******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260218_204015 produced at 2026-02-18 21:36:52.276641 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.52 0.0 0.00 0.00 0.00 0.00 -13.81 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 -39.06 59.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.12 0.0 999.00 -999.00 -0.22 -0.22 -13.50 999999999.0 -25 -25 caleb_strategy_v3 US2 False True 0.09 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -0.90 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 -5.35 11.0 -5 -5 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.26 -0.05 0.0 0.50 -0.50 -0.26 -0.26 -2.36 23.0 -12 -12 caleb_strategy_v3 DX False False 0.04 -0.04 -0.04 0.0 999.00 -999.00 -0.04 -0.04 -1.00 999999999.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.23 -0.04 0.0 0.72 -0.72 -0.23 -0.23 -2.78 48.0 -15 -15 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.61 3.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.03 0.0 0.92 -0.92 0.00 0.00 -0.40 13.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.00 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.38 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.02 0.0 0.12 -0.12 -0.06 -0.06 -3.60 18.0 -9 -9 caleb_strategy_v3 US5 False False 0.05 -0.14 -0.02 0.0 1.20 -1.20 -0.14 -0.14 -0.35 25.0 -3 -3 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 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.74 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.01 0.0 1.20 -1.20 -0.04 -0.04 -0.25 56.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.74 9.0 -3 -3 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 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -0.41 8.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.06 -0.01 0.0 0.90 -0.90 0.06 0.06 -0.15 14.0 1 1 caleb_strategy_v3 DOW False False 0.01 -0.18 -0.01 0.0 0.72 -0.72 -0.18 -0.20 -0.78 66.0 -17 -18 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.14 6.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.38 -0.38 -0.03 -0.03 -0.95 26.0 -2 -2 caleb_strategy_v3 CORN False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.14 12.0 0 0 caleb_strategy_v3 SOFR False True 0.11 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.12 11.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.01 0.0 0.84 -0.84 0.00 0.00 -0.15 17.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.05 999999999.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 -0.00 0.0 0.21 -0.21 0.03 0.02 -0.15 13.0 2 1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.44 -0.44 0.00 0.00 0.00 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.24 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.77 26.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 0.00 0.0 0.66 -0.66 0.00 0.00 0.00 13.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 0.00 0.0 0.32 -0.32 0.00 0.00 0.05 6.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.11 0.00 0.0 0.60 -0.60 0.11 0.11 0.05 17.0 3 3 caleb_strategy_v3 BUXL False False 0.06 -0.06 -0.00 0.0 0.23 -0.23 -0.06 -0.06 -0.01 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 0.25 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 0.28 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 1.71 68.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.01 0.0 0.93 -0.93 0.00 0.00 0.36 29.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.13 -0.13 0.04 0.04 0.47 3.0 1 1 caleb_strategy_v3 GBP False False 0.04 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 0.74 22.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.13 0.13 0.03 0.0 999.00 -999.00 0.13 0.13 0.25 999999999.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.04 0.0 999.00 -999.00 0.06 0.06 0.68 999999999.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.76 -0.76 0.00 0.00 3.11 58.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.31 0.05 0.0 0.31 -0.31 0.31 0.31 0.29 2.0 2 2 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.05 0.0 0.22 -0.22 0.05 0.05 10.60 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 1.55 4.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.06 0.0 1.15 -1.15 0.00 0.00 1.07 19.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.06 0.0 0.55 -0.55 0.00 0.00 2.22 21.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.06 0.0 0.72 -0.72 0.00 0.00 1.43 17.0 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 2.25 5.0 2 2 caleb_strategy_v3 BUND False False 0.07 0.27 0.07 0.0 0.67 -0.67 0.27 0.27 0.99 10.0 4 4 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.09 0.0 0.59 -0.59 0.08 0.08 5.74 36.0 5 5 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.10 0.0 0.64 -0.64 0.00 0.00 1.21 8.