0 6.7 20.0 20.0 2.3 17.1 -20.0 -12.0 -20.0 -8.8 SOYMEAL 12.2 -7.8 -0.1 2.6 19.4 -12.4 14.2 -20.0 11.0 13.8 -6.6 12.2 -10.1 4.0 -8.8 -11.7 -14.1 -12.1 -13.4 -2.8 -3.9 12.8 -6.2 4.1 -13.4 1.8 19.3 2.9 13.8 -0.2 6.0 -9.5 16.6 5.4 -9.3 20.0 -20.0 -19.2 -14.5 -18.3 SOYOIL 20.0 20.0 3.1 4.8 20.0 -16.2 20.0 -20.0 16.5 17.5 5.7 20.0 10.6 20.0 19.2 -7.9 -6.3 -8.4 -7.7 20.0 14.2 20.0 8.8 20.0 -18.6 20.0 20.0 10.6 20.0 4.4 20.0 3.5 20.0 20.0 20.0 17.1 -10.9 -20.0 -11.8 -20.0 SP400 -3.3 10.6 9.9 8.0 -0.6 9.2 4.5 9.7 6.8 7.8 15.8 10.1 13.3 13.5 15.6 -6.9 -6.3 -6.7 -6.3 15.8 14.5 11.7 11.2 14.5 3.3 10.8 5.9 8.5 11.2 5.5 11.8 -1.0 20.0 11.9 7.4 4.1 -3.5 -20.0 -9.6 -20.0 SP500_micro -6.8 -9.4 -3.4 8.7 -0.6 10.0 4.9 10.5 7.3 -7.0 16.6 -2.8 18.4 1.7 11.9 -8.8 -9.5 -9.1 -9.1 2.9 11.2 -9.1 18.4 -3.5 -17.7 -0.7 -12.3 4.4 -8.4 9.2 -4.7 -6.2 -20.0 -17.9 -14.5 -9.5 10.1 -20.0 13.0 -20.0 SUGAR11 -9.2 -0.1 0.2 2.9 13.4 -10.1 12.6 -19.0 10.2 -10.7 -11.9 -12.2 -13.1 -12.0 -10.9 18.7 13.1 18.1 14.5 -8.9 -10.9 -11.7 -14.4 -10.5 -19.6 -4.7 -10.3 -6.8 -11.8 -10.8 -8.3 20.0 -19.3 -19.0 -8.0 -3.1 0.2 -17.8 5.1 -11.1 US10 10.0 -5.8 -7.0 -0.0 20.0 -4.7 20.0 -5.3 11.5 17.0 3.1 15.2 8.9 6.5 -7.3 3.6 1.3 3.2 2.6 -0.8 -1.0 20.0 2.4 8.0 -10.2 0.8 20.0 0.6 20.0 4.2 10.4 -3.7 13.7 3.0 -2.5 1.8 -14.7 -20.0 -13.3 -20.0 US10U 7.9 -6.2 -5.7 -0.1 20.0 -6.2 20.0 -7.0 15.1 20.0 6.2 19.0 9.7 7.9 -10.2 3.6 0.7 3.2 2.1 -0.8 -0.3 20.0 3.0 10.2 -15.8 3.6 20.0 4.6 20.0 8.8 15.2 -4.8 18.3 0.1 1.8 6.1 -13.3 -7.0 -14.8 -20.0 US2 11.7 -3.9 -5.3 -0.1 20.0 -5.0 20.0 -5.6 12.1 15.6 -4.6 15.2 -0.1 5.2 -8.0 -9.0 -13.0 -9.4 -10.5 -1.6 -3.3 15.3 -1.7 6.6 14.2 -1.4 20.0 -3.2 18.0 0.3 8.3 -20.0 0.3 4.7 -7.2 -2.6 -15.6 -20.0 -18.6 -20.0 US20 7.5 -1.0 -4.1 -0.0 20.0 -4.4 20.0 -4.9 10.6 15.8 3.8 13.8 1.0 8.6 -6.4 5.7 3.9 5.3 4.8 1.4 0.3 19.5 0.4 8.6 -10.2 5.4 20.0 4.7 20.0 5.0 12.1 0.4 11.4 0.2 8.9 5.7 -9.1 14.8 -4.2 -20.0 US30 7.2 -0.7 -4.1 -0.1 20.0 -5.0 20.0 -5.7 12.2 18.1 -2.4 15.0 -7.4 8.4 -11.6 3.0 -0.5 2.3 1.0 -0.5 -2.5 18.7 -3.5 7.4 -5.8 4.1 20.0 2.6 20.0 2.0 12.1 -6.8 6.7 -1.7 6.8 3.8 -9.7 11.1 -1.8 -17.0 US5 11.3 -5.4 -6.8 -0.1 20.0 -5.4 20.0 -6.1 13.1 19.1 0.2 17.6 9.9 6.5 -8.6 1.3 -1.7 0.7 -0.2 -1.0 -1.8 20.0 2.2 9.5 -7.6 1.3 20.0 0.1 20.0 4.4 12.8 -8.7 12.2 5.4 -2.6 2.2 -16.1 -20.0 -18.2 -20.0 VIX 11.8 7.0 -6.6 -3.2 12.5 -6.9 8.1 -5.5 3.1 10.6 -18.3 5.7 -17.5 1.2 -15.3 -20.0 -20.0 -20.0 -20.0 -4.9 -9.8 8.5 -9.1 2.6 NaN -3.6 13.8 -7.9 8.9 -6.5 3.4 NaN NaN NaN NaN NaN 0.6 -20.0 NaN NaN WHEAT 12.2 10.5 1.9 5.1 20.0 -17.4 20.0 -20.0 17.7 2.7 -16.8 10.3 -20.0 11.4 -3.3 -18.8 -18.7 -19.0 -18.6 2.3 -6.6 9.4 -16.2 7.8 11.8 8.4 11.9 0.5 12.6 -7.5 12.6 -16.4 -9.2 16.0 5.3 13.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3