******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260220_204008 produced at 2026-02-20 21:36:09.396709 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.42 0.0 0.00 0.00 0.00 0.00 -11.20 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 -39.32 59.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.42 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.19 -0.12 0.0 999.00 -999.00 -0.19 -0.19 -13.80 999999999.0 -22 -22 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.06 0.0 0.15 -0.15 -0.07 -0.07 -4.71 11.0 -5 -5 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.28 -0.05 0.0 0.50 -0.50 -0.28 -0.28 -2.34 23.0 -13 -13 caleb_strategy_v3 SP500_micro False False 0.02 -0.21 -0.04 0.0 0.72 -0.72 -0.21 -0.18 -2.63 48.0 -14 -12 caleb_strategy_v3 CHF False False 0.07 0.00 -0.04 0.0 0.91 -0.91 0.00 0.00 -0.51 13.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.08 3.0 0 0 caleb_strategy_v3 DX False False 0.04 -0.04 -0.03 0.0 999.00 -999.00 -0.04 -0.04 -0.80 999999999.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -3.17 4.0 -3 -3 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.90 -0.90 0.00 0.00 -0.29 14.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.02 0.0 0.12 -0.12 -0.06 -0.06 -3.28 18.0 -9 -9 caleb_strategy_v3 US5 False False 0.05 -0.10 -0.02 0.0 1.19 -1.19 -0.10 -0.10 -0.40 25.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.80 9.0 0 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 GOLD_micro False False 0.02 -0.02 -0.01 0.0 1.22 -1.22 -0.02 -0.02 -0.23 56.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.08 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.46 23.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.01 0.0 0.84 -0.84 0.00 0.00 -0.14 17.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -0.60 3.0 -2 -2 caleb_strategy_v3 CORN False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.57 12.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.15 6.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.36 -0.36 -0.03 -0.03 -0.96 26.0 -2 -2 caleb_strategy_v3 BUXL False False 0.06 0.00 0.00 0.0 0.23 -0.23 0.00 0.00 0.05 4.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.00 0.0 0.21 -0.21 0.00 0.00 -0.09 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.00 0.0 0.12 -0.12 -0.03 -0.03 -0.36 9.0 -2 -2 caleb_strategy_v3 JPY False False 0.04 0.04 -0.00 0.0 0.60 -0.60 0.04 0.04 -0.06 17.0 1 1 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 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.17 8.0 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 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 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.31 26.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 0.00 0.0 0.31 -0.31 0.00 0.00 0.04 6.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.05 0.00 0.0 0.65 -0.65 0.05 0.05 0.04 13.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.35 7.0 0 0 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 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.17 999999999.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.39 -0.39 0.00 0.00 2.19 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 0.04 0.02 0.0 0.81 -0.81 0.04 0.04 0.52 22.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.03 0.0 0.14 -0.14 0.05 0.05 0.61 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 DAX False False 0.01 0.00 0.04 0.0 0.75 -0.75 0.00 0.00 3.47 58.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.55 -0.55 0.00 0.00 1.98 21.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.04 0.05 0.0 0.22 -0.22 0.04 0.04 11.68 51.0 10 10 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.77 999999999.0 1 1 caleb_strategy_v3 SP400 False False 0.16 0.31 0.05 0.0 0.31 -0.31 0.31 0.31 0.32 2.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.06 0.0 0.12 -0.12 0.00 0.00 2.03 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.07 0.0 0.72 -0.72 0.00 0.00 1.77 17.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.07 0.0 1.14 -1.14 0.00 0.00 1.23 19.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.26 0.08 0.0 0.66 -0.66 0.26 0.26 1.16 10.0 4 4 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.09 0.0 0.58 -0.58 0.08 0.08 5.56 36.0 5 5 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.10 0.0 0.63 -0.63 0.08 0.08 1.20 8.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.10 0.0 0.14 -0.14 0.05 0.05 3.48 5.0 2 2 caleb_strategy_v3 SOFR False True 0.11 0.00 0.10 0.0 0.00 0.00 0.00 0.00 0.98 11.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.11 0.0 0.58 -0.58 0.00 0.00 3.74 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 3.99 20.0 9 9 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 4.02 12.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.17 0.0 0.00 0.00 0.00 0.00 3.17 24.