******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260226_204047 produced at 2026-02-26 21:37:03.138959 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.24 0.0 0.00 0.00 0.00 0.00 -6.68 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 -40.66 59.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.13 0.0 999.00 -999.00 -0.17 -0.17 -15.05 999999999.0 -20 -20 caleb_strategy_v3 US2 False True 0.09 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.38 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.06 0.0 0.15 -0.15 -0.07 -0.05 -4.19 11.0 -5 -4 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.30 -0.05 0.0 0.49 -0.49 -0.30 -0.30 -2.13 23.0 -14 -14 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.26 4.0 -3 -3 caleb_strategy_v3 CHF False False 0.07 0.00 -0.04 0.0 0.89 -0.89 0.00 0.00 -0.55 13.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.47 3.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.13 -0.03 0.0 0.70 -0.70 -0.13 -0.10 -2.35 48.0 -9 -7 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.87 -0.87 0.00 0.00 -0.25 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 -1.78 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 -2.75 18.0 -9 -9 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -0.67 3.0 -2 -2 caleb_strategy_v3 JPY False False 0.03 0.00 -0.01 0.0 0.58 -0.58 0.00 0.00 -0.42 17.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.39 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 -1.90 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.54 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -0.17 6.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.34 -0.34 -0.03 -0.03 -1.09 26.0 -2 -2 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.48 -0.48 0.00 0.00 0.04 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 0.10 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 -0.04 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 -0.14 9.0 -1 -1 caleb_strategy_v3 DX False False 0.04 -0.04 -0.00 0.0 999.00 -999.00 -0.04 -0.04 -0.11 999999999.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.28 8.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.07 2.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.08 0.01 0.0 999.00 -999.00 0.08 0.12 0.36 999999999.0 2 3 caleb_strategy_v3 BUXL False False 0.06 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 0.18 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.73 12.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.57 7.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.38 10.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 0.01 0.0 1.16 -1.16 0.00 0.00 0.22 25.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.05 0.01 0.0 0.31 -0.31 0.05 0.10 0.13 6.0 1 2 caleb_strategy_v3 CAD False False 0.03 0.00 0.01 0.0 0.90 -0.90 0.00 0.00 0.23 29.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 0.01 0.0 0.82 -0.82 0.00 0.00 0.22 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.39 -0.39 0.00 0.00 3.30 68.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.02 0.0 0.78 -0.78 0.04 0.04 0.67 22.0 1 1 caleb_strategy_v3 US10U False False 0.05 0.10 0.02 0.0 0.64 -0.64 0.10 0.10 0.35 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 0.43 9.0 0 0 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 LIVECOW False False 0.04 0.00 0.04 0.0 0.68 -0.68 0.00 0.00 1.06 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.02 0.04 0.0 0.21 -0.21 0.02 0.02 2.61 13.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.04 0.0 0.14 -0.14 0.05 0.05 0.89 3.0 1 1 caleb_strategy_v3 SP400 False False 0.15 0.31 0.05 0.0 0.31 -0.31 0.31 0.31 0.30 2.0 2 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.74 -0.74 0.00 0.00 3.77 58.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.06 0.0 0.53 -0.53 0.00 0.00 2.17 21.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.04 0.06 0.0 0.22 -0.22 0.04 0.04 14.18 51.0 10 10 caleb_strategy_v3 COPPER False False 0.06 0.06 0.06 0.0 999.00 -999.00 0.06 0.13 1.02 999999999.0 1 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.07 0.0 0.61 -0.61 0.08 0.08 0.87 8.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.08 0.0 0.12 -0.12 0.00 0.00 2.53 4.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.10 0.0 1.11 -1.11 0.00 0.00 1.67 19.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.26 0.10 0.0 0.65 -0.65 0.26 0.26 1.54 10.0 4 4 caleb_strategy_v3 NIKKEI False False 0.02 0.10 0.11 0.0 0.57 -0.57 0.10 0.10 6.78 36.0 6 6 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.11 0.0 0.13 -0.13 0.08 0.08 4.01 5.0 3 3 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.57 -0.57 0.00 0.00 4.07 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 4.74 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 4.11 12.