******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260216_203956 produced at 2026-02-16 21:35:59.476852 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.70 0.0 0.00 0.00 0.00 0.00 -18.43 16.0 0 0 caleb_strategy_v3 SOFR False True 0.11 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -2.39 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 -38.61 59.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.13 0.0 999.00 -999.00 -0.25 -0.24 -14.27 999999999.0 -27 -26 caleb_strategy_v3 US2 False True 0.09 0.00 -0.10 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 -5.23 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 -1.26 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 -2.25 23.0 -12 -12 caleb_strategy_v3 SP500_micro False False 0.02 -0.29 -0.04 0.0 0.73 -0.73 -0.29 -0.29 -2.58 48.0 -19 -19 caleb_strategy_v3 US5 False False 0.05 -0.15 -0.04 0.0 1.21 -1.21 -0.15 -0.15 -0.74 25.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.03 0.0 0.12 -0.12 -0.06 -0.06 -4.33 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 -3.97 2.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.36 3.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.02 0.0 0.85 -0.85 0.00 0.00 -0.38 17.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.02 0.0 0.94 -0.94 0.00 0.00 -0.30 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 -2.04 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 -0.57 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 -0.84 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 -0.09 -0.01 0.0 1.25 -1.25 -0.09 -0.09 -0.25 56.0 -4 -4 caleb_strategy_v3 BUXL False False 0.06 -0.06 -0.01 0.0 0.23 -0.23 -0.06 -0.06 -0.09 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 -0.76 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 -0.91 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 -0.63 3.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.30 -0.30 0.00 0.00 -0.14 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 -1.21 12.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.01 0.0 0.67 -0.67 0.00 0.00 -0.23 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 0.97 26.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.13 -0.00 0.0 0.72 -0.72 -0.13 -0.13 -0.30 66.0 -12 -12 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.46 -0.46 0.00 0.00 0.01 10.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.05 -0.00 0.0 0.32 -0.32 -0.05 -0.05 -0.01 6.0 -1 -1 caleb_strategy_v3 JPY False False 0.04 0.07 0.00 0.0 0.62 -0.62 0.07 0.11 0.05 17.0 2 3 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 1.90 68.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.07 0.01 0.0 0.92 -0.92 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 0.15 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 1.51 13.0 3 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.02 0.0 0.76 -0.76 0.00 0.00 1.66 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 0.94 -0.94 0.00 0.00 0.99 29.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.13 0.26 0.03 0.0 999.00 -999.00 0.26 0.26 0.25 999999999.0 2 2 caleb_strategy_v3 SP400 False False 0.16 0.32 0.04 0.0 0.32 -0.32 0.32 0.32 0.27 2.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.00 0.05 0.0 0.83 -0.83 0.00 0.00 1.19 22.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.05 0.0 1.17 -1.17 0.00 0.00 0.87 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 1.62 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 10.86 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 1.15 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.74 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.07 0.27 0.05 0.0 0.68 -0.68 0.27 0.27 0.80 10.0 4 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.07 0.0 0.13 -0.13 0.05 0.05 2.45 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 3.16 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 5.06 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 1.06 8.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.25 0.11 0.0 0.63 -0.63 0.25 0.25 3.44 20.0 8 8 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.59 -0.59 0.00 0.00 3.88 19.