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.29 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.33 0.0 0.63 -0.63 0.00 0.00 5.21 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 6.84 10.0 7 7 caleb_strategy_v3 MXP False False 0.01 0.43 0.59 0.0 0.76 -0.76 0.43 0.43 46.79 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 2.63 0.0 1.25 -1.25 0.00 0.00 21.01 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.2 Shocked risk 48.7 Sum abs risk 52.3 Leverage 7.07 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2296933.95, 'annual_cash_vol_target': 574233.4875, 'daily_cash_vol_target': 35889.59296875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.7058 0.6612 10.5798 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1481 117.0500 0.1265 2.0242 BTP 0.3407 122.3000 0.2786 4.4571 BUND 0.3087 129.3900 0.2386 3.8169 BUXL 0.7414 112.1800 0.6609 10.5740 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0031 0.7313 0.4185 6.6966 CANOLA 5.6595 686.9000 0.8239 13.1826 CHF 0.0073 1.2928 0.5611 8.9774 COCOA 136.3715 3184.0000 4.2830 68.5284 COFFEE 4.9404 285.3500 1.7313 27.7014 COPPER 0.1093 5.7620 1.8972 30.3559 CORN 3.7258 464.7500 0.8017 12.8267 COTTON2 0.7425 63.3800 1.1715 18.7436 CRUDE_W 1.0169 63.0700 1.6124 25.7977 DAX 178.9475 25267.0000 0.7082 11.3316 DOW 338.6916 49573.0000 0.6832 10.9315 DX 0.3898 97.7150 0.3989 6.3819 EUR 0.0055 1.1795 0.4623 7.3964 EURIBOR-ICE 0.0290 97.7650 0.0297 0.4745 EUROSTX 46.5047 6136.0000 0.7579 12.1264 FEEDCOW 2.6881 364.2750 0.7379 11.8071 GASOIL 12.0113 716.2500 1.6770 26.8316 GASOLINE 0.0369 2.2449 1.6436 26.2969 GAS_US_mini 0.2046 3.0500 6.7076 107.3218 GBP 0.0068 1.3484 0.5048 8.0767 GOLD_micro 100.6952 5013.2000 2.0086 32.1376 HEATOIL 0.0495 2.4781 1.9961 31.9375 JGB-SGX-mini 0.2570 132.6500 0.1937 3.0995 JPY 0.0000 0.0065 0.6758 10.8133 LEANHOG 1.1019 93.6250 1.1770 18.8316 LIVECOW 1.7728 241.7250 0.7334 11.7346 LUMBER-new 7.9459 578.0000 1.3747 21.9957 MXP 0.0004 0.0582 0.6248 9.9975 NASDAQ_micro 213.3415 25027.2500 0.8524 13.6390 NIKKEI 763.0291 57120.0000 1.3358 21.3734 NZD 0.0041 0.5978 0.6845 10.9516 OAT 0.3038 123.2400 0.2465 3.9438 OATIES 4.8816 324.2500 1.5055 24.0882 OJ 7.9118 180.5500 4.3821 70.1132 PALLAD 68.1858 1707.0000 3.9945 63.9117 PLAT 90.7777 2085.9000 4.3520 69.6315 REDWHEAT 9.0594 586.5000 1.5447 24.7146 RICE 0.1602 10.1750 1.5744 25.1904 ROBUSTA 67.6911 3616.0000 1.8720 29.9518 RUSSELL 27.3144 2658.6000 1.0274 16.4384 SHATZ 0.0444 106.9550 0.0415 0.6637 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 82.7030 13764.0000 0.6009 9.6138 SOFR 0.0511 96.7400 0.0528 0.8445 SOYBEAN 7.6894 1115.0000 0.6896 11.0341 SOYMEAL 3.7081 308.8000 1.2008 19.2128 SOYOIL 0.7072 59.3400 1.1918 19.0694 SP400 28.9608 3603.2000 0.8038 12.8600 SP500_micro 44.5124 6917.2500 0.6435 10.2960 SUGAR11 0.2211 13.8600 1.5955 25.5281 US10 0.3081 112.9375 0.2728 4.3653 US10U 0.3937 115.6875 0.3403 5.4448 US2 0.0713 104.2891 0.0683 1.0934 US20 0.6114 117.4375 0.5206 8.3292 US30 0.8763 120.2188 0.7289 11.6624 US5 0.1876 109.4922 0.1713 2.7407 VIX 0.5619 20.1500 2.7884 44.6144 WHEAT 7.8365 615.5000 1.2732 20.3711 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 705.85 0.66 466.73 1.00 466.73 35889.59 76.90 18.73 144.00 BITCOIN 82.98 2.35 195.18 1.00 195.18 35889.59 183.88 -19.72 -362.59 BOBL 1170.50 0.13 148.08 1.18 174.67 35889.59 205.47 5.91 121.40 BTP 1223.00 0.28 340.69 1.18 401.86 35889.59 89.31 17.08 152.55 BUND 1293.90 0.24 308.67 1.18 364.09 35889.59 98.57 11.63 114.68 BUXL 1121.80 0.66 741.37 1.18 874.48 35889.59 41.04 1.30 5.35 CAC 847.95 0.61 516.00 1.18 608.65 35889.59 58.97 19.96 117.67 CAD 731.30 0.42 306.07 1.00 306.07 35889.59 117.26 0.64 7.46 CANOLA 137.38 0.82 113.19 0.73 82.70 35889.59 433.98 11.04 479.32 CHF 1616.06 0.56 906.75 1.00 906.75 35889.59 39.58 -5.00 -19.80 COCOA 318.40 4.28 1363.72 1.00 1363.72 35889.59 26.32 -15.01 -39.51 COFFEE 1070.06 1.73 1852.64 1.00 1852.64 35889.59 19.37 -5.63 -10.92 COPPER 1440.50 1.90 2732.98 1.00 2732.98 35889.59 13.13 5.38 7.06 CORN 232.38 0.80 186.29 1.00 186.29 35889.59 192.66 -1.20 -23.20 COTTON2 316.90 1.17 371.24 1.00 371.24 35889.59 96.67 -20.00 -193.35 CRUDE_W 630.70 1.61 1016.91 1.00 1016.91 35889.59 35.29 9.10 32.11 DAX 252.67 0.71 178.95 1.18 211.08 35889.59 170.03 5.97 101.52 DOW 247.86 0.68 169.35 1.00 169.35 35889.59 211.93 -2.32 -49.13 DX 977.15 0.40 389.75 1.00 389.75 35889.59 92.08 -3.35 -30.87 EUR 1474.31 0.46 681.54 1.00 681.54 35889.59 52.66 -2.15 -11.31 EURIBOR-ICE 2444.12 0.03 72.49 1.18 85.51 35889.59 419.73 14.66 615.20 EUROSTX 613.60 0.76 465.05 1.18 548.55 35889.59 65.43 17.85 116.77 FEEDCOW 1821.38 0.74 1344.07 1.00 1344.07 35889.59 26.70 13.55 36.18 GASOIL 716.25 1.68 1201.13 1.00 1201.13 35889.59 29.88 15.62 46.66 GASOLINE 942.86 1.64 1549.64 1.00 1549.64 35889.59 23.16 1.66 3.83 GAS_US_mini 76.25 6.71 511.46 1.00 511.46 35889.59 70.17 0.41 2.86 GBP 842.75 0.50 425.42 1.00 425.42 35889.59 84.36 2.37 20.02 GOLD_micro 501.32 2.01 1006.95 1.00 1006.95 35889.59 35.64 -1.90 -6.79 HEATOIL 1040.80 2.00 2077.54 1.00 2077.54 