******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260302_204004 produced at 2026-03-02 21:35:47.317598 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -40.90 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 -1.47 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -3.09 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.11 0.0 999.00 -999.00 -0.17 -0.17 -12.23 999999999.0 -20 -20 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.05 0.0 0.15 -0.15 -0.07 -0.07 -3.82 11.0 -5 -5 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.29 -0.05 0.0 0.48 -0.48 -0.29 -0.27 -2.19 23.0 -14 -13 caleb_strategy_v3 SP500_micro False False 0.01 -0.10 -0.04 0.0 0.70 -0.70 -0.10 -0.10 -2.50 48.0 -7 -7 caleb_strategy_v3 CHF False False 0.07 0.00 -0.04 0.0 0.88 -0.88 0.00 0.00 -0.59 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 -6.10 3.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -3.26 4.0 -3 -3 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.86 -0.86 0.00 0.00 -0.42 14.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.19 -0.03 0.0 0.68 -0.68 -0.19 -0.28 -2.50 66.0 -18 -27 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.02 0.0 0.12 -0.12 -0.06 -0.06 -2.88 18.0 -9 -9 caleb_strategy_v3 JPY False False 0.03 0.00 -0.02 0.0 0.57 -0.57 0.00 0.00 -0.57 17.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.33 -0.33 -0.03 -0.03 -1.11 26.0 -2 -2 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -0.71 3.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -0.18 6.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.49 9.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.24 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.42 23.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.01 0.0 1.15 -1.15 0.00 0.00 -0.18 25.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.12 8.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.09 0.00 0.0 999.00 -999.00 0.09 0.09 0.05 999999999.0 1 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.49 -0.49 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.02 9.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 0.00 0.0 1.26 -1.26 -0.02 0.00 0.08 56.0 -1 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 0.72 26.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 0.00 0.0 0.81 -0.81 0.00 0.00 0.04 17.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.05 0.00 0.0 0.30 -0.30 0.05 0.05 0.08 6.0 1 1 caleb_strategy_v3 US10U False False 0.05 0.10 0.01 0.0 0.63 -0.63 0.10 0.10 0.22 13.0 2 2 caleb_strategy_v3 BUXL False False 0.06 0.00 0.01 0.0 0.22 -0.22 0.00 0.00 0.21 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.01 0.0 0.67 -0.67 0.00 0.00 0.32 17.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.01 0.0 0.78 -0.78 0.04 0.04 0.32 22.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 2.46 68.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.43 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.07 2.0 0 0 caleb_strategy_v3 DX False False 0.04 -0.04 0.01 0.0 999.00 -999.00 -0.04 0.00 0.15 999999999.0 -1 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.01 0.0 0.12 -0.12 0.00 0.01 1.46 12.0 0 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.89 -0.89 0.00 0.03 0.70 29.0 0 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.67 7.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.13 0.02 0.0 999.00 -999.00 0.13 0.08 0.53 999999999.0 3 2 caleb_strategy_v3 US20 False True 0.05 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.31 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.02 0.0 0.71 -0.71 0.00 0.00 1.44 58.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.03 0.0 0.15 -0.15 0.05 0.10 0.65 3.0 1 2 caleb_strategy_v3 FEEDCOW False False 0.07 0.07 0.03 0.0 0.59 -0.59 0.07 0.00 0.44 8.0 1 0 caleb_strategy_v3 LEANHOG False False 0.02 0.02 0.04 0.0 0.21 -0.21 0.02 0.00 2.67 13.0 1 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.53 -0.53 0.00 0.00 2.10 21.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.30 0.05 0.0 0.30 -0.30 0.30 0.30 0.32 2.0 2 2 caleb_strategy_v3 CANOLA False False 0.00 0.04 0.06 0.0 0.22 -0.22 0.04 0.04 13.70 51.0 10 10 caleb_strategy_v3 BOBL False False 0.06 0.00 0.06 0.0 1.09 -1.09 0.00 0.00 1.12 19.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.06 0.0 0.14 -0.14 0.00 0.04 1.57 4.0 0 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.06 0.0 999.00 -999.00 0.06 0.06 0.98 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.06 0.26 0.09 0.0 0.64 -0.64 0.26 0.26 1.35 10.0 4 4 caleb_strategy_v3 EUROSTX False False 0.03 0.27 0.09 0.0 0.59 -0.59 0.27 0.24 3.08 20.0 9 8 caleb_strategy_v3 NIKKEI False False 0.02 0.09 0.10 0.0 0.56 -0.56 0.09 0.08 6.31 36.0 6 5 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.88 24.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.12 0.0 0.14 -0.14 0.08 0.03 4.62 5.0 3 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.57 -0.57 0.00 0.00 4.46 19.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.15 0.0 0.00 0.00 0.00 0.00 2.07 9.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 4.14 12.0 0 0 caleb_strategy_v3 SOFR False True 0.10 0.00 0.27 0.0 0.00 0.00 0.00 0.00 2.68 11.