******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260225_204045 produced at 2026-02-25 21:37:41.156257 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -7.00 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 -40.45 59.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.49 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.12 0.0 999.00 -999.00 -0.17 -0.17 -14.23 999999999.0 -20 -20 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.05 0.0 0.15 -0.15 -0.07 -0.06 -3.73 11.0 -5 -4 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.28 -0.05 0.0 0.50 -0.50 -0.28 -0.30 -2.15 23.0 -13 -14 caleb_strategy_v3 SP500_micro False False 0.01 -0.15 -0.04 0.0 0.71 -0.71 -0.15 -0.13 -2.43 48.0 -10 -9 caleb_strategy_v3 CHF False False 0.07 0.00 -0.04 0.0 0.90 -0.90 0.00 0.00 -0.53 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 -3.92 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 -5.16 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 -0.27 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 -1.91 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 -2.73 18.0 -9 -9 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.67 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -0.66 3.0 -2 -2 caleb_strategy_v3 DX False False 0.04 -0.04 -0.01 0.0 999.00 -999.00 -0.04 -0.04 -0.26 999999999.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.66 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.40 23.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.03 -0.01 0.0 0.58 -0.58 0.03 0.00 -0.35 17.0 1 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.34 -0.34 -0.03 -0.03 -1.07 26.0 -2 -2 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 CORN False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.38 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 0.06 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.19 9.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.07 26.0 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 -0.05 56.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.26 8.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.46 -0.46 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.05 0.00 0.0 1.16 -1.16 -0.05 0.00 0.08 25.0 -1 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.39 -0.39 0.00 0.00 2.48 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 0.52 7.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.36 10.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.01 0.0 0.90 -0.90 0.00 0.00 0.19 29.0 0 0 caleb_strategy_v3 BUXL False False 0.06 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 0.14 4.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.08 0.31 999999999.0 1 2 caleb_strategy_v3 US10 False False 0.05 0.00 0.01 0.0 0.82 -0.82 0.00 0.00 0.15 17.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 0.01 0.0 0.31 -0.31 0.00 0.05 0.10 6.0 0 1 caleb_strategy_v3 US10U False False 0.05 0.10 0.01 0.0 0.64 -0.64 0.10 0.10 0.28 13.0 2 2 caleb_strategy_v3 US20 False True 0.05 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.37 9.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.03 0.0 0.79 -0.79 0.04 0.04 0.83 22.0 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 HEATOIL False False 0.05 0.05 0.04 0.0 0.14 -0.14 0.05 0.05 0.86 3.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.73 -0.73 0.00 0.00 3.00 58.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.31 0.04 0.0 0.31 -0.31 0.31 0.31 0.26 2.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.04 0.0 0.21 -0.21 0.00 0.02 2.37 13.0 0 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.54 -0.54 0.00 0.00 2.10 21.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.06 0.0 0.69 -0.69 0.00 0.00 1.45 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.06 0.0 999.00 -999.00 0.06 0.13 0.93 999999999.0 1 2 caleb_strategy_v3 CANOLA False False 0.00 0.04 0.06 0.0 0.22 -0.22 0.04 0.04 13.53 51.0 10 10 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.08 0.0 0.12 -0.12 0.00 0.00 2.45 4.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.09 0.0 0.62 -0.62 0.08 0.08 1.12 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 1.55 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 1.44 10.0 4 4 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.10 0.0 0.59 -0.59 0.08 0.10 6.12 36.0 5 6 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.11 0.0 0.13 -0.13 0.05 0.08 4.20 5.0 2 3 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.57 -0.57 0.00 0.00 3.95 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.28 0.15 0.0 0.62 -0.62 0.28 0.28 4.70 20.0 9 9 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 4.10 12.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.32 9.