35889.59 17.28 8.08 13.97 JGB-SGX-mini 132650.00 0.19 25697.00 0.01 165.67 35889.59 216.63 -4.77 -103.28 JPY 807.25 0.68 545.56 1.00 545.56 35889.59 65.78 -0.35 -2.29 LEANHOG 374.50 1.18 440.78 1.00 440.78 35889.59 81.42 -0.19 -1.53 LIVECOW 966.90 0.73 709.14 1.00 709.14 35889.59 50.61 10.52 53.24 LUMBER-new 158.95 1.37 218.51 1.00 218.51 35889.59 164.24 -10.19 -167.41 MXP 291.15 0.62 181.92 1.00 181.92 35889.59 197.28 16.14 318.36 NASDAQ_micro 500.54 0.85 426.68 1.00 426.68 35889.59 84.11 -11.93 -100.38 NIKKEI 57120.00 1.34 76302.91 0.01 491.93 35889.59 72.96 7.03 51.30 NZD 597.85 0.68 409.21 1.00 409.21 35889.59 87.70 8.70 76.30 OAT 1232.40 0.25 303.77 1.18 358.31 35889.59 100.16 20.00 200.32 OATIES 162.12 1.51 244.08 1.00 244.08 35889.59 147.04 -5.80 -85.29 OJ 270.82 4.38 1186.78 1.00 1186.78 35889.59 30.24 -8.18 -24.73 PALLAD 1707.00 3.99 6818.58 1.00 6818.58 35889.59 5.26 1.70 0.89 PLAT 1042.95 4.35 4538.89 1.00 4538.89 35889.59 7.91 0.24 0.19 REDWHEAT 293.25 1.54 452.97 1.00 452.97 35889.59 79.23 -1.58 -12.55 RICE 203.50 1.57 320.39 1.00 320.39 35889.59 112.02 -11.63 -130.25 ROBUSTA 361.60 1.87 676.91 1.00 676.91 35889.59 53.02 -6.47 -34.29 RUSSELL 132.93 1.03 136.57 1.00 136.57 35889.59 262.79 2.51 65.87 SHATZ 1069.55 0.04 44.36 1.18 52.33 35889.59 685.83 4.55 311.88 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 35889.59 5.83 12.83 7.48 SMI 1376.40 0.60 827.03 1.29 1070.71 35889.59 33.52 20.00 67.04 SOFR 2418.50 0.05 127.65 1.00 127.65 35889.59 281.16 0.58 16.18 SOYBEAN 557.50 0.69 384.47 1.00 384.47 35889.59 93.35 3.98 37.15 SOYMEAL 308.80 1.20 370.81 1.00 370.81 35889.59 96.79 -8.91 -86.21 SOYOIL 356.04 1.19 424.34 1.00 424.34 35889.59 84.58 3.08 26.03 SP400 3603.20 0.80 2896.08 1.00 2896.08 35889.59 12.39 7.82 9.69 SP500_micro 345.86 0.64 222.56 1.00 222.56 35889.59 161.26 -7.00 -112.91 SUGAR11 155.23 1.60 247.67 1.00 247.67 35889.59 144.91 -9.30 -134.83 US10 1129.38 0.27 308.13 1.00 308.13 35889.59 116.48 -0.98 -11.38 US10U 1156.88 0.34 393.68 1.00 393.68 35889.59 91.16 0.38 3.42 US2 2085.78 0.07 142.53 1.00 142.53 35889.59 251.80 -4.44 -111.92 US20 1174.38 0.52 611.35 1.00 611.35 35889.59 58.71 3.36 19.74 US30 1202.19 0.73 876.28 1.00 876.28 35889.59 40.96 0.72 2.94 US5 1094.92 0.17 187.55 1.00 187.55 35889.59 191.36 -1.65 -31.55 VIX 201.50 2.79 561.86 1.00 561.86 35889.59 63.88 -8.74 -55.82 WHEAT 307.75 1.27 391.82 1.00 391.82 35889.59 91.60 -2.93 -26.86 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 144.000 0.010 2.5 3.741 BITCOIN -362.593 0.043 2.5 -39.320 BOBL 121.399 0.004 2.5 1.233 BTP 152.545 0.014 2.5 5.210 BUND 114.681 0.004 2.5 1.165 BUXL 5.349 0.004 2.5 0.054 CAC 117.674 0.014 2.5 4.019 CAD 7.455 0.010 2.5 0.194 CANOLA 479.316 0.010 2.5 11.678 CHF -19.797 0.010 2.5 -0.514 COCOA -39.510 0.010 2.5 -0.963 COFFEE -10.916 0.005 2.5 -0.145 COPPER 7.063 0.043 2.5 0.766 CORN -23.195 0.010 2.5 -0.565 COTTON2 -193.349 0.010 2.5 -4.711 CRUDE_W 32.108 0.043 2.5 3.482 DAX 101.525 0.014 2.5 3.468 DOW -49.133 0.009 2.5 -1.143 DX -30.873 0.010 2.5 -0.802 EUR -11.310 0.010 2.5 -0.294 EURIBOR-ICE 615.196 0.014 2.5 21.013 EUROSTX 116.773 0.014 2.5 3.989 FEEDCOW 36.183 0.013 2.5 1.201 GASOIL 46.663 0.017 2.5 2.026 GASOLINE 3.834 0.017 2.5 0.166 GAS_US_mini 2.857 0.043 2.5 0.310 GBP 20.025 0.010 2.5 0.520 GOLD_micro -6.790 0.014 2.5 -0.232 HEATOIL 13.966 0.017 2.5 0.606 JGB-SGX-mini -103.279 0.043 2.5 -11.200 JPY -2.294 0.010 2.5 -0.060 LEANHOG -1.528 0.024 2.5 -0.093 LIVECOW 53.238 0.013 2.5 1.767 LUMBER-new -167.408 0.010 2.5 -4.079 MXP 318.359 0.059 2.5 46.792 NASDAQ_micro -100.377 0.009 2.5 -2.336 NIKKEI 51.300 0.043 2.5 5.563 NZD 76.304 0.010 2.5 1.983 OAT 200.324 0.014 2.5 6.842 OATIES -85.290 0.010 2.5 -2.078 OJ -24.734 0.010 2.5 -0.603 PALLAD 0.892 0.014 2.5 0.030 PLAT 0.193 0.014 2.5 0.007 REDWHEAT -12.550 0.005 2.5 -0.167 RICE -130.253 0.010 2.5 -3.173 ROBUSTA -34.295 0.005 2.5 -0.456 RUSSELL 65.867 0.013 2.5 2.186 SHATZ 311.882 0.004 2.5 3.167 SILVER-mini 7.484 0.014 2.5 0.256 SMI 67.039 0.014 2.5 2.290 SOFR 16.184 0.024 2.5 0.985 SOYBEAN 37.149 0.004 2.5 0.346 SOYMEAL -86.212 0.004 2.5 -0.803 SOYOIL 26.030 0.004 2.5 0.243 SP400 9.692 0.013 2.5 0.322 SP500_micro -112.913 0.009 2.5 -2.628 SUGAR11 -134.832 0.010 2.5 -3.285 US10 -11.379 0.005 2.5 -0.144 US10U 3.423 0.005 2.5 0.043 US2 -111.922 0.005 2.5 -1.420 US20 19.736 0.005 2.5 0.250 US30 2.938 0.005 2.5 0.037 US5 -31.545 0.005 2.5 -0.400 VIX -55.821 0.099 2.5 -13.798 WHEAT -26.860 0.005 2.5 -0.357 ===================== Position diags ===================== AUD 2.00 BITCOIN 19.94 BOBL 2.09 BTP 3.05 BUND 1.00 BUXL 0.42 CAC 2.01 CAD 3.05 CANOLA 10.57 CHF 1.03 COCOA 0.64 COFFEE 0.26 COPPER 1.42 CORN 4.69 COTTON2 2.36 CRUDE_W 3.83 DAX 5.81 DOW 4.93 DX 2.39 EUR 1.37 EURIBOR-ICE 14.34 EUROSTX 2.23 FEEDCOW 0.89 GASOIL 1.30 GASOLINE 1.01 GAS_US_mini 7.61 GBP 2.19 GOLD_micro 1.22 HEATOIL 0.75 JGB-SGX-mini 23.49 JPY 1.71 LEANHOG 4.96 LIVECOW 1.68 LUMBER-new 4.00 MXP 29.00 