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.06 0.28 0.0 0.60 -0.60 0.06 0.06 4.67 10.0 1 1 caleb_strategy_v3 OAT False False 0.06 0.55 0.40 0.0 0.61 -0.61 0.55 0.55 6.52 10.0 9 9 caleb_strategy_v3 MXP False False 0.01 0.41 0.58 0.0 0.73 -0.73 0.41 0.41 48.17 60.0 34 34 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.93 0.0 1.20 -1.20 0.00 0.00 16.08 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.7 Shocked risk 46.8 Sum abs risk 50.9 Leverage 5.98 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2382454.49, 'annual_cash_vol_target': 595613.6225, 'daily_cash_vol_target': 37225.85140625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.7104 0.6112 9.7796 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1792 117.0600 0.1530 2.4488 BTP 0.3703 122.2100 0.3030 4.8477 BUND 0.3448 129.6200 0.2660 4.2558 BUXL 0.7614 113.0000 0.6738 10.7813 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0028 0.7324 0.3825 6.1196 CANOLA 5.6026 697.2000 0.8036 12.8574 CHF 0.0071 1.2870 0.5530 8.8480 COCOA 123.5833 2987.0000 4.1374 66.1980 COFFEE 4.7509 284.0000 1.6729 26.7658 COPPER 0.0982 5.9000 1.6649 26.6391 CORN 3.4627 469.2500 0.7379 11.8067 COTTON2 0.7154 63.6100 1.1246 17.9938 CRUDE_W 0.9395 64.4800 1.4571 23.3131 DAX 190.5236 24732.0000 0.7704 12.3256 DOW 350.1788 49074.0000 0.7136 11.4172 DX 0.3812 98.3300 0.3877 6.2029 EUR 0.0054 1.1720 0.4578 7.3242 EURIBOR-ICE 0.0367 97.7600 0.0376 0.6014 EUROSTX 50.3326 6014.0000 0.8369 13.3908 FEEDCOW 2.9370 353.7000 0.8304 13.2858 GASOIL 18.4023 851.7500 2.1605 34.5685 GASOLINE 0.0356 2.3674 1.5027 24.0427 GAS_US_mini 0.1954 2.8800 6.7863 108.5814 GBP 0.0065 1.3429 0.4846 7.7541 GOLD_micro 86.6227 5345.0000 1.6206 25.9301 HEATOIL 0.0684 2.8880 2.3699 37.9180 JGB-SGX-mini 0.2880 132.8500 0.2168 3.4686 JPY 0.0000 0.0064 0.6542 10.4666 LEANHOG 1.0627 95.5750 1.1119 17.7902 LIVECOW 1.9322 233.6500 0.8270 13.2317 LUMBER-new 7.4193 555.5000 1.3356 21.3698 MXP 0.0003 0.0578 0.6043 9.6682 NASDAQ_micro 213.1926 25082.7500 0.8500 13.5993 NIKKEI 749.8507 57780.0000 1.2978 20.7643 NZD 0.0039 0.5957 0.6525 10.4396 OAT 0.3305 123.3200 0.2680 4.2887 OATIES 4.7838 316.0000 1.5139 24.2220 OJ 7.4096 175.7000 4.2172 67.4752 PALLAD 58.3443 1757.0000 3.3207 53.1309 PLAT 78.7913 2321.4000 3.3941 54.3060 REDWHEAT 9.8543 574.0000 1.7168 27.4684 RICE 0.1650 10.4000 1.5867 25.3875 ROBUSTA 66.8210 3680.0000 1.8158 29.0526 RUSSELL 27.3062 2659.7000 1.0267 16.4266 SHATZ 0.0568 106.8750 0.0532 0.8509 SILVER-mini 3.3617 89.6750 3.7488 59.9802 SMI 94.9183 13746.0000 0.6905 11.0482 SOFR 0.0592 96.8050 0.0612 0.9792 SOYBEAN 7.1419 1128.0000 0.6331 10.1303 SOYMEAL 3.8001 320.0000 1.1875 19.0007 SOYOIL 0.6579 62.6800 1.0496 16.7933 SP400 29.8880 3616.0000 0.8265 13.2248 SP500_micro 43.7983 6904.7500 0.6343 10.1491 SUGAR11 0.2016 13.9000 1.4503 23.2046 US10 0.3577 113.1875 0.3160 5.0568 US10U 0.4373 116.0469 0.3769 6.0298 US2 0.0840 104.2656 0.0806 1.2890 US20 0.6315 117.8750 0.5358 8.5721 US30 0.8915 120.6875 0.7387 11.8185 US5 0.2209 109.5859 0.2015 3.2246 VIX 0.6079 20.5500 2.9580 47.3285 WHEAT 8.5243 614.2500 1.3878 22.2042 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 710.35 0.61 434.18 1.00 434.18 37225.85 85.74 20.00 171.48 BITCOIN 82.98 2.35 195.18 1.00 195.18 37225.85 190.73 -19.78 -377.19 BOBL 1170.60 0.15 179.16 1.18 211.45 37225.85 176.05 6.24 109.87 BTP 1222.10 0.30 370.28 1.18 437.02 37225.85 85.18 16.04 136.63 BUND 1296.20 0.27 344.78 1.18 406.93 37225.85 91.48 14.59 133.43 BUXL 1130.00 0.67 761.43 1.18 898.68 37225.85 41.42 5.11 21.15 CAC 847.95 0.61 516.00 1.18 608.65 37225.85 61.16 19.83 121.26 CAD 732.40 0.38 280.12 1.00 280.12 37225.85 132.89 2.02 26.81 CANOLA 139.44 0.80 112.05 0.73 81.96 37225.85 454.17 12.38 562.38 CHF 1608.81 0.55 889.67 1.00 889.67 37225.85 41.84 -5.38 -22.53 COCOA 298.70 4.14 1235.83 1.00 1235.83 37225.85 30.12 -15.14 -45.62 COFFEE 1065.00 1.67 1781.60 1.00 1781.60 37225.85 20.89 -6.40 -13.36 COPPER 1475.00 1.66 2455.80 1.00 2455.80 37225.85 15.16 5.95 9.03 CORN 234.62 0.74 173.13 1.00 173.13 37225.85 215.01 2.79 59.99 COTTON2 318.05 1.12 357.68 1.00 357.68 37225.85 104.08 -15.07 -156.84 CRUDE_W 644.80 1.46 939.52 1.00 939.52 37225.85 39.62 10.74 42.57 DAX 247.32 0.77 190.52 1.18 224.87 37225.85 165.55 2.55 42.15 DOW 245.37 0.71 175.09 1.00 175.09 37225.85 212.61 -5.06 -107.62 DX 983.30 0.39 381.21 1.00 381.21 37225.85 97.65 0.60 5.88 EUR 1464.94 0.46 670.59 1.00 670.59 37225.85 55.51 -2.94 -16.31 EURIBOR-ICE 2444.00 0.04 91.87 1.18 108.43 37225.85 343.31 13.71 470.80 EUROSTX 601.40 0.84 503.33 1.18 594.06 37225.85 62.66 14.38 90.12 FEEDCOW 1768.50 0.83 1468.50 1.00 1468.50 37225.85 25.35 5.28 13.39 GASOIL 851.75 2.16 1840.23 1.00 1840.23 37225.85 20.23 17.91 36.22 GASOLINE 994.31 1.50 1494.11 1.00 1494.11 37225.85 24.92 4.87 12.14 GAS_US_mini 72.00 6.79 488.62 1.00 488.62 37225.85 76.19 0.87 6.65 GBP 839.31 0.48 406.75 1.00 406.75 37225.85 91.52 1.33 12.16 GOLD_micro 534.50 1.62 866.23 1.00 866.23 37225.85 42.97 0.53 2.28 HEATOIL 1212.96 2.37 2874.57 1.00 2874.57 37225.85 12.95 11.52 14.92 JGB-SGX-mini 132850.00 0.22 28800.52 0.01 184.68 37225.85 201.57 -1.42 -28.54 JPY 796.38 0.65 520.96 1.00 520.96 37225.85 71.46 -3.09 -22.08 LEANHOG 382.30 1.11 425.07 1.00 425.07 37225.85 87.57 