******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260223_204026 produced at 2026-02-23 21:36:34.363714 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.33 0.0 0.00 0.00 0.00 0.00 -8.97 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 -39.99 59.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.23 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.09 0.0 999.00 -999.00 -0.20 -0.18 -10.23 999999999.0 -22 -20 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.07 0.0 0.15 -0.15 -0.07 -0.07 -4.85 11.0 -5 -5 caleb_strategy_v3 SP500_micro False False 0.01 -0.18 -0.05 0.0 0.70 -0.70 -0.18 -0.16 -3.09 48.0 -12 -11 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.28 -0.05 0.0 0.49 -0.49 -0.28 -0.28 -2.49 23.0 -13 -13 caleb_strategy_v3 CHF False False 0.07 0.00 -0.04 0.0 0.90 -0.90 0.00 0.00 -0.54 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 -4.42 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 -0.74 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 -3.47 4.0 -3 -3 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.89 -0.89 0.00 0.00 -0.30 14.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.19 -0.02 0.0 0.69 -0.69 -0.19 -0.19 -1.95 66.0 -18 -18 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.02 0.0 0.12 -0.12 -0.06 -0.06 -3.05 18.0 -9 -9 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -0.66 3.0 -2 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.92 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 -0.53 23.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.71 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -0.17 6.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -1.02 26.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.29 10.0 0 0 caleb_strategy_v3 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 JPY False False 0.03 0.03 -0.00 0.0 0.59 -0.59 0.03 0.03 -0.05 17.0 1 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.47 -0.47 0.00 0.00 0.01 10.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.00 0.0 0.12 -0.12 -0.03 -0.01 -0.27 9.0 -2 -1 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.00 0.0 0.21 -0.21 0.00 0.00 0.04 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.00 0.0 1.23 -1.23 -0.02 -0.02 -0.20 56.0 -1 -1 caleb_strategy_v3 US5 False False 0.05 -0.09 -0.00 0.0 1.18 -1.18 -0.09 -0.09 -0.06 25.0 -2 -2 caleb_strategy_v3 US10 False False 0.05 0.00 0.00 0.0 0.83 -0.83 0.00 0.00 0.05 17.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.27 12.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.04 2.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.10 26.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.00 0.0 0.91 -0.91 0.00 0.00 0.13 29.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 0.00 0.0 0.31 -0.31 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.40 7.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 1.28 68.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.20 999999999.0 1 1 caleb_strategy_v3 BUXL False False 0.06 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 0.09 4.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.05 0.01 0.0 0.65 -0.65 0.05 0.10 0.16 13.0 1 2 caleb_strategy_v3 GBP False False 0.04 0.04 0.02 0.0 0.80 -0.80 0.04 0.04 0.52 22.0 1 1 caleb_strategy_v3 US20 False True 0.05 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.30 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.74 -0.74 0.00 0.00 2.74 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 0.68 3.0 1 1 caleb_strategy_v3 SP400 False False 0.15 0.30 0.03 0.0 0.30 -0.30 0.30 0.30 0.22 2.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.12 0.12 0.03 0.0 999.00 -999.00 0.12 0.12 0.26 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.04 0.05 0.0 0.22 -0.22 0.04 0.04 12.43 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 0.85 999999999.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.54 -0.54 0.00 0.00 1.94 21.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.06 0.0 0.70 -0.70 0.00 0.00 1.44 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.07 0.0 0.12 -0.12 0.00 0.00 2.17 4.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.08 0.0 0.62 -0.62 0.08 0.08 1.06 8.0 1 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.08 0.0 1.13 -1.13 0.00 0.00 1.38 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 1.27 10.0 4 4 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.09 0.0 0.57 -0.57 0.08 0.08 5.63 36.0 5 5 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.10 0.0 0.14 -0.14 0.05 0.05 3.71 5.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.58 -0.58 0.00 0.00 3.89 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.28 0.13 0.0 0.62 -0.62 0.28 0.28 4.24 20.0 9 9 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.38 9.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.18 0.0 0.00 0.00 0.00 0.00 4.08 12.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.19 0.0 0.00 0.00 0.00 0.00 3.45 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.34 0.0 0.62 -0.62 0.00 0.00 5.43 10.0 0 0 caleb_strategy_v3 SOFR False True 0.10 0.00 0.34 0.0 0.00 0.00 0.00 0.00 3.31 11.