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.59 -0.59 0.00 0.00 3.92 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.28 0.13 0.0 0.63 -0.63 0.28 0.28 3.98 20.0 9 9 caleb_strategy_v3 CAC False True 0.04 0.00 0.16 0.0 0.00 0.00 0.00 0.00 3.69 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 2.20 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 3.34 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.30 0.0 0.63 -0.63 0.00 0.00 4.77 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.38 0.41 0.0 0.64 -0.64 0.38 0.45 6.43 10.0 6 7 caleb_strategy_v3 MXP False False 0.01 0.43 0.56 0.0 0.76 -0.76 0.43 0.43 44.51 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 2.55 0.0 1.27 -1.27 0.00 0.00 20.15 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.4 Shocked risk 45.1 Sum abs risk 50.8 Leverage 6.79 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2283922.44, 'annual_cash_vol_target': 570980.61, 'daily_cash_vol_target': 35686.288125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.7086 0.6682 10.6914 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1516 117.0300 0.1296 2.0732 BTP 0.3450 122.2200 0.2823 4.5167 BUND 0.3154 129.2800 0.2439 3.9030 BUXL 0.7558 111.8600 0.6757 10.8106 CAC 49.8686 8415.0000 0.5926 9.4818 CAD 0.0032 0.7308 0.4358 6.9728 CANOLA 5.8284 681.7000 0.8550 13.6797 CHF 0.0075 1.2974 0.5819 9.3099 COCOA 132.7767 3332.0000 3.9849 63.7583 COFFEE 5.1860 285.2000 1.8184 29.0942 COPPER 0.1138 5.6765 2.0053 32.0851 CORN 3.7850 460.5000 0.8219 13.1509 COTTON2 0.6504 61.6100 1.0557 16.8916 CRUDE_W 0.9994 60.3400 1.6563 26.5004 DAX 170.6849 25263.0000 0.6756 10.8101 DOW 350.5858 49603.0000 0.7068 11.3085 DX 0.4017 97.6400 0.4115 6.5833 EUR 0.0057 1.1800 0.4795 7.6717 EURIBOR-ICE 0.0297 97.7700 0.0304 0.4859 EUROSTX 43.6331 6101.0000 0.7152 11.4429 FEEDCOW 2.7345 367.9500 0.7432 11.8906 GASOIL 12.7267 703.0000 1.8103 28.9654 GASOLINE 0.0375 2.2035 1.7019 27.2308 GAS_US_mini 0.2151 3.0250 7.1118 113.7891 GBP 0.0070 1.3499 0.5202 8.3228 GOLD_micro 106.0723 4897.3000 2.1659 34.6549 HEATOIL 0.0490 2.4319 2.0168 32.2686 JGB-SGX-mini 0.2615 132.3500 0.1976 3.1610 JPY 0.0000 0.0065 0.6952 11.1232 LEANHOG 1.1266 92.5500 1.2173 19.4769 LIVECOW 1.8159 242.5250 0.7488 11.9800 LUMBER-new 7.1947 583.5000 1.2330 19.7285 MXP 0.0004 0.0579 0.6426 10.2814 NASDAQ_micro 219.2685 24896.5000 0.8807 14.0915 NIKKEI 795.6454 57430.0000 1.3854 22.1667 NZD 0.0043 0.5970 0.7135 11.4157 OAT 0.3081 123.0800 0.2503 4.0048 OATIES 4.9723 316.7500 1.5698 25.1167 OJ 8.0762 198.5000 4.0686 65.0981 PALLAD 72.0004 1709.5000 4.2118 67.3885 PLAT 95.6405 2022.1000 4.7298 75.6762 REDWHEAT 8.8489 562.7500 1.5724 25.1590 RICE 0.1654 10.3300 1.6014 25.6218 ROBUSTA 70.1778 3742.0000 1.8754 30.0065 RUSSELL 28.5233 2659.3000 1.0726 17.1614 SHATZ 0.0453 106.9600 0.0424 0.6781 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 85.3954 13698.0000 0.6234 9.9746 SOFR 0.0531 96.7150 0.0549 0.8780 SOYBEAN 7.8466 1115.7500 0.7033 11.2521 SOYMEAL 3.7969 310.5000 1.2228 19.5654 SOYOIL 0.6712 59.0200 1.1372 18.1957 SP400 30.2695 3590.2000 0.8431 13.4898 SP500_micro 45.6059 6883.2500 0.6626 10.6010 SUGAR11 0.2268 13.7700 1.6468 26.3491 US10 0.3167 112.9531 0.2804 4.4862 US10U 0.4064 115.7188 0.3512 5.6197 US2 0.0732 104.3438 0.0702 1.1228 US20 0.6298 117.5938 0.5356 8.5691 US30 0.8990 120.4688 0.7463 11.9407 US5 0.1938 109.5234 0.1770 2.8314 VIX 0.5663 20.3500 2.7828 44.5247 WHEAT 7.2645 590.0000 1.2313 19.7002 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 708.55 0.67 473.46 1.00 473.46 35686.29 75.37 20.00 150.75 BITCOIN 82.98 2.35 195.18 1.00 195.18 35686.29 182.84 -19.70 -360.16 BOBL 1170.30 0.13 151.64 1.18 179.57 35686.29 198.73 5.30 105.35 BTP 1222.20 0.28 345.02 1.18 408.56 35686.29 87.35 16.00 139.79 BUND 1292.80 0.24 315.36 1.18 373.44 35686.29 95.56 10.22 97.71 BUXL 1118.60 0.68 755.80 1.18 895.00 35686.29 39.87 -0.16 -0.62 CAC 841.50 0.59 498.69 1.18 590.53 35686.29 60.43 17.89 108.11 CAD 730.85 0.44 318.51 1.00 318.51 35686.29 112.04 1.22 13.67 CANOLA 136.34 0.85 116.57 0.73 85.43 35686.29 417.72 10.42 435.13 CHF 1621.75 0.58 943.64 1.00 943.64 35686.29 37.82 -4.05 -15.33 COCOA 333.20 3.98 1327.77 1.00 1327.77 35686.29 26.88 -14.57 -39.15 COFFEE 1069.50 1.82 1944.76 1.00 1944.76 35686.29 18.35 -5.80 -10.64 COPPER 1419.12 2.01 2845.80 1.00 2845.80 35686.29 12.54 5.02 6.30 CORN 230.25 0.82 189.25 1.00 189.25 35686.29 188.57 -2.49 -46.91 COTTON2 308.05 1.06 325.22 1.00 325.22 35686.29 109.73 -20.00 -219.46 CRUDE_W 603.40 1.66 999.40 1.00 999.40 35686.29 35.71 5.82 20.79 DAX 252.63 0.68 170.68 1.18 202.12 35686.29 176.56 5.15 90.95 DOW 248.02 0.71 175.29 1.00 175.29 35686.29 203.58 -1.64 -33.47 DX 976.40 0.41 401.75 1.00 401.75 35686.29 88.83 -4.34 -38.55 EUR 1475.00 0.48 707.24 1.00 707.24 35686.29 50.46 -1.13 -5.72 EURIBOR-ICE 2444.25 0.03 74.23 1.18 87.90 35686.29 405.99 14.53 589.80 EUROSTX 610.10 0.72 436.33 1.18 516.69 35686.29 69.07 16.88 116.61 FEEDCOW 1839.75 0.74 1367.23 1.00 1367.23 35686.29 26.10 14.00 36.54 GASOIL 703.00 1.81 1272.67 1.00 1272.67 35686.29 28.04 12.71 35.63 GASOLINE 925.47 1.70 1575.08 1.00 1575.08 35686.29 22.66 -0.50 -1.13 GAS_US_mini 75.62 7.11 537.83 1.00 537.83 35686.29 66.35 1.07 7.07 GBP 843.69 0.52 438.86 1.00 438.86 35686.29 81.32 3.52 28.65 