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.18 0.0 0.00 0.00 0.00 0.00 3.36 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.36 0.0 0.62 -0.62 0.00 0.00 5.81 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.50 0.45 0.0 0.62 -0.62 0.50 0.56 7.27 10.0 8 9 caleb_strategy_v3 SOFR False True 0.10 0.00 0.45 0.0 0.00 0.00 0.00 0.00 4.39 11.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.42 0.61 0.0 0.74 -0.74 0.42 0.42 49.00 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 3.00 0.0 1.23 -1.23 0.00 0.00 24.42 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.2 Shocked risk 51.4 Sum abs risk 54.5 Leverage 7.79 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2353310.2, 'annual_cash_vol_target': 588327.55, 'daily_cash_vol_target': 36770.471875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7057 0.6344 10.1500 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1458 117.1400 0.1245 1.9914 BTP 0.3312 122.6200 0.2701 4.3220 BUND 0.3019 129.6100 0.2329 3.7267 BUXL 0.7176 112.5200 0.6378 10.2043 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0029 0.7318 0.3975 6.3600 CANOLA 5.4033 690.4000 0.7826 12.5221 CHF 0.0068 1.2967 0.5234 8.3737 COCOA 126.4328 3057.0000 4.1358 66.1736 COFFEE 5.0182 284.4000 1.7645 28.2317 COPPER 0.1048 5.8980 1.7761 28.4170 CORN 3.6053 467.0000 0.7720 12.3523 COTTON2 0.7421 64.8000 1.1452 18.3231 CRUDE_W 0.9597 63.2500 1.5174 24.2779 DAX 178.6264 25241.0000 0.7077 11.3229 DOW 361.3016 49528.0000 0.7295 11.6718 DX 0.3940 97.6200 0.4036 6.4575 EUR 0.0052 1.1818 0.4391 7.0260 EURIBOR-ICE 0.0288 97.8050 0.0294 0.4704 EUROSTX 44.7454 6189.0000 0.7230 11.5677 FEEDCOW 2.5703 364.0500 0.7060 11.2966 GASOIL 11.6165 728.5000 1.5946 25.5133 GASOLINE 0.0349 2.2551 1.5460 24.7357 GAS_US_mini 0.1954 2.8800 6.7863 108.5814 GBP 0.0065 1.3551 0.4829 7.7264 GOLD_micro 96.4421 5161.4000 1.8685 29.8964 HEATOIL 0.0469 2.5435 1.8435 29.4959 JGB-SGX-mini 0.2708 132.4100 0.2045 3.2723 JPY 0.0000 0.0064 0.6705 10.7272 LEANHOG 1.1191 96.2000 1.1633 18.6134 LIVECOW 1.7236 240.3000 0.7173 11.4761 LUMBER-new 7.6918 560.0000 1.3735 21.9766 MXP 0.0004 0.0582 0.6253 10.0049 NASDAQ_micro 220.9434 25368.5000 0.8709 13.9350 NIKKEI 780.5598 59675.0000 1.3080 20.9283 NZD 0.0039 0.6002 0.6568 10.5092 OAT 0.2935 123.5600 0.2375 3.8007 OATIES 4.7032 326.0000 1.4427 23.0830 OJ 7.6220 185.9500 4.0989 65.5829 PALLAD 64.6366 1809.5000 3.5721 57.1531 PLAT 84.1897 2178.6000 3.8644 61.8303 REDWHEAT 9.3610 563.5000 1.6612 26.5797 RICE 0.1544 9.9450 1.5521 24.8338 ROBUSTA 69.9075 3742.0000 1.8682 29.8910 RUSSELL 27.3075 2674.2000 1.0211 16.3383 SHATZ 0.0439 106.9550 0.0411 0.6572 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 84.0641 13877.0000 0.6058 9.6925 SOFR 0.0523 96.7900 0.0540 0.8646 SOYBEAN 7.4449 1127.0000 0.6606 10.5696 SOYMEAL 3.7067 314.4000 1.1790 18.8634 SOYOIL 0.6686 60.6300 1.1028 17.6450 SP400 30.4195 3598.3000 0.8454 13.5262 SP500_micro 45.8696 6960.0000 0.6590 10.5447 SUGAR11 0.2116 13.9800 1.5135 24.2164 US10 0.3060 113.1719 0.2704 4.3257 US10U 0.3958 116.0156 0.3411 5.4583 US2 0.0699 104.2891 0.0670 1.0722 US20 0.5958 117.8750 0.5054 8.0870 US30 0.8488 120.7500 0.7030 11.2473 US5 0.1893 109.6250 0.1727 2.7628 VIX 0.6022 19.6500 3.0644 49.0303 WHEAT 7.6500 607.2500 1.2598 20.1565 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 705.70 0.63 447.68 1.00 447.68 36770.47 82.14 18.51 152.07 BITCOIN 82.98 2.35 195.18 1.00 195.18 36770.47 188.39 -19.80 -373.01 BOBL 1171.40 0.12 145.80 1.18 171.72 36770.47 214.13 7.14 152.87 BTP 1226.20 0.27 331.23 1.18 390.12 36770.47 94.25 18.06 170.24 BUND 1296.10 0.23 301.89 1.18 355.56 36770.47 103.41 13.75 142.20 BUXL 1125.20 0.64 717.62 1.18 845.21 36770.47 43.50 3.17 13.77 CAC 847.95 0.61 516.00 1.18 608.65 36770.47 60.41 19.88 120.10 CAD 731.80 0.40 290.89 1.00 290.89 36770.47 126.41 0.59 7.42 CANOLA 138.08 0.78 108.07 0.73 78.87 36770.47 466.20 11.91 555.46 CHF 1620.88 0.52 848.30 1.00 848.30 36770.47 43.35 -4.72 -20.44 COCOA 305.70 4.14 1264.33 1.00 1264.33 36770.47 29.08 -15.12 -43.97 COFFEE 1066.50 1.76 1881.82 1.00 1881.82 36770.47 19.54 -6.08 -11.88 COPPER 1474.50 1.78 2618.80 1.00 2618.80 36770.47 14.04 6.09 8.55 CORN 233.50 0.77 180.27 1.00 180.27 36770.47 203.98 0.77 15.68 COTTON2 324.00 1.15 371.04 1.00 371.04 36770.47 99.10 -15.44 -152.97 CRUDE_W 632.50 1.52 959.74 1.00 959.74 36770.47 38.31 10.11 38.72 DAX 252.41 0.71 178.63 1.18 210.39 36770.47 174.78 5.02 87.76 DOW 247.64 0.73 180.65 1.00 180.65 36770.47 203.54 -4.03 -82.00 DX 976.20 0.40 393.99 1.00 393.99 36770.47 93.33 -1.08 -10.12 EUR 1477.19 0.44 648.67 1.00 648.67 36770.47 56.69 -1.85 -10.46 EURIBOR-ICE 2445.13 0.03 71.88 1.18 84.66 36770.47 434.33 16.46 714.91 EUROSTX 618.90 0.72 447.45 1.18 527.01 36770.47 69.77 19.71 137.52 FEEDCOW 1820.25 0.71 1285.17 1.00 1285.17 36770.47 28.61 11.80 33.76 GASOIL 728.50 1.59 1161.65 1.00 1161.65 36770.47 31.65 17.82 56.40 GASOLINE 947.14 1.55 1464.26 1.00 1464.26 36770.47 25.11 2.80 7.03 GAS_US_mini 72.00 6.79 488.62 1.00 