******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260217_203951 produced at 2026-02-17 21:35:41.380545 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.55 0.0 0.00 0.00 0.00 0.00 -14.39 16.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -38.71 59.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.13 0.0 999.00 -999.00 -0.23 -0.22 -14.06 999999999.0 -26 -25 caleb_strategy_v3 SOFR False True 0.11 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -0.78 11.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -0.84 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 -5.24 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 -1.28 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 -2.32 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 -0.23 -2.72 48.0 -19 -15 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.03 0.0 0.12 -0.12 -0.06 -0.06 -4.30 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 -3.74 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 -4.43 3.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.15 -0.02 0.0 1.21 -1.21 -0.15 -0.15 -0.46 25.0 -3 -3 caleb_strategy_v3 CHF False False 0.07 0.00 -0.02 0.0 0.93 -0.93 0.00 0.00 -0.34 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 -2.30 4.0 -3 -3 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 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.20 999999999.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.91 9.0 -3 -3 caleb_strategy_v3 GOLD_micro False False 0.02 -0.09 -0.01 0.0 1.25 -1.25 -0.09 -0.04 -0.26 56.0 -4 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 0.00 -0.60 8.0 -1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.38 -0.38 0.00 0.00 -0.32 23.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.53 3.0 -2 -2 caleb_strategy_v3 CORN False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.30 12.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.40 -0.40 -0.02 -0.03 -0.92 26.0 -1 -2 caleb_strategy_v3 DOW False False 0.01 -0.13 -0.01 0.0 0.72 -0.72 -0.13 -0.19 -0.61 66.0 -12 -17 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.15 6.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.01 0.0 0.85 -0.85 0.00 0.00 -0.22 17.0 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 1.03 26.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.07 0.00 0.0 0.92 -0.92 0.07 0.07 0.05 14.0 1 1 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 SOYOIL False False 0.02 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.24 10.0 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 US30 False False 0.05 -0.05 0.00 0.0 0.32 -0.32 -0.05 0.00 0.03 6.0 -1 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.00 0.0 0.67 -0.67 0.00 0.00 -0.06 13.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.06 -0.00 0.0 0.23 -0.23 -0.06 -0.06 -0.04 4.0 -1 -1 caleb_strategy_v3 US20 False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.22 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.24 7.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.11 0.01 0.0 0.61 -0.61 0.11 0.11 0.15 17.0 3 3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.40 -0.40 0.00 0.00 1.50 68.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.01 0.0 0.21 -0.21 0.03 0.03 0.31 13.0 2 2 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.13 -0.13 0.04 0.04 0.38 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 0.85 29.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.76 -0.76 0.00 0.00 2.04 58.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.13 0.26 0.03 0.0 999.00 -999.00 0.26 0.13 0.25 999999999.0 2 1 caleb_strategy_v3 GBP False False 0.04 0.00 0.04 0.0 0.82 -0.82 0.00 0.00 1.04 22.0 0 0 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 CANOLA False False 0.00 0.05 0.04 0.0 0.22 -0.22 0.05 0.05 10.09 51.0 11 11 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.05 0.0 0.12 -0.12 0.00 0.00 1.63 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.73 -0.73 0.00 0.00 1.24 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 BOBL False False 0.06 0.00 0.06 0.0 1.16 -1.16 0.00 0.00 0.97 19.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.06 0.0 0.13 -0.13 0.05 0.05 2.23 5.0 2 2 caleb_strategy_v3 BUND False False 0.07 0.27 0.06 0.0 0.68 -0.68 0.27 0.27 0.90 10.0 4 4 caleb_strategy_v3 NZD False False 0.03 0.00 0.08 0.0 0.56 -0.56 0.00 0.00 3.05 21.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.10 0.09 0.0 0.59 -0.59 0.10 0.08 5.33 36.0 6 5 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.09 0.0 0.65 -0.65 0.00 0.00 1.11 8.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.25 0.11 0.0 0.63 -0.63 0.25 0.28 3.56 20.0 8 9 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 0.15 0.0 0.00 0.00 0.00 0.00 3.34 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 2.11 9.