******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260303_203957 produced at 2026-03-03 21:36:10.765639 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 US2 False True 0.09 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -1.80 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -40.41 59.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -3.39 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.19 -0.07 0.0 999.00 -999.00 -0.19 -0.17 -7.31 999999999.0 -20 -18 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.27 -0.05 0.0 0.48 -0.48 -0.27 -0.23 -2.36 23.0 -13 -11 caleb_strategy_v3 CHF False False 0.07 0.00 -0.05 0.0 0.88 -0.88 0.00 0.00 -0.66 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.05 0.0 0.15 -0.15 -0.07 -0.07 -3.73 11.0 -5 -5 caleb_strategy_v3 EUR False False 0.06 0.00 -0.04 0.0 0.86 -0.86 0.00 0.00 -0.69 14.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.10 -0.04 0.0 0.70 -0.70 -0.10 -0.16 -3.04 48.0 -7 -11 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -6.06 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.28 -0.03 0.0 0.68 -0.68 -0.28 -0.29 -3.06 66.0 -27 -28 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -3.23 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.02 0.0 0.12 -0.12 -0.06 -0.06 -2.99 18.0 -9 -9 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.22 2.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.00 -0.02 0.0 0.57 -0.57 0.00 0.00 -0.68 17.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.02 0.0 1.16 -1.16 0.00 0.00 -0.37 25.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.01 0.0 0.69 -0.69 0.00 0.00 -0.57 58.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.33 -0.33 -0.03 -0.03 -1.12 26.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.54 9.0 0 0 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 0.05 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -0.19 6.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.00 0.0 0.82 -0.82 0.00 0.00 -0.03 17.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.05 0.00 0.0 0.31 -0.31 0.05 0.05 0.06 6.0 1 1 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 0.00 -0.01 9.0 -1 0 caleb_strategy_v3 GBP False False 0.04 0.04 -0.00 0.0 0.78 -0.78 0.04 0.00 -0.06 22.0 1 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.00 0.0 1.22 -1.22 0.00 -0.09 -0.10 56.0 0 -4 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.75 26.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.06 8.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.45 -0.45 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.05 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.36 -0.36 0.00 0.00 -0.26 23.0 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 0.04 999999999.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.28 999999999.0 0 0 caleb_strategy_v3 BUXL False False 0.06 0.00 0.01 0.0 0.22 -0.22 0.00 0.00 0.19 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 1.62 68.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.27 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.01 0.0 0.68 -0.68 0.00 0.00 0.23 17.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.47 10.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.10 0.01 0.0 0.64 -0.64 0.10 0.10 0.14 13.0 2 2 caleb_strategy_v3 CAD False False 0.03 0.03 0.02 0.0 0.90 -0.90 0.03 0.09 0.80 29.0 1 3 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.02 0.0 0.17 -0.17 0.00 0.05 0.72 7.0 0 2 caleb_strategy_v3 CORN False False 0.01 0.01 0.02 0.0 0.12 -0.12 0.01 0.05 1.93 12.0 1 5 caleb_strategy_v3 HEATOIL False False 0.06 0.11 0.03 0.0 0.17 -0.17 0.11 0.11 0.63 3.0 2 2 caleb_strategy_v3 GASOLINE False False 0.04 0.09 0.03 0.0 999.00 -999.00 0.09 0.00 0.58 999999999.0 2 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.03 0.0 0.60 -0.60 0.00 0.00 0.42 8.