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.18 0.0 0.00 0.00 0.00 0.00 3.45 24.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.34 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.37 0.0 0.61 -0.61 0.00 0.06 5.96 10.0 0 1 caleb_strategy_v3 OAT False False 0.06 0.56 0.46 0.0 0.62 -0.62 0.56 0.56 7.36 10.0 9 9 caleb_strategy_v3 SOFR False True 0.10 0.00 0.48 0.0 0.00 0.00 0.00 0.00 4.66 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 49.62 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 3.06 0.0 1.22 -1.22 0.00 0.00 25.02 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.6 Shocked risk 52.7 Sum abs risk 55.4 Leverage 7.94 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2362826.1, 'annual_cash_vol_target': 590706.525, 'daily_cash_vol_target': 36919.1578125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.7123 0.6389 10.2218 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1443 117.2100 0.1231 1.9699 BTP 0.3278 122.6400 0.2673 4.2761 BUND 0.2993 129.8100 0.2306 3.6890 BUXL 0.7219 113.1800 0.6378 10.2053 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0029 0.7315 0.3906 6.2497 CANOLA 5.2963 691.8000 0.7656 12.2493 CHF 0.0067 1.2942 0.5152 8.2436 COCOA 123.9503 3064.0000 4.0454 64.7260 COFFEE 4.9224 281.4500 1.7489 27.9829 COPPER 0.1030 5.9850 1.7202 27.5232 CORN 3.5545 467.0000 0.7611 12.1782 COTTON2 0.6986 64.1700 1.0886 17.4175 CRUDE_W 0.9512 62.6900 1.5173 24.2771 DAX 175.4252 25352.0000 0.6920 11.0713 DOW 352.8929 49565.0000 0.7120 11.3917 DX 0.3874 97.7400 0.3963 6.3413 EUR 0.0051 1.1806 0.4324 6.9184 EURIBOR-ICE 0.0284 97.8100 0.0290 0.4641 EUROSTX 44.4896 6181.0000 0.7198 11.5165 FEEDCOW 2.6825 358.8000 0.7476 11.9622 GASOIL 11.4697 726.7500 1.5782 25.2514 GASOLINE 0.0342 2.2558 1.5148 24.2376 GAS_US_mini 0.1954 2.8800 6.7863 108.5814 GBP 0.0066 1.3488 0.4915 7.8640 GOLD_micro 93.6264 5184.0000 1.8061 28.8970 HEATOIL 0.0460 2.5349 1.8128 29.0041 JGB-SGX-mini 0.2699 132.5400 0.2036 3.2577 JPY 0.0000 0.0064 0.6577 10.5229 LEANHOG 1.1052 95.6500 1.1555 18.4874 LIVECOW 1.7910 236.9750 0.7558 12.0922 LUMBER-new 7.6792 556.5000 1.3799 22.0785 MXP 0.0004 0.0581 0.6174 9.8789 NASDAQ_micro 224.2842 25054.2500 0.8952 14.3231 NIKKEI 755.7379 58720.0000 1.2870 20.5923 NZD 0.0039 0.5989 0.6500 10.4004 OAT 0.2901 123.6900 0.2346 3.7530 OATIES 4.8863 319.0000 1.5317 24.5080 OJ 7.6010 175.6000 4.3286 69.2575 PALLAD 62.8666 1806.0000 3.4810 55.6957 PLAT 83.8984 2290.0000 3.6637 58.6190 REDWHEAT 9.1772 564.0000 1.6272 26.0347 RICE 0.1513 9.8750 1.5319 24.5103 ROBUSTA 70.1274 3680.0000 1.9056 30.4902 RUSSELL 26.6046 2677.5000 0.9936 15.8982 SHATZ 0.0434 106.9650 0.0406 0.6492 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 83.3069 13845.0000 0.6017 9.6274 SOFR 0.0523 96.8250 0.0540 0.8641 SOYBEAN 7.3357 1127.7500 0.6505 10.4076 SOYMEAL 3.9027 321.8000 1.2128 19.4042 SOYOIL 0.6732 61.7100 1.0909 17.4538 SP400 29.7508 3609.9000 0.8241 13.1863 SP500_micro 45.3225 6923.5000 0.6546 10.4739 SUGAR11 0.2080 13.9600 1.4901 23.8410 US10 0.3072 113.4219 0.2709 4.3340 US10U 0.3926 116.2969 0.3376 5.4018 US2 0.0692 104.3359 0.0663 1.0608 US20 0.5899 118.3125 0.4986 7.9769 US30 0.8410 121.2500 0.6936 11.0975 US5 0.1878 109.7656 0.1711 2.7375 VIX 0.6068 19.7500 3.0722 49.1551 WHEAT 7.5184 610.5000 1.2315 19.7041 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 712.30 0.64 455.06 1.00 455.06 36919.16 81.13 19.29 156.48 BITCOIN 82.98 2.35 195.18 1.00 195.18 36919.16 189.15 -19.82 -374.92 BOBL 1172.10 0.12 144.31 1.18 170.37 36919.16 216.70 7.60 164.72 BTP 1226.40 0.27 327.76 1.18 386.96 36919.16 95.41 18.28 174.41 BUND 1298.10 0.23 299.29 1.18 353.34 36919.16 104.49 14.49 151.40 BUXL 1131.80 0.64 721.90 1.18 852.28 36919.16 43.32 4.19 18.16 CAC 847.95 0.61 516.00 1.18 608.65 36919.16 60.66 19.86 120.46 CAD 731.50 0.39 285.73 1.00 285.73 36919.16 129.21 0.67 8.70 CANOLA 138.36 0.77 105.93 0.73 77.46 36919.16 476.65 12.21 581.87 CHF 1617.69 0.52 833.47 1.00 833.47 36919.16 44.30 -4.78 -21.18 COCOA 306.40 4.05 1239.50 1.00 1239.50 36919.16 29.79 -14.97 -44.59 COFFEE 1055.44 1.75 1845.89 1.00 1845.89 36919.16 20.00 -6.45 -12.91 COPPER 1496.25 1.72 2573.85 1.00 2573.85 36919.16 14.34 6.56 9.41 CORN 233.50 0.76 177.73 1.00 177.73 36919.16 207.73 1.44 29.83 COTTON2 320.85 1.09 349.28 1.00 349.28 36919.16 105.70 -16.26 -171.89 CRUDE_W 626.90 1.52 951.21 1.00 951.21 36919.16 38.81 9.54 37.01 DAX 253.52 0.69 175.43 1.18 207.11 36919.16 178.26 6.19 110.42 DOW 247.82 0.71 176.45 1.00 176.45 36919.16 209.24 -3.65 -76.30 DX 977.40 0.40 387.38 1.00 387.38 36919.16 95.31 -0.43 -4.11 EUR 1475.81 0.43 638.14 1.00 638.14 36919.16 57.85 -1.64 -9.49 EURIBOR-ICE 2445.25 0.03 70.93 1.18 83.74 36919.16 440.87 16.62 732.56 EUROSTX 618.10 0.72 444.90 1.18 524.00 36919.16 70.46 19.69 138.70 FEEDCOW 