******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260224_204034 produced at 2026-02-24 21:36:54.052912 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.25 0.0 0.00 0.00 0.00 0.00 -6.79 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 -40.05 59.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.36 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.10 0.0 999.00 -999.00 -0.17 -0.17 -11.38 999999999.0 -20 -20 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.06 0.0 0.15 -0.15 -0.07 -0.07 -4.64 11.0 -5 -5 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.28 -0.05 0.0 0.49 -0.49 -0.28 -0.28 -2.38 23.0 -13 -13 caleb_strategy_v3 SP500_micro False False 0.01 -0.16 -0.04 0.0 0.71 -0.71 -0.16 -0.15 -2.90 48.0 -11 -10 caleb_strategy_v3 CHF False False 0.07 0.00 -0.04 0.0 0.90 -0.90 0.00 0.00 -0.55 13.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -3.73 4.0 -3 -3 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.75 3.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.88 -0.88 0.00 0.00 -0.35 14.0 0 0 caleb_strategy_v3 DX False False 0.04 -0.04 -0.02 0.0 999.00 -999.00 -0.04 -0.04 -0.41 999999999.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.19 -0.02 0.0 0.70 -0.70 -0.19 -0.19 -2.04 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 -2.86 18.0 -9 -9 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -0.66 3.0 -2 -2 caleb_strategy_v3 JPY False False 0.03 0.03 -0.01 0.0 0.59 -0.59 0.03 0.03 -0.19 17.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.44 23.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.73 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -0.16 6.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.34 -0.34 -0.03 -0.03 -1.04 26.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.71 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.31 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 0.05 26.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.23 8.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.00 0.0 1.26 -1.26 -0.02 -0.02 -0.04 56.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.23 9.0 -1 -1 caleb_strategy_v3 CAD False False 0.03 0.00 0.00 0.0 0.91 -0.91 0.00 0.00 0.02 29.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.09 0.00 0.0 1.18 -1.18 -0.09 -0.05 0.06 25.0 -2 -1 caleb_strategy_v3 US30 False False 0.05 0.00 0.00 0.0 0.31 -0.31 0.00 0.00 0.08 6.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.11 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 0.05 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.46 -0.46 0.00 0.00 0.02 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.39 -0.39 0.00 0.00 1.79 68.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.45 7.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.23 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 0.12 4.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.10 0.01 0.0 0.65 -0.65 0.10 0.10 0.24 13.0 2 2 caleb_strategy_v3 US10 False False 0.05 0.00 0.01 0.0 0.83 -0.83 0.00 0.00 0.15 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.02 0.0 0.21 -0.21 0.00 0.00 0.92 13.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.02 0.0 0.80 -0.80 0.04 0.04 0.62 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 0.35 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 2.71 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 0.76 3.0 1 1 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 SP400 False False 0.15 0.31 0.04 0.0 0.31 -0.31 0.31 0.31 0.23 2.0 2 2 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.54 -0.54 0.00 0.00 1.96 21.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.87 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.04 0.06 0.0 0.22 -0.22 0.04 0.04 12.86 51.0 10 10 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.06 0.0 0.70 -0.70 0.00 0.00 1.42 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 2.25 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 1.08 8.0 1 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.09 0.0 1.12 -1.12 0.00 0.00 1.51 19.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.26 0.09 0.0 0.65 -0.65 0.26 0.26 1.37 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 5.89 36.0 5 5 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.11 0.0 0.14 -0.14 0.05 0.05 4.03 5.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.57 -0.57 0.00 0.00 3.83 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.28 0.14 0.0 0.62 -0.62 0.28 0.28 4.47 20.0 9 9 caleb_strategy_v3 SMI False True 0.08 0.00 0.17 0.0 0.00 0.00 0.00 0.00 2.25 9.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 4.07 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 3.53 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 5.57 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.44 0.44 0.0 0.62 -0.62 0.44 0.50 7.08 10.0 7 8 caleb_strategy_v3 SOFR False True 0.10 0.00 0.45 0.0 0.00 0.00 0.00 0.00 4.37 11.