NASDAQ_micro 1.96 NIKKEI 7.91 NZD 2.28 OAT 3.42 OATIES 3.58 OJ 0.74 PALLAD 0.18 PLAT 0.27 REDWHEAT 1.05 RICE 2.73 ROBUSTA 0.70 RUSSELL 8.72 SHATZ 6.96 SILVER-mini 0.20 SMI 1.14 SOFR 17.11 SOYBEAN 0.87 SOYMEAL 0.90 SOYOIL 0.79 SP400 0.41 SP500_micro 3.75 SUGAR11 3.53 US10 1.48 US10U 1.16 US2 3.20 US20 0.74 US30 0.52 US5 2.43 VIX 15.79 WHEAT 1.22 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 -39.3 -41.3 -37.3 0.0 0 BOBL 1.2 1.0 1.4 0.0 0 BTP 5.2 4.9 5.5 0.0 0 BUND 1.2 1.1 1.3 4.0 4 BUXL 0.1 0.0 0.1 0.0 0 CAC 4.0 3.8 4.2 0.0 0 CAD 0.2 -0.1 0.5 0.0 0 CANOLA 11.7 10.6 12.7 10.0 10 CHF -0.5 -0.6 -0.4 0.0 0 COCOA -1.0 -1.0 -0.9 -2.0 -2 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER 0.8 0.6 0.9 1.0 1 CORN -0.6 -1.0 -0.1 0.0 0 COTTON2 -4.7 -4.9 -4.5 -5.0 -5 CRUDE_W 3.5 3.1 3.9 2.0 2 DAX 3.5 2.9 4.0 0.0 0 DOW -1.1 -1.6 -0.7 -18.0 -18 DX -0.8 -1.0 -0.6 -1.0 -1 EUR -0.3 -0.4 -0.2 0.0 0 EURIBOR-ICE 21.0 19.6 22.4 0.0 0 EUROSTX 4.0 3.8 4.2 9.0 9 FEEDCOW 1.2 1.1 1.3 1.0 1 GASOIL 2.0 1.9 2.2 0.0 0 GASOLINE 0.2 0.1 0.3 1.0 1 GAS_US_mini 0.3 -0.5 1.1 0.0 0 GBP 0.5 0.3 0.7 1.0 1 GOLD_micro -0.2 -0.4 -0.1 -1.0 -1 HEATOIL 0.6 0.5 0.7 1.0 1 JGB-SGX-mini -11.2 -13.5 -8.9 0.0 0 JPY -0.1 -0.2 0.1 1.0 1 LEANHOG -0.1 -0.6 0.4 0.0 0 LIVECOW 1.8 1.6 1.9 0.0 0 LUMBER-new -4.1 -4.5 -3.7 0.0 0 MXP 46.8 43.9 49.7 34.0 34 NASDAQ_micro -2.3 -2.5 -2.1 -13.0 -13 NIKKEI 5.6 4.8 6.4 5.0 5 NZD 2.0 1.8 2.2 0.0 0 OAT 6.8 6.5 7.2 7.0 7 OATIES -2.1 -2.4 -1.7 NaN 0 OJ -0.6 -0.7 -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 -0.2 -0.3 -0.1 0.0 0 RICE -3.2 -3.4 -2.9 -3.0 -3 ROBUSTA -0.5 -0.5 -0.4 0.0 0 RUSSELL 2.2 1.3 3.1 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 2.2 2.4 0.0 0 SOFR 1.0 -0.7 2.7 NaN 0 SOYBEAN 0.3 0.3 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 0.4 2.0 2 SP500_micro -2.6 -3.0 -2.3 -14.0 -14 SUGAR11 -3.3 -3.6 -2.9 -9.0 -9 US10 -0.1 -0.3 0.0 0.0 0 US10U 0.0 -0.1 0.2 1.0 1 US2 -1.4 -1.7 -1.1 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 -0.2 -2.0 -2 VIX -13.8 -15.4 -12.2 -22.0 -22 WHEAT -0.4 -0.5 -0.2 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.2 0.5 0.5 0.1 -0.0 0.2 0.0 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 0.2 0.5 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 -0.0 0.2 -0.2 0.2 0.2 -0.2 0.2 -0.2 0.2 0.1 -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 0.2 0.5 -0.2 0.2 0.7 0.5 0.7 BTP 0.3 0.3 -0.0 0.1 0.1 -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 0.2 0.2 0.4 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 0.8 0.2 0.1 0.6 0.5 0.1 0.7 0.5 0.7 BUND 0.5 0.3 -0.1 0.1 0.1 -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 0.2 0.5 -0.1 0.1 0.7 0.4 0.7 BUXL 0.3 0.2 -0.1 0.1 0.1 -0.0 0.2 -0.2 0.2 0.2 -0.4 0.2 -0.7 0.2 -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 0.1 -0.3 0.1 -0.3 -0.2 0.7 0.1 0.4 CAC 0.5 0.0 0.2 0.1 0.1 0.4 0.1 0.6 0.1 0.2 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 0.5 0.6 -0.1 -0.3 0.5 0.7 0.4 0.7 CAD -0.1 0.2 0.4 0.2 -0.0 0.3 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 2.6 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 -0.1 -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 2.0 0.2 0.2 0.1 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 0.1 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 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -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 0.5 -0.6 -0.6 -0.6 0.7 0.6 0.7 0.7 COPPER -0.6 -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 0.2 0.1 -0.1 0.7 0.7 0.6 0.7 CORN 0.3 -0.1 0.1 -0.0 -0.1 -0.3 -0.1 -0.7 -0.0 0.1 0.1 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 0.2 -1.1 0.5 0.6 -0.3 0.2 0.0 -0.2 0.2 -0.0 COTTON2 -0.2 0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.7 -0.0 0.1 -0.5 -0.0 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 -0.1 -1.1 -0.1 0.2 -0.4 0.1 -0.7 -0.1 -1.1 0.5 -0.5 -0.6 -0.4 -0.4 -0.5 -0.3 -0.3 CRUDE_W 0.2 0.6 0.2 0.1 0.2 0.2 0.1 0.2 0.1 0.1 -0.1 0.1 -0.3 0.2 0.1 0.1 0.1 0.1 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 -0.3 -0.3 0.4 0.7 0.1 0.3 DAX -0.1 0.1 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 0.1 0.1 0.2 0.1 0.3 0.0 -0.2 0.2 -0.4 -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 -0.1 0.4 -0.0 0.5 0.1 0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.1 -0.0 0.4 0.0 -1.2 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.2 -0.4 -0.2 -0.2 0.1 -0.1 -0.7 -0.2 -0.7 DX 0.1 -0.2 0.0 0.1 -0.0 0.2 0.0 0.2 0.1 0.1 -0.0 0.1 -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 0.1 -0.2 -0.0 0.9 -0.0 -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 0.0 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 -0.1 0.2 0.0 0.8 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.4 -0.1 -0.1 -0.2 0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.6 0.5 -0.2 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 0.1 0.0 0.2 -0.3 0.1 0.1 -0.0 0.2 -0.1 0.2 0.8 0.1 0.4 0.5 -0.1 0.6 