488.62 36770.47 75.25 0.08 0.63 GBP 846.94 0.48 408.99 1.00 408.99 36770.47 89.91 3.56 32.04 GOLD_micro 516.14 1.87 964.42 1.00 964.42 36770.47 38.13 -0.40 -1.51 HEATOIL 1068.27 1.84 1969.35 1.00 1969.35 36770.47 18.67 10.56 19.71 JGB-SGX-mini 132410.00 0.20 27080.40 0.01 174.70 36770.47 210.48 -3.07 -64.58 JPY 800.38 0.67 536.61 1.00 536.61 36770.47 68.52 -1.96 -13.41 LEANHOG 384.80 1.16 447.65 1.00 447.65 36770.47 82.14 4.73 38.89 LIVECOW 961.20 0.72 689.43 1.00 689.43 36770.47 53.33 8.18 43.63 LUMBER-new 154.00 1.37 211.52 1.00 211.52 36770.47 173.84 -12.18 -211.73 MXP 291.10 0.63 182.03 1.00 182.03 36770.47 202.01 16.50 333.37 NASDAQ_micro 507.37 0.87 441.89 1.00 441.89 36770.47 83.21 -11.08 -92.24 NIKKEI 59675.00 1.31 78055.98 0.01 503.55 36770.47 73.02 7.73 56.42 NZD 600.25 0.66 394.26 1.00 394.26 36770.47 93.26 8.67 80.90 OAT 1235.60 0.24 293.51 1.18 345.69 36770.47 106.37 20.00 212.73 OATIES 163.00 1.44 235.16 1.00 235.16 36770.47 156.37 -4.36 -68.25 OJ 278.92 4.10 1143.29 1.00 1143.29 36770.47 32.16 -8.47 -27.23 PALLAD 1809.50 3.57 6463.66 1.00 6463.66 36770.47 5.69 3.15 1.79 PLAT 1089.30 3.86 4209.48 1.00 4209.48 36770.47 8.74 0.86 0.75 REDWHEAT 281.75 1.66 468.05 1.00 468.05 36770.47 78.56 -2.53 -19.87 RICE 198.90 1.55 308.72 1.00 308.72 36770.47 119.11 -13.52 -161.01 ROBUSTA 374.20 1.87 699.08 1.00 699.08 36770.47 52.60 -5.71 -30.02 RUSSELL 133.71 1.02 136.54 1.00 136.54 36770.47 269.31 2.77 74.65 SHATZ 1069.55 0.04 43.93 1.18 51.74 36770.47 710.65 4.65 330.57 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 36770.47 5.98 12.83 7.67 SMI 1387.70 0.61 840.64 1.29 1083.77 36770.47 33.93 20.00 67.86 SOFR 2419.75 0.05 130.76 1.00 130.76 36770.47 281.21 2.57 72.21 SOYBEAN 563.50 0.66 372.25 1.00 372.25 36770.47 98.78 5.60 55.33 SOYMEAL 314.40 1.18 370.67 1.00 370.67 36770.47 99.20 -7.30 -72.41 SOYOIL 363.78 1.10 401.18 1.00 401.18 36770.47 91.66 4.24 38.86 SP400 3598.30 0.85 3041.95 1.00 3041.95 36770.47 12.09 6.50 7.86 SP500_micro 348.00 0.66 229.35 1.00 229.35 36770.47 160.33 -6.50 -104.22 SUGAR11 156.58 1.51 236.98 1.00 236.98 36770.47 155.16 -7.23 -112.16 US10 1131.72 0.27 305.96 1.00 305.96 36770.47 120.18 1.01 12.09 US10U 1160.16 0.34 395.78 1.00 395.78 36770.47 92.91 2.41 22.37 US2 2085.78 0.07 139.78 1.00 139.78 36770.47 263.06 -4.47 -117.48 US20 1178.75 0.51 595.78 1.00 595.78 36770.47 61.72 4.69 28.97 US30 1207.50 0.70 848.82 1.00 848.82 36770.47 43.32 1.79 7.77 US5 1096.25 0.17 189.29 1.00 189.29 36770.47 194.25 0.32 6.16 VIX 196.50 3.06 602.15 1.00 602.15 36770.47 61.07 -9.43 -57.57 WHEAT 303.62 1.26 382.50 1.00 382.50 36770.47 96.13 -1.52 -14.59 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 152.070 0.010 2.5 3.951 BITCOIN -373.012 0.043 2.5 -40.449 BOBL 152.870 0.004 2.5 1.552 BTP 170.238 0.014 2.5 5.815 BUND 142.199 0.004 2.5 1.444 BUXL 13.771 0.004 2.5 0.140 CAC 120.099 0.014 2.5 4.102 CAD 7.421 0.010 2.5 0.193 CANOLA 555.463 0.010 2.5 13.533 CHF -20.444 0.010 2.5 -0.531 COCOA -43.975 0.010 2.5 -1.071 COFFEE -11.879 0.005 2.5 -0.158 COPPER 8.551 0.043 2.5 0.927 CORN 15.684 0.010 2.5 0.382 COTTON2 -152.969 0.010 2.5 -3.727 CRUDE_W 38.717 0.043 2.5 4.198 DAX 87.761 0.014 2.5 2.998 DOW -82.003 0.009 2.5 -1.908 DX -10.117 0.010 2.5 -0.263 EUR -10.460 0.010 2.5 -0.272 EURIBOR-ICE 714.914 0.014 2.5 24.419 EUROSTX 137.516 0.014 2.5 4.697 FEEDCOW 33.756 0.013 2.5 1.120 GASOIL 56.403 0.017 2.5 2.448 GASOLINE 7.028 0.017 2.5 0.305 GAS_US_mini 0.630 0.043 2.5 0.068 GBP 32.040 0.010 2.5 0.832 GOLD_micro -1.511 0.014 2.5 -0.052 HEATOIL 19.714 0.017 2.5 0.856 JGB-SGX-mini -64.578 0.043 2.5 -7.003 JPY -13.412 0.010 2.5 -0.348 LEANHOG 38.891 0.024 2.5 2.367 LIVECOW 43.628 0.013 2.5 1.448 LUMBER-new -211.726 0.010 2.5 -5.158 MXP 333.369 0.059 2.5 48.998 NASDAQ_micro -92.236 0.009 2.5 -2.147 NIKKEI 56.418 0.043 2.5 6.118 NZD 80.897 0.010 2.5 2.102 OAT 212.734 0.014 2.5 7.266 OATIES -68.250 0.010 2.5 -1.663 OJ -27.229 0.010 2.5 -0.663 PALLAD 1.795 0.014 2.5 0.061 PLAT 0.749 0.014 2.5 0.026 REDWHEAT -19.872 0.005 2.5 -0.264 RICE -161.007 0.010 2.5 -3.923 ROBUSTA -30.017 0.005 2.5 -0.399 RUSSELL 74.646 0.013 2.5 2.477 SHATZ 330.567 0.004 2.5 3.357 SILVER-mini 7.667 0.014 2.5 0.262 SMI 67.857 0.014 2.5 2.318 SOFR 72.210 0.024 2.5 4.395 SOYBEAN 55.333 0.004 2.5 0.515 SOYMEAL -72.414 0.004 2.5 -0.674 SOYOIL 38.857 0.004 2.5 0.362 SP400 7.862 0.013 2.5 0.261 SP500_micro -104.220 0.009 2.5 -2.425 SUGAR11 -112.157 0.010 2.5 -2.732 US10 12.087 0.005 2.5 0.153 US10U 22.372 0.005 2.5 0.284 US2 -117.477 0.005 2.5 -1.491 US20 28.975 0.005 2.5 0.368 US30 7.770 0.005 2.5 0.099 US5 6.158 0.005 2.5 0.078 VIX -57.569 0.099 2.5 -14.230 WHEAT -14.586 0.005 2.5 -0.194 ===================== Position diags ===================== AUD 2.13 BITCOIN 20.43 BOBL 2.17 BTP 3.22 BUND 1.05 BUXL 0.44 CAC 2.06 CAD 3.28 CANOLA 11.36 CHF 1.13 COCOA 0.71 COFFEE 0.26 COPPER 1.52 CORN 4.97 COTTON2 