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.42 0.57 0.0 0.75 -0.75 0.42 0.42 45.64 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 2.88 0.0 1.23 -1.23 0.00 0.00 23.37 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.6 Shocked risk 47.2 Sum abs risk 51.9 Leverage 7.55 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2332834.04, 'annual_cash_vol_target': 583208.51, 'daily_cash_vol_target': 36450.531875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.7056 0.6473 10.3563 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1472 117.1800 0.1256 2.0099 BTP 0.3347 122.5700 0.2731 4.3689 BUND 0.3046 129.6800 0.2349 3.7587 BUXL 0.7252 112.6400 0.6438 10.3010 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0030 0.7304 0.4043 6.4688 CANOLA 5.4619 691.7000 0.7896 12.6342 CHF 0.0069 1.2955 0.5357 8.5720 COCOA 129.5719 3089.0000 4.1946 67.1140 COFFEE 5.0717 284.2500 1.7842 28.5480 COPPER 0.1061 5.7980 1.8304 29.2864 CORN 3.6208 464.2500 0.7799 12.4788 COTTON2 0.7054 63.1500 1.1171 17.8733 CRUDE_W 0.9770 63.3400 1.5425 24.6798 DAX 180.1658 25101.0000 0.7178 11.4842 DOW 366.6010 49256.0000 0.7443 11.9084 DX 0.4001 97.7700 0.4092 6.5468 EUR 0.0052 1.1790 0.4444 7.1098 EURIBOR-ICE 0.0292 97.8100 0.0299 0.4783 EUROSTX 44.8994 6144.0000 0.7308 11.6926 FEEDCOW 2.6086 362.1750 0.7203 11.5241 GASOIL 11.8785 723.2500 1.6424 26.2782 GASOLINE 0.0357 2.2381 1.5948 25.5165 GAS_US_mini 0.1954 2.8800 6.7863 108.5814 GBP 0.0066 1.3501 0.4852 7.7626 GOLD_micro 97.3243 5248.3000 1.8544 29.6703 HEATOIL 0.0481 2.5208 1.9072 30.5151 JGB-SGX-mini 0.2515 133.0300 0.1890 3.0245 JPY 0.0000 0.0064 0.6735 10.7756 LEANHOG 1.1410 95.8000 1.1910 19.0557 LIVECOW 1.7518 239.1750 0.7324 11.7190 LUMBER-new 7.8360 564.0000 1.3894 22.2297 MXP 0.0004 0.0581 0.6392 10.2276 NASDAQ_micro 217.0638 25028.0000 0.8673 13.8765 NIKKEI 755.2829 57960.0000 1.3031 20.8498 NZD 0.0040 0.5974 0.6639 10.6226 OAT 0.2973 123.5300 0.2407 3.8505 OATIES 4.7236 329.0000 1.4357 22.9719 OJ 7.8137 183.0000 4.2698 68.3168 PALLAD 66.0941 1771.5000 3.7310 59.6955 PLAT 86.7466 2165.7000 4.0055 64.0876 REDWHEAT 9.5061 566.7500 1.6773 26.8369 RICE 0.1566 9.8900 1.5836 25.3373 ROBUSTA 70.8021 3680.0000 1.9240 30.7835 RUSSELL 27.8458 2657.8000 1.0477 16.7632 SHATZ 0.0444 106.9650 0.0415 0.6640 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 85.5710 13937.0000 0.6140 9.8238 SOFR 0.0520 96.8300 0.0537 0.8590 SOYBEAN 7.4569 1120.2500 0.6656 10.6503 SOYMEAL 3.7624 312.2000 1.2051 19.2821 SOYOIL 0.6825 60.5100 1.1279 18.0470 SP400 31.0007 3580.7000 0.8658 13.8524 SP500_micro 45.5676 6899.7500 0.6604 10.5668 SUGAR11 0.2153 13.9900 1.5391 24.6251 US10 0.3080 113.3281 0.2718 4.3481 US10U 0.3989 116.1875 0.3433 5.4925 US2 0.0706 104.3242 0.0677 1.0827 US20 0.6027 118.0625 0.5105 8.1673 US30 0.8602 120.8750 0.7117 11.3869 US5 0.1906 109.7188 0.1737 2.7799 VIX 0.5919 20.4000 2.9014 46.4222 WHEAT 7.7122 610.5000 1.2633 20.2123 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 705.55 0.65 456.68 1.00 456.68 36450.53 79.82 18.48 147.52 BITCOIN 82.98 2.35 195.18 1.00 195.18 36450.53 186.75 -19.78 -369.34 BOBL 1171.80 0.13 147.20 1.18 174.04 36450.53 209.43 7.08 148.23 BTP 1225.70 0.27 334.69 1.18 395.72 36450.53 92.11 17.71 163.15 BUND 1296.80 0.23 304.64 1.18 360.20 36450.53 101.20 13.30 134.56 BUXL 1126.40 0.64 725.19 1.18 857.44 36450.53 42.51 2.86 12.16 CAC 847.95 0.61 516.00 1.18 608.65 36450.53 59.89 19.90 119.18 CAD 730.35 0.40 295.28 1.00 295.28 36450.53 123.44 0.07 0.87 CANOLA 138.34 0.79 109.24 0.73 79.91 36450.53 456.14 11.57 527.84 CHF 1619.38 0.54 867.58 1.00 867.58 36450.53 42.01 -5.01 -21.06 COCOA 308.90 4.19 1295.72 1.00 1295.72 36450.53 28.13 -15.15 -42.63 COFFEE 1065.94 1.78 1901.90 1.00 1901.90 36450.53 19.17 -6.24 -11.97 COPPER 1449.50 1.83 2653.16 1.00 2653.16 36450.53 13.74 5.81 7.98 CORN 232.12 0.78 181.04 1.00 181.04 36450.53 201.34 -0.23 -4.65 COTTON2 315.75 1.12 352.72 1.00 352.72 36450.53 103.34 -18.41 -190.26 CRUDE_W 633.40 1.54 977.01 1.00 977.01 36450.53 37.31 9.95 37.13 DAX 251.01 0.72 180.17 1.18 213.02 36450.53 171.11 4.63 79.30 DOW 246.28 0.74 183.30 1.00 183.30 36450.53 198.86 -4.41 -87.60 DX 977.70 0.41 400.05 1.00 400.05 36450.53 91.11 -1.72 -15.69 EUR 1473.81 0.44 654.91 1.00 654.91 36450.53 55.66 -2.40 -13.33 EURIBOR-ICE 2445.25 0.03 73.10 1.18 86.43 36450.53 421.75 16.22 684.13 EUROSTX 614.40 0.73 448.99 1.18 530.88 36450.53 68.66 19.04 130.75 FEEDCOW 1810.88 0.72 1304.29 1.00 1304.29 36450.53 27.95 11.62 32.48 GASOIL 723.25 1.64 1187.85 1.00 1187.85 36450.53 30.69 16.92 51.93 GASOLINE 940.00 1.59 1499.10 1.00 1499.10 36450.53 24.32 2.14 5.19 GAS_US_mini 72.00 6.79 488.62 1.00 488.62 36450.53 74.60 0.06 0.42 GBP 843.81 0.49 409.39 1.00 409.39 36450.53 