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.44 0.44 0.0 0.63 -0.63 0.44 0.44 6.99 10.0 7 7 caleb_strategy_v3 MXP False False 0.01 0.42 0.54 0.0 0.74 -0.74 0.42 0.42 43.74 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 2.67 0.0 1.24 -1.24 0.00 0.00 21.52 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.9 Shocked risk 45.1 Sum abs risk 50.6 Leverage 7.14 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2332596.51, 'annual_cash_vol_target': 583149.1275, 'daily_cash_vol_target': 36446.82046875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.7086 0.6476 10.3616 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1507 117.1900 0.1286 2.0572 BTP 0.3393 122.5100 0.2769 4.4311 BUND 0.3112 129.6700 0.2400 3.8396 BUXL 0.7352 112.5000 0.6535 10.4556 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0030 0.7308 0.4115 6.5833 CANOLA 5.5554 688.4000 0.8070 12.9119 CHF 0.0071 1.2945 0.5489 8.7822 COCOA 132.6899 3145.0000 4.2191 67.5052 COFFEE 4.9772 278.2500 1.7888 28.6200 COPPER 0.1081 5.8700 1.8409 29.4548 CORN 3.6758 464.2500 0.7918 12.6683 COTTON2 0.7047 63.5500 1.1089 17.7429 CRUDE_W 0.9968 63.2500 1.5760 25.2160 DAX 184.1619 25019.0000 0.7361 11.7774 DOW 364.7340 48870.0000 0.7463 11.9414 DX 0.4016 97.6300 0.4113 6.5811 EUR 0.0053 1.1804 0.4530 7.2473 EURIBOR-ICE 0.0302 97.8050 0.0309 0.4947 EUROSTX 45.7874 6121.0000 0.7480 11.9686 FEEDCOW 2.6704 361.4250 0.7388 11.8215 GASOIL 12.0838 727.0000 1.6622 26.5944 GASOLINE 0.0362 2.2484 1.6102 25.7636 GAS_US_mini 0.1999 2.9950 6.6737 106.7796 GBP 0.0067 1.3488 0.4946 7.9142 GOLD_micro 99.0285 5130.0000 1.9304 30.8861 HEATOIL 0.0492 2.5255 1.9485 31.1766 JGB-SGX-mini 0.2541 132.8700 0.1913 3.0603 JPY 0.0000 0.0065 0.6626 10.6021 LEANHOG 1.0799 93.7500 1.1519 18.4308 LIVECOW 1.7963 239.2000 0.7510 12.0155 LUMBER-new 7.8500 572.5000 1.3712 21.9388 MXP 0.0004 0.0578 0.6460 10.3365 NASDAQ_micro 218.8534 24698.2500 0.8861 14.1777 NIKKEI 747.4705 56755.0000 1.3170 21.0722 NZD 0.0040 0.5962 0.6764 10.8217 OAT 0.3030 123.4700 0.2454 3.9266 OATIES 4.7883 325.7500 1.4699 23.5189 OJ 7.7009 180.0000 4.2783 68.4522 PALLAD 67.9611 1786.5000 3.8041 60.8664 PLAT 89.4594 2171.4000 4.1199 65.9183 REDWHEAT 9.6022 571.7500 1.6794 26.8711 RICE 0.1590 10.0150 1.5876 25.4015 ROBUSTA 66.1954 3611.0000 1.8332 29.3305 RUSSELL 28.0277 2622.9000 1.0686 17.0972 SHATZ 0.0451 106.9800 0.0421 0.6743 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 81.0685 13795.0000 0.5877 9.4027 SOFR 0.0532 96.8400 0.0549 0.8782 SOYBEAN 7.5698 1117.5000 0.6774 10.8382 SOYMEAL 3.7896 314.2000 1.2061 19.2977 SOYOIL 0.6933 59.8500 1.1584 18.5348 SP400 31.3826 3547.2000 0.8847 14.1554 SP500_micro 46.1606 6841.5000 0.6747 10.7954 SUGAR11 0.2196 14.0100 1.5674 25.0782 US10 0.3156 113.3906 0.2784 4.4537 US10U 0.4037 116.2031 0.3475 5.5592 US2 0.0713 104.3594 0.0683 1.0925 US20 0.6115 117.9688 0.5184 8.2942 US30 0.8722 120.7188 0.7225 11.5606 US5 0.1929 109.7734 0.1757 2.8111 VIX 0.5905 21.1500 2.7920 44.6727 WHEAT 7.8446 610.7500 1.2844 20.5507 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 708.60 0.65 458.89 1.00 458.89 36446.82 79.42 18.84 149.65 BITCOIN 82.98 2.35 195.18 1.00 195.18 36446.82 186.73 -19.75 -368.81 BOBL 1171.90 0.13 150.67 1.18 177.16 36446.82 205.73 6.61 135.97 BTP 1225.10 0.28 339.29 1.18 398.93 36446.82 91.36 17.40 158.93 BUND 1296.70 0.24 311.17 1.18 365.88 36446.82 99.62 12.57 125.22 BUXL 1125.00 0.65 735.16 1.18 864.39 36446.82 42.16 2.14 9.04 CAC 847.95 0.61 516.00 1.18 608.65 36446.82 59.88 19.93 119.32 CAD 730.80 0.41 300.69 1.00 300.69 36446.82 121.21 0.42 5.11 CANOLA 137.68 0.81 111.11 0.73 81.18 36446.82 448.94 11.37 510.38 CHF 1618.06 0.55 888.14 1.00 888.14 36446.82 41.04 -5.11 -20.95 COCOA 314.50 4.22 1326.90 1.00 1326.90 36446.82 27.47 -15.19 -41.72 COFFEE 1043.44 1.79 1866.45 1.00 1866.45 36446.82 19.53 -6.60 -12.88 COPPER 1467.50 1.84 2701.55 1.00 2701.55 36446.82 13.49 5.80 7.83 CORN 232.12 0.79 183.79 1.00 183.79 36446.82 198.31 -0.55 -10.96 COTTON2 317.75 1.11 352.36 1.00 352.36 36446.82 103.44 -19.25 -199.11 CRUDE_W 632.50 1.58 996.82 1.00 996.82 36446.82 36.56 9.35 34.18 DAX 250.19 0.74 184.16 1.18 216.54 36446.82 168.32 4.77 80.28 DOW 244.35 0.75 182.37 1.00 182.37 36446.82 199.85 -4.19 -83.75 DX 976.30 0.41 401.57 1.00 401.57 36446.82 90.76 -3.13 -28.39 EUR 1475.44 0.45 668.31 1.00 668.31 36446.82 54.54 -2.13 -11.62 EURIBOR-ICE 2445.13 0.03 75.60 1.18 88.89 36446.82 410.04 15.37 630.18 EUROSTX 612.10 0.75 457.87 1.18 538.37 36446.82 67.70 18.34 124.14 FEEDCOW 1807.12 0.74 1335.18 1.00 1335.18 36446.82 27.30 11.69 31.91 GASOIL 727.00 1.66 1208.38 1.00 1208.38 36446.82 30.16 16.56 49.95 GASOLINE 944.33 1.61 1520.58 1.00 1520.58 36446.82 23.97 1.89 4.54 GAS_US_mini 74.88 6.67 499.70 1.00 499.70 36446.82 72.94 0.13 0.93 GBP 843.00 0.49 416.98 1.00 416.98 36446.82 87.41 2.31 20.20 GOLD_micro 513.00 1.93 990.29 1.00 990.29 36446.82 36.80 -1.58 -5.81 HEATOIL 1060.71 