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.19 0.0 0.00 0.00 0.00 0.00 3.41 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.29 0.0 0.64 -0.64 0.00 0.00 4.49 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.32 0.39 0.0 0.64 -0.64 0.32 0.39 6.06 10.0 5 6 caleb_strategy_v3 MXP False False 0.01 0.44 0.61 0.0 0.77 -0.77 0.44 0.44 47.45 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 2.48 0.0 1.28 -1.28 0.00 0.00 19.41 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.7 Shocked risk 44.7 Sum abs risk 51.7 Leverage 6.84 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2264565.37, 'annual_cash_vol_target': 566141.3425, 'daily_cash_vol_target': 35383.83390625} ===================================================================== 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 0.1527 117.0500 0.1305 2.0879 BTP 0.3488 122.1700 0.2855 4.5682 BUND 0.3182 129.3100 0.2461 3.9372 BUXL 0.7632 111.9400 0.6818 10.9094 CAC 50.9593 8388.5000 0.6075 9.7198 CAD 0.0032 0.7340 0.4301 6.8817 CANOLA 5.8092 675.7000 0.8597 13.7556 CHF 0.0076 1.3018 0.5867 9.3865 COCOA 135.4968 3500.0000 3.8713 61.9414 COFFEE 5.2784 283.7500 1.8602 29.7636 COPPER 0.1138 5.7880 1.9662 31.4596 CORN 3.8491 459.7500 0.8372 13.3953 COTTON2 0.6580 61.4900 1.0701 17.1211 CRUDE_W 0.9994 60.3700 1.6555 26.4873 DAX 171.6428 25083.0000 0.6843 10.9488 DOW 359.4484 49684.0000 0.7235 11.5755 DX 0.3916 97.0800 0.4034 6.4539 EUR 0.0056 1.1863 0.4694 7.5104 EURIBOR-ICE 0.0298 97.7750 0.0305 0.4875 EUROSTX 43.2288 6045.0000 0.7151 11.4419 FEEDCOW 2.8094 367.7750 0.7639 12.2224 GASOIL 10.7028 668.2500 1.6016 25.6259 GASOLINE 0.0360 2.1390 1.6847 26.9559 GAS_US_mini 0.2212 3.0450 7.2643 116.2286 GBP 0.0070 1.3563 0.5152 8.2431 GOLD_micro 106.0344 5064.0000 2.0939 33.5022 HEATOIL 0.0439 2.3089 1.9025 30.4402 JGB-SGX-mini 0.2638 132.5000 0.1991 3.1858 JPY 0.0000 0.0065 0.6666 10.6651 LEANHOG 1.1470 92.2250 1.2437 19.8989 LIVECOW 1.8636 242.6250 0.7681 12.2896 LUMBER-new 6.9646 591.5000 1.1775 18.8393 MXP 0.0004 0.0582 0.6358 10.1721 NASDAQ_micro 222.9005 24816.0000 0.8982 14.3714 NIKKEI 811.8474 57120.0000 1.4213 22.7408 NZD 0.0039 0.6056 0.6405 10.2481 OAT 0.3121 123.0600 0.2536 4.0573 OATIES 4.9226 310.0000 1.5879 25.4070 OJ 8.3036 200.0000 4.1518 66.4288 PALLAD 71.9813 1722.0000 4.1801 66.8815 PLAT 95.6076 2067.7000 4.6239 73.9818 REDWHEAT 8.6937 551.0000 1.5778 25.2448 RICE 0.1383 10.7800 1.2829 20.5259 ROBUSTA 69.3100 3700.0000 1.8732 29.9719 RUSSELL 29.2249 2661.0000 1.0983 17.5723 SHATZ 0.0453 106.9750 0.0424 0.6777 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 88.0322 13693.0000 0.6429 10.2864 SOFR 0.0535 96.7450 0.0553 0.8851 SOYBEAN 7.9376 1117.5000 0.7103 11.3648 SOYMEAL 3.7972 313.4000 1.2116 19.3858 SOYOIL 0.6542 57.8200 1.1314 18.1031 SP400 30.9604 3580.1000 0.8648 13.8367 SP500_micro 46.4584 6872.0000 0.6761 10.8169 SUGAR11 0.2196 13.4600 1.6318 26.1088 US10 0.3195 113.1406 0.2824 4.5177 US10U 0.4056 115.9688 0.3498 5.5961 US2 0.0735 104.3906 0.0704 1.1269 US20 0.6293 117.9688 0.5335 8.5352 US30 0.8999 120.9375 0.7441 11.9060 US5 0.1946 109.6250 0.1775 2.8401 VIX 0.5778 20.2000 2.8605 45.7683 WHEAT 7.2036 582.0000 1.2377 19.8036 ============================================================================================================================================ 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 35383.83 74.73 20.00 149.47 BITCOIN 82.98 2.35 195.18 1.00 195.18 35383.83 181.29 -19.69 -356.94 BOBL 1170.50 0.13 152.74 1.19 181.21 35383.83 195.27 4.91 95.88 BTP 1221.70 0.29 348.81 1.19 413.82 35383.83 85.51 15.36 131.35 BUND 1293.10 0.25 318.20 1.19 377.50 35383.83 93.73 9.45 88.60 BUXL 1119.40 0.68 763.25 1.19 905.49 35383.83 39.08 -1.03 -4.04 CAC 838.85 0.61 509.59 1.19 604.56 35383.83 58.53 16.71 97.80 CAD 734.05 0.43 315.72 1.00 315.72 35383.83 112.07 2.90 32.55 CANOLA 135.14 0.86 116.18 0.73 85.34 35383.83 414.63 9.99 414.02 CHF 1627.31 0.59 954.68 1.00 954.68 35383.83 37.06 -3.53 -13.07 COCOA 350.00 3.87 1354.97 1.00 1354.97 35383.83 26.11 -14.39 -37.57 COFFEE 1064.06 1.86 1979.40 1.00 1979.40 35383.83 17.88 -6.29 -11.25 COPPER 1447.00 1.97 2845.13 1.00 2845.13 35383.83 12.44 5.46 6.79 CORN 229.88 0.84 192.45 1.00 192.45 35383.83 183.86 -2.91 -53.44 COTTON2 307.45 1.07 328.99 1.00 328.99 35383.83 107.55 -20.00 -215.10 CRUDE_W 603.70 1.66 999.40 1.00 999.40 35383.83 35.41 5.80 20.53 DAX 250.83 0.68 171.64 1.19 203.63 35383.83 173.77 3.44 59.77 DOW 248.42 0.72 179.72 1.00 179.72 35383.83 196.88 -1.33 -26.18 DX 970.80 0.40 391.59 1.00 391.59 35383.83 90.36 -5.44 -49.15 EUR 1482.88 0.47 696.06 1.00 696.06 35383.83 50.83 0.41 2.10 EURIBOR-ICE 2444.38 0.03 74.48 1.19 88.36 35383.83 400.45 14.19 568.24 EUROSTX 604.50 0.72 432.29 1.19 512.85 35383.83 68.99 15.09 