5.01 43.90 LIVECOW 934.60 0.83 772.90 1.00 772.90 37225.85 48.16 2.02 9.75 LUMBER-new 152.76 1.34 204.03 1.00 204.03 37225.85 182.45 -13.72 -250.39 MXP 289.00 0.60 174.63 1.00 174.63 37225.85 213.17 15.37 327.71 NASDAQ_micro 501.66 0.85 426.39 1.00 426.39 37225.85 87.31 -10.79 -94.19 NIKKEI 57780.00 1.30 74985.07 0.01 480.83 37225.85 77.42 7.52 58.20 NZD 595.70 0.65 388.68 1.00 388.68 37225.85 95.77 8.44 80.82 OAT 1233.20 0.27 330.55 1.18 390.13 37225.85 95.42 20.00 190.84 OATIES 158.00 1.51 239.19 1.00 239.19 37225.85 155.63 -5.90 -91.86 OJ 263.55 4.22 1111.44 1.00 1111.44 37225.85 33.49 -8.66 -28.99 PALLAD 1757.00 3.32 5834.43 1.00 5834.43 37225.85 6.38 3.28 2.10 PLAT 1160.70 3.39 3939.56 1.00 3939.56 37225.85 9.45 2.56 2.42 REDWHEAT 287.00 1.72 492.71 1.00 492.71 37225.85 75.55 -1.22 -9.19 RICE 208.00 1.59 330.04 1.00 330.04 37225.85 112.79 -11.86 -133.74 ROBUSTA 368.00 1.82 668.21 1.00 668.21 37225.85 55.71 -5.74 -31.97 RUSSELL 132.99 1.03 136.53 1.00 136.53 37225.85 272.65 2.72 74.23 SHATZ 1068.75 0.05 56.84 1.18 67.08 37225.85 554.94 3.33 185.04 SILVER-mini 2241.88 3.75 8404.25 1.00 8404.25 37225.85 4.43 3.41 1.51 SMI 1374.60 0.69 949.18 1.29 1227.37 37225.85 30.33 20.00 60.66 SOFR 2420.13 0.06 148.11 1.00 148.11 37225.85 251.33 1.75 44.02 SOYBEAN 564.00 0.63 357.09 1.00 357.09 37225.85 104.25 6.89 71.83 SOYMEAL 320.00 1.19 380.01 1.00 380.01 37225.85 97.96 -5.37 -52.59 SOYOIL 376.08 1.05 394.73 1.00 394.73 37225.85 94.31 4.86 45.83 SP400 3616.00 0.83 2988.80 1.00 2988.80 37225.85 12.46 7.65 9.52 SP500_micro 345.24 0.63 218.99 1.00 218.99 37225.85 169.99 -6.33 -107.61 SUGAR11 155.68 1.45 225.78 1.00 225.78 37225.85 164.88 -7.17 -118.24 US10 1131.88 0.32 357.73 1.00 357.73 37225.85 104.06 0.30 3.08 US10U 1160.47 0.38 437.34 1.00 437.34 37225.85 85.12 2.05 17.49 US2 2085.31 0.08 167.99 1.00 167.99 37225.85 221.59 -5.21 -115.45 US20 1178.75 0.54 631.52 1.00 631.52 37225.85 58.95 4.20 24.74 US30 1206.88 0.74 891.46 1.00 891.46 37225.85 41.76 1.57 6.54 US5 1095.86 0.20 220.86 1.00 220.86 37225.85 168.55 -0.85 -14.37 VIX 205.50 2.96 607.88 1.00 607.88 37225.85 61.24 -8.08 -49.49 WHEAT 307.12 1.39 426.22 1.00 426.22 37225.85 87.34 -0.20 -1.75 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 171.476 0.010 2.5 4.455 BITCOIN -377.186 0.043 2.5 -40.902 BOBL 109.872 0.004 2.5 1.116 BTP 136.632 0.014 2.5 4.667 BUND 133.427 0.004 2.5 1.355 BUXL 21.148 0.004 2.5 0.215 CAC 121.259 0.014 2.5 4.142 CAD 26.813 0.010 2.5 0.697 CANOLA 562.379 0.010 2.5 13.701 CHF -22.531 0.010 2.5 -0.585 COCOA -45.617 0.010 2.5 -1.111 COFFEE -13.364 0.005 2.5 -0.178 COPPER 9.026 0.043 2.5 0.979 CORN 59.992 0.010 2.5 1.462 COTTON2 -156.843 0.010 2.5 -3.821 CRUDE_W 42.566 0.043 2.5 4.616 DAX 42.150 0.014 2.5 1.440 DOW -107.618 0.009 2.5 -2.505 DX 5.883 0.010 2.5 0.153 EUR -16.311 0.010 2.5 -0.424 EURIBOR-ICE 470.804 0.014 2.5 16.081 EUROSTX 90.116 0.014 2.5 3.078 FEEDCOW 13.393 0.013 2.5 0.444 GASOIL 36.220 0.017 2.5 1.572 GASOLINE 12.144 0.017 2.5 0.527 GAS_US_mini 6.648 0.043 2.5 0.721 GBP 12.164 0.010 2.5 0.316 GOLD_micro 2.279 0.014 2.5 0.078 HEATOIL 14.918 0.017 2.5 0.648 JGB-SGX-mini -28.538 0.043 2.5 -3.095 JPY -22.082 0.010 2.5 -0.574 LEANHOG 43.901 0.024 2.5 2.672 LIVECOW 9.751 0.013 2.5 0.324 LUMBER-new -250.392 0.010 2.5 -6.100 MXP 327.713 0.059 2.5 48.167 NASDAQ_micro -94.193 0.009 2.5 -2.192 NIKKEI 58.202 0.043 2.5 6.311 NZD 80.819 0.010 2.5 2.100 OAT 190.836 0.014 2.5 6.518 OATIES -91.857 0.010 2.5 -2.238 OJ -28.992 0.010 2.5 -0.706 PALLAD 2.096 0.014 2.5 0.072 PLAT 2.424 0.014 2.5 0.083 REDWHEAT -9.191 0.005 2.5 -0.122 RICE -133.744 0.010 2.5 -3.258 ROBUSTA -31.971 0.005 2.5 -0.425 RUSSELL 74.227 0.013 2.5 2.463 SHATZ 185.039 0.004 2.5 1.879 SILVER-mini 1.509 0.014 2.5 0.052 SMI 60.659 0.014 2.5 2.072 SOFR 44.015 0.024 2.5 2.679 SOYBEAN 71.834 0.004 2.5 0.669 SOYMEAL -52.594 0.004 2.5 -0.490 SOYOIL 45.829 0.004 2.5 0.427 SP400 9.525 0.013 2.5 0.316 SP500_micro -107.614 0.009 2.5 -2.504 SUGAR11 -118.243 0.010 2.5 -2.881 US10 3.083 0.005 2.5 0.039 US10U 17.491 0.005 2.5 0.222 US2 -115.454 0.005 2.5 -1.465 US20 24.743 0.005 2.5 0.314 US30 6.537 0.005 2.5 0.083 US5 -14.373 0.005 2.5 -0.182 VIX -49.493 0.099 2.5 -12.234 WHEAT -1.750 0.005 2.5 -0.023 ===================== Position diags ===================== AUD 2.23 BITCOIN 20.68 BOBL 1.79 BTP 2.91 BUND 0.93 BUXL 0.42 CAC 2.09 CAD 3.45 CANOLA 11.06 CHF 1.09 COCOA 0.73 COFFEE 0.28 COPPER 1.64 CORN 5.24 COTTON2 2.54 CRUDE_W 4.30 DAX 5.65 DOW 4.95 DX 2.54 EUR 1.44 EURIBOR-ICE 11.73 EUROSTX 2.14 FEEDCOW 0.84 GASOIL 0.88 GASOLINE 1.08 GAS_US_mini 8.26 GBP 2.38 GOLD_micro 1.47 HEATOIL 0.56 JGB-SGX-mini 21.86 JPY 1.86 LEANHOG 5.33 LIVECOW 1.60 LUMBER-new 4.45 MXP 31.33 NASDAQ_micro 2.03 NIKKEI 8.40 NZD 2.49 OAT 3.26 OATIES 3.79 OJ 0.82 PALLAD 0.22 PLAT 0.32 REDWHEAT 1.00 RICE 2.75 ROBUSTA 0.74 RUSSELL 9.05 SHATZ 5.64 SILVER-mini 0.15 SMI 1.04 SOFR 15.30 SOYBEAN 0.97 SOYMEAL 0.91 SOYOIL 0.88 SP400 0.41 SP500_micro 3.96 SUGAR11 4.02 US10 1.32 US10U 1.08 US2 2.81 US20 0.75 US30 0.53 US5 2.14 VIX 15.14 WHEAT 1.16 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.5 4.2 4.7 0.0 0 BITCOIN -40.9 -43.0 -38.8 0.0 0 BOBL 1.1 0.9 1.3 0.0 0 BTP 4.7 4.4 5.0 1.0 1 BUND 1.4 1.3 1.4 4.0 4 BUXL 0.2 0.2 0.3 