******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260219_203947 produced at 2026-02-19 21:35:34.866816 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.51 0.0 0.00 0.00 0.00 0.00 -13.62 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 -39.35 59.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.10 0.0 999.00 -999.00 -0.23 -0.20 -11.30 999999999.0 -25 -22 caleb_strategy_v3 US2 False True 0.09 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.13 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 -5.34 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 -0.28 -2.46 23.0 -12 -13 caleb_strategy_v3 DX False False 0.04 -0.04 -0.04 0.0 999.00 -999.00 -0.04 -0.04 -0.88 999999999.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.22 -0.04 0.0 0.72 -0.72 -0.22 -0.21 -2.94 48.0 -15 -14 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.80 3.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.03 0.0 0.91 -0.91 0.00 0.00 -0.48 13.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -2.88 4.0 -3 -3 caleb_strategy_v3 SOFR False True 0.11 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.21 11.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.02 0.0 0.12 -0.12 -0.06 -0.06 -3.59 18.0 -9 -9 caleb_strategy_v3 US5 False False 0.05 -0.14 -0.02 0.0 1.19 -1.19 -0.14 -0.10 -0.37 25.0 -3 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.42 2.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.06 -0.02 0.0 0.90 -0.90 0.06 0.00 -0.27 14.0 1 0 caleb_strategy_v3 DOW False False 0.01 -0.19 -0.01 0.0 0.71 -0.71 -0.19 -0.19 -1.14 66.0 -18 -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 WHEAT False False 0.01 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.03 -0.51 9.0 -3 -2 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.38 23.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -0.56 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 -0.79 9.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.05 12.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -0.99 26.0 -2 -2 caleb_strategy_v3 US10 False False 0.05 0.00 -0.01 0.0 0.84 -0.84 0.00 0.00 -0.17 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.02 -0.00 0.0 0.21 -0.21 0.02 0.00 -0.21 13.0 1 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 0.46 26.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.27 8.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.00 0.0 999.00 -999.00 0.00 0.04 0.10 999999999.0 0 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.45 -0.45 0.00 0.00 0.01 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.25 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 0.03 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.00 0.0 1.22 -1.22 -0.04 -0.02 -0.23 56.0 -2 -1 caleb_strategy_v3 US10U False False 0.05 0.00 0.00 0.0 0.65 -0.65 0.00 0.05 0.05 13.0 0 1 caleb_strategy_v3 US30 False False 0.05 0.00 0.00 0.0 0.31 -0.31 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.11 -0.00 0.0 0.60 -0.60 0.11 0.04 -0.03 17.0 3 1 caleb_strategy_v3 BUXL False False 0.06 -0.06 0.00 0.0 0.23 -0.23 -0.06 0.00 0.03 4.0 -1 0 caleb_strategy_v3 US20 False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.28 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 0.33 7.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.39 -0.39 0.00 0.00 1.98 68.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.01 0.0 0.92 -0.92 0.00 0.00 0.19 29.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.02 0.0 0.80 -0.80 0.00 0.04 0.54 22.0 0 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.74 -0.74 0.00 0.00 2.50 58.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.03 0.0 0.14 -0.14 0.05 0.05 0.59 3.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.13 0.13 0.03 0.0 999.00 -999.00 0.13 0.13 0.26 999999999.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.55 -0.55 0.00 0.00 2.07 21.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.75 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.05 0.0 0.22 -0.22 0.05 0.04 11.08 51.0 11 10 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 GASOIL False False 0.03 0.00 0.06 0.0 0.13 -0.13 0.00 0.00 1.74 4.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.27 0.07 0.0 0.66 -0.66 0.27 0.27 1.08 10.0 4 4 caleb_strategy_v3 BOBL False False 0.06 0.00 0.07 0.0 1.14 -1.14 0.00 0.00 1.13 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.08 0.0 0.72 -0.72 0.00 0.00 1.79 17.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.09 0.0 0.14 -0.14 0.05 0.05 3.25 5.0 2 2 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.09 0.0 0.57 -0.57 0.08 0.08 5.57 36.0 5 5 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.11 0.0 0.64 -0.64 0.00 0.08 1.35 8.0 0 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.11 0.0 0.58 -0.58 0.00 0.00 3.72 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.28 0.12 0.0 0.62 -0.62 0.28 0.28 3.72 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 3.74 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 2.25 9.