104.10 FEEDCOW 1838.88 0.76 1404.72 1.00 1404.72 35383.83 25.19 13.31 33.52 GASOIL 668.25 1.60 1070.28 1.00 1070.28 35383.83 33.06 11.38 37.63 GASOLINE 898.38 1.68 1513.54 1.00 1513.54 35383.83 23.38 -1.95 -4.56 GAS_US_mini 76.12 7.26 552.99 1.00 552.99 35383.83 63.99 1.48 9.48 GBP 847.69 0.52 436.72 1.00 436.72 35383.83 81.02 4.92 39.87 GOLD_micro 506.40 2.09 1060.34 1.00 1060.34 35383.83 33.37 -2.24 -7.47 HEATOIL 969.74 1.90 1844.94 1.00 1844.94 35383.83 19.18 4.52 8.68 JGB-SGX-mini 132500.00 0.20 26382.47 0.01 172.19 35383.83 205.49 -6.46 -132.65 JPY 817.44 0.67 544.88 1.00 544.88 35383.83 64.94 0.87 5.65 LEANHOG 368.90 1.24 458.79 1.00 458.79 35383.83 77.12 0.65 5.05 LIVECOW 970.50 0.77 745.44 1.00 745.44 35383.83 47.47 7.87 37.35 LUMBER-new 162.66 1.18 191.53 1.00 191.53 35383.83 184.75 -9.84 -181.76 MXP 291.20 0.64 185.13 1.00 185.13 35383.83 191.13 16.89 322.84 NASDAQ_micro 496.32 0.90 445.80 1.00 445.80 35383.83 79.37 -12.57 -99.78 NIKKEI 57120.00 1.42 81184.74 0.01 529.87 35383.83 66.78 7.36 49.16 NZD 605.65 0.64 387.92 1.00 387.92 35383.83 91.21 12.88 117.46 OAT 1230.60 0.25 312.06 1.19 370.21 35383.83 95.58 18.56 177.40 OATIES 155.00 1.59 246.13 1.00 246.13 35383.83 143.76 -10.67 -153.37 OJ 300.00 4.15 1245.54 1.00 1245.54 35383.83 28.41 -7.72 -21.93 PALLAD 1722.00 4.18 7198.13 1.00 7198.13 35383.83 4.92 1.40 0.69 PLAT 1033.85 4.62 4780.38 1.00 4780.38 35383.83 7.40 0.43 0.32 REDWHEAT 275.50 1.58 434.68 1.00 434.68 35383.83 81.40 -5.54 -45.12 RICE 215.60 1.28 276.59 1.00 276.59 35383.83 127.93 -7.37 -94.22 ROBUSTA 370.00 1.87 693.10 1.00 693.10 35383.83 51.05 -4.71 -24.03 RUSSELL 133.05 1.10 146.12 1.00 146.12 35383.83 242.15 1.87 45.32 SHATZ 1069.75 0.04 45.31 1.19 53.75 35383.83 658.27 5.11 336.12 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35383.83 5.75 12.83 7.38 SMI 1369.30 0.64 880.32 1.30 1145.22 35383.83 30.90 20.00 61.79 SOFR 2418.62 0.06 133.80 1.00 133.80 35383.83 264.45 -0.48 -12.76 SOYBEAN 558.75 0.71 396.88 1.00 396.88 35383.83 89.15 2.92 26.04 SOYMEAL 313.40 1.21 379.72 1.00 379.72 35383.83 93.18 -8.76 -81.62 SOYOIL 346.92 1.13 392.52 1.00 392.52 35383.83 90.15 2.82 25.38 SP400 3580.10 0.86 3096.04 1.00 3096.04 35383.83 11.43 7.08 8.09 SP500_micro 343.60 0.68 232.29 1.00 232.29 35383.83 152.32 -7.68 -117.05 SUGAR11 150.75 1.63 246.00 1.00 246.00 35383.83 143.84 -12.28 -176.70 US10 1131.41 0.28 319.46 1.00 319.46 35383.83 110.76 -1.53 -16.96 US10U 1159.69 0.35 405.61 1.00 405.61 35383.83 87.24 -0.57 -4.97 US2 2087.81 0.07 147.05 1.00 147.05 35383.83 240.63 -2.75 -66.29 US20 1179.69 0.53 629.31 1.00 629.31 35383.83 56.23 3.14 17.67 US30 1209.38 0.74 899.93 1.00 899.93 35383.83 39.32 0.57 2.22 US5 1096.25 0.18 194.59 1.00 194.59 35383.83 181.84 -1.99 -36.21 VIX 202.00 2.86 577.82 1.00 577.82 35383.83 61.24 -9.29 -56.86 WHEAT 291.00 1.24 360.18 1.00 360.18 35383.83 98.24 -6.94 -68.19 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 149.468 0.010 2.5 3.884 BITCOIN -356.940 0.043 2.5 -38.707 BOBL 95.884 0.004 2.5 0.974 BTP 131.348 0.014 2.5 4.486 BUND 88.605 0.004 2.5 0.900 BUXL -4.042 0.004 2.5 -0.041 CAC 97.802 0.014 2.5 3.341 CAD 32.548 0.010 2.5 0.846 CANOLA 414.015 0.010 2.5 10.087 CHF -13.071 0.010 2.5 -0.340 COCOA -37.574 0.010 2.5 -0.915 COFFEE -11.248 0.005 2.5 -0.149 COPPER 6.793 0.043 2.5 0.737 CORN -53.443 0.010 2.5 -1.302 COTTON2 -215.105 0.010 2.5 -5.241 CRUDE_W 20.530 0.043 2.5 2.226 DAX 59.766 0.014 2.5 2.041 DOW -26.178 0.009 2.5 -0.609 DX -49.147 0.010 2.5 -1.277 EUR 2.098 0.010 2.5 0.055 EURIBOR-ICE 568.236 0.014 2.5 19.409 EUROSTX 104.098 0.014 2.5 3.556 FEEDCOW 33.519 0.013 2.5 1.112 GASOIL 37.627 0.017 2.5 1.633 GASOLINE -4.562 0.017 2.5 -0.198 GAS_US_mini 9.482 0.043 2.5 1.028 GBP 39.870 0.010 2.5 1.036 GOLD_micro -7.470 0.014 2.5 -0.255 HEATOIL 8.678 0.017 2.5 0.377 JGB-SGX-mini -132.654 0.043 2.5 -14.385 JPY 5.650 0.010 2.5 0.147 LEANHOG 5.046 0.024 2.5 0.307 LIVECOW 37.348 0.013 2.5 1.239 LUMBER-new -181.757 0.010 2.5 -4.428 MXP 322.837 0.059 2.5 47.450 NASDAQ_micro -99.785 0.009 2.5 -2.322 NIKKEI 49.165 0.043 2.5 5.331 NZD 117.465 0.010 2.5 3.052 OAT 177.398 0.014 2.5 6.059 OATIES -153.372 0.010 2.5 -3.737 OJ -21.931 0.010 2.5 -0.534 PALLAD 0.686 0.014 2.5 0.023 PLAT 0.319 0.014 2.5 0.011 REDWHEAT -45.116 0.005 2.5 -0.599 RICE -94.223 0.010 2.5 -2.296 ROBUSTA -24.030 0.005 2.5 -0.319 RUSSELL 45.323 0.013 2.5 1.504 SHATZ 336.123 0.004 2.5 3.413 SILVER-mini 7.378 0.014 2.5 0.252 SMI 61.794 0.014 2.5 2.111 SOFR -12.758 0.024 2.5 -0.776 SOYBEAN 26.045 0.004 2.5 0.243 SOYMEAL -81.621 0.004 2.5 -0.760 SOYOIL 25.381 0.004 2.5 0.237 SP400 8.089 0.013 2.5 0.268 SP500_micro -117.052 0.009 2.5 -2.724 SUGAR11 -176.700 0.010 2.5 -4.305 US10 -16.958 0.005 2.5 -0.215 US10U -4.972 0.005 2.5 -0.063 US2 -66.286 0.005 2.5 -0.841 US20 17.665 0.005 2.5 