1.95 2066.83 1.00 2066.83 36446.82 17.63 8.84 15.59 JGB-SGX-mini 132870.00 0.19 25414.15 0.01 163.83 36446.82 222.47 -3.72 -82.70 JPY 809.88 0.66 536.65 1.00 536.65 36446.82 67.92 -0.28 -1.93 LEANHOG 375.00 1.15 431.97 1.00 431.97 36446.82 84.37 0.07 0.61 LIVECOW 956.80 0.75 718.53 1.00 718.53 36446.82 50.72 8.56 43.40 LUMBER-new 157.44 1.37 215.87 1.00 215.87 36446.82 168.83 -10.75 -181.44 MXP 288.90 0.65 186.64 1.00 186.64 36446.82 195.28 15.24 297.58 NASDAQ_micro 493.96 0.89 437.71 1.00 437.71 36446.82 83.27 -12.87 -107.15 NIKKEI 56755.00 1.32 74747.05 0.01 481.85 36446.82 75.64 6.87 51.93 NZD 596.15 0.68 403.21 1.00 403.21 36446.82 90.39 8.25 74.54 OAT 1234.70 0.25 303.01 1.18 356.28 36446.82 102.30 20.00 204.60 OATIES 162.88 1.47 239.42 1.00 239.42 36446.82 152.23 -5.18 -78.84 OJ 270.00 4.28 1155.13 1.00 1155.13 36446.82 31.55 -8.57 -27.05 PALLAD 1786.50 3.80 6796.11 1.00 6796.11 36446.82 5.36 2.04 1.09 PLAT 1085.70 4.12 4472.97 1.00 4472.97 36446.82 8.15 0.48 0.39 REDWHEAT 285.88 1.68 480.11 1.00 480.11 36446.82 75.91 -1.73 -13.11 RICE 200.30 1.59 318.00 1.00 318.00 36446.82 114.61 -12.43 -142.41 ROBUSTA 361.10 1.83 661.95 1.00 661.95 36446.82 55.06 -7.18 -39.56 RUSSELL 131.15 1.07 140.14 1.00 140.14 36446.82 260.08 1.48 38.46 SHATZ 1069.80 0.04 45.09 1.18 53.01 36446.82 687.52 4.94 339.46 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 36446.82 5.92 12.83 7.60 SMI 1379.50 0.59 810.68 1.29 1045.22 36446.82 34.87 20.00 69.74 SOFR 2421.00 0.05 132.88 1.00 132.88 36446.82 274.29 1.98 54.36 SOYBEAN 558.75 0.68 378.49 1.00 378.49 36446.82 96.30 4.45 42.87 SOYMEAL 314.20 1.21 378.96 1.00 378.96 36446.82 96.18 -7.93 -76.25 SOYOIL 359.10 1.16 415.99 1.00 415.99 36446.82 87.61 3.53 30.91 SP400 3547.20 0.88 3138.26 1.00 3138.26 36446.82 11.61 5.72 6.64 SP500_micro 342.08 0.67 230.80 1.00 230.80 36446.82 157.91 -8.40 -132.71 SUGAR11 156.91 1.57 245.94 1.00 245.94 36446.82 148.19 -8.46 -125.31 US10 1133.91 0.28 315.63 1.00 315.63 36446.82 115.47 0.33 3.81 US10U 1162.03 0.35 403.75 1.00 403.75 36446.82 90.27 1.40 12.60 US2 2087.19 0.07 142.52 1.00 142.52 36446.82 255.73 -3.78 -96.72 US20 1179.69 0.52 611.54 1.00 611.54 36446.82 59.60 4.01 23.87 US30 1207.19 0.72 872.24 1.00 872.24 36446.82 41.79 1.09 4.54 US5 1097.73 0.18 192.87 1.00 192.87 36446.82 188.97 -0.24 -4.62 VIX 211.50 2.79 590.52 1.00 590.52 36446.82 61.72 -6.71 -41.40 WHEAT 305.38 1.28 392.23 1.00 392.23 36446.82 92.92 -2.20 -20.46 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 149.646 0.010 2.5 3.888 BITCOIN -368.811 0.043 2.5 -39.994 BOBL 135.965 0.004 2.5 1.381 BTP 158.927 0.014 2.5 5.428 BUND 125.221 0.004 2.5 1.272 BUXL 9.043 0.004 2.5 0.092 CAC 119.324 0.014 2.5 4.076 CAD 5.107 0.010 2.5 0.133 CANOLA 510.384 0.010 2.5 12.434 CHF -20.951 0.010 2.5 -0.544 COCOA -41.722 0.010 2.5 -1.016 COFFEE -12.881 0.005 2.5 -0.171 COPPER 7.827 0.043 2.5 0.849 CORN -10.959 0.010 2.5 -0.267 COTTON2 -199.109 0.010 2.5 -4.851 CRUDE_W 34.180 0.043 2.5 3.706 DAX 80.277 0.014 2.5 2.742 DOW -83.748 0.009 2.5 -1.949 DX -28.392 0.010 2.5 -0.738 EUR -11.619 0.010 2.5 -0.302 EURIBOR-ICE 630.179 0.014 2.5 21.525 EUROSTX 124.139 0.014 2.5 4.240 FEEDCOW 31.913 0.013 2.5 1.059 GASOIL 49.951 0.017 2.5 2.168 GASOLINE 4.538 0.017 2.5 0.197 GAS_US_mini 0.933 0.043 2.5 0.101 GBP 20.200 0.010 2.5 0.525 GOLD_micro -5.812 0.014 2.5 -0.199 HEATOIL 15.591 0.017 2.5 0.677 JGB-SGX-mini -82.703 0.043 2.5 -8.968 JPY -1.932 0.010 2.5 -0.050 LEANHOG 0.611 0.024 2.5 0.037 LIVECOW 43.404 0.013 2.5 1.440 LUMBER-new -181.435 0.010 2.5 -4.420 MXP 297.580 0.059 2.5 43.738 NASDAQ_micro -107.154 0.009 2.5 -2.494 NIKKEI 51.932 0.043 2.5 5.631 NZD 74.536 0.010 2.5 1.937 OAT 204.598 0.014 2.5 6.988 OATIES -78.841 0.010 2.5 -1.921 OJ -27.048 0.010 2.5 -0.659 PALLAD 1.095 0.014 2.5 0.037 PLAT 0.392 0.014 2.5 0.013 REDWHEAT -13.112 0.005 2.5 -0.174 RICE -142.413 0.010 2.5 -3.470 ROBUSTA -39.556 0.005 2.5 -0.525 RUSSELL 38.461 0.013 2.5 1.276 SHATZ 339.457 0.004 2.5 3.447 SILVER-mini 7.600 0.014 2.5 0.260 SMI 69.740 0.014 2.5 2.382 SOFR 54.357 0.024 2.5 3.308 SOYBEAN 42.875 0.004 2.5 0.399 SOYMEAL -76.253 0.004 2.5 -0.710 SOYOIL 30.913 0.004 2.5 0.288 SP400 6.638 0.013 2.5 0.220 SP500_micro -132.712 0.009 2.5 -3.089 SUGAR11 -125.315 0.010 2.5 -3.053 US10 3.815 0.005 2.5 0.048 US10U 12.603 0.005 2.5 0.160 US2 -96.720 0.005 2.5 -1.227 US20 23.874 0.005 2.5 0.303 US30 4.544 0.005 2.5 0.058 US5 -4.624 0.005 2.5 -0.059 VIX -41.400 0.099 2.5 -10.234 WHEAT -20.457 0.005 2.5 -0.272 ===================== Position diags ===================== AUD 2.06 BITCOIN 20.25 BOBL 2.09 BTP 3.12 BUND 1.01 BUXL 0.43 CAC 2.05 CAD 3.15 CANOLA 10.94 CHF 1.07 COCOA 0.67 COFFEE 0.26 COPPER 1.46 CORN 4.83 COTTON2 2.52 CRUDE_W 3.96 DAX 5.75 DOW 4.65 DX 2.36 EUR 1.42 EURIBOR-ICE 14.01 EUROSTX 2.31 FEEDCOW 0.91 GASOIL 1.31 GASOLINE 1.04 GAS_US_mini 7.91 GBP 2.27 GOLD_micro 1.26 HEATOIL 0.77 JGB-SGX-mini 24.12 JPY 1.76 LEANHOG 5.13 LIVECOW 1.68 LUMBER-new 4.11 MXP 28.70 NASDAQ_micro 1.94 NIKKEI 8.20 NZD 2.35 OAT 3.49 OATIES 3.71 OJ 0.77 PALLAD 0.18 