GOLD_micro 489.73 2.17 1060.72 1.00 1060.72 35686.29 33.64 -2.20 -7.39 HEATOIL 1021.40 2.02 2059.94 1.00 2059.94 35686.29 17.32 6.23 10.80 JGB-SGX-mini 132350.00 0.20 26147.26 0.01 170.95 35686.29 208.76 -6.10 -127.37 JPY 809.69 0.70 562.90 1.00 562.90 35686.29 63.40 0.31 1.97 LEANHOG 370.20 1.22 450.65 1.00 450.65 35686.29 79.19 -0.30 -2.40 LIVECOW 970.10 0.75 726.36 1.00 726.36 35686.29 49.13 8.75 43.00 LUMBER-new 160.46 1.23 197.86 1.00 197.86 35686.29 180.37 -10.50 -189.34 MXP 289.55 0.64 186.06 1.00 186.06 35686.29 191.80 15.79 302.83 NASDAQ_micro 497.93 0.88 438.54 1.00 438.54 35686.29 81.38 -12.48 -101.55 NIKKEI 57430.00 1.39 79564.54 0.01 520.18 35686.29 68.60 7.71 52.92 NZD 597.00 0.71 425.95 1.00 425.95 35686.29 83.78 10.18 85.33 OAT 1230.80 0.25 308.07 1.18 364.81 35686.29 97.82 19.26 188.37 OATIES 158.38 1.57 248.62 1.00 248.62 35686.29 143.54 -8.59 -123.34 OJ 297.75 4.07 1211.44 1.00 1211.44 35686.29 29.46 -7.39 -21.76 PALLAD 1709.50 4.21 7200.04 1.00 7200.04 35686.29 4.96 1.49 0.74 PLAT 1011.05 4.73 4782.03 1.00 4782.03 35686.29 7.46 0.13 0.10 REDWHEAT 281.38 1.57 442.44 1.00 442.44 35686.29 80.66 -3.79 -30.56 RICE 206.60 1.60 330.84 1.00 330.84 35686.29 107.87 -9.07 -97.84 ROBUSTA 374.20 1.88 701.78 1.00 701.78 35686.29 50.85 -4.68 -23.82 RUSSELL 132.96 1.07 142.62 1.00 142.62 35686.29 250.23 2.06 51.66 SHATZ 1069.60 0.04 45.33 1.18 53.68 35686.29 664.83 4.94 328.72 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35686.29 5.80 12.83 7.44 SMI 1369.80 0.62 853.95 1.30 1110.23 35686.29 32.14 20.00 64.29 SOFR 2417.88 0.05 132.69 1.00 132.69 35686.29 268.95 -0.07 -1.94 SOYBEAN 557.88 0.70 392.33 1.00 392.33 35686.29 90.96 3.32 30.24 SOYMEAL 310.50 1.22 379.69 1.00 379.69 35686.29 93.99 -8.44 -79.32 SOYOIL 354.12 1.14 402.72 1.00 402.72 35686.29 88.61 2.90 25.69 SP400 3590.20 0.84 3026.95 1.00 3026.95 35686.29 11.79 7.32 8.63 SP500_micro 344.16 0.66 228.03 1.00 228.03 35686.29 156.50 -7.63 -119.46 SUGAR11 154.22 1.65 253.98 1.00 253.98 35686.29 140.51 -10.51 -147.66 US10 1129.53 0.28 316.70 1.00 316.70 35686.29 112.68 -1.07 -12.08 US10U 1157.19 0.35 406.44 1.00 406.44 35686.29 87.80 0.02 0.14 US2 2086.88 0.07 146.44 1.00 146.44 35686.29 243.69 -2.92 -71.19 US20 1175.94 0.54 629.80 1.00 629.80 35686.29 56.66 3.49 19.76 US30 1204.69 0.75 899.05 1.00 899.05 35686.29 39.69 0.97 3.85 US5 1095.23 0.18 193.81 1.00 193.81 35686.29 184.13 -1.51 -27.74 VIX 203.50 2.78 566.30 1.00 566.30 35686.29 63.02 -8.67 -54.62 WHEAT 295.00 1.23 363.22 1.00 363.22 35686.29 98.25 -5.63 -55.36 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 150.747 0.010 2.5 3.917 BITCOIN -360.156 0.043 2.5 -39.055 BOBL 105.355 0.004 2.5 1.070 BTP 139.793 0.014 2.5 4.775 BUND 97.705 0.004 2.5 0.992 BUXL -0.622 0.004 2.5 -0.006 CAC 108.114 0.014 2.5 3.693 CAD 13.665 0.010 2.5 0.355 CANOLA 435.130 0.010 2.5 10.601 CHF -15.335 0.010 2.5 -0.398 COCOA -39.151 0.010 2.5 -0.954 COFFEE -10.636 0.005 2.5 -0.141 COPPER 6.298 0.043 2.5 0.683 CORN -46.908 0.010 2.5 -1.143 COTTON2 -219.463 0.010 2.5 -5.347 CRUDE_W 20.786 0.043 2.5 2.254 DAX 90.954 0.014 2.5 3.107 DOW -33.466 0.009 2.5 -0.779 DX -38.548 0.010 2.5 -1.002 EUR -5.721 0.010 2.5 -0.149 EURIBOR-ICE 589.795 0.014 2.5 20.145 EUROSTX 116.609 0.014 2.5 3.983 FEEDCOW 36.540 0.013 2.5 1.213 GASOIL 35.630 0.017 2.5 1.547 GASOLINE -1.131 0.017 2.5 -0.049 GAS_US_mini 7.071 0.043 2.5 0.767 GBP 28.647 0.010 2.5 0.744 GOLD_micro -7.393 0.014 2.5 -0.253 HEATOIL 10.796 0.017 2.5 0.469 JGB-SGX-mini -127.375 0.043 2.5 -13.812 JPY 1.968 0.010 2.5 0.051 LEANHOG -2.399 0.024 2.5 -0.146 LIVECOW 43.000 0.013 2.5 1.427 LUMBER-new -189.339 0.010 2.5 -4.613 MXP 302.830 0.059 2.5 44.510 NASDAQ_micro -101.552 0.009 2.5 -2.363 NIKKEI 52.924 0.043 2.5 5.739 NZD 85.331 0.010 2.5 2.217 OAT 188.370 0.014 2.5 6.434 OATIES -123.341 0.010 2.5 -3.005 OJ -21.763 0.010 2.5 -0.530 PALLAD 0.736 0.014 2.5 0.025 PLAT 0.098 0.014 2.5 0.003 REDWHEAT -30.556 0.005 2.5 -0.406 RICE -97.840 0.010 2.5 -2.384 ROBUSTA -23.824 0.005 2.5 -0.316 RUSSELL 51.664 0.013 2.5 1.714 SHATZ 328.721 0.004 2.5 3.338 SILVER-mini 7.441 0.014 2.5 0.254 SMI 64.286 0.014 2.5 2.196 SOFR -1.943 0.024 2.5 -0.118 SOYBEAN 30.237 0.004 2.5 0.282 SOYMEAL -79.316 0.004 2.5 -0.739 SOYOIL 25.688 0.004 2.5 0.239 SP400 8.629 0.013 2.5 0.286 SP500_micro -119.464 0.009 2.5 -2.780 SUGAR11 -147.664 0.010 2.5 -3.598 US10 -12.075 0.005 2.5 -0.153 US10U 0.137 0.005 2.5 0.002 US2 -71.186 0.005 2.5 -0.903 US20 19.761 0.005 2.5 0.251 US30 3.848 0.005 2.5 0.049 US5 -27.745 0.005 2.5 -0.352 VIX -54.624 0.099 2.5 -13.502 WHEAT -55.362 0.005 2.5 -0.735 ===================== Position diags ===================== AUD 1.96 BITCOIN 19.83 BOBL 2.02 BTP 2.98 BUND 0.97 BUXL 0.40 CAC 2.06 CAD 2.91 CANOLA 10.18 CHF 0.98 COCOA 0.65 COFFEE 0.24 COPPER 1.36 CORN 4.59 COTTON2 2.67 CRUDE_W 3.87 DAX 6.03 DOW 4.74 DX 2.31 EUR 1.31 EURIBOR-ICE 13.87 EUROSTX 2.36 FEEDCOW 0.87 GASOIL 1.22 GASOLINE 0.98 GAS_US_mini 7.20 GBP 2.11 GOLD_micro 1.15 HEATOIL 0.75 JGB-SGX-mini 22.64 JPY 1.65 