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.18 0.0 0.00 0.00 0.00 0.00 3.20 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.32 0.0 0.63 -0.63 0.00 0.00 5.07 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.44 0.43 0.0 0.63 -0.63 0.44 0.44 6.79 10.0 7 7 caleb_strategy_v3 MXP False False 0.01 0.43 0.55 0.0 0.75 -0.75 0.43 0.43 43.97 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 2.60 0.0 1.25 -1.25 0.00 0.00 20.77 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.2 Shocked risk 44.9 Sum abs risk 51.1 Leverage 6.93 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2300105.17, 'annual_cash_vol_target': 575026.2925, 'daily_cash_vol_target': 35939.14328125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.7042 0.6764 10.8220 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1499 117.0200 0.1281 2.0501 BTP 0.3425 122.2100 0.2802 4.4838 BUND 0.3112 129.3000 0.2407 3.8511 BUXL 0.7456 111.9800 0.6658 10.6534 CAC 50.3785 8401.0000 0.5997 9.5948 CAD 0.0031 0.7307 0.4264 6.8222 CANOLA 5.7702 685.5000 0.8417 13.4680 CHF 0.0075 1.2918 0.5780 9.2480 COCOA 133.7571 3079.0000 4.3442 69.5068 COFFEE 5.0668 285.8500 1.7725 28.3605 COPPER 0.1123 5.7780 1.9437 31.0997 CORN 3.7254 461.5000 0.8072 12.9159 COTTON2 0.6556 62.0100 1.0573 16.9165 CRUDE_W 1.0348 63.1000 1.6400 26.2395 DAX 180.3808 25039.0000 0.7204 11.5264 DOW 350.2502 49342.0000 0.7098 11.3575 DX 0.3957 97.8500 0.4044 6.4701 EUR 0.0056 1.1776 0.4733 7.5729 EURIBOR-ICE 0.0293 97.7650 0.0300 0.4801 EUROSTX 45.3200 6059.0000 0.7480 11.9676 FEEDCOW 2.6635 367.8500 0.7241 11.5850 GASOIL 13.0002 726.5000 1.7894 28.6308 GASOLINE 0.0374 2.2442 1.6655 26.6473 GAS_US_mini 0.2093 2.9950 6.9895 111.8325 GBP 0.0070 1.3450 0.5176 8.2818 GOLD_micro 103.8261 4996.2000 2.0781 33.2496 HEATOIL 0.0497 2.5110 1.9786 31.6576 JGB-SGX-mini 0.2585 132.4600 0.1952 3.1225 JPY 0.0000 0.0065 0.6897 11.0359 LEANHOG 1.1249 93.5000 1.2031 19.2489 LIVECOW 1.7764 243.5250 0.7295 11.6713 LUMBER-new 7.5079 571.0000 1.3149 21.0378 MXP 0.0004 0.0578 0.6337 10.1395 NASDAQ_micro 217.0006 24784.7500 0.8755 14.0087 NIKKEI 785.7824 56930.0000 1.3803 22.0842 NZD 0.0042 0.5973 0.6987 11.1789 OAT 0.3051 123.0800 0.2479 3.9663 OATIES 4.9746 322.0000 1.5449 24.7187 OJ 8.0332 188.0000 4.2730 68.3673 PALLAD 70.1074 1733.0000 4.0454 64.7270 PLAT 93.6727 2087.8000 4.4867 71.7868 REDWHEAT 9.1411 577.7500 1.5822 25.3152 RICE 0.1638 10.1800 1.6094 25.7511 ROBUSTA 68.8452 3673.0000 1.8744 29.9897 RUSSELL 27.8973 2657.2000 1.0499 16.7980 SHATZ 0.0449 106.9550 0.0420 0.6720 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 83.9698 13716.0000 0.6122 9.7952 SOFR 0.0520 96.7250 0.0538 0.8605 SOYBEAN 7.7193 1118.5000 0.6902 11.0424 SOYMEAL 3.7815 308.0000 1.2278 19.6443 SOYOIL 0.6815 60.2000 1.1320 18.1126 SP400 29.6979 3584.3000 0.8286 13.2569 SP500_micro 45.0286 6865.2500 0.6559 10.4943 SUGAR11 0.2219 13.7200 1.6170 25.8718 US10 0.3126 112.9844 0.2767 4.4269 US10U 0.3990 115.7812 0.3446 5.5133 US2 0.0721 104.3242 0.0691 1.1050 US20 0.6177 117.6875 0.5248 8.3973 US30 0.8839 120.5625 0.7332 11.7305 US5 0.1906 109.5078 0.1741 2.7852 VIX 0.5746 20.9000 2.7495 43.9912 WHEAT 7.7815 605.2500 1.2857 20.5707 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 704.20 0.68 476.30 1.00 476.30 35939.14 75.45 18.95 143.01 BITCOIN 82.98 2.35 195.18 1.00 195.18 35939.14 184.13 -19.71 -362.89 BOBL 1170.20 0.13 149.94 1.18 177.61 35939.14 202.35 5.50 111.37 BTP 1222.10 0.28 342.48 1.18 405.68 35939.14 88.59 16.76 148.52 BUND 1293.00 0.24 311.22 1.18 368.65 35939.14 97.49 10.96 106.80 BUXL 1119.80 0.67 745.61 1.18 883.21 35939.14 40.69 0.67 2.71 CAC 840.10 0.60 503.78 1.18 596.76 35939.14 60.22 18.19 109.55 CAD 730.70 0.43 311.56 1.00 311.56 35939.14 115.35 0.62 7.17 CANOLA 137.10 0.84 115.40 0.73 84.53 35939.14 425.15 10.70 454.85 CHF 1614.75 0.58 933.32 1.00 933.32 35939.14 38.51 -4.76 -18.33 COCOA 307.90 4.34 1337.57 1.00 1337.57 35939.14 26.87 -15.16 -40.72 COFFEE 1071.94 1.77 1900.04 1.00 1900.04 35939.14 18.91 -5.57 -10.53 COPPER 1444.50 1.94 2807.72 1.00 2807.72 35939.14 12.80 5.41 6.92 CORN 230.75 0.81 186.27 1.00 186.27 35939.14 192.94 -2.23 -43.05 COTTON2 310.05 1.06 327.81 1.00 327.81 35939.14 109.63 -20.00 -219.27 CRUDE_W 631.00 1.64 1034.82 1.00 1034.82 35939.14 34.73 8.64 30.01 DAX 250.39 0.72 180.38 1.18 213.67 35939.14 168.20 4.36 73.32 DOW 246.71 0.71 175.13 1.00 175.13 35939.14 205.22 -2.40 -49.15 DX 978.50 0.40 395.68 1.00 395.68 35939.14 90.83 -3.74 -33.95 EUR 1472.06 0.47 696.73 1.00 696.73 35939.14 51.58 -2.03 -10.47 EURIBOR-ICE 2444.12 0.03 73.34 1.18 86.87 35939.14 413.70 14.70 608.16 EUROSTX 605.90 0.75 453.20 1.18 536.84 35939.14 66.95 16.27 108.89 FEEDCOW 1839.25 0.72 1331.74 1.00 1331.74 35939.14 26.99 15.10 40.74 GASOIL 726.50 1.79 1300.02 1.00 1300.02 35939.14 27.65 14.53 40.17 GASOLINE 942.56 1.67 1569.80 1.00 1569.80 35939.14 22.89 1.03 2.36 GAS_US_mini 74.88 6.99 523.34 1.00 523.34 35939.14 68.67 