PLAT 0.28 REDWHEAT 1.01 RICE 2.79 ROBUSTA 0.73 RUSSELL 8.63 SHATZ 6.98 SILVER-mini 0.20 SMI 1.19 SOFR 16.69 SOYBEAN 0.90 SOYMEAL 0.90 SOYOIL 0.82 SP400 0.39 SP500_micro 3.68 SUGAR11 3.61 US10 1.47 US10U 1.15 US2 3.25 US20 0.76 US30 0.53 US5 2.40 VIX 15.26 WHEAT 1.23 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.7 4.1 0.0 0 BITCOIN -40.0 -42.0 -38.0 0.0 0 BOBL 1.4 1.2 1.6 0.0 0 BTP 5.4 5.1 5.7 0.0 0 BUND 1.3 1.2 1.4 4.0 4 BUXL 0.1 0.0 0.1 0.0 0 CAC 4.1 3.9 4.3 0.0 0 CAD 0.1 -0.2 0.4 0.0 0 CANOLA 12.4 11.3 13.5 10.0 10 CHF -0.5 -0.7 -0.4 0.0 0 COCOA -1.0 -1.1 -0.9 -2.0 -2 COFFEE -0.2 -0.2 -0.1 0.0 0 COPPER 0.8 0.7 1.0 1.0 1 CORN -0.3 -0.8 0.2 0.0 0 COTTON2 -4.9 -5.1 -4.6 -5.0 -5 CRUDE_W 3.7 3.3 4.1 2.0 2 DAX 2.7 2.2 3.3 0.0 0 DOW -1.9 -2.4 -1.5 -18.0 -18 DX -0.7 -1.0 -0.5 -1.0 -1 EUR -0.3 -0.4 -0.2 0.0 0 EURIBOR-ICE 21.5 20.1 22.9 0.0 0 EUROSTX 4.2 4.0 4.5 9.0 9 FEEDCOW 1.1 1.0 1.1 1.0 1 GASOIL 2.2 2.0 2.3 0.0 0 GASOLINE 0.2 0.1 0.3 1.0 1 GAS_US_mini 0.1 -0.7 0.9 0.0 0 GBP 0.5 0.3 0.8 1.0 1 GOLD_micro -0.2 -0.3 -0.1 -1.0 -1 HEATOIL 0.7 0.6 0.8 1.0 1 JGB-SGX-mini -9.0 -11.4 -6.6 0.0 0 JPY -0.1 -0.2 0.1 1.0 1 LEANHOG 0.0 -0.5 0.6 0.0 0 LIVECOW 1.4 1.3 1.6 0.0 0 LUMBER-new -4.4 -4.8 -4.0 0.0 0 MXP 43.7 40.9 46.6 34.0 34 NASDAQ_micro -2.5 -2.7 -2.3 -13.0 -13 NIKKEI 5.6 4.8 6.5 5.0 5 NZD 1.9 1.7 2.2 0.0 0 OAT 7.0 6.6 7.3 7.0 7 OATIES -1.9 -2.3 -1.5 NaN 0 OJ -0.7 -0.7 -0.6 -2.0 -2 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.0 -0.0 0.0 0.0 0 REDWHEAT -0.2 -0.3 -0.1 0.0 0 RICE -3.5 -3.7 -3.2 -3.0 -3 ROBUSTA -0.5 -0.6 -0.5 0.0 0 RUSSELL 1.3 0.4 2.1 0.0 0 SHATZ 3.4 2.7 4.1 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 2.4 2.3 2.5 0.0 0 SOFR 3.3 1.6 5.0 NaN 0 SOYBEAN 0.4 0.3 0.5 0.0 0 SOYMEAL -0.7 -0.8 -0.6 0.0 0 SOYOIL 0.3 0.2 0.4 0.0 0 SP400 0.2 0.2 0.3 2.0 2 SP500_micro -3.1 -3.5 -2.7 -12.0 -12 SUGAR11 -3.1 -3.4 -2.7 -9.0 -9 US10 0.0 -0.1 0.2 0.0 0 US10U 0.2 0.0 0.3 1.0 1 US2 -1.2 -1.6 -0.9 NaN 0 US20 0.3 0.2 0.4 0.0 0 US30 0.1 0.0 0.1 0.0 0 US5 -0.1 -0.3 0.2 -2.0 -2 VIX -10.2 -11.8 -8.7 -22.0 -22 WHEAT -0.3 -0.4 -0.1 -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 0.1 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 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.1 0.3 0.2 1.5 0.2 0.0 0.4 0.1 0.3 0.2 0.3 0.1 0.5 0.6 0.5 -0.1 0.7 0.1 0.7 BITCOIN 0.1 -0.0 -0.6 0.1 -0.1 0.4 0.0 0.6 0.1 -0.2 -0.5 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 -2.7 -0.2 -0.2 -0.5 -0.2 -0.3 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 -0.1 0.0 -0.7 -0.6 BOBL 0.5 0.4 -0.1 0.1 0.2 -0.0 0.2 -0.2 0.2 0.2 -0.1 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 0.2 -0.1 0.2 -0.3 0.2 -1.0 0.0 0.2 0.5 -0.2 0.2 0.7 0.5 0.7 BTP 0.3 0.4 0.0 0.1 0.2 -0.0 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 0.1 0.1 0.6 0.5 0.2 0.7 0.5 0.7 BUND 0.5 0.4 -0.1 0.1 0.2 -0.0 0.2 -0.2 0.2 0.2 -0.1 0.2 -0.5 0.2 0.1 0.4 0.2 0.4 0.3 0.1 -0.0 0.2 -0.2 0.2 0.0 0.2 0.2 -0.0 0.2 -0.3 0.2 0.6 0.3 0.2 0.6 -0.1 0.1 0.7 0.3 0.7 BUXL 0.4 0.2 -0.1 0.1 0.2 -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 -0.3 0.2 -0.7 0.2 -0.0 0.2 -0.3 0.1 -0.4 -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 -0.2 -0.0 -0.4 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.6 -0.0 -0.0 -0.1 -0.3 -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 0.1 -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 0.2 0.1 -1.1 -0.1 0.1 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 -0.1 -0.2 -0.2 -2.7 -0.1 -0.1 -0.3 -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 -0.6 -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 -0.2 -0.2 0.2 -0.2 -2.7 -0.2 -0.1 -0.2 -0.1 0.4 -0.2 1.1 0.3 -0.6 -0.6 -0.6 0.7 0.6 0.7 0.7 COPPER -0.5 -0.0 0.3 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.1 -0.0 -0.1 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 -0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.7 -0.0 0.2 0.1 0.2 -0.4 0.2 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.1 -0.3 0.1 1.6 0.1 0.2 -0.0 0.2 -0.3 0.2 -1.1 0.5 0.6 -0.2 0.2 0.1 -0.2 0.2 0.0 COTTON2 -0.1 0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.7 -0.0 0.2 -0.5 0.0 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 -0.1 -1.1 -0.1 0.2 -0.5 0.2 -0.7 -0.0 -1.1 0.5 -0.2 -0.5 -0.4 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.2 0.6 0.2 0.1 0.1 0.2 0.1 0.2 0.2 0.1 -0.1 0.2 -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 0.1 0.2 -0.2 0.2 -0.0 0.0 0.0 -0.3 -0.3 0.4 0.7 0.1 0.3 DAX -0.0 0.0 0.1 0.1 -0.0 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 0.1 0.0 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 -0.2 -0.2 0.2 0.1 -0.0 0.2 0.0 0.3 0.1 -0.1 0.3 -0.0 0.5 0.0 0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.0 -1.2 0.0 -0.1 0.2 -0.0 0.3 0.0 -0.2 -0.4 -0.3 -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 -0.1 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 0.0 -0.2 -0.0 0.9 0.1 -0.5 -0.6 -0.6 0.2 0.7 0.4 0.7 EUR -0.1 0.0 -0.1 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 -0.0 0.2 -0.0 0.3 0.0 -0.4 -0.2 -0.2 -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 -0.0 0.2 0.2 0.2 0.1 0.3 0.2 0.3 0.3 0.1 0.0 0.2 0.0 0.2 -0.3 0.1 0.2 -0.0 0.2 -0.1 0.2 0.8 0.0 0.4 0.5 -0.1 0.6 0.7 0.7 0.7 EUROSTX -0.0 0.1 0.3 0.1 -0.0 0.3 0.1 0.4 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 0.6 0.1 0.8 0.5 0.2 0.4 0.4 0.3 0.7 0.2 0.7 FEEDCOW -0.1 0.5 0.6 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 -0.1 0.4 0.1 0.6 0.2 0.2 0.4 0.2 0.3 0.3 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 -0.2 0.4 -0.1 0.7 -0.0 1.1 -0.2 0.1 0.3 0.2 0.7 0.7 0.7 0.7 GASOIL 0.3 0.5 0.0 0.1 0.1 0.2 0.1 0.2 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 0.5 0.3 0.2 0.1 -0.1 0.7 -0.3 0.2 GASOLINE 0.2 0.6 0.1 0.2 0.1 0.3 0.2 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.2 0.1 0.2 -2.1 0.1 0.1 0.2 0.2 0.0 0.2 -1.1 -0.0 0.1 -0.1 -0.2 0.3 0.7 -0.1 0.7 GAS_US_mini -0.4 0.1 0.1 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 -0.1 -0.4 -0.5 -0.2 0.2 -0.3 0.2 -0.7 GBP -0.3 0.1 0.2 0.2 -0.0 0.3 0.0 0.2 0.1 -0.1 0.2 -0.2 0.5 -0.1 0.1 -0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.2 -0.0 0.0 0.1 -0.0 0.3 -0.0 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 0.1 -0.3 0.1 0.5 0.6 0.4 0.5 0.2 -0.1 -0.5 HEATOIL 0.1 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 0.2 0.1 0.2 0.1 1.1 0.3 0.1 -0.0 -0.0 0.2 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 -0.0 0.2 0.0 0.1 -0.1 -0.1 0.1 -0.3 0.1 0.0 -0.1 0.1 -0.3 0.1 -0.5 0.0 0.4 0.2 0.0 -0.4 -0.6 -0.2 -0.7 0.0 -0.7 JPY 0.2 0.6 0.0 0.1 -0.0 0.2 0.0 0.1 0.1 -0.1 -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 -0.1 -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 0.0 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 0.1 -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 0.0 0.3 0.4 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 -0.0 0.3 0.1 0.5 0.2 0.2 0.2 0.1 0.0 0.0 0.2 0.2 0.1 0.5 0.1 -2.7 0.0 -0.1 0.1 -0.0 0.4 0.0 1.1 0.2 0.3 0.1 -0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.2 0.7 -0.1 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 -0.1 -0.4 -0.1 -0.6 -0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.1 -0.5 -0.1 NaN -0.1 -0.1 -0.4 -0.2 -0.6 -0.1 -1.2 -0.3 -0.5 -0.2 -0.5 0.1 0.8 0.2 0.8 MXP -0.1 0.0 0.2 0.2 -0.0 0.3 0.0 0.3 0.1 -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 0.0 0.1 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 0.0 0.3 0.1 -0.1 0.1 -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 -0.3 -0.6 -0.6 -0.6 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 -0.1 0.2 0.1 0.3 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.0 0.3 0.1 -1.4 0.1 0.0 0.3 0.0 0.4 0.1 1.1 0.0 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 0.2 0.1 -0.1 0.1 -0.1 -0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.0 0.0 1.5 0.1 -0.1 0.1 -0.1 -0.0 0.1 0.0 -0.3 -0.1 0.0 0.0 -0.1 0.7 0.2 0.7 OAT 0.5 0.6 0.2 0.1 0.2 -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 0.1 0.2 -0.1 0.2 0.2 0.4 0.2 0.2 0.2 0.9 0.5 0.4 0.6 0.6 0.1 0.7 0.4 0.7 OATIES 0.4 0.3 -0.1 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 0.1 -0.3 0.2 -0.4 0.1 0.0 -0.0 -0.2 -0.2 -0.3 0.0 -0.1 0.2 -0.4 0.1 -0.3 0.0 0.2 -0.3 0.2 -0.6 0.2 -0.3 0.5 0.6 0.2 -0.1 -0.2 -0.7 -0.1 -0.7 OJ -0.6 0.3 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 0.1 -0.4 0.0 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 -0.0 0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 1.3 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.2 -0.1 -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 -0.0 0.2 -0.0 0.0 -0.0 -0.1 -0.0 -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 -0.3 0.1 0.7 0.3 0.1 -0.1 REDWHEAT 0.2 0.4 0.4 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 0.1 -0.1 0.1 -0.6 0.2 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.2 -0.2 0.2 1.0 0.1 0.1 0.1 0.2 -0.1 0.2 -0.7 0.5 0.6 0.4 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.3 0.6 0.4 -0.0 -0.0 -0.1 -0.0 -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 -0.2 -0.4 -0.1 0.2 0.0 -0.2 -0.1 -0.2 -0.5 -0.1 -0.8 -0.5 -0.2 0.3 0.1 -0.5 -0.6 -0.4 -0.6 ROBUSTA -0.6 -0.1 -0.4 -0.0 -0.0 -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 -0.2 -0.6 -0.3 -0.3 0.1 0.2 0.4 0.4 RUSSELL -0.4 0.0 0.3 0.1 -0.0 0.2 0.0 0.3 0.1 -0.1 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 -0.1 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 0.3 0.4 -0.1 0.1 0.2 -0.0 0.2 -0.1 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 0.1 -0.3 0.1 -0.5 0.1 -1.1 -0.4 -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 -0.0 0.3 0.1 0.4 0.1 0.2 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 0.5 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.6 0.1 -0.3 0.1 0.2 -0.0 0.2 -0.1 0.2 0.2 -0.0 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 0.2 0.2 0.3 0.4 0.6 0.2 0.2 -0.4 -0.4 -0.5 -0.7 SOYBEAN 0.6 0.3 0.0 -0.0 -0.1 -0.3 -0.1 -0.7 -0.0 0.2 0.3 0.2 0.3 0.2 0.1 0.0 -0.1 -0.0 -0.1 0.2 0.1 0.2 0.0 0.2 -0.9 0.2 0.1 0.4 0.2 0.3 0.2 0.4 0.5 0.6 0.6 