2.41 CRUDE_W 4.15 DAX 5.97 DOW 4.74 DX 2.42 EUR 1.47 EURIBOR-ICE 14.84 EUROSTX 2.38 FEEDCOW 0.95 GASOIL 1.37 GASOLINE 1.09 GAS_US_mini 8.16 GBP 2.34 GOLD_micro 1.30 HEATOIL 0.81 JGB-SGX-mini 22.82 JPY 1.78 LEANHOG 5.00 LIVECOW 1.77 LUMBER-new 4.24 MXP 29.69 NASDAQ_micro 1.94 NIKKEI 7.92 NZD 2.42 OAT 3.63 OATIES 3.81 OJ 0.78 PALLAD 0.19 PLAT 0.30 REDWHEAT 1.04 RICE 2.90 ROBUSTA 0.70 RUSSELL 8.94 SHATZ 7.22 SILVER-mini 0.20 SMI 1.16 SOFR 17.11 SOYBEAN 0.92 SOYMEAL 0.92 SOYOIL 0.85 SP400 0.40 SP500_micro 3.73 SUGAR11 3.78 US10 1.53 US10U 1.18 US2 3.34 US20 0.78 US30 0.55 US5 2.46 VIX 15.09 WHEAT 1.28 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.7 4.2 0.0 0 BITCOIN -40.4 -42.5 -38.4 0.0 0 BOBL 1.6 1.3 1.8 0.0 0 BTP 5.8 5.5 6.1 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 0.2 -0.1 0.5 0.0 0 CANOLA 13.5 12.4 14.7 10.0 10 CHF -0.5 -0.6 -0.4 0.0 0 COCOA -1.1 -1.1 -1.0 -2.0 -2 COFFEE -0.2 -0.2 -0.1 0.0 0 COPPER 0.9 0.8 1.1 1.0 1 CORN 0.4 -0.1 0.9 0.0 0 COTTON2 -3.7 -4.0 -3.5 -5.0 -5 CRUDE_W 4.2 3.8 4.6 2.0 2 DAX 3.0 2.4 3.6 0.0 0 DOW -1.9 -2.4 -1.4 -18.0 -18 DX -0.3 -0.5 -0.0 -1.0 -1 EUR -0.3 -0.4 -0.1 0.0 0 EURIBOR-ICE 24.4 22.9 25.9 0.0 0 EUROSTX 4.7 4.5 4.9 9.0 9 FEEDCOW 1.1 1.0 1.2 1.0 1 GASOIL 2.4 2.3 2.6 0.0 0 GASOLINE 0.3 0.2 0.4 1.0 1 GAS_US_mini 0.1 -0.7 0.9 0.0 0 GBP 0.8 0.6 1.1 1.0 1 GOLD_micro -0.1 -0.2 0.1 -1.0 -1 HEATOIL 0.9 0.8 0.9 1.0 1 JGB-SGX-mini -7.0 -9.3 -4.7 0.0 0 JPY -0.3 -0.5 -0.2 1.0 1 LEANHOG 2.4 1.9 2.9 0.0 0 LIVECOW 1.4 1.3 1.6 0.0 0 LUMBER-new -5.2 -5.6 -4.7 0.0 0 MXP 49.0 46.0 52.0 34.0 34 NASDAQ_micro -2.1 -2.3 -2.0 -13.0 -13 NIKKEI 6.1 5.3 6.9 5.0 5 NZD 2.1 1.9 2.3 0.0 0 OAT 7.3 6.9 7.6 8.0 8 OATIES -1.7 -2.0 -1.3 NaN 0 OJ -0.7 -0.7 -0.6 -2.0 -2 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.0 -0.0 0.1 0.0 0 REDWHEAT -0.3 -0.4 -0.2 0.0 0 RICE -3.9 -4.2 -3.6 -3.0 -3 ROBUSTA -0.4 -0.5 -0.3 0.0 0 RUSSELL 2.5 1.6 3.4 0.0 0 SHATZ 3.4 2.6 4.1 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 2.3 2.2 2.4 0.0 0 SOFR 4.4 2.7 6.1 NaN 0 SOYBEAN 0.5 0.4 0.6 0.0 0 SOYMEAL -0.7 -0.8 -0.6 0.0 0 SOYOIL 0.4 0.3 0.4 0.0 0 SP400 0.3 0.2 0.3 2.0 2 SP500_micro -2.4 -2.8 -2.1 -10.0 -10 SUGAR11 -2.7 -3.1 -2.4 -9.0 -9 US10 0.2 0.0 0.3 0.0 0 US10U 0.3 0.2 0.4 2.0 2 US2 -1.5 -1.8 -1.2 NaN 0 US20 0.4 0.3 0.4 0.0 0 US30 0.1 0.0 0.2 0.0 0 US5 0.1 -0.2 0.3 -1.0 -1 VIX -14.2 -15.7 -12.7 -20.0 -20 WHEAT -0.2 -0.3 -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 0.5 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 0.6 0.5 -0.1 0.1 0.1 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 -0.0 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 0.1 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 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 0.8 0.2 0.1 0.6 0.5 0.2 0.7 0.5 0.7 BUND 0.6 0.4 -0.1 0.1 0.1 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 0.5 0.3 -0.1 0.1 0.1 0.0 0.2 -0.2 0.2 0.2 -0.4 0.2 -0.7 0.2 -0.1 0.1 0.1 0.1 0.1 0.0 -0.1 0.2 -0.5 0.2 0.6 0.1 0.2 -0.3 0.2 -0.7 0.2 -0.0 0.2 -0.2 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 0.3 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 -0.0 0.0 0.0 2.7 0.1 -0.0 0.2 -0.0 0.1 0.1 -0.3 -0.3 -0.0 -0.4 0.0 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.6 0.0 -0.0 -0.0 -0.3 -0.1 -0.7 -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 2.1 0.2 0.2 0.2 0.2 -0.2 0.2 -0.7 0.5 0.6 0.6 0.5 0.2 0.7 0.3 0.7 CHF 0.1 0.4 -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 -0.2 0.1 0.0 0.2 0.0 0.2 0.1 -1.1 -0.0 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 -0.2 -0.5 -0.6 -0.4 0.1 0.0 0.3 0.2 COFFEE -0.6 -0.6 -0.6 -0.0 -0.0 -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 -0.1 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 0.6 CORN 0.3 -0.0 0.1 -0.0 -0.0 -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 -0.2 0.2 -1.1 0.5 0.6 -0.0 0.2 0.1 -0.2 0.2 0.0 COTTON2 0.1 0.1 0.1 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.2 -0.5 0.2 -0.7 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.2 -0.5 0.0 -1.0 -0.1 0.2 -0.4 0.2 -0.7 0.1 -1.1 0.5 0.3 -0.3 -0.3 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.3 0.6 0.2 0.2 0.1 0.3 0.2 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 0.2 0.9 0.1 0.1 0.1 0.1 -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 -0.1 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.3 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -1.8 0.1 0.1 0.2 0.1 0.3 0.0 -0.2 0.1 -0.4 -0.2 -0.1 0.4 0.7 0.3 0.7 DOW -0.2 -0.3 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.0 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 -1.1 0.0 -0.0 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 0.4 0.2 -0.6 -0.6 0.2 0.7 0.4 0.7 EUR -0.1 0.1 -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 0.6 -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 0.1 0.2 -0.4 0.1 0.2 0.0 0.2 -0.1 0.2 