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.14 0.0 0.00 0.00 0.00 0.00 3.12 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 0.20 0.0 0.00 0.00 0.00 0.00 3.49 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.28 0.0 0.64 -0.64 0.00 0.00 4.30 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.32 0.37 0.0 0.64 -0.64 0.32 0.32 5.74 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.44 0.64 0.0 0.77 -0.77 0.44 0.44 50.00 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 2.38 0.0 1.28 -1.28 0.00 0.00 18.55 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.3 Shocked risk 46.1 Sum abs risk 52.9 Leverage 7.10 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2261106.73, 'annual_cash_vol_target': 565276.6825, 'daily_cash_vol_target': 35329.79265625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.7071 0.6696 10.7133 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1551 117.0000 0.1326 2.1213 BTP 0.3538 122.0200 0.2900 4.6392 BUND 0.3233 129.1500 0.2504 4.0057 BUXL 0.7701 111.3000 0.6919 11.0709 CAC 50.2235 8326.5000 0.6032 9.6508 CAD 0.0032 0.7353 0.4294 6.8704 CANOLA 5.8097 675.1000 0.8606 13.7690 CHF 0.0076 1.3068 0.5844 9.3502 COCOA 135.4752 3673.0000 3.6884 59.0145 COFFEE 5.2777 298.3000 1.7693 28.3082 COPPER 0.1138 5.7880 1.9662 31.4596 CORN 3.8498 463.7500 0.8301 13.2822 COTTON2 0.6582 62.1100 1.0597 16.9554 CRUDE_W 0.9994 60.6500 1.6479 26.3661 DAX 170.7101 24881.0000 0.6861 10.9777 DOW 359.3940 49569.0000 0.7250 11.6006 DX 0.3974 96.9750 0.4098 6.5561 EUR 0.0056 1.1884 0.4686 7.4969 EURIBOR-ICE 0.0302 97.7800 0.0309 0.4945 EUROSTX 43.1468 6000.0000 0.7191 11.5058 FEEDCOW 2.8090 362.8750 0.7741 12.3853 GASOIL 10.9069 671.0000 1.6255 26.0075 GASOLINE 0.0360 2.1348 1.6881 27.0098 GAS_US_mini 0.2212 3.2000 6.9110 110.5763 GBP 0.0070 1.3654 0.5118 8.1885 GOLD_micro 106.0344 5064.0000 2.0939 33.5022 HEATOIL 0.0439 2.2990 1.9106 30.5696 JGB-SGX-mini 0.2570 132.0500 0.1946 3.1139 JPY 0.0000 0.0066 0.6639 10.6218 LEANHOG 1.1470 91.3250 1.2560 20.0953 LIVECOW 1.8633 240.4000 0.7751 12.4015 LUMBER-new 6.9672 598.5000 1.1641 18.6258 MXP 0.0004 0.0581 0.6373 10.1971 NASDAQ_micro 222.8577 24803.2500 0.8985 14.3760 NIKKEI 835.3423 56775.0000 1.4713 23.5411 NZD 0.0039 0.6046 0.6416 10.2659 OAT 0.3158 122.8200 0.2571 4.1140 OATIES 4.9229 312.0000 1.5778 25.2456 OJ 8.3018 184.0000 4.5119 72.1897 PALLAD 71.9813 1722.0000 4.1801 66.8815 PLAT 95.6076 2067.7000 4.6239 73.9818 REDWHEAT 8.6944 554.0000 1.5694 25.1101 RICE 0.1383 11.0200 1.2550 20.0795 ROBUSTA 66.0159 3855.0000 1.7125 27.3996 RUSSELL 29.2208 2653.1000 1.1014 17.6222 SHATZ 0.0458 106.9750 0.0428 0.6854 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 85.7064 13563.0000 0.6319 10.1106 SOFR 0.0535 96.7500 0.0553 0.8851 SOYBEAN 7.9390 1115.5000 0.7117 11.3872 SOYMEAL 3.7972 313.4000 1.2116 19.3858 SOYOIL 0.6542 57.5400 1.1369 18.1911 SP400 30.9567 3571.2000 0.8668 13.8695 SP500_micro 46.4517 6850.5000 0.6781 10.8492 SUGAR11 0.2197 13.4900 1.6283 26.0536 US10 0.3195 113.1875 0.2823 4.5163 US10U 0.4057 115.9844 0.3498 5.5967 US2 0.0735 104.4453 0.0704 1.1264 US20 0.6294 117.7812 0.5344 8.5500 US30 0.9002 120.6562 0.7460 11.9368 US5 0.1946 109.6875 0.1774 2.8388 VIX 0.5779 20.7500 2.7848 44.5573 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 707.10 0.67 473.46 1.00 473.46 35329.79 74.62 20.00 149.24 BITCOIN 82.98 2.35 195.18 1.00 195.18 35329.79 181.01 -19.67 -356.04 BOBL 1170.00 0.13 155.12 1.19 183.85 35329.79 192.17 4.46 85.80 BTP 1220.20 0.29 353.80 1.19 419.33 35329.79 84.25 14.94 125.91 BUND 1291.50 0.25 323.34 1.19 383.23 35329.79 92.19 8.53 78.67 BUXL 1113.00 0.69 770.12 1.19 912.76 35329.79 38.71 -2.38 -9.22 CAC 832.65 0.60 502.24 1.19 595.26 35329.79 59.35 15.39 91.35 CAD 735.30 0.43 315.74 1.00 315.74 35329.79 111.90 3.40 38.01 CANOLA 135.02 0.86 116.19 0.73 85.53 35329.79 413.05 10.79 445.63 CHF 1633.44 0.58 954.56 1.00 954.56 35329.79 37.01 -3.10 -11.47 COCOA 367.30 3.69 1354.75 1.00 1354.75 35329.79 26.08 -14.33 -37.36 COFFEE 1118.62 1.77 1979.14 1.00 1979.14 35329.79 17.85 -5.94 -10.61 