0.7 0.7 0.7 EUROSTX -0.1 0.1 0.3 0.1 0.1 0.4 0.1 0.5 0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.2 0.1 0.5 0.2 -1.1 0.2 0.2 0.5 0.2 0.5 0.1 0.7 0.3 0.1 0.4 0.4 0.3 0.7 0.2 0.7 FEEDCOW -0.1 0.6 0.6 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 0.0 0.4 0.1 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 -0.1 0.4 -0.0 0.7 0.0 1.1 0.0 0.2 0.4 0.2 0.7 0.7 0.7 0.7 GASOIL 0.2 0.5 -0.0 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.3 0.2 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.2 0.1 0.2 -0.3 0.2 0.2 0.3 0.2 0.3 0.2 1.1 0.4 0.2 0.2 0.1 -0.1 0.7 -0.3 0.2 GASOLINE 0.3 0.6 0.1 0.1 0.2 0.2 0.1 0.2 0.1 0.1 0.2 0.2 0.1 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.1 0.2 -2.1 0.1 0.1 0.2 0.2 0.0 0.2 -1.1 0.1 0.0 -0.1 -0.2 0.3 0.7 -0.0 0.7 GAS_US_mini -0.3 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 -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 -0.3 -0.5 -0.2 0.2 -0.3 0.1 -0.7 GBP -0.3 0.2 0.2 0.2 -0.0 0.3 0.0 0.2 0.1 -0.1 0.2 -0.1 0.5 -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 0.4 0.0 0.3 -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 -2.3 0.1 0.0 0.2 0.0 0.3 0.0 -0.3 0.1 0.5 0.6 0.4 0.5 0.2 -0.2 -0.5 HEATOIL 0.2 0.5 -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 0.1 0.1 0.1 0.1 0.1 1.1 0.2 0.0 -0.1 -0.0 0.2 0.4 -0.2 -0.3 JGB-SGX-mini 0.6 0.4 -0.3 0.0 0.0 -0.0 0.1 -0.1 0.1 0.1 -0.2 0.1 -0.3 0.0 -0.1 -0.1 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 0.2 -0.1 -0.4 -0.6 -0.2 -0.7 0.0 -0.7 JPY 0.2 0.5 0.0 0.1 -0.0 0.2 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 0.0 -0.2 -0.4 -0.1 -0.5 0.0 -0.6 LEANHOG -0.5 0.4 0.3 -0.0 -0.1 -0.3 -0.1 -0.7 -0.0 -0.1 0.4 -0.1 0.6 0.0 0.2 -0.4 -0.1 -0.4 -0.4 0.1 0.2 -0.1 0.4 -0.0 -0.7 0.2 -0.1 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 0.4 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 0.1 0.3 0.2 0.5 0.2 0.2 0.2 0.1 0.0 0.0 0.2 0.2 0.1 0.5 0.2 -2.7 0.0 -0.0 0.1 0.0 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 -0.1 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 -0.1 -0.5 -0.1 -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 -0.1 -0.4 -0.2 -0.6 -0.1 -1.2 0.1 -0.5 -0.2 -0.5 0.1 0.8 0.2 0.8 MXP -0.3 0.1 0.2 0.2 -0.0 0.3 0.0 0.2 0.1 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 -0.6 -0.5 -0.1 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 0.2 -0.1 0.4 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 0.3 -0.1 -2.7 -0.1 -0.0 0.0 -0.1 0.3 -0.1 -0.2 -0.3 -0.6 -0.6 -0.6 0.3 -0.7 0.3 -0.7 NIKKEI 0.2 -0.2 0.1 0.1 0.0 0.1 0.1 0.2 0.1 -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 0.4 0.1 1.1 0.0 0.4 0.4 0.3 -0.3 0.0 -0.5 0.1 NZD -0.0 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 -0.1 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.5 0.5 0.2 0.1 0.1 -0.0 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 0.4 0.5 0.6 0.6 0.1 0.7 0.4 0.7 OATIES 0.4 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 0.1 -0.3 0.2 -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 0.6 0.1 -0.1 -0.2 -0.7 -0.1 -0.7 OJ -0.6 0.4 0.6 -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 0.1 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 -0.4 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 -0.0 -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 0.3 0.4 0.3 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 0.2 -0.1 0.2 -0.6 0.2 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.2 -0.3 0.2 1.0 0.1 0.2 0.1 0.2 -0.2 0.2 -0.7 0.5 0.6 0.4 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 -0.1 0.2 0.0 -0.2 -0.1 -0.2 -0.6 -0.0 -0.8 -0.5 -0.0 0.3 0.1 -0.5 -0.6 -0.3 -0.6 ROBUSTA -0.6 -0.1 -0.4 -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 -0.6 -0.3 -0.3 0.1 0.2 0.4 0.4 RUSSELL -0.4 0.1 0.3 0.1 0.1 0.3 0.1 0.4 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 0.4 0.0 0.1 -0.2 -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 -0.0 0.2 -0.2 0.2 0.0 -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 0.2 -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 0.5 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 1.4 0.2 0.2 0.5 0.2 0.7 0.2 1.1 0.5 0.6 0.4 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.6 0.0 -0.3 0.1 0.1 -0.0 0.2 -0.2 0.2 0.1 -0.1 0.2 0.4 0.2 0.0 0.2 0.1 0.2 0.2 0.1 0.0 0.2 0.1 0.2 -2.7 0.1 0.2 0.1 0.2 0.1 0.2 0.3 0.2 0.5 0.2 0.1 -0.4 -0.4 -0.5 -0.7 SOYBEAN 0.6 0.2 0.0 -0.0 -0.1 -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 0.2 0.1 0.2 0.0 0.2 -0.9 0.2 0.1 0.3 0.2 0.2 0.2 0.4 0.5 0.6 0.5 0.5 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.5 -0.1 -0.1 -0.0 -0.1 -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 -1.9 0.1 0.1 0.1 0.2 0.0 0.1 -0.5 0.5 0.6 -0.1 0.5 -0.7 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.2 -0.0 -0.1 -0.3 -0.1 -0.6 -0.0 0.1 0.3 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.2 -0.2 0.2 0.2 0.2 0.3 0.2 -2.5 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 