89.04 2.69 23.99 GOLD_micro 524.83 1.85 973.24 1.00 973.24 36450.53 37.45 -0.34 -1.26 HEATOIL 1058.74 1.91 2019.21 1.00 2019.21 36450.53 18.05 9.73 17.57 JGB-SGX-mini 133030.00 0.19 25147.07 0.01 162.78 36450.53 223.93 -2.80 -62.59 JPY 803.75 0.67 541.30 1.00 541.30 36450.53 67.34 -1.09 -7.37 LEANHOG 383.20 1.19 456.38 1.00 456.38 36450.53 79.87 1.90 15.19 LIVECOW 956.70 0.73 700.72 1.00 700.72 36450.53 52.02 8.24 42.88 LUMBER-new 155.10 1.39 215.49 1.00 215.49 36450.53 169.15 -11.53 -194.95 MXP 290.60 0.64 185.76 1.00 185.76 36450.53 196.22 15.83 310.54 NASDAQ_micro 500.56 0.87 434.13 1.00 434.13 36450.53 83.96 -12.20 -102.43 NIKKEI 57960.00 1.30 75528.29 0.01 488.90 36450.53 74.56 7.29 54.33 NZD 597.35 0.66 396.59 1.00 396.59 36450.53 91.91 8.21 75.47 OAT 1235.30 0.24 297.28 1.18 351.49 36450.53 103.70 20.00 207.40 OATIES 164.50 1.44 236.18 1.00 236.18 36450.53 154.33 -4.60 -71.02 OJ 274.50 4.27 1172.06 1.00 1172.06 36450.53 31.10 -8.71 -27.10 PALLAD 1771.50 3.73 6609.41 1.00 6609.41 36450.53 5.51 2.62 1.44 PLAT 1082.85 4.01 4337.33 1.00 4337.33 36450.53 8.40 0.67 0.56 REDWHEAT 283.38 1.68 475.31 1.00 475.31 36450.53 76.69 -2.27 -17.39 RICE 197.80 1.58 313.23 1.00 313.23 36450.53 116.37 -13.15 -153.02 ROBUSTA 368.00 1.92 708.02 1.00 708.02 36450.53 51.48 -6.45 -33.19 RUSSELL 132.89 1.05 139.23 1.00 139.23 36450.53 261.80 2.06 53.86 SHATZ 1069.65 0.04 44.39 1.18 52.48 36450.53 694.51 5.00 347.54 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 36450.53 5.92 12.83 7.60 SMI 1393.70 0.61 855.71 1.29 1107.51 36450.53 32.91 20.00 65.82 SOFR 2420.75 0.05 129.96 1.00 129.96 36450.53 280.47 2.56 71.85 SOYBEAN 560.12 0.67 372.84 1.00 372.84 36450.53 97.76 4.90 47.89 SOYMEAL 312.20 1.21 376.24 1.00 376.24 36450.53 96.88 -7.89 -76.43 SOYOIL 363.06 1.13 409.51 1.00 409.51 36450.53 89.01 3.72 33.12 SP400 3580.70 0.87 3100.07 1.00 3100.07 36450.53 11.76 5.95 7.00 SP500_micro 344.99 0.66 227.84 1.00 227.84 36450.53 159.98 -7.78 -124.44 SUGAR11 156.69 1.54 241.15 1.00 241.15 36450.53 151.15 -7.78 -117.53 US10 1133.28 0.27 307.97 1.00 307.97 36450.53 118.36 0.97 11.48 US10U 1161.88 0.34 398.85 1.00 398.85 36450.53 91.39 2.04 18.60 US2 2086.48 0.07 141.19 1.00 141.19 36450.53 258.17 -4.15 -107.24 US20 1180.62 0.51 602.66 1.00 602.66 36450.53 60.48 4.52 27.31 US30 1208.75 0.71 860.25 1.00 860.25 36450.53 42.37 1.53 6.46 US5 1097.19 0.17 190.63 1.00 190.63 36450.53 191.21 0.23 4.46 VIX 204.00 2.90 591.88 1.00 591.88 36450.53 61.58 -7.48 -46.04 WHEAT 305.25 1.26 385.61 1.00 385.61 36450.53 94.53 -1.81 -17.07 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 147.518 0.010 2.5 3.833 BITCOIN -369.339 0.043 2.5 -40.051 BOBL 148.234 0.004 2.5 1.505 BTP 163.151 0.014 2.5 5.573 BUND 134.558 0.004 2.5 1.366 BUXL 12.158 0.004 2.5 0.123 CAC 119.185 0.014 2.5 4.071 CAD 0.868 0.010 2.5 0.023 CANOLA 527.843 0.010 2.5 12.860 CHF -21.057 0.010 2.5 -0.547 COCOA -42.631 0.010 2.5 -1.039 COFFEE -11.966 0.005 2.5 -0.159 COPPER 7.980 0.043 2.5 0.865 CORN -4.646 0.010 2.5 -0.113 COTTON2 -190.256 0.010 2.5 -4.635 CRUDE_W 37.127 0.043 2.5 4.026 DAX 79.303 0.014 2.5 2.709 DOW -87.605 0.009 2.5 -2.039 DX -15.693 0.010 2.5 -0.408 EUR -13.335 0.010 2.5 -0.346 EURIBOR-ICE 684.129 0.014 2.5 23.367 EUROSTX 130.755 0.014 2.5 4.466 FEEDCOW 32.484 0.013 2.5 1.078 GASOIL 51.925 0.017 2.5 2.254 GASOLINE 5.192 0.017 2.5 0.225 GAS_US_mini 0.417 0.043 2.5 0.045 GBP 23.988 0.010 2.5 0.623 GOLD_micro -1.260 0.014 2.5 -0.043 HEATOIL 17.566 0.017 2.5 0.763 JGB-SGX-mini -62.588 0.043 2.5 -6.787 JPY -7.372 0.010 2.5 -0.192 LEANHOG 15.186 0.024 2.5 0.924 LIVECOW 42.882 0.013 2.5 1.423 LUMBER-new -194.950 0.010 2.5 -4.750 MXP 310.536 0.059 2.5 45.642 NASDAQ_micro -102.426 0.009 2.5 -2.384 NIKKEI 54.331 0.043 2.5 5.892 NZD 75.473 0.010 2.5 1.961 OAT 207.403 0.014 2.5 7.084 OATIES -71.020 0.010 2.5 -1.730 OJ -27.102 0.010 2.5 -0.660 PALLAD 1.443 0.014 2.5 0.049 PLAT 0.563 0.014 2.5 0.019 REDWHEAT -17.390 0.005 2.5 -0.231 RICE -153.022 0.010 2.5 -3.728 ROBUSTA -33.191 0.005 2.5 -0.441 RUSSELL 53.863 0.013 2.5 1.787 SHATZ 347.543 0.004 2.5 3.529 SILVER-mini 7.600 0.014 2.5 0.260 SMI 65.824 0.014 2.5 2.248 SOFR 71.850 0.024 2.5 4.373 SOYBEAN 47.890 0.004 2.5 0.446 SOYMEAL -76.428 0.004 2.5 -0.712 SOYOIL 33.122 0.004 2.5 0.309 SP400 7.000 0.013 2.5 0.232 SP500_micro -124.443 0.009 2.5 -2.896 SUGAR11 -117.528 0.010 2.5 -2.863 US10 11.482 0.005 2.5 0.146 US10U 18.602 0.005 2.5 0.236 US2 -107.239 0.005 2.5 -1.361 US20 27.309 0.005 2.5 0.347 US30 6.464 0.005 2.5 0.082 US5 4.463 0.005 2.5 0.057 VIX -46.041 0.099 2.5 -11.381 WHEAT -17.069 0.005 2.5 -0.227 ===================== Position diags ===================== AUD 2.07 BITCOIN 20.25 BOBL 2.13 BTP 3.15 BUND 1.03 BUXL 0.43 CAC 2.05 CAD 3.21 CANOLA 11.11 CHF 1.09 COCOA 0.69 COFFEE 0.25 COPPER 1.49 CORN 4.91 COTTON2 2.52 CRUDE_W 4.05 DAX 5.84 DOW 