0.0 0 CAC 4.1 3.9 4.4 0.0 0 CAD 0.7 0.4 1.0 0.0 0 CANOLA 13.7 12.6 14.8 10.0 10 CHF -0.6 -0.7 -0.5 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 0.8 1.1 1.0 1 CORN 1.5 0.9 2.0 0.0 0 COTTON2 -3.8 -4.1 -3.6 -5.0 -5 CRUDE_W 4.6 4.2 5.0 3.0 3 DAX 1.4 0.9 2.0 0.0 0 DOW -2.5 -3.0 -2.0 -18.0 -18 DX 0.2 -0.1 0.4 -1.0 -1 EUR -0.4 -0.6 -0.3 0.0 0 EURIBOR-ICE 16.1 14.9 17.3 0.0 0 EUROSTX 3.1 2.9 3.3 9.0 9 FEEDCOW 0.4 0.4 0.5 1.0 1 GASOIL 1.6 1.5 1.7 0.0 0 GASOLINE 0.5 0.4 0.6 3.0 3 GAS_US_mini 0.7 -0.1 1.5 0.0 0 GBP 0.3 0.1 0.6 1.0 1 GOLD_micro 0.1 -0.1 0.2 -1.0 -1 HEATOIL 0.6 0.6 0.7 1.0 1 JGB-SGX-mini -3.1 -5.3 -0.9 0.0 0 JPY -0.6 -0.8 -0.4 0.0 0 LEANHOG 2.7 2.1 3.2 1.0 1 LIVECOW 0.3 0.2 0.5 0.0 0 LUMBER-new -6.1 -6.5 -5.7 0.0 0 MXP 48.2 45.0 51.3 34.0 34 NASDAQ_micro -2.2 -2.4 -2.0 -14.0 -14 NIKKEI 6.3 5.5 7.2 6.0 6 NZD 2.1 1.9 2.3 0.0 0 OAT 6.5 6.2 6.8 9.0 9 OATIES -2.2 -2.6 -1.9 NaN 0 OJ -0.7 -0.8 -0.6 -2.0 -2 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.1 0.1 0.1 0.0 0 REDWHEAT -0.1 -0.2 -0.0 0.0 0 RICE -3.3 -3.5 -3.0 -3.0 -3 ROBUSTA -0.4 -0.5 -0.4 0.0 0 RUSSELL 2.5 1.6 3.4 0.0 0 SHATZ 1.9 1.3 2.4 NaN 0 SILVER-mini 0.1 0.0 0.1 1.0 1 SMI 2.1 2.0 2.2 0.0 0 SOFR 2.7 1.1 4.2 NaN 0 SOYBEAN 0.7 0.6 0.8 0.0 0 SOYMEAL -0.5 -0.6 -0.4 0.0 0 SOYOIL 0.4 0.3 0.5 0.0 0 SP400 0.3 0.3 0.4 2.0 2 SP500_micro -2.5 -2.9 -2.1 -7.0 -7 SUGAR11 -2.9 -3.3 -2.5 -9.0 -9 US10 0.0 -0.1 0.2 0.0 0 US10U 0.2 0.1 0.3 2.0 2 US2 -1.5 -1.7 -1.2 NaN 0 US20 0.3 0.2 0.4 0.0 0 US30 0.1 0.0 0.1 1.0 1 US5 -0.2 -0.4 0.0 0.0 0 VIX -12.2 -13.7 -10.7 -20.0 -20 WHEAT -0.0 -0.1 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 0.2 0.5 0.6 0.1 -0.0 0.3 0.0 0.2 0.1 0.1 0.4 0.1 0.4 0.2 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.1 0.3 0.2 1.6 0.2 0.0 0.5 0.1 0.4 0.2 0.3 0.2 0.5 0.6 0.6 -0.1 0.7 0.1 0.7 BITCOIN 0.1 -0.0 -0.6 0.1 -0.1 0.4 0.0 0.6 0.1 -0.2 -0.5 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 -2.7 -0.2 -0.2 -0.5 -0.2 -0.3 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 -0.2 0.0 -0.7 -0.6 BOBL 0.5 0.5 -0.0 0.1 0.1 0.1 0.2 -0.1 0.2 -0.0 -0.1 0.2 -0.1 0.2 0.1 -0.4 -0.1 -0.4 -0.2 0.1 0.0 0.1 -0.1 0.2 0.5 0.1 0.0 0.0 0.2 -0.2 0.2 -1.1 0.0 0.0 0.5 -0.2 0.3 0.7 0.5 0.7 BTP 0.4 0.3 0.0 0.1 0.1 0.1 0.2 -0.1 0.2 -0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.2 0.3 0.3 0.2 0.2 0.1 0.4 0.2 -2.7 0.2 -0.0 0.5 0.2 0.7 0.2 0.8 -0.0 -0.1 0.5 0.5 0.2 0.7 0.5 0.7 BUND 0.6 0.5 -0.0 0.1 0.1 0.1 0.2 -0.1 0.2 0.0 -0.0 0.2 -0.4 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 0.1 0.1 0.2 -0.2 0.2 0.7 0.3 0.2 0.6 -0.1 0.1 0.7 0.3 0.7 BUXL 0.6 0.3 -0.0 0.1 0.1 0.1 0.2 -0.1 0.2 0.1 -0.3 0.2 -0.7 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.2 -0.5 0.2 0.6 0.1 0.2 -0.2 0.2 -0.6 0.2 -0.0 0.4 -0.1 0.1 -0.3 -0.2 0.7 0.0 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 0.0 0.1 -0.1 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.0 0.0 2.7 0.1 0.0 0.2 0.0 0.1 0.1 -0.3 0.0 -0.1 -0.4 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.5 0.6 0.1 -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 2.2 0.2 0.2 0.3 0.2 -0.1 0.2 -0.7 0.5 0.6 0.6 0.6 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 0.0 -0.0 0.1 -0.1 0.3 0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.0 -0.0 0.1 0.0 -0.2 0.1 -0.0 0.1 -0.0 0.2 0.0 -1.1 -0.1 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 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.2 -2.7 -0.1 -0.0 -0.3 -0.1 -0.2 -0.1 0.9 -0.1 -0.5 -0.6 -0.5 0.2 0.1 0.3 0.2 COFFEE -0.6 -0.6 -0.6 -0.0 -0.0 -0.2 -0.0 -0.6 -0.0 0.0 -0.0 -0.1 0.2 -0.2 -0.2 0.2 0.4 0.4 0.4 -0.2 -0.2 -0.1 0.1 -0.2 -2.7 -0.2 0.0 -0.3 -0.1 0.4 -0.2 1.1 0.4 -0.6 -0.6 -0.6 0.7 0.6 0.7 0.7 COPPER -0.1 -0.2 0.3 0.0 0.0 0.2 0.0 0.3 0.0 0.0 0.1 0.0 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 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 -0.1 -0.1 -0.1 0.6 0.7 0.4 0.6 CORN 0.4 0.1 0.1 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.2 0.2 0.2 -0.4 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.3 0.2 1.7 0.2 0.2 0.1 0.2 -0.2 0.2 -1.1 0.5 0.6 0.1 0.3 0.1 -0.2 0.2 0.0 COTTON2 0.2 0.0 0.1 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.1 -0.5 0.2 -0.7 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.5 0.0 -1.0 -0.0 0.1 -0.4 0.2 -0.7 0.1 -1.1 0.5 0.4 -0.3 -0.2 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.3 0.6 0.3 0.2 0.2 0.3 0.2 0.2 0.2 0.2 -0.0 0.2 -0.3 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.2 1.0 0.2 0.2 0.1 0.2 -0.2 0.2 -0.0 -0.3 -0.1 -0.4 -0.3 0.4 0.7 0.0 0.3 DAX 0.1 -0.3 0.1 0.1 0.0 0.3 0.1 0.5 0.1 -0.1 0.3 0.1 0.6 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.4 0.0 -1.8 0.0 -0.1 0.1 -0.0 0.3 0.0 -0.2 -0.4 -0.2 -0.4 -0.1 0.4 0.7 0.3 0.7 DOW -0.2 -0.3 0.1 0.1 0.0 0.2 0.1 0.3 0.1 -0.0 0.3 -0.1 0.5 -0.0 0.1 -0.1 -0.2 -0.1 -0.1 0.0 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 -0.4 -0.3 -0.0 -0.1 -0.7 -0.2 -0.7 DX 0.2 -0.2 -0.0 0.1 -0.0 0.2 0.0 0.2 0.1 0.1 -0.0 0.1 -0.4 0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.0 0.1 -0.1 0.0 -2.7 -0.1 0.1 -0.2 0.1 -0.2 0.0 0.9 0.5 0.4 -0.6 -0.6 0.2 0.7 0.4 0.7 EUR -0.2 0.1 -0.1 0.1 -0.0 0.3 0.0 0.2 0.1 -0.1 0.0 -0.1 0.4 -0.0 0.0 -0.1 -0.2 -0.1 -0.2 0.0 0.0 -0.1 0.2 -0.0 0.8 