1794.00 0.75 1341.26 1.00 1341.26 36919.16 27.53 9.51 26.17 GASOIL 726.75 1.58 1146.97 1.00 1146.97 36919.16 32.19 18.13 58.37 GASOLINE 947.44 1.51 1435.22 1.00 1435.22 36919.16 25.72 3.20 8.23 GAS_US_mini 72.00 6.79 488.62 1.00 488.62 36919.16 75.56 0.12 0.93 GBP 843.00 0.49 414.33 1.00 414.33 36919.16 89.11 2.91 25.96 GOLD_micro 518.40 1.81 936.26 1.00 936.26 36919.16 39.43 -0.27 -1.08 HEATOIL 1064.66 1.81 1929.97 1.00 1929.97 36919.16 19.13 10.76 20.59 JGB-SGX-mini 132540.00 0.20 26985.61 0.01 173.23 36919.16 213.12 -2.89 -61.57 JPY 801.56 0.66 527.17 1.00 527.17 36919.16 70.03 -2.32 -16.24 LEANHOG 382.60 1.16 442.08 1.00 442.08 36919.16 83.51 5.13 42.87 LIVECOW 947.90 0.76 716.39 1.00 716.39 36919.16 51.54 6.18 31.87 LUMBER-new 153.04 1.38 211.18 1.00 211.18 36919.16 174.83 -12.84 -224.39 MXP 290.30 0.62 179.24 1.00 179.24 36919.16 205.97 16.39 337.58 NASDAQ_micro 501.08 0.90 448.57 1.00 448.57 36919.16 82.30 -11.13 -91.57 NIKKEI 58720.00 1.29 75573.79 0.01 485.13 36919.16 76.10 8.22 62.56 NZD 598.90 0.65 389.30 1.00 389.30 36919.16 94.83 8.83 83.69 OAT 1236.90 0.23 290.13 1.18 342.53 36919.16 107.78 20.00 215.57 OATIES 159.50 1.53 244.31 1.00 244.31 36919.16 151.11 -5.15 -77.89 OJ 263.40 4.33 1140.15 1.00 1140.15 36919.16 32.38 -8.55 -27.69 PALLAD 1806.00 3.48 6286.66 1.00 6286.66 36919.16 5.87 3.45 2.03 PLAT 1145.00 3.66 4194.92 1.00 4194.92 36919.16 8.80 1.43 1.25 REDWHEAT 282.00 1.63 458.86 1.00 458.86 36919.16 80.46 -2.62 -21.05 RICE 197.50 1.53 302.55 1.00 302.55 36919.16 122.03 -14.34 -175.04 ROBUSTA 368.00 1.91 701.27 1.00 701.27 36919.16 52.65 -5.63 -29.62 RUSSELL 133.88 0.99 133.02 1.00 133.02 36919.16 277.54 3.58 99.37 SHATZ 1069.65 0.04 43.40 1.18 51.24 36919.16 720.54 4.72 340.13 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 36919.16 6.00 12.83 7.70 SMI 1384.50 0.60 833.07 1.29 1078.37 36919.16 34.24 20.00 68.47 SOFR 2420.62 0.05 130.73 1.00 130.73 36919.16 282.40 2.71 76.61 SOYBEAN 563.88 0.65 366.79 1.00 366.79 36919.16 100.66 6.04 60.80 SOYMEAL 321.80 1.21 390.27 1.00 390.27 36919.16 94.60 -6.15 -58.19 SOYOIL 370.26 1.09 403.90 1.00 403.90 36919.16 91.41 4.45 40.69 SP400 3609.90 0.82 2975.08 1.00 2975.08 36919.16 12.41 7.35 9.12 SP500_micro 346.18 0.65 226.61 1.00 226.61 36919.16 162.92 -6.20 -101.02 SUGAR11 156.35 1.49 232.97 1.00 232.97 36919.16 158.47 -7.12 -112.89 US10 1134.22 0.27 307.23 1.00 307.23 36919.16 120.17 1.46 17.57 US10U 1162.97 0.34 392.63 1.00 392.63 36919.16 94.03 2.92 27.44 US2 2086.72 0.07 138.34 1.00 138.34 36919.16 266.86 -4.08 -108.83 US20 1183.12 0.50 589.85 1.00 589.85 36919.16 62.59 5.35 33.51 US30 1212.50 0.69 840.98 1.00 840.98 36919.16 43.90 2.42 10.64 US5 1097.66 0.17 187.80 1.00 187.80 36919.16 196.59 0.90 17.72 VIX 197.50 3.07 606.76 1.00 606.76 36919.16 60.85 -10.00 -60.87 WHEAT 305.25 1.23 375.92 1.00 375.92 36919.16 98.21 -1.05 -10.35 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 156.484 0.010 2.5 4.066 BITCOIN -374.921 0.043 2.5 -40.656 BOBL 164.715 0.004 2.5 1.673 BTP 174.410 0.014 2.5 5.957 BUND 151.400 0.004 2.5 1.537 BUXL 18.156 0.004 2.5 0.184 CAC 120.464 0.014 2.5 4.115 CAD 8.704 0.010 2.5 0.226 CANOLA 581.871 0.010 2.5 14.176 CHF -21.179 0.010 2.5 -0.550 COCOA -44.595 0.010 2.5 -1.086 COFFEE -12.908 0.005 2.5 -0.171 COPPER 9.407 0.043 2.5 1.020 CORN 29.828 0.010 2.5 0.727 COTTON2 -171.888 0.010 2.5 -4.188 CRUDE_W 37.011 0.043 2.5 4.013 DAX 110.417 0.014 2.5 3.771 DOW -76.301 0.009 2.5 -1.776 DX -4.111 0.010 2.5 -0.107 EUR -9.488 0.010 2.5 -0.247 EURIBOR-ICE 732.555 0.014 2.5 25.021 EUROSTX 138.699 0.014 2.5 4.737 FEEDCOW 26.169 0.013 2.5 0.868 GASOIL 58.371 0.017 2.5 2.534 GASOLINE 8.232 0.017 2.5 0.357 GAS_US_mini 0.935 0.043 2.5 0.101 GBP 25.961 0.010 2.5 0.675 GOLD_micro -1.080 0.014 2.5 -0.037 HEATOIL 20.591 0.017 2.5 0.894 JGB-SGX-mini -61.570 0.043 2.5 -6.677 JPY -16.240 0.010 2.5 -0.422 LEANHOG 42.867 0.024 2.5 2.609 LIVECOW 31.868 0.013 2.5 1.058 LUMBER-new -224.389 0.010 2.5 -5.467 MXP 337.580 0.059 2.5 49.617 NASDAQ_micro -91.566 0.009 2.5 -2.131 NIKKEI 62.561 0.043 2.5 6.784 NZD 83.692 0.010 2.5 2.175 OAT 215.568 0.014 2.5 7.363 OATIES -77.888 0.010 2.5 -1.898 OJ -27.689 0.010 2.5 -0.675 PALLAD 2.027 0.014 2.5 0.069 PLAT 1.254 0.014 2.5 0.043 REDWHEAT -21.047 0.005 2.5 -0.280 RICE -175.037 0.010 2.5 -4.264 ROBUSTA -29.618 0.005 2.5 -0.393 RUSSELL 99.366 0.013 2.5 3.297 SHATZ 340.135 0.004 2.5 3.454 SILVER-mini 7.698 0.014 2.5 0.263 SMI 68.472 0.014 2.5 2.339 SOFR 76.612 0.024 2.5 4.663 SOYBEAN 60.800 0.004 2.5 0.566 SOYMEAL -58.186 0.004 2.5 -0.542 SOYOIL 40.694 0.004 2.5 0.379 SP400 9.116 0.013 2.5 0.302 SP500_micro -101.016 0.009 2.5 -2.351 SUGAR11 -112.887 0.010 2.5 -2.750 US10 17.567 0.005 2.5 0.223 US10U 27.441 0.005 2.5 0.348 US2 -108.828 0.005 2.5 -1.381 US20 33.513 0.005 2.5 0.425 US30 10.637 0.005 