4.63 DX 2.37 EUR 1.45 EURIBOR-ICE 14.41 EUROSTX 2.35 FEEDCOW 0.93 GASOIL 1.33 GASOLINE 1.06 GAS_US_mini 8.09 GBP 2.31 GOLD_micro 1.28 HEATOIL 0.78 JGB-SGX-mini 24.28 JPY 1.75 LEANHOG 4.86 LIVECOW 1.73 LUMBER-new 4.12 MXP 28.84 NASDAQ_micro 1.95 NIKKEI 8.08 NZD 2.39 OAT 3.54 OATIES 3.76 OJ 0.76 PALLAD 0.19 PLAT 0.29 REDWHEAT 1.02 RICE 2.84 ROBUSTA 0.68 RUSSELL 8.69 SHATZ 7.05 SILVER-mini 0.20 SMI 1.12 SOFR 17.07 SOYBEAN 0.91 SOYMEAL 0.90 SOYOIL 0.83 SP400 0.39 SP500_micro 3.72 SUGAR11 3.68 US10 1.50 US10U 1.16 US2 3.28 US20 0.77 US30 0.54 US5 2.43 VIX 15.22 WHEAT 1.26 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.8 3.6 4.0 0.0 0 BITCOIN -40.1 -42.1 -38.0 0.0 0 BOBL 1.5 1.3 1.7 0.0 0 BTP 5.6 5.3 5.9 0.0 0 BUND 1.4 1.3 1.5 4.0 4 BUXL 0.1 0.1 0.2 0.0 0 CAC 4.1 3.9 4.3 0.0 0 CAD 0.0 -0.3 0.3 0.0 0 CANOLA 12.9 11.7 14.0 10.0 10 CHF -0.5 -0.7 -0.4 0.0 0 COCOA -1.0 -1.1 -1.0 -2.0 -2 COFFEE -0.2 -0.2 -0.1 0.0 0 COPPER 0.9 0.7 1.0 1.0 1 CORN -0.1 -0.6 0.4 0.0 0 COTTON2 -4.6 -4.9 -4.4 -5.0 -5 CRUDE_W 4.0 3.6 4.4 2.0 2 DAX 2.7 2.1 3.3 0.0 0 DOW -2.0 -2.5 -1.6 -18.0 -18 DX -0.4 -0.6 -0.2 -1.0 -1 EUR -0.3 -0.5 -0.2 0.0 0 EURIBOR-ICE 23.4 21.9 24.8 0.0 0 EUROSTX 4.5 4.2 4.7 9.0 9 FEEDCOW 1.1 1.0 1.2 1.0 1 GASOIL 2.3 2.1 2.4 0.0 0 GASOLINE 0.2 0.1 0.3 1.0 1 GAS_US_mini 0.0 -0.8 0.9 0.0 0 GBP 0.6 0.4 0.9 1.0 1 GOLD_micro -0.0 -0.2 0.1 -1.0 -1 HEATOIL 0.8 0.7 0.8 1.0 1 JGB-SGX-mini -6.8 -9.2 -4.4 0.0 0 JPY -0.2 -0.4 -0.0 1.0 1 LEANHOG 0.9 0.4 1.4 0.0 0 LIVECOW 1.4 1.3 1.6 0.0 0 LUMBER-new -4.7 -5.2 -4.3 0.0 0 MXP 45.6 42.8 48.5 34.0 34 NASDAQ_micro -2.4 -2.6 -2.2 -13.0 -13 NIKKEI 5.9 5.1 6.7 5.0 5 NZD 2.0 1.7 2.2 0.0 0 OAT 7.1 6.7 7.4 7.0 7 OATIES -1.7 -2.1 -1.4 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 -3.7 -4.0 -3.4 -3.0 -3 ROBUSTA -0.4 -0.5 -0.4 0.0 0 RUSSELL 1.8 0.9 2.7 0.0 0 SHATZ 3.5 2.8 4.2 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 2.2 2.1 2.4 0.0 0 SOFR 4.4 2.7 6.1 NaN 0 SOYBEAN 0.4 0.4 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 -2.9 -3.3 -2.5 -11.0 -11 SUGAR11 -2.9 -3.2 -2.5 -9.0 -9 US10 0.1 -0.0 0.3 0.0 0 US10U 0.2 0.1 0.4 2.0 2 US2 -1.4 -1.7 -1.0 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.0 0.1 0.0 0 US5 0.1 -0.2 0.3 -2.0 -2 VIX -11.4 -12.9 -9.9 -20.0 -20 WHEAT -0.2 -0.4 -0.1 -1.0 -1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.1 0.4 0.1 0.4 0.1 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.1 0.3 0.2 1.5 0.2 -0.0 0.4 0.1 0.3 0.2 0.3 0.0 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 -0.2 0.0 -0.7 -0.6 BOBL 0.5 0.5 -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 0.4 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 0.0 0.6 0.5 0.2 0.7 0.5 0.7 BUND 0.6 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 0.3 0.6 -0.1 0.1 0.7 0.3 0.7 BUXL 0.4 0.3 -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 0.6 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 -0.2 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.0 0.0 2.6 0.1 -0.1 0.2 -0.0 0.1 0.1 -0.3 -0.4 -0.0 -0.4 0.0 -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 -0.1 0.2 -0.1 0.2 0.2 -0.4 -0.3 -0.4 -0.4 0.2 0.1 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 0.5 0.2 0.7 0.4 0.7 CHF 0.1 0.3 -0.0 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 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 -0.4 -0.7 COCOA -0.6 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.2 -2.7 -0.1 -0.1 -0.3 -0.1 -0.2 -0.1 0.9 -0.3 -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 0.2 -0.2 -0.2 0.3 0.4 0.4 0.4 -0.2 -0.2 -0.2 0.1 -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 -0.4 -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 -0.1 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 -0.1 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 -0.1 0.1 -0.5 0.1 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 -0.0 -1.0 -0.1 0.2 -0.5 0.2 -0.7 0.0 -1.1 0.5 0.0 -0.4 -0.3 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.3 0.6 0.2 0.2 0.1 0.3 0.1 0.2 0.2 0.1 -0.1 0.2 -0.3 0.2 0.2 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 0.0 0.4 0.1 -1.8 0.1 0.0 0.2 0.0 0.3 0.0 -0.2 0.1 -0.4 -0.1 -0.1 0.4 0.7 0.3 0.7 DOW -0.2 -0.2 0.1 0.1 0.0 0.2 0.1 0.3 0.1 -0.1 0.3 -0.1 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 -0.5 -0.3 -0.2 0.0 -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 -0.0 -0.0 0.0 -0.1 -0.0 -2.7 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.9 0.3 -0.1 -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 -0.1 0.2 -0.0 0.8 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.4 -0.3 -0.3 -0.2 0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.6 0.5 -0.2 0.1 0.2 -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 0.1 0.4 0.5 -0.1 0.6 0.7 0.7 0.7 EUROSTX 0.0 0.1 0.4 0.1 0.1 0.3 0.1 0.5 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.2 