0.62 4.26 GBP 840.62 0.52 435.12 1.00 435.12 35939.14 82.60 2.53 20.94 GOLD_micro 499.62 2.08 1038.26 1.00 1038.26 35939.14 34.61 -1.92 -6.65 HEATOIL 1054.62 1.98 2086.67 1.00 2086.67 35939.14 17.22 7.88 13.57 JGB-SGX-mini 132460.00 0.20 25850.43 0.01 168.41 35939.14 213.40 -5.89 -125.61 JPY 807.44 0.69 556.93 1.00 556.93 35939.14 64.53 -0.15 -0.98 LEANHOG 374.00 1.20 449.94 1.00 449.94 35939.14 79.87 -0.44 -3.48 LIVECOW 974.10 0.73 710.56 1.00 710.56 35939.14 50.58 10.64 53.82 LUMBER-new 157.02 1.31 206.47 1.00 206.47 35939.14 174.07 -11.32 -197.09 MXP 288.85 0.63 183.05 1.00 183.05 35939.14 196.33 15.24 299.18 NASDAQ_micro 495.70 0.88 434.00 1.00 434.00 35939.14 82.81 -12.75 -105.61 NIKKEI 56930.00 1.38 78578.24 0.01 511.93 35939.14 70.20 7.32 51.36 NZD 597.30 0.70 417.32 1.00 417.32 35939.14 86.12 9.23 79.50 OAT 1230.80 0.25 305.11 1.18 361.42 35939.14 99.44 20.00 198.88 OATIES 161.00 1.54 248.73 1.00 248.73 35939.14 144.49 -6.88 -99.37 OJ 282.00 4.27 1204.97 1.00 1204.97 35939.14 29.83 -7.71 -23.01 PALLAD 1733.00 4.05 7010.74 1.00 7010.74 35939.14 5.13 1.72 0.88 PLAT 1043.90 4.49 4683.64 1.00 4683.64 35939.14 7.67 0.23 0.17 REDWHEAT 288.88 1.58 457.06 1.00 457.06 35939.14 78.63 -2.61 -20.51 RICE 203.60 1.61 327.68 1.00 327.68 35939.14 109.68 -10.79 -118.30 ROBUSTA 367.30 1.87 688.45 1.00 688.45 35939.14 52.20 -5.52 -28.80 RUSSELL 132.86 1.05 139.49 1.00 139.49 35939.14 257.65 2.32 59.79 SHATZ 1069.55 0.04 44.92 1.18 53.21 35939.14 675.40 4.67 315.17 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35939.14 5.84 12.83 7.49 SMI 1371.60 0.61 839.70 1.30 1089.39 35939.14 32.99 20.00 65.98 SOFR 2418.12 0.05 130.04 1.00 130.04 35939.14 276.36 -0.13 -3.53 SOYBEAN 559.25 0.69 385.97 1.00 385.97 35939.14 93.11 3.80 35.39 SOYMEAL 308.00 1.23 378.15 1.00 378.15 35939.14 95.04 -8.87 -84.29 SOYOIL 361.20 1.13 408.89 1.00 408.89 35939.14 87.89 3.04 26.73 SP400 3584.30 0.83 2969.79 1.00 2969.79 35939.14 12.10 7.26 8.79 SP500_micro 343.26 0.66 225.14 1.00 225.14 35939.14 159.63 -7.91 -126.32 SUGAR11 153.66 1.62 248.47 1.00 248.47 35939.14 144.64 -10.17 -147.15 US10 1129.84 0.28 312.60 1.00 312.60 35939.14 114.97 -1.14 -13.15 US10U 1157.81 0.34 398.96 1.00 398.96 35939.14 90.08 0.44 3.99 US2 2086.48 0.07 144.10 1.00 144.10 35939.14 249.40 -3.57 -88.94 US20 1176.88 0.52 617.66 1.00 617.66 35939.14 58.19 3.74 21.78 US30 1205.62 0.73 883.91 1.00 883.91 35939.14 40.66 1.23 5.02 US5 1095.08 0.17 190.63 1.00 190.63 35939.14 188.53 -1.55 -29.29 VIX 209.00 2.75 574.64 1.00 574.64 35939.14 62.54 -7.31 -45.73 WHEAT 302.62 1.29 389.08 1.00 389.08 35939.14 92.37 -4.16 -38.47 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 143.013 0.010 2.5 3.716 BITCOIN -362.890 0.043 2.5 -39.352 BOBL 111.366 0.004 2.5 1.131 BTP 148.517 0.014 2.5 5.073 BUND 106.798 0.004 2.5 1.085 BUXL 2.710 0.004 2.5 0.028 CAC 109.554 0.014 2.5 3.742 CAD 7.170 0.010 2.5 0.186 CANOLA 454.847 0.010 2.5 11.081 CHF -18.331 0.010 2.5 -0.476 COCOA -40.725 0.010 2.5 -0.992 COFFEE -10.533 0.005 2.5 -0.140 COPPER 6.924 0.043 2.5 0.751 CORN -43.052 0.010 2.5 -1.049 COTTON2 -219.268 0.010 2.5 -5.342 CRUDE_W 30.011 0.043 2.5 3.254 DAX 73.320 0.014 2.5 2.504 DOW -49.152 0.009 2.5 -1.144 DX -33.949 0.010 2.5 -0.882 EUR -10.475 0.010 2.5 -0.272 EURIBOR-ICE 608.160 0.014 2.5 20.773 EUROSTX 108.892 0.014 2.5 3.719 FEEDCOW 40.742 0.013 2.5 1.352 GASOIL 40.169 0.017 2.5 1.744 GASOLINE 2.362 0.017 2.5 0.103 GAS_US_mini 4.262 0.043 2.5 0.462 GBP 20.937 0.010 2.5 0.544 GOLD_micro -6.648 0.014 2.5 -0.227 HEATOIL 13.568 0.017 2.5 0.589 JGB-SGX-mini -125.607 0.043 2.5 -13.621 JPY -0.978 0.010 2.5 -0.025 LEANHOG -3.482 0.024 2.5 -0.212 LIVECOW 53.820 0.013 2.5 1.786 LUMBER-new -197.089 0.010 2.5 -4.802 MXP 299.179 0.059 2.5 43.973 NASDAQ_micro -105.607 0.009 2.5 -2.458 NIKKEI 51.360 0.043 2.5 5.570 NZD 79.502 0.010 2.5 2.066 OAT 198.878 0.014 2.5 6.793 OATIES -99.367 0.010 2.5 -2.421 OJ -23.009 0.010 2.5 -0.561 PALLAD 0.879 0.014 2.5 0.030 PLAT 0.173 0.014 2.5 0.006 REDWHEAT -20.506 0.005 2.5 -0.272 RICE -118.300 0.010 2.5 -2.882 ROBUSTA -28.798 0.005 2.5 -0.383 RUSSELL 59.790 0.013 2.5 1.984 SHATZ 315.171 0.004 2.5 3.200 SILVER-mini 7.494 0.014 2.5 0.256 SMI 65.981 0.014 2.5 2.254 SOFR -3.529 0.024 2.5 -0.215 SOYBEAN 35.392 0.004 2.5 0.330 SOYMEAL -84.289 0.004 2.5 -0.785 SOYOIL 26.731 0.004 2.5 0.249 SP400 8.791 0.013 2.5 0.292 SP500_micro -126.323 0.009 2.5 -2.940 SUGAR11 -147.155 0.010 2.5 -3.585 US10 -13.152 0.005 2.5 -0.167 US10U 3.995 0.005 2.5 0.051 US2 -88.938 0.005 2.5 -1.129 US20 21.783 0.005 2.5 0.276 US30 5.017 0.005 2.5 0.064 US5 -29.286 0.005 2.5 -0.372 VIX -45.731 0.099 2.5 -11.304 WHEAT -38.469 0.005 2.5 -0.511 ===================== Position diags ===================== AUD 1.96 BITCOIN 19.97 BOBL 2.05 BTP 3.03 BUND 0.99 BUXL 0.41 CAC 2.06 CAD 3.00 CANOLA 10.36 CHF 1.00 COCOA 0.65 COFFEE 0.25 COPPER 1.39 CORN 4.70 COTTON2 2.67 CRUDE_W 3.77 DAX 5.75 DOW 4.78 DX 2.36 EUR 1.34 EURIBOR-ICE 14.13 EUROSTX 2.29 FEEDCOW 0.90 GASOIL 1.20 