0.224 US30 2.224 0.005 2.5 0.028 US5 -36.209 0.005 2.5 -0.459 VIX -56.861 0.099 2.5 -14.055 WHEAT -68.191 0.005 2.5 -0.906 ===================== Position diags ===================== AUD 1.94 BITCOIN 19.66 BOBL 1.98 BTP 2.92 BUND 0.95 BUXL 0.40 CAC 2.00 CAD 2.91 CANOLA 10.10 CHF 0.96 COCOA 0.64 COFFEE 0.24 COPPER 1.35 CORN 4.48 COTTON2 2.62 CRUDE_W 3.84 DAX 5.94 DOW 4.58 DX 2.35 EUR 1.32 EURIBOR-ICE 13.68 EUROSTX 2.36 FEEDCOW 0.84 GASOIL 1.44 GASOLINE 1.01 GAS_US_mini 6.94 GBP 2.11 GOLD_micro 1.14 HEATOIL 0.83 JGB-SGX-mini 22.28 JPY 1.69 LEANHOG 4.69 LIVECOW 1.58 LUMBER-new 4.50 MXP 28.09 NASDAQ_micro 1.85 NIKKEI 7.24 NZD 2.37 OAT 3.26 OATIES 3.50 OJ 0.69 PALLAD 0.17 PLAT 0.25 REDWHEAT 1.08 RICE 3.12 ROBUSTA 0.68 RUSSELL 8.04 SHATZ 6.68 SILVER-mini 0.20 SMI 1.06 SOFR 16.09 SOYBEAN 0.83 SOYMEAL 0.87 SOYOIL 0.84 SP400 0.38 SP500_micro 3.55 SUGAR11 3.50 US10 1.41 US10U 1.11 US2 3.05 US20 0.71 US30 0.50 US5 2.31 VIX 15.14 WHEAT 1.31 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 -38.7 -40.7 -36.7 0.0 0 BOBL 1.0 0.8 1.2 0.0 0 BTP 4.5 4.2 4.8 0.0 0 BUND 0.9 0.8 1.0 4.0 4 BUXL -0.0 -0.1 -0.0 -1.0 -1 CAC 3.3 3.1 3.5 0.0 0 CAD 0.8 0.6 1.1 0.0 0 CANOLA 10.1 9.1 11.1 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 0.7 0.6 0.9 1.0 1 CORN -1.3 -1.7 -0.9 0.0 0 COTTON2 -5.2 -5.5 -5.0 -5.0 -5 CRUDE_W 2.2 1.8 2.6 2.0 2 DAX 2.0 1.4 2.6 0.0 0 DOW -0.6 -1.1 -0.2 -12.0 -12 DX -1.3 -1.5 -1.0 -1.0 -1 EUR 0.1 -0.1 0.2 1.0 1 EURIBOR-ICE 19.4 18.0 20.8 0.0 0 EUROSTX 3.6 3.3 3.8 8.0 8 FEEDCOW 1.1 1.0 1.2 0.0 0 GASOIL 1.6 1.5 1.8 0.0 0 GASOLINE -0.2 -0.3 -0.1 0.0 0 GAS_US_mini 1.0 0.3 1.7 0.0 0 GBP 1.0 0.8 1.2 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 -14.4 -16.6 -12.2 0.0 0 JPY 0.1 -0.0 0.3 3.0 3 LEANHOG 0.3 -0.2 0.8 2.0 2 LIVECOW 1.2 1.1 1.4 0.0 0 LUMBER-new -4.4 -4.9 -4.0 0.0 0 MXP 47.5 44.6 50.3 34.0 34 NASDAQ_micro -2.3 -2.5 -2.1 -12.0 -12 NIKKEI 5.3 4.6 6.1 6.0 6 NZD 3.1 2.8 3.3 0.0 0 OAT 6.1 5.7 6.4 5.0 5 OATIES -3.7 -4.1 -3.4 NaN 0 OJ -0.5 -0.6 -0.5 -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 -2.3 -2.6 -2.0 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 1.5 0.7 2.3 0.0 0 SHATZ 3.4 2.7 4.1 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 2.1 2.0 2.2 0.0 0 SOFR -0.8 -2.4 0.8 NaN 0 SOYBEAN 0.2 0.2 0.3 0.0 0 SOYMEAL -0.8 -0.8 -0.7 0.0 0 SOYOIL 0.2 0.2 0.3 0.0 0 SP400 0.3 0.2 0.3 2.0 2 SP500_micro -2.7 -3.1 -2.4 -19.0 -19 SUGAR11 -4.3 -4.7 -4.0 -9.0 -9 US10 -0.2 -0.4 -0.1 0.0 0 US10U -0.1 -0.2 0.0 0.0 0 US2 -0.8 -1.1 -0.5 NaN 0 US20 0.2 0.2 0.3 0.0 0 US30 0.0 -0.0 0.1 -1.0 -1 US5 -0.5 -0.7 -0.2 -3.0 -3 VIX -14.1 -15.6 -12.5 -26.0 -26 WHEAT -0.9 -1.0 -0.8 -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 0.4 -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 0.1 -0.0 0.2 -0.2 0.2 0.5 0.1 0.2 -0.2 0.2 -0.3 0.2 -0.9 -0.1 0.0 0.5 -0.2 0.2 0.7 0.6 0.7 BTP 0.3 0.3 -0.0 0.1 0.2 -0.1 0.2 -0.2 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.2 0.3 0.3 0.2 0.1 0.2 0.4 0.2 -2.7 0.2 0.2 0.5 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 0.3 -0.1 0.1 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 0.1 -0.1 0.2 -0.3 0.2 0.0 0.1 0.2 -0.2 0.2 -0.4 0.2 0.6 0.1 -0.0 0.5 -0.1 0.1 0.7 0.4 0.7 BUXL 0.2 0.2 -0.1 0.0 0.2 -0.1 0.2 -0.2 0.2 0.2 -0.5 0.2 -0.7 0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 0.2 -0.5 0.1 0.5 -0.0 0.2 -0.4 0.2 -0.7 0.1 -0.0 -0.2 -0.5 0.1 -0.3 -0.2 0.7 0.1 0.4 CAC 0.2 0.0 0.1 0.1 0.1 0.4 0.1 0.5 0.1 0.2 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 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.1 -0.3 -0.3 0.5 0.7 0.4 0.7 CAD 0.3 0.2 0.4 0.2 0.1 0.2 0.1 0.2 0.2 -0.0 0.1 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.0 0.1 2.5 0.1 0.0 0.2 0.1 0.0 0.1 -0.3 -0.1 -0.1 -0.3 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.6 -0.1 0.0 -0.2 -0.2 -0.0 -0.6 0.1 0.0 -0.2 0.2 -0.1 0.2 0.2 -0.4 -0.3 -0.4 -0.3 0.2 0.0 0.2 -0.1 0.2 1.9 0.2 0.1 -0.0 0.2 -0.3 0.2 -0.6 0.5 0.6 0.6 0.3 0.3 0.7 0.4 0.7 CHF 0.4 0.2 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.0 0.2 0.0 0.0 -0.2 -0.3 -0.3 -0.3 0.1 0.0 0.0 0.1 0.1 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 -1.1 0.1 0.2 0.1 0.0 -0.4 -0.7 -0.3 -0.7 COCOA -0.6 -0.6 -0.6 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.9 -0.3 -0.5 -0.6 -0.3 0.1 0.0 0.2 0.2 COFFEE -0.6 -0.6 -0.4 0.0 -0.2 -0.2 -0.0 -0.5 0.0 -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 -0.2 -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 0.0 -0.2 -0.3 -0.0 -0.7 0.1 -0.0 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 0.5 0.5 -0.4 0.1 0.0 -0.2 0.2 -0.0 COTTON2 -0.3 0.0 -0.0 0.0 -0.2 -0.3 -0.0 -0.7 0.1 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 -1.1 -0.2 0.0 -0.5 -0.2 -0.7 -0.2 -1.0 -0.1 -0.6 -0.6 -0.4 -0.4 -0.5 -0.3 -0.3 CRUDE_W 0.3 0.5 0.1 0.1 -0.0 0.2 -0.0 0.1 0.1 -0.1 -0.2 0.0 -0.4 0.1 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 -0.2 -0.2 -0.3 0.4 0.7 0.1 0.3 DAX -0.4 0.2 0.1 0.1 0.1 0.3 0.1 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 0.1 0.2 0.0 0.3 0.0 -0.2 -0.1 -0.6 -0.1 -0.1 0.4 0.7 0.3 0.7 DOW -0.2 -0.1 0.1 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 -0.2 -0.1 -0.2 0.1 0.1 0.0 0.3 0.1 -1.2 0.1 -0.0 0.2 0.0 0.3 0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.3 -0.2 0.0 0.1 0.1 0.2 0.1 0.1 0.1 -0.0 -0.1 -0.0 -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 -0.2 -0.6 -0.6 -0.5 0.2 0.7 0.4 0.7 EUR 0.2 0.0 -0.2 0.1 0.1 0.2 0.1 0.2 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 -0.1 -0.2 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 -0.1 0.2 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 -0.3 0.1 0.2 -0.1 0.2 -0.1 0.2 0.8 0.1 0.2 0.5 -0.1 0.5 0.7 0.7 0.7 EUROSTX -0.2 0.2 0.3 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.5 0.1 0.7 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.2 0.1 0.5 0.1 -1.1 0.2 0.0 0.5 0.1 0.6 0.1 0.7 -0.2 -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 -0.2 -0.0 -0.6 0.0 0.1 0.4 0.1 0.5 0.2 0.2 0.3 0.2 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.4 0.0 0.7 0.1 1.1 -0.1 0.1 0.3 0.0 0.7 0.7 0.7 0.7 GASOIL 0.3 0.4 -0.1 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 0.4 0.0 0.4 0.1 1.1 0.1 -0.1 0.1 0.1 -0.0 0.7 -0.3 0.2 GASOLINE 0.3 0.5 0.0 0.1 -0.1 0.2 -0.0 0.1 0.1 -0.1 0.2 0.1 0.1 0.1 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 0.1 -0.1 -0.1 -0.2 0.3 0.7 -0.0 0.7 GAS_US_mini 0.1 0.1 0.2 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.1 -0.1 -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 -0.0 -0.1 -0.5 -0.2 0.2 -0.3 0.1 -0.7 GBP 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.2 0.2 -0.1 0.2 -0.0 0.5 0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.1 0.0 0.1 0.0 0.3 0.0 0.3 0.1 0.4 -0.3 -0.3 -0.0 0.1 -0.2 -0.2 -0.0 -0.3 GOLD_micro -0.6 -0.4 -0.3 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 0.3 0.4 -0.1 0.1 -0.0 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 -0.0 -0.1 -0.2 -0.0 0.3 0.4 -0.2 -0.4 JGB-SGX-mini 0.6 0.2 -0.3 0.0 0.1 -0.0 0.1 -0.1 0.1 0.1 -0.2 0.1 -0.3 -0.0 -0.1 -0.2 0.2 -0.0 0.1 -0.1 -0.1 0.1 -0.3 -0.0 -0.0 -0.1 0.1 -0.4 0.1 -0.4 -0.0 0.3 -0.1 -0.1 -0.5 -0.6 -0.2 -0.7 0.0 -0.7 JPY 0.5 0.5 -0.0 0.1 0.0 0.2 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 -0.5 0.2 -0.0 -0.2 -0.5 -0.2 -0.5 -0.0 -0.6 LEANHOG -0.4 0.5 0.2 0.0 -0.2 -0.3 -0.0 -0.7 0.1 -0.2 0.4 -0.2 0.6 0.0 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 -0.6 0.5 0.6 -0.3 0.4 -0.1 0.7 LIVECOW 0.0 0.4 0.2 0.0 -0.2 -0.2 -0.0 -0.5 0.0 0.1 0.3 0.1 0.5 0.2 0.2 0.0 0.1 -0.0 -0.0 0.2 0.2 0.1 0.5 0.2 -2.7 0.0 0.1 0.1 0.1 0.4 0.0 1.1 -0.1 0.3 -0.0 -0.2 0.7 0.7 0.7 0.7 LUMBER-new 0.1 0.7 -0.3 0.0 -0.2 -0.3 -0.0 -0.7 0.1 -0.0 -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 -0.5 -0.2 -0.7 0.0 0.8 0.2 0.8 MXP -0.2 0.1 0.2 0.2 0.1 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 0.2 0.5 0.2 -2.7 0.2 0.1 0.5 0.2 0.7 0.2 1.1 0.0 0.0 0.6 0.6 0.3 0.3 0.7 0.4 NASDAQ_micro -0.4 -0.4 -0.3 0.1 0.0 0.2 0.0 0.3 0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.1 0.3 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.2 -0.5 -0.6 -0.6 -0.4 0.2 -0.7 0.3 -0.7 NIKKEI 0.2 -0.3 -0.1 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 0.4 0.4 0.4 0.3 -0.3 0.0 -0.5 0.2 NZD 0.5 0.6 0.4 0.1 0.1 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 1.7 0.1 0.0 0.1 0.1 -0.0 0.2 0.0 -0.1 0.2 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.5 0.4 0.1 0.1 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 -0.1 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 -0.2 -0.0 -0.5 0.0 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 -0.3 -0.0 0.1 -0.3 0.0 -0.6 0.0 -0.4 0.1 0.1 -0.0 -0.2 -0.2 -0.6 -0.1 -0.7 OJ -0.6 0.5 0.5 0.0 -0.1 -0.1 -0.0 -0.2 0.0 0.1 -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 0.1 -0.3 0.1 0.1 -0.5 -0.6 -0.3 -0.6 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 0.2 0.3 0.3 0.0 -0.2 -0.2 -0.0 -0.6 0.1 -0.0 -0.2 0.1 -0.6 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 0.3 0.5 0.1 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.5 0.6 0.3 0.0 -0.1 -0.1 -0.0 -0.3 0.0 -0.1 -0.2 0.0 -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 0.0 0.2 0.5 0.1 -0.5 -0.6 -0.3 -0.6 ROBUSTA -0.3 -0.1 -0.3 0.0 -0.1 -0.1 -0.0 -0.3 0.0 -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 -0.1 -0.1 -0.1 -0.1 -0.1 1.1 -0.2 -0.4 -0.2 -0.3 0.1 0.2 0.4 0.5 RUSSELL -0.4 0.1 0.2 0.1 0.0 0.2 0.1 0.3 0.1 0.0 0.4 -0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.0 0.9 0.1 -0.0 0.3 -0.0 0.3 0.0 0.1 -0.3 -0.4 0.0 0.0 -0.2 -0.7 -0.5 -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 