0.2 0.5 0.2 -1.1 0.2 0.2 0.5 0.2 0.6 0.2 0.8 0.4 0.2 0.4 0.4 0.3 0.7 0.1 0.7 FEEDCOW -0.1 0.5 0.6 -0.0 -0.1 -0.3 -0.1 -0.6 -0.0 -0.1 0.4 0.0 0.6 0.2 0.2 0.4 0.2 0.3 0.3 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.4 -0.1 0.7 -0.0 1.1 -0.1 0.0 0.3 0.3 0.7 0.7 0.7 0.7 GASOIL 0.2 0.5 0.0 0.1 0.1 0.2 0.1 0.2 0.2 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 0.2 0.2 -0.4 0.2 0.2 0.4 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 0.3 0.6 0.1 0.2 0.1 0.3 0.2 0.2 0.2 0.1 0.3 0.2 0.2 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.1 0.2 -2.2 0.2 0.1 0.2 0.1 0.0 0.2 -1.1 -0.1 0.1 -0.1 -0.2 0.3 0.7 -0.1 0.7 GAS_US_mini -0.3 0.2 0.1 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 0.4 -0.1 0.4 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 1.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.4 -0.2 -0.4 -0.5 -0.2 0.3 -0.3 0.2 -0.7 GBP -0.4 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 -0.1 -0.3 -0.1 0.2 -0.2 -0.2 -0.0 -0.3 GOLD_micro -0.2 -0.3 -0.4 0.0 0.0 0.1 0.0 0.2 0.0 0.1 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 0.1 -2.3 0.1 0.0 0.2 0.0 0.4 0.1 -0.3 0.1 0.5 0.6 0.4 0.5 0.2 -0.1 -0.5 HEATOIL 0.3 0.6 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 0.4 0.4 0.4 0.1 0.1 0.1 0.1 0.2 -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 -0.0 -0.1 0.1 -0.3 0.1 0.0 -0.1 0.1 -0.3 0.1 -0.5 0.1 0.4 0.4 0.1 -0.3 -0.6 -0.2 -0.7 0.0 -0.7 JPY 0.1 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 0.0 -0.5 0.0 -0.0 -0.2 -0.4 -0.1 -0.5 0.0 -0.6 LEANHOG -0.5 0.3 0.3 -0.0 -0.1 -0.3 -0.1 -0.7 -0.1 0.1 0.4 -0.1 0.6 0.0 0.2 -0.4 -0.1 -0.4 -0.4 0.1 0.2 0.0 0.4 0.0 -0.7 0.1 0.1 0.4 -0.1 0.5 -0.0 0.0 -0.1 -0.6 0.6 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 -0.1 0.3 0.1 0.5 0.1 0.2 0.2 0.1 0.1 0.0 0.2 0.2 0.0 0.5 0.1 -2.7 0.0 -0.1 0.1 -0.1 0.4 0.0 1.1 0.2 0.2 0.1 -0.0 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 -0.2 -0.6 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.2 -0.5 -0.1 NaN -0.1 -0.2 -0.4 -0.2 -0.6 -0.1 -1.2 -0.5 -0.5 -0.2 -0.4 0.0 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 0.0 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 0.0 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 0.1 0.3 0.1 -0.0 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 -0.0 0.0 -0.1 0.3 -0.1 -0.2 -0.2 -0.6 -0.6 -0.6 0.3 -0.7 0.3 -0.7 NIKKEI 0.2 -0.1 0.1 0.1 0.0 0.1 0.0 0.2 0.0 0.0 0.2 0.1 0.3 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.3 0.1 -1.5 0.1 0.0 0.3 0.1 0.4 0.1 1.1 -0.0 0.5 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 -0.0 0.1 -0.0 -0.0 0.0 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 0.1 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 0.5 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 0.5 0.3 -0.0 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 0.1 -0.3 0.2 -0.4 0.2 0.0 -0.0 -0.2 -0.2 -0.2 0.0 -0.1 0.2 -0.4 0.2 -0.3 0.1 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 0.2 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 0.1 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 0.0 -0.4 -0.0 0.1 -0.5 -0.5 -0.3 -0.6 PALLAD -0.4 -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 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 1.4 -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 -0.2 -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 -0.0 -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 0.0 -0.1 0.1 -0.6 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.1 -0.2 0.1 0.9 0.1 0.0 0.1 0.2 -0.1 0.2 -0.7 0.5 0.6 0.4 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.4 0.6 0.4 -0.0 -0.0 -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 -0.2 -0.4 -0.1 0.2 -0.0 -0.2 -0.1 -0.2 -0.5 -0.1 -0.8 -0.5 -0.2 0.2 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 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 1.1 -0.0 -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 0.1 0.3 0.1 0.0 0.4 0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.4 0.0 0.9 0.1 -0.0 0.3 -0.0 0.4 0.0 0.1 -0.3 -0.6 0.0 0.0 -0.2 -0.7 -0.4 -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 -0.3 -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 0.6 -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 -0.1 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 -1.0 0.2 0.1 0.4 0.2 0.3 0.2 0.4 0.5 0.6 0.6 0.6 -0.7 -0.4 -0.7 -0.3 SOYMEAL 0.5 -0.0 -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 0.1 0.1 0.2 0.0 0.2 -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 -0.7 -0.0 0.2 0.3 0.2 0.5 0.2 0.2 -0.1 -0.1 -0.2 -0.2 0.2 0.2 0.2 0.3 0.2 -2.6 0.2 0.2 0.5 0.2 0.3 0.2 0.2 0.5 0.6 0.6 0.6 -0.3 -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 0.1 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 -0.2 0.1 0.2 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.4 -0.4 -0.0 0.1 0.0 0.3 0.1 0.4 0.1 -0.0 0.4 -0.1 0.6 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.5 -0.0 -2.2 -0.0 -0.0 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 -0.1 -0.0 0.1 -0.0 -0.1 -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 -0.0 -2.7 -0.0 0.1 -0.2 0.0 -0.4 -0.0 1.1 0.4 -0.2 -0.2 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 0.2 0.2 0.3 0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.0 0.2 0.1 0.2 -1.3 0.1 0.2 0.1 0.2 0.2 0.2 -0.2 0.2 0.3 -0.1 0.1 -0.4 -0.7 -0.4 -0.7 US10U 0.6 -0.0 -0.2 0.1 0.2 -0.0 0.2 -0.2 0.2 0.2 0.3 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 0.2 0.2 0.2 0.2 0.4 0.2 -0.3 0.2 0.2 0.0 0.3 -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 1.7 0.0 0.0 -0.0 0.1 0.0 0.1 -1.1 -0.5 -0.0 -0.4 -0.0 -0.4 -0.7 -0.5 -0.7 US20 0.5 0.2 -0.1 0.1 0.2 -0.0 0.2 -0.1 0.2 0.1 0.2 0.2 0.1 0.2 0.1 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 0.0 -0.0 0.2 0.2 -0.3 0.5 -0.2 -0.7 US30 0.5 0.2 -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 0.2 -0.8 0.1 0.1 0.2 0.2 0.1 0.2 -0.4 -0.1 -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 -0.1 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 0.2 -0.4 -0.7 -0.5 -0.7 VIX 0.7 0.7 -0.3 0.0 0.1 -0.2 0.2 -0.3 0.2 0.1 -0.7 0.2 -1.0 0.2 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 0.1 -0.3 0.1 NaN 0.0 0.1 -0.2 0.2 -0.3 0.2 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.4 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 0.1 -0.3 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.3 0.2 1.4 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 4.0 14.6 16.1 11.9 -2.9 8.3 1.7 5.1 9.2 -6.2 13.6 7.3 11.1 12.2 13.9 1.0 -0.4 0.7 0.2 19.8 16.0 7.0 9.7 16.3 11.1 20.0 -0.5 16.4 6.6 9.0 16.9 6.2 0.5 15.0 17.6 16.0 -2.6 20.0 2.3 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 -4.9 0.9 -20.0 -17.9 BOBL 16.7 14.3 -4.2 11.0 20.0 -0.0 20.0 -4.4 20.0 20.0 -4.6 20.0 -5.1 20.0 8.5 -20.0 -4.7 -19.4 -10.3 10.9 -0.7 20.0 -6.1 20.0 3.8 12.7 20.0 -2.6 20.0 -8.1 20.0 -18.3 1.4 6.9 16.2 -5.5 7.1 20.0 16.0 20.0 BTP 11.7 11.5 0.8 12.7 20.0 -0.1 20.0 -5.1 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.1 11.8 16.2 13.9 19.9 15.6 20.0 16.3 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 14.5 5.0 1.4 19.8 15.1 4.7 20.0 13.8 20.0 BUND 18.0 12.5 -2.7 12.2 20.0 -0.0 20.0 -4.9 20.0 20.0 -4.5 20.0 -13.3 20.0 8.2 20.0 9.4 18.2 13.3 11.8 -1.0 20.0 -8.7 20.0 0.1 16.6 20.0 -0.6 20.0 -8.2 20.0 11.7 11.8 8.4 17.8 -3.7 2.9 20.0 10.4 20.0 BUXL 13.6 7.9 -3.4 11.2 20.0 -0.0 20.0 -4.5 20.0 20.0 -15.1 20.0 -20.0 18.1 -8.3 5.2 3.9 5.0 4.6 0.8 -11.4 19.9 -20.0 13.6 4.2 4.4 20.0 -11.2 20.0 -19.9 20.0 -0.2 10.1 -8.4 4.4 -10.8 -5.6 20.0 2.0 12.7 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 14.7 20.0 12.6 20.0 CAD -2.2 5.8 12.7 14.8 -1.2 10.6 2.3 6.6 11.0 -16.6 2.8 -14.8 2.6 1.7 7.6 -6.4 -7.4 -7.1 -7.4 6.3 5.0 -6.5 0.7 1.0 19.8 10.0 -6.6 7.0 -3.6 1.9 5.0 -6.4 -15.7 -0.6 -12.3 1.4 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 20.0 0.4 -2.1 -10.9 -9.8 -11.2 -17.7 -4.3 19.5 -5.2 20.0 -3.4 20.0 18.4 -20.0 -15.3 -19.2 -17.9 20.0 4.9 20.0 -3.8 20.0 15.3 20.0 20.0 5.2 20.0 -5.0 20.0 -12.9 20.0 20.0 20.0 14.7 6.4 20.0 10.5 20.0 CHF 2.4 10.2 -1.3 7.3 -0.6 5.2 1.1 3.2 5.4 -5.1 1.9 -4.3 6.5 3.0 3.0 -12.3 -15.8 -14.3 -15.1 5.2 4.2 -0.8 3.9 3.3 -1.1 6.7 -0.0 5.3 1.4 4.6 5.3 -20.0 -2.6 2.2 1.2 1.3 -11.7 -20.0 -10.5 -20.0 COCOA -20.0 -20.0 -20.0 -0.7 -3.4 -3.1 -3.5 -5.6 -1.4 -5.6 -6.9 -6.5 -5.3 -7.0 -7.0 -5.6 3.6 -4.4 -1.9 -18.7 -15.7 -15.9 -9.7 -19.2 -20.0 -11.6 -6.3 -9.9 -10.9 -5.2 -12.4 17.0 -11.3 -15.5 -20.0 -12.9 3.5 1.4 8.4 6.4 COFFEE -20.0 -20.0 -18.6 -1.8 -9.3 -8.3 -9.5 -15.0 -3.6 -9.2 0.3 -16.5 6.7 -17.5 -17.5 13.7 18.5 20.0 20.0 -20.0 -14.6 -20.0 5.0 -20.0 -20.0 -18.9 -0.9 -8.0 -7.3 10.2 -16.5 20.0 20.0 -20.0 -20.0 -20.0 20.0 17.8 20.0 20.0 COPPER -13.1 -1.0 9.8 2.5 3.3 5.3 1.7 6.6 0.8 -1.0 4.6 -4.5 3.9 -2.2 3.2 -6.0 -6.3 -6.5 -6.4 3.1 5.2 -1.6 4.7 -0.6 -1.0 2.6 0.7 4.1 0.6 5.0 1.0 -1.4 -5.1 6.3 2.7 -1.8 20.0 20.0 17.5 19.5 CORN 9.6 -1.0 2.4 -2.4 -12.4 -11.1 -12.7 -20.0 -4.9 17.8 3.2 20.0 -11.1 16.5 1.8 -20.0 -20.0 -20.0 -20.0 2.7 -2.6 11.5 -9.7 9.0 12.2 7.7 18.3 -0.4 20.0 -7.3 20.0 -20.0 20.0 20.0 -3.8 7.3 1.6 -6.2 6.2 0.2 COTTON2 -2.2 0.8 2.2 -2.3 -12.3 -11.0 -12.6 -19.8 -4.8 15.4 -20.0 7.3 -20.0 -7.5 -16.1 -20.0 -19.7 -20.0 -20.0 -11.3 -15.5 8.8 -20.0 -4.0 -7.8 -10.5 20.0 -17.0 20.0 -20.0 2.6 -20.0 20.0 0.2 -12.8 -10.4 -10.2 -15.5 -9.0 -8.0 CRUDE_W 7.8 17.9 7.1 14.6 12.5 9.7 13.6 4.9 15.0 16.6 -2.8 16.7 -9.0 16.9 14.5 5.3 4.2 3.1 2.9 10.4 3.2 13.6 -3.4 13.7 6.8 11.7 10.6 3.0 14.3 -4.8 15.3 -0.2 1.2 0.9 -8.2 -8.9 10.9 20.0 2.0 8.9 DAX -0.5 -1.3 3.2 9.9 5.2 11.0 7.1 11.4 8.7 -0.2 11.0 10.4 16.5 3.9 10.9 -9.0 -7.6 -8.8 -8.0 7.5 9.4 5.5 13.8 5.9 -13.3 4.9 1.5 6.0 4.3 8.4 3.7 -3.3 2.9 -12.5 -3.6 -2.3 12.1 20.0 9.3 