0.5 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.2 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 0.5 0.1 0.1 0.3 0.1 0.2 0.1 -0.1 -0.1 0.1 0.3 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 -0.0 0.4 -0.0 0.6 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.5 -0.0 -2.3 -0.0 -0.0 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 0.1 -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 -0.0 -0.4 -0.1 1.1 0.2 -0.4 -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 -0.1 0.2 0.1 0.1 0.1 0.3 0.1 -0.0 0.1 0.0 0.1 0.1 0.0 0.0 0.1 0.1 0.1 -1.3 0.1 0.1 0.1 0.2 0.2 0.2 -0.2 0.1 0.2 -0.1 0.1 -0.4 -0.7 -0.4 -0.7 US10U 0.5 -0.1 -0.2 0.1 0.1 -0.1 0.2 -0.2 0.2 0.1 0.2 0.2 0.4 0.2 -0.0 0.1 0.0 0.1 0.0 0.1 0.0 0.2 0.1 0.2 -2.1 0.1 0.2 0.2 0.2 0.4 0.2 -0.3 0.2 0.1 0.0 0.2 -0.4 -0.2 -0.5 -0.7 US2 0.5 -0.1 -0.2 0.1 0.1 -0.0 0.2 -0.2 0.2 -0.1 -0.1 0.1 0.0 0.1 -0.0 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 0.0 -0.0 0.1 1.8 0.0 0.0 -0.1 0.1 0.0 0.1 -1.1 -0.4 0.1 -0.3 -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 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.1 -1.3 0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.0 0.2 0.2 -0.3 0.5 -0.2 -0.7 US30 0.4 0.1 -0.1 0.1 0.1 -0.0 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 0.1 -0.1 0.1 -0.8 0.1 0.1 0.1 0.2 0.1 0.2 -0.4 0.0 -0.2 0.1 0.1 -0.3 0.4 -0.1 -0.6 US5 0.6 -0.1 -0.2 0.1 0.1 -0.0 0.2 -0.2 0.2 0.1 0.1 0.2 0.4 0.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 0.1 0.1 -1.0 0.1 0.1 0.1 0.2 0.2 0.2 -0.5 -0.0 0.2 -0.1 0.1 -0.4 -0.7 -0.5 -0.7 VIX 0.7 0.5 -0.4 0.0 0.1 -0.2 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 -0.0 -0.1 0.1 -0.4 0.1 NaN -0.0 0.1 -0.3 0.2 -0.4 0.2 NaN NaN NaN NaN NaN -0.0 -1.1 NaN NaN WHEAT 0.3 0.4 0.1 -0.0 -0.1 -0.3 -0.1 -0.6 -0.0 0.2 -0.4 0.2 -0.7 0.2 0.0 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.4 0.2 1.5 0.1 0.2 0.1 0.2 -0.2 0.2 -0.9 0.5 0.6 0.5 0.5 -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 4.8 14.1 14.7 11.7 -3.3 7.6 3.6 4.6 10.4 -0.7 13.4 8.4 10.7 12.2 13.8 1.0 -0.4 0.7 0.2 19.5 15.1 8.4 8.9 17.5 11.0 20.0 -1.2 15.1 7.7 8.1 18.1 6.2 7.4 16.4 16.9 15.9 -2.3 20.0 2.4 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 -4.0 0.7 -20.0 -17.7 BOBL 16.0 12.7 -4.9 8.1 12.7 -1.7 20.0 -5.0 20.0 17.5 -5.9 20.0 -5.5 20.0 4.9 -20.0 -4.3 -18.8 -9.7 8.8 -2.0 18.9 -6.6 18.7 3.7 9.8 15.4 -4.4 20.0 -8.8 20.0 -17.4 0.8 5.4 15.8 -5.8 6.5 20.0 16.4 20.0 BTP 9.7 10.6 -0.2 9.5 14.8 -2.0 20.0 -5.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 17.8 11.7 15.9 13.7 17.7 14.1 20.0 15.4 20.0 -20.0 20.0 20.0 19.7 20.0 19.4 20.0 14.3 6.8 2.5 19.5 15.6 4.4 20.0 13.9 20.0 BUND 15.8 10.6 -3.3 9.0 14.0 -1.9 20.0 -5.6 20.0 20.0 -6.2 20.0 -13.6 20.0 4.0 20.0 9.1 17.8 13.0 8.8 -2.7 20.0 -9.3 20.0 0.1 12.5 20.0 -3.1 20.0 -9.2 20.0 11.2 9.6 5.8 16.7 -4.2 2.5 20.0 10.6 20.0 BUXL 10.7 6.6 -3.4 8.2 12.8 -1.7 20.0 -5.1 20.0 20.0 -16.0 20.0 -20.0 14.6 -10.8 5.2 3.8 5.0 4.6 -1.6 -12.4 17.7 -20.0 10.5 4.0 0.8 20.0 -13.0 20.0 -20.0 17.4 -0.2 4.7 -10.2 4.5 -10.7 -5.6 20.0 2.4 12.2 CAC 14.0 0.9 5.0 13.9 14.6 15.2 13.3 15.7 13.0 20.0 19.1 20.0 20.0 17.8 15.7 -6.1 -3.4 -5.6 -4.6 15.9 14.9 20.0 15.0 20.0 8.1 13.4 20.0 10.0 20.0 6.9 20.0 3.1 20.0 18.3 -1.6 -8.1 15.3 20.0 12.8 20.0 CAD -1.6 4.9 12.4 14.3 -4.6 9.6 2.7 5.9 11.8 -14.4 2.6 -9.7 2.4 3.3 8.2 -6.4 -7.4 -7.1 -7.4 7.2 5.0 -4.7 0.6 3.3 19.1 10.3 -5.9 6.5 -1.7 1.6 7.1 -6.4 -3.1 -1.8 -10.8 1.7 -20.0 -20.0 -20.0 -20.0 CANOLA 18.1 20.0 -0.4 -0.8 -12.0 -9.1 -10.0 -16.7 -1.8 18.5 -6.4 19.9 -3.7 20.0 16.7 -19.6 -15.2 -18.9 -17.7 18.0 2.8 20.0 -4.4 20.0 14.7 20.0 20.0 2.9 20.0 -5.9 20.0 -12.6 20.0 20.0 20.0 12.3 7.0 20.0 11.5 20.0 CHF 3.0 8.6 -2.5 7.0 -2.2 4.7 1.3 2.8 5.7 -7.3 1.8 -2.8 6.3 3.3 3.1 -12.2 -15.8 -14.4 -15.1 5.2 3.9 -0.7 3.6 4.0 -1.0 6.3 -1.6 4.7 1.6 4.1 5.6 -20.0 0.2 5.0 1.3 0.9 -11.4 -20.0 -10.1 -20.0 COCOA -20.0 -20.0 -20.0 -0.3 -3.9 -3.0 -3.3 -5.4 -0.6 -5.2 -6.8 -6.4 -5.2 -7.0 -7.0 -5.8 3.7 -4.4 -1.7 -17.0 -14.2 -17.1 -8.7 -18.3 -20.0 -10.2 -8.1 -8.7 -11.8 -4.5 -11.5 17.2 -16.8 -15.3 -18.9 -11.6 3.0 1.4 7.9 6.4 COFFEE -20.0 -20.0 -15.9 -0.7 -10.5 -7.9 -8.7 -14.6 -1.6 -11.8 1.3 -17.0 7.5 -17.4 -17.2 15.3 18.7 20.0 20.0 -20.0 -13.3 -20.0 6.3 -20.0 -20.0 -19.9 2.3 -7.5 -6.9 11.5 -18.4 20.0 20.0 -20.0 -20.0 -20.0 20.0 17.6 20.0 20.0 COPPER -18.2 -0.8 9.6 2.3 1.4 5.1 0.0 6.4 -0.0 -3.2 4.6 -5.4 3.9 -1.6 3.3 -5.9 -6.3 -6.5 -6.5 3.2 5.2 -3.5 4.5 -1.0 -1.1 2.5 -0.0 3.9 -0.4 4.8 0.5 -1.4 -3.6 5.2 3.0 -1.7 20.0 20.0 19.4 19.9 CORN 8.5 -1.6 2.6 -0.9 -13.8 -10.4 -11.5 -19.2 -2.1 16.4 1.9 17.5 -11.1 12.0 0.1 -20.0 -20.0 -20.0 -20.0 1.2 -3.3 10.6 -9.7 7.3 11.9 4.1 20.0 -1.9 20.0 -7.3 16.8 -20.0 20.0 20.0 -9.0 6.1 1.4 -6.5 6.3 -0.0 COTTON2 -5.7 1.4 2.9 -0.9 -14.0 -10.5 -11.6 -19.4 -2.1 16.4 -20.0 -2.4 -20.0 -12.6 -18.8 -20.0 -19.5 -20.0 -20.0 -13.1 -15.5 2.1 -20.0 -9.2 -8.0 -13.0 20.0 -16.3 12.8 -19.9 -4.9 -20.0 20.0 -14.5 -17.2 -12.1 -10.7 -15.2 -9.4 -7.9 CRUDE_W 6.0 18.1 