GASOLINE 0.99 GAS_US_mini 7.45 GBP 2.15 GOLD_micro 1.18 HEATOIL 0.75 JGB-SGX-mini 23.14 JPY 1.68 LEANHOG 4.86 LIVECOW 1.68 LUMBER-new 4.24 MXP 28.86 NASDAQ_micro 1.93 NIKKEI 7.61 NZD 2.24 OAT 3.40 OATIES 3.52 OJ 0.73 PALLAD 0.18 PLAT 0.26 REDWHEAT 1.04 RICE 2.67 ROBUSTA 0.69 RUSSELL 8.55 SHATZ 6.86 SILVER-mini 0.20 SMI 1.13 SOFR 16.82 SOYBEAN 0.87 SOYMEAL 0.89 SOYOIL 0.82 SP400 0.40 SP500_micro 3.71 SUGAR11 3.52 US10 1.46 US10U 1.14 US2 3.16 US20 0.74 US30 0.52 US5 2.39 VIX 15.46 WHEAT 1.23 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.7 3.5 3.9 0.0 0 BITCOIN -39.4 -41.3 -37.4 0.0 0 BOBL 1.1 0.9 1.3 0.0 0 BTP 5.1 4.8 5.4 0.0 0 BUND 1.1 1.0 1.2 4.0 4 BUXL 0.0 -0.0 0.1 -1.0 -1 CAC 3.7 3.5 3.9 0.0 0 CAD 0.2 -0.1 0.5 0.0 0 CANOLA 11.1 10.0 12.1 11.0 11 CHF -0.5 -0.6 -0.4 0.0 0 COCOA -1.0 -1.1 -0.9 -2.0 -2 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER 0.8 0.6 0.9 1.0 1 CORN -1.0 -1.5 -0.6 0.0 0 COTTON2 -5.3 -5.6 -5.1 -5.0 -5 CRUDE_W 3.3 2.9 3.6 2.0 2 DAX 2.5 1.9 3.1 0.0 0 DOW -1.1 -1.6 -0.7 -18.0 -18 DX -0.9 -1.1 -0.6 -1.0 -1 EUR -0.3 -0.4 -0.1 1.0 1 EURIBOR-ICE 20.8 19.4 22.2 0.0 0 EUROSTX 3.7 3.5 3.9 9.0 9 FEEDCOW 1.4 1.3 1.4 0.0 0 GASOIL 1.7 1.6 1.9 0.0 0 GASOLINE 0.1 0.0 0.2 0.0 0 GAS_US_mini 0.5 -0.3 1.2 0.0 0 GBP 0.5 0.3 0.8 0.0 0 GOLD_micro -0.2 -0.3 -0.1 -2.0 -2 HEATOIL 0.6 0.5 0.7 1.0 1 JGB-SGX-mini -13.6 -15.9 -11.3 0.0 0 JPY -0.0 -0.2 0.1 3.0 3 LEANHOG -0.2 -0.7 0.3 1.0 1 LIVECOW 1.8 1.6 2.0 0.0 0 LUMBER-new -4.8 -5.2 -4.4 0.0 0 MXP 44.0 41.1 46.9 34.0 34 NASDAQ_micro -2.5 -2.7 -2.3 -12.0 -12 NIKKEI 5.6 4.8 6.3 5.0 5 NZD 2.1 1.8 2.3 0.0 0 OAT 6.8 6.5 7.1 7.0 7 OATIES -2.4 -2.8 -2.1 NaN 0 OJ -0.6 -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 -0.3 -0.4 -0.2 0.0 0 RICE -2.9 -3.1 -2.6 -3.0 -3 ROBUSTA -0.4 -0.5 -0.3 0.0 0 RUSSELL 2.0 1.1 2.8 0.0 0 SHATZ 3.2 2.5 3.9 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 2.3 2.1 2.4 0.0 0 SOFR -0.2 -1.9 1.5 NaN 0 SOYBEAN 0.3 0.2 0.4 0.0 0 SOYMEAL -0.8 -0.9 -0.7 0.0 0 SOYOIL 0.2 0.2 0.3 0.0 0 SP400 0.3 0.3 0.3 2.0 2 SP500_micro -2.9 -3.3 -2.6 -15.0 -15 SUGAR11 -3.6 -3.9 -3.2 -9.0 -9 US10 -0.2 -0.3 -0.0 0.0 0 US10U 0.1 -0.1 0.2 0.0 0 US2 -1.1 -1.4 -0.8 NaN 0 US20 0.3 0.2 0.4 0.0 0 US30 0.1 0.0 0.1 0.0 0 US5 -0.4 -0.6 -0.1 -3.0 -3 VIX -11.3 -12.9 -9.8 -25.0 -25 WHEAT -0.5 -0.6 -0.4 -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 0.3 0.5 0.4 0.1 -0.0 0.2 0.1 0.2 0.1 0.0 0.4 0.1 0.4 0.1 0.1 0.0 -0.0 0.0 0.0 0.2 0.2 0.1 0.2 0.2 1.5 0.2 -0.0 0.4 0.1 0.3 0.2 0.3 0.1 0.6 0.5 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 0.1 -0.1 0.2 -0.2 0.2 0.1 -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 0.1 -0.1 0.2 -0.3 0.2 -0.9 -0.0 0.1 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 0.8 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 0.4 0.3 0.1 -0.0 0.2 -0.3 0.2 0.0 0.1 0.2 -0.1 0.2 -0.3 0.2 0.6 0.2 0.1 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 -0.4 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 0.2 -0.0 0.0 -0.4 0.2 -0.3 -0.2 0.7 0.1 0.4 CAC 0.4 0.0 0.2 0.1 0.1 0.4 0.1 0.5 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 1.1 0.1 0.2 0.3 0.2 0.2 0.2 0.2 0.1 0.5 -0.1 -0.3 0.5 0.7 0.4 0.7 CAD 0.1 0.1 0.4 0.2 -0.0 0.2 0.0 0.2 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 -0.0 0.0 0.0 2.5 0.1 -0.1 0.2 -0.0 0.1 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 0.2 -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 0.2 0.7 0.4 0.7 CHF 0.2 0.3 -0.1 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 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 0.0 -0.1 0.1 -0.0 0.1 0.0 0.1 0.1 -1.1 0.0 0.2 0.0 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 -0.2 -0.2 -0.2 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.9 -0.4 -0.5 -0.6 -0.4 0.1 0.0 0.3 0.2 COFFEE -0.6 -0.6 -0.5 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 -0.1 0.0 -0.2 0.3 -0.2 -0.2 0.3 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 0.4 -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 -0.1 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 -0.1 0.1 0.1 -0.1 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 0.1 -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 -0.3 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 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 -1.1 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 -1.1 0.5 -0.6 -0.6 -0.4 -0.4 -0.5 -0.3 -0.3 CRUDE_W 0.2 0.5 0.2 0.1 0.1 0.2 0.1 0.1 0.1 0.1 -0.1 0.1 -0.3 0.2 0.1 0.1 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 0.1 0.9 0.1 0.1 0.0 0.1 -0.2 0.1 -0.0 0.1 -0.0 -0.2 -0.3 0.4 0.7 0.1 0.3 DAX -0.3 0.1 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.0 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 0.0 -0.4 -0.1 -0.1 0.4 0.7 0.3 0.7 DOW -0.1 -0.1 0.2 0.1 0.0 0.2 0.1 0.3 0.1 -0.1 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 0.0 -1.2 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.2 -0.2 -0.2 -0.1 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.0 -0.2 0.0 0.1 -0.0 0.2 0.0 0.2 0.1 0.1 -0.0 0.0 -0.4 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 0.0 -0.1 -0.0 -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 -0.0 0.0 -0.2 0.1 -0.0 0.2 0.0 0.2 0.1 -0.1 0.1 -0.1 0.4 -0.0 0.0 -0.1 -0.2 -0.1 -0.2 0.0 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 0.1 0.1 -0.0 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 0.1 -0.1 0.2 -0.1 0.2 0.8 0.1 0.3 0.5 -0.1 0.6 0.7 0.7 0.7 EUROSTX -0.1 0.1 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 0.1 0.5 0.1 0.6 0.1 0.7 0.0 0.0 0.3 0.3 0.3 0.7 0.2 0.7 FEEDCOW -0.0 0.6 0.6 -0.0 -0.2 -0.2 -0.1 -0.6 -0.0 0.2 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 0.3 0.3 0.4 0.2 0.7 0.7 0.7 0.7 GASOIL 0.2 0.4 -0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.2 0.1 0.1 -0.3 0.1 0.2 0.3 0.2 0.3 0.1 1.1 0.5 0.1 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 0.2 0.0 0.2 -1.1 0.1 -0.0 -0.0 -0.2 0.3 0.7 -0.0 0.7 GAS_US_mini -0.2 0.1 0.2 0.1 0.1 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 1.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.4 -0.2 -0.2 -0.5 -0.2 0.2 -0.3 0.1 -0.7 GBP -0.2 0.2 0.1 0.2 -0.0 0.2 0.0 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 -0.1 0.3 0.1 0.4 -0.2 -0.3 -0.1 0.2 -0.2 -0.2 -0.0 -0.3 GOLD_micro -0.6 -0.3 -0.4 0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.1 -0.0 0.2 0.0 0.0 -0.1 -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 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.1 0.1 0.1 -1.8 0.1 0.2 0.1 0.1 0.1 0.1 1.1 0.2 0.0 -0.1 -0.0 0.3 0.4 -0.2 -0.3 JGB-SGX-mini 0.6 0.4 -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 -0.5 0.0 0.3 -0.1 -0.1 -0.4 -0.6 -0.2 -0.7 0.0 -0.7 JPY 0.3 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 0.0 -0.3 0.1 -0.5 0.2 0.1 -0.2 -0.4 -0.2 -0.5 0.0 -0.6 LEANHOG -0.4 0.4 0.3 -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 -0.1 0.0 -0.5 -0.6 0.5 0.6 -0.3 0.3 -0.1 0.7 LIVECOW 0.1 0.4 0.3 -0.0 -0.2 -0.2 -0.1 -0.5 -0.0 0.2 0.3 0.2 0.5 0.2 0.2 0.1 0.1 -0.0 0.0 0.2 0.2 0.2 0.5 0.2 -2.7 0.0 0.1 0.1 0.1 0.4 0.1 1.1 0.5 0.5 0.1 -0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.1 0.7 -0.2 -0.0 -0.2 -0.2 -0.1 -0.6 -0.0 -0.2 -0.5 -0.2 -0.6 0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.1 -0.6 -0.1 NaN -0.1 -0.2 -0.4 -0.2 -0.7 -0.1 -1.2 0.1 -0.6 -0.2 -0.6 0.0 0.8 0.2 0.8 MXP -0.2 0.1 0.2 0.2 -0.1 0.3 0.0 0.2 0.2 -0.1 0.5 0.1 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 0.2 -0.0 0.6 0.6 0.3 0.3 0.7 0.4 NASDAQ_micro -0.6 -0.5 -0.2 0.1 0.0 0.2 0.1 0.3 0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 0.3 -0.1 -2.7 -0.1 -0.1 0.0 -0.1 0.3 -0.1 -0.2 -0.4 -0.6 -0.6 -0.5 0.3 -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 0.3 0.1 0.3 0.1 1.1 0.3 0.4 0.4 0.3 -0.3 0.0 -0.5 0.1 NZD 0.1 0.6 0.5 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 -0.1 -0.1 0.1 0.1 -0.0 0.0 0.1 1.5 0.1 -0.1 0.1 -0.0 -0.0 0.1 0.0 -0.2 -0.0 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.5 0.5 0.2 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 0.4 0.2 0.2 0.2 0.9 0.3 0.5 0.6 0.5 0.1 0.7 0.4 0.7 OATIES 0.4 0.2 -0.1 -0.0 -0.1 -0.2 -0.1 -0.5 -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 0.1 -0.3 -0.0 0.2 -0.3 0.2 -0.6 0.1 -0.3 0.5 0.5 0.1 -0.2 -0.2 -0.7 -0.1 -0.7 OJ -0.6 0.5 0.5 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.1 0.1 0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -2.7 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 1.0 0.2 -0.3 0.1 0.1 -0.5 -0.6 -0.3 -0.6 PALLAD -0.6 -0.1 -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 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 1.3 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.2 -0.1 -0.1 -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 -0.0 0.1 -0.0 -0.1 0.0 0.0 0.1 -0.0 0.3 -0.0 0.2 -0.1 -0.3 -0.2 0.1 0.7 0.3 0.1 -0.1 REDWHEAT 0.2 0.4 0.3 -0.0 -0.2 -0.2 -0.1 -0.6 -0.0 0.1 -0.2 0.2 -0.6 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 -0.0 0.2 -0.3 0.1 1.0 0.1 0.2 0.1 0.2 -0.2 0.2 -0.7 0.5 0.6 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.1 0.6 0.4 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.1 -0.2 -0.1 -0.3 0.0 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 -0.1 -0.4 -0.0 0.2 0.0 -0.2 -0.1 -0.2 -0.6 -0.0 -0.8 -0.4 0.0 0.4 0.1 -0.5 -0.6 -0.3 -0.6 ROBUSTA -0.5 -0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 1.1 -0.1 -0.5 -0.2 -0.3 0.1 0.2 0.4 0.4 RUSSELL -0.4 0.1 0.3 0.1 0.0 0.3 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 -0.1 -0.6 0.0 0.0 -0.2 -0.7 -0.5 -0.7 SHATZ 0.4 0.4 -0.2 0.1 0.1 -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 1.7 0.0 0.0 -0.3 0.1 -0.5 0.1 -1.1 -0.3 -0.2 0.3 -0.3 0.4 0.7 0.6 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 0.4 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 0.2 0.6 0.4 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.6 0.0 -0.4 0.1 0.1 -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 0.1 0.5 0.2 0.1 -0.4 -0.4 -0.5 -0.7 SOYBEAN 0.6 0.2 0.0 -0.0 -0.2 -0.3 -0.1 -0.7 -0.0 0.2 0.2 0.2 0.3 0.2 0.1 -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 0.5 0.6 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.5 -0.1 -0.1 0.0 -0.2 -0.2 -0.1 -0.5 0.0 0.0 -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 0.1 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 0.2 -0.0 -0.2 -0.3 -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 -2.6 0.2 0.2 0.4 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 0.0 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 0.4 0.1 0.0 0.2 0.1 0.2 0.1 -0.1 0.2 0.1 0.2 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.4 -0.4 -0.0 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 -0.4 -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 -0.0 -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 0.1 -0.0 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 0.2 -0.2 0.1 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 0.2 -0.0 0.1 0.0 0.1 0.0 0.0 0.0 0.2 0.1 0.2 -2.1 0.1 0.2 0.2 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 0.1 -0.1 0.2 -0.2 0.2 -0.0 -0.1 0.1 0.0 0.1 -0.0 -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 -0.3 0.1 -0.2 -0.0 -0.4 -0.7 -0.5 -0.7 US20 0.4 0.1 -0.1 0.1 0.1 -0.0 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 0.1 0.0 0.2 0.0 0.2 -1.3 0.1 0.2 0.2 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 0.1 -0.1 0.2 -0.2 0.2 0.1 -0.0 0.2 -0.2 0.1 -0.0 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 -0.1 0.2 0.1 -0.3 0.4 -0.1 -0.6 US5 0.6 -0.1 -0.2 0.1 0.1 -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 0.1 0.2 0.0 0.2 0.2 0.2 -0.5 0.0 0.2 -0.1 0.1 -0.5 -0.7 -0.5 -0.7 VIX 0.7 0.5 -0.4 0.0 0.2 -0.2 0.2 -0.3 0.1 0.2 -0.7 0.2 -1.0 0.1 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 0.2 -0.4 0.1 NaN -0.0 0.3 -0.3 0.3 -0.3 0.2 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 0.1 -0.4 0.1 -0.7 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.1 -0.4 0.1 1.5 0.1 0.2 0.1 0.2 -0.2 0.2 -0.9 0.5 0.6 0.4 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 8.4 14.0 13.8 11.8 -0.5 7.4 5.7 4.4 11.4 3.7 13.4 9.7 10.7 12.5 13.9 1.0 -0.4 0.7 0.2 19.4 14.6 9.8 8.6 18.3 11.0 19.9 -3.8 14.4 8.8 7.6 18.9 6.2 2.1 18.8 17.0 16.1 -2.2 20.0 2.5 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 -3.8 0.6 -20.0 -17.6 BOBL 16.6 12.5 -5.2 7.0 16.6 -2.2 20.0 -5.1 20.0 16.4 -6.4 20.0 -5.5 20.0 3.3 -20.0 -4.1 -18.5 -9.3 7.9 -2.6 19.9 -6.8 18.3 3.7 8.7 16.7 -5.2 20.0 -9.1 20.0 -16.9 -1.7 1.7 16.0 -5.8 6.4 20.0 16.7 20.0 BTP 9.7 10.2 -0.4 8.2 19.6 -2.6 20.0 -6.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 17.7 11.6 15.8 13.6 16.9 13.6 20.0 15.1 20.0 -20.0 20.0 20.0 18.8 20.0 18.9 20.0 14.2 4.0 1.7 20.0 15.8 4.2 20.0 14.0 20.0 BUND 15.8 10.3 -3.6 7.7 18.4 -2.5 20.0 -5.7 20.0 20.0 -6.8 20.0 -13.6 20.0 2.1 20.0 9.0 17.6 12.8 7.6 -3.4 20.0 -9.5 20.0 0.1 10.8 20.0 -4.0 20.0 -9.5 20.0 10.9 6.3 2.3 16.8 -4.5 2.4 20.0 10.7 20.0 BUXL 9.9 6.6 -3.9 7.0 16.8 -2.2 20.0 -5.2 20.0 20.0 -16.4 19.9 -20.0 12.8 -11.8 5.2 3.8 5.0 4.6 -2.6 -12.8 17.8 -20.0 9.4 3.9 -0.7 20.0 -13.7 20.0 -20.0 15.8 -0.2 0.4 -12.3 4.8 -10.7 -5.7 20.0 2.6 12.0 CAC 11.3 1.1 5.1 12.8 8.1 14.5 9.7 15.1 11.2 15.8 18.6 20.0 20.0 16.0 14.5 -5.9 -3.3 -5.6 -4.5 14.6 14.5 20.0 15.0 19.4 8.1 12.0 20.0 9.6 20.0 6.8 19.0 3.2 5.3 15.6 -4.1 -8.8 15.4 20.0 12.7 20.0 CAD 1.8 4.5 11.9 14.1 -5.3 9.2 3.7 5.5 12.4 -14.7 2.4 -7.2 2.2 3.9 8.4 -6.4 -7.4 -7.1 -7.4 7.5 4.9 -5.0 0.5 4.0 18.9 10.2 -9.3 6.2 -2.3 1.5 7.6 -6.4 -4.4 -2.4 -10.3 1.9 -20.0 -20.0 -20.0 -20.0 CANOLA 17.7 20.0 -0.9 -0.2 -18.1 -8.7 -10.4 -16.1 -0.8 17.3 -7.0 19.0 -3.8 20.0 15.8 -19.3 -15.1 -18.8 -17.6 16.5 1.9 20.0 -4.7 20.0 14.5 18.6 20.0 1.8 20.0 -6.3 20.0 -12.4 20.0 20.0 20.0 11.8 7.4 20.0 12.0 20.0 CHF 6.2 7.9 -3.1 6.8 -2.6 4.4 1.8 2.7 6.0 -5.7 1.8 -1.1 6.2 3.5 3.1 -12.2 -15.8 -14.5 -15.2 5.3 3.8 0.0 3.4 4.5 -1.0 6.1 -2.0 4.4 2.0 3.8 5.9 -20.0 0.6 5.9 1.5 0.7 -11.2 -20.0 -9.8 -20.0 COCOA -20.0 -20.0 -20.0 -0.1 -6.0 -2.9 -3.4 -5.3 -0.3 -6.2 -6.8 -6.9 -5.1 -7.1 -7.0 -5.7 3.8 -4.3 -1.6 -16.9 -14.1 -18.6 -8.7 -18.4 -20.0 -10.1 -12.4 -8.7 -13.5 -4.5 -11.6 17.4 -15.6 -16.5 -18.4 -11.2 2.7 1.3 7.7 6.3 COFFEE -20.0 -20.0 -15.1 -0.2 -15.8 -7.6 -9.1 -14.1 -0.7 -11.2 1.8 -16.6 7.8 -17.0 -16.8 16.6 18.9 20.0 20.0 -20.0 -12.0 -20.0 6.6 -20.0 -20.0 -19.2 3.5 -6.8 -7.8 11.3 -19.0 20.0 16.5 -20.0 -20.0 -20.0 20.0 17.5 20.0 20.0 COPPER -16.8 1.1 9.4 2.2 1.3 5.0 -0.4 6.2 -0.2 -3.5 4.7 -5.4 3.9 -1.1 3.5 -6.0 -6.3 -6.5 -6.5 3.4 5.2 -3.8 4.4 -0.7 -1.1 2.5 0.3 3.9 -0.4 4.6 0.6 -1.4 -4.5 3.6 2.6 -1.7 20.0 20.0 20.0 20.0 CORN 8.3 -2.0 2.2 -0.3 -20.0 -10.1 -12.0 -18.7 -0.9 5.1 1.2 13.6 -11.1 8.6 -1.1 -20.0 -20.0 -20.0 -20.0 0.2 -3.7 6.9 -9.8 5.5 11.8 1.8 19.5 -2.9 20.0 -7.7 12.9 -20.0 20.0 20.0 -10.7 5.4 1.4 -6.6 6.4 -0.1 COTTON2 -9.8 -1.0 -0.7 -0.3 -20.0 -10.5 -12.5 -19.4 -1.0 7.0 -20.0 -12.7 -20.0 -16.8 -20.0 -20.0 -19.3 -20.0 -20.0 -16.9 -18.3 -9.8 -20.0 -15.9 -8.2 -20.0 12.8 -20.0 -2.5 -20.0 -16.9 -20.0 20.0 -20.0 -20.0 -13.0 -10.7 -14.9 -9.2 -7.8 CRUDE_W 7.0 16.9 5.8 12.0 15.7 7.8 8.9 3.9 11.2 12.3 -4.5 11.7 -9.6 14.2 12.0 4.2 4.0 2.5 2.6 7.8 1.6 9.8 -3.8 10.0 6.6 8.5 14.9 1.2 12.7 -5.0 11.5 -0.5 5.6 -0.7 -7.4 -9.6 10.7 20.0 3.3 9.8 DAX -9.4 3.7 1.9 10.0 6.3 11.3 7.6 11.8 8.7 4.0 10.8 10.8 16.7 2.6 10.3 -9.1 -7.6 -8.8 -7.9 7.1 9.3 7.5 14.0 5.4 -13.4 4.4 6.3 5.9 5.6 8.3 2.8 -3.3 2.0 -13.4 -2.8 -2.9 11.8 20.0 8.7 20.0 DOW -4.4 -3.1 5.5 7.3 4.6 8.3 5.6 8.7 6.4 -8.3 13.2 -0.7 13.7 6.0 11.5 -6.8 -8.0 -7.3 -7.5 8.1 11.8 -1.4 13.1 3.7 -8.9 5.5 -5.6 7.9 -1.4 8.9 2.7 -3.5 -10.1 -5.1 -4.5 3.1 -2.5 -20.0 -7.4 -20.0 DX -1.3 -6.4 1.0 10.7 -4.0 7.0 2.8 4.2 9.4 10.1 -1.8 4.1 -9.9 -3.3 -5.4 4.8 6.0 5.4 5.6 -5.5 -4.2 4.3 -4.8 -3.2 -20.0 -8.4 12.8 -6.3 3.3 -4.7 -5.3 16.4 -2.8 -20.0 -20.0 -15.5 5.0 20.0 10.8 20.0 EUR -1.3 0.2 -5.4 11.1 -4.2 7.2 2.9 4.4 9.8 -11.6 2.4 -8.4 10.9 -0.2 2.7 -6.5 -7.9 -7.5 -7.7 4.1 4.4 -5.5 6.2 1.2 5.9 7.9 -8.8 7.1 -3.5 6.9 4.7 -7.0 -5.8 -3.8 -5.6 1.6 -9.2 -20.0 -5.7 -20.0 EURIBOR-ICE 20.0 15.3 -8.0 5.3 12.7 -1.7 20.0 -3.9 16.5 10.8 -2.3 15.5 4.5 15.7 6.1 13.4 12.0 13.5 13.1 9.6 1.2 18.5 0.9 18.3 -2.2 9.2 12.0 -2.0 20.0 -2.9 20.0 14.6 3.9 8.8 16.3 -4.2 16.8 20.0 20.0 20.0 EUROSTX -4.5 3.5 9.9 11.1 7.0 12.5 8.4 13.0 9.6 5.6 20.0 12.1 20.0 15.9 18.3 9.2 1.6 6.7 3.7 17.3 20.0 10.9 20.0 12.1 -8.4 14.7 10.9 17.5 10.3 15.6 10.4 13.8 0.6 0.5 9.6 10.7 9.9 20.0 5.1 20.0 FEEDCOW -1.4 20.0 20.0 -0.2 -17.3 -8.3 -9.9 -15.4 -0.8 17.2 15.0 16.9 16.2 18.5 18.0 17.9 10.6 14.9 13.7 20.0 20.0 15.1 20.0 20.0 -20.0 10.4 -0.8 14.3 1.0 20.0 6.2 20.0 12.6 9.1 13.1 4.9 20.0 20.0 20.0 20.0 GASOIL 6.4 12.6 -1.6 11.4 15.0 7.5 8.5 3.7 10.7 12.3 7.7 9.3 8.9 13.1 8.2 18.3 16.2 18.3 17.7 9.9 6.6 17.4 4.6 12.8 -2.5 12.6 20.0 10.4 16.7 7.6 13.2 20.0 19.1 3.8 5.8 4.1 -1.8 20.0 -9.9 5.2 GASOLINE 8.7 16.1 1.3 12.6 16.6 8.2 9.4 4.1 11.8 14.3 7.3 13.9 3.3 16.0 13.7 -20.0 -20.0 -20.0 -20.0 10.9 5.4 13.9 1.6 13.7 -16.0 11.4 15.7 4.9 14.1 0.3 14.0 -20.0 5.4 -0.3 -1.5 -4.9 8.2 20.0 -1.1 20.0 GAS_US_mini -5.0 3.3 5.6 4.8 6.3 3.1 3.6 1.6 4.5 -6.5 -2.6 -6.6 -4.4 -3.0 -2.4 20.0 -6.7 20.0 20.0 -1.0 -0.9 -4.2 -1.3 -2.4 11.6 -1.4 -1.3 -1.4 -1.9 -1.2 -1.6 -6.7 -8.7 -6.9 -14.8 -6.0 7.2 -9.3 4.0 -20.0 GBP -6.3 5.3 4.2 14.1 -5.3 9.2 3.7 5.5 12.4 -15.5 6.8 -12.0 12.4 -2.9 8.9 -0.0 0.0 0.1 0.1 6.7 7.2 -12.9 7.0 -1.0 0.2 11.9 -11.4 11.0 -6.1 9.5 4.9 6.6 -8.9 -7.8 -2.7 4.7 -6.1 -6.9 -1.1 -9.0 GOLD_micro -20.0 -9.7 -12.7 2.1 1.2 4.6 -0.4 5.7 -0.2 0.9 5.5 -1.4 6.2 1.5 3.7 -4.9 -9.5 -6.7 -7.9 6.2 7.1 0.2 6.8 3.4 -17.7 6.9 2.3 8.4 2.5 8.9 4.5 -5.4 3.4 18.3 18.0 12.3 15.5 6.0 -5.0 -14.4 HEATOIL 6.5 13.4 -1.2 9.1 11.9 5.9 6.8 3.0 8.5 10.5 4.0 8.3 5.3 10.1 5.1 20.0 16.6 20.0 20.0 8.1 5.1 13.5 3.4 10.7 -13.9 7.6 17.2 5.1 13.1 3.8 9.8 20.0 8.9 0.9 -2.6 -0.9 7.6 12.9 -6.4 -10.4 JGB-SGX-mini 20.0 11.4 -10.1 2.7 6.5 -0.9 10.9 -2.0 8.4 7.0 -8.2 7.2 -8.7 0.0 -6.6 -11.4 9.8 -2.3 4.9 -6.7 -11.8 8.4 -12.5 1.9 0.1 -8.1 8.0 -12.8 6.9 -12.5 0.6 6.3 -2.3 -1.9 -13.8 -20.0 -5.9 -20.0 1.0 -20.0 JPY 8.6 16.3 0.0 8.5 -3.2 5.5 2.2 3.3 7.5 -0.3 -8.2 1.1 -9.3 2.8 -1.5 -7.9 -10.2 -8.8 -9.3 -0.5 -6.1 1.0 -8.6 3.0 20.0 0.8 -1.7 -5.4 3.4 -7.9 5.1 -10.3 7.4 2.1 -4.9 -13.3 -4.7 -14.7 0.1 -17.8 LEANHOG -13.6 13.3 7.8 -0.3 -20.0 -10.5 -12.5 -19.4 -1.0 -10.3 14.1 -14.0 17.2 1.1 15.0 -20.0 -2.5 -20.0 -20.0 12.8 15.2 -18.1 13.8 -4.0 -5.2 15.3 -18.8 17.2 -20.0 13.1 -6.1 0.9 -20.0 -20.0 16.3 20.0 -8.6 10.4 -2.7 20.0 LIVECOW 2.2 12.8 8.9 -0.2 -16.9 -8.1 -9.7 -15.0 -0.8 17.2 10.9 17.3 13.9 17.3 15.7 5.5 4.9 -0.5 0.6 17.7 16.9 17.6 20.0 17.6 -20.0 4.3 6.6 4.5 7.0 12.2 6.2 20.0 20.0 16.0 3.7 -4.0 20.0 20.0 20.0 20.0 LUMBER-new -1.8 20.0 -5.2 -0.2 -16.4 -7.9 -9.4 -14.6 -0.7 -15.3 -15.1 -13.7 -15.5 0.8 -7.2 -20.0 -20.0 -20.0 -20.0 -4.7 -14.0 -14.3 -19.8 -4.9 NaN -5.4 -20.0 -13.3 -15.2 -16.0 -5.4 -20.0 4.4 -15.3 -5.4 -15.2 1.2 20.0 4.5 20.0 MXP -7.4 2.6 6.3 16.5 -6.2 10.7 4.4 6.5 14.5 -6.2 20.0 13.1 20.0 18.7 20.0 9.8 12.7 11.6 12.2 20.0 20.0 8.7 20.0 19.9 -20.0 20.0 -4.4 20.0 6.4 20.0 20.0 20.0 7.0 -1.3 17.7 20.0 9.6 8.6 20.0 11.7 NASDAQ_micro -18.2 -14.5 -6.8 7.4 4.6 8.3 5.6 8.7 6.4 -9.3 6.1 -10.1 12.1 -8.2 -3.4 -7.5 -8.5 -8.0 -8.2 -5.2 3.6 -11.6 11.8 -11.0 -20.0 -5.1 -6.4 1.4 -10.1 7.5 -9.5 -4.6 -15.9 -20.0 -20.0 -16.2 7.6 -20.0 9.0 -20.0 NIKKEI 5.8 -7.2 2.3 4.5 2.9 5.1 3.4 5.4 4.0 -2.7 8.6 5.8 8.6 7.2 7.9 8.9 8.0 8.7 7.8 10.7 11.2 6.6 10.9 10.0 -10.6 8.2 1.5 9.4 5.3 9.5 7.7 20.0 13.4 11.6 12.7 9.6 -10.2 0.1 -15.2 4.3 NZD 3.0 18.2 14.8 10.0 -3.8 6.5 2.6 3.9 8.8 -8.7 3.8 -2.1 -0.5 7.9 9.6 -3.6 -3.5 -3.9 -3.9 9.6 5.1 -1.6 0.1 7.1 11.6 10.9 -11.1 5.1 -4.0 -0.8 7.8 0.0 -6.3 -0.8 2.2 0.7 -3.1 20.0 5.9 20.0 OAT 15.1 15.6 5.0 7.7 18.3 -2.4 20.0 -5.6 20.0 20.0 14.4 20.0 0.5 20.0 18.7 12.6 12.7 13.6 14.1 20.0 10.1 20.0 1.2 20.0 -0.8 20.0 20.0 13.8 20.0 4.5 20.0 16.2 11.4 16.5 20.0 16.8 1.7 20.0 11.8 20.0 OATIES 11.7 6.9 -1.9 -0.2 -14.2 -6.8 -8.1 -12.6 -0.6 13.7 -11.1 12.5 -11.9 10.7 0.3 -4.9 -11.5 -11.6 -13.6 -1.1 -8.9 12.7 -12.5 6.4 -2.5 -0.6 20.0 -10.9 19.0 -15.4 9.8 -6.5 20.0 15.3 1.7 -4.7 -6.7 -19.6 -3.6 -20.0 OJ -20.0 14.4 16.6 -0.1 -6.0 -2.9 -3.4 -5.3 -0.3 3.5 -3.6 -0.6 -5.6 -0.9 0.7 3.5 2.6 1.7 0.9 -0.9 -2.4 1.6 -4.8 -0.8 -20.0 0.5 -1.6 -0.2 -2.5 -2.5 -1.8 18.1 8.9 -9.5 2.8 3.0 -15.3 -17.1 -9.6 -18.6 PALLAD -20.0 -1.6 -1.7 2.1 1.2 4.7 -0.4 5.8 -0.2 3.2 3.4 -4.7 4.1 -4.0 0.7 -2.5 -3.0 -2.8 -2.9 1.2 4.0 -2.3 4.3 -2.2 10.0 -0.5 0.6 3.3 -1.9 5.6 -2.8 4.4 -2.1 -4.0 -10.2 -5.4 11.2 -0.0 -1.5 -7.2 PLAT -20.0 -3.7 -12.1 2.0 1.2 4.5 -0.4 5.6 -0.2 0.8 3.1 -5.2 4.6 -4.1 0.7 -1.6 -3.4 -2.6 -3.0 1.3 4.5 -4.5 4.8 -3.6 -0.8 1.4 0.1 5.3 -2.7 7.0 -2.6 4.0 -4.6 -8.4 -6.2 1.8 19.8 9.3 2.5 -3.8 REDWHEAT 7.2 11.3 9.7 -0.3 -18.3 -8.8 -10.5 -16.3 -0.8 15.8 -6.8 14.3 -17.0 13.7 9.9 -14.6 -16.2 -15.4 -16.0 6.5 -0.7 17.7 -10.2 11.8 7.5 10.4 20.0 3.6 20.0 -4.7 17.0 -12.5 20.0 20.0 8.3 17.2 -20.0 -20.0 -20.0 -20.0 RICE 2.3 20.0 13.1 -0.1 -9.2 -4.4 -5.3 -8.2 -0.4 -9.4 -6.6 -6.1 -9.2 4.0 4.3 -19.9 -14.5 -20.0 -19.5 1.0 -6.1 -15.3 -13.9 -2.6 1.3 4.0 -20.0 -4.9 -18.3 -16.0 -1.4 -14.5 -16.2 0.5 11.2 2.7 -16.0 -17.0 -10.3 -17.3 ROBUSTA -15.3 -3.0 -10.7 -0.1 -9.7 -4.7 -5.6 -8.6 -0.4 -8.2 0.7 -9.7 -2.5 -7.9 -7.2 20.0 15.7 20.0 17.0 -7.5 -5.5 -10.5 -2.6 -9.4 -20.0 -5.9 -8.7 -4.2 -8.8 -1.8 -7.6 20.0 -2.3 -15.1 -7.3 -8.8 3.3 5.6 12.7 13.4 RUSSELL -13.8 3.5 9.3 8.2 5.2 9.3 6.2 9.7 7.1 1.2 13.5 1.5 14.3 6.2 11.3 -4.8 -5.2 -4.9 -4.9 9.4 13.5 0.5 13.5 3.7 7.0 6.6 -0.1 9.6 0.0 9.7 2.4 1.0 -3.2 -19.3 0.1 1.5 -6.0 -20.0 -14.7 -20.0 SHATZ 12.4 12.6 -5.0 6.1 14.5 -1.9 20.0 -4.4 18.8 7.1 -10.4 15.9 -11.9 17.0 0.9 8.6 -11.5 0.4 -5.8 3.2 -6.5 9.4 -10.2 10.1 12.4 2.1 4.3 -10.9 13.4 -14.0 13.3 -20.0 -14.2 -7.6 8.6 -8.3 12.8 20.0 19.1 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 11.3 1.1 19.4 9.5 6.0 10.7 7.2 11.2 8.3 16.2 17.8 18.0 16.7 17.5 17.6 12.7 7.2 11.8 9.5 20.0 20.0 20.0 20.0 20.0 10.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 9.6 18.9 12.4 20.0 -9.4 20.0 -9.6 20.0 SOFR 20.0 0.4 -10.8 6.0 14.4 -1.9 20.0 -4.4 18.8 13.1 -3.3 16.4 11.7 13.5 -1.7 8.0 6.7 8.2 7.7 4.0 -0.3 20.0 3.4 15.7 -20.0 6.7 18.7 1.6 20.0 3.7 19.0 5.3 5.2 15.7 5.4 3.4 -12.5 -12.6 -15.0 -20.0 SOYBEAN 19.1 5.6 0.8 -0.3 -20.0 -10.3 -12.2 -19.0 -1.0 20.0 8.6 20.0 7.6 20.0 5.5 -0.4 -4.9 -2.9 -4.1 13.2 5.9 20.0 0.5 20.0 -6.9 18.9 20.0 11.6 20.0 6.2 20.0 7.3 20.0 20.0 14.3 17.3 -20.0 -12.6 -20.0 -9.6 SOYMEAL 14.3 -4.0 -2.2 0.4 -19.3 -6.8 -7.2 -12.8 0.8 2.8 -6.1 10.4 -10.0 7.8 -8.0 -11.9 -14.1 -12.2 -13.4 -0.5 -3.1 9.7 -6.2 6.6 -13.8 4.0 10.2 3.8 15.3 0.1 9.6 -8.7 20.0 20.0 -2.6 17.7 -20.0 -18.9 -14.5 -18.1 SOYOIL 20.0 20.0 5.1 -0.3 -19.9 -9.6 -11.4 -17.7 -0.9 20.0 8.7 20.0 11.9 20.0 20.0 -7.7 -6.3 -8.3 -7.7 20.0 17.5 20.0 10.3 20.0 -19.2 20.0 20.0 13.4 20.0 5.7 20.0 3.5 20.0 20.0 20.0 20.0 -10.7 -20.0 -11.7 -20.0 SP400 -0.5 11.9 13.3 8.7 5.5 9.9 6.6 10.3 7.6 7.9 15.7 12.4 13.4 14.3 15.7 -6.7 -6.3 -6.7 -6.3 16.8 15.6 11.2 12.0 15.0 3.4 11.7 4.9 9.2 10.4 5.9 12.4 -1.0 7.5 3.2 7.4 6.4 -3.7 -20.0 -9.6 -20.0 SP500_micro -11.8 -10.8 -1.2 9.3 5.8 10.5 7.0 10.9 8.1 -9.6 15.2 -6.9 17.7 -3.8 9.7 -8.6 -9.5 -9.0 -9.1 0.8 9.9 -8.7 17.8 -5.9 -16.9 -2.1 -7.7 3.7 -9.4 8.9 -6.7 -6.1 -18.7 -20.0 -20.0 -12.9 11.2 -20.0 14.9 -20.0 SUGAR11 -8.7 0.1 2.3 -0.2 -12.0 -5.8 -6.9 -10.7 -0.5 0.4 -12.2 -9.0 -13.2 -11.4 -11.0 18.4 13.2 18.1 14.7 -9.0 -11.1 -5.2 -14.3 -8.8 -19.6 -5.1 1.3 -7.2 -4.8 -11.2 -6.9 20.0 3.7 -15.0 -9.3 -0.1 0.7 -18.3 5.4 -11.4 US10 16.0 -2.9 -6.3 5.7 13.7 -1.8 20.0 -4.2 17.8 10.3 4.2 14.0 8.9 10.7 -2.4 3.1 1.3 3.0 2.5 2.7 0.5 17.1 2.7 11.8 -9.8 4.1 17.7 1.8 20.0 4.5 15.3 -3.8 2.7 5.9 -1.4 2.8 -12.8 -20.0 -11.9 -20.0 US10U 13.8 -2.9 -5.2 7.8 18.6 -2.5 20.0 -5.7 20.0 16.7 7.9 20.0 10.4 15.2 -2.9 3.2 0.7 3.1 2.2 4.5 1.8 20.0 3.6 17.2 -15.6 8.5 20.0 6.5 20.0 9.4 20.0 -4.8 11.4 4.7 2.4 6.7 -12.2 -6.4 -14.4 -20.0 US2 15.0 -3.0 -4.9 6.1 14.7 -2.0 20.0 -4.5 19.1 -3.2 -3.7 9.9 0.3 7.4 -4.1 -10.3 -13.1 -9.9 -10.7 0.1 -2.4 7.5 -1.4 6.6 13.4 1.0 8.2 -2.2 15.5 0.5 10.7 -20.0 -12.2 3.3 -7.3 -1.2 -13.3 -20.0 -15.8 -20.0 US20 12.3 2.5 -3.3 5.4 13.0 -1.7 20.0 -4.0 16.9 12.1 5.2 14.7 1.9 12.2 0.2 5.4 4.0 5.3 4.8 5.3 2.0 19.5 1.0 14.0 -9.9 8.4 16.8 5.9 20.0 5.4 16.9 0.4 8.4 1.9 8.5 5.7 -8.7 14.9 -5.2 -20.0 US30 10.7 2.9 -3.2 6.3 15.1 -2.0 20.0 -4.6 19.7 14.0 -0.8 16.8 -6.5 13.4 -4.3 2.9 -0.4 2.3 1.1 3.4 -0.8 19.2 -2.9 13.0 -5.7 7.4 18.2 4.0 20.0 2.5 17.6 -6.8 4.8 -3.6 5.9 3.1 -10.3 11.4 -2.9 -17.6 US5 17.0 -2.9 -6.1 6.7 15.9 -2.1 20.0 -4.9 20.0 8.7 1.7 15.7 10.1 11.5 -3.3 0.6 -1.7 0.5 -0.2 2.8 -0.2 18.2 2.5 13.2 -7.6 5.0 17.6 1.5 20.0 4.8 18.0 -8.8 1.4 7.6 -1.7 3.7 -14.0 -20.0 -15.9 -20.0 VIX 13.6 10.2 -7.2 0.3 16.1 -5.6 14.3 -5.3 8.7 14.3 -16.8 12.5 -17.1 8.1 -13.0 -20.0 -20.0 -20.0 -20.0 -2.4 -8.5 10.8 -8.7 5.9 NaN -0.5 19.3 -6.6 17.9 -6.0 9.4 NaN NaN NaN NaN NaN -0.1 -20.0 NaN NaN WHEAT 8.6 13.1 3.7 -0.3 -20.0 -9.7 -11.5 -17.9 -0.9 14.7 -14.5 13.8 -20.0 13.4 0.1 -18.2 -18.6 -18.8 -18.5 4.4 -4.4 16.5 -13.7 11.0 11.3 10.8 20.0 2.1 20.0 -5.7 19.2 -16.4 20.0 20.0 12.2 13.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3