LEANHOG 4.82 LIVECOW 1.63 LUMBER-new 4.39 MXP 28.19 NASDAQ_micro 1.89 NIKKEI 7.44 NZD 2.18 OAT 3.34 OATIES 3.50 OJ 0.72 PALLAD 0.17 PLAT 0.25 REDWHEAT 1.07 RICE 2.63 ROBUSTA 0.68 RUSSELL 8.30 SHATZ 6.75 SILVER-mini 0.20 SMI 1.10 SOFR 16.37 SOYBEAN 0.85 SOYMEAL 0.88 SOYOIL 0.83 SP400 0.39 SP500_micro 3.64 SUGAR11 3.42 US10 1.43 US10U 1.11 US2 3.09 US20 0.72 US30 0.50 US5 2.34 VIX 15.58 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 -39.1 -41.0 -37.1 0.0 0 BOBL 1.1 0.9 1.3 0.0 0 BTP 4.8 4.5 5.1 0.0 0 BUND 1.0 0.9 1.1 4.0 4 BUXL -0.0 -0.0 0.0 -1.0 -1 CAC 3.7 3.5 3.9 0.0 0 CAD 0.4 0.1 0.6 0.0 0 CANOLA 10.6 9.6 11.6 11.0 11 CHF -0.4 -0.5 -0.3 0.0 0 COCOA -1.0 -1.0 -0.9 -2.0 -2 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER 0.7 0.5 0.8 1.0 1 CORN -1.1 -1.6 -0.7 0.0 0 COTTON2 -5.3 -5.6 -5.1 -5.0 -5 CRUDE_W 2.3 1.9 2.6 2.0 2 DAX 3.1 2.5 3.7 0.0 0 DOW -0.8 -1.3 -0.3 -17.0 -17 DX -1.0 -1.2 -0.8 -1.0 -1 EUR -0.1 -0.3 -0.0 1.0 1 EURIBOR-ICE 20.1 18.8 21.5 0.0 0 EUROSTX 4.0 3.7 4.2 9.0 9 FEEDCOW 1.2 1.1 1.3 0.0 0 GASOIL 1.5 1.4 1.7 0.0 0 GASOLINE -0.0 -0.1 0.0 0.0 0 GAS_US_mini 0.8 0.0 1.5 0.0 0 GBP 0.7 0.5 1.0 0.0 0 GOLD_micro -0.3 -0.4 -0.1 -2.0 -2 HEATOIL 0.5 0.4 0.5 1.0 1 JGB-SGX-mini -13.8 -16.1 -11.5 0.0 0 JPY 0.1 -0.1 0.2 3.0 3 LEANHOG -0.1 -0.6 0.3 2.0 2 LIVECOW 1.4 1.3 1.6 0.0 0 LUMBER-new -4.6 -5.1 -4.2 0.0 0 MXP 44.5 41.7 47.3 34.0 34 NASDAQ_micro -2.4 -2.6 -2.2 -12.0 -12 NIKKEI 5.7 5.0 6.5 5.0 5 NZD 2.2 2.0 2.4 0.0 0 OAT 6.4 6.1 6.8 6.0 6 OATIES -3.0 -3.4 -2.7 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 -0.4 -0.5 -0.3 0.0 0 RICE -2.4 -2.6 -2.1 -3.0 -3 ROBUSTA -0.3 -0.4 -0.2 0.0 0 RUSSELL 1.7 0.9 2.5 0.0 0 SHATZ 3.3 2.7 4.0 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 2.2 2.1 2.3 0.0 0 SOFR -0.1 -1.8 1.5 NaN 0 SOYBEAN 0.3 0.2 0.4 0.0 0 SOYMEAL -0.7 -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 -2.8 -3.1 -2.4 -15.0 -15 SUGAR11 -3.6 -3.9 -3.3 -9.0 -9 US10 -0.2 -0.3 -0.0 0.0 0 US10U 0.0 -0.1 0.1 0.0 0 US2 -0.9 -1.2 -0.6 NaN 0 US20 0.3 0.2 0.3 0.0 0 US30 0.0 -0.0 0.1 0.0 0 US5 -0.4 -0.6 -0.1 -3.0 -3 VIX -13.5 -15.1 -11.9 -25.0 -25 WHEAT -0.7 -0.9 -0.6 -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 0.4 0.5 0.4 0.1 0.1 0.2 0.1 0.2 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 0.1 0.6 0.6 0.5 -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 0.1 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 0.7 0.2 0.7 -0.1 0.1 0.6 0.5 0.1 0.7 0.5 0.7 BUND 0.5 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 0.3 0.1 -0.0 0.2 -0.3 0.2 0.0 0.1 0.2 -0.1 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 0.3 0.2 -0.1 0.1 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 -0.0 -0.1 0.2 -0.5 0.1 0.5 -0.0 0.2 -0.4 0.2 -0.7 0.1 -0.0 -0.1 -0.4 0.2 -0.3 -0.2 0.7 0.1 0.4 CAC 0.3 0.0 0.2 0.1 0.1 0.4 0.1 0.5 0.1 0.2 0.5 0.2 0.7 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.2 0.4 0.2 1.1 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.4 0.4 -0.2 -0.3 0.5 0.7 0.4 0.7 CAD 0.2 0.1 0.4 0.2 -0.0 0.2 0.1 0.2 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 0.0 0.1 2.5 0.1 -0.1 0.2 -0.0 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 -0.0 0.0 -0.2 -0.2 -0.1 -0.6 0.0 0.1 -0.2 0.2 -0.1 0.2 0.2 -0.4 -0.3 -0.4 -0.4 0.2 0.0 0.2 -0.1 0.2 1.9 0.2 0.2 0.0 0.2 -0.2 0.2 -0.7 0.5 0.6 0.6 0.4 0.3 0.7 0.4 0.7 CHF 0.3 0.2 -0.1 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 0.0 0.0 0.2 0.0 0.0 -0.2 -0.3 -0.3 -0.3 0.1 0.0 0.0 0.1 0.1 -0.1 0.1 0.0 0.1 0.0 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 -0.5 0.0 -0.2 -0.2 -0.1 -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 -0.1 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 -0.1 0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 -0.2 0.1 0.1 -0.0 0.7 0.7 0.7 0.7 CORN 0.3 -0.1 0.1 0.0 -0.2 -0.3 -0.1 -0.7 0.0 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 1.6 0.0 0.2 -0.1 0.2 -0.3 0.1 -1.1 0.5 0.6 -0.4 0.2 0.0 -0.2 0.2 -0.0 COTTON2 -0.3 -0.0 -0.0 0.0 -0.2 -0.3 -0.1 -0.7 0.0 -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 -0.1 -0.7 -0.2 -1.1 0.2 -0.6 -0.6 -0.4 -0.4 -0.5 -0.3 -0.3 CRUDE_W 0.3 0.5 0.1 0.1 -0.1 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 0.2 -0.1 -0.2 -0.3 0.4 0.7 0.1 0.3 DAX -0.3 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 0.1 0.4 0.1 -1.8 0.0 0.1 0.2 0.1 0.3 0.0 -0.2 0.1 -0.5 -0.1 -0.1 0.4 0.7 0.3 0.7 DOW -0.1 -0.1 0.2 0.1 0.1 0.2 0.1 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 0.4 0.1 -1.2 0.1 -0.0 0.2 0.0 0.3 0.0 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.2 -0.2 0.0 0.1 -0.0 0.2 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.4 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 0.0 -0.1 -0.1 -2.7 -0.1 0.1 -0.2 -0.0 -0.2 -0.1 0.9 -0.1 -0.6 -0.6 -0.5 0.2 0.7 0.4 0.7 EUR 0.1 0.0 -0.2 0.1 -0.0 0.2 0.1 0.2 0.1 -0.1 0.1 -0.1 0.4 0.0 0.0 -0.1 -0.2 -0.2 -0.2 0.1 0.0 -0.0 0.2 0.0 0.8 0.1 -0.1 0.2 -0.0 0.2 0.1 -0.4 -0.1 -0.1 -0.2 0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.6 0.5 -0.3 0.0 