6.1 12.8 16.8 8.4 12.1 4.2 12.9 14.5 -3.9 13.8 -9.3 15.2 12.8 4.4 4.1 2.6 2.6 8.6 2.1 12.0 -3.6 11.5 6.6 9.6 12.9 1.8 13.8 -4.9 13.1 -0.4 3.6 -0.4 -7.8 -9.4 10.7 20.0 2.8 9.5 DAX -2.7 2.5 2.6 10.8 11.4 11.8 10.4 12.2 10.1 9.6 11.1 12.8 16.8 4.1 10.9 -9.0 -7.6 -8.8 -7.9 7.8 9.6 10.3 14.2 7.0 -13.4 5.0 11.1 6.1 8.1 8.5 4.3 -3.3 10.0 -12.8 -2.3 -2.5 11.9 20.0 8.8 20.0 DOW -3.8 -2.0 6.2 8.0 8.4 8.8 7.7 9.1 7.5 -8.9 13.3 -0.4 13.9 6.0 11.5 -6.8 -8.0 -7.3 -7.5 8.3 12.3 -0.6 13.7 3.7 -9.0 5.7 -2.6 8.3 -0.7 9.4 2.7 -3.5 -16.2 -6.4 -5.3 2.4 -2.6 -20.0 -7.5 -20.0 DX 2.3 -6.4 0.6 11.0 -3.5 7.4 2.0 4.5 9.0 9.9 -1.8 6.7 -10.1 -2.5 -5.1 4.8 6.0 5.3 5.6 -5.1 -4.2 5.6 -4.9 -2.0 -20.0 -8.1 10.5 -6.4 4.6 -4.9 -4.1 16.3 -0.3 -20.0 -20.0 -16.6 5.2 20.0 10.8 20.0 EUR -4.0 0.4 -5.0 11.3 -3.7 7.6 2.1 4.6 9.3 -11.8 2.2 -10.4 11.1 -0.8 2.4 -6.5 -7.9 -7.4 -7.7 3.7 4.4 -5.6 6.4 0.4 5.9 7.9 -5.6 7.4 -3.1 7.3 4.1 -7.0 -5.8 -4.2 -5.7 1.6 -9.2 -20.0 -5.8 -20.0 EURIBOR-ICE 19.2 15.1 -7.7 6.2 9.7 -1.3 19.4 -3.9 16.8 8.5 -1.9 14.9 4.7 15.7 7.1 13.3 12.0 13.5 13.1 10.2 1.7 16.3 1.1 18.1 -2.3 9.8 8.4 -1.4 20.0 -2.7 20.0 14.6 2.3 10.9 16.0 -4.1 17.2 20.0 20.0 20.0 EUROSTX -1.9 1.9 9.4 11.9 12.5 13.0 11.4 13.4 11.1 14.5 20.0 15.0 20.0 17.0 18.6 9.2 1.7 6.8 3.8 17.5 20.0 15.6 20.0 14.0 -8.4 14.9 19.8 17.1 14.6 15.2 12.2 14.0 11.8 2.2 11.0 10.8 9.5 20.0 4.8 20.0 FEEDCOW -4.0 18.8 20.0 -0.7 -11.5 -8.7 -9.6 -15.9 -1.8 4.2 15.3 13.0 16.5 18.1 18.4 18.4 10.7 15.2 13.8 20.0 20.0 9.1 20.0 18.8 -20.0 9.2 -10.1 13.8 -4.3 20.0 3.4 20.0 0.7 7.3 12.5 6.3 20.0 20.0 20.0 20.0 GASOIL 6.6 14.8 -0.8 12.3 16.1 8.0 11.6 4.0 12.4 14.5 8.3 12.1 9.3 14.1 9.3 18.6 16.2 18.4 17.8 11.7 7.7 20.0 5.3 15.6 -2.6 14.9 20.0 12.2 20.0 8.8 16.4 20.0 17.1 4.9 5.9 4.0 -1.9 20.0 -10.0 5.0 GASOLINE 8.1 17.5 1.8 13.5 17.7 8.8 12.8 4.4 13.6 15.4 8.1 15.5 3.8 16.8 14.4 -20.0 -20.0 -20.0 -20.0 12.0 6.0 16.4 1.9 15.6 -16.0 12.6 14.0 5.6 15.5 0.6 15.6 -20.0 3.1 1.3 -1.6 -4.8 8.1 20.0 -1.4 20.0 GAS_US_mini -8.3 3.8 5.1 5.1 6.7 3.3 4.8 1.7 5.1 -4.0 -2.6 -6.5 -4.5 -3.2 -2.5 20.0 -6.7 20.0 20.0 -1.2 -1.0 -3.8 -1.3 -2.5 11.5 -1.5 -0.6 -1.4 -1.5 -1.3 -1.6 -6.7 -8.7 -8.6 -15.1 -6.3 7.3 -9.0 4.3 -20.0 GBP -9.7 4.9 4.7 14.4 -4.6 9.7 2.7 5.9 11.8 -14.4 6.6 -13.7 12.5 -4.3 8.4 -0.1 0.0 0.1 0.1 6.1 7.1 -12.5 7.2 -2.3 0.2 12.0 -6.5 11.5 -5.0 10.1 4.4 6.5 -8.6 -8.9 -3.1 5.0 -6.2 -6.9 -1.2 -9.0 GOLD_micro -20.0 -10.1 -12.6 2.1 1.3 4.7 0.0 5.8 -0.0 0.7 5.4 -1.2 6.1 1.4 3.6 -4.8 -9.4 -6.6 -7.8 6.3 7.3 0.7 7.0 3.4 -17.6 7.1 1.9 8.7 2.7 9.2 4.6 -5.3 3.8 15.9 18.2 12.4 15.6 6.0 -4.6 -14.2 HEATOIL 5.2 15.1 -0.9 9.6 12.5 6.2 9.0 3.1 9.6 9.0 4.4 8.8 5.5 10.4 5.8 20.0 16.9 20.0 20.0 8.8 5.4 14.2 3.6 11.8 -13.7 8.3 11.7 5.5 12.6 4.0 10.7 20.0 7.1 1.3 -2.1 -0.9 7.4 12.8 -6.7 -10.4 JGB-SGX-mini 20.0 12.6 -10.2 3.1 4.9 -0.6 9.8 -1.9 8.5 7.7 -8.0 7.9 -8.6 1.8 -6.2 -6.8 9.8 -1.3 5.1 -5.7 -11.4 10.0 -12.4 3.4 0.1 -7.3 9.3 -12.6 8.3 -12.6 1.9 6.4 7.9 -1.5 -12.7 -20.0 -5.8 -20.0 0.9 -20.0 JPY 6.3 16.7 0.5 8.6 -2.8 5.8 1.6 3.5 7.1 -4.3 -8.2 -0.3 -9.3 2.3 -1.4 -7.9 -10.2 -8.8 -9.3 -0.6 -6.1 -0.4 -8.8 2.3 20.0 0.9 -1.8 -5.4 2.4 -8.1 4.7 -10.2 8.8 1.5 -4.7 -13.2 -4.5 -14.7 0.4 -17.8 LEANHOG -14.4 12.9 8.6 -0.9 -14.3 -10.8 -11.9 -19.9 -2.2 -6.2 14.0 -12.3 17.3 0.7 14.7 -20.0 -2.5 -20.0 -20.0 12.3 15.2 -13.4 14.1 -3.6 -5.3 14.2 -11.0 17.3 -20.0 13.5 -7.0 0.9 -20.0 -20.0 16.4 20.0 -8.8 10.2 -3.0 20.0 LIVECOW 2.2 12.3 10.9 -0.7 -11.2 -8.5 -9.3 -15.6 -1.7 10.6 11.3 15.1 14.2 17.1 16.3 7.6 5.1 0.5 1.1 17.9 17.3 13.7 20.0 16.9 -20.0 4.2 -0.7 4.6 3.6 12.4 5.2 20.0 20.0 14.4 4.3 -2.8 20.0 20.0 20.0 20.0 LUMBER-new -3.1 20.0 -2.8 -0.7 -10.2 -7.7 -8.5 -14.1 -1.6 -8.9 -14.5 -10.8 -14.8 -1.0 -7.2 -20.0 -20.0 -20.0 -20.0 -5.0 -12.7 -13.2 -17.8 -6.0 NaN -5.4 -11.9 -11.6 -12.3 -13.8 -6.1 -20.0 3.6 -12.4 -5.4 -13.6 1.4 20.0 4.6 20.0 MXP -8.4 2.7 6.5 16.7 -5.4 11.2 3.1 6.9 13.8 12.3 20.0 16.8 20.0 19.7 20.0 9.9 12.7 11.6 12.2 20.0 20.0 11.4 20.0 20.0 -20.0 20.0 5.4 20.0 10.1 20.0 20.0 20.0 6.2 2.3 18.8 20.0 9.3 8.5 20.0 11.5 NASDAQ_micro -18.9 -15.4 -4.2 8.0 8.4 8.7 7.7 9.0 7.5 -3.3 5.9 -8.8 12.1 -7.9 -3.5 -7.4 -8.5 -7.9 -8.2 -5.2 3.5 -7.7 11.9 -9.8 -20.0 -5.2 -0.8 1.2 -6.8 7.6 -8.5 -4.6 -11.9 -20.0 -20.0 -17.3 7.9 -20.0 9.4 -20.0 NIKKEI 7.2 -6.4 3.1 4.9 5.2 5.4 4.7 5.6 4.6 -3.3 8.7 5.9 8.6 7.3 8.0 8.8 8.0 8.7 7.9 11.1 11.7 6.3 11.4 10.0 -10.7 8.6 1.5 9.8 5.0 10.0 7.7 20.0 0.3 12.0 12.6 8.9 -10.3 0.0 -15.3 4.1 NZD -1.0 18.4 15.5 9.9 -3.2 6.7 1.8 4.1 8.2 -8.9 3.9 -4.2 -0.3 7.3 9.2 -3.5 -3.5 -3.8 -3.8 9.1 5.1 -2.3 0.2 6.0 11.4 10.4 -7.6 5.2 -4.0 -0.7 6.5 0.0 -9.6 -1.7 1.8 0.5 -3.2 20.0 6.0 20.0 OAT 14.7 16.3 5.5 8.9 13.9 -1.8 20.0 -5.5 20.0 20.0 15.1 20.0 0.9 20.0 19.6 12.6 12.7 13.6 14.1 20.0 11.0 20.0 1.7 20.0 -0.8 20.0 20.0 15.0 20.0 5.1 20.0 16.2 17.2 15.7 20.0 17.3 1.9 20.0 11.7 20.0 OATIES 13.0 7.5 -1.5 -0.6 -9.5 -7.2 -7.9 -13.2 -1.5 14.7 -11.0 14.2 -12.0 12.3 1.4 -3.3 -11.3 -10.8 -13.2 0.2 -8.7 16.0 -12.9 9.0 -2.5 1.1 20.0 -10.7 20.0 -16.0 13.3 -6.0 20.0 19.6 3.2 -3.6 -6.5 -19.8 -3.5 -20.0 OJ -20.0 11.7 17.7 -0.2 -3.9 -2.9 -3.2 -5.4 -0.6 0.1 -3.6 -1.3 -5.6 -1.2 0.6 4.3 2.7 2.0 1.1 -1.1 -2.4 -0.3 -4.8 -1.3 -20.0 0.1 -3.4 -0.4 -3.6 -2.6 -2.4 18.3 6.5 -11.7 1.6 3.1 -14.8 -16.9 -9.4 -18.3 PALLAD -20.0 -2.1 -1.7 2.1 1.3 4.8 0.0 5.9 -0.0 1.9 3.4 -4.8 4.1 -4.3 0.5 -2.5 -3.0 -2.8 -2.9 1.0 4.0 -2.3 4.4 -2.2 10.0 -0.6 -0.2 3.3 -1.9 5.7 -2.8 4.4 -3.2 -3.9 -10.1 -5.6 11.4 0.1 -1.1 -7.0 PLAT -20.0 -4.5 -12.0 2.0 1.3 4.6 0.0 5.7 -0.0 1.3 3.0 -5.1 4.5 -4.3 0.6 -1.6 -3.4 -2.5 -3.0 1.1 4.5 -3.8 4.9 -3.5 -0.8 1.3 0.1 5.4 -2.2 7.2 -2.4 4.1 -2.7 -8.8 -7.7 1.8 19.8 9.3 2.8 -3.6 REDWHEAT 8.1 11.6 10.3 -0.8 -12.0 -9.0 -10.0 -16.6 -1.8 17.9 -5.3 16.7 -16.7 15.4 11.2 -14.5 -16.2 -15.4 -16.0 8.5 0.2 20.0 -9.8 15.9 7.5 12.9 20.0 4.7 20.0 -4.3 20.0 -12.4 20.0 20.0 11.0 18.0 -20.0 -20.0 -20.0 -20.0 RICE -3.0 20.0 13.1 -0.4 -5.7 -4.3 -4.8 -8.0 -0.9 -9.0 -6.4 -7.3 -8.8 2.2 3.3 -19.9 -14.5 -20.0 -19.5 -0.2 -6.2 -16.2 -13.6 -4.8 1.2 2.4 -20.0 -5.1 -18.2 -15.6 -4.2 -14.5 -19.3 -1.4 9.5 2.4 -16.0 -16.9 -10.4 -17.3 ROBUSTA -18.4 -3.7 -11.4 -0.4 -6.3 -4.7 -5.2 -8.7 -1.0 -9.3 0.5 -10.1 -2.5 -8.5 -7.6 20.0 15.7 20.0 17.0 -8.2 -5.8 -12.6 -2.8 -10.7 -20.0 -6.5 -11.0 -4.6 -10.4 -2.0 -8.7 20.0 -4.8 -18.9 -8.0 -9.3 3.6 5.4 12.9 13.2 RUSSELL -13.5 3.1 10.1 8.9 9.4 9.8 8.6 10.1 8.4 1.4 13.6 3.6 14.4 6.6 11.4 -4.8 -5.2 -4.9 -4.9 9.6 13.9 1.2 13.9 4.0 7.1 6.8 0.0 10.0 0.5 10.1 2.6 1.1 -9.6 -19.8 -0.1 1.2 -5.7 -20.0 -14.1 -20.0 SHATZ 11.2 12.6 -4.9 7.0 11.0 -1.5 20.0 -4.4 19.2 2.9 -10.3 14.7 -12.0 16.7 1.7 8.7 -11.3 0.7 -5.5 3.4 -6.3 7.9 -10.3 9.7 12.5 2.4 2.5 -10.5 11.0 -13.9 12.6 -20.0 -13.4 -5.7 7.7 -8.5 12.7 20.0 18.7 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 14.6 1.5 19.9 10.5 11.1 11.5 10.1 11.9 9.9 16.5 18.4 18.5 17.1 18.1 18.3 12.9 7.3 11.9 9.6 20.0 20.0 20.0 20.0 20.0 10.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 19.1 20.0 13.1 20.0 -9.7 20.0 -9.8 20.0 SOFR 20.0 1.4 -10.7 7.0 10.9 -1.4 20.0 -4.3 19.0 15.3 -2.7 17.4 11.8 14.9 0.0 7.9 6.7 8.1 7.7 5.3 0.3 20.0 3.6 16.9 -20.0 8.5 16.7 2.5 20.0 4.1 20.0 5.3 9.7 16.4 5.7 4.2 -12.5 -12.5 -15.2 -20.0 SOYBEAN 18.6 6.6 0.8 -0.9 -14.0 -10.6 -11.7 -19.5 -2.1 17.6 9.2 20.0 8.0 20.0 6.6 0.3 -4.8 -2.6 -3.9 14.0 6.5 20.0 0.8 20.0 -6.9 20.0 11.9 12.5 20.0 6.6 20.0 7.5 20.0 20.0 15.6 16.9 -20.0 -12.8 -20.0 -9.8 SOYMEAL 14.1 -3.1 -2.6 -0.2 -15.2 -7.1 -8.6 -13.2 -0.7 2.6 -6.1 9.6 -10.1 8.2 -7.9 -11.9 -14.1 -12.2 -13.4 -0.1 -2.9 8.2 -6.2 6.5 -14.0 5.0 9.1 4.4 14.9 0.2 10.8 -8.7 20.0 20.0 -1.6 16.6 -20.0 -18.8 -14.5 -18.1 SOYOIL 19.0 20.0 5.3 -0.8 -12.9 -9.7 -10.7 -17.9 -2.0 12.5 9.3 20.0 12.1 20.0 20.0 -7.5 -6.3 -8.2 -7.7 20.0 17.8 20.0 10.4 20.0 -19.1 20.0 20.0 13.8 20.0 5.9 20.0 3.5 20.0 20.0 20.0 20.0 -10.6 -20.0 -11.6 -20.0 SP400 1.2 12.4 14.2 9.6 10.1 10.5 9.2 10.8 9.0 13.6 16.1 14.5 13.8 15.3 16.2 -6.8 -6.3 -6.7 -6.3 17.8 16.5 12.7 12.7 16.1 3.4 12.7 6.9 9.9 11.5 6.4 13.6 -1.1 -3.2 3.6 7.7 6.8 -3.6 -20.0 -9.5 -20.0 SP500_micro -11.9 -11.2 0.3 10.0 10.5 11.0 9.6 11.3 9.4 -2.5 15.2 -3.8 17.7 -2.7 9.9 -8.5 -9.5 -9.0 -9.1 1.0 9.9 -4.1 17.9 -4.4 -16.9 -2.0 -0.3 3.6 -5.5 8.9 -5.7 -6.1 -17.6 -20.0 -20.0 -13.6 11.6 -20.0 15.4 -20.0 SUGAR11 -7.8 -0.4 2.8 -0.5 -7.9 -6.0 -6.6 -11.0 -1.2 6.0 -12.2 -6.7 -13.3 -10.6 -10.7 18.5 13.3 18.2 14.8 -8.7 -11.1 -2.5 -14.5 -7.5 -19.8 -4.8 4.7 -7.2 -1.9 -11.2 -5.5 20.0 8.4 -12.3 -9.0 0.7 0.8 -18.4 5.4 -11.5 US10 17.0 -2.2 -6.3 6.6 10.4 -1.4 20.0 -4.1 18.1 9.3 4.6 13.7 9.1 11.4 -1.3 2.9 1.3 3.0 2.5 3.4 0.8 15.1 2.8 12.0 -9.8 5.4 12.6 2.4 20.0 4.8 16.4 -3.8 3.4 5.4 -2.0 3.2 -12.4 -20.0 -11.6 -20.0 US10U 14.7 -2.2 -5.2 9.0 14.1 -1.9 20.0 -5.6 20.0 14.1 8.4 19.7 10.7 16.0 -1.3 3.1 0.7 3.1 2.2 5.4 2.3 20.0 3.8 17.2 -15.7 10.3 17.4 7.4 20.0 9.9 20.0 -4.9 7.0 3.7 1.2 7.2 -11.9 -6.2 -14.4 -20.0 US2 14.0 -3.0 -5.0 7.1 11.1 -1.5 20.0 -4.4 19.3 -9.7 -3.7 6.2 0.3 6.4 -3.8 -10.7 -13.1 -10.0 -10.8 -0.1 -2.4 3.5 -1.4 5.1 13.3 1.3 1.3 -2.0 10.9 0.6 9.7 -20.0 -16.0 2.0 -8.5 -1.1 -12.7 -20.0 -15.1 -20.0 US20 13.3 3.0 -3.2 6.3 9.8 -1.3 19.7 -3.9 17.2 9.6 5.5 13.7 2.1 12.3 1.6 5.4 4.0 5.3 4.8 5.9 2.3 16.2 1.1 13.8 -10.0 9.3 9.4 6.5 19.7 5.7 17.0 0.3 4.3 0.2 7.4 5.8 -8.7 15.0 -5.5 -20.0 US30 11.4 3.2 -3.1 7.3 11.4 -1.5 20.0 -4.6 19.9 10.9 -0.4 15.6 -6.3 13.5 -2.8 2.9 -0.4 2.3 1.1 4.0 -0.4 15.7 -2.8 12.7 -5.7 8.4 9.5 4.5 20.0 2.7 17.5 -6.8 0.8 -6.0 4.6 3.1 -10.5 11.4 -3.2 -17.8 US5 17.1 -2.4 -6.1 7.7 12.0 -1.6 20.0 -4.8 20.0 6.6 2.0 14.7 10.3 12.0 -2.2 0.4 -1.7 0.5 -0.3 3.5 0.2 15.5 2.7 13.1 -7.6 6.3 12.3 2.2 20.0 5.1 18.8 -8.8 -1.0 7.5 -2.5 4.0 -13.5 -20.0 -15.3 -20.0 VIX 12.8 10.5 -7.7 0.5 5.8 -5.6 10.5 -5.5 8.0 7.0 -16.7 9.5 -17.1 7.4 -13.0 -20.0 -20.0 -20.0 -20.0 -2.5 -8.6 6.2 -8.8 4.6 NaN -0.2 7.3 -6.5 12.7 -6.2 8.8 NaN NaN NaN NaN NaN -0.3 -20.0 NaN NaN WHEAT 9.3 13.8 4.5 -0.8 -13.0 -9.8 -10.8 -18.0 -2.0 18.5 -13.0 17.0 -19.8 15.4 2.7 -17.9 -18.6 -18.6 -18.4 6.6 -3.3 20.0 -13.0 15.8 11.1 13.5 20.0 3.4 20.0 -5.1 20.0 -16.3 20.0 20.0 15.8 14.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3