2.5 0.135 US5 17.719 0.005 2.5 0.225 VIX -60.866 0.099 2.5 -15.045 WHEAT -10.350 0.005 2.5 -0.137 ===================== Position diags ===================== AUD 2.11 BITCOIN 20.51 BOBL 2.20 BTP 3.26 BUND 1.06 BUXL 0.44 CAC 2.07 CAD 3.36 CANOLA 11.61 CHF 1.15 COCOA 0.73 COFFEE 0.27 COPPER 1.56 CORN 5.06 COTTON2 2.58 CRUDE_W 4.21 DAX 6.09 DOW 4.87 DX 2.48 EUR 1.50 EURIBOR-ICE 15.06 EUROSTX 2.41 FEEDCOW 0.91 GASOIL 1.40 GASOLINE 1.12 GAS_US_mini 8.19 GBP 2.32 GOLD_micro 1.35 HEATOIL 0.83 JGB-SGX-mini 23.11 JPY 1.82 LEANHOG 5.08 LIVECOW 1.71 LUMBER-new 4.26 MXP 30.27 NASDAQ_micro 1.92 NIKKEI 8.25 NZD 2.46 OAT 3.68 OATIES 3.68 OJ 0.79 PALLAD 0.20 PLAT 0.30 REDWHEAT 1.07 RICE 2.97 ROBUSTA 0.70 RUSSELL 9.21 SHATZ 7.32 SILVER-mini 0.20 SMI 1.17 SOFR 17.19 SOYBEAN 0.94 SOYMEAL 0.88 SOYOIL 0.85 SP400 0.41 SP500_micro 3.79 SUGAR11 3.86 US10 1.52 US10U 1.19 US2 3.39 US20 0.79 US30 0.56 US5 2.49 VIX 15.04 WHEAT 1.30 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.1 3.9 4.3 0.0 0 BITCOIN -40.7 -42.7 -38.6 0.0 0 BOBL 1.7 1.5 1.9 0.0 0 BTP 6.0 5.6 6.3 0.0 0 BUND 1.5 1.4 1.6 4.0 4 BUXL 0.2 0.1 0.2 0.0 0 CAC 4.1 3.9 4.3 0.0 0 CAD 0.2 -0.1 0.6 0.0 0 CANOLA 14.2 13.0 15.3 10.0 10 CHF -0.6 -0.7 -0.4 0.0 0 COCOA -1.1 -1.2 -1.0 -2.0 -2 COFFEE -0.2 -0.2 -0.1 0.0 0 COPPER 1.0 0.9 1.2 1.0 1 CORN 0.7 0.2 1.2 0.0 0 COTTON2 -4.2 -4.4 -3.9 -5.0 -5 CRUDE_W 4.0 3.6 4.4 3.0 3 DAX 3.8 3.2 4.4 0.0 0 DOW -1.8 -2.3 -1.3 -18.0 -18 DX -0.1 -0.4 0.1 -1.0 -1 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 25.0 23.5 26.5 0.0 0 EUROSTX 4.7 4.5 5.0 9.0 9 FEEDCOW 0.9 0.8 1.0 1.0 1 GASOIL 2.5 2.4 2.7 0.0 0 GASOLINE 0.4 0.2 0.5 2.0 2 GAS_US_mini 0.1 -0.7 0.9 0.0 0 GBP 0.7 0.4 0.9 1.0 1 GOLD_micro -0.0 -0.2 0.1 -1.0 -1 HEATOIL 0.9 0.8 1.0 1.0 1 JGB-SGX-mini -6.7 -9.0 -4.4 0.0 0 JPY -0.4 -0.6 -0.2 0.0 0 LEANHOG 2.6 2.1 3.1 1.0 1 LIVECOW 1.1 0.9 1.2 0.0 0 LUMBER-new -5.5 -5.9 -5.0 0.0 0 MXP 49.6 46.6 52.6 34.0 34 NASDAQ_micro -2.1 -2.3 -1.9 -14.0 -14 NIKKEI 6.8 6.0 7.6 6.0 6 NZD 2.2 1.9 2.4 0.0 0 OAT 7.4 7.0 7.7 9.0 9 OATIES -1.9 -2.3 -1.5 NaN 0 OJ -0.7 -0.8 -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 -4.3 -4.6 -4.0 -3.0 -3 ROBUSTA -0.4 -0.5 -0.3 0.0 0 RUSSELL 3.3 2.4 4.2 0.0 0 SHATZ 3.5 2.7 4.2 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 2.3 2.2 2.5 0.0 0 SOFR 4.7 2.9 6.4 NaN 0 SOYBEAN 0.6 0.5 0.7 0.0 0 SOYMEAL -0.5 -0.6 -0.5 0.0 0 SOYOIL 0.4 0.3 0.5 0.0 0 SP400 0.3 0.3 0.3 2.0 2 SP500_micro -2.4 -2.7 -2.0 -9.0 -9 SUGAR11 -2.8 -3.1 -2.4 -9.0 -9 US10 0.2 0.1 0.4 0.0 0 US10U 0.3 0.2 0.5 2.0 2 US2 -1.4 -1.7 -1.0 NaN 0 US20 0.4 0.3 0.5 0.0 0 US30 0.1 0.1 0.2 1.0 1 US5 0.2 -0.0 0.5 0.0 0 VIX -15.0 -16.5 -13.5 -20.0 -20 WHEAT -0.1 -0.3 -0.0 -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 0.6 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 0.1 0.5 0.1 0.4 0.2 0.3 -0.0 0.4 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 0.2 0.0 0.2 -0.1 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 0.2 0.2 -0.0 0.2 -0.3 0.2 -1.0 0.1 0.1 0.5 -0.2 0.3 0.7 0.5 0.7 BTP 0.5 0.4 0.0 0.2 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 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 0.8 0.1 0.1 0.6 0.5 0.2 0.7 0.5 0.7 BUND 0.6 0.4 -0.1 0.2 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 0.2 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 0.6 0.3 -0.1 0.1 0.2 0.0 0.2 -0.1 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 -0.2 0.2 -0.7 0.2 -0.0 0.2 -0.1 0.1 -0.3 -0.2 0.7 0.1 0.4 CAC 0.5 0.0 0.2 0.1 0.1 0.4 0.1 0.6 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 1.1 0.1 0.2 0.3 0.2 0.2 0.2 0.2 0.5 0.6 -0.1 -0.3 0.5 0.7 0.4 0.7 CAD -0.1 0.2 0.4 0.2 -0.0 0.3 0.0 0.3 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 -0.2 -0.1 -0.4 0.1 -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 0.1 0.2 0.2 -0.1 0.2 -0.7 0.5 0.6 0.6 0.5 0.2 0.7 0.3 0.7 CHF 0.0 0.4 -0.0 0.1 -0.0 0.2 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 0.0 0.0 0.1 -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 -0.0 -0.3 -0.1 -0.2 -0.1 0.9 -0.1 -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 -0.6 -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 -0.3 -0.1 0.3 0.0 0.0 0.2 0.0 0.3 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 0.3 0.0 -0.1 0.7 0.7 0.5 0.6 CORN 0.4 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 0.1 -0.0 0.1 -0.3 0.1 1.7 0.1 0.2 0.0 0.2 -0.2 0.2 -1.1 0.5 0.6 0.0 0.3 0.1 -0.2 0.2 0.0 COTTON2 0.0 0.0 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 -0.2 0.1 -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 0.2 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 0.0 0.1 0.1 -0.2 0.2 -0.0 -0.1 0.0 -0.3 -0.3 0.4 0.7 0.0 0.3 DAX 0.1 -0.1 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.3 0.2 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 0.1 -0.2 