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 0.1 -0.2 0.1 -0.4 0.1 -0.1 -0.2 -0.3 -0.2 -0.3 0.0 -0.0 0.1 -0.2 0.1 -1.9 0.1 0.2 0.1 0.2 0.0 0.1 -0.5 0.5 0.6 0.0 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 -0.7 -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 0.3 0.4 0.1 -0.0 0.3 0.1 0.4 0.1 -0.0 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 0.1 0.5 0.1 -0.0 0.2 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 -0.0 0.3 0.1 0.4 0.1 -0.1 0.4 -0.1 0.6 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.5 -0.1 -2.2 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.3 -0.4 -0.6 -0.6 -0.5 0.4 -0.7 0.5 -0.7 SUGAR11 -0.2 -0.0 0.1 -0.0 -0.0 -0.2 -0.1 -0.4 -0.0 0.1 -0.3 -0.0 -0.5 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 0.0 -0.4 -0.1 -2.7 -0.0 0.1 -0.2 0.0 -0.4 -0.0 1.1 0.2 -0.3 -0.3 0.1 0.0 -0.6 0.2 -0.4 US10 0.6 -0.0 -0.2 0.1 0.2 -0.0 0.2 -0.1 0.2 0.1 0.1 0.2 0.3 0.1 0.0 0.1 0.0 0.1 0.0 0.0 0.0 0.2 0.1 0.1 -1.3 0.1 0.2 0.1 0.2 0.2 0.2 -0.2 0.2 0.2 -0.1 0.1 -0.4 -0.7 -0.4 -0.7 US10U 0.5 -0.0 -0.2 0.1 0.2 -0.0 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 0.1 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 0.4 -0.1 -0.2 0.1 0.2 -0.0 0.2 -0.1 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 0.0 -0.0 0.1 1.8 0.0 0.1 -0.0 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 0.5 0.1 -0.1 0.1 0.1 -0.0 0.2 -0.1 0.2 0.1 0.2 0.2 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.2 -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 0.2 -0.0 0.2 -0.1 0.2 0.1 0.0 0.2 -0.2 0.2 -0.0 0.1 -0.0 0.0 0.0 0.1 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 -0.3 0.1 0.1 -0.4 0.4 -0.1 -0.6 US5 0.6 -0.0 -0.2 0.1 0.2 -0.0 0.2 -0.2 0.2 0.1 0.1 0.2 0.4 0.2 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.0 0.2 0.1 0.2 -1.0 0.1 0.2 0.1 0.2 0.2 0.2 -0.5 0.1 0.3 -0.1 0.1 -0.4 -0.7 -0.5 -0.7 VIX 0.7 0.6 -0.4 0.0 0.2 -0.2 0.2 -0.3 0.2 0.2 -0.7 0.2 -1.0 0.2 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 0.1 -0.4 0.1 NaN 0.0 0.2 -0.2 0.3 -0.3 0.2 NaN NaN NaN NaN NaN -0.0 -1.1 NaN NaN WHEAT 0.3 0.5 0.2 -0.0 -0.1 -0.3 -0.1 -0.7 -0.0 0.1 -0.3 0.2 -0.7 0.2 0.0 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.3 0.2 1.5 0.2 0.2 0.1 0.2 -0.2 0.2 -0.9 0.5 0.6 0.6 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 1.7 14.5 15.5 11.8 -3.2 7.9 2.4 4.8 9.8 0.1 13.5 8.7 10.9 12.4 13.9 1.0 -0.4 0.7 0.2 20.0 15.7 9.0 9.4 17.5 11.1 20.0 2.6 16.0 8.6 8.7 18.3 6.2 5.9 16.2 17.3 16.0 -2.5 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 -4.5 0.8 -20.0 -17.8 BOBL 15.9 13.5 -4.4 9.2 20.0 -0.8 20.0 -4.5 20.0 18.6 -5.2 20.0 -5.3 20.0 6.7 -20.0 -4.5 -19.1 -10.0 9.7 -1.3 20.0 -6.2 19.5 3.8 11.3 20.0 -3.5 20.0 -8.4 20.0 -17.8 0.3 6.8 15.9 -5.6 6.8 20.0 16.2 20.0 BTP 10.5 11.0 0.5 10.8 20.0 -0.9 20.0 -5.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.0 11.8 16.0 13.8 18.8 14.8 20.0 15.8 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 14.4 4.8 1.8 19.3 15.3 4.5 20.0 13.9 20.0 BUND 16.6 11.6 -2.9 10.2 20.0 -0.9 20.0 -5.0 20.0 20.0 -5.3 20.0 -13.4 20.0 6.2 20.0 9.3 18.0 13.2 10.2 -1.8 20.0 -8.9 20.0 0.1 14.7 20.0 -1.8 20.0 -8.7 20.0 11.4 11.2 7.4 17.2 -3.9 2.7 20.0 10.4 20.0 BUXL 12.0 7.1 -3.6 9.3 20.0 -0.8 20.0 -4.6 20.0 20.0 -15.6 20.0 -20.0 16.5 -9.5 5.2 3.8 5.0 4.6 -0.4 -11.9 19.0 -20.0 12.1 4.1 2.6 20.0 -12.1 20.0 -20.0 19.7 -0.2 8.1 -9.7 4.3 -10.8 -5.6 20.0 2.2 12.5 CAC 14.0 0.9 5.0 13.9 15.6 15.1 13.7 15.6 13.1 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 17.9 -1.7 -8.2 15.0 20.0 12.7 20.0 CAD -1.6 5.3 12.8 14.6 -2.2 10.1 2.7 6.2 11.5 -15.6 2.7 -12.3 2.5 2.6 7.9 -6.4 -7.4 -7.1 -7.4 6.8 5.0 -5.5 0.6 2.2 19.4 10.2 -6.0 6.8 -2.4 1.8 6.1 -6.4 -9.8 -0.9 -11.4 1.6 -20.0 -20.0 -20.0 -20.0 CANOLA 18.8 20.0 -0.0 -1.2 -8.4 -9.4 -9.1 -17.3 -2.4 19.1 -5.8 20.0 -3.5 20.0 17.6 -19.9 -15.2 -19.0 -17.8 19.6 3.8 20.0 -4.1 20.0 15.0 20.0 20.0 4.0 20.0 -5.4 20.0 -12.7 20.0 20.0 20.0 13.2 6.7 20.0 11.0 20.0 CHF 2.4 9.3 -2.1 7.1 -1.1 4.9 1.3 3.0 5.6 -6.0 1.9 -4.0 6.4 3.1 3.0 -12.2 -15.8 -14.3 -15.1 5.2 4.0 -1.0 3.7 3.5 -1.0 6.5 -0.9 4.9 1.3 4.3 5.4 -20.0 -2.3 4.0 1.0 1.1 -11.5 -20.0 -10.3 -20.0 COCOA -20.0 -20.0 -20.0 -0.4 -2.7 -3.0 -2.9 -5.5 -0.8 -5.0 -6.9 -6.3 -5.2 -6.9 -7.0 -6.0 3.6 -4.5 -1.9 -17.9 -15.0 -16.3 -9.2 -18.8 -20.0 -10.9 -6.6 -9.3 -11.1 -4.8 -12.0 17.0 -16.4 -15.3 -20.0 -12.3 3.3 1.4 8.1 6.4 COFFEE -20.0 -20.0 -17.2 -1.0 -7.3 -8.1 -7.8 -14.9 -2.1 -14.8 0.8 -17.5 7.1 -17.8 -17.5 14.6 18.6 20.0 20.0 -20.0 -14.2 -20.0 5.6 -20.0 -20.0 -19.9 -7.5 -8.0 -10.1 10.9 -18.6 20.0 11.5 -20.0 -20.0 -20.0 20.0 17.7 20.0 20.0 COPPER -16.9 -0.1 9.7 2.4 3.4 5.2 1.2 6.4 0.5 0.0 4.6 -4.5 3.9 -1.6 3.3 -5.9 -6.3 -6.5 -6.4 3.2 5.2 -1.7 4.6 -0.5 -1.0 2.6 2.0 4.0 0.8 4.9 1.0 -1.4 -3.7 6.2 3.3 -1.7 20.0 20.0 18.4 19.7 CORN 8.9 -1.3 2.8 -1.3 -9.6 -10.7 -10.4 -19.7 -2.7 17.9 2.6 19.3 -11.1 14.5 1.0 -20.0 -20.0 -20.0 -20.0 2.0 -3.0 11.5 -9.7 8.3 12.1 6.0 20.0 -1.1 20.0 -7.3 19.2 -20.0 20.0 20.0 -6.8 6.5 1.5 -6.4 6.3 0.1 COTTON2 -4.4 0.5 2.0 -1.3 -9.7 -10.8 -10.4 -19.8 -2.8 20.0 -20.0 3.8 -20.0 -9.6 -17.4 -20.0 -19.6 -20.0 -20.0 -12.5 -15.9 7.8 -20.0 -6.2 -7.9 -12.4 20.0 -17.8 20.0 -20.0 -0.4 -20.0 20.0 -4.7 -15.1 -11.4 -10.3 -15.3 -9.1 -7.9 CRUDE_W 5.0 17.2 6.6 13.7 15.1 9.0 13.3 4.5 14.0 15.8 -3.4 15.4 -9.2 16.1 13.7 5.0 4.1 2.9 2.8 9.5 2.6 13.1 -3.5 12.7 6.7 10.6 11.7 2.4 14.2 -4.9 14.3 -0.3 1.3 0.3 -8.0 -9.2 10.8 20.0 2.4 9.2 DAX -1.4 0.2 2.4 9.5 -1.0 10.7 5.4 11.2 8.0 -0.5 11.0 10.8 16.6 3.8 10.8 -8.9 -7.6 -8.8 -7.9 7.3 9.2 6.3 13.6 6.0 -13.3 4.7 1.5 5.8 4.9 8.1 3.6 -3.3 8.7 -12.1 -2.1 -2.2 11.9 20.0 9.0 20.0 DOW -5.8 -5.2 4.9 7.0 -0.7 7.9 4.0 8.2 5.9 -10.6 12.8 -4.6 13.6 3.7 10.7 -6.8 -8.0 -7.3 -7.5 6.6 10.8 -5.2 12.4 1.1 -8.8 4.3 -9.6 7.2 -4.4 8.5 0.5 -3.5 -17.4 -8.7 -5.9 1.9 -2.5 -20.0 -7.4 -20.0 DX 1.9 -6.6 0.2 10.9 -1.6 7.6 2.0 4.7 8.6 6.5 -1.9 6.5 -10.0 -2.6 -5.1 4.8 6.0 5.3 5.6 -4.7 -4.0 3.8 -4.7 -1.9 -20.0 -7.6 6.0 -6.1 3.0 -4.7 -3.8 16.3 3.1 -15.9 -20.0 -17.5 5.3 20.0 10.9 20.0 EUR -3.9 0.8 -4.1 11.6 -1.7 8.1 2.1 5.0 9.2 -10.6 2.1 -11.5 11.3 -1.3 2.2 -6.5 -7.9 -7.4 -7.7 3.5 4.4 -5.3 6.6 -0.1 6.0 8.0 -3.3 7.7 -2.6 7.7 3.8 -7.0 -8.5 -5.5 -6.1 1.7 -9.4 -20.0 -6.0 -20.0 EURIBOR-ICE 18.5 15.6 -7.4 7.0 16.3 -0.6 20.0 -3.5 17.3 12.4 -1.3 15.3 4.9 15.9 8.1 13.2 12.1 13.4 13.1 10.6 2.2 17.4 1.3 18.1 -2.4 10.3 18.1 -0.6 20.0 -2.3 20.0 14.6 0.9 12.3 16.1 -3.8 17.7 20.0 20.0 20.0 EUROSTX -0.1 1.7 10.0 10.6 -1.1 11.9 6.0 12.4 8.9 14.7 20.0 16.1 20.0 17.5 18.9 9.2 1.7 6.9 3.9 18.2 20.0 16.6 20.0 15.2 -8.5 15.7 17.2 17.7 15.7 15.7 13.5 14.1 19.6 6.1 12.8 11.3 9.2 20.0 4.6 20.0 FEEDCOW -2.3 16.7 20.0 -1.1 -8.0 -8.9 -8.6 -16.4 -2.3 -10.8 15.5 6.6 16.7 16.7 18.5 18.9 10.8 15.5 14.0 20.0 20.0 1.7 20.0 15.5 -20.0 7.7 -18.1 13.4 -10.2 20.0 -0.1 20.0 -10.3 1.6 10.6 7.2 20.0 20.0 20.0 20.0 GASOIL 7.8 16.1 0.1 13.0 14.3 8.5 12.6 4.3 13.3 14.7 8.8 13.3 9.5 14.6 10.1 18.6 16.2 18.4 17.8 12.9 8.3 20.0 5.5 17.9 -2.6 16.0 20.0 12.7 20.0 9.0 18.6 20.0 20.0 7.8 7.3 4.3 -2.1 20.0 -10.1 4.8 GASOLINE 7.1 17.1 2.4 14.4 15.9 9.4 14.0 4.8 14.7 16.3 8.8 16.7 4.2 17.4 15.1 -20.0 -20.0 -20.0 -20.0 13.0 6.7 17.0 2.2 16.7 -16.1 13.6 12.0 6.3 15.4 0.8 16.6 -20.0 -1.2 3.9 -1.6 -4.8 8.1 20.0 -1.7 20.0 GAS_US_mini -12.3 4.4 4.5 5.4 5.9 3.5 5.2 1.8 5.5 -4.8 -2.7 -6.6 -4.5 -3.4 -2.7 20.0 -6.7 20.0 20.0 -1.3 -1.1 -3.6 -1.4 -2.7 11.5 -1.5 -0.8 -1.5 -1.5 -1.4 -1.6 -6.7 -5.8 -10.8 -15.3 -6.6 7.4 -8.7 4.6 -20.0 GBP -9.8 4.4 5.1 14.8 -2.2 10.2 2.7 6.3 11.6 -13.4 6.5 -15.0 12.7 -5.6 7.9 -0.1 0.0 0.1 0.1 5.4 7.1 -12.1 7.4 -3.4 0.1 11.9 -4.2 12.0 -4.6 10.7 3.8 6.5 -9.5 -10.2 -4.0 5.3 -6.4 -6.9 -1.3 -8.9 GOLD_micro -20.0 -10.2 -11.9 2.2 3.1 4.7 1.1 5.8 0.4 4.4 5.4 -0.4 6.1 1.7 3.7 -4.7 -9.4 -6.5 -7.8 6.4 7.4 2.4 7.1 4.0 -17.6 7.3 2.9 8.9 3.3 9.5 5.0 -5.2 3.3 14.9 18.4 12.5 15.6 6.0 -4.2 -14.0 HEATOIL 3.9 15.9 -0.4 10.1 11.1 6.6 9.8 3.3 10.3 11.0 5.0 10.3 5.7 11.1 6.7 20.0 17.2 20.0 20.0 9.7 5.9 16.0 3.8 13.3 -13.6 9.0 12.5 5.9 13.4 4.2 11.8 20.0 10.4 3.6 -1.2 -0.8 7.2 12.7 -6.9 -10.3 JGB-SGX-mini 20.0 13.4 -9.7 3.5 8.2 -0.3 10.3 -1.7 8.7 7.8 -7.8 8.2 -8.6 3.3 -5.7 -2.4 9.9 0.0 5.5 -4.7 -11.1 11.8 -12.4 5.0 0.2 -6.4 10.8 -12.4 10.0 -12.7 3.4 6.6 9.9 0.9 -11.6 -20.0 -5.7 -20.0 0.8 -20.0 JPY 5.3 17.3 0.3 8.7 -1.3 6.0 1.6 3.7 6.9 -5.7 -8.1 -0.5 -9.4 2.3 -1.1 -7.9 -10.2 -8.7 -9.2 -0.6 -6.2 -0.1 -9.0 2.1 20.0 1.2 0.5 -5.4 2.9 -8.3 4.9 -10.2 10.3 0.2 -4.6 -13.1 -4.2 -14.8 0.7 -17.8 LEANHOG -15.0 12.2 9.2 -1.4 -10.0 -11.1 -10.7 -20.0 -2.8 0.1 14.0 -11.0 17.4 0.5 14.5 -20.0 -2.5 -20.0 -20.0 11.9 15.3 -9.9 14.5 -3.1 -5.4 13.3 -6.3 17.4 -18.8 14.0 -7.3 0.9 -20.0 -20.0 16.3 20.0 -9.2 10.0 -3.3 20.0 LIVECOW 0.7 10.7 10.8 -1.1 -7.8 -8.7 -8.4 -15.9 -2.2 -1.5 11.4 9.2 14.3 15.1 16.4 9.9 5.4 1.6 1.6 16.8 16.9 5.8 20.0 13.6 -20.0 3.2 -11.2 4.2 -2.7 12.0 2.3 20.0 7.3 8.8 3.4 -2.0 20.0 20.0 20.0 20.0 LUMBER-new -4.4 20.0 -2.6 -0.9 -6.8 -7.6 -7.3 -13.9 -1.9 -10.4 -14.1 -11.2 -14.4 -2.6 -7.4 -20.0 -20.0 -20.0 -20.0 -5.8 -12.6 -13.9 -17.5 -7.4 NaN -6.1 -11.8 -11.6 -12.6 -13.7 -7.3 -20.0 -9.2 -12.6 -4.9 -12.6 1.3 20.0 4.5 20.0 MXP -3.5 1.2 6.4 16.8 -2.5 11.6 3.1 7.2 13.2 -8.8 20.0 13.1 20.0 18.9 20.0 9.5 12.6 11.4 12.0 20.0 20.0 6.7 20.0 17.7 -20.0 20.0 -3.2 20.0 5.4 20.0 18.0 20.0 0.3 2.5 18.8 20.0 9.1 8.3 20.0 11.3 NASDAQ_micro -18.6 -16.4 -5.6 7.1 -0.7 8.0 4.0 8.3 6.0 -9.2 5.5 -10.2 12.0 -8.9 -4.1 -7.4 -8.5 -7.9 -8.1 -5.6 3.0 -9.2 11.3 -10.2 -20.0 -5.6 -5.9 0.8 -8.0 7.2 -8.9 -4.6 -11.3 -20.0 -20.0 -18.2 8.2 -20.0 9.7 -20.0 NIKKEI 6.7 -5.1 3.5 4.5 -0.5 5.0 2.5 5.2 3.7 -6.8 8.8 5.3 8.7 7.1 7.9 8.8 8.0 8.7 7.9 11.2 12.0 4.7 11.7 9.4 -10.8 8.7 0.0 10.1 4.0 10.3 7.3 20.0 1.7 13.2 13.0 8.5 -10.4 -0.1 -15.4 3.9 NZD -2.3 18.5 16.1 9.9 -1.5 6.9 1.8 4.2 7.8 -10.4 4.0 -6.8 -0.2 6.5 8.9 -3.6 -3.5 -3.8 -3.9 8.5 5.1 -3.6 0.2 4.6 11.4 9.8 -7.8 5.2 -4.9 -0.6 5.0 0.0 -12.0 -3.1 1.4 0.3 -3.3 20.0 6.1 20.0 OAT 15.3 17.2 5.7 10.2 20.0 -0.9 20.0 -5.0 20.0 20.0 15.9 20.0 1.3 20.0 20.0 12.6 12.7 13.5 14.1 20.0 12.0 20.0 2.2 20.0 -0.9 20.0 20.0 16.3 20.0 5.8 20.0 16.1 19.2 13.0 20.0 17.6 1.9 20.0 11.4 20.0 OATIES 13.2 8.2 -1.8 -0.9 -6.8 -7.6 -7.3 -13.9 -1.9 15.4 -11.0 15.6 -12.2 13.7 2.7 -1.9 -11.1 -10.0 -12.7 1.5 -8.4 18.4 -13.2 11.4 -2.5 3.0 20.0 -10.4 20.0 -16.7 16.3 -5.5 20.0 20.0 4.8 -2.6 -6.3 -20.0 -3.4 -20.0 OJ -20.0 9.7 17.9 -0.4 -2.7 -3.0 -2.9 -5.5 -0.8 -1.4 -3.6 -1.7 -5.6 -1.5 0.5 5.2 2.8 2.5 1.3 -1.2 -2.5 -1.3 -5.0 -1.7 -20.0 -0.2 -3.4 -0.5 -3.9 -2.7 -2.8 18.6 2.7 -13.3 0.2 3.2 -14.4 -16.6 -9.3 -18.0 PALLAD -20.0 -2.7 -1.9 2.3 3.2 4.9 1.1 6.0 0.4 4.9 3.3 -4.0 4.1 -4.0 0.5 -2.5 -3.0 -2.8 -2.9 1.1 4.0 -0.6 4.4 -1.6 10.1 -0.5 1.9 3.3 -0.5 5.7 -2.2 4.5 -2.5 -3.9 -10.0 -5.7 11.6 0.3 -0.6 -6.7 PLAT -20.0 -4.4 -11.5 2.2 3.1 4.7 1.1 5.8 0.4 4.6 2.9 -4.4 4.5 -4.2 0.5 -1.6 -3.4 -2.5 -3.0 1.1 4.5 -1.9 4.9 -2.8 -0.9 1.3 1.6 5.4 -1.0 7.3 -2.0 4.1 -2.2 -9.6 -8.9 1.8 19.9 9.3 3.2 -3.4 REDWHEAT 7.1 11.9 11.5 -1.1 -8.0 -9.0 -8.6 -16.4 -2.3 9.2 -4.2 13.1 -16.1 14.1 11.1 -14.4 -16.2 -15.3 -16.0 8.4 0.6 18.3 -8.7 14.5 7.3 12.2 13.3 4.7 20.0 -3.5 18.8 -12.4 20.0 20.0 11.9 17.4 -20.0 -20.0 -20.0 -20.0 RICE -7.8 20.0 12.8 -0.5 -3.8 -4.2 -4.1 -7.8 -1.1 -8.7 -6.3 -8.0 -8.4 0.5 2.2 -19.9 -14.5 -20.0 -19.5 -1.5 -6.3 -17.2 -13.2 -6.9 1.2 0.7 -19.5 -5.3 -18.7 -15.0 -6.6 -14.5 -20.0 -5.2 8.3 2.2 -16.1 -16.9 -10.7 -17.3 ROBUSTA -20.0 -4.3 -12.1 -0.6 -4.3 -4.8 -4.7 -8.9 -1.2 -9.7 0.3 -10.4 -2.6 -9.1 -8.0 20.0 15.7 20.0 17.0 -9.0 -6.3 -13.4 -3.0 -11.7 -20.0 -7.2 -10.4 -5.0 -11.1 -2.2 -9.5 20.0 -9.9 -20.0 -8.7 -9.9 3.8 5.3 13.1 13.0 RUSSELL -12.2 1.3 9.7 8.0 -0.8 9.0 4.5 9.3 6.7 -7.7 13.4 1.1 14.3 5.7 11.1 -4.7 -5.2 -4.9 -4.9 8.6 13.2 -2.5 13.5 2.4 7.1 6.0 -6.6 9.5 -2.6 9.8 1.2 1.1 -10.3 -18.1 -0.1 1.1 -5.4 -20.0 -13.6 -20.0 SHATZ 10.5 13.1 -4.2 8.0 18.6 -0.7 20.0 -3.9 19.7 8.6 -10.1 14.9 -12.0 16.8 2.6 8.8 -11.1 1.0 -5.2 3.7 -5.9 8.0 -10.0 9.5 12.6 2.9 8.3 -10.0 11.4 -13.8 12.5 -20.0 -16.5 -5.7 6.9 -8.7 12.6 20.0 18.3 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 16.9 1.1 20.0 9.7 -1.0 10.9 5.4 11.3 8.1 17.2 19.0 19.1 17.7 18.9 18.9 13.0 7.3 12.0 9.6 20.0 20.0 20.0 20.0 20.0 10.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 14.8 20.0 -10.0 20.0 -10.0 20.0 SOFR 20.0 3.0 -10.8 7.8 18.2 -0.7 20.0 -3.9 19.3 16.9 -1.7 18.2 11.9 15.9 2.2 7.7 6.7 8.1 7.7 7.0 1.2 20.0 3.7 19.1 -20.0 10.3 20.0 3.4 20.0 4.3 20.0 5.2 17.7 20.0 6.7 5.1 -12.5 -12.4 -15.6 -20.0 SOYBEAN 19.1 7.7 0.9 -1.3 -9.8 -10.9 -10.5 -20.0 -2.8 18.2 9.9 20.0 8.4 20.0 7.9 0.8 -4.7 -2.4 -3.8 15.1 7.3 20.0 1.1 20.0 -7.0 20.0 11.8 13.5 20.0 7.1 20.0 7.7 20.0 20.0 17.3 16.7 -20.0 -13.0 -20.0 -10.0 SOYMEAL 15.4 -2.3 -2.3 -0.6 -8.7 -7.3 -7.6 -13.4 -1.3 11.2 -5.8 12.4 -10.0 10.2 -7.3 -11.9 -14.1 -12.2 -13.4 0.9 -2.4 11.4 -6.0 8.1 -14.1 6.4 17.1 4.9 18.5 0.5 13.2 -8.7 20.0 20.0 0.0 15.2 -19.8 -18.8 -14.5 -18.1 SOYOIL 20.0 20.0 6.3 -1.2 -8.9 -9.9 -9.6 -18.2 -2.5 14.2 10.1 20.0 12.4 20.0 20.0 -7.4 -6.3 -8.2 -7.6 20.0 19.2 20.0 11.2 20.0 -19.1 20.0 20.0 15.3 20.0 6.7 20.0 3.5 20.0 20.0 20.0 20.0 -10.5 -20.0 -11.6 -20.0 SP400 0.3 9.4 12.9 8.4 -0.9 9.5 4.7 9.9 7.1 -3.4 15.7 10.5 13.6 14.0 15.6 -6.7 -6.3 -6.7 -6.4 15.6 14.9 6.0 11.6 12.5 3.4 11.0 -4.0 8.9 5.3 5.8 10.3 -1.1 -5.6 4.3 7.8 7.0 -3.6 -20.0 -9.3 -20.0 SP500_micro -12.8 -13.0 -1.0 8.9 -0.9 10.0 5.0 10.4 7.5 -11.1 14.7 -7.0 17.5 -4.8 9.1 -8.5 -9.4 -9.0 -9.1 0.2 9.0 -7.0 16.9 -5.5 -16.8 -2.7 -7.6 3.1 -7.8 8.4 -6.6 -6.1 -18.0 -20.0 -20.0 -14.2 12.0 -20.0 15.9 -20.0 SUGAR11 -6.1 -0.1 3.0 -0.8 -5.5 -6.2 -6.0 -11.3 -1.6 10.6 -12.3 -3.4 -13.4 -8.9 -10.1 18.8 13.3 18.3 14.9 -8.2 -11.1 0.9 -14.7 -5.7 -20.0 -4.2 9.2 -7.1 1.8 -11.3 -3.5 20.0 8.8 -9.5 -8.9 1.6 0.9 -18.5 5.5 -11.5 US10 18.4 -1.2 -6.4 7.5 17.4 -0.7 20.0 -3.7 18.4 14.2 5.1 15.4 9.3 12.9 0.5 2.8 1.3 2.9 2.5 4.6 1.4 17.5 2.9 13.5 -9.8 7.0 19.9 3.1 20.0 4.8 18.3 -3.9 7.8 7.1 -2.1 3.6 -12.0 -20.0 -11.3 -20.0 US10U 16.4 -1.0 -5.3 10.2 20.0 -0.9 20.0 -5.0 20.0 19.6 9.0 20.0 11.0 17.9 1.1 3.0 0.7 3.0 2.1 6.9 2.9 20.0 3.9 18.7 -15.6 12.1 20.0 8.0 20.0 9.8 20.0 -4.9 10.0 4.4 0.8 7.6 -11.7 -6.1 -14.5 -20.0 US2 13.5 -2.5 -5.0 8.0 18.7 -0.7 20.0 -4.0 19.8 -2.3 -3.5 7.1 0.5 7.3 -2.8 -11.3 -13.1 -10.3 -10.9 0.4 -2.1 5.1 -1.4 5.5 13.2 2.3 7.9 -1.5 12.6 0.7 10.9 -20.0 -16.9 2.2 -9.4 -0.9 -12.2 -20.0 -14.5 -20.0 US20 14.7 3.9 -3.1 7.2 16.6 -0.6 20.0 -3.5 17.6 13.4 6.0 14.9 2.4 13.5 3.3 5.3 4.0 5.3 4.8 6.8 2.8 16.4 1.3 14.5 -10.0 10.5 13.1 7.1 20.0 6.0 18.1 0.3 4.3 -1.2 6.5 6.0 -8.6 15.0 -5.7 -20.0 US30 12.6 4.0 -3.0 8.3 19.3 -0.7 20.0 -4.1 20.0 13.3 0.0 16.4 -6.1 14.6 -1.0 2.8 -0.4 2.3 1.1 4.8 0.0 15.2 -2.7 13.2 -5.7 9.6 12.1 5.2 20.0 3.0 18.5 -6.7 -1.1 -8.1 3.4 3.1 -10.6 11.5 -3.4 -17.9 US5 18.2 -1.2 -6.2 8.7 20.0 -0.8 20.0 -4.3 20.0 15.1 2.7 17.1 10.5 14.0 -0.2 0.2 -1.7 0.4 -0.3 4.8 0.8 18.5 2.8 14.7 -7.7 8.1 20.0 3.0 20.0 5.2 20.0 -8.9 2.6 9.3 -2.5 4.5 -13.0 -20.0 -14.8 -20.0 VIX 13.4 12.2 -6.8 1.5 15.2 -4.7 13.5 -4.9 9.3 14.3 -16.1 13.0 -17.0 9.9 -11.9 -20.0 -20.0 -20.0 -20.0 -1.2 -7.6 10.4 -8.2 6.5 NaN 1.2 15.8 -5.5 15.7 -5.6 10.6 NaN NaN NaN NaN NaN -0.7 -20.0 NaN NaN WHEAT 9.9 14.8 5.2 -1.2 -8.9 -9.9 -9.5 -18.2 -2.5 16.0 -11.8 16.9 -19.4 16.0 4.4 -17.6 -18.6 -18.5 -18.4 8.0 -2.4 20.0 -12.4 17.7 10.9 15.2 20.0 4.4 20.0 -4.6 20.0 -16.2 20.0 20.0 18.7 14.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3