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.4 -0.3 -0.2 -0.2 0.0 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.5 0.5 -0.2 0.1 0.0 0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.2 0.2 0.1 0.2 0.2 0.3 0.3 0.1 0.0 0.1 0.1 0.2 -0.4 0.1 -0.0 0.0 0.1 -0.0 0.2 0.8 -0.1 0.1 0.5 -0.1 0.7 0.7 0.7 0.7 EUROSTX 0.0 -0.2 0.2 0.1 0.0 0.4 0.1 0.5 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.2 0.0 0.5 0.1 -1.1 0.2 -0.1 0.4 0.0 0.5 0.1 0.8 -0.1 0.1 0.2 0.4 0.3 0.7 0.1 0.7 FEEDCOW -0.5 0.1 0.6 -0.0 -0.0 -0.3 -0.0 -0.6 -0.0 -0.1 0.4 -0.1 0.6 0.0 0.2 0.4 0.2 0.3 0.3 0.2 0.2 -0.2 0.5 -0.0 -2.7 -0.0 -0.2 0.2 -0.2 0.7 -0.1 1.1 -0.5 -0.6 -0.1 0.3 0.7 0.7 0.7 0.7 GASOIL 0.3 0.5 -0.0 0.2 0.2 0.3 0.2 0.2 0.2 0.1 0.3 0.2 0.3 0.2 0.1 0.4 0.3 0.4 0.4 0.2 0.1 0.2 0.1 0.2 -0.3 0.2 0.2 0.3 0.2 0.2 0.2 1.1 0.5 0.6 0.5 0.2 -0.1 0.7 -0.4 0.1 GASOLINE 0.4 0.6 0.2 0.2 0.2 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 -2.3 0.2 0.2 0.3 0.2 0.1 0.2 -1.1 0.1 0.3 -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 -0.0 -0.2 -0.4 -0.5 -0.2 0.3 -0.2 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 -0.1 -0.0 0.1 -0.1 0.3 -0.1 0.4 0.0 0.3 -0.2 -0.4 -0.2 0.2 -0.2 -0.2 -0.1 -0.3 GOLD_micro 0.2 -0.4 -0.3 0.0 0.0 0.2 0.0 0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.0 -0.1 -0.2 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -2.4 0.1 0.0 0.3 0.0 0.4 0.1 -0.3 0.1 0.1 0.6 0.4 0.5 0.2 -0.1 -0.5 HEATOIL 0.2 0.5 -0.0 0.1 0.2 0.2 0.2 0.2 0.2 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 0.2 0.1 0.2 0.1 0.1 1.1 0.5 0.4 0.1 0.0 0.2 0.4 -0.3 -0.3 JGB-SGX-mini 0.6 0.6 -0.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 -0.2 0.1 -0.3 0.1 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.1 0.1 -0.3 0.1 0.1 -0.0 0.0 -0.2 0.1 -0.4 0.0 0.4 0.2 0.0 -0.2 -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 -0.4 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 -0.1 -0.3 -0.0 2.7 -0.0 -0.1 -0.2 -0.1 -0.3 -0.0 -0.5 -0.4 -0.1 -0.2 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.6 0.3 0.4 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.1 0.4 0.0 0.7 0.1 0.2 -0.4 -0.1 -0.4 -0.4 0.2 0.2 0.1 0.4 0.1 -0.8 0.2 0.1 0.5 0.0 0.5 0.0 0.0 0.5 -0.2 0.6 0.6 -0.4 0.3 -0.2 0.6 LIVECOW -0.2 0.1 0.4 -0.0 -0.0 -0.2 -0.0 -0.6 -0.0 -0.1 0.3 -0.1 0.5 -0.0 0.2 0.4 0.1 0.1 0.1 0.1 0.1 -0.2 0.5 -0.0 -2.7 -0.0 -0.2 0.0 -0.2 0.3 -0.1 1.1 -0.5 -0.4 -0.3 0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.4 0.3 -0.1 -0.0 -0.0 -0.2 -0.0 -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 -0.2 NaN -0.1 -0.1 -0.4 -0.2 -0.6 -0.2 -1.2 -0.6 -0.7 -0.3 -0.4 0.0 0.8 0.1 0.8 MXP 0.0 0.1 0.3 0.2 -0.1 0.4 0.0 0.3 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.0 0.5 0.2 -2.7 0.2 -0.1 0.5 0.0 0.7 0.2 1.1 -0.1 0.3 0.6 0.6 0.3 0.3 0.7 0.3 NASDAQ_micro -0.2 -0.6 -0.3 0.1 0.0 0.2 0.1 0.3 0.1 -0.0 0.1 -0.0 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 0.0 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 0.4 -0.1 0.1 0.1 0.0 0.2 0.0 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 0.0 0.3 0.0 0.4 0.1 1.1 -0.1 0.4 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 -0.1 0.1 -0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.0 0.0 1.6 0.1 -0.0 0.2 -0.0 -0.0 0.0 0.0 -0.2 -0.2 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.5 0.6 0.2 0.1 0.1 0.1 0.2 -0.1 0.2 0.0 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 -0.2 0.2 0.1 0.5 0.2 0.3 0.2 0.8 0.3 0.2 0.6 0.6 0.1 0.7 0.3 0.7 OATIES 0.4 0.4 0.0 -0.0 -0.0 -0.2 -0.0 -0.6 -0.0 -0.0 -0.3 0.1 -0.4 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.0 -0.1 0.0 -0.4 0.1 -0.3 0.1 -0.1 -0.2 0.0 -0.6 0.1 -0.3 0.5 0.6 0.2 -0.0 -0.2 -0.7 -0.1 -0.7 OJ -0.2 0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.1 0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 1.0 -0.0 -0.5 -0.1 0.1 -0.4 -0.5 -0.3 -0.6 PALLAD -0.2 -0.2 0.0 0.0 0.0 0.2 0.0 0.3 0.0 0.0 0.1 0.0 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.1 -0.0 1.4 -0.0 -0.0 0.1 -0.0 0.3 -0.0 0.2 -0.2 -0.3 -0.3 -0.2 0.4 0.0 0.0 -0.2 PLAT -0.2 -0.3 -0.4 0.0 0.0 0.2 0.0 0.2 0.0 0.0 0.1 0.0 0.2 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.1 0.0 0.2 0.0 -0.1 0.0 0.0 0.2 0.0 0.3 0.0 0.2 0.0 -0.2 -0.3 0.0 0.7 0.3 0.1 -0.1 REDWHEAT 0.3 0.4 0.4 -0.0 -0.0 -0.2 -0.0 -0.6 -0.0 0.1 -0.0 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 0.1 0.2 0.1 -0.1 0.2 -0.6 0.5 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.6 0.5 0.5 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 -0.2 -0.1 -0.3 -0.0 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 -0.1 -0.3 -0.1 0.2 -0.0 0.1 -0.1 -0.1 -0.4 -0.1 -0.8 -0.2 -0.3 0.1 0.1 -0.6 -0.6 -0.4 -0.6 ROBUSTA -0.4 -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.1 -0.6 -0.3 -0.4 0.2 0.2 0.5 0.4 RUSSELL -0.1 -0.2 0.3 0.1 0.0 0.3 0.1 0.4 0.1 0.0 0.4 0.0 0.5 0.0 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 -0.5 -0.0 0.0 -0.1 -0.7 -0.4 -0.7 SHATZ 0.2 0.5 0.0 0.1 0.0 0.0 0.2 -0.1 0.2 -0.1 -0.2 0.1 -0.4 0.1 0.1 0.2 -0.2 0.0 -0.1 0.0 -0.0 0.0 -0.2 0.1 1.7 0.0 -0.1 -0.1 0.0 -0.3 0.1 -1.1 -0.4 -0.6 0.0 -0.3 0.4 0.7 0.6 0.7 SILVER-mini -0.3 -0.5 -0.3 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 -0.1 0.0 0.1 0.0 0.2 0.0 -1.0 0.1 0.0 0.4 0.0 0.5 0.1 0.0 