0.1 -0.1 -0.2 -0.1 0.4 0.7 0.3 0.7 DOW -0.2 -0.2 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.3 -0.0 0.5 0.0 0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.0 -1.1 0.0 0.0 0.2 -0.0 0.3 0.0 -0.2 -0.4 -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 -0.0 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 0.1 -0.2 -0.0 0.9 0.4 0.4 -0.6 -0.6 0.2 0.7 0.4 0.7 EUR -0.1 0.1 -0.1 0.1 -0.0 0.3 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 0.2 0.2 0.0 0.2 -0.1 0.2 0.8 0.1 0.3 0.5 -0.1 0.6 0.7 0.7 0.7 EUROSTX 0.1 0.1 0.4 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 -0.3 0.4 0.6 -0.0 -0.0 -0.3 -0.1 -0.6 -0.0 -0.1 0.4 -0.0 0.6 0.1 0.2 0.4 0.2 0.3 0.3 0.2 0.2 -0.1 0.5 0.1 -2.7 0.0 -0.2 0.3 -0.1 0.7 -0.1 1.1 -0.3 -0.2 0.1 0.4 0.7 0.7 0.7 0.7 GASOIL 0.3 0.6 0.1 0.2 0.1 0.3 0.1 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 0.3 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 0.1 0.1 0.2 -2.2 0.2 0.1 0.2 0.2 0.1 0.2 -1.1 0.0 0.2 -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 -0.1 0.2 -0.2 0.5 -0.1 0.1 -0.0 0.0 0.0 0.0 0.0 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 -0.2 0.2 -0.2 -0.2 -0.0 -0.3 GOLD_micro 0.0 -0.3 -0.4 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.0 -0.1 -0.2 -0.1 -0.2 0.1 0.1 0.0 0.2 0.1 -2.3 0.1 0.0 0.3 0.0 0.4 0.1 -0.3 0.0 0.2 0.6 0.4 0.5 0.2 -0.1 -0.4 HEATOIL 0.3 0.6 0.1 0.1 0.1 0.2 0.1 0.2 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 -1.9 0.1 0.1 0.2 0.1 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 0.6 -0.1 0.1 0.1 0.0 0.1 -0.1 0.1 0.0 -0.2 0.1 -0.3 0.0 -0.1 0.1 0.2 0.1 0.1 -0.0 -0.1 0.1 -0.3 0.1 0.1 -0.0 0.0 -0.3 0.1 -0.4 0.0 0.4 0.1 0.0 -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 0.2 0.1 -0.1 -0.2 -0.1 -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 -0.3 -0.1 -0.2 -0.5 -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 0.1 0.2 -0.4 -0.1 -0.4 -0.4 0.1 0.2 0.1 0.4 0.1 -0.8 0.1 0.1 0.5 0.0 0.5 0.0 0.0 0.5 -0.1 0.6 0.6 -0.3 0.3 -0.1 0.6 LIVECOW -0.2 0.2 0.4 -0.0 -0.0 -0.3 -0.1 -0.6 -0.0 -0.1 0.3 -0.0 0.5 0.1 0.2 0.4 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 0.4 -0.0 1.1 -0.2 0.1 -0.0 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.4 0.5 -0.1 -0.0 -0.0 -0.2 -0.1 -0.5 -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 -0.2 NaN -0.1 -0.2 -0.4 -0.2 -0.6 -0.2 -1.2 -0.5 -0.6 -0.3 -0.4 0.0 0.8 0.1 0.8 MXP -0.1 0.1 0.3 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 -0.4 -0.6 -0.2 0.1 0.1 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 -0.0 0.0 -0.0 0.3 -0.1 -2.7 -0.1 0.0 0.0 -0.0 0.2 -0.1 -0.2 -0.1 -0.6 -0.6 -0.6 0.3 -0.7 0.4 -0.7 NIKKEI 0.2 0.1 0.1 0.1 0.0 0.2 0.1 0.2 0.1 0.0 0.2 0.1 0.3 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.3 0.1 -1.5 0.1 0.1 0.3 0.1 0.4 0.1 1.1 0.0 0.5 0.5 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 1.6 0.1 0.0 0.2 -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 0.2 0.2 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 0.3 0.7 OATIES 0.5 0.4 0.0 -0.0 -0.0 -0.2 -0.1 -0.5 -0.0 0.0 -0.3 0.1 -0.4 0.2 0.1 -0.1 -0.2 -0.2 -0.3 0.0 -0.1 0.1 -0.3 0.1 -0.3 0.1 -0.0 -0.2 0.1 -0.6 0.2 -0.3 0.5 0.6 0.3 -0.0 -0.2 -0.7 -0.1 -0.7 OJ -0.3 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 -0.5 -0.1 0.1 -0.4 -0.5 -0.3 -0.6 PALLAD -0.3 -0.1 -0.0 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 -0.1 -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 -0.5 -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 0.1 0.0 0.1 -0.0 -0.1 0.0 0.0 0.2 0.0 0.3 -0.0 0.2 0.0 -0.2 -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 0.0 -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 0.2 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 -0.6 0.5 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 -0.1 -0.4 -0.1 0.2 -0.0 -0.1 -0.2 -0.2 -0.5 -0.1 -0.8 -0.5 -0.4 0.2 0.1 -0.6 -0.6 -0.4 -0.6 ROBUSTA -0.5 -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 0.0 -0.6 -0.3 -0.3 0.2 0.2 0.5 0.4 RUSSELL -0.3 -0.1 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 0.2 0.0 0.4 0.0 1.0 0.1 0.0 0.3 0.0 0.4 0.0 0.1 -0.2 -0.6 -0.0 0.0 -0.2 -0.7 -0.4 -0.7 SHATZ 0.3 0.5 -0.1 0.1 0.2 0.0 0.2 -0.1 0.2 0.0 -0.3 0.2 -0.4 0.2 0.1 0.2 -0.2 0.0 -0.1 0.0 -0.1 0.1 -0.3 0.1 1.7 0.0 0.0 -0.2 0.1 -0.5 0.1 -1.1 -0.3 -0.4 0.1 -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 0.1 0.3 0.1 0.5 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 0.4 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 0.2 0.1 0.2 0.2 0.2 0.2 0.3 0.3 0.6 0.3 0.2 -0.4 -0.4 -0.6 -0.7 SOYBEAN 0.6 0.4 0.0 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.2 0.3 0.2 0.4 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 0.5 0.2 0.3 0.2 0.4 0.5 0.6 0.6 0.6 -0.7 -0.5 -0.7 -0.4 SOYMEAL 0.6 0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.5 -0.0 0.1 -0.1 0.2 -0.3 0.1 -0.1 -0.2 -0.3 -0.2 -0.3 0.0 -0.0 0.2 -0.1 0.1 -1.9 0.1 0.2 0.2 0.2 0.0 0.2 -0.5 0.5 0.6 0.2 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 0.5 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 -0.1 0.2 0.3 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.3 -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 0.0 0.1 -0.0 0.3 -0.0 -0.3 -0.2 -0.6 -0.6 -0.5 0.4 -0.7 0.6 -0.7 SUGAR11 -0.1 -0.0 0.0 -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 0.0 -0.2 0.0 -0.5 -0.0 1.1 0.5 -0.1 -0.2 0.1 0.0 -0.6 0.2 -0.4 US10 0.6 0.1 -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 0.0 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 0.1 0.3 -0.1 0.1 -0.4 -0.7 -0.4 -0.7 US10U 0.6 0.1 -0.2 0.2 0.2 0.0 0.2 -0.2 0.2 0.2 0.3 0.2 0.4 0.2 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.2 0.1 0.2 -2.1 0.2 0.2 0.3 0.2 0.4 0.2 -0.3 0.1 0.3 -0.0 0.3 -0.4 -0.2 -0.5 -0.7 US2 0.4 -0.0 -0.2 0.1 0.2 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 -0.1 -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 0.1 0.2 -1.4 0.2 0.1 0.3 0.2 0.3 0.2 0.0 -0.1 0.1 0.1 0.2 -0.3 0.5 -0.2 -0.7 US30 0.6 0.2 -0.1 0.1 0.2 0.0 0.2 -0.1 0.2 0.2 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 0.2 0.2 -0.4 -0.2 -0.1 0.0 0.1 -0.4 0.4 -0.1 -0.6 US5 0.6 0.1 -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 0.1 0.1 0.2 -1.1 0.1 0.1 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 0.5 0.7 -0.3 0.0 -0.1 -0.2 0.0 -0.2 0.1 -0.1 -0.6 -0.0 -0.9 0.1 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 -0.0 -0.3 0.0 NaN 0.0 -0.1 -0.2 0.0 -0.3 0.1 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.4 0.6 0.2 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.1 -0.2 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 2.6 14.8 17.0 12.3 1.4 9.0 2.4 5.7 8.9 6.6 14.0 9.4 11.6 12.9 14.3 1.0 -0.4 0.7 0.2 20.0 16.7 8.8 10.3 16.0 11.3 20.0 7.4 17.5 8.3 9.9 16.7 6.3 -1.5 13.9 18.8 16.3 -3.0 20.0 2.1 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 -5.5 1.0 -20.0 -18.1 BOBL 18.0 15.4 -3.4 13.3 19.5 1.4 20.0 -3.9 20.0 20.0 -3.4 20.0 -4.7 20.0 11.6 -20.0 -5.1 -20.0 -11.0 12.7 0.6 20.0 -5.7 20.0 3.9 15.0 20.0 -0.9 20.0 -7.5 20.0 -19.3 3.3 3.8 15.8 -5.2 7.6 20.0 15.7 20.0 BTP 13.9 12.1 1.3 15.1 20.0 1.6 20.0 -4.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.4 12.0 16.4 14.1 20.0 17.1 20.0 17.2 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 14.8 5.1 1.8 19.9 15.0 5.1 20.0 13.7 20.0 BUND 20.0 13.8 -2.0 14.6 20.0 1.5 20.0 -4.3 20.0 20.0 -2.8 20.0 -13.0 20.0 11.9 20.0 9.7 18.6 13.7 14.4 0.7 20.0 -8.2 20.0 0.2 20.0 20.0 1.8 20.0 -7.3 20.0 12.2 11.9 8.5 18.5 -3.1 3.4 20.0 10.2 20.0 BUXL 17.0 9.1 -2.3 13.4 19.7 1.4 20.0 -4.0 20.0 20.0 -14.1 20.0 -20.0 20.0 -5.7 5.2 3.9 5.0 4.6 3.2 -10.2 20.0 -20.0 16.2 4.5 8.0 20.0 -9.2 20.0 -19.3 20.0 -0.2 10.1 -4.4 4.4 -10.6 -5.4 20.0 1.7 13.0 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 14.3 20.0 12.4 20.0 CAD -3.4 6.7 12.8 15.5 -0.0 11.7 2.5 7.4 10.7 -11.3 3.1 -15.4 3.0 1.3 7.4 -6.5 -7.4 -7.1 -7.4 6.0 5.2 -4.4 0.8 0.7 20.0 10.3 -1.2 7.8 -1.6 2.4 4.9 -6.4 -9.0 -4.3 -12.7 1.7 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 20.0 1.3 -2.5 -2.8 -10.4 -7.1 -18.8 -4.0 20.0 -4.0 20.0 -3.1 20.0 20.0 -20.0 -15.5 -19.5 -18.1 20.0 7.0 20.0 -3.0 20.0 15.9 20.0 16.6 7.4 20.0 -4.0 20.0 -13.2 20.0 20.0 20.0 16.9 5.7 20.0 9.6 20.0 CHF 1.3 11.6 -0.5 7.6 -0.0 5.8 1.2 3.7 5.3 -5.3 2.1 -4.4 6.9 3.0 3.1 -12.4 -15.8 -14.2 -15.0 5.2 4.6 -0.7 4.3 2.9 -1.2 7.2 -0.2 6.0 1.3 5.3 5.2 -20.0 -1.5 1.3 1.4 1.6 -12.0 -20.0 -10.9 -20.0 COCOA -20.0 -20.0 -20.0 -0.8 -0.8 -3.2 -2.2 -5.7 -1.2 -5.9 -6.9 -6.7 -5.4 -7.0 -7.1 -6.0 3.4 -4.6 -2.0 -19.9 -17.0 -14.0 -10.6 -19.3 -20.0 -12.7 -4.6 -11.0 -9.6 -5.9 -12.7 16.7 -5.9 -13.9 -20.0 -13.8 4.1 1.5 8.8 6.3 COFFEE -20.0 -20.0 -19.9 -2.1 -2.3 -8.6 -5.9 -15.6 -3.3 -9.5 -0.6 -15.4 6.1 -17.4 -17.8 12.7 18.4 20.0 20.0 -20.0 -16.3 -19.6 4.1 -20.0 -20.0 -19.1 -2.7 -8.9 -6.0 10.0 -15.1 20.0 18.9 -20.0 -20.0 -20.0 20.0 18.1 20.0 20.0 COPPER -9.9 -2.5 10.4 3.0 4.4 5.7 3.1 7.1 1.7 5.2 4.7 -2.4 4.1 -1.8 3.3 -6.1 -6.3 -6.5 -6.5 3.4 5.5 1.7 5.0 0.8 -1.0 3.1 4.5 4.4 2.8 5.3 2.1 -1.4 -3.5 8.4 1.5 -1.6 20.0 20.0 15.8 19.2 CORN 10.9 1.4 2.5 -2.8 -3.1 -11.6 -7.9 -20.0 -4.5 20.0 4.8 20.0 -11.0 20.0 4.3 -20.0 -20.0 -20.0 -20.0 4.8 -1.7 15.2 -9.5 12.0 12.5 11.8 20.0 1.6 20.0 -6.8 20.0 -20.0 20.0 20.0 0.6 8.0 2.3 -6.0 6.8 0.4 COTTON2 1.4 0.8 2.3 -2.4 -2.8 -11.0 -8.5 -20.0 -4.1 20.0 -20.0 14.9 -20.0 -2.5 -13.3 -20.0 -19.7 -20.0 -20.0 -9.1 -14.8 16.6 -20.0 0.9 -7.7 -7.2 20.0 -16.1 20.0 -20.0 9.6 -20.0 20.0 7.8 -10.1 -9.2 -9.9 -15.8 -8.9 -8.1 CRUDE_W 7.1 17.7 7.6 16.5 9.3 11.2 13.6 5.8 16.6 11.6 -2.0 15.6 -8.8 17.5 15.6 5.6 4.2 3.3 3.0 11.3 4.0 10.0 -3.1 13.4 6.9 12.9 1.4 4.0 10.0 -4.7 14.9 -0.1 -4.0 0.1 -9.4 -8.5 11.0 20.0 1.2 8.3 