0.8 0.2 0.4 0.5 -0.1 0.6 0.7 0.7 0.7 EUROSTX 0.1 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 -1.2 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 -0.0 -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 0.2 0.3 0.7 0.7 0.7 0.7 GASOIL 0.3 0.6 0.0 0.2 0.1 0.3 0.2 0.2 0.2 0.1 0.3 0.2 0.4 0.2 0.1 0.4 0.3 0.4 0.4 0.2 0.1 0.2 0.2 0.2 -0.4 0.2 0.2 0.4 0.2 0.4 0.2 1.1 0.5 0.4 0.2 0.1 -0.1 0.7 -0.3 0.1 GASOLINE 0.3 0.6 0.1 0.2 0.1 0.3 0.2 0.2 0.2 0.2 0.3 0.2 0.2 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 0.1 0.2 -2.2 0.2 0.1 0.2 0.2 0.1 0.2 -1.1 -0.0 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 0.3 0.1 -0.0 0.2 -0.1 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 0.1 0.3 0.0 0.4 0.1 0.3 -0.0 -0.3 -0.1 0.2 -0.2 -0.2 -0.0 -0.3 GOLD_micro -0.1 -0.4 -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 0.1 -2.3 0.1 0.0 0.3 0.0 0.4 0.1 -0.3 0.1 0.3 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 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.2 0.1 0.2 -1.8 0.1 0.1 0.2 0.2 0.2 0.2 1.1 0.3 0.2 -0.0 -0.0 0.2 0.4 -0.2 -0.3 JGB-SGX-mini 0.6 0.5 -0.2 0.0 0.0 0.0 0.1 -0.1 0.1 0.0 -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 0.0 -0.3 0.1 -0.4 0.0 0.4 0.1 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 -0.1 -0.1 -0.0 -0.3 0.0 -0.5 -0.2 -0.1 -0.2 -0.4 -0.1 -0.5 0.0 -0.6 LEANHOG -0.5 0.4 0.3 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.2 0.4 -0.0 0.6 0.0 0.2 -0.4 -0.1 -0.4 -0.4 0.1 0.2 0.1 0.4 0.0 -0.8 0.1 0.2 0.4 0.0 0.5 0.0 0.0 0.5 -0.3 0.6 0.6 -0.3 0.3 -0.1 0.7 LIVECOW -0.1 0.3 0.5 -0.0 -0.0 -0.2 -0.1 -0.6 -0.0 -0.1 0.3 0.1 0.5 0.1 0.2 0.3 0.1 0.1 0.1 0.2 0.2 0.0 0.5 0.1 -2.7 0.0 -0.1 0.1 -0.1 0.5 -0.0 1.1 0.1 0.2 0.0 0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.3 0.6 -0.1 -0.0 -0.0 -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 0.1 0.2 0.2 0.0 0.3 0.0 0.3 0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 0.0 0.5 0.1 0.7 0.2 1.1 0.1 0.2 0.6 0.6 0.3 0.3 0.7 0.4 NASDAQ_micro -0.5 -0.6 -0.2 0.1 0.1 0.2 0.1 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 -0.0 0.3 -0.1 -2.7 -0.1 0.1 0.0 -0.0 0.2 -0.1 -0.2 -0.2 -0.6 -0.6 -0.6 0.3 -0.7 0.3 -0.7 NIKKEI 0.2 -0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.3 0.1 -1.5 0.1 0.1 0.3 0.1 0.4 0.1 1.1 0.1 0.5 0.4 0.3 -0.4 -0.0 -0.5 0.1 NZD -0.2 0.6 0.5 0.1 0.0 0.2 0.0 0.2 0.1 -0.0 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 -0.2 -0.1 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.6 0.6 0.2 0.1 0.1 0.0 0.2 -0.2 0.2 0.2 0.5 0.2 0.1 0.2 0.2 0.2 0.3 0.3 0.3 0.2 0.2 0.2 0.1 0.2 -0.1 0.2 0.2 0.5 0.2 0.3 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 -0.0 -0.2 -0.1 -0.5 -0.0 0.1 -0.3 0.2 -0.5 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.0 -0.1 0.2 -0.4 0.2 -0.3 0.1 0.1 -0.3 0.2 -0.6 0.2 -0.3 0.5 0.6 0.3 -0.0 -0.2 -0.7 -0.1 -0.7 OJ -0.4 0.2 0.5 -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 -0.5 -0.1 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 0.1 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 -0.0 -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 0.1 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 0.2 -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 -0.0 -0.2 -0.1 -0.6 -0.0 -0.0 -0.1 0.1 -0.5 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 0.1 -0.1 0.2 -0.7 0.5 0.6 0.5 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.5 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 -0.3 -0.1 0.2 -0.0 -0.1 -0.2 -0.2 -0.5 -0.1 -0.8 -0.5 -0.3 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 -0.0 -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 0.1 -0.6 -0.3 -0.3 0.1 0.2 0.5 0.4 RUSSELL -0.4 -0.0 0.3 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.4 0.0 1.0 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 0.4 0.4 -0.1 0.1 0.1 0.0 0.2 -0.1 0.2 -0.0 -0.3 0.1 -0.4 0.2 0.0 0.2 -0.2 0.0 -0.1 0.0 -0.1 0.1 -0.3 0.1 1.7 0.0 0.0 -0.3 0.1 -0.5 0.1 -1.1 -0.3 -0.3 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 -0.1 0.6 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.5 0.2 0.7 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 -0.4 0.7 -0.4 0.7 SOFR 0.6 0.2 -0.3 0.1 0.1 0.0 0.2 -0.1 0.2 0.1 -0.0 0.2 0.4 0.2 0.1 0.1 0.1 0.2 0.2 0.1 0.0 0.2 0.1 0.2 -2.7 0.1 0.1 0.1 0.2 0.2 0.2 0.3 0.4 0.6 0.3 0.2 -0.4 -0.4 -0.5 -0.7 SOYBEAN 0.6 0.3 0.0 -0.0 -0.0 -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 0.1 0.2 -1.0 0.2 0.2 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 0.6 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 0.1 -0.1 0.2 -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 0.2 0.2 0.0 0.2 -0.5 0.5 0.6 0.1 0.4 -0.6 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.3 -0.0 -0.0 -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 0.4 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 0.1 0.3 0.4 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.1 