0.1 -0.3 0.2 -0.5 0.1 -1.1 -0.3 -0.2 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 0.1 0.0 0.6 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.5 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 0.2 0.5 0.2 0.6 0.2 1.1 0.5 0.3 0.4 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.6 -0.1 -0.4 0.0 0.2 -0.1 0.2 -0.2 0.2 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 0.2 -2.7 0.0 0.2 0.0 0.2 0.1 0.1 0.3 0.3 0.6 0.1 0.1 -0.4 -0.4 -0.5 -0.7 SOYBEAN 0.6 0.1 0.0 0.0 -0.2 -0.3 -0.0 -0.7 0.1 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 0.3 0.5 -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 0.0 -0.2 -0.3 -0.0 -0.7 0.1 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 0.3 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 0.4 0.3 0.1 0.1 0.3 0.1 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 0.4 0.2 0.2 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.3 -0.3 -0.1 0.1 0.1 0.3 0.1 0.4 0.1 -0.1 0.4 -0.1 0.6 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.5 -0.1 -2.3 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.3 -0.5 -0.6 -0.6 -0.4 0.4 -0.7 0.5 -0.7 SUGAR11 -0.3 -0.0 0.0 0.0 -0.1 -0.2 -0.0 -0.4 0.0 -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 -0.3 -0.6 -0.3 -0.1 0.0 -0.6 0.2 -0.4 US10 0.4 -0.1 -0.2 0.0 0.2 -0.1 0.2 -0.2 0.2 0.1 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 -1.3 0.0 0.2 0.0 0.2 0.1 0.1 -0.2 0.2 0.2 -0.0 0.1 -0.5 -0.7 -0.4 -0.7 US10U 0.3 -0.2 -0.2 0.1 0.2 -0.1 0.2 -0.2 0.2 0.2 0.2 0.2 0.4 0.1 -0.1 0.1 0.0 0.1 0.0 0.0 0.0 0.2 0.1 0.2 -2.1 0.0 0.2 0.1 0.2 0.3 0.2 -0.3 0.3 0.2 0.1 0.2 -0.4 -0.2 -0.5 -0.7 US2 0.5 -0.1 -0.2 0.0 0.2 -0.1 0.2 -0.2 0.2 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 1.8 -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 0.3 0.0 -0.1 0.0 0.2 -0.1 0.2 -0.2 0.2 0.1 0.1 0.2 0.0 0.1 -0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.2 0.0 0.1 -1.3 0.1 0.2 0.1 0.2 0.2 0.1 0.0 0.2 0.2 0.3 0.2 -0.3 0.5 -0.2 -0.7 US30 0.3 0.0 -0.1 0.0 0.2 -0.1 0.2 -0.2 0.2 0.2 -0.0 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 0.0 0.0 0.2 0.1 -0.3 0.4 -0.1 -0.6 US5 0.5 -0.1 -0.2 0.0 0.2 -0.1 0.2 -0.2 0.2 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 0.3 -0.1 0.1 -0.5 -0.7 -0.6 -0.7 VIX 0.6 0.4 -0.4 -0.0 0.2 -0.3 0.2 -0.3 0.1 0.1 -0.8 0.1 -1.0 0.1 -0.2 -0.6 -0.6 -0.6 -0.6 -0.1 -0.2 0.1 -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 0.3 0.4 0.0 0.0 -0.2 -0.3 -0.0 -0.7 0.1 -0.1 -0.4 0.1 -0.7 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.4 0.1 1.5 0.1 0.1 0.0 0.1 -0.3 0.1 -0.9 0.3 0.6 0.2 0.4 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 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 -3.5 0.4 -20.0 -17.5 BOBL 15.5 11.1 -5.9 4.3 20.0 -3.5 20.0 -5.4 19.9 19.5 -7.4 20.0 -5.7 20.0 0.3 -20.0 -3.7 -17.9 -8.7 5.9 -3.7 20.0 -7.1 17.1 3.6 6.0 20.0 -6.8 20.0 -9.5 20.0 -16.0 -3.3 0.8 15.1 -5.9 6.1 20.0 17.5 20.0 BTP 8.7 8.7 -1.0 5.1 20.0 -4.2 20.0 -6.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 17.5 11.5 15.6 13.4 14.8 12.2 20.0 14.3 20.0 -20.0 20.0 20.0 16.8 20.0 18.0 20.0 13.9 -9.3 -0.1 19.8 16.4 3.7 20.0 14.1 20.0 BUND 13.7 8.5 -4.3 4.7 20.0 -3.9 20.0 -6.0 20.0 20.0 -8.2 20.0 -13.7 20.0 -1.6 20.0 8.8 17.2 12.4 4.9 -4.8 20.0 -9.8 17.8 0.1 7.1 20.0 -6.1 20.0 -10.2 20.0 10.5 2.3 -0.7 15.3 -4.5 2.1 20.0 11.1 20.0 BUXL 7.3 5.3 -4.2 4.3 20.0 -3.6 20.0 -5.5 20.0 19.8 -17.3 16.2 -20.0 7.4 -13.8 5.2 3.8 5.0 4.5 -4.8 -13.6 16.7 -20.0 6.2 3.7 -4.2 20.0 -15.4 20.0 -20.0 11.2 -0.2 -8.1 -15.8 4.0 -10.1 -5.8 20.0 3.0 11.7 CAC 6.6 1.2 4.5 11.7 8.3 13.5 7.6 14.2 9.7 19.7 17.7 20.0 20.0 12.9 12.4 -5.8 -3.3 -5.5 -4.5 12.1 13.2 20.0 14.3 15.8 7.9 9.2 20.0 8.2 20.0 6.1 14.7 3.3 20.0 3.1 -8.2 -9.6 15.7 20.0 12.4 20.0 CAD 9.0 4.7 11.2 15.1 8.5 9.1 11.0 5.4 15.8 -2.2 2.3 4.1 2.0 6.7 9.4 -6.5 -7.4 -7.2 -7.4 9.0 5.1 2.8 0.4 8.6 18.8 11.3 0.5 6.1 8.1 1.2 12.5 -6.5 -3.9 -2.2 -8.7 2.8 -20.0 -20.0 -20.0 -20.0 CANOLA 17.6 19.9 -1.7 1.8 -19.2 -8.6 -1.8 -16.5 4.9 5.4 -8.1 16.4 -4.0 19.4 13.9 -18.7 -14.9 -18.5 -17.4 14.0 0.2 16.8 -5.3 20.0 14.2 14.9 10.5 -0.4 20.0 -7.2 20.0 -12.1 20.0 20.0 20.0 9.9 8.2 20.0 13.3 20.0 CHF 13.3 7.5 -3.9 7.3 4.1 4.4 5.3 2.6 7.6 1.9 1.7 3.8 6.1 4.2 3.3 -12.3 -15.9 -14.6 -15.3 5.7 3.7 4.1 3.3 6.5 -0.9 6.2 3.2 4.1 5.4 3.6 7.2 -20.0 2.6 5.9 1.8 0.4 -10.9 -20.0 -9.4 -20.0 COCOA -20.0 -20.0 -20.0 0.6 -6.5 -2.9 -0.6 -5.6 1.6 -6.2 -6.8 -6.9 -5.0 -7.0 -6.9 -5.4 4.0 -4.1 -1.5 -15.2 -13.1 -14.6 -8.0 -15.5 -20.0 -8.9 -9.5 -8.2 -9.1 -4.2 -8.8 17.7 -13.3 -16.5 -17.5 -10.7 2.1 1.1 7.3 6.1 COFFEE -20.0 -20.0 -13.1 1.6 -16.9 -7.6 -1.6 -14.5 4.3 -14.8 2.9 -16.0 8.5 -16.4 -16.2 19.5 19.1 20.0 20.0 -20.0 -9.7 -20.0 7.4 -20.0 -20.0 -18.9 -2.3 -5.8 -16.8 11.6 -20.0 20.0 -8.3 -20.0 -20.0 -20.0 20.0 17.3 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 8.5 -2.3 