COPPER 1447.00 1.97 2845.13 1.00 2845.13 35329.79 12.42 5.46 6.78 CORN 231.88 0.83 192.49 1.00 192.49 35329.79 183.54 -2.70 -49.52 COTTON2 310.55 1.06 329.09 1.00 329.09 35329.79 107.35 -20.00 -214.71 CRUDE_W 606.50 1.65 999.44 1.00 999.44 35329.79 35.35 6.39 22.58 DAX 248.81 0.69 170.71 1.19 202.33 35329.79 174.62 2.78 48.54 DOW 247.84 0.73 179.70 1.00 179.70 35329.79 196.61 -0.65 -12.77 DX 969.75 0.41 397.36 1.00 397.36 35329.79 88.91 -5.47 -48.62 EUR 1485.56 0.47 696.07 1.00 696.07 35329.79 50.76 0.88 4.46 EURIBOR-ICE 2444.50 0.03 75.56 1.19 89.55 35329.79 394.52 13.77 543.09 EUROSTX 600.00 0.72 431.47 1.19 511.38 35329.79 69.09 14.58 100.76 FEEDCOW 1814.38 0.77 1404.48 1.00 1404.48 35329.79 25.16 12.73 32.02 GASOIL 671.00 1.63 1090.69 1.00 1090.69 35329.79 32.39 11.49 37.23 GASOLINE 896.62 1.69 1513.59 1.00 1513.59 35329.79 23.34 -1.44 -3.36 GAS_US_mini 80.00 6.91 552.88 1.00 552.88 35329.79 63.90 1.40 8.96 GBP 853.38 0.51 436.74 1.00 436.74 35329.79 80.89 5.68 45.93 GOLD_micro 506.40 2.09 1060.34 1.00 1060.34 35329.79 33.32 -2.24 -7.46 HEATOIL 965.58 1.91 1844.84 1.00 1844.84 35329.79 19.15 4.71 9.02 JGB-SGX-mini 132050.00 0.19 25699.76 0.01 167.48 35329.79 210.95 -8.06 -169.95 JPY 820.81 0.66 544.91 1.00 544.91 35329.79 64.84 0.30 1.94 LEANHOG 365.30 1.26 458.80 1.00 458.80 35329.79 77.00 3.23 24.88 LIVECOW 961.60 0.78 745.33 1.00 745.33 35329.79 47.40 7.29 34.55 LUMBER-new 164.59 1.16 191.60 1.00 191.60 35329.79 184.40 -9.71 -179.01 MXP 290.50 0.64 185.14 1.00 185.14 35329.79 190.83 17.83 340.20 NASDAQ_micro 496.06 0.90 445.72 1.00 445.72 35329.79 79.27 -12.18 -96.58 NIKKEI 56775.00 1.47 83534.23 0.01 544.38 35329.79 64.90 7.18 46.63 NZD 604.65 0.64 387.95 1.00 387.95 35329.79 91.07 13.36 121.67 OAT 1228.20 0.26 315.80 1.19 374.29 35329.79 94.39 17.80 168.01 OATIES 156.00 1.58 246.14 1.00 246.14 35329.79 143.53 -11.36 -163.07 OJ 276.00 4.51 1245.27 1.00 1245.27 35329.79 28.37 -9.09 -25.78 PALLAD 1722.00 4.18 7198.13 1.00 7198.13 35329.79 4.91 1.40 0.69 PLAT 1033.85 4.62 4780.38 1.00 4780.38 35329.79 7.39 0.43 0.32 REDWHEAT 277.00 1.57 434.72 1.00 434.72 35329.79 81.27 -5.31 -43.19 RICE 220.40 1.25 276.60 1.00 276.60 35329.79 127.73 -6.56 -83.79 ROBUSTA 385.50 1.71 660.16 1.00 660.16 35329.79 53.52 -4.42 -23.65 RUSSELL 132.66 1.10 146.10 1.00 146.10 35329.79 241.81 2.37 57.21 SHATZ 1069.75 0.04 45.83 1.19 54.32 35329.79 650.45 5.29 344.15 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35329.79 5.74 12.83 7.37 SMI 1356.30 0.63 857.06 1.30 1112.43 35329.79 31.76 20.00 63.52 SOFR 2418.75 0.06 133.81 1.00 133.81 35329.79 264.03 -1.49 -39.24 SOYBEAN 557.75 0.71 396.95 1.00 396.95 35329.79 89.00 3.26 29.02 SOYMEAL 313.40 1.21 379.72 1.00 379.72 35329.79 93.04 -8.76 -81.50 SOYOIL 345.24 1.14 392.52 1.00 392.52 35329.79 90.01 3.46 31.10 SP400 3571.20 0.87 3095.67 1.00 3095.67 35329.79 11.41 7.26 8.28 SP500_micro 342.52 0.68 232.26 1.00 232.26 35329.79 152.11 -7.30 -111.07 SUGAR11 151.09 1.63 246.02 1.00 246.02 35329.79 143.60 -12.37 -177.70 US10 1131.88 0.28 319.49 1.00 319.49 35329.79 110.58 -2.74 -30.30 US10U 1159.84 0.35 405.71 1.00 405.71 35329.79 87.08 -2.07 -18.07 US2 2088.91 0.07 147.06 1.00 147.06 35329.79 240.24 -3.39 -81.54 US20 1177.81 0.53 629.39 1.00 629.39 35329.79 56.13 2.09 11.71 US30 1206.56 0.75 900.15 1.00 900.15 35329.79 39.25 -0.29 -1.14 US5 1096.88 0.18 194.62 1.00 194.62 35329.79 181.54 -3.23 -58.67 VIX 207.50 2.78 577.85 1.00 577.85 35329.79 61.14 -9.44 -57.74 WHEAT 293.25 1.23 360.22 1.00 360.22 35329.79 98.08 -6.44 -63.13 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 149.240 0.010 2.5 3.878 BITCOIN -356.040 0.043 2.5 -38.609 BOBL 85.800 0.004 2.5 0.871 BTP 125.911 0.014 2.5 4.301 BUND 78.668 0.004 2.5 0.799 BUXL -9.224 0.004 2.5 -0.094 CAC 91.350 0.014 2.5 3.120 CAD 38.005 0.010 2.5 0.987 CANOLA 445.627 0.010 2.5 10.857 CHF -11.472 0.010 2.5 -0.298 COCOA -37.358 0.010 2.5 -0.910 COFFEE -10.606 0.005 2.5 -0.141 COPPER 6.783 0.043 2.5 0.736 CORN -49.521 0.010 2.5 -1.206 COTTON2 -214.709 0.010 2.5 -5.231 CRUDE_W 22.581 0.043 2.5 2.449 DAX 48.539 0.014 2.5 1.658 DOW -12.766 0.009 2.5 -0.297 DX -48.622 