0.5 0.1 0.0 0.3 0.1 0.2 0.1 -0.1 -0.2 0.1 0.3 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.4 -0.5 -0.0 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.0 0.6 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.5 -0.0 -2.2 -0.0 0.1 0.1 -0.0 0.3 -0.0 -0.3 -0.4 -0.6 -0.6 -0.5 0.4 -0.7 0.6 -0.7 SUGAR11 -0.1 -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 -0.0 -2.7 -0.0 0.1 -0.2 0.0 -0.5 -0.0 1.1 0.5 -0.2 -0.2 0.1 0.0 -0.6 0.2 -0.4 US10 0.6 0.0 -0.2 0.1 0.1 0.0 0.2 -0.1 0.2 0.1 0.2 0.2 0.4 0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.2 -1.3 0.1 0.1 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 0.1 0.0 0.2 -0.2 0.2 0.1 0.3 0.2 0.4 0.2 0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.2 0.1 0.2 -2.1 0.2 0.1 0.3 0.2 0.4 0.2 -0.3 0.3 0.2 -0.0 0.3 -0.4 -0.2 -0.5 -0.7 US2 0.4 -0.0 -0.2 0.1 0.1 0.0 0.2 -0.1 0.2 -0.1 -0.1 0.0 0.0 0.1 -0.0 -0.2 -0.3 -0.2 -0.2 0.0 -0.0 0.0 -0.0 0.0 1.7 0.0 -0.0 -0.0 0.1 0.0 0.1 -1.1 -0.3 -0.0 -0.4 -0.0 -0.4 -0.7 -0.4 -0.7 US20 0.6 0.2 -0.1 0.1 0.1 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 -1.4 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 0.5 0.2 -0.1 0.1 0.1 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 -0.0 -0.2 0.1 0.1 -0.4 0.4 -0.1 -0.6 US5 0.6 0.0 -0.2 0.1 0.1 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 0.1 0.1 0.2 -1.0 0.1 0.1 0.1 0.2 0.2 0.2 -0.5 0.2 0.3 -0.1 0.2 -0.4 -0.7 -0.5 -0.7 VIX 0.6 0.7 -0.3 0.0 -0.1 -0.2 0.1 -0.3 0.1 -0.1 -0.7 0.1 -0.9 0.1 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 0.0 -0.3 0.1 NaN 0.0 -0.1 -0.2 0.1 -0.3 0.1 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.4 0.5 0.2 -0.0 -0.0 -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 0.1 0.2 0.2 -0.1 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 3.4 15.1 16.9 12.0 -2.2 8.6 1.3 5.4 8.8 -8.1 13.8 6.4 11.3 12.1 14.0 1.0 -0.4 0.7 0.2 20.0 16.6 5.8 10.2 15.6 11.3 20.0 -1.0 17.2 5.5 9.6 16.4 6.2 -1.2 14.5 17.8 16.1 -2.8 20.0 2.2 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 -5.2 0.9 -20.0 -18.0 BOBL 17.6 14.7 -3.8 11.8 13.6 0.6 20.0 -4.2 20.0 18.6 -4.1 20.0 -4.9 20.0 10.1 -20.0 -4.9 -19.8 -10.6 11.6 -0.1 19.3 -5.9 20.0 3.9 13.6 17.2 -1.8 20.0 -7.9 20.0 -18.8 2.0 6.1 16.1 -5.4 7.3 20.0 15.8 20.0 BTP 13.1 11.7 1.0 13.6 15.6 0.6 20.0 -4.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.2 11.9 16.3 14.0 20.0 16.3 20.0 16.8 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 14.7 6.5 2.6 20.0 15.1 4.9 20.0 13.7 20.0 BUND 19.5 13.0 -2.4 13.1 15.0 0.6 20.0 -4.7 20.0 20.0 -3.7 20.0 -13.2 20.0 10.1 20.0 9.5 18.5 13.5 12.9 -0.2 20.0 -8.5 20.0 0.2 18.1 20.0 0.5 20.0 -7.8 20.0 11.9 10.5 9.0 18.2 -3.5 3.2 20.0 10.3 20.0 BUXL 15.3 8.1 -3.1 12.0 13.7 0.6 20.0 -4.3 20.0 20.0 -14.7 20.0 -20.0 19.3 -7.2 5.2 3.9 5.0 4.6 1.8 -11.0 19.0 -20.0 14.3 4.3 5.8 20.0 -10.4 20.0 -19.7 20.0 -0.2 7.5 -6.5 4.4 -10.8 -5.5 20.0 1.8 12.8 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 14.5 20.0 12.5 20.0 CAD -2.9 6.2 12.8 15.2 1.4 11.2 2.8 7.0 11.0 -11.8 3.0 -15.2 2.8 1.5 7.5 -6.4 -7.4 -7.1 -7.4 6.2 5.1 -4.9 0.7 1.0 20.0 10.2 -1.7 7.4 -2.0 2.2 5.1 -6.4 -12.9 -1.4 -12.4 1.5 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 20.0 0.9 -2.2 -3.6 -10.0 -8.2 -18.2 -4.0 18.0 -4.6 20.0 -3.3 20.0 19.2 -20.0 -15.4 -19.4 -18.0 20.0 5.9 20.0 -3.4 20.0 15.6 20.0 17.6 6.3 20.0 -4.5 20.0 -13.0 20.0 20.0 20.0 15.7 6.0 20.0 10.0 20.0 CHF 1.8 10.9 -1.0 7.5 0.7 5.5 1.4 3.5 5.4 -3.9 2.0 -4.2 6.7 3.0 3.1 -12.4 -15.8 -14.3 -15.0 5.2 4.4 -0.4 4.1 3.2 -1.1 7.0 0.9 5.6 1.7 5.0 5.4 -20.0 -0.3 2.1 1.3 1.5 -11.8 -20.0 -10.7 -20.0 COCOA -20.0 -20.0 -20.0 -0.7 -1.1 -3.1 -2.6 -5.6 -1.2 -6.0 -6.9 -6.7 -5.3 -7.0 -7.1 -5.8 3.5 -4.5 -1.9 -19.4 -16.4 -15.2 -10.2 -19.4 -20.0 -12.2 -5.8 -10.5 -10.4 -5.6 -12.7 16.9 -9.9 -14.6 -20.0 -13.4 3.8 1.4 8.6 6.4 COFFEE -20.0 -20.0 -19.2 -1.9 -3.0 -8.4 -6.9 -15.2 -3.3 -6.8 -0.1 -15.5 6.4 -17.2 -17.5 13.1 18.5 20.0 20.0 -20.0 -15.3 -19.9 4.5 -20.0 -20.0 -18.6 1.3 -8.3 -5.2 10.0 -15.1 20.0 20.0 -20.0 -20.0 -20.0 20.0 18.0 20.0 20.0 COPPER -11.5 -1.9 9.9 2.7 3.6 5.5 2.3 6.9 1.2 1.6 4.6 -3.7 4.0 -2.2 3.2 -6.0 -6.3 -6.5 -6.5 3.2 5.3 -0.2 4.8 -0.1 -1.0 2.8 2.4 4.2 1.5 5.1 1.4 -1.4 -4.1 7.1 2.0 -1.7 20.0 20.0 16.7 19.3 CORN 10.2 -0.1 2.6 -2.5 -4.1 -11.3 -9.3 -20.0 -4.4 20.0 4.0 20.0 -11.0 18.5 3.1 -20.0 -20.0 -20.0 -20.0 3.8 -2.1 14.2 -9.6 10.7 12.4 9.8 20.0 0.6 20.0 -6.9 20.0 -20.0 20.0 20.0 -1.5 7.6 2.0 -6.1 6.5 0.3 COTTON2 2.6 2.0 3.8 -2.5 -3.9 -11.0 -9.0 -19.9 -4.3 20.0 -19.9 14.8 -20.0 -1.0 -12.4 -20.0 -19.7 -20.0 -20.0 -7.9 -13.6 19.2 -20.0 2.4 -7.7 -5.5 20.0 -13.9 20.0 -19.4 10.5 -20.0 20.0 10.3 -9.0 -8.8 -10.2 -15.7 -9.2 -8.1 CRUDE_W 8.1 18.1 7.4 15.8 13.4 10.5 15.1 5.4 16.5 16.3 -2.4 17.4 -8.9 17.6 15.3 5.4 4.2 3.2 2.9 11.2 3.7 13.2 -3.3 14.3 6.9 12.7 8.2 3.6 13.5 -4.8 15.9 -0.2 -1.8 0.6 -8.9 -8.8 11.0 20.0 1.6 8.6 DAX 0.2 -3.1 3.3 10.6 12.2 11.4 10.2 11.6 