0.1 0.1 0.6 0.6 0.3 0.5 -0.2 -0.1 SMI 0.4 -0.2 0.5 0.1 0.0 0.3 0.1 0.5 0.1 -0.0 0.5 0.2 0.6 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 1.4 0.2 0.0 0.5 0.2 0.7 0.2 1.1 0.3 0.6 0.4 0.6 -0.4 0.7 -0.4 0.7 SOFR 0.6 0.3 -0.3 0.1 0.0 0.0 0.1 -0.1 0.2 0.0 0.1 0.2 0.4 0.2 0.1 0.1 0.1 0.2 0.2 0.1 0.0 0.1 0.1 0.2 -2.7 0.1 0.1 0.2 0.2 0.2 0.2 0.3 0.2 0.6 0.3 0.2 -0.4 -0.4 -0.6 -0.7 SOYBEAN 0.6 0.5 0.1 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.2 0.4 0.2 0.4 0.2 0.2 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 0.4 0.2 0.5 0.5 0.6 0.6 0.6 -0.7 -0.5 -0.6 -0.4 SOYMEAL 0.6 0.1 -0.1 -0.0 -0.0 -0.2 -0.1 -0.5 -0.0 0.1 -0.1 0.2 -0.3 0.2 -0.0 -0.2 -0.3 -0.2 -0.3 0.1 0.0 0.2 -0.1 0.2 -2.0 0.1 0.2 0.2 0.2 0.1 0.2 -0.4 0.5 0.6 0.4 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 0.4 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 -2.7 0.2 0.2 0.5 0.2 0.4 0.2 0.2 0.5 0.6 0.6 0.6 -0.3 -0.7 -0.4 -0.7 SP400 0.2 0.2 0.5 0.1 0.0 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 0.3 0.1 -0.1 -0.2 0.3 0.3 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.2 -0.5 -0.1 0.1 0.0 0.3 0.1 0.4 0.1 -0.0 0.4 -0.0 0.6 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.5 -0.0 -2.2 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.3 -0.2 -0.6 -0.6 -0.5 0.5 -0.7 0.6 -0.7 SUGAR11 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.5 -0.0 0.1 -0.4 0.0 -0.5 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 0.0 -0.5 -0.0 -2.7 -0.0 -0.0 -0.2 0.0 -0.5 -0.0 1.1 0.5 0.0 -0.2 0.2 0.1 -0.6 0.2 -0.4 US10 0.6 0.1 -0.2 0.1 0.0 0.0 0.1 -0.1 0.2 0.0 0.2 0.1 0.4 0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 -1.3 0.1 0.0 0.1 0.2 0.2 0.2 -0.2 0.0 0.3 -0.1 0.2 -0.3 -0.7 -0.3 -0.7 US10U 0.6 0.1 -0.1 0.1 0.1 0.1 0.2 -0.1 0.2 0.0 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 0.1 0.3 0.2 0.3 0.2 -0.3 -0.0 0.3 -0.1 0.3 -0.4 -0.2 -0.5 -0.7 US2 0.3 0.0 -0.1 0.1 0.0 0.0 0.2 -0.1 0.2 -0.1 -0.1 0.0 0.0 0.1 -0.0 -0.3 -0.3 -0.2 -0.2 0.0 -0.0 0.0 -0.0 0.0 1.6 0.0 -0.0 0.0 0.1 0.0 0.1 -1.1 -0.4 -0.2 -0.5 -0.0 -0.3 -0.7 -0.4 -0.7 US20 0.6 0.2 -0.1 0.1 0.0 0.0 0.1 -0.1 0.2 0.0 0.2 0.2 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -1.4 0.1 0.0 0.2 0.2 0.2 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 0.1 0.1 0.2 -0.1 0.2 0.0 0.1 0.2 -0.2 0.2 0.1 0.1 -0.0 0.0 0.0 0.1 0.0 0.1 -0.0 0.2 -0.8 0.1 0.0 0.2 0.2 0.1 0.2 -0.4 -0.2 -0.1 -0.0 0.1 -0.4 0.4 -0.2 -0.6 US5 0.6 0.1 -0.2 0.1 0.0 0.1 0.2 -0.1 0.2 -0.0 0.1 0.2 0.4 0.2 0.1 -0.0 -0.0 0.0 -0.0 0.1 0.0 0.1 0.1 0.1 -1.0 0.1 0.0 0.1 0.2 0.2 0.2 -0.5 -0.1 0.2 -0.1 0.2 -0.4 -0.7 -0.4 -0.7 VIX 0.4 0.8 -0.3 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 -0.6 0.1 -0.9 0.1 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 0.1 -0.3 0.1 NaN 0.0 0.1 -0.2 0.1 -0.3 0.1 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.4 0.6 0.3 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.1 -0.2 0.2 -0.6 0.2 0.1 -0.3 -0.4 -0.4 -0.4 0.1 0.0 0.2 -0.2 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 5.4 16.9 18.8 12.0 -4.4 9.7 0.1 6.3 7.3 8.5 15.0 12.1 12.5 14.4 15.4 0.9 -0.3 0.7 0.2 20.0 18.9 8.8 12.0 16.4 11.8 20.0 4.1 20.0 8.4 11.9 17.2 6.3 8.4 14.3 20.0 17.8 -3.6 20.0 1.7 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 -5.8 1.1 -20.0 -17.2 BOBL 14.9 15.6 -1.2 10.5 5.9 2.1 16.9 -2.1 18.2 -3.8 -2.0 16.7 -3.9 20.0 12.4 -20.0 -5.5 -20.0 -11.5 10.8 1.5 13.1 -3.9 16.6 3.8 11.7 4.0 0.6 16.6 -4.5 19.4 -20.0 1.9 0.2 14.0 -4.9 8.1 20.0 15.4 20.0 BTP 11.5 9.7 0.8 12.4 7.0 2.4 20.0 -2.5 20.0 -5.7 20.0 20.0 20.0 20.0 20.0 18.4 12.1 16.6 14.2 19.6 15.7 14.7 15.6 20.0 -20.0 20.0 -3.4 20.0 20.0 19.0 20.0 15.0 -0.3 -3.3 17.0 14.3 5.7 20.0 13.8 20.0 BUND 19.2 14.4 -0.1 11.8 6.7 2.3 19.1 -2.4 20.0 3.9 -0.9 20.0 -12.2 20.0 13.6 20.0 9.9 18.9 14.0 14.1 2.0 20.0 -6.2 20.0 0.2 18.6 13.3 3.4 20.0 -4.8 20.0 12.6 11.3 7.4 17.4 -2.5 4.0 20.0 10.1 20.0 BUXL 18.9 10.5 -0.8 11.1 6.2 2.2 17.9 -2.2 19.3 9.3 -12.6 20.0 -20.0 20.0 -2.7 5.2 3.9 5.0 4.6 5.4 -8.1 20.0 -19.4 17.5 4.6 11.3 20.0 -6.6 20.0 -17.7 20.0 -0.2 15.0 -2.4 3.7 -10.0 -5.2 20.0 1.3 13.1 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 13.9 20.0 12.2 20.0 CAD -2.9 7.6 13.2 15.2 -5.5 12.2 0.1 8.0 9.2 0.9 3.6 -12.4 3.4 1.7 7.7 -6.6 -7.4 -7.1 -7.3 6.2 5.5 -1.1 1.0 1.5 20.0 10.9 3.0 8.6 1.6 2.8 5.9 -6.4 1.5 -2.3 -11.3 1.6 -20.0 -20.0 -20.0 -20.0 CANOLA 16.6 20.0 2.6 -3.0 -0.4 -10.9 -5.1 -19.9 -4.0 17.8 -2.8 20.0 -2.8 20.0 20.0 -20.0 -15.6 -19.7 -18.3 20.0 8.2 20.0 -2.0 20.0 16.2 20.0 20.0 9.4 20.0 -3.0 20.0 -13.5 20.0 20.0 20.0 18.0 5.1 20.0 8.7 20.0 CHF -1.1 11.9 -0.9 7.3 -2.7 5.9 0.0 3.9 4.4 -4.9 2.2 -4.8 7.0 2.8 3.0 -12.6 -15.7 -14.2 -15.0 4.5 4.3 -1.6 4.1 2.0 -1.3 6.2 -3.5 5.5 -0.0 5.0 3.9 -20.0 -3.6 1.0 1.5 1.8 -12.3 -20.0 -11.3 -20.0 COCOA -20.0 -20.0 -20.0 -0.9 -0.1 -3.3 -1.5 -6.0 -1.2 -4.7 -7.0 -6.5 -5.5 -7.0 -7.1 -6.3 3.3 -4.9 -2.2 -20.0 -17.6 -12.8 -11.1 -18.7 -20.0 -12.9 -4.7 -11.3 -8.9 -6.2 -12.3 16.4 -6.2 -15.6 -20.0 -14.5 4.6 1.5 9.3 6.3 COFFEE -18.6 -20.0 -20.0 -2.5 -0.3 -9.3 -4.3 -16.8 -3.4 4.3 -1.4 -13.7 5.6 -17.8 -18.4 11.9 18.2 20.0 20.0 -20.0 -18.5 -16.2 3.4 -20.0 -20.0 -19.8 0.3 -10.1 -4.8 10.1 -14.3 20.0 16.4 -20.0 -20.0 -20.0 20.0 18.4 20.0 20.0 COPPER -4.6 -4.9 10.4 4.2 3.6 6.5 4.2 7.8 3.4 3.9 5.0 1.0 