0.010 2.5 -1.263 EUR 4.457 0.010 2.5 0.116 EURIBOR-ICE 543.087 0.014 2.5 18.550 EUROSTX 100.757 0.014 2.5 3.442 FEEDCOW 32.025 0.013 2.5 1.063 GASOIL 37.228 0.017 2.5 1.616 GASOLINE -3.357 0.017 2.5 -0.146 GAS_US_mini 8.957 0.043 2.5 0.971 GBP 45.931 0.010 2.5 1.193 GOLD_micro -7.458 0.014 2.5 -0.255 HEATOIL 9.018 0.017 2.5 0.391 JGB-SGX-mini -169.952 0.043 2.5 -18.430 JPY 1.941 0.010 2.5 0.050 LEANHOG 24.880 0.024 2.5 1.514 LIVECOW 34.545 0.013 2.5 1.146 LUMBER-new -179.007 0.010 2.5 -4.361 MXP 340.203 0.059 2.5 50.003 NASDAQ_micro -96.580 0.009 2.5 -2.248 NIKKEI 46.626 0.043 2.5 5.056 NZD 121.665 0.010 2.5 3.161 OAT 168.012 0.014 2.5 5.739 OATIES -163.069 0.010 2.5 -3.973 OJ -25.783 0.010 2.5 -0.628 PALLAD 0.685 0.014 2.5 0.023 PLAT 0.319 0.014 2.5 0.011 REDWHEAT -43.188 0.005 2.5 -0.574 RICE -83.792 0.010 2.5 -2.041 ROBUSTA -23.651 0.005 2.5 -0.314 RUSSELL 57.206 0.013 2.5 1.898 SHATZ 344.147 0.004 2.5 3.495 SILVER-mini 7.367 0.014 2.5 0.252 SMI 63.518 0.014 2.5 2.170 SOFR -39.241 0.024 2.5 -2.388 SOYBEAN 29.017 0.004 2.5 0.270 SOYMEAL -81.496 0.004 2.5 -0.759 SOYOIL 31.099 0.004 2.5 0.290 SP400 8.280 0.013 2.5 0.275 SP500_micro -111.071 0.009 2.5 -2.585 SUGAR11 -177.699 0.010 2.5 -4.329 US10 -30.303 0.005 2.5 -0.385 US10U -18.065 0.005 2.5 -0.229 US2 -81.536 0.005 2.5 -1.035 US20 11.715 0.005 2.5 0.149 US30 -1.145 0.005 2.5 -0.015 US5 -58.667 0.005 2.5 -0.744 VIX -57.740 0.099 2.5 -14.273 WHEAT -63.130 0.005 2.5 -0.839 ===================== Position diags ===================== AUD 1.94 BITCOIN 19.63 BOBL 1.95 BTP 2.88 BUND 0.94 BUXL 0.39 CAC 2.03 CAD 2.91 CANOLA 10.06 CHF 0.96 COCOA 0.64 COFFEE 0.24 COPPER 1.35 CORN 4.47 COTTON2 2.62 CRUDE_W 3.83 DAX 5.96 DOW 4.58 DX 2.31 EUR 1.32 EURIBOR-ICE 13.48 EUROSTX 2.36 FEEDCOW 0.83 GASOIL 1.41 GASOLINE 1.01 GAS_US_mini 6.93 GBP 2.10 GOLD_micro 1.14 HEATOIL 0.83 JGB-SGX-mini 22.87 JPY 1.68 LEANHOG 4.69 LIVECOW 1.57 LUMBER-new 4.49 MXP 28.05 NASDAQ_micro 1.84 NIKKEI 7.04 NZD 2.37 OAT 3.22 OATIES 3.50 OJ 0.69 PALLAD 0.17 PLAT 0.25 REDWHEAT 1.08 RICE 3.11 ROBUSTA 0.71 RUSSELL 8.02 SHATZ 6.61 SILVER-mini 0.20 SMI 1.08 SOFR 16.07 SOYBEAN 0.83 SOYMEAL 0.87 SOYOIL 0.84 SP400 0.38 SP500_micro 3.54 SUGAR11 3.50 US10 1.40 US10U 1.11 US2 3.05 US20 0.71 US30 0.50 US5 2.30 VIX 15.11 WHEAT 1.30 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 -38.6 -40.6 -36.6 0.0 0 BOBL 0.9 0.7 1.1 0.0 0 BTP 4.3 4.0 4.6 0.0 0 BUND 0.8 0.7 0.9 4.0 4 BUXL -0.1 -0.1 -0.1 -1.0 -1 CAC 3.1 2.9 3.3 0.0 0 CAD 1.0 0.7 1.3 0.0 0 CANOLA 10.9 9.9 11.9 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 0.7 0.6 0.9 1.0 1 CORN -1.2 -1.7 -0.8 0.0 0 COTTON2 -5.2 -5.5 -5.0 -5.0 -5 CRUDE_W 2.4 2.1 2.8 2.0 2 DAX 1.7 1.1 2.3 0.0 0 DOW -0.3 -0.8 0.2 -12.0 -12 DX -1.3 -1.5 -1.0 -1.0 -1 EUR 0.1 -0.0 0.2 1.0 1 EURIBOR-ICE 18.5 17.2 19.9 0.0 0 EUROSTX 3.4 3.2 3.7 8.0 8 FEEDCOW 1.1 1.0 1.1 0.0 0 GASOIL 1.6 1.5 1.8 0.0 0 GASOLINE -0.1 -0.2 -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 -0.1 -4.0 -4 HEATOIL 0.4 0.3 0.5 1.0 1 JGB-SGX-mini -18.4 -20.7 -16.1 0.0 0 JPY 0.1 -0.1 0.2 2.0 2 LEANHOG 1.5 1.0 2.0 3.0 3 LIVECOW 1.1 1.0 1.3 0.0 0 LUMBER-new -4.4 -4.8 -3.9 0.0 0 MXP 50.0 47.2 52.8 34.0 34 NASDAQ_micro -2.2 -2.4 -2.1 -12.0 -12 NIKKEI 5.1 4.4 5.8 6.0 6 NZD 3.2 2.9 3.4 0.0 0 OAT 5.7 5.4 6.1 5.0 5 OATIES -4.0 -4.3 -3.6 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 -2.0 -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 3.5 2.8 4.2 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 2.2 2.1 2.3 0.0 0 SOFR -2.4 -4.0 -0.8 NaN 0 SOYBEAN 0.3 0.2 0.4 0.0 0 SOYMEAL -0.8 -0.8 -0.7 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 -2.6 -2.9 -2.2 -19.0 -19 SUGAR11 -4.3 -4.7 -4.0 -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 0.1 0.1 0.2 0.0 0 US30 -0.0 -0.1 0.0 -1.0 -1 US5 -0.7 -1.0 -0.5 -3.0 -3 VIX -14.3 -15.8 -12.8 -27.0 -27 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 0.5 0.4 0.1 0.0 0.2 0.1 0.1 0.1 0.1 0.4 0.1 0.4 0.1 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.1 0.2 0.2 1.5 0.2 0.1 0.4 0.2 0.3 0.2 0.3 0.3 0.6 0.6 0.6 -0.1 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 0.5 0.3 -0.2 