0.2 -0.1 0.2 -0.1 0.2 0.1 -0.1 0.2 0.2 0.2 0.1 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 0.0 0.3 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 0.5 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 0.2 0.5 0.1 0.6 0.1 0.7 0.0 -0.0 0.3 0.4 0.3 0.7 0.2 0.7 FEEDCOW -0.0 0.6 0.6 0.0 -0.2 -0.2 -0.1 -0.5 0.0 0.1 0.4 0.2 0.6 0.2 0.2 0.4 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 0.3 0.4 0.1 0.7 0.7 0.7 0.7 GASOIL 0.2 0.4 -0.1 0.1 0.1 0.2 0.0 0.1 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.1 0.1 0.1 -0.3 0.1 0.2 0.3 0.1 0.3 0.1 1.1 0.3 -0.0 0.2 0.1 -0.1 0.7 -0.3 0.2 GASOLINE 0.3 0.5 0.0 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.0 0.1 -2.1 0.1 0.1 0.1 0.1 -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 0.0 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 -0.1 -0.2 -0.5 -0.2 0.2 -0.3 0.1 -0.7 GBP -0.1 0.2 0.1 0.2 -0.0 0.2 0.1 0.2 0.1 -0.1 0.2 -0.1 0.4 -0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.2 0.0 0.0 0.1 -0.1 0.3 -0.0 0.3 0.1 0.4 -0.3 -0.2 -0.1 0.1 -0.2 -0.2 -0.0 -0.3 GOLD_micro -0.6 -0.4 -0.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.2 -0.0 0.2 0.0 0.0 -0.1 -0.2 -0.1 -0.2 0.1 0.1 -0.0 0.2 0.0 -2.4 0.1 0.0 0.2 0.0 0.3 0.0 -0.3 0.1 0.6 0.6 0.4 0.5 0.2 -0.2 -0.5 HEATOIL 0.2 0.4 -0.0 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.0 0.4 0.3 0.4 0.4 0.1 0.0 0.1 0.1 0.1 -1.9 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.1 -0.1 -0.1 -0.0 0.3 0.4 -0.2 -0.3 JGB-SGX-mini 0.6 0.3 -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 -0.3 0.1 -0.4 -0.0 0.3 -0.1 -0.0 -0.5 -0.6 -0.2 -0.7 0.0 -0.7 JPY 0.4 0.5 0.0 0.1 -0.0 0.1 0.0 0.1 0.1 0.0 -0.2 0.0 -0.3 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.0 -0.2 0.0 2.7 0.0 0.0 -0.1 0.1 -0.3 0.1 -0.5 0.2 0.0 -0.2 -0.4 -0.2 -0.5 -0.0 -0.6 LEANHOG -0.5 0.5 0.2 0.0 -0.2 -0.3 -0.1 -0.7 0.0 -0.1 0.4 -0.2 0.6 0.0 0.2 -0.4 -0.1 -0.4 -0.4 0.1 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 0.1 0.4 0.3 0.0 -0.2 -0.2 -0.1 -0.5 0.0 0.1 0.3 0.2 0.5 0.2 0.2 0.1 0.1 -0.0 0.0 0.2 0.2 0.1 0.5 0.2 -2.7 0.0 0.0 0.1 0.1 0.4 0.1 1.1 0.0 0.4 0.1 -0.2 0.7 0.7 0.7 0.7 LUMBER-new 0.0 0.7 -0.3 0.0 -0.2 -0.2 -0.1 -0.6 0.0 -0.1 -0.5 -0.1 -0.7 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.2 -0.1 -0.6 -0.0 NaN -0.1 -0.1 -0.5 -0.1 -0.8 -0.0 -1.2 0.3 -0.5 -0.2 -0.6 0.0 0.8 0.2 0.8 MXP -0.2 0.1 0.2 0.2 -0.0 0.3 0.1 0.2 0.2 0.1 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 -0.0 0.5 0.1 0.7 0.2 1.1 0.1 -0.1 0.6 0.6 0.3 0.3 0.7 0.4 NASDAQ_micro -0.5 -0.4 -0.2 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 0.2 -0.1 0.4 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 0.3 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.3 -0.1 -0.2 -0.5 -0.6 -0.6 -0.5 0.2 -0.7 0.3 -0.7 NIKKEI 0.2 -0.2 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 0.3 0.4 0.4 0.3 -0.3 0.0 -0.5 0.2 NZD 0.2 0.6 0.5 0.1 -0.0 0.2 0.1 0.1 0.1 -0.0 0.1 0.0 -0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.0 0.1 1.6 0.1 -0.1 0.1 -0.0 -0.0 0.1 0.0 -0.2 0.1 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.5 0.5 0.1 0.1 0.2 -0.1 0.2 -0.2 0.2 0.2 0.4 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 0.0 0.6 0.6 0.5 0.1 0.7 0.4 0.7 OATIES 0.3 0.2 -0.1 0.0 -0.2 -0.2 -0.1 -0.4 0.0 0.1 -0.3 0.1 -0.4 0.1 -0.0 -0.1 -0.2 -0.2 -0.3 -0.0 -0.1 0.1 -0.3 0.0 -0.3 -0.0 0.2 -0.3 0.1 -0.6 0.1 -0.4 0.4 0.3 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 0.2 -0.2 0.1 0.1 -0.5 -0.6 -0.3 -0.6 PALLAD -0.6 -0.0 -0.1 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.1 -0.1 0.1 -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 -0.1 -0.3 -0.2 0.4 -0.0 -0.1 -0.2 PLAT -0.6 -0.1 -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 0.0 -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 -0.1 0.1 0.7 0.3 0.1 -0.1 REDWHEAT 0.2 0.3 0.3 0.0 -0.2 -0.2 -0.1 -0.6 0.0 0.1 -0.2 0.1 -0.6 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 -0.0 0.1 -0.3 0.1 1.0 0.1 0.2 0.1 0.2 -0.2 0.1 -0.7 0.5 0.6 0.2 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.3 0.6 0.6 0.0 -0.1 -0.1 -0.1 -0.3 0.0 -0.1 -0.2 -0.0 -0.3 0.1 0.1 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 -0.1 -0.4 0.0 0.2 0.1 -0.2 -0.1 -0.2 -0.6 0.0 -0.8 -0.2 0.1 0.4 0.1 -0.5 -0.6 -0.3 -0.6 ROBUSTA -0.4 -0.1 -0.3 0.0 -0.1 -0.1 -0.1 -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 -0.0 -0.4 -0.2 -0.3 0.1 0.2 0.4 0.5 RUSSELL -0.5 0.1 0.2 0.1 0.1 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 0.4 0.0 0.9 0.1 0.0 0.3 -0.0 0.3 0.0 0.1 -0.2 -0.5 0.0 0.0 -0.2 -0.7 -0.5 -0.7 SHATZ 0.4 0.4 -0.2 0.1 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 0.2 -1.1 -0.4 -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 0.2 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 0.7 0.2 1.1 0.3 0.5 0.4 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.6 -0.0 -0.4 0.1 0.2 -0.1 0.2 -0.2 0.2 0.1 -0.1 0.2 0.4 0.1 -0.0 0.2 0.1 0.2 0.2 0.0 -0.0 0.2 0.1 0.2 -2.7 0.1 0.2 0.0 0.2 0.1 0.2 0.3 0.3 0.5 0.2 0.1 -0.4 -0.4 -0.5 -0.7 