10.1 5.9 11.2 11.6 16.6 4.7 11.3 -9.0 -7.6 -8.8 -8.0 7.8 9.6 7.1 14.0 6.6 -13.3 5.2 6.2 6.2 5.7 8.5 4.3 -3.4 2.1 -12.9 -5.7 -2.4 12.3 20.0 9.5 20.0 DOW -6.5 -8.0 4.7 7.7 8.9 8.2 7.4 8.4 7.3 2.2 12.4 -3.6 13.3 2.4 10.1 -6.6 -7.9 -7.2 -7.4 5.8 10.3 -2.8 12.2 0.6 -8.6 3.7 -1.0 7.0 -2.6 8.4 -0.0 -3.4 -20.0 -9.0 -7.3 0.7 -2.4 -20.0 -7.2 -20.0 DX 3.7 -7.2 -0.1 11.2 1.0 8.2 2.1 5.2 8.1 7.3 -2.0 8.4 -10.2 -1.8 -4.8 4.8 5.9 5.3 5.6 -4.2 -4.0 4.4 -4.9 -0.8 -20.0 -7.1 5.6 -6.3 3.8 -5.0 -2.6 16.3 14.8 6.1 -20.0 -20.0 5.7 20.0 11.2 20.0 EUR -4.3 1.6 -3.8 12.3 1.1 9.0 2.3 5.7 8.9 -7.7 1.9 -12.5 11.8 -2.2 1.5 -6.6 -7.9 -7.4 -7.7 3.0 4.5 -4.4 7.0 -0.9 6.2 8.0 0.0 8.4 -1.8 8.6 3.2 -6.9 -7.9 -7.4 -6.4 1.7 -9.8 -20.0 -6.5 -20.0 EURIBOR-ICE 20.0 17.0 -6.6 9.1 10.4 0.4 18.9 -3.2 18.7 15.6 -0.3 16.9 5.4 17.1 10.3 13.0 12.1 13.3 13.1 12.8 3.5 18.5 1.9 20.0 -2.7 13.2 18.0 0.8 20.0 -1.9 20.0 14.5 6.6 12.0 16.6 -3.4 18.7 20.0 20.0 20.0 EUROSTX 2.2 2.0 11.3 11.8 13.7 12.7 11.5 13.0 11.3 18.6 20.0 19.1 20.0 19.2 19.7 9.3 1.9 7.1 4.1 20.0 20.0 20.0 20.0 19.0 -8.6 17.9 20.0 19.2 20.0 16.8 17.3 14.4 17.0 7.7 10.9 11.6 8.5 20.0 4.3 20.0 FEEDCOW -3.6 15.4 20.0 -2.1 -3.4 -9.5 -7.8 -17.2 -3.7 -6.9 16.1 4.1 17.3 15.1 19.2 19.4 11.0 15.9 14.3 20.0 20.0 0.0 20.0 13.1 -20.0 6.4 -7.1 13.6 -9.5 20.0 -2.3 20.0 -4.0 -1.3 7.4 10.6 20.0 20.0 20.0 20.0 GASOIL 9.5 17.8 1.3 14.7 12.5 9.8 14.1 5.0 15.3 15.5 9.8 15.2 10.1 15.8 11.7 18.8 16.3 18.5 17.9 15.2 9.8 20.0 6.3 20.0 -2.7 18.7 20.0 14.6 20.0 10.3 20.0 20.0 19.2 11.5 7.5 4.3 -2.5 20.0 -10.3 4.4 GASOLINE 10.5 18.0 3.3 16.5 14.0 11.0 15.8 5.6 17.2 17.4 10.3 18.4 5.1 18.8 16.6 -20.0 -20.0 -20.0 -20.0 15.0 8.1 16.8 2.9 18.4 -16.4 15.8 9.6 7.8 14.7 1.5 18.1 -20.0 -2.0 4.1 -1.9 -4.9 8.0 20.0 -2.4 20.0 GAS_US_mini -9.7 5.0 3.9 5.6 5.3 3.7 5.4 1.9 5.8 -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 -7.0 -11.9 -15.6 -7.0 7.6 -8.2 5.1 -20.0 GBP -11.8 4.0 5.5 15.5 1.4 11.4 2.9 7.1 11.2 -5.3 6.6 -13.8 13.3 -6.4 7.4 -0.2 0.0 0.1 0.1 4.8 7.1 -6.9 7.8 -3.2 0.0 12.3 5.8 12.9 0.3 11.7 4.8 6.5 -0.1 -9.4 -4.2 6.6 -6.8 -6.8 -1.4 -8.8 GOLD_micro -1.9 -11.5 -12.6 2.4 3.2 4.9 2.0 6.1 1.1 3.9 5.4 1.2 6.1 2.5 3.9 -4.6 -9.3 -6.4 -7.7 6.9 7.8 4.5 7.4 5.1 -17.6 7.7 2.7 9.4 3.8 10.0 5.5 -5.0 3.3 10.8 18.8 12.8 15.7 6.0 -3.5 -13.6 HEATOIL 10.5 18.6 0.9 11.5 9.8 7.7 11.0 3.9 12.0 12.3 6.1 12.5 6.3 12.4 8.4 20.0 18.1 20.0 20.0 12.0 7.3 17.8 4.6 16.3 -13.8 11.2 11.4 7.3 14.4 5.1 14.2 20.0 12.9 5.5 -0.0 -0.8 6.9 12.5 -7.3 -10.2 JGB-SGX-mini 20.0 15.6 -5.2 4.5 5.1 0.2 9.3 -1.6 9.2 1.8 -7.5 6.4 -8.4 4.0 -5.1 2.3 10.0 1.9 6.0 -3.2 -9.7 8.1 -11.4 5.2 0.3 -4.8 1.2 -10.8 6.7 -11.6 3.6 7.0 5.8 1.7 -10.0 -20.0 -5.4 -20.0 0.7 -20.0 JPY 3.3 17.7 1.0 8.8 0.8 6.4 1.6 4.1 6.3 -9.5 -8.2 -4.4 -9.4 0.2 -1.7 -7.9 -10.2 -8.7 -9.2 -1.5 -6.2 -4.7 -9.0 -0.5 20.0 0.4 -7.6 -5.2 -2.4 -8.1 2.0 -10.2 -8.0 -2.1 -5.6 -13.6 -3.9 -14.8 1.2 -17.9 LEANHOG -15.0 11.0 9.6 -2.6 -4.1 -11.5 -9.4 -20.0 -4.5 20.0 14.6 -0.4 17.8 4.6 15.4 -20.0 -2.5 -20.0 -20.0 13.0 15.3 8.2 14.3 4.4 -5.7 13.2 20.0 16.4 1.8 13.4 0.4 0.9 19.9 -8.4 19.1 20.0 -9.8 9.7 -4.0 19.8 LIVECOW -1.7 9.8 13.9 -2.0 -3.3 -9.2 -7.5 -16.6 -3.6 -10.1 11.9 4.8 14.8 12.2 16.9 14.2 5.9 3.8 2.7 16.6 17.9 1.5 20.0 11.0 -20.0 2.3 -6.7 4.2 -5.0 12.8 -0.0 20.0 2.6 6.3 1.2 1.1 20.0 20.0 20.0 20.0 LUMBER-new -8.4 16.7 -3.1 -1.7 -2.7 -7.4 -6.1 -13.4 -2.9 -14.3 -13.7 -14.2 -13.7 -7.1 -8.7 -20.0 -20.0 -20.0 -20.0 -7.9 -12.9 -18.6 -17.0 -11.6 NaN -8.2 -18.5 -12.0 -17.1 -13.5 -11.3 -20.0 -17.4 -13.5 -5.6 -11.6 1.0 20.0 4.1 20.0 MXP -3.0 1.6 7.4 16.9 1.5 12.4 3.2 7.8 12.2 12.4 20.0 16.6 20.0 19.8 20.0 9.5 12.6 11.3 11.9 20.0 20.0 8.8 20.0 17.6 -20.0 20.0 5.5 20.0 7.7 20.0 18.2 20.0 2.9 6.0 20.0 20.0 8.7 8.0 20.0 10.9 NASDAQ_micro -15.2 -17.5 -6.6 7.9 9.2 8.5 7.7 8.7 7.5 7.5 5.3 -5.5 12.0 -7.0 -3.4 -7.3 -8.5 -7.9 -8.1 -4.7 2.8 -0.0 11.0 -6.2 -20.0 -4.8 7.6 0.7 -0.7 6.9 -5.6 -4.5 -6.7 -20.0 -20.0 -19.0 8.8 -20.0 10.4 -20.0 NIKKEI 5.7 -5.5 1.8 5.0 5.8 5.4 4.9 5.5 4.8 6.4 9.0 7.2 8.9 7.8 8.3 8.8 8.0 8.7 7.9 11.6 12.1 10.2 11.7 10.9 -11.1 9.2 8.9 10.4 7.4 10.5 8.3 20.0 2.9 14.9 13.9 8.4 -10.5 -0.3 -15.6 3.6 NZD -5.3 18.6 14.7 10.1 0.9 7.4 1.9 4.7 7.3 -4.1 4.5 -6.8 0.1 6.2 8.8 -3.5 -3.5 -3.8 -3.8 8.1 5.2 -1.7 0.4 4.0 11.5 9.5 0.5 5.5 -2.2 -0.4 4.5 0.0 -9.6 -2.8 2.1 0.4 -3.5 20.0 6.3 20.0 OAT 18.0 18.9 6.5 13.0 14.9 0.6 20.0 -4.7 20.0 20.0 17.3 20.0 2.2 20.0 20.0 12.4 12.7 13.4 14.0 20.0 14.3 20.0 3.3 20.0 -1.0 20.0 20.0 18.9 20.0 7.2 20.0 16.0 19.2 11.8 20.0 18.6 1.9 20.0 10.8 20.0 OATIES 15.3 9.5 -1.0 -1.8 -3.0 -8.3 -6.8 -15.0 -3.3 13.1 -10.8 16.2 -12.6 15.5 5.3 -2.5 -11.0 -9.7 -12.5 4.1 -7.6 19.5 -13.7 14.8 -2.5 6.3 16.1 -9.4 20.0 -17.3 20.0 -5.3 20.0 20.0 8.4 -1.0 -6.0 -20.0 -3.2 -20.0 OJ -12.4 6.0 16.8 -0.7 -1.1 -3.1 -2.5 -5.6 -1.2 -0.4 -3.7 -1.9 -5.6 -1.8 0.3 6.1 2.9 3.0 1.6 -1.4 -2.6 -1.0 -5.0 -1.7 -20.0 -0.6 -0.4 -0.7 -2.9 -2.8 -2.8 18.9 -0.7 -14.5 -1.8 3.2 -13.6 -16.1 -8.9 -17.4 