0.0 0.2 -0.1 0.2 -0.2 0.2 0.2 -0.2 0.2 -0.2 0.2 -0.0 -0.4 -0.1 -0.4 -0.2 0.0 -0.0 0.2 -0.2 0.2 0.5 0.0 0.2 -0.2 0.2 -0.4 0.2 -0.8 -0.1 0.1 0.5 -0.2 0.2 0.7 0.6 0.7 BTP 0.3 0.2 -0.0 0.0 0.2 -0.1 0.2 -0.2 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 -0.2 0.0 0.6 0.5 0.1 0.7 0.5 0.7 BUND 0.4 0.2 -0.1 0.0 0.2 -0.1 0.2 -0.2 0.2 0.2 -0.2 0.2 -0.5 0.2 -0.0 0.4 0.2 0.3 0.2 0.0 -0.1 0.2 -0.3 0.2 0.0 0.0 0.2 -0.2 0.2 -0.4 0.2 0.5 -0.0 0.0 0.5 -0.2 0.1 0.7 0.4 0.7 BUXL 0.2 0.1 -0.2 0.0 0.2 -0.1 0.2 -0.2 0.2 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 -0.4 0.2 -0.7 0.1 -0.0 -0.4 -0.5 0.1 -0.3 -0.2 0.7 0.1 0.4 CAC 0.2 0.0 0.1 0.1 -0.0 0.4 0.0 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 0.2 1.1 0.1 0.1 0.2 0.2 0.2 0.1 0.2 0.5 -0.0 -0.3 -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 0.1 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 -0.5 0.0 0.3 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 -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 -0.1 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 -0.4 0.1 -0.0 0.1 0.2 -0.5 0.2 -0.7 0.2 0.0 -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 0.1 0.1 -0.0 0.3 0.0 0.4 0.1 0.1 0.3 0.1 0.6 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.4 0.0 -1.8 0.0 -0.0 0.2 -0.0 0.3 -0.0 -0.2 -0.0 -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 -0.4 -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 -0.0 -0.1 -0.1 -2.7 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.9 -0.1 -0.6 -0.6 -0.5 0.2 0.7 0.4 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 0.6 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 0.2 -0.2 0.1 0.2 -0.1 0.2 -0.1 0.2 0.8 0.1 0.3 0.5 -0.2 0.5 0.7 0.7 0.7 EUROSTX -0.2 0.2 0.3 0.1 -0.0 0.3 0.0 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 -0.1 -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 0.3 0.4 -0.0 0.1 -0.0 0.2 0.0 0.1 0.1 -0.1 0.2 0.0 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 -0.0 0.3 0.0 0.3 0.1 1.1 -0.1 -0.1 0.1 0.1 -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 -0.0 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 -0.0 0.1 -0.1 0.1 0.1 -0.2 0.1 -0.3 -0.0 -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 -0.5 -0.0 0.3 -0.2 -0.1 -0.5 -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 -0.0 -0.7 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.2 0.0 -0.6 0.0 NaN -0.0 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 0.1 -0.3 -0.2 0.0 -0.0 0.1 0.0 0.2 0.0 0.0 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 0.0 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 -0.1 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 0.2 0.1 0.2 -0.0 0.2 -0.1 0.2 0.2 0.3 0.2 0.1 0.2 0.9 -0.2 0.5 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 0.1 -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 0.4 -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 0.1 -0.0 0.3 -0.0 0.2 -0.1 -0.3 -0.0 0.1 0.7 0.3 0.0 -0.1 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 -0.2 -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 -0.2 -0.3 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 0.4 0.4 -0.2 0.0 0.2 -0.1 0.2 -0.2 0.2 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 0.2 -0.3 0.2 -0.5 0.1 -1.1 -0.3 0.0 0.3 -0.3 0.4 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 0.0 0.0 0.6 0.1 -0.0 0.3 0.0 0.4 0.1 0.1 0.4 0.2 0.6 0.2 0.2 0.3 0.1 0.2 0.2 0.2 0.2 0.2 0.5 0.2 1.3 0.2 0.1 0.5 0.2 0.6 0.2 1.1 0.5 0.2 0.4 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 0.5 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 -0.2 -0.0 0.0 0.1 -0.3 0.2 -0.7 0.1 0.1 -0.2 0.1 -0.4 0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.0 -0.0 0.1 -0.2 0.1 -1.8 0.0 0.2 0.1 0.2 -0.0 0.1 -0.5 0.5 0.3 -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 0.4 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 0.0 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 0.0 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 -0.2 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 0.0 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 0.1 -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 0.2 -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 0.1 -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 0.2 0.1 -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 0.2 -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 0.2 -0.4 0.1 NaN -0.1 0.3 -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 15.9 14.4 12.5 12.0 3.6 6.9 8.2 4.1 13.0 7.5 13.9 12.9 10.9 13.8 14.6 1.0 -0.4 0.7 0.1 20.0 14.8 16.6 8.5 20.0 11.4 20.0 6.5 14.8 16.1 7.7 20.0 6.1 14.3 20.0 18.5 17.1 -1.6 20.0 2.9 20.0 BITCOIN 4.5 -0.4 -20.0 12.9 -15.8 15.5 2.5 15.7 9.6 -19.8 -18.3 -19.7 -4.3 -12.6 -20.0 -3.7 -6.1 -4.3 -5.1 -18.4 -20.0 -20.0 -10.4 -16.1 -20.0 -18.7 -20.0 -20.0 -20.0 -9.5 -17.1 -0.1 -20.0 -20.0 -20.0 -20.0 -3.1 0.3 -20.0 -17.4 BOBL 14.5 9.7 -6.2 2.1 20.0 -4.3 20.0 -5.5 16.1 18.2 -8.0 20.0 -5.9 19.9 -1.4 -20.0 -3.5 -17.6 -8.4 4.6 -4.4 20.0 -7.2 15.3 3.6 4.2 20.0 -7.7 20.0 -9.8 19.9 -15.5 -5.0 4.2 14.9 -6.1 5.9 20.0 17.9 20.0 BTP 7.9 7.4 -1.3 2.5 20.0 -5.2 20.0 -6.7 19.4 20.0 19.9 20.0 20.0 20.0 19.6 17.4 11.4 15.4 13.3 13.4 11.4 20.0 13.9 18.4 -20.0 20.0 20.0 15.6 20.0 17.4 20.0 13.8 -9.3 1.3 20.0 16.5 3.6 20.0 14.2 20.0 BUND 12.5 6.8 -4.6 2.3 20.0 -4.8 20.0 -6.2 17.9 20.0 -9.0 20.0 -13.7 20.0 -3.6 20.0 8.6 17.0 12.2 3.1 -5.5 20.0 -9.9 15.1 0.1 4.6 20.0 -7.4 20.0 -10.6 20.0 10.2 -1.9 0.1 14.9 -4.8 1.9 20.0 11.3 20.0 BUXL 6.0 3.8 -4.7 2.1 20.0 -4.3 20.0 -5.6 16.3 17.2 -17.8 12.0 -20.0 3.3 -14.9 5.2 3.8 5.0 4.5 -6.3 -14.1 12.9 -20.0 3.4 3.6 -6.4 20.0 -16.1 20.0 -20.0 6.8 -0.2 -15.0 -16.5 4.0 -9.9 -5.9 20.0 3.1 11.5 CAC 4.7 1.2 4.6 11.4 -2.3 13.5 4.3 14.2 8.8 16.6 17.2 19.2 20.0 10.3 11.0 -5.8 -3.2 -5.5 -4.4 11.1 12.9 16.7 14.2 14.0 7.9 8.1 10.6 7.8 17.0 6.1 12.8 3.3 20.0 -0.1 -10.0 -9.9 15.9 20.0 12.3 20.0 CAD 12.7 5.0 11.6 14.1 4.2 8.1 9.6 4.7 15.2 2.4 2.0 6.8 1.9 7.4 9.6 -6.5 -7.4 -7.2 -7.5 9.4 5.1 6.6 0.3 10.1 18.7 11.3 0.5 6.1 8.2 1.2 12.5 -6.5 -3.2 -0.5 -7.4 3.4 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 18.5 -1.8 4.3 19.8 -14.7 18.5 -20.0 15.0 13.3 -8.6 17.6 -4.1 19.1 13.0 -18.4 -14.9 -18.4 -17.3 13.3 -0.4 19.1 -5.6 20.0 13.9 14.6 10.3 -0.4 20.0 -7.0 20.0 -12.0 15.5 20.0 20.0 9.0 9.2 20.0 14.6 20.0 CHF 19.2 7.3 -5.3 6.8 2.0 3.9 4.6 2.3 7.3 4.5 1.5 4.4 6.1 4.2 3.2 -12.4 -15.9 -14.7 -15.4 5.7 3.6 5.6 3.2 7.0 -0.9 6.2 3.2 4.2 5.4 3.6 7.3 -20.0 2.0 8.7 2.1 0.4 -10.7 -20.0 -9.1 -20.0 COCOA -20.0 -20.0 -20.0 1.5 6.8 -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 -12.5 -7.8 -14.4 -20.0 -8.9 -9.5 -8.3 -9.1 -4.2 -8.8 17.9 -15.2 -17.4 -16.6 -10.2 1.5 0.9 6.8 6.0 COFFEE -20.0 -20.0 -12.9 3.9 17.8 -13.2 16.6 -20.0 13.4 -6.2 3.5 -14.4 8.9 -15.8 -15.8 20.0 19.2 20.0 20.0 -20.0 -8.6 -20.0 8.0 -20.0 -20.0 -18.9 -2.3 -5.8 -16.8 11.7 -20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 17.2 20.0 20.0 COPPER -14.0 1.4 9.5 2.4 -1.0 5.0 -1.8 5.9 -0.5 -4.1 4.9 -4.2 3.9 0.8 4.2 -6.1 -6.3 -6.6 -6.5 4.3 5.5 -2.3 4.5 0.8 -1.2 2.6 -3.0 4.0 -1.4 4.7 0.6 -1.4 -2.6 1.5 0.6 -1.0 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 17.4 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 5.5 8.2 -15.5 4.8 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 18.6 4.5 -20.0 -12.7 -20.0 -16.1 -20.0 -20.0 -18.9 -20.0 -20.0 -16.2 -17.7 -10.7 -20.0 -16.6 -8.7 -20.0 1.7 -20.0 -15.9 -20.0 -20.0 -19.3 -20.0 -20.0 -20.0 -11.8 -12.0 -14.2 -10.3 -7.5 CRUDE_W 11.9 15.9 4.2 12.5 -8.9 7.4 2.2 3.5 11.9 -1.5 -5.8 8.5 -10.4 13.9 11.1 3.5 4.0 2.1 2.4 7.4 0.8 3.5 -4.6 9.4 6.8 7.1 -7.0 0.3 1.9 -5.6 8.0 -0.7 5.5 -8.9 -6.6 -11.2 10.5 20.0 5.2 11.1 DAX -12.1 7.3 2.0 9.0 -1.8 10.5 3.4 11.2 6.9 6.1 10.2 5.1 16.5 -0.2 9.2 -9.2 -7.5 -8.8 -7.8 6.2 9.4 1.1 14.5 1.8 -13.1 3.6 -0.6 6.0 -0.7 8.7 -0.8 -3.2 -0.7 -20.0 -3.5 -3.8 11.7 20.0 8.3 20.0 DOW -4.7 -3.7 3.7 6.8 -1.4 7.8 3.5 8.2 5.6 -0.1 13.8 5.9 14.1 8.6 12.4 -7.0 -8.0 -7.4 -7.6 9.3 12.3 3.2 13.2 6.5 -9.3 6.2 -2.8 8.3 3.0 9.1 4.8 -3.6 4.3 1.4 -1.5 5.0 -2.2 -20.0 -6.9 -20.0 DX -12.7 -6.8 2.8 10.7 4.9 6.3 7.6 3.7 11.4 -5.9 -1.6 -5.0 -9.4 -5.5 -5.8 4.7 6.0 5.4 5.7 -6.7 -4.2 -5.4 -4.6 -7.5 -20.0 -9.5 -2.1 -6.1 -6.3 -4.3 -9.7 16.4 -5.7 -20.0 -20.0 -14.0 4.7 20.0 10.6 20.0 