4.4 -1.3 3.7 -5.6 -6.2 -6.2 -6.3 3.9 5.9 2.2 5.5 1.8 -1.0 3.7 1.0 5.0 2.6 6.0 2.8 -1.2 -3.0 -3.0 -1.8 -2.4 19.3 20.0 13.2 17.5 CORN 11.5 4.2 2.7 -3.3 -0.4 -12.2 -5.7 -20.0 -4.5 20.0 6.5 20.0 -10.8 20.0 7.1 -20.0 -20.0 -20.0 -20.0 7.1 -0.5 18.5 -9.3 15.1 12.8 15.8 20.0 3.9 20.0 -6.0 20.0 -20.0 20.0 20.0 4.2 9.0 3.0 -5.7 7.3 0.7 COTTON2 6.1 1.5 3.5 -3.0 -2.4 -11.4 -6.8 -20.0 -4.5 12.6 -19.2 14.2 -20.0 0.2 -10.4 -20.0 -19.9 -20.0 -20.0 -7.0 -13.4 12.1 -20.0 2.6 -7.3 -4.1 15.1 -13.9 20.0 -20.0 10.6 -20.0 20.0 12.6 -7.9 -7.7 -9.6 -16.0 -8.7 -8.2 CRUDE_W 8.5 17.8 8.7 18.3 20.0 12.1 20.0 6.3 20.0 17.3 -0.7 18.4 -8.5 19.1 17.2 6.7 4.3 3.9 3.3 13.3 5.3 15.7 -2.7 16.4 7.2 15.0 17.0 5.4 16.1 -4.2 17.8 -0.1 -13.9 -2.2 -11.6 -8.6 11.3 20.0 1.1 7.8 DAX 1.6 -9.0 2.2 11.3 3.2 12.3 7.3 12.5 9.9 -8.3 11.2 5.7 16.5 3.7 11.3 -8.8 -7.6 -8.8 -8.0 6.6 8.7 -1.9 13.0 3.6 -13.3 4.2 -13.6 5.5 -2.2 7.8 1.9 -3.4 -15.2 -7.5 -10.8 -2.0 12.8 20.0 10.1 20.0 DOW -5.8 -9.7 4.4 8.2 2.3 8.9 5.3 9.1 7.2 -5.2 11.9 -6.7 13.2 -1.1 9.2 -6.5 -7.9 -7.1 -7.4 4.6 9.9 -5.1 12.3 -1.2 -8.5 2.8 -5.5 6.7 -4.4 8.7 -1.5 -3.3 -20.0 -11.9 -9.1 -0.7 -2.2 -20.0 -7.1 -20.0 DX 6.2 -7.5 -0.3 11.0 -4.0 8.9 0.1 5.8 6.7 12.9 -1.6 12.7 -10.7 1.2 -3.5 5.0 5.9 5.4 5.6 -2.3 -3.6 10.4 -5.1 3.3 -20.0 -5.4 14.8 -6.2 10.2 -5.5 1.7 16.3 20.0 13.3 -20.0 -20.0 6.3 20.0 11.8 20.0 EUR -5.5 2.2 -4.5 12.1 -4.4 9.7 0.1 6.4 7.3 -11.0 1.4 -12.8 12.3 -3.8 0.3 -6.7 -7.8 -7.4 -7.6 1.7 4.0 -7.1 6.9 -2.7 6.3 6.3 -11.0 7.8 -5.3 8.3 0.7 -6.9 -11.3 -7.5 -7.3 1.0 -10.2 -20.0 -7.0 -20.0 EURIBOR-ICE 15.7 16.5 -5.8 7.9 4.5 1.6 12.8 -1.6 13.8 -4.1 1.3 12.2 5.8 14.8 11.1 12.3 12.0 13.1 13.0 10.5 3.7 9.7 1.9 14.2 -2.9 9.4 -1.0 1.8 10.5 -0.6 14.3 14.4 -2.3 3.8 14.3 -3.0 20.0 20.0 20.0 20.0 EUROSTX 0.9 -6.0 7.1 12.5 3.6 13.6 8.1 13.8 11.0 -7.7 20.0 9.7 20.0 14.6 18.8 9.3 2.1 7.3 4.4 17.0 20.0 4.1 20.0 12.5 -8.6 14.1 -15.1 15.8 3.4 14.1 10.6 14.8 -3.7 2.2 5.5 11.5 7.8 20.0 4.0 20.0 FEEDCOW -14.5 4.1 20.0 -2.6 -0.3 -9.6 -4.5 -17.4 -3.5 -13.6 14.8 -10.2 16.4 1.4 16.9 20.0 11.5 17.2 15.0 15.5 20.0 -20.0 20.0 -1.9 -20.0 -0.5 -20.0 8.0 -20.0 18.3 -11.5 20.0 -20.0 -20.0 -3.8 10.7 20.0 20.0 20.0 20.0 GASOIL 9.6 15.1 -0.6 14.3 20.0 9.4 18.4 4.9 16.3 13.9 9.8 14.8 9.4 14.9 11.9 18.0 16.3 18.3 17.8 14.4 8.0 20.0 4.6 20.0 -2.5 13.9 20.0 9.3 20.0 6.0 20.0 20.0 20.0 20.0 16.0 7.2 -3.9 20.0 -11.2 3.6 GASOLINE 11.6 18.7 4.6 19.0 20.0 12.6 20.0 6.5 20.0 18.6 12.5 20.0 6.6 20.0 18.7 -20.0 -20.0 -20.0 -20.0 18.6 10.3 20.0 4.0 20.0 -17.1 18.6 20.0 9.8 20.0 2.6 20.0 -20.0 2.5 7.8 -1.6 -4.8 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 -0.3 -7.0 -11.9 -15.6 -7.0 7.9 -7.3 5.9 -19.9 GBP -11.7 2.8 5.4 14.9 -5.4 12.0 0.1 7.8 9.0 -15.9 6.0 -17.2 13.5 -9.8 5.7 -0.3 0.0 0.0 0.1 2.5 6.3 -10.9 7.7 -6.0 -0.1 10.2 -10.8 12.5 -6.1 12.0 1.2 6.5 -9.1 -12.9 -7.2 6.4 -7.4 -6.8 -1.7 -8.8 GOLD_micro 7.5 -11.8 -10.8 3.6 3.0 5.6 3.6 6.7 2.9 6.0 5.6 5.2 6.1 3.8 4.4 -4.6 -9.1 -6.2 -7.5 8.4 9.1 7.0 8.6 7.1 -17.8 8.8 4.1 10.8 4.5 11.6 6.2 -4.7 4.0 2.7 18.2 12.5 16.1 6.1 -3.4 -14.4 HEATOIL 7.3 15.6 -0.6 12.5 20.0 8.3 16.2 4.3 14.3 12.3 7.3 13.3 6.9 13.2 10.0 20.0 18.6 20.0 20.0 11.1 6.5 20.0 3.8 16.4 -13.5 8.6 20.0 5.3 16.3 3.4 12.0 20.0 20.0 13.3 3.8 0.0 5.7 12.0 -8.0 -10.2 JGB-SGX-mini 20.0 20.0 -1.1 3.9 2.2 0.8 6.4 -0.8 6.9 2.9 -6.8 6.3 -8.0 5.1 -4.0 6.5 10.2 4.2 6.8 -1.3 -7.8 7.4 -10.0 5.8 0.5 -3.0 3.6 -9.1 6.0 -10.4 4.2 7.6 8.9 1.4 -7.7 -19.9 -5.0 -20.0 0.4 -20.0 JPY 2.8 18.0 1.5 8.5 -3.1 6.8 0.0 4.5 5.2 -9.7 -8.6 -7.8 -9.8 -2.2 -2.7 -8.0 -10.1 -8.7 -9.1 -2.7 -6.8 -7.1 -9.5 -3.1 20.0 -0.6 -9.1 -5.6 -5.5 -8.7 -0.7 -10.1 -14.7 -3.9 -7.1 -14.6 -3.4 -14.9 1.8 -18.1 LEANHOG -17.3 10.0 11.4 -3.4 -0.4 -12.4 -5.8 -20.0 -4.5 16.3 15.3 3.2 18.3 6.2 16.3 -20.0 -2.5 -20.0 -20.0 14.3 16.5 9.2 15.6 7.8 -6.2 14.2 7.9 17.9 4.3 15.2 3.6 0.9 20.0 -5.6 19.2 20.0 -10.7 9.1 -5.0 18.8 LIVECOW -7.1 1.9 10.9 -2.5 -0.3 -9.1 -4.2 -16.6 -3.3 -13.7 10.6 -9.5 13.8 -0.5 14.3 20.0 6.7 7.1 4.4 8.4 13.0 -18.4 18.8 -2.8 -20.0 -2.6 -20.0 1.6 -18.7 9.5 -9.1 20.0 -20.0 -13.3 -7.8 1.2 20.0 20.0 20.0 20.0 LUMBER-new -11.6 7.8 -2.4 -2.1 -0.2 -7.5 -3.5 -13.7 -2.7 -13.7 -13.8 -14.7 -13.5 -11.1 -10.6 -20.0 -20.0 -20.0 -20.0 -10.8 -13.9 -18.9 -17.3 -15.2 NaN -11.3 -13.8 -13.5 -18.0 -14.4 -15.1 -20.0 -20.0 -18.6 -7.0 -11.2 0.7 20.0 3.6 20.0 MXP 0.3 3.4 8.2 16.2 -5.9 13.1 0.1 8.5 9.8 -11.7 20.0 12.6 20.0 19.2 20.0 9.4 12.5 11.1 11.8 20.0 20.0 2.3 20.0 14.2 -20.0 20.0 -6.3 20.0 1.6 20.0 14.7 20.0 -2.4 8.1 20.0 20.0 8.1 7.6 20.0 10.4 NASDAQ_micro -7.6 -18.1 -7.8 8.5 2.4 9.2 5.5 9.4 7.5 -0.0 4.7 -3.1 11.9 -6.9 -3.5 -7.2 -8.5 -7.8 -8.1 -4.7 2.4 -1.1 10.9 -5.2 -20.0 -4.9 0.6 0.3 -1.2 6.9 -4.8 -4.5 -2.8 -20.0 -20.0 -19.8 9.7 -20.0 11.2 -20.0 NIKKEI 13.3 -1.6 2.2 5.5 1.6 6.0 3.6 6.1 4.8 -1.1 9.0 5.4 9.0 7.1 8.1 8.6 8.0 8.7 7.9 11.9 12.9 5.6 12.5 9.7 -11.4 9.5 0.7 11.2 4.3 11.4 7.6 20.0 -3.0 13.0 13.2 7.9 -10.7 -0.6 -15.8 3.1 NZD -5.5 19.0 15.5 9.8 -3.6 7.9 0.1 5.2 6.0 -8.9 5.0 -8.1 0.5 5.7 8.8 -3.6 -3.5 -3.8 -3.8 7.4 5.4 -2.5 0.6 2.7 12.0 8.4 -5.0 5.6 -3.0 -0.1 2.9 0.0 -9.2 -5.8 2.9 1.2 -3.8 20.0 6.6 20.0 OAT 16.1 18.4 7.2 11.9 6.7 2.3 19.1 -2.4 20.0 2.1 18.4 20.0 3.5 20.0 20.0 12.1 12.7 13.2 13.9 20.0 14.7 20.0 4.2 20.0 -1.2 20.0 7.1 20.0 20.0 8.2 20.0 15.8 13.0 7.5 20.0 19.2 2.2 20.0 10.0 20.0 