PALLAD -11.3 -3.9 -1.6 2.6 3.4 5.2 2.1 6.4 1.1 6.0 3.3 -3.1 4.1 -3.5 0.6 -2.6 -3.0 -2.8 -2.9 1.3 4.2 1.1 4.7 -0.6 10.3 -0.4 2.6 3.4 0.7 6.1 -1.4 4.4 -1.7 -2.3 -9.2 -6.1 12.1 0.6 0.2 -6.2 PLAT -19.1 -6.3 -10.9 2.4 3.2 4.9 2.0 6.1 1.1 5.9 2.7 -3.7 4.4 -4.0 0.4 -1.8 -3.4 -2.5 -2.9 1.2 4.6 -0.3 5.2 -1.9 -0.9 1.4 1.6 5.6 -0.1 7.8 -1.4 4.1 -1.4 -7.9 -9.5 1.7 20.0 9.3 3.8 -2.9 REDWHEAT 7.3 12.1 11.9 -2.0 -3.2 -8.9 -7.3 -16.1 -3.5 -2.9 -2.7 5.9 -15.2 10.7 10.2 -14.2 -16.1 -15.2 -15.9 8.2 1.1 8.8 -8.2 11.7 7.0 12.3 -2.0 5.4 11.2 -3.1 15.7 -12.3 20.0 20.0 14.1 16.0 -20.0 -20.0 -20.0 -20.0 RICE -16.6 19.5 12.3 -0.9 -1.5 -4.1 -3.4 -7.5 -1.6 -7.7 -6.2 -8.2 -8.0 -2.1 0.3 -19.9 -14.5 -20.0 -19.5 -3.6 -6.8 -17.0 -12.9 -9.7 1.2 -1.8 -14.2 -5.7 -17.5 -14.2 -9.4 -14.5 -20.0 -9.1 6.1 2.0 -16.4 -16.9 -11.2 -17.3 ROBUSTA -17.1 -3.2 -12.7 -1.1 -1.8 -4.9 -4.0 -8.9 -1.9 0.1 0.1 -7.4 -2.7 -8.0 -7.8 20.0 15.7 20.0 17.0 -8.6 -6.2 -7.4 -3.0 -9.8 -20.0 -6.8 1.1 -4.8 -6.1 -2.2 -7.9 20.0 2.6 -20.0 -9.4 -10.5 4.3 5.0 13.6 12.5 RUSSELL -11.0 -0.8 10.0 8.9 10.3 9.6 8.7 9.8 8.5 9.6 13.5 4.8 14.5 6.2 11.4 -4.7 -5.2 -4.9 -4.9 8.7 13.5 1.2 14.0 3.2 7.1 6.1 2.8 9.8 0.5 10.3 1.9 1.1 -11.4 -17.4 -0.2 0.9 -4.8 -20.0 -12.5 -20.0 SHATZ 10.8 13.9 -3.7 10.2 11.7 0.5 20.0 -3.7 20.0 -0.1 -9.8 13.9 -12.1 16.8 4.0 8.7 -10.8 1.5 -4.8 4.1 -5.5 6.0 -10.0 8.9 12.9 3.6 1.9 -9.4 8.4 -13.7 11.6 -20.0 -12.9 -9.0 5.2 -9.1 12.5 20.0 17.7 20.0 SILVER-mini 20.0 7.5 9.8 7.2 6.0 8.1 7.4 8.0 7.1 7.2 8.3 8.1 8.0 8.3 8.4 -3.3 -5.8 -4.3 -5.1 20.0 17.2 20.0 11.0 20.0 -7.4 16.7 16.9 16.6 17.6 14.3 16.3 0.1 20.0 20.0 20.0 20.0 6.2 19.8 -18.2 -6.2 SMI 18.7 -1.8 19.5 10.9 12.7 11.7 10.6 12.0 10.4 15.5 19.6 18.9 18.2 19.4 19.6 13.1 7.4 12.1 9.8 20.0 20.0 20.0 20.0 20.0 10.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 14.0 20.0 -10.6 20.0 -10.6 20.0 SOFR 20.0 5.9 -10.3 9.9 11.3 0.5 20.0 -3.5 20.0 10.0 -0.2 17.1 12.2 16.5 5.3 7.4 6.7 7.9 7.7 9.2 2.5 20.0 4.2 20.0 -20.0 13.1 13.1 5.1 20.0 5.0 20.0 5.1 18.4 20.0 8.1 6.6 -12.6 -12.2 -16.3 -20.0 SOYBEAN 20.0 10.3 1.3 -2.5 -4.1 -11.4 -9.4 -20.0 -4.5 20.0 11.6 20.0 9.4 20.0 10.9 1.1 -4.6 -2.0 -3.6 17.6 9.0 20.0 1.9 20.0 -7.2 20.0 20.0 15.8 20.0 8.3 20.0 8.0 20.0 20.0 20.0 17.2 -20.0 -13.4 -20.0 -10.4 SOYMEAL 17.8 -0.7 -2.6 -1.6 -7.4 -7.8 -8.3 -14.1 -3.2 13.5 -5.3 14.5 -9.9 12.6 -6.6 -11.7 -14.0 -12.1 -13.3 2.4 -1.7 12.1 -5.9 9.6 -14.5 8.8 14.1 6.1 18.4 1.0 15.6 -8.5 20.0 20.0 3.7 13.8 -19.2 -18.7 -14.5 -18.1 SOYOIL 20.0 20.0 8.3 -2.3 -3.7 -10.4 -8.6 -18.9 -4.1 20.0 11.7 20.0 13.3 20.0 20.0 -7.4 -6.3 -8.1 -7.6 20.0 20.0 20.0 13.1 20.0 -19.4 20.0 20.0 19.0 20.0 8.5 20.0 3.5 20.0 20.0 20.0 20.0 -10.4 -20.0 -11.5 -20.0 SP400 2.0 8.3 13.8 9.3 10.7 10.0 9.0 10.2 8.8 6.4 15.7 11.7 13.7 14.2 15.7 -6.7 -6.3 -6.6 -6.4 15.9 15.5 7.2 12.1 12.4 3.4 11.5 2.8 9.6 5.8 6.3 10.1 -1.1 -10.1 4.2 7.8 7.2 -3.4 -20.0 -9.0 -20.0 SP500_micro -10.9 -14.5 -1.5 9.9 11.4 10.6 9.5 10.8 9.4 9.3 14.7 0.0 17.5 -1.9 9.5 -8.4 -9.4 -8.9 -9.0 0.9 8.9 1.5 16.8 -2.2 -16.7 -2.2 6.9 3.0 -0.7 8.3 -3.9 -6.0 -14.6 -20.0 -20.0 -14.8 12.7 -20.0 16.9 -20.0 SUGAR11 -3.8 -0.3 1.9 -1.5 -2.4 -6.6 -5.4 -12.0 -2.6 11.9 -12.7 0.4 -13.9 -6.6 -9.4 20.0 13.6 18.8 15.3 -7.7 -11.6 3.1 -15.7 -3.7 -20.0 -3.7 7.0 -7.6 4.0 -12.5 -1.5 20.0 20.0 -5.2 -7.5 3.8 1.2 -18.7 5.8 -11.6 US10 20.0 0.8 -6.1 9.6 10.9 0.4 19.9 -3.4 19.8 8.6 6.1 16.0 9.8 14.6 3.0 2.5 1.3 2.8 2.5 6.3 2.3 15.4 3.3 14.4 -10.0 9.6 10.4 4.5 20.0 5.6 19.9 -3.9 8.7 9.3 -2.3 4.4 -11.3 -20.0 -10.8 -20.0 US10U 19.9 0.8 -5.0 12.9 14.7 0.6 20.0 -4.6 20.0 13.1 10.2 20.0 11.6 19.9 4.8 2.8 0.8 3.0 2.1 9.2 4.2 20.0 4.5 19.9 -15.7 15.6 15.4 10.0 20.0 10.7 20.0 -4.9 10.5 7.4 -0.2 8.5 -11.3 -5.9 -14.7 -20.0 US2 13.2 -1.3 -5.1 10.2 11.7 0.5 20.0 -3.6 20.0 -13.5 -3.4 3.3 0.6 6.4 -2.2 -12.0 -13.2 -10.6 -11.0 0.3 -2.0 1.2 -1.4 3.8 13.1 2.9 -2.1 -1.0 7.2 0.9 9.4 -20.0 -11.7 -1.4 -12.4 -0.8 -11.3 -20.0 -13.4 -20.0 US20 18.3 5.3 -2.7 9.2 10.5 0.4 19.2 -3.3 19.0 11.5 7.0 16.4 3.1 15.3 6.3 5.3 4.0 5.3 4.8 8.4 3.8 14.9 1.7 15.3 -10.2 12.9 9.1 8.6 18.4 6.8 19.6 0.3 3.5 0.9 5.1 6.6 -8.5 15.1 -6.2 -20.0 US30 15.7 5.3 -2.8 10.7 12.2 0.5 20.0 -3.8 20.0 11.2 0.9 18.2 -5.8 16.7 2.3 2.8 -0.3 2.3 1.2 6.4 0.9 14.0 -2.4 14.0 -5.8 12.2 10.0 6.8 19.3 3.8 20.0 -6.7 -0.5 -6.0 1.7 3.4 -10.9 11.6 -3.9 -18.2 US5 20.0 0.8 -6.0 11.0 12.5 0.5 20.0 -3.9 20.0 6.5 3.5 16.9 10.9 15.4 2.4 -0.2 -1.7 0.2 -0.3 6.3 1.8 15.5 3.1 15.0 -7.8 10.6 10.3 4.4 20.0 5.8 20.0 -9.0 6.3 10.2 -3.4 5.3 -12.2 -20.0 -13.9 -20.0 VIX 11.5 14.2 -6.3 1.4 -5.0 -4.1 4.5 -4.5 6.4 -10.1 -15.2 3.9 -16.2 5.8 -11.6 -20.0 -20.0 -20.0 -20.0 -1.5 -6.9 0.7 -7.6 3.1 NaN 1.2 -5.0 -4.7 5.3 -5.1 7.2 NaN NaN NaN NaN NaN -1.2 -20.0 NaN NaN WHEAT 12.0 16.4 5.9 -2.3 -3.6 -10.2 -8.3 -18.4 -4.0 11.7 -9.9 15.2 -18.8 16.4 7.1 -17.3 -18.6 -18.4 -18.3 10.1 -1.1 20.0 -11.9 19.0 10.8 18.1 13.1 6.3 20.0 -3.9 20.0 -16.1 20.0 20.0 20.0 14.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3