20.0 DOW -6.4 -6.8 4.4 7.3 3.8 8.0 5.2 8.3 6.4 -6.8 12.5 -5.0 13.4 2.7 10.2 -6.7 -8.0 -7.2 -7.4 6.0 10.4 -4.9 12.1 0.4 -8.6 3.8 -5.8 6.9 -4.2 8.3 -0.2 -3.4 -20.0 -8.5 -6.7 1.3 -2.5 -20.0 -7.3 -20.0 DX 3.2 -7.1 0.1 11.0 -0.9 7.9 1.7 4.9 8.2 7.7 -2.0 7.5 -10.1 -2.3 -5.0 4.8 5.9 5.3 5.6 -4.5 -4.0 4.2 -4.8 -1.4 -20.0 -7.3 7.1 -6.2 3.5 -4.8 -3.2 16.3 12.8 -1.8 -20.0 -19.0 5.5 20.0 11.1 20.0 EUR -4.0 1.3 -3.9 11.9 -1.0 8.5 1.8 5.3 8.9 -12.5 2.0 -13.0 11.5 -2.0 1.7 -6.6 -7.9 -7.4 -7.7 3.1 4.5 -5.8 6.8 -0.9 6.1 7.9 -3.8 8.1 -3.2 8.2 3.1 -6.9 -10.8 -8.0 -6.3 1.7 -9.6 -20.0 -6.2 -20.0 EURIBOR-ICE 19.7 16.5 -7.0 8.4 17.2 -0.0 20.0 -3.4 19.0 14.7 -0.8 16.2 5.2 16.6 9.3 13.1 12.1 13.4 13.1 11.9 2.9 19.0 1.6 19.5 -2.6 12.2 20.0 0.1 20.0 -2.1 20.0 14.6 4.1 12.8 16.5 -3.6 18.3 20.0 20.0 20.0 EUROSTX 1.2 3.2 11.3 11.1 5.8 12.3 7.9 12.7 9.7 17.7 20.0 18.0 20.0 18.4 19.3 9.2 1.8 7.0 4.0 19.3 20.0 18.6 20.0 16.9 -8.5 16.9 18.4 18.6 17.7 16.4 15.2 14.2 17.2 5.6 12.2 11.4 8.8 20.0 4.4 20.0 FEEDCOW -1.8 16.6 20.0 -2.0 -10.4 -9.3 -10.7 -16.8 -4.1 -13.2 15.8 3.5 17.0 15.8 18.8 19.3 11.0 15.8 14.2 20.0 20.0 -1.2 20.0 13.6 -20.0 6.9 -15.7 13.5 -11.8 20.0 -2.0 20.0 -3.2 0.7 9.1 8.7 20.0 20.0 20.0 20.0 GASOIL 7.5 16.6 0.6 13.6 11.7 9.0 12.7 4.6 14.0 14.4 9.2 13.7 9.7 15.0 10.7 18.7 16.3 18.5 17.8 13.6 8.8 20.0 5.8 18.5 -2.6 16.8 20.0 13.4 20.0 9.5 19.4 20.0 20.0 9.7 7.0 4.3 -2.3 20.0 -10.2 4.6 GASOLINE 9.8 17.6 2.8 15.3 13.1 10.1 14.2 5.1 15.7 14.9 9.4 16.8 4.6 17.9 15.7 -20.0 -20.0 -20.0 -20.0 13.8 7.3 15.9 2.5 17.2 -16.2 14.5 7.8 6.9 13.9 1.1 16.9 -20.0 -2.1 3.9 -1.7 -4.9 8.0 20.0 -2.1 20.0 GAS_US_mini -9.7 5.0 3.9 5.6 4.8 3.7 5.2 1.9 5.7 -6.1 -2.9 -6.9 -4.5 -3.8 -3.0 20.0 -6.7 20.0 20.0 -1.7 -1.3 -4.2 -1.5 -3.2 11.4 -1.7 -1.8 -1.6 -1.9 -1.4 -1.9 -6.7 -6.6 -11.8 -15.6 -7.0 7.5 -8.5 4.8 -20.0 GBP -10.8 4.3 5.5 15.1 -1.2 10.8 2.3 6.7 11.2 -11.4 6.5 -15.1 13.0 -6.4 7.5 -0.2 0.0 0.1 0.1 4.9 7.1 -10.6 7.7 -3.8 0.1 12.1 -1.3 12.6 -3.2 11.3 3.9 6.5 -6.0 -10.4 -4.1 5.9 -6.6 -6.8 -1.4 -8.9 GOLD_micro -6.1 -10.6 -12.1 2.3 2.9 4.8 1.5 6.0 0.7 5.6 5.4 0.9 6.1 2.3 3.8 -4.7 -9.3 -6.5 -7.7 6.8 7.7 4.7 7.3 5.0 -17.6 7.6 4.2 9.2 4.2 9.8 5.5 -5.1 5.4 14.4 18.7 12.7 15.7 6.0 -3.9 -13.8 HEATOIL 8.9 17.3 0.2 10.6 9.1 7.1 9.9 3.6 10.9 11.7 5.5 11.4 6.0 11.7 7.5 20.0 17.8 20.0 20.0 10.7 6.5 16.3 4.1 14.5 -13.6 10.0 10.8 6.5 13.4 4.6 12.8 20.0 12.4 4.6 -0.7 -0.8 7.0 12.6 -7.1 -10.3 JGB-SGX-mini 20.0 11.2 -8.9 4.2 8.6 -0.0 10.8 -1.7 9.5 7.8 -7.6 8.4 -8.5 4.3 -5.2 0.7 10.0 1.2 5.8 -3.7 -10.7 13.3 -12.4 6.6 0.3 -5.5 11.5 -12.1 11.4 -12.8 4.8 6.9 15.4 3.6 -10.5 -20.0 -5.6 -20.0 0.8 -20.0 JPY 4.4 17.2 1.2 8.7 -0.7 6.2 1.3 3.9 6.5 -8.6 -8.2 -2.1 -9.4 1.4 -1.3 -7.9 -10.2 -8.7 -9.2 -0.9 -6.1 -2.3 -8.9 0.9 20.0 0.9 -4.2 -5.2 0.3 -8.1 3.5 -10.2 1.1 -1.1 -5.0 -13.4 -4.1 -14.8 0.9 -17.9 LEANHOG -15.2 10.7 9.1 -2.4 -12.7 -11.4 -13.1 -20.0 -5.0 15.2 14.2 -5.2 17.6 2.5 14.9 -20.0 -2.5 -20.0 -20.0 11.9 14.7 1.1 13.9 0.9 -5.5 12.3 14.1 15.8 -5.6 12.8 -2.8 0.9 -3.9 -17.5 18.0 20.0 -9.5 9.8 -3.7 20.0 LIVECOW -0.1 10.4 13.4 -1.9 -10.0 -9.0 -10.3 -16.2 -3.9 -12.5 11.6 5.4 14.5 13.2 16.5 12.3 5.6 2.8 2.2 16.6 17.4 1.5 20.0 11.7 -20.0 2.6 -12.6 4.2 -5.7 12.5 0.5 20.0 10.2 7.7 2.6 -0.7 20.0 20.0 20.0 20.0 LUMBER-new -6.5 20.0 -2.4 -1.6 -8.4 -7.5 -8.6 -13.5 -3.3 -13.7 -13.8 -13.3 -13.9 -5.0 -8.0 -20.0 -20.0 -20.0 -20.0 -6.8 -12.5 -16.8 -16.9 -9.7 NaN -7.1 -16.6 -11.5 -15.3 -13.2 -9.4 -20.0 -16.8 -12.4 -4.7 -11.9 1.2 20.0 4.3 20.0 MXP -3.7 1.0 6.5 16.8 -1.4 12.0 2.6 7.5 12.5 3.2 20.0 14.6 20.0 19.2 20.0 9.6 12.6 11.4 12.0 20.0 20.0 7.6 20.0 17.4 -20.0 20.0 2.2 20.0 6.4 20.0 17.8 20.0 2.0 4.5 19.7 20.0 8.9 8.2 20.0 11.1 NASDAQ_micro -18.4 -16.7 -6.1 7.5 3.9 8.3 5.3 8.5 6.5 -3.0 5.3 -8.9 12.0 -8.4 -4.0 -7.3 -8.5 -7.9 -8.1 -5.5 2.8 -5.7 11.2 -8.9 -20.0 -5.5 -0.0 0.7 -5.2 7.1 -7.8 -4.6 -8.0 -20.0 -20.0 -18.7 8.5 -20.0 10.0 -20.0 NIKKEI 6.0 -4.1 3.4 4.7 2.4 5.2 3.4 5.4 4.1 3.1 8.9 6.3 8.8 7.4 8.1 8.8 8.0 8.7 7.9 11.3 12.1 6.2 11.8 9.7 -11.0 8.9 3.4 10.3 4.9 10.5 7.5 20.0 -0.3 14.5 13.4 8.3 -10.4 -0.2 -15.5 3.8 NZD -3.7 18.9 14.5 10.0 -0.8 7.1 1.5 4.4 7.4 -9.0 4.2 -7.9 -0.1 6.1 8.7 -3.6 -3.5 -3.8 -3.8 8.2 5.1 -3.5 0.3 3.9 11.4 9.5 -5.2 5.3 -4.5 -0.5 4.3 0.0 -11.6 -2.6 1.4 0.3 -3.4 20.0 6.2 20.0 OAT 16.6 18.1 6.1 12.1 20.0 -0.0 20.0 -4.9 20.0 20.0 16.6 20.0 1.8 20.0 20.0 12.5 12.7 13.5 14.0 20.0 13.2 20.0 2.8 20.0 -0.9 20.0 20.0 17.6 20.0 6.5 20.0 16.1 19.6 11.4 20.0 18.0 1.8 20.0 11.0 20.0 OATIES 14.6 9.1 -1.3 -1.7 -9.0 -8.0 -9.2 -14.5 -3.5 16.0 -10.9 16.7 -12.4 15.0 4.2 -1.4 -10.9 -9.6 -12.5 3.1 -8.0 20.0 -13.5 14.0 -2.6 5.0 20.0 -9.9 20.0 -17.1 19.5 -5.2 20.0 20.0 7.2 -1.7 -6.1 -20.0 -3.2 -20.0 OJ -17.1 6.9 17.2 -0.7 -3.4 -3.1 -3.5 -5.5 -1.3 -1.6 -3.7 -2.1 -5.6 -1.8 0.3 5.7 2.8 2.7 1.5 -1.4 -2.6 -1.7 -4.9 -1.9 -20.0 -0.5 -2.1 -0.6 -3.7 -2.7 -3.0 18.7 1.6 -13.8 -0.8 3.2 -14.0 -16.4 -9.1 -17.7 PALLAD -13.6 -3.3 -1.8 