OATIES 12.1 12.0 0.7 -2.4 -0.3 -8.8 -4.1 -16.0 -3.2 -4.2 -10.2 6.8 -12.3 11.6 5.9 -3.1 -10.8 -9.3 -12.1 3.8 -6.7 4.0 -13.0 9.3 -2.3 5.5 -11.3 -7.9 4.2 -15.9 11.9 -4.9 20.0 19.1 7.5 -0.1 -5.8 -20.0 -3.3 -20.0 OJ -7.2 4.4 17.3 -0.8 -0.7 -3.2 -1.9 -5.8 -1.3 -4.6 -3.8 -1.8 -5.6 -2.4 -0.0 4.0 2.8 2.4 1.4 -1.8 -2.8 -2.6 -5.1 -2.4 -20.0 -1.1 -2.7 -1.0 -3.6 -2.9 -3.4 18.6 -1.7 -15.2 -3.9 3.1 -12.6 -15.4 -8.6 -16.6 PALLAD -4.8 -6.8 0.4 3.9 3.3 6.0 3.9 7.2 3.2 0.9 3.4 2.0 4.2 -3.4 0.6 -3.2 -3.1 -3.0 -3.0 1.5 4.5 0.3 5.3 -0.2 10.8 -0.3 -0.6 3.7 -0.0 7.0 -1.1 4.3 -7.6 -7.8 -10.4 -7.7 13.1 1.3 1.2 -5.8 PLAT -5.2 -9.7 -11.0 3.6 3.1 5.6 3.6 6.7 2.9 4.9 2.8 3.5 4.4 -2.3 1.0 -2.0 -3.4 -2.5 -2.9 2.4 5.1 4.5 5.7 1.5 -1.0 2.2 3.6 6.0 2.9 8.5 0.9 4.2 1.4 -5.9 -9.5 1.4 20.0 9.4 4.3 -2.5 REDWHEAT 8.2 13.6 13.6 -2.5 -0.3 -9.0 -4.2 -16.4 -3.3 6.0 -0.3 8.1 -14.1 10.8 10.6 -13.0 -16.0 -14.7 -15.6 8.5 2.0 9.8 -6.8 11.2 6.6 12.0 7.3 5.9 11.0 -2.1 13.9 -11.9 20.0 20.0 17.9 15.8 -20.0 -20.0 -20.0 -20.0 RICE -20.0 15.9 16.6 -1.1 -0.1 -4.1 -1.9 -7.5 -1.5 -0.7 -6.0 -5.4 -7.6 -3.2 -0.8 -19.9 -14.5 -20.0 -19.5 -4.0 -6.3 -6.3 -11.4 -7.1 1.2 -2.2 6.1 -4.9 -4.7 -11.4 -5.8 -14.5 -6.7 -9.9 4.4 2.0 -16.9 -16.9 -12.0 -17.3 ROBUSTA -11.3 -4.2 -14.0 -1.4 -0.2 -5.2 -2.4 -9.4 -1.9 1.8 -0.2 -4.2 -2.9 -7.4 -7.9 20.0 15.7 20.0 17.0 -8.8 -6.8 -5.0 -3.5 -8.6 -20.0 -7.1 -0.9 -5.4 -4.1 -2.6 -7.0 20.0 -3.0 -20.0 -9.8 -11.5 5.0 4.6 14.3 12.0 RUSSELL -4.6 -5.5 9.3 9.8 2.8 10.6 6.3 10.8 8.6 1.4 13.6 4.4 14.8 4.1 11.4 -4.7 -5.2 -4.9 -4.9 7.9 13.2 -0.2 14.2 2.4 7.2 5.5 -1.0 9.6 -0.7 10.5 1.2 1.1 -13.1 -13.9 -0.4 0.6 -4.0 -20.0 -11.0 -20.0 SHATZ 7.6 15.4 0.1 9.1 5.1 1.8 14.6 -1.8 15.8 -7.8 -9.0 6.4 -11.6 13.0 5.6 8.1 -10.3 2.0 -4.2 3.1 -3.5 0.0 -7.2 4.9 12.7 2.2 -11.1 -4.8 0.2 -7.7 5.1 -20.0 -18.3 -17.3 0.9 -9.8 12.7 20.0 17.0 20.0 SILVER-mini -9.3 -16.3 -8.5 3.6 3.0 5.6 3.6 6.6 2.9 4.2 3.3 3.2 4.7 -1.8 1.3 -3.3 -5.8 -4.3 -5.1 4.4 7.0 4.5 6.6 2.6 -7.7 11.4 2.2 13.7 4.2 12.6 7.2 0.1 4.3 2.6 20.0 20.0 9.3 14.8 -5.3 -3.9 SMI 12.4 -7.5 15.2 11.5 3.3 12.4 7.4 12.7 10.0 -0.7 19.0 14.4 17.9 17.4 18.8 12.9 7.6 12.2 9.9 20.0 20.0 17.8 20.0 20.0 10.3 20.0 1.9 20.0 16.6 19.3 20.0 20.0 13.3 20.0 12.9 20.0 -11.3 20.0 -11.3 20.0 SOFR 20.0 8.7 -9.6 8.5 4.8 1.7 13.6 -1.7 14.7 3.8 2.0 14.3 12.0 15.4 8.0 7.0 6.7 7.7 7.6 10.1 3.8 16.5 4.1 17.9 -20.0 12.9 6.4 5.9 17.1 4.8 19.9 5.0 8.3 17.9 8.6 7.4 -12.6 -11.9 -17.2 -20.0 SOYBEAN 20.0 15.0 1.6 -3.4 -0.4 -12.3 -5.7 -20.0 -4.5 20.0 14.2 20.0 10.9 20.0 15.5 2.0 -4.4 -1.4 -3.2 20.0 11.9 20.0 3.2 20.0 -7.5 20.0 18.9 19.1 20.0 10.0 20.0 8.5 20.0 20.0 20.0 17.8 -20.0 -13.9 -18.5 -10.9 SOYMEAL 20.0 4.5 -1.8 -2.2 -1.8 -8.3 -5.0 -15.1 -3.3 12.7 -3.8 15.8 -9.4 14.9 -4.0 -11.3 -13.9 -11.9 -13.1 6.2 0.2 18.6 -5.0 14.8 -14.9 12.8 17.9 8.1 20.0 2.0 20.0 -8.3 20.0 20.0 11.1 12.3 -18.8 -18.8 -14.8 -18.3 SOYOIL 20.0 20.0 10.7 -3.1 -0.4 -11.4 -5.3 -20.0 -4.2 20.0 14.2 20.0 14.6 20.0 20.0 -7.4 -6.4 -8.1 -7.6 20.0 20.0 20.0 16.1 20.0 -20.0 20.0 20.0 20.0 20.0 11.3 20.0 3.4 20.0 20.0 20.0 20.0 -10.2 -20.0 -11.4 -20.0 SP400 5.0 6.0 14.2 10.1 2.9 11.0 6.5 11.2 8.9 11.0 16.1 13.4 14.2 14.9 16.3 -6.7 -6.3 -6.7 -6.4 16.2 16.3 7.9 12.9 12.3 3.5 12.0 5.1 10.5 6.1 7.0 9.9 -1.1 -6.7 10.0 9.4 7.5 -3.0 -20.0 -8.6 -20.0 SP500_micro -5.7 -15.7 -2.2 10.7 3.0 11.6 6.9 11.8 9.4 -0.6 14.5 -0.5 17.6 -2.3 9.3 -8.4 -9.4 -8.9 -9.0 0.6 8.8 -0.8 17.3 -2.2 -16.7 -2.6 -1.1 2.8 -2.1 8.7 -4.0 -6.0 -7.7 -20.0 -20.0 -15.9 13.8 -20.0 18.4 -20.0 SUGAR11 -0.3 -0.8 -1.2 -2.0 -0.2 -7.5 -3.5 -13.6 -2.7 8.4 -13.4 2.6 -14.8 -5.4 -9.0 20.0 13.8 19.3 15.7 -7.6 -12.5 1.5 -17.3 -2.9 -20.0 -3.4 -0.1 -7.9 1.4 -13.5 -1.1 20.0 20.0 0.8 -7.3 5.9 1.7 -19.0 6.3 -11.8 US10 19.2 2.9 -5.8 8.3 4.6 1.6 13.3 -1.7 14.4 0.0 7.1 13.0 9.9 13.8 5.9 2.3 1.3 2.7 2.4 7.1 3.1 12.1 3.1 13.0 -9.5 9.5 4.1 4.8 14.1 4.7 15.8 -4.0 1.1 9.6 -2.0 4.8 -10.2 -20.0 -10.2 -20.0 US10U 20.0 2.6 -4.3 11.5 6.5 2.3 18.6 -2.3 20.0 2.1 11.8 19.5 12.4 20.0 9.1 2.5 0.8 2.8 2.1 10.9 5.4 17.5 4.6 19.0 -15.5 16.0 6.9 10.2 20.0 9.6 20.0 -4.9 -1.6 10.0 -1.7 9.0 -10.7 -5.5 -15.2 -20.0 US2 9.7 1.0 -4.3 8.9 5.0 1.7 14.4 -1.8 15.5 -8.7 -2.7 3.9 0.9 7.1 -0.2 -12.7 -13.2 -11.1 -11.3 0.9 -1.2 1.6 -1.0 3.4 12.3 3.2 -2.1 0.0 5.1 0.9 7.1 -20.0 -15.1 -7.5 -15.2 -1.2 -10.0 -20.0 -11.9 -20.0 US20 19.4 6.3 -1.6 8.5 4.8 1.7 13.7 -1.7 14.8 1.4 8.5 15.0 4.1 15.6 9.1 5.1 4.0 5.2 4.8 9.8 4.9 12.6 2.2 15.0 -10.3 13.5 3.6 9.1 14.3 6.8 17.9 0.3 -5.2 3.1 2.9 7.1 -8.2 15.2 -7.0 -20.0 US30 17.3 6.7 -1.8 9.9 5.6 1.9 16.0 -2.0 17.2 1.0 2.3 17.1 -4.9 17.5 6.6 2.8 -0.2 2.4 1.3 8.1 2.2 12.1 -1.7 14.1 -5.9 13.3 3.7 7.7 15.4 4.1 18.9 -6.6 -8.0 -3.4 -0.7 3.6 -11.2 11.9 -4.6 -18.4 US5 18.1 3.0 -5.5 9.5 5.4 1.9 15.3 -1.9 16.6 -2.7 4.9 14.1 11.0 15.0 5.7 -0.7 -1.7 0.0 -0.4 7.1 2.7 11.3 3.0 13.0 -7.6 10.0 2.5 4.8 13.9 4.9 16.5 -9.1 -3.1 6.8 -4.6 5.4 -11.0 -20.0 -12.7 -20.0 VIX 7.6 15.0 -5.3 1.9 5.8 -3.3 5.5 -4.1 5.9 4.8 -13.9 5.0 -15.3 5.5 -10.5 -20.0 -20.0 -20.0 -20.0 -0.9 -6.0 3.5 -7.0 3.0 NaN 1.9 6.2 -3.8 6.1 -4.7 6.6 NaN NaN NaN NaN NaN -1.8 -20.0 NaN NaN WHEAT 13.5 19.5 9.1 -2.8 -0.3 -10.4 -4.8 -18.8 -3.8 11.2 -6.5 14.8 -17.3 16.6 10.1 -16.7 -18.5 -18.1 -18.2 11.7 1.0 19.6 -9.2 19.1 10.2 17.8 13.3 7.4 20.0 -2.0 20.0 -16.0 20.0 20.0 20.0 16.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3