2.2 2.1 -20.0 -10.0 -2.1 -19.1 5.6 -0.5 0.2 15.6 -11.0 7.4 -2.0 -20.0 -20.0 -20.0 -20.0 -0.6 -4.0 7.7 -9.6 5.1 11.5 -1.6 20.0 -4.0 16.0 -7.8 6.6 -20.0 20.0 16.7 -13.8 4.6 1.3 -6.9 6.7 -0.3 COTTON2 -9.7 1.3 -1.3 2.2 -20.0 -10.5 -2.2 -20.0 5.9 -5.1 -20.0 -15.2 -20.0 -17.1 -20.0 -20.0 -19.0 -20.0 -20.0 -16.8 -18.0 -14.5 -20.0 -17.6 -8.4 -20.0 1.7 -20.0 -15.9 -20.0 -20.0 -19.6 -3.3 -20.0 -20.0 -12.5 -11.3 -14.6 -9.7 -7.6 CRUDE_W 8.8 16.0 4.3 11.9 -5.4 7.7 -0.3 3.8 9.4 -14.4 -5.6 3.7 -10.2 12.2 10.6 3.6 4.0 2.1 2.4 6.8 0.9 -0.8 -4.4 7.1 6.7 7.0 -6.9 0.3 1.8 -5.5 7.9 -0.7 4.5 -5.2 -7.3 -10.4 10.6 20.0 4.2 10.4 DAX -11.4 6.5 2.1 9.2 6.5 10.6 6.0 11.2 7.7 13.4 10.4 9.7 16.6 0.5 9.5 -9.2 -7.5 -8.8 -7.9 6.6 9.5 4.2 14.6 3.1 -13.3 3.8 6.8 6.0 2.3 8.8 0.4 -3.2 -2.8 -20.0 -3.8 -3.7 11.8 20.0 8.5 20.0 DOW -4.7 -3.7 4.0 6.8 4.8 7.8 4.4 8.2 5.6 0.8 13.5 3.8 13.8 7.9 12.0 -6.9 -8.0 -7.4 -7.5 8.8 11.9 2.1 12.9 5.7 -9.0 6.1 -2.7 8.1 3.0 8.9 4.7 -3.6 -3.3 -1.8 -2.4 4.1 -2.4 -20.0 -7.2 -20.0 DX -10.2 -7.1 1.4 11.3 6.3 6.8 8.2 4.0 11.8 -4.3 -1.9 -4.5 -9.7 -5.6 -6.1 4.7 6.0 5.4 5.7 -6.9 -4.4 -4.2 -4.8 -7.3 -20.0 -9.8 0.3 -6.5 -5.1 -4.6 -9.5 16.4 -8.1 -20.0 -20.0 -14.8 4.8 20.0 10.7 20.0 EUR 6.2 0.5 -5.5 12.0 6.7 7.2 8.7 4.2 12.5 -0.0 2.8 0.1 11.1 2.1 3.8 -6.6 -7.9 -7.6 -7.8 5.5 4.8 1.7 6.4 5.1 6.0 9.1 1.5 7.1 5.5 6.7 9.0 -7.0 -0.9 -2.0 -5.1 1.8 -9.1 -20.0 -5.6 -20.0 EURIBOR-ICE 19.6 13.7 -9.0 3.2 20.0 -2.7 20.0 -4.1 15.0 15.0 -3.3 16.3 4.1 15.5 3.8 13.4 12.0 13.5 13.1 7.8 0.1 20.0 0.4 17.3 -2.0 6.9 20.0 -3.3 20.0 -3.3 20.0 14.6 3.4 7.4 15.3 -4.5 15.9 20.0 20.0 20.0 EUROSTX -5.6 6.6 10.6 10.2 7.2 11.7 6.6 12.4 8.5 8.8 19.9 9.8 20.0 15.1 17.9 9.1 1.5 6.5 3.5 17.4 20.0 5.8 20.0 10.2 -8.3 15.0 5.5 18.6 5.0 16.5 8.5 13.5 -6.9 -7.4 7.2 10.7 10.8 20.0 5.6 20.0 FEEDCOW -1.4 20.0 16.8 1.7 -17.9 -8.0 -1.7 -15.4 4.5 14.2 13.9 11.7 15.3 16.5 16.4 17.3 10.4 14.5 13.4 20.0 20.0 12.2 20.0 18.1 -20.0 10.2 -0.6 13.3 2.0 20.0 6.9 20.0 -3.6 4.6 10.7 1.0 20.0 20.0 20.0 20.0 GASOIL 8.2 11.8 -1.5 11.7 -5.3 7.5 -0.3 3.7 9.2 -11.3 6.9 0.3 8.8 11.2 6.5 18.9 16.2 18.4 17.8 9.5 7.0 1.2 5.2 8.5 -2.6 14.6 -3.3 13.1 1.3 9.9 10.5 20.0 3.3 -3.4 4.1 3.9 -1.3 20.0 -9.6 5.7 GASOLINE 9.9 14.5 0.5 12.6 -5.7 8.1 -0.4 4.0 9.9 -13.3 5.8 5.5 2.6 13.8 12.1 -20.0 -20.0 -20.0 -20.0 9.6 4.6 1.9 1.2 10.1 -16.2 10.0 -7.8 3.9 3.3 -0.2 10.6 -20.0 5.9 -4.4 -1.8 -5.2 8.4 20.0 -0.3 20.0 GAS_US_mini 1.8 2.2 6.6 4.8 -2.2 3.1 -0.1 1.5 3.8 -6.5 -2.4 -5.4 -4.5 -2.3 -1.9 20.0 -6.7 20.0 20.0 -0.4 -0.7 -3.8 -1.2 -1.5 11.8 -1.2 -1.6 -1.3 -1.8 -1.2 -1.2 -6.7 -1.4 -3.3 -14.4 -5.7 7.0 -10.0 3.4 -20.0 GBP 1.8 7.5 3.8 15.2 8.5 9.2 11.0 5.4 15.9 -7.6 7.3 -2.0 12.6 2.1 10.6 0.0 0.1 0.2 0.2 9.5 8.0 -3.4 7.2 5.1 0.2 13.8 0.7 11.2 3.0 9.4 10.0 6.6 -12.8 -8.5 -1.2 4.0 -5.8 -6.9 -0.9 -9.1 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 8.7 11.7 -1.9 9.2 -4.1 5.9 -0.3 2.9 7.3 -9.1 3.0 -0.5 5.0 7.8 3.1 20.0 16.2 20.0 20.0 7.1 4.8 -0.2 3.5 6.4 -14.3 6.3 -6.1 4.6 -0.4 3.7 5.2 20.0 -1.6 -4.6 -5.0 -0.9 8.0 13.2 -5.9 -10.5 JGB-SGX-mini 20.0 7.6 -10.7 1.7 13.7 -1.4 13.4 -2.2 7.9 7.8 -8.5 7.0 -8.8 -2.5 -7.2 -11.4 9.8 -2.3 4.9 -8.0 -12.3 7.5 -12.4 -0.1 -0.1 -9.2 10.5 -13.0 5.9 -12.2 -1.2 6.4 -4.0 -2.1 -15.4 -20.0 -6.0 -20.0 1.3 -20.0 JPY 16.3 14.7 -1.4 9.3 5.2 5.6 6.8 3.3 9.8 7.5 -8.6 5.7 -9.6 4.1 -2.0 -8.0 -10.3 -8.9 -9.3 -0.3 -6.6 8.7 -9.2 5.6 20.0 0.6 12.7 -5.8 10.4 -8.0 6.5 -10.3 8.8 -0.8 -6.2 -14.1 -5.2 -14.7 -0.4 -17.7 LEANHOG -11.4 15.5 6.4 2.2 -20.0 -10.5 -2.2 -20.0 5.9 -17.7 14.6 -16.1 17.2 4.1 16.4 -20.0 -2.5 -20.0 -20.0 15.5 15.8 -20.0 13.7 -2.0 -5.0 20.0 -20.0 18.8 -20.0 13.3 2.8 0.9 -20.0 -20.0 16.4 20.0 -8.0 10.8 -2.1 20.0 LIVECOW 1.0 13.5 6.7 1.7 -17.7 -7.9 -1.7 -15.2 4.5 15.8 9.9 13.6 13.3 15.1 14.0 1.4 4.6 -2.2 -0.2 15.2 14.9 14.5 19.6 14.1 -20.0 3.4 6.4 3.9 5.1 11.4 4.6 19.7 -2.2 8.2 -0.1 -7.0 20.0 20.0 20.0 20.0 LUMBER-new 1.5 18.3 -9.1 1.7 -18.6 -8.3 -1.7 -15.9 4.7 -1.5 -15.6 -6.8 -16.1 5.7 -7.1 -20.0 -20.0 -20.0 -20.0 -2.8 -15.5 -0.8 -20.0 1.8 NaN -3.6 6.9 -15.0 3.9 -18.3 2.5 -20.0 8.2 -14.4 -6.0 -18.3 1.0 20.0 4.5 20.0 MXP -7.2 2.4 5.3 17.7 9.9 10.6 12.8 6.2 18.5 19.0 20.0 19.6 20.0 19.7 20.0 10.1 12.7 11.8 12.3 20.0 20.0 17.4 20.0 20.0 -20.0 20.0 9.7 20.0 15.6 20.0 20.0 20.0 1.7 1.5 17.3 20.0 10.2 9.0 20.0 12.2 NASDAQ_micro -13.0 -13.3 -9.1 6.8 4.8 7.9 4.4 8.3 5.7 -7.1 6.9 -9.4 12.3 -6.6 -2.2 -7.6 -8.6 -8.0 -8.2 -4.1 4.4 -13.8 12.0 -10.5 -20.0 -3.9 -11.9 2.0 -11.4 7.7 -8.5 -4.7 -20.0 -20.0 -20.0 -13.8 7.1 -20.0 8.3 -20.0 NIKKEI 5.2 -8.4 -2.2 4.2 3.0 4.9 2.7 5.1 3.5 4.6 8.7 6.2 8.6 7.5 8.1 9.0 8.0 8.7 7.8 10.5 10.8 8.4 10.5 10.7 -10.6 7.9 2.8 8.9 6.6 9.1 8.0 20.0 15.7 13.5 12.5 10.5 -10.0 0.3 -15.0 4.7 NZD 14.1 19.5 13.8 11.6 6.5 6.9 8.4 4.1 12.1 10.0 3.7 10.0 -0.9 10.8 10.9 -3.6 -3.5 -3.9 -3.9 12.7 6.0 8.4 -0.1 13.5 12.4 13.2 2.8 5.4 9.0 -1.0 14.7 0.0 -5.7 6.4 3.7 1.4 -2.9 20.0 5.8 20.0 OAT 15.0 13.5 4.1 4.7 20.0 -3.9 20.0 -6.0 20.0 20.0 12.8 20.0 -0.3 20.0 16.7 12.6 12.7 13.6 14.2 17.0 8.2 20.0 0.4 20.0 -0.7 20.0 20.0 11.5 20.0 3.4 20.0 16.3 -2.2 16.0 20.0 16.4 1.4 20.0 12.1 20.0 OATIES 8.4 6.1 -3.5 1.4 -14.8 -6.6 -1.4 -12.7 3.7 2.0 -11.3 5.4 -11.7 6.5 -1.7 -8.0 -11.8 -13.1 -14.4 -3.4 -9.8 3.2 -12.7 1.5 -2.6 -3.8 7.1 -12.0 4.3 -15.3 2.3 -7.4 6.1 2.4 -1.3 -7.4 -7.0 -19.1 -3.7 -20.0 OJ -19.4 16.6 15.8 0.6 -6.5 -2.9 -0.6 -5.5 1.6 5.6 -3.6 -1.2 -5.6 -1.3 0.5 4.1 2.6 1.7 0.9 -1.2 -2.4 1.6 -4.7 -1.9 -20.0 0.8 0.7 -0.1 -2.5 -2.5 -1.7 18.1 2.9 -7.8 4.5 2.4 -16.4 -17.7 -10.1 -19.2 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 6.0 9.7 8.2 1.9 -20.0 -9.0 -1.9 -17.3 5.1 -3.0 -9.1 6.7 -17.7 10.1 7.3 -14.9 -16.2 -15.6 -16.1 4.3 -2.1 5.9 -11.6 6.7 7.7 7.6 11.9 2.3 11.1 -5.8 9.7 -12.6 12.6 14.1 4.2 16.4 -20.0 -20.0 -20.0 -20.0 RICE 14.8 20.0 10.3 1.0 -11.2 -5.0 -1.1 -9.6 2.8 -10.1 -7.2 1.4 -10.4 9.5 7.1 -19.9 -14.5 -20.0 -19.5 5.2 -7.4 -3.5 -18.7 6.9 1.4 8.8 -5.4 -4.9 3.8 -18.4 11.1 -14.5 0.1 7.6 15.5 2.9 -16.0 -17.0 -9.9 -17.3 ROBUSTA -8.8 -2.1 -9.7 1.0 -10.8 -4.8 -1.0 -9.3 2.7 -5.3 1.1 -9.0 -2.4 -6.8 -6.5 20.0 15.7 20.0 17.0 -6.7 -5.1 -8.7 -2.3 -8.3 -20.0 -5.2 -7.7 -3.9 -7.2 -1.6 -6.6 20.0 -9.9 -12.3 -7.5 -7.9 2.7 5.9 12.2 13.9 RUSSELL -13.7 2.8 6.3 7.6 5.4 8.8 4.9 9.2 6.3 4.6 13.7 -0.4 14.3 6.4 11.5 -4.8 -5.2 -4.9 -4.9 9.6 13.2 0.4 13.0 4.1 7.1 6.8 -2.9 9.5 -0.9 9.4 2.5 1.0 -10.5 -13.0 0.5 1.3 -6.7 -20.0 -16.0 -20.0 SHATZ 12.9 12.4 -5.6 3.7 20.0 -3.1 20.0 -4.8 17.3 14.4 -10.8 17.5 -11.8 17.4 -0.8 8.5 -11.8 -0.2 -6.3 2.4 -7.1 13.1 -10.3 10.5 12.1 0.9 16.4 -11.9 18.8 -14.2 13.8 -20.0 -14.0 -5.3 9.0 -8.0 13.2 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 2.3 0.3 17.7 8.4 5.9 9.6 5.4 10.1 6.9 15.6 16.8 16.9 15.7 15.9 16.4 12.6 7.1 11.7 9.3 19.1 20.0 20.0 18.0 18.2 9.6 20.0 20.0 20.0 19.4 17.3 16.9 20.0 20.0 8.0 11.0 20.0 -8.8 20.0 -9.1 20.0 SOFR 19.3 -1.7 -11.7 3.8 20.0 -3.2 20.0 -4.9 17.8 17.2 -4.4 17.6 11.6 11.9 -5.0 8.1 6.7 8.2 7.8 1.6 -1.4 20.0 3.0 14.0 -20.0 3.0 20.0 0.1 20.0 3.2 13.7 5.3 13.6 17.9 4.3 2.2 -12.6 -12.8 -14.4 -20.0 SOYBEAN 18.9 2.7 0.6 2.1 -20.0 -10.2 -2.1 -19.6 5.8 20.0 7.1 20.0 6.7 20.0 2.4 -1.7 -5.1 -3.5 -4.5 10.3 4.2 20.0 -0.1 20.0 -6.7 14.2 20.0 9.0 20.0 5.1 20.0 6.9 20.0 20.0 9.1 16.7 -20.0 -12.3 -20.0 -9.2 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 4.0 2.0 -20.0 -9.5 -2.0 -18.2 5.4 18.6 6.8 20.0 11.1 20.0 20.0 -7.8 -6.3 -8.4 -7.7 20.0 15.3 20.0 9.4 20.0 -18.9 20.0 20.0 10.7 20.0 4.5 20.0 3.5 20.0 20.0 20.0 19.5 -10.9 -20.0 -11.8 -20.0 SP400 -2.3 10.9 10.6 8.0 5.7 9.3 5.2 9.8 6.7 8.8 15.5 10.6 13.2 13.5 15.4 -6.9 -6.3 -6.7 -6.3 15.7 14.5 11.5 11.1 14.3 3.3 10.5 5.2 8.3 10.8 5.4 11.5 -1.0 18.1 6.5 7.1 5.1 -3.8 -20.0 -9.8 -20.0 SP500_micro -8.5 -9.7 -3.7 8.6 6.1 9.9 5.6 10.4 7.2 -6.4 15.8 -5.6 17.9 -1.1 10.9 -8.7 -9.5 -9.1 -9.1 1.9 10.4 -10.2 17.8 -4.9 -17.1 -0.8 -13.8 4.3 -9.0 9.0 -4.9 -6.2 -20.0 -20.0 -17.9 -11.2 10.6 -20.0 13.9 -20.0 SUGAR11 -9.8 -0.6 1.0 1.2 -13.0 -5.8 -1.2 -11.1 3.3 -12.4 -12.1 -13.2 -13.1 -12.7 -11.4 18.4 13.1 18.0 14.5 -9.5 -11.2 -12.4 -14.5 -11.4 -19.6 -4.8 -12.1 -6.9 -12.6 -10.8 -8.6 20.0 -13.6 -18.7 -10.0 -1.9 0.4 -18.1 5.3 -11.3 US10 12.8 -4.4 -6.7 3.6 20.0 -3.0 20.0 -4.6 16.9 16.0 3.5 16.0 8.8 8.9 -5.0 3.4 1.3 3.1 2.6 0.9 -0.3 20.0 2.4 10.8 -9.9 0.8 20.0 0.6 20.0 4.1 10.0 -3.8 9.4 7.5 -1.5 2.0 -13.7 -20.0 -12.6 -20.0 US10U 10.5 -4.8 -5.6 4.9 20.0 -4.0 20.0 -6.2 20.0 20.0 6.9 20.0 9.9 11.7 -7.1 3.4 0.7 3.2 2.1 1.6 0.5 20.0 3.2 14.7 -15.6 3.5 20.0 4.6 20.0 8.6 15.0 -4.8 13.4 7.2 3.0 6.2 -12.7 -6.7 -14.6 -20.0 US2 14.2 -3.4 -5.0 3.9 20.0 -3.2 20.0 -4.9 18.0 11.2 -4.1 14.5 0.0 7.1 -6.0 -9.5 -13.1 -9.6 -10.6 -0.6 -2.8 14.8 -1.5 7.7 13.7 -1.3 20.0 -3.0 17.6 0.3 8.1 -20.0 -2.0 4.5 -6.9 -2.2 -14.4 -20.0 -17.2 -20.0 US20 9.2 0.4 -3.8 3.4 20.0 -2.8 20.0 -4.4 15.9 15.9 4.3 15.4 1.3 10.6 -3.5 5.6 3.9 5.3 4.8 3.1 1.0 20.0 0.6 12.0 -10.0 5.3 20.0 4.6 20.0 4.9 11.9 0.4 8.2 4.8 9.3 5.4 -8.9 14.9 -4.7 -20.0 US30 8.1 0.7 -3.7 4.0 20.0 -3.3 20.0 -5.1 18.4 18.4 -1.8 17.3 -7.0 11.1 -8.7 3.0 -0.5 2.3 1.0 1.2 -1.8 20.0 -3.3 10.8 -5.7 4.0 20.0 2.6 20.0 2.0 12.0 -6.8 1.5 0.8 6.8 3.2 -9.9 11.2 -2.3 -17.3 US5 14.2 -4.3 -6.5 4.2 20.0 -3.5 20.0 -5.4 19.5 17.2 0.8 18.1 9.9 9.3 -6.2 1.0 -1.7 0.7 -0.2 0.8 -1.1 20.0 2.3 12.2 -7.5 1.3 20.0 0.1 20.0 4.3 12.5 -8.7 8.3 8.7 -1.7 2.7 -15.0 -20.0 -17.0 -20.0 VIX 12.4 8.0 -6.9 -1.4 12.6 -6.4 11.9 -5.5 6.3 7.0 -17.7 7.9 -17.2 3.8 -14.4 -20.0 -20.0 -20.0 -20.0 -4.0 -9.3 8.3 -8.9 3.7 NaN -3.3 17.5 -7.8 10.5 -6.4 4.0 NaN NaN NaN NaN NaN 0.5 -20.0 NaN NaN WHEAT 8.5 10.9 1.5 2.1 -20.0 -9.9 -2.1 -19.0 5.6 -11.2 -16.3 6.4 -20.0 9.5 -3.2 -18.7 -18.7 -18.9 -18.6 2.2 -6.3 4.0 -15.8 6.3 11.6 8.2 11.7 0.5 12.4 -7.4 12.4 -16.4 13.3 18.8 6.6 12.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3