2.4 3.1 5.0 1.6 6.2 0.8 5.1 3.3 -3.7 4.1 -3.8 0.5 -2.5 -3.0 -2.8 -2.9 1.2 4.0 -0.0 4.6 -1.2 10.2 -0.5 1.7 3.3 -0.1 5.9 -1.9 4.5 -2.3 -3.7 -9.7 -5.9 11.8 0.5 -0.2 -6.5 PLAT -20.0 -5.4 -11.5 2.3 2.9 4.8 1.5 6.0 0.7 5.4 2.8 -4.0 4.4 -4.1 0.5 -1.7 -3.4 -2.5 -3.0 1.1 4.6 -1.0 5.1 -2.4 -0.9 1.3 1.6 5.5 -0.5 7.6 -1.7 4.1 -1.2 -8.4 -9.1 1.8 19.9 9.3 3.5 -3.2 REDWHEAT 7.5 12.1 11.9 -1.9 -10.0 -9.0 -10.3 -16.2 -3.9 1.6 -3.3 9.2 -15.6 12.4 10.7 -14.4 -16.2 -15.3 -15.9 8.4 0.9 13.2 -8.4 13.2 7.1 12.3 3.5 5.1 15.9 -3.3 17.3 -12.4 20.0 20.0 13.4 16.9 -20.0 -20.0 -20.0 -20.0 RICE -12.7 20.0 13.0 -0.9 -4.7 -4.2 -4.8 -7.6 -1.8 -8.4 -6.2 -8.3 -8.2 -1.1 1.2 -19.9 -14.5 -20.0 -19.5 -2.7 -6.6 -18.1 -13.0 -8.7 1.2 -0.8 -19.1 -5.5 -19.1 -14.5 -8.6 -14.5 -20.0 -7.3 7.3 2.0 -16.3 -16.9 -10.9 -17.3 ROBUSTA -19.5 -3.3 -12.2 -1.0 -5.4 -4.9 -5.6 -8.8 -2.1 -4.0 0.2 -8.8 -2.7 -8.6 -7.9 20.0 15.7 20.0 17.0 -8.6 -6.0 -11.0 -2.9 -10.8 -20.0 -6.8 -4.6 -4.7 -8.9 -2.1 -8.7 20.0 -2.1 -20.0 -9.1 -10.2 4.0 5.1 13.3 12.7 RUSSELL -11.5 0.2 9.5 8.3 4.3 9.2 6.0 9.6 7.3 1.1 13.4 2.6 14.4 5.9 11.2 -4.7 -5.2 -4.9 -4.9 8.5 13.2 -1.0 13.6 2.6 7.1 5.9 -1.5 9.5 -1.3 9.9 1.3 1.1 -10.6 -17.5 0.1 1.1 -5.2 -20.0 -13.0 -20.0 SHATZ 10.6 13.5 -4.0 9.5 19.5 -0.0 20.0 -3.8 20.0 6.9 -9.9 14.6 -12.0 16.9 3.4 8.8 -10.9 1.3 -5.0 4.0 -5.7 7.3 -10.0 9.4 12.8 3.3 5.8 -9.7 10.4 -13.7 12.3 -20.0 -14.4 -6.9 6.0 -8.9 12.5 20.0 18.0 20.0 SILVER-mini 20.0 7.5 9.8 7.2 6.0 8.1 7.4 8.0 7.1 7.2 8.3 8.1 8.0 8.3 8.4 -3.3 -5.8 -4.3 -5.1 20.0 17.2 20.0 11.0 20.0 -7.4 16.7 16.9 16.6 17.6 14.3 16.3 0.1 20.0 20.0 20.0 20.0 6.2 19.8 -18.2 -6.2 SMI 17.6 -1.4 19.0 10.2 5.3 11.3 7.3 11.6 8.9 17.4 19.2 19.3 17.9 19.3 19.3 13.1 7.4 12.1 9.7 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 15.2 20.0 -10.3 20.0 -10.3 20.0 SOFR 20.0 4.6 -10.6 9.3 18.9 -0.0 20.0 -3.7 20.0 16.8 -0.8 18.5 12.1 16.7 4.1 7.6 6.7 8.0 7.7 8.5 2.0 20.0 4.1 20.0 -20.0 12.3 20.0 4.5 20.0 4.8 20.0 5.2 17.5 20.0 7.3 5.8 -12.5 -12.3 -16.0 -20.0 SOYBEAN 20.0 8.9 0.9 -2.4 -12.5 -11.3 -12.9 -20.0 -4.9 20.0 10.7 20.0 8.8 20.0 9.2 0.9 -4.7 -2.2 -3.7 16.2 8.1 20.0 1.5 20.0 -7.1 20.0 14.8 14.5 20.0 7.6 20.0 7.9 20.0 20.0 20.0 17.2 -20.0 -13.2 -20.0 -10.2 SOYMEAL 16.5 -1.5 -2.5 -1.2 -10.8 -7.5 -9.0 -13.6 -2.6 9.1 -5.6 12.8 -9.9 11.1 -7.0 -11.8 -14.1 -12.1 -13.3 1.6 -2.1 10.9 -5.9 8.5 -14.2 7.4 12.4 5.4 17.3 0.7 13.9 -8.6 20.0 20.0 1.9 14.3 -19.6 -18.8 -14.5 -18.1 SOYOIL 20.0 20.0 7.3 -2.2 -11.4 -10.3 -11.8 -18.5 -4.5 18.4 10.9 20.0 12.8 20.0 20.0 -7.4 -6.3 -8.1 -7.6 20.0 20.0 20.0 12.1 20.0 -19.3 20.0 20.0 17.0 20.0 7.5 20.0 3.5 20.0 20.0 20.0 20.0 -10.5 -20.0 -11.6 -20.0 SP400 1.2 8.8 13.1 8.7 4.5 9.7 6.2 10.0 7.7 0.4 15.6 10.5 13.6 13.9 15.6 -6.7 -6.3 -6.7 -6.4 15.5 15.0 5.8 11.8 12.1 3.4 11.1 -0.9 9.2 4.9 6.0 9.8 -1.1 -8.1 4.6 7.7 7.1 -3.5 -20.0 -9.2 -20.0 SP500_micro -13.1 -13.5 -1.2 9.3 4.8 10.3 6.6 10.6 8.2 -4.7 14.6 -5.1 17.5 -4.3 9.1 -8.4 -9.4 -8.9 -9.0 0.3 9.0 -4.2 17.0 -4.6 -16.8 -2.7 -1.6 3.0 -5.3 8.4 -5.9 -6.1 -16.3 -20.0 -20.0 -14.6 12.3 -20.0 16.4 -20.0 SUGAR11 -3.8 -0.3 2.3 -1.4 -7.2 -6.5 -7.4 -11.6 -2.8 11.9 -12.5 -1.2 -13.6 -7.8 -9.7 19.2 13.4 18.5 15.1 -8.0 -11.4 2.4 -15.2 -4.6 -20.0 -4.0 8.5 -7.3 3.2 -11.9 -2.4 20.0 15.1 -7.1 -7.7 2.8 1.1 -18.6 5.7 -11.6 US10 20.0 -0.1 -6.4 8.9 18.2 -0.0 20.0 -3.6 20.0 15.6 5.7 16.5 9.6 14.2 1.9 2.6 1.3 2.9 2.5 5.7 1.9 17.8 3.2 14.6 -9.9 8.7 17.8 3.9 20.0 5.3 20.0 -3.9 7.0 8.4 -2.5 3.9 -11.6 -20.0 -11.0 -20.0 US10U 18.5 -0.0 -5.3 12.0 20.0 -0.0 20.0 -4.9 20.0 20.0 9.7 20.0 11.3 19.4 3.3 2.9 0.8 3.0 2.1 8.3 3.7 20.0 4.2 20.0 -15.7 14.3 20.0 9.2 20.0 10.3 20.0 -4.9 8.9 5.1 0.3 7.9 -11.5 -6.0 -14.6 -20.0 US2 13.3 -1.9 -5.0 9.5 19.4 -0.0 20.0 -3.8 20.0 -4.6 -3.4 5.9 0.6 7.2 -2.3 -11.7 -13.2 -10.5 -11.0 0.5 -2.0 3.8 -1.4 5.0 13.1 2.8 4.0 -1.2 10.7 0.8 10.6 -20.0 -18.9 -0.5 -11.0 -0.9 -11.7 -20.0 -14.0 -20.0 US20 16.8 4.7 -3.0 8.5 17.4 -0.0 20.0 -3.4 19.3 15.3 6.6 16.1 2.8 14.6 5.0 5.3 4.0 5.3 4.8 7.8 3.4 16.6 1.5 15.3 -10.1 12.0 13.8 8.0 20.0 6.4 19.5 0.3 2.1 -1.0 5.7 6.2 -8.5 15.0 -6.0 -20.0 US30 14.4 4.7 -2.9 9.9 20.0 -0.0 20.0 -4.0 20.0 16.1 0.5 17.8 -5.9 15.9 0.8 2.8 -0.4 2.3 1.2 5.7 0.5 15.3 -2.5 14.0 -5.7 11.1 13.3 6.0 20.0 3.4 19.9 -6.7 -3.1 -8.0 2.4 3.1 -10.7 11.6 -3.7 -18.1 US5 19.4 -0.1 -6.2 10.3 20.0 -0.0 20.0 -4.1 20.0 15.7 3.2 17.8 10.7 15.2 1.4 -0.0 -1.7 0.3 -0.3 5.8 1.4 18.5 3.0 15.5 -7.7 9.7 18.9 3.8 20.0 5.6 20.0 -8.9 2.1 9.2 -3.0 4.8 -12.6 -20.0 -14.4 -20.0 VIX 13.1 13.2 -6.5 1.8 6.5 -4.4 10.6 -4.8 8.8 6.9 -15.7 10.9 -16.7 9.5 -11.5 -20.0 -20.0 -20.0 -20.0 -1.0 -7.3 7.3 -8.0 5.8 NaN 1.7 6.6 -5.1 12.0 -5.4 9.9 NaN NaN NaN NaN NaN -0.9 -20.0 NaN NaN WHEAT 11.4 15.6 5.6 -2.2 -11.3 -10.1 -11.6 -18.2 -4.4 14.8 -10.8 16.7 -19.0 16.5 6.0 -17.4 -18.6 -18.4 -18.3 9.4 -1.7 20.0 -12.2 19.1 10.8 17.0 20.0 5.4 20.0 -4.2 20.0 -16.2 20.0 20.0 20.0 14.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3