EUR 11.4 0.4 -6.0 11.0 3.3 6.4 7.5 3.7 11.9 3.1 2.8 1.9 11.0 2.5 3.9 -6.6 -7.9 -7.6 -7.8 5.6 4.7 3.8 6.3 5.9 6.1 9.0 1.5 7.1 5.4 6.7 8.9 -7.0 -1.5 1.0 -4.4 2.0 -9.0 -20.0 -5.3 -20.0 EURIBOR-ICE 18.3 12.5 -9.4 1.6 20.0 -3.2 20.0 -4.2 12.1 14.8 -3.8 15.8 3.8 14.9 2.2 13.4 12.0 13.4 13.1 6.7 -0.5 20.0 0.2 16.1 -1.8 5.4 20.0 -3.9 20.0 -3.5 18.5 14.7 3.8 10.3 14.9 -4.7 15.5 20.0 20.0 20.0 EUROSTX -5.6 7.5 10.7 9.9 -2.0 11.7 3.8 12.4 7.7 1.2 19.6 7.2 20.0 14.3 17.4 9.1 1.4 6.4 3.4 17.3 20.0 3.3 20.0 9.7 -8.2 15.0 -3.8 18.6 2.4 16.4 7.9 13.4 -5.1 -6.1 6.9 10.8 11.3 20.0 5.9 20.0 FEEDCOW -0.0 20.0 16.5 4.0 18.2 -13.5 17.0 -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 0.1 -2.4 11.5 -3.6 20.0 20.0 20.0 20.0 GASOIL 10.2 11.0 -1.3 11.9 -4.7 7.3 1.7 3.5 10.7 -9.1 7.0 3.9 8.6 11.9 6.6 19.3 16.2 18.6 17.8 9.9 6.9 3.3 5.1 9.9 -2.5 14.8 -2.1 12.8 3.5 9.4 11.9 20.0 -4.8 -3.2 3.9 4.4 -1.1 20.0 -9.4 5.9 GASOLINE 12.0 13.9 0.5 13.2 -9.4 7.8 2.3 3.7 12.6 -1.1 5.6 9.1 2.5 15.2 12.4 -20.0 -20.0 -20.0 -20.0 10.1 4.5 5.0 1.1 12.1 -16.4 10.1 -7.9 4.0 3.3 -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 10.1 1.8 7.5 5.2 -3.7 3.1 0.9 1.4 4.9 -5.1 -2.3 -4.0 -4.6 -1.8 -1.6 20.0 -6.7 20.0 20.0 -0.1 -0.6 -2.7 -1.2 -0.8 12.2 -1.2 -1.7 -1.3 -1.9 -1.2 -1.3 -6.7 -12.4 -5.4 -15.6 -6.1 6.8 -10.6 2.7 -20.0 GBP 6.6 8.2 2.9 14.1 4.2 8.1 9.5 4.7 15.2 4.9 7.4 1.6 12.5 3.7 11.1 0.1 0.1 0.2 0.2 10.3 8.1 1.9 7.2 7.4 0.3 13.7 0.7 11.2 3.0 9.3 9.9 6.6 -8.6 -9.3 0.4 3.7 -5.5 -7.0 -0.8 -9.3 GOLD_micro -20.0 -12.3 -10.5 2.2 -0.9 4.6 -1.6 5.5 -0.5 3.8 5.8 -0.2 6.4 2.0 4.2 -5.2 -9.5 -6.9 -8.1 6.8 7.3 2.2 6.8 4.6 -18.0 7.1 0.3 8.6 1.6 9.1 4.5 -5.6 -1.2 20.0 18.0 12.0 15.5 6.1 -6.3 -15.1 HEATOIL 12.9 11.1 -1.9 9.6 -6.8 5.7 1.7 2.7 9.1 -6.7 3.0 2.2 5.0 8.4 3.1 20.0 16.0 20.0 20.0 7.5 4.8 1.1 3.5 7.6 -14.5 6.3 -6.1 4.6 -0.4 3.7 5.2 20.0 -4.6 -5.6 -5.3 -0.1 7.9 13.3 -5.4 -10.7 JGB-SGX-mini 18.5 3.8 -11.1 0.8 13.6 -1.7 12.2 -2.2 6.5 7.8 -8.7 6.1 -8.9 -4.0 -7.7 -16.8 9.8 -3.3 4.8 -9.3 -13.1 4.4 -12.9 -2.1 -0.2 -10.4 6.2 -13.7 3.3 -12.7 -3.0 6.4 -7.5 -4.6 -16.6 -20.0 -6.1 -20.0 1.4 -20.0 JPY 20.0 13.9 -2.1 8.6 2.5 4.9 5.8 2.9 9.3 9.5 -8.8 5.3 -9.6 3.3 -2.8 -8.0 -10.3 -8.9 -9.4 -0.8 -6.9 9.7 -9.2 5.1 20.0 0.6 12.6 -5.7 10.3 -7.9 6.5 -10.3 7.3 -3.6 -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 18.9 -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 -12.9 20.0 20.0 -7.5 11.2 -1.5 20.0 LIVECOW 1.3 14.2 6.1 4.0 18.3 -13.5 17.1 -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 -11.3 20.0 20.0 20.0 20.0 LUMBER-new 2.7 18.1 -9.4 4.2 19.2 -14.2 17.9 -20.0 14.5 10.7 -15.4 -3.7 -16.0 6.3 -7.8 -20.0 -20.0 -20.0 -20.0 -2.6 -15.5 3.2 -20.0 3.0 NaN -3.6 6.9 -14.8 3.9 -18.1 2.5 -20.0 -6.7 -15.0 -8.8 -20.0 0.7 20.0 4.3 20.0 MXP -4.1 2.4 5.4 16.4 4.8 9.4 11.1 5.5 17.7 18.0 20.0 18.3 20.0 18.9 20.0 10.1 12.8 11.9 12.3 20.0 20.0 15.6 20.0 20.0 -20.0 20.0 9.6 20.0 15.6 20.0 20.0 20.0 19.1 5.0 17.1 20.0 10.9 9.3 20.0 12.6 NASDAQ_micro -10.4 -13.1 -8.6 6.8 -1.4 7.8 3.5 8.2 5.6 -9.0 7.5 -8.2 12.6 -5.3 -1.4 -7.7 -8.6 -8.1 -8.2 -3.3 5.0 -13.6 12.4 -9.6 -20.0 -4.0 -12.1 2.1 -11.6 7.8 -8.6 -4.7 -20.0 -20.0 -18.2 -11.5 6.6 -20.0 7.6 -20.0 NIKKEI 4.0 -9.6 -5.1 4.2 -0.8 4.9 1.6 5.2 3.2 4.3 8.8 6.5 8.7 7.7 8.2 9.1 8.0 8.8 7.8 10.2 10.4 9.2 10.2 10.7 -10.7 7.7 3.0 8.7 7.2 8.8 8.0 20.0 19.3 14.2 12.5 10.9 -9.9 0.5 -14.9 4.9 NZD 19.5 19.1 13.2 10.6 3.1 6.1 7.2 3.6 11.5 7.5 3.2 9.9 -1.1 10.4 10.6 -3.7 -3.5 -3.9 -3.9 12.5 5.6 8.5 -0.3 13.6 12.2 13.0 2.8 5.3 8.9 -1.0 14.6 0.0 0.2 10.1 3.8 1.5 -2.4 20.0 6.3 20.0 OAT 14.9 11.8 3.6 2.3 20.0 -4.7 20.0 -6.1 17.7 20.0 11.9 20.0 -0.7 20.0 15.4 12.6 12.7 13.7 14.2 15.1 7.1 20.0 -0.1 20.0 -0.6 20.0 20.0 10.1 20.0 2.7 20.0 16.3 -6.3 16.5 20.0 15.9 1.3 20.0 12.2 20.0 OATIES 8.2 5.7 -3.8 3.3 15.1 -11.2 14.1 -20.0 11.4 4.1 -11.1 5.3 -11.4 6.1 -1.9 -9.3 -11.9 -13.7 -14.7 -3.6 -9.8 3.5 -12.4 1.3 -2.7 -3.7 6.9 -11.7 4.2 -14.9 2.2 -7.7 -7.7 0.3 -2.5 -8.5 -7.3 -18.5 -3.8 -20.0 OJ -17.6 17.4 14.2 1.5 6.8 -5.0 6.4 -9.5 5.1 1.9 -3.7 -3.2 -5.7 -2.1 0.2 3.4 2.6 1.4 0.8 -1.7 -2.6 -3.4 -4.8 -3.8 -20.0 0.9 0.7 -0.1 -2.5 -2.5 -1.7 17.9 -20.0 -9.3 7.9 2.0 -17.6 -18.2 -10.9 -19.8 PALLAD -19.7 -0.8 -1.0 2.2 -0.9 4.6 -1.6 5.4 -0.4 -0.6 3.6 -5.1 4.2 -3.6 1.0 -2.4 -3.0 -2.8 -2.9 1.5 4.2 -3.9 4.3 -2.4 10.0 -0.4 -1.4 3.4 -3.2 5.6 -3.2 4.4 -1.4 -5.9 -9.2 -5.0 10.6 -0.6 -3.0 -8.0 PLAT -20.0 -1.3 -11.2 2.1 -0.9 4.4 -1.6 5.2 -0.4 -2.4 3.5 -5.1 4.8 -3.3 1.3 -1.6 -3.5 -2.6 -3.1 1.9 4.8 -5.8 4.8 -3.4 -0.8 1.6 -2.4 5.5 -4.1 7.0 -2.8 4.0 -6.0 -9.5 -0.2 2.1 19.9 9.3 1.4 -4.5 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 -8.5 11.4 4.3 18.0 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 10.7 2.6 11.8 -8.7 11.0 -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 -5.3 7.7 16.2 2.1 -15.1 -16.8 -8.9 -17.1 ROBUSTA -5.6 -2.2 -9.5 3.1 8.8 -8.3 10.5 -16.4 9.2 5.4 1.3 -7.9 -2.3 -5.7 -6.1 20.0 15.7 20.0 17.0 -6.5 -5.1 -5.6 -2.3 -7.5 -20.0 -5.1 0.9 -3.9 -4.7 -1.6 -6.0 20.0 -20.0 -13.2 -7.7 -7.8 2.4 6.1 11.9 14.1 RUSSELL -16.1 2.7 6.2 7.7 -1.6 8.8 3.9 9.3 6.4 2.0 14.2 -1.0 14.8 6.5 11.9 -4.9 -5.2 -5.0 -5.0 10.2 13.8 -0.7 13.4 4.2 7.3 7.1 -3.0 9.9 -1.0 9.7 2.6 1.0 -7.1 -5.6 1.3 1.5 -6.6 -20.0 -16.7 -20.0 SHATZ 12.3 11.5 -5.9 1.8 20.0 -3.7 20.0 -4.8 14.1 15.6 -11.0 17.6 -11.7 17.1 -1.8 8.4 -12.0 -0.6 -6.6 1.7 -7.5 13.5 -10.3 9.9 12.0 -0.1 19.9 -12.2 19.1 -14.1 12.8 -20.0 -11.3 0.8 9.5 -8.1 13.4 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 0.2 0.5 18.2 8.1 -1.6 9.5 3.1 10.1 6.3 15.3 16.4 16.3 15.4 15.2 15.9 12.6 7.0 11.7 9.3 18.5 20.0 17.8 18.0 16.5 9.5 19.8 15.1 20.0 16.0 17.5 15.5 20.0 20.0 5.4 11.0 20.0 -8.5 20.0 -8.9 20.0 SOFR 15.8 -3.4 -12.1 0.2 20.0 -4.7 20.0 -5.4 12.4 17.8 -5.3 16.9 12.0 10.0 -7.7 8.3 6.7 8.3 7.8 -0.4 -2.3 20.0 3.0 11.1 -20.0 3.1 20.0 0.1 20.0 3.3 14.3 5.4 16.0 16.7 2.4 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 17.9 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 2.2 17.1 -20.0 -12.0 -20.0 -8.8 SOYMEAL 13.4 -6.5 -1.0 3.5 16.3 -12.1 15.2 -20.0 12.3 14.6 -6.4 13.8 -10.1 6.5 -8.3 -11.6 -14.1 -12.1 -13.4 -1.6 -3.6 15.5 -6.2 6.3 -13.5 3.0 20.0 3.4 16.9 -0.1 8.3 -8.7 20.0 9.8 -8.1 20.0 -20.0 -19.1 -14.5 -18.2 SOYOIL 20.0 20.0 3.1 4.8 20.0 -16.3 20.0 -20.0 16.6 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 10.0 8.0 -1.7 9.2 4.1 9.7 6.6 7.2 15.8 9.9 13.3 13.5 15.6 -6.9 -6.3 -6.7 -6.3 15.8 14.6 11.5 11.2 14.5 3.3 10.8 5.3 8.5 11.0 5.5 11.7 -1.0 20.0 12.0 7.5 4.1 -3.5 -20.0 -9.6 -20.0 SP500_micro -7.0 -9.5 -3.3 8.6 -1.8 10.0 4.4 10.5 7.2 -8.9 16.5 -3.8 18.4 1.1 11.8 -8.8 -9.5 -9.1 -9.1 2.7 11.2 -10.2 18.5 -3.9 -17.7 -0.9 -14.2 4.4 -9.2 9.2 -5.0 -6.2 -20.0 -18.2 -14.7 -9.5 10.1 -20.0 12.9 -20.0 SUGAR11 -9.4 -0.2 0.1 3.0 13.6 -10.1 12.7 -19.1 10.3 -12.1 -11.9 -12.7 -13.1 -12.2 -11.0 18.7 13.1 18.1 14.5 -9.0 -11.0 -12.4 -14.5 -10.8 -19.6 -4.8 -12.1 -6.9 -12.6 -10.9 -8.6 20.0 -20.0 -19.4 -8.1 -3.2 0.2 -17.8 5.1 -11.1 US10 10.0 -5.8 -7.0 0.2 20.0 -4.5 20.0 -5.1 11.7 16.9 3.1 15.2 8.9 6.5 -7.3 3.6 1.3 3.2 2.6 -0.8 -0.9 20.0 2.4 8.1 -10.2 0.8 20.0 0.6 20.0 4.2 10.4 -3.7 12.1 2.4 -2.7 1.7 -14.7 -20.0 -13.3 -20.0 US10U 7.9 -6.2 -5.7 0.2 20.0 -5.9 20.0 -6.7 15.4 20.0 6.3 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 8.7 15.3 -4.8 16.1 -0.7 1.5 6.0 -13.3 -7.0 -14.8 -20.0 US2 11.7 -3.9 -5.3 0.2 20.0 -4.7 20.0 -5.4 12.3 15.6 -4.5 15.2 -0.1 5.2 -8.0 -9.0 -13.0 -9.4 -10.5 -1.6 -3.3 15.4 -1.6 6.7 14.2 -1.3 20.0 -3.1 18.1 0.3 8.3 -20.0 -1.4 4.1 -7.4 -2.7 -15.6 -20.0 -18.6 -20.0 US20 7.5 -1.0 -4.1 0.2 20.0 -4.1 20.0 -4.7 10.8 15.8 3.8 13.8 1.0 8.6 -6.3 5.6 3.9 5.3 4.8 1.5 0.3 19.6 0.4 8.7 -10.2 5.4 20.0 4.7 20.0 5.0 12.2 0.4 9.9 -0.4 8.7 5.6 -9.1 14.8 -4.2 -20.0 US30 7.2 -0.7 -4.1 0.2 20.0 -4.7 20.0 -5.4 12.4 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 4.6 -2.4 6.5 3.7 -9.7 11.1 -1.8 -17.0 US5 11.3 -5.4 -6.8 0.2 20.0 -5.1 20.0 -5.8 13.4 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 10.1 4.6 -2.9 2.1 -16.1 -20.0 -18.2 -20.0 VIX 12.1 7.1 -6.6 -3.0 16.1 -6.9 9.8 -5.6 3.7 15.0 -18.3 8.1 -17.6 2.5 -15.2 -20.0 -20.0 -20.0 -20.0 -4.7 -9.8 10.6 -9.1 3.4 NaN -3.4 17.8 -7.9 10.7 -6.5 4.1 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 17.8 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 -9.3 15.9 5.3 13.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3