SOYBEAN 0.6 0.1 0.0 0.0 -0.2 -0.3 -0.1 -0.7 0.0 0.2 0.2 0.2 0.3 0.2 0.0 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.0 0.2 -0.9 0.2 0.2 0.3 0.2 0.2 0.2 0.4 0.5 0.6 0.4 0.6 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.4 -0.2 -0.1 0.0 -0.2 -0.2 -0.0 -0.4 0.0 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 0.6 -0.1 0.6 -0.7 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.1 0.0 -0.2 -0.2 -0.1 -0.6 0.0 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 -0.0 0.4 0.4 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 0.4 0.1 0.1 0.2 0.1 0.2 0.1 -0.1 0.3 0.1 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 -0.0 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 0.1 0.0 -0.1 -0.2 -0.1 -0.4 0.0 -0.0 -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 0.0 -0.2 -0.1 -0.4 -0.1 1.1 -0.1 -0.5 -0.3 -0.0 0.0 -0.6 0.2 -0.4 US10 0.5 -0.1 -0.2 0.1 0.2 -0.1 0.2 -0.2 0.2 0.1 0.1 0.2 0.3 0.1 -0.0 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 0.2 0.1 -0.2 0.2 0.2 -0.0 0.1 -0.4 -0.7 -0.4 -0.7 US10U 0.4 -0.1 -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 0.1 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 0.1 0.2 -0.1 0.2 -0.2 0.2 0.0 -0.1 0.1 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 0.1 -0.1 0.2 0.0 0.1 -1.1 -0.1 0.1 -0.2 -0.1 -0.5 -0.7 -0.5 -0.7 US20 0.3 0.0 -0.1 0.0 0.2 -0.1 0.2 -0.1 0.2 0.1 0.1 0.2 0.1 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 0.2 0.0 0.2 0.1 0.3 0.2 -0.3 0.5 -0.2 -0.7 US30 0.3 0.1 -0.1 0.1 0.2 -0.1 0.2 -0.2 0.2 0.1 -0.0 0.2 -0.2 0.1 -0.1 0.1 -0.0 0.0 0.0 0.0 -0.0 0.2 -0.1 0.1 -0.8 0.1 0.2 0.1 0.2 0.1 0.2 -0.4 0.1 -0.0 0.2 0.1 -0.3 0.4 -0.1 -0.6 US5 0.5 -0.1 -0.2 0.1 0.2 -0.1 0.2 -0.2 0.2 0.1 0.0 0.2 0.4 0.1 -0.0 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 0.2 -0.5 0.2 0.2 -0.0 0.1 -0.5 -0.7 -0.5 -0.7 VIX 0.7 0.5 -0.4 -0.0 0.2 -0.3 0.2 -0.3 0.1 0.1 -0.7 0.2 -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 -0.0 0.2 -0.3 0.3 -0.4 0.1 NaN NaN NaN NaN NaN 0.0 -1.1 NaN NaN WHEAT 0.3 0.4 0.1 0.0 -0.2 -0.3 -0.1 -0.6 0.0 0.0 -0.4 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 1.5 0.1 0.2 0.0 0.2 -0.3 0.2 -0.9 0.5 0.6 0.3 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 10.8 14.5 13.2 12.6 6.8 7.6 9.0 4.5 13.2 7.9 13.7 12.2 10.7 13.4 14.3 1.0 -0.4 0.7 0.2 20.0 14.8 14.7 8.5 20.0 11.1 20.0 6.4 14.4 15.8 7.5 20.0 6.1 4.1 20.0 17.6 16.5 -2.0 20.0 2.7 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 -3.6 0.5 -20.0 -17.6 BOBL 16.4 12.1 -5.5 5.6 20.0 -2.8 20.0 -5.2 20.0 17.7 -6.8 20.0 -5.6 20.0 1.9 -20.0 -3.9 -18.2 -9.0 7.0 -3.1 20.0 -6.9 18.0 3.6 7.5 20.0 -5.9 20.0 -9.3 20.0 -16.4 -4.2 1.0 16.2 -5.9 6.2 20.0 17.1 20.0 BTP 9.3 9.7 -0.7 6.7 20.0 -3.3 20.0 -6.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 17.6 11.6 15.7 13.5 15.9 12.9 20.0 14.8 20.0 -20.0 20.0 20.0 17.8 20.0 18.4 20.0 14.1 -6.1 1.6 20.0 16.1 4.0 20.0 14.0 20.0 BUND 15.0 9.5 -3.8 6.3 20.0 -3.1 20.0 -5.7 20.0 20.0 -7.5 20.0 -13.6 20.0 0.3 20.0 8.9 17.4 12.6 6.3 -4.0 20.0 -9.6 19.3 0.1 9.1 20.0 -5.1 20.0 -9.9 20.0 10.7 2.4 0.9 16.7 -4.6 2.2 20.0 10.9 20.0 BUXL 8.6 5.9 -3.9 5.7 20.0 -2.8 20.0 -5.2 20.0 19.1 -16.9 17.9 -20.0 10.1 -12.9 5.2 3.8 5.0 4.5 -3.7 -13.2 17.3 -20.0 7.8 3.8 -2.4 20.0 -14.5 20.0 -20.0 13.6 -0.2 -5.2 -13.6 4.9 -10.4 -5.7 20.0 2.7 11.8 CAC 8.5 1.4 5.0 12.6 11.9 14.3 9.8 15.0 10.8 20.0 18.3 20.0 20.0 14.8 13.6 -5.9 -3.3 -5.6 -4.5 13.5 14.1 20.0 14.9 18.0 8.0 10.9 20.0 9.1 20.0 6.7 17.4 3.2 14.7 10.8 -6.2 -9.4 15.6 20.0 12.6 20.0 CAD 5.4 4.3 11.5 14.3 -0.7 8.9 6.9 5.3 13.7 -11.3 2.4 -1.1 2.1 5.1 8.8 -6.4 -7.4 -7.1 -7.4 8.1 4.9 -2.5 0.5 5.8 18.8 10.5 -11.5 6.0 -0.3 1.3 9.3 -6.4 -5.3 -3.0 -9.6 2.3 -20.0 -20.0 -20.0 -20.0 CANOLA 17.4 20.0 -1.2 0.5 -20.0 -8.4 -8.7 -15.7 1.0 14.0 -7.6 17.7 -3.9 19.9 14.9 -19.0 -15.0 -18.6 -17.5 15.0 1.0 18.9 -5.0 20.0 14.4 16.6 20.0 0.6 20.0 -6.8 20.0 -12.3 20.0 20.0 20.0 11.0 7.8 20.0 12.6 20.0 CHF 9.3 7.5 -3.5 6.9 -0.3 4.3 3.3 2.6 6.6 -0.8 1.8 2.4 6.2 4.0 3.3 -12.2 -15.9 -14.6 -15.2 5.6 3.8 2.3 3.3 5.7 -1.0 6.2 0.2 4.3 3.9 3.7 6.7 -20.0 3.3 6.4 1.7 0.6 -11.1 -20.0 -9.6 -20.0 COCOA -20.0 -20.0 -20.0 0.2 -7.7 -2.8 -2.9 -5.2 0.3 -6.2 -6.8 -6.9 -5.0 -7.0 -6.9 -5.5 3.9 -4.2 -1.5 -16.2 -13.8 -16.6 -8.5 -17.0 -20.0 -9.4 -10.9 -8.5 -11.5 -4.3 -10.1 17.6 -10.9 -15.5 -17.6 -10.8 2.4 1.2 7.5 6.2 COFFEE -20.0 -20.0 -14.3 0.4 -20.0 -7.3 -7.5 -13.7 0.9 -12.6 2.3 -16.3 8.1 -16.7 -16.4 17.8 19.0 20.0 20.0 -20.0 -10.8 -20.0 6.9 -20.0 -20.0 -18.7 3.4 -6.2 -10.5 11.2 -20.0 20.0 7.7 -20.0 -20.0 -20.0 20.0 17.4 20.0 20.0 COPPER -15.6 -0.0 9.1 2.2 -0.3 5.0 -1.3 6.1 -0.5 -6.4 4.7 -5.6 3.9 -0.6 3.7 -6.0 -6.3 -6.6 -6.5 3.7 5.3 -4.7 4.4 -0.5 -1.1 2.6 -3.0 3.9 -1.3 4.6 0.6 -1.4 -7.6 2.9 2.0 -1.4 20.0 20.0 20.0 20.0 CORN 8.7 -2.3 2.1 0.6 -20.0 -9.7 -10.0 -18.2 1.2 0.4 0.7 13.9 -11.1 7.8 -1.6 -20.0 -20.0 -20.0 -20.0 -0.3 -3.9 6.5 -9.7 5.0 11.7 0.1 20.0 -3.4 20.0 -7.6 10.0 -20.0 20.0 20.0 -12.0 5.0 1.3 -6.8 6.5 -0.2 COTTON2 -10.5 -0.4 -1.2 0.6 -20.0 -10.2 -10.5 -19.0 1.3 -2.9 -20.0 -15.1 -20.0 -17.4 -20.0 -20.0 -19.2 -20.0 -20.0 -17.3 -18.4 -13.8 -20.0 -17.6 -8.3 -20.0 4.0 -20.0 -10.4 -20.0 -20.0 -19.9 8.6 -20.0 -20.0 -13.0 -11.0 -14.8 -9.5 -7.7 CRUDE_W 8.7 16.0 4.3 11.8 -7.9 7.7 -1.4 3.8 9.1 -14.4 -5.6 3.6 -10.2 12.2 10.6 3.6 4.0 2.1 2.4 6.7 0.8 -0.9 -4.4 7.1 6.7 7.0 -6.9 0.3 1.8 -5.5 7.9 -0.7 6.4 -4.5 -7.0 -10.3 10.7 20.0 3.8 10.1 DAX -9.9 5.9 2.6 10.0 9.5 11.3 7.7 11.9 8.6 15.9 10.8 12.8 16.9 2.1 10.2 -9.2 -7.5 -8.8 -7.9 7.4 9.9 9.3 14.9 5.4 -13.5 4.6 15.4 6.3 7.0 9.0 2.6 -3.3 6.2 -15.7 -3.0 -3.1 11.8 20.0 8.7 20.0 DOW -3.9 -2.4 4.8 7.2 6.9 8.2 5.6 8.6 6.2 -0.5 13.3 1.6 13.8 7.0 11.8 -6.9 -8.0 -7.3 -7.5 8.6 12.0 0.6 13.2 4.8 -8.9 5.8 -3.2 8.0 0.7 8.9 3.8 -3.5 -8.4 -3.4 -3.4 3.6 -2.5 -20.0 -7.3 -20.0 DX -5.3 -6.7 1.4 10.7 -0.5 6.7 5.2 4.0 10.4 5.7 -1.9 -0.8 -9.8 -4.5 -5.8 4.7 6.0 5.4 5.6 -6.1 -4.2 0.5 -4.7 -5.1 -20.0 -8.9 8.6 -6.2 -0.4 -4.5 -7.2 16.4 -2.5 -20.0 -20.0 -15.0 4.9 20.0 10.7 20.0 EUR 1.7 0.0 -5.6 11.3 -0.5 7.0 5.4 4.2 10.9 -8.6 2.6 -4.8 11.0 1.1 3.4 -6.5 -7.9 -7.5 -7.7 4.8 4.5 -2.4 6.2 3.1 6.0 8.4 -8.5 7.0 -0.7 6.7 6.6 -7.0 -3.1 -2.6 -5.3 1.7 -9.2 -20.0 -5.6 -20.0 EURIBOR-ICE 20.0 14.8 -8.5 4.3 17.4 -2.1 20.0 -3.9 15.7 12.7 -2.8 15.9 4.3 15.7 5.0 13.4 12.0 13.5 13.1 8.8 0.7 20.0 0.6 18.1 -2.1 8.2 18.3 -2.5 20.0 -3.1 20.0 14.6 1.9 8.0 16.4 -4.3 16.4 20.0 20.0 20.0 EUROSTX -5.5 6.3 10.4 10.9 10.4 12.5 8.5 13.1 9.4 15.1 20.0 13.2 20.0 16.3 18.4 9.2 1.5 6.6 3.6 17.9 20.0 11.5 20.0 12.2 -8.5 15.5 18.1 18.6 10.8 16.5 10.5 13.7 1.7 -1.0 8.8 10.9 10.4 20.0 5.4 20.0 FEEDCOW -1.2 20.0 18.7 0.5 -20.0 -7.9 -8.2 -14.8 1.0 16.7 14.4 14.9 15.7 17.6 17.2 17.6 10.5 14.7 13.5 20.0 20.0 14.6 20.0 19.9 -20.0 10.1 -0.7 13.5 1.4 20.0 6.4 20.0 -2.1 7.8 12.2 3.1 20.0 20.0 20.0 20.0 GASOIL 6.3 11.3 -2.4 10.5 8.5 6.8 4.5 3.4 9.1 5.7 7.3 5.3 8.7 12.0 7.4 18.4 16.1 18.3 17.7 8.7 6.2 9.1 4.5 9.6 -2.5 11.5 17.5 10.0 8.9 7.4 10.2 20.0 13.4 -0.2 4.6 3.9 -1.6 20.0 -9.8 5.4 GASOLINE 8.9 14.9 0.8 11.5 9.4 7.5 4.9 3.7 10.0 8.0 6.6 10.7 2.9 15.0 12.9 -20.0 -20.0 -20.0 -20.0 9.8 4.8 7.8 1.3 11.2 -16.0 10.4 10.1 4.3 9.1 -0.0 11.7 -20.0 3.0 -2.9 -1.9 -5.1 8.3 20.0 -0.7 20.0 GAS_US_mini -1.9 2.7 6.0 4.4 3.6 2.9 1.9 1.4 3.8 -6.5 -2.5 -6.2 -4.5 -2.7 -2.1 20.0 -6.7 20.0 20.0 -0.7 -0.8 -4.1 -1.2 -2.0 11.7 -1.3 -1.4 -1.3 -1.8 -1.2 -1.4 -6.7 -4.3 -5.0 -14.5 -5.7 7.1 -9.7 3.7 -20.0 GBP -2.1 6.3 4.0 14.3 -0.7 9.0 6.9 5.3 13.8 -13.6 7.1 -8.3 12.5 -0.2 9.8 0.0 0.1 0.2 0.1 8.2 7.6 -8.4 7.1 2.2 0.2 12.9 -8.3 11.1 -2.0 9.4 7.6 6.6 -12.2 -7.5 -1.8 4.4 -5.9 -6.9 -1.0 -9.1 GOLD_micro -20.0 -12.2 -12.3 2.0 -0.3 4.6 -1.2 5.6 -0.5 -1.4 5.6 -1.5 6.3 1.5 3.9 -5.0 -9.5 -6.8 -8.0 6.3 7.1 -0.4 6.6 3.5 -17.8 7.0 0.3 8.5 1.6 8.9 4.4 -5.5 3.3 20.0 17.9 12.1 15.5 6.1 -5.4 -14.6 HEATOIL 6.7 11.9 -1.5 8.3 6.8 5.4 3.6 2.7 7.2 6.5 3.4 5.2 5.1 9.1 4.0 20.0 16.3 20.0 20.0 7.1 4.6 6.9 3.3 7.8 -14.0 6.8 13.3 4.8 8.1 3.8 7.3 20.0 2.4 -2.3 -4.0 -1.0 7.8 13.0 -6.2 -10.5 JGB-SGX-mini 20.0 9.9 -10.2 2.2 9.0 -1.1 12.0 -2.0 8.1 6.6 -8.4 6.9 -8.8 -1.2 -6.9 -11.4 9.8 -2.3 4.9 -7.3 -12.0 8.0 -12.4 1.0 -0.0 -8.6 8.5 -12.9 6.4 -12.3 -0.3 6.4 -2.8 -1.1 -14.6 -20.0 -5.9 -20.0 1.2 -20.0 JPY 11.7 15.8 0.3 8.7 -0.4 5.4 4.2 3.2 8.4 2.4 -8.4 3.7 -9.4 3.6 -1.6 -7.9 -10.3 -8.8 -9.3 -0.3 -6.2 4.0 -8.7 4.3 20.0 0.8 0.6 -5.5 6.1 -7.8 6.0 -10.3 9.8 0.1 -5.4 -13.7 -5.0 -14.7 -0.2 -17.7 LEANHOG -14.9 14.5 7.0 0.6 -20.0 -10.2 -10.5 -19.1 1.3 -15.7 14.2 -16.3 17.2 1.8 15.5 -20.0 -2.5 -20.0 -20.0 13.8 15.5 -20.0 13.8 -4.3 -5.1 17.4 -20.0 17.8 -20.0 13.1 -4.3 0.9 -20.0 -20.0 16.1 20.0 -8.3 10.6 -2.4 20.0 LIVECOW 1.7 13.2 7.8 0.5 -20.0 -7.7 -8.0 -14.5 1.0 16.5 10.3 15.7 13.6 16.2 14.9 3.5 4.8 -1.3 0.2 16.4 15.8 15.6 20.0 15.7 -20.0 3.6 3.8 4.1 5.1 11.6 5.0 20.0 0.3 12.5 2.0 -5.4 20.0 20.0 20.0 20.0 LUMBER-new 0.6 19.5 -7.2 0.5 -20.0 -7.9 -8.2 -14.8 1.0 -11.9 -15.4 -11.0 -16.0 4.2 -6.7 -20.0 -20.0 -20.0 -20.0 -3.4 -14.8 -6.1 -20.0 -0.6 NaN -4.2 -13.3 -14.7 -5.5 -18.1 -0.3 -20.0 11.0 -14.5 -4.7 -16.5 1.1 20.0 4.5 20.0 MXP -5.5 1.6 5.1 16.7 -0.8 10.4 8.1 6.2 16.1 12.2 20.0 16.1 20.0 19.2 20.0 9.8 12.7 11.7 12.2 20.0 20.0 12.5 20.0 20.0 -20.0 20.0 -1.4 20.0 10.0 20.0 20.0 20.0 2.8 -1.6 17.5 20.0 9.9 8.8 20.0 12.0 NASDAQ_micro -15.6 -13.8 -6.8 7.2 6.9 8.3 5.6 8.7 6.3 -5.2 6.5 -9.7 12.2 -7.5 -2.8 -7.5 -8.6 -8.0 -8.2 -4.7 4.0 -12.3 11.9 -10.8 -20.0 -4.5 -5.9 1.7 -10.2 7.5 -8.9 -4.7 -20.0 -20.0 -20.0 -15.1 7.4 -20.0 8.7 -20.0 NIKKEI 5.8 -6.3 2.1 4.5 4.2 5.1 3.5 5.3 3.9 5.1 8.7 6.1 8.6 7.4 8.0 8.9 8.0 8.7 7.8 10.7 11.0 7.9 10.7 10.5 -10.6 8.1 3.0 9.2 6.2 9.3 7.9 20.0 14.2 12.3 12.6 10.1 -10.1 0.2 -15.1 4.5 NZD 7.4 18.2 14.5 10.5 -0.5 6.5 5.0 3.9 10.1 -4.0 3.7 2.7 -0.7 9.1 10.1 -3.6 -3.5 -3.9 -3.9 10.3 5.2 0.9 0.0 9.1 11.9 11.6 -15.3 5.1 -2.1 -0.9 10.2 0.0 -8.9 2.8 2.7 1.0 -3.0 20.0 5.8 20.0 OAT 15.1 14.6 4.6 6.2 20.0 -3.1 20.0 -5.7 20.0 20.0 13.6 20.0 0.1 20.0 17.8 12.6 12.7 13.6 14.2 18.6 9.1 20.0 0.8 20.0 -0.7 20.0 20.0 12.7 20.0 3.9 20.0 16.3 1.3 17.2 20.0 16.6 1.6 20.0 11.9 20.0 OATIES 9.9 6.3 -2.7 0.4 -18.1 -6.5 -6.7 -12.2 0.8 11.4 -11.2 10.0 -11.8 8.9 -0.9 -6.6 -11.6 -12.4 -14.0 -2.4 -9.4 