DAX 1.9 -4.5 3.6 11.2 9.8 12.0 10.4 12.2 10.7 13.0 11.6 13.9 16.8 6.2 11.9 -8.9 -7.6 -8.8 -8.0 8.6 10.0 10.0 14.5 8.1 -13.5 5.8 11.3 6.6 8.3 8.9 5.6 -3.4 2.1 -4.5 -6.7 -2.1 12.5 20.0 9.8 20.0 DOW -6.8 -7.4 5.0 8.1 7.0 8.6 7.5 8.7 7.7 6.1 12.3 -2.3 13.3 2.4 10.1 -6.6 -7.9 -7.2 -7.4 5.9 10.5 -1.2 12.4 1.0 -8.5 3.8 0.9 7.1 -1.4 8.7 0.2 -3.4 -18.0 -9.0 -7.5 0.3 -2.3 -20.0 -7.1 -20.0 DX 4.2 -7.5 -0.3 11.3 -0.0 8.5 1.8 5.4 7.8 9.2 -2.0 9.6 -10.3 -1.2 -4.5 4.9 5.9 5.3 5.6 -3.8 -4.0 5.2 -5.0 0.0 -20.0 -6.8 6.3 -6.4 4.6 -5.2 -1.8 16.3 16.1 13.2 -20.0 -20.0 5.9 20.0 11.4 20.0 EUR -4.4 2.1 -3.5 12.6 -0.0 9.5 2.0 6.1 8.7 -7.9 1.9 -12.3 12.1 -2.4 1.3 -6.6 -7.8 -7.4 -7.6 2.8 4.6 -3.8 7.3 -1.0 6.3 8.1 -0.1 8.8 -1.4 9.1 3.1 -6.9 -7.1 -7.0 -6.6 1.6 -9.9 -20.0 -6.7 -20.0 EURIBOR-ICE 20.0 17.7 -6.1 10.2 15.0 1.1 20.0 -3.0 19.8 16.0 0.3 17.4 5.7 17.6 11.3 12.9 12.1 13.3 13.1 13.7 4.1 18.5 2.2 20.0 -2.8 14.2 16.9 1.6 20.0 -1.6 20.0 14.5 5.0 8.5 16.5 -3.2 19.1 20.0 20.0 20.0 EUROSTX 2.2 2.2 11.5 11.9 12.5 12.8 11.0 13.1 11.1 18.7 20.0 19.1 20.0 19.2 19.8 9.3 1.9 7.1 4.1 20.0 20.0 20.0 20.0 18.9 -8.6 18.0 20.0 19.3 20.0 16.9 17.3 14.4 16.9 7.7 10.9 11.6 8.2 20.0 4.1 20.0 FEEDCOW -8.8 12.2 20.0 -2.3 -2.6 -9.7 -6.6 -17.6 -3.7 -14.9 16.1 -2.9 17.3 11.5 18.9 19.6 11.1 16.2 14.4 20.0 20.0 -6.7 20.0 8.8 -20.0 4.3 -18.4 11.9 -13.8 20.0 -5.1 20.0 -11.2 -6.4 4.3 11.6 20.0 20.0 20.0 20.0 GASOIL 10.0 17.9 1.8 15.3 8.6 10.4 12.6 5.4 15.4 15.6 10.4 15.9 10.4 16.4 12.4 18.8 16.3 18.5 17.9 16.2 10.5 20.0 6.7 20.0 -2.8 19.7 20.0 15.5 20.0 10.8 20.0 20.0 19.4 12.2 7.8 4.5 -2.7 20.0 -10.5 4.1 GASOLINE 10.1 18.1 3.7 17.2 9.7 11.7 14.2 6.0 17.3 17.9 11.0 19.2 5.6 19.4 17.3 -20.0 -20.0 -20.0 -20.0 15.9 8.8 16.1 3.3 18.9 -16.7 16.8 8.6 8.7 14.2 1.9 18.6 -20.0 0.6 6.0 -1.7 -4.9 8.0 20.0 -2.7 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 7.7 -7.9 5.4 -20.0 GBP -12.5 3.5 5.4 15.5 -0.0 11.7 2.5 7.5 10.7 -10.3 6.5 -14.3 13.3 -7.2 6.9 -0.2 0.0 0.0 0.1 4.1 6.8 -7.4 7.7 -3.7 -0.0 11.5 -1.0 12.5 -1.1 11.5 4.0 6.5 -2.3 -9.7 -4.7 6.6 -7.0 -6.8 -1.5 -8.8 GOLD_micro 1.2 -10.5 -11.5 2.6 3.9 5.0 2.7 6.3 1.5 3.9 5.4 1.7 6.1 2.7 4.0 -4.6 -9.2 -6.3 -7.6 7.2 8.1 4.6 7.6 5.4 -17.6 7.9 2.3 9.7 3.7 10.4 5.5 -5.0 2.0 5.5 18.7 12.9 15.8 6.0 -3.2 -13.4 HEATOIL 10.7 19.0 1.6 12.0 6.8 8.2 10.0 4.2 12.1 12.4 6.7 13.0 6.7 13.0 9.2 20.0 18.5 20.0 20.0 13.0 8.0 16.8 5.0 16.9 -14.0 12.1 8.7 8.0 13.5 5.5 14.7 20.0 12.5 5.7 0.6 -0.8 6.8 12.5 -7.5 -10.2 JGB-SGX-mini 20.0 17.7 -4.5 4.9 7.2 0.5 9.8 -1.5 9.6 1.0 -7.3 5.5 -8.3 4.0 -4.9 4.2 10.1 2.8 6.3 -2.9 -9.4 6.3 -11.3 4.8 0.4 -4.5 0.1 -10.6 5.1 -11.5 3.3 7.2 2.7 0.4 -9.7 -20.0 -5.2 -20.0 0.8 -20.0 JPY 3.1 17.6 1.0 8.8 -0.0 6.7 1.4 4.2 6.1 -9.2 -8.3 -5.4 -9.5 -0.5 -2.0 -7.9 -10.2 -8.7 -9.2 -1.8 -6.4 -5.3 -9.2 -1.3 20.0 0.2 -6.4 -5.4 -3.1 -8.4 1.2 -10.1 -11.5 -2.4 -6.1 -14.1 -3.7 -14.8 1.4 -18.0 LEANHOG -16.3 10.8 10.2 -2.8 -3.1 -11.8 -8.0 -20.0 -4.5 18.6 14.8 1.4 17.9 5.7 15.7 -20.0 -2.5 -20.0 -20.0 13.4 15.6 9.4 14.7 6.0 -5.8 13.5 14.7 16.8 3.5 13.9 1.9 0.9 20.0 -3.3 19.7 20.0 -10.1 9.5 -4.4 19.5 LIVECOW -6.0 7.4 13.0 -2.2 -2.5 -9.3 -6.3 -16.9 -3.6 -15.4 11.8 -1.3 14.8 8.4 16.6 17.5 6.2 5.4 3.5 14.4 16.7 -5.3 20.0 6.9 -20.0 0.9 -16.6 3.5 -9.8 11.8 -2.8 20.0 -7.1 3.2 -1.5 2.0 20.0 20.0 20.0 20.0 LUMBER-new -10.0 12.6 -2.9 -1.8 -1.9 -7.3 -5.0 -13.2 -2.8 -13.8 -13.5 -14.3 -13.4 -8.7 -9.3 -20.0 -20.0 -20.0 -20.0 -9.0 -12.9 -20.0 -16.6 -13.4 NaN -9.3 -19.0 -12.1 -18.8 -13.3 -13.1 -20.0 -18.5 -15.7 -6.8 -11.4 0.9 20.0 3.9 20.0 MXP -2.3 2.4 8.0 17.0 -0.0 12.8 2.7 8.2 11.7 6.0 20.0 16.0 20.0 19.8 20.0 9.4 12.5 11.2 11.9 20.0 20.0 7.2 20.0 16.8 -20.0 20.0 1.9 20.0 6.3 20.0 17.3 20.0 2.7 7.3 20.0 20.0 8.5 7.9 20.0 10.7 NASDAQ_micro -11.9 -18.4 -7.2 8.3 7.2 8.8 7.7 9.0 7.9 2.0 5.1 -5.1 11.9 -6.9 -3.4 -7.3 -8.5 -7.8 -8.1 -4.6 2.6 -0.6 10.6 -5.6 -20.0 -4.7 2.5 0.6 -1.0 6.7 -5.1 -4.5 -5.9 -20.0 -20.0 -19.3 9.1 -20.0 10.7 -20.0 NIKKEI 6.1 1.7 2.4 5.4 4.7 5.7 5.0 5.8 5.1 5.2 9.1 7.4 9.0 8.0 8.5 8.8 8.0 8.7 7.9 12.3 12.8 10.0 12.3 11.4 -11.3 9.7 6.4 11.0 7.2 11.1 8.7 20.0 0.5 15.1 14.0 8.5 -10.6 -0.4 -15.6 3.4 NZD -5.4 18.8 14.8 10.2 -0.0 7.7 1.7 4.9 7.1 -4.4 4.7 -6.3 0.2 6.2 8.8 -3.6 -3.5 -3.8 -3.8 8.0 5.4 -1.3 0.5 3.8 11.7 9.4 0.0 5.7 -1.6 -0.3 4.3 0.0 -8.6 -3.6 2.6 0.7 -3.6 20.0 6.4 20.0 OAT 19.2 19.8 7.0 14.5 20.0 1.5 20.0 -4.3 20.0 20.0 17.9 20.0 2.7 20.0 20.0 12.4 12.7 13.4 14.0 20.0 15.5 20.0 3.9 20.0 -1.1 20.0 20.0 20.0 20.0 7.9 20.0 16.0 19.7 11.6 20.0 19.3 1.9 20.0 10.5 20.0 OATIES 14.3 11.0 0.0 -2.0 -2.2 -8.4 -5.7 -15.2 -3.2 3.2 -10.5 12.1 -12.4 14.0 5.5 -5.1 -11.1 -10.4 -12.8 3.9 -7.0 12.0 -12.9 12.3 -2.5 5.7 -1.9 -8.2 13.7 -15.6 15.8 -5.6 20.0 20.0 8.2 -0.8 -5.9 -20.0 -3.3 -20.0 OJ -10.1 5.2 17.0 -0.8 -0.8 -3.1 -2.1 -5.7 -1.2 -3.6 -3.7 -2.1 -5.6 -2.1 0.1 5.6 2.9 2.9 1.6 -1.6 -2.7 -2.1 -5.0 -2.1 -20.0 -0.8 -2.5 -0.8 -3.4 -2.8 -3.1 18.9 1.4 -15.7 -3.0 3.1 -13.3 -15.9 -8.8 -17.1 PALLAD -9.5 -4.6 -1.1 2.8 4.1 5.3 2.9 6.7 1.6 6.2 3.4 -2.4 4.2 -3.2 0.7 -2.8 -3.0 -2.9 -3.0 1.5 4.3 1.6 4.9 -0.2 10.4 -0.3 2.4 3.5 1.0 6.4 -1.0 4.4 -1.9 -2.9 -9.0 -6.4 12.3 0.8 0.7 -6.0 PLAT -16.2 -7.3 -10.8 2.6 3.9 5.0 2.7 6.3 1.5 6.1 2.7 -2.5 4.4 -3.5 0.6 -1.9 -3.4 -2.5 -2.9 1.4 4.6 1.7 5.2 -0.9 -0.9 1.5 3.7 5.6 1.2 7.9 -0.7 4.1 0.2 -6.8 -9.2 1.8 20.0 9.3 4.1 -2.7 REDWHEAT 7.6 12.3 11.8 -2.2 -2.4 -9.0 -6.1 -16.3 -3.5 -4.1 -2.2 3.9 -15.0 9.6 9.8 -14.1 -16.1 -15.2 -15.8 8.3 1.3 6.4 -8.1 10.7 6.9 12.6 -2.8 5.8 8.6 -3.0 14.6 -12.2 20.0 20.0 14.9 15.7 -20.0 -20.0 -20.0 -20.0 RICE -20.0 14.9 11.5 -1.0 -1.1 -4.1 -2.8 -7.5 -1.6 -7.9 -6.2 -8.3 -7.9 -3.1 -0.4 -19.9 -14.5 -20.0 -19.5 -4.4 -7.1 -16.5 -13.0 -10.5 1.2 -2.8 -12.6 -5.9 -16.5 -14.0 -10.2 -14.5 -20.0 -11.4 5.0 1.7 -16.6 -16.9 -11.5 -17.3 ROBUSTA -14.3 -3.2 -13.1 -1.2 -1.3 -4.9 -3.4 -8.9 -1.9 -0.6 -0.0 -6.6 -2.8 -7.7 -7.8 20.0 15.7 20.0 17.0 -8.4 -6.2 -6.2 -3.1 -9.1 -20.0 -6.7 -0.3 -4.9 -5.1 -2.3 -7.4 20.0 0.6 -20.0 -9.7 -10.7 4.5 4.9 13.8 12.3 RUSSELL -9.3 -1.6 10.5 9.6 8.3 10.2 8.8 10.4 9.1 12.8 13.7 6.5 14.8 6.5 11.6 -4.7 -5.2 -4.9 -4.9 9.0 14.0 2.6 14.6 3.8 7.2 6.4 4.4 10.3 1.6 10.9 2.4 1.1 -6.5 -17.2 -0.0 0.9 -4.5 -20.0 -12.0 -20.0 SHATZ 10.5 14.2 -3.4 11.5 16.8 1.2 20.0 -3.4 20.0 2.4 -9.7 14.3 -12.1 17.0 4.8 8.6 -10.6 1.7 -4.6 4.4 -5.2 5.9 -10.1 8.9 13.1 4.0 3.4 -9.0 8.3 -13.6 11.5 -20.0 -13.0 -12.3 4.0 -9.4 12.5 20.0 17.4 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 18.8 -0.8 19.6 11.6 10.2 12.4 10.8 12.6 11.1 12.7 19.8 18.4 18.5 19.3 19.8 13.1 7.5 12.2 9.9 20.0 20.0 20.0 20.0 20.0 10.7 20.0 19.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 13.3 20.0 -10.9 20.0 -10.9 20.0 SOFR 20.0 7.1 -10.0 10.9 16.0 1.1 20.0 -3.2 20.0 12.4 0.5 17.2 12.3 16.8 6.6 7.3 6.7 7.9 7.6 10.1 3.1 20.0 4.4 20.0 -20.0 14.0 13.3 5.8 20.0 5.3 20.0 5.1 10.5 20.0 8.4 6.8 -12.7 -12.1 -16.7 -20.0 SOYBEAN 20.0 12.0 1.4 -2.8 -3.1 -11.7 -7.9 -20.0 -4.5 20.0 12.5 20.0 9.9 20.0 12.6 1.3 -4.5 -1.8 -3.4 19.1 10.0 20.0 2.3 20.0 -7.3 20.0 20.0 16.9 20.0 8.8 20.0 8.2 20.0 20.0 20.0 17.5 -20.0 -13.5 -20.0 -10.6 SOYMEAL 20.0 1.0 -1.7 -1.7 -2.0 -7.8 -6.1 -14.2 -2.9 14.9 -4.7 15.5 -9.7 13.6 -5.5 -11.5 -14.0 -12.0 -13.2 3.9 -1.0 17.2 -5.3 12.0 -14.5 9.8 20.0 6.4 20.0 1.2 17.4 -8.5 20.0 20.0 6.7 13.0 -19.0 -18.7 -14.6 -18.1 SOYOIL 20.0 20.0 9.0 -2.6 -2.9 -10.7 -7.3 -19.4 -4.1 20.0 12.6 20.0 13.7 20.0 20.0 -7.1 -6.3 -8.0 -7.6 20.0 20.0 20.0 13.9 20.0 -19.7 20.0 20.0 20.0 20.0 9.2 20.0 3.5 20.0 20.0 20.0 20.0 -10.3 -20.0 -11.5 -20.0 SP400 2.5 7.9 14.3 9.8 8.6 10.5 9.1 10.6 9.4 11.1 15.9 13.2 13.9 14.8 16.0 -6.6 -6.3 -6.7 -6.4 16.5 16.1 8.6 12.7 13.0 3.5 12.1 5.4 10.2 6.8 6.7 10.6 -1.1 -5.4 5.3 8.4 7.4 -3.2 -20.0 -8.9 -20.0 SP500_micro -9.4 -15.1 -1.4 10.4 9.1 11.0 9.6 11.2 9.9 6.6 14.6 0.8 17.5 -1.3 9.6 -8.4 -9.4 -8.9 -9.0 1.0 8.9 1.7 16.9 -1.6 -16.7 -2.1 3.7 3.0 -0.4 8.4 -3.5 -6.0 -10.4 -20.0 -20.0 -15.1 13.1 -20.0 17.4 -20.0 SUGAR11 -2.9 -0.3 1.4 -1.7 -1.8 -6.9 -4.7 -12.5 -2.7 11.5 -12.9 2.3 -14.2 -5.8 -9.1 20.0 13.7 19.1 15.5 -7.6 -11.9 3.2 -16.2 -3.0 -20.0 -3.5 4.9 -7.8 3.9 -13.0 -0.9 20.0 20.0 -3.9 -7.3 4.5 1.4 -18.8 5.9 -11.7 US10 20.0 1.7 -6.0 10.6 15.6 1.1 20.0 -3.2 20.0 13.4 6.5 16.8 10.1 15.5 4.3 2.4 1.3 2.8 2.4 7.1 2.8 15.8 3.5 14.9 -10.0 10.7 13.7 5.2 20.0 5.8 20.0 -4.0 3.8 10.2 -2.2 4.6 -10.9 -20.0 -10.6 -20.0 US10U 20.0 1.7 -4.9 14.3 20.0 1.5 20.0 -4.3 20.0 19.6 10.9 20.0 12.0 20.0 6.8 2.7 0.8 2.9 2.1 10.4 4.9 20.0 4.8 20.0 -15.8 17.5 20.0 11.1 20.0 11.3 20.0 -4.9 3.7 8.9 -0.6 8.8 -11.1 -5.7 -14.9 -20.0 US2 13.2 -0.7 -5.0 11.4 16.7 1.2 20.0 -3.4 20.0 -9.8 -3.3 3.9 0.7 6.8 -1.6 -12.4 -13.2 -10.8 -11.1 0.6 -1.9 2.2 -1.4 4.0 13.1 3.5 2.9 -0.7 8.0 1.0 9.8 -20.0 -10.9 -2.9 -13.7 -1.0 -10.8 -20.0 -12.9 -20.0 US20 20.0 6.1 -2.5 10.4 15.2 1.1 20.0 -3.1 20.0 15.1 7.6 17.3 3.5 16.2 7.8 5.2 4.0 5.3 4.8 9.4 4.4 16.0 2.0 16.3 -10.3 14.4 13.6 9.6 19.9 7.4 20.0 0.3 -2.2 2.8 4.5 6.9 -8.4 15.1 -6.5 -20.0 US30 17.5 6.1 -2.6 12.0 17.7 1.3 20.0 -3.6 20.0 16.8 1.4 19.5 -5.5 17.9 4.1 2.8 -0.3 2.4 1.2 7.4 1.4 15.2 -2.2 15.0 -5.9 13.8 15.3 7.7 20.0 4.2 20.0 -6.7 -6.7 -4.1 1.0 3.6 -11.1 11.7 -4.1 -18.2 US5 20.0 1.8 -5.8 12.2 18.0 1.3 20.0 -3.6 20.0 14.4 4.1 18.4 11.2 16.8 3.9 -0.4 -1.7 0.2 -0.4 7.3 2.3 16.3 3.4 15.8 -7.9 12.0 14.3 5.2 20.0 6.2 20.0 -9.0 2.7 10.1 -3.7 5.4 -11.8 -20.0 -13.5 -20.0 VIX 10.4 14.1 -6.1 1.1 -5.8 -3.9 1.5 -4.3 4.8 -9.7 -14.7 -0.2 -15.7 3.1 -11.6 -20.0 -20.0 -20.0 -20.0 -1.9 -6.7 -2.1 -7.3 1.4 NaN 0.9 -5.6 -4.5 2.1 -4.9 5.4 NaN NaN NaN NaN NaN -1.3 -20.0 NaN NaN WHEAT 13.1 17.3 6.0 -2.5 -2.8 -10.4 -7.0 -18.8 -4.0 13.4 -9.1 15.6 -18.6 16.9 8.4 -17.1 -18.5 -18.3 -18.3 11.2 -0.5 20.0 -11.8 19.6 10.7 19.6 13.0 7.3 20.0 -3.6 20.0 -16.1 20.0 20.0 20.0 15.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3