7.8 -12.6 3.6 -2.5 -2.4 19.3 -11.5 13.1 -15.3 5.8 -7.0 15.9 8.8 0.1 -6.2 -6.9 -19.3 -3.7 -20.0 OJ -19.7 16.2 16.2 0.2 -7.7 -2.8 -2.9 -5.2 0.3 5.7 -3.6 -0.3 -5.6 -0.8 0.7 3.7 2.6 1.7 0.9 -0.9 -2.4 3.0 -4.8 -0.8 -20.0 0.8 1.1 -0.2 -1.4 -2.5 -1.4 18.1 7.2 -7.0 3.8 2.8 -15.8 -17.4 -9.8 -18.9 PALLAD -20.0 -1.3 -1.7 2.1 -0.3 4.7 -1.2 5.7 -0.5 0.5 3.5 -5.0 4.1 -3.9 0.8 -2.4 -3.0 -2.8 -2.9 1.3 4.0 -3.2 4.2 -2.4 10.0 -0.4 -1.4 3.4 -3.2 5.6 -3.1 4.4 -1.5 -4.3 -10.5 -5.2 11.0 -0.2 -2.0 -7.5 PLAT -20.0 -2.7 -12.4 2.0 -0.3 4.5 -1.1 5.5 -0.4 -3.5 3.3 -5.5 4.7 -3.9 0.9 -1.6 -3.4 -2.6 -3.0 1.5 4.6 -5.9 4.7 -3.7 -0.8 1.6 -2.4 5.5 -4.1 7.0 -2.8 4.0 -4.9 -8.4 -4.5 1.9 19.8 9.3 2.2 -4.0 REDWHEAT 6.5 10.2 8.7 0.5 -20.0 -8.6 -8.9 -16.1 1.1 9.1 -8.2 10.4 -17.4 11.7 8.5 -14.8 -16.2 -15.5 -16.1 5.1 -1.6 10.1 -11.0 8.3 7.6 8.9 20.0 2.9 18.4 -5.4 13.0 -12.5 20.0 20.0 5.9 16.4 -20.0 -20.0 -20.0 -20.0 RICE 7.8 20.0 18.6 0.3 -12.6 -4.5 -4.7 -8.5 0.6 -9.9 -6.8 -3.6 -9.7 6.5 5.7 -19.9 -14.5 -20.0 -19.5 2.6 -6.0 -11.2 -14.6 1.0 1.3 6.3 -20.0 -4.8 -14.2 -17.2 3.6 -14.5 -8.3 3.3 13.4 3.1 -16.0 -17.0 -10.1 -17.3 ROBUSTA -12.5 -1.8 -10.2 0.3 -12.7 -4.6 -4.7 -8.6 0.6 -3.9 0.9 -8.9 -2.4 -7.1 -6.8 20.0 15.7 20.0 17.0 -6.9 -5.1 -8.8 -2.4 -8.5 -20.0 -5.4 -6.6 -3.9 -7.4 -1.7 -6.8 20.0 -0.2 -13.7 -7.0 -8.2 3.0 5.8 12.4 13.7 RUSSELL -14.3 3.5 7.4 8.0 7.6 9.2 6.3 9.6 6.9 4.2 13.5 -0.6 14.2 6.1 11.3 -4.8 -5.2 -4.9 -4.9 9.4 13.3 0.2 13.2 3.7 7.0 6.6 0.3 9.4 -0.1 9.3 2.4 1.0 -6.9 -16.9 0.3 1.3 -6.4 -20.0 -15.4 -20.0 SHATZ 13.2 13.4 -5.1 4.9 20.0 -2.4 20.0 -4.5 18.1 10.8 -10.6 17.1 -11.8 17.5 0.2 8.5 -11.8 -0.2 -6.3 2.9 -6.7 11.6 -10.2 10.6 12.3 1.7 9.6 -11.3 16.7 -14.1 14.0 -20.0 -16.8 -7.2 9.4 -8.1 13.0 20.0 19.6 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 5.3 0.9 18.7 9.1 8.7 10.4 7.1 10.9 7.9 16.0 17.3 17.5 16.2 16.7 17.0 12.7 7.1 11.8 9.4 20.0 20.0 20.0 19.3 20.0 9.8 20.0 20.0 20.0 20.0 18.8 19.6 20.0 14.3 14.2 11.5 20.0 -9.1 20.0 -9.3 20.0 SOFR 20.0 -0.6 -10.9 5.0 20.0 -2.4 20.0 -4.5 18.2 12.9 -3.9 16.4 11.6 12.5 -3.3 8.0 6.7 8.2 7.7 2.8 -0.9 20.0 3.2 14.8 -20.0 4.9 20.0 0.9 20.0 3.4 16.7 5.3 14.2 15.7 5.3 2.8 -12.6 -12.7 -14.7 -20.0 SOYBEAN 19.3 4.1 0.6 0.6 -20.0 -9.9 -10.2 -18.5 1.2 19.5 7.8 20.0 7.1 20.0 3.9 -1.0 -5.0 -3.2 -4.3 11.7 5.0 20.0 0.2 20.0 -6.8 16.3 20.0 10.1 20.0 5.5 20.0 7.1 20.0 20.0 12.0 17.0 -20.0 -12.4 -20.0 -9.4 SOYMEAL 13.6 -4.9 -2.0 1.2 -16.9 -6.5 -2.4 -12.5 3.2 9.3 -6.2 12.9 -10.1 7.8 -8.1 -11.9 -14.1 -12.1 -13.4 -0.8 -3.3 13.7 -6.2 7.2 -13.8 3.1 20.0 3.5 17.1 -0.1 8.4 -8.8 20.0 18.9 -4.0 18.8 -20.0 -18.9 -14.4 -18.1 SOYOIL 19.7 20.0 4.4 0.5 -20.0 -9.2 -9.5 -17.3 1.1 20.0 7.8 20.0 11.5 20.0 20.0 -7.8 -6.3 -8.3 -7.7 20.0 16.2 20.0 9.7 20.0 -19.0 20.0 20.0 12.2 20.0 5.1 20.0 3.5 20.0 20.0 20.0 20.0 -10.8 -20.0 -11.8 -20.0 SP400 -1.4 11.6 11.9 8.6 8.1 9.7 6.7 10.2 7.4 10.7 15.6 11.8 13.3 13.9 15.5 -6.8 -6.3 -6.7 -6.3 16.3 15.0 11.9 11.6 14.8 3.3 11.0 7.9 8.6 11.6 5.5 12.1 -1.0 13.3 3.5 7.3 5.7 -3.7 -20.0 -9.7 -20.0 SP500_micro -10.2 -10.1 -1.9 9.1 8.7 10.4 7.1 10.9 7.9 -5.0 15.5 -6.3 17.8 -2.6 10.2 -8.6 -9.5 -9.0 -9.1 1.3 10.2 -9.2 17.8 -5.5 -17.0 -1.4 -7.7 3.9 -9.1 8.8 -5.9 -6.1 -20.0 -20.0 -19.4 -12.1 10.9 -20.0 14.4 -20.0 SUGAR11 -8.7 0.3 2.6 0.3 -15.5 -5.6 -5.8 -10.5 0.7 -0.6 -12.1 -10.3 -13.1 -11.8 -11.1 18.4 13.1 18.1 14.6 -8.9 -10.8 -6.9 -14.0 -9.5 -19.5 -4.8 3.2 -6.9 -5.8 -10.8 -7.2 20.0 -3.5 -15.2 -9.4 -0.9 0.5 -18.2 5.3 -11.3 US10 14.5 -3.6 -6.4 4.7 19.2 -2.3 20.0 -4.3 17.3 11.1 3.9 14.6 8.8 9.8 -3.7 3.2 1.3 3.1 2.5 1.8 0.1 19.3 2.5 11.4 -9.8 2.6 20.0 1.2 20.0 4.2 13.3 -3.8 10.0 6.3 -1.0 2.4 -13.3 -20.0 -12.2 -20.0 US10U 12.0 -3.9 -5.5 6.4 20.0 -3.1 20.0 -5.8 20.0 16.9 7.4 20.0 10.1 13.5 -4.9 3.3 0.7 3.1 2.2 3.1 1.1 20.0 3.4 15.9 -15.6 6.1 20.0 5.4 20.0 8.8 19.8 -4.8 13.6 5.6 3.2 6.3 -12.4 -6.5 -14.5 -20.0 US2 14.5 -3.2 -4.8 5.0 20.0 -2.5 20.0 -4.6 18.5 1.7 -3.8 12.2 0.2 7.5 -4.9 -9.9 -13.1 -9.7 -10.6 -0.1 -2.5 10.7 -1.4 7.3 13.5 0.0 14.5 -2.5 18.1 0.4 10.0 -20.0 -3.9 3.4 -6.5 -1.6 -13.8 -20.0 -16.5 -20.0 US20 10.5 1.4 -3.6 4.5 18.1 -2.2 20.0 -4.1 16.4 12.3 4.7 14.6 1.6 11.3 -1.6 5.5 4.0 5.3 4.8 4.2 1.4 20.0 0.8 13.0 -9.9 6.8 20.0 5.2 20.0 5.0 14.7 0.4 8.7 3.3 9.2 5.4 -8.8 14.9 -5.0 -20.0 US30 9.2 1.8 -3.4 5.2 20.0 -2.6 20.0 -4.7 19.0 14.4 -1.3 16.7 -6.7 12.2 -6.4 2.9 -0.5 2.3 1.1 2.4 -1.3 20.0 -3.1 12.0 -5.7 5.7 20.0 3.2 20.0 2.2 15.2 -6.8 3.2 -1.3 6.7 3.1 -10.1 11.3 -2.6 -17.4 US5 15.6 -3.5 -6.1 5.5 20.0 -2.7 20.0 -5.0 20.0 11.1 1.3 16.8 10.0 10.6 -4.6 0.8 -1.7 0.6 -0.2 1.9 -0.6 20.0 2.4 12.9 -7.5 3.3 20.0 0.8 20.0 4.5 16.0 -8.8 8.2 7.6 -1.1 3.3 -14.5 -20.0 -16.4 -20.0 VIX 12.6 8.7 -7.3 -0.7 11.6 -6.2 12.4 -5.6 7.3 8.9 -17.3 9.6 -17.2 5.7 -13.8 -20.0 -20.0 -20.0 -20.0 -3.4 -9.1 8.5 -8.9 4.5 NaN -2.0 17.0 -7.2 15.0 -6.2 6.8 NaN NaN NaN NaN NaN 0.2 -20.0 NaN NaN WHEAT 8.5 11.4 1.8 0.6 -20.0 -9.5 -9.8 -17.8 1.2 1.6 -15.8 8.4 -20.0 10.8 -2.3 -18.5 -18.7 -18.9 -18.6 2.8 -5.7 7.3 -15.3 7.4 11.5 9.5 20.0 1.2 19.4 -7.0 15.4 -16.4 20.0 20.0 8.9 12.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3