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.04 0.0 0.21 -0.21 0.00 0.00 2.68 13.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.53 -0.53 0.00 0.00 1.64 21.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.74 24.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.30 0.04 0.0 0.30 -0.30 0.30 0.15 0.24 2.0 2 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.04 0.0 1.10 -1.10 0.00 0.00 0.77 19.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.00 0.86 999999999.0 1 0 caleb_strategy_v3 EUROSTX False False 0.03 0.23 0.05 0.0 0.58 -0.58 0.23 0.17 1.70 20.0 8 6 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.05 0.0 0.16 -0.16 0.04 0.04 1.27 4.0 1 1 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.06 0.0 0.54 -0.54 0.08 0.06 4.12 36.0 5 4 caleb_strategy_v3 CANOLA False False 0.00 0.04 0.06 0.0 0.22 -0.22 0.04 0.04 13.75 51.0 10 10 caleb_strategy_v3 BUND False False 0.06 0.26 0.08 0.0 0.64 -0.64 0.26 0.26 1.23 10.0 4 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.13 0.0 0.14 -0.14 0.03 0.00 4.70 5.0 1 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.57 -0.57 0.00 0.03 4.22 19.0 0 1 caleb_strategy_v3 SMI False True 0.07 0.00 0.13 0.0 0.00 0.00 0.00 0.00 1.81 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.06 0.15 0.0 0.60 -0.60 0.06 0.06 2.46 10.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 4.09 12.0 0 0 caleb_strategy_v3 SOFR False True 0.10 0.00 0.24 0.0 0.00 0.00 0.00 0.00 2.37 11.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.55 0.32 0.0 0.61 -0.61 0.55 0.55 5.26 10.0 9 9 caleb_strategy_v3 MXP False False 0.01 0.41 0.34 0.0 0.72 -0.72 0.41 0.38 28.63 60.0 34 32 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.80 0.0 1.21 -1.21 0.00 0.00 14.90 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.7 Shocked risk 37.8 Sum abs risk 45.0 Leverage 5.18 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2353884.49, 'annual_cash_vol_target': 588471.1225, 'daily_cash_vol_target': 36779.44515625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.7048 0.6256 10.0101 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1793 116.9200 0.1533 2.4536 BTP 0.4425 121.1400 0.3653 5.8446 BUND 0.3462 129.3600 0.2676 4.2819 BUXL 0.7583 112.6400 0.6732 10.7714 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0028 0.7322 0.3780 6.0484 CANOLA 5.7116 705.9000 0.8091 12.9459 CHF 0.0072 1.2817 0.5581 8.9296 COCOA 122.5402 3022.0000 4.0549 64.8790 COFFEE 4.6692 282.5000 1.6528 26.4453 COPPER 0.0979 5.7945 1.6902 27.0425 CORN 3.4291 471.2500 0.7277 11.6425 COTTON2 0.7505 62.5900 1.1991 19.1863 CRUDE_W 0.9236 64.7500 1.4264 22.8219 DAX 213.0848 24122.0000 0.8834 14.1338 DOW 344.3322 48679.0000 0.7074 11.3176 DX 0.4235 98.9550 0.4280 6.8477 EUR 0.0056 1.1623 0.4820 7.7114 EURIBOR-ICE 0.0356 97.7400 0.0365 0.5834 EUROSTX 56.5767 5858.0000 0.9658 15.4528 FEEDCOW 2.8636 353.3000 0.8105 12.9684 GASOIL 22.3936 913.2500 2.4521 39.2333 GASOLINE 0.0363 2.4279 1.4970 23.9513 GAS_US_mini 0.1954 2.8800 6.7863 108.5814 GBP 0.0065 1.3360 0.4892 7.8273 GOLD_micro 92.8289 5123.8000 1.8117 28.9875 HEATOIL 0.0771 3.1170 2.4724 39.5588 JGB-SGX-mini 0.2819 132.7800 0.2123 3.3963 JPY 0.0000 0.0064 0.6517 10.4278 LEANHOG 1.0427 95.7750 1.0887 17.4192 LIVECOW 1.8941 234.3000 0.8084 12.9346 LUMBER-new 7.3630 558.5000 1.3184 21.0936 MXP 0.0004 0.0566 0.7187 11.4998 NASDAQ_micro 211.3754 24787.0000 0.8528 13.6443 NIKKEI 815.1864 55655.0000 1.4647 23.4354 NZD 0.0040 0.5898 0.6766 10.8263 OAT 0.3568 122.7200 0.2908 4.6522 OATIES 4.8185 320.0000 1.5058 24.0926 OJ 7.3961 175.0000 4.2263 67.6215 PALLAD 60.7645 1630.5000 3.7267 59.6279 PLAT 84.2233 2112.9000 3.9861 63.7784 REDWHEAT 9.6863 579.0000 1.6729 26.7670 RICE 0.1650 10.4000 1.5867 25.3875 ROBUSTA 73.0665 3720.0000 1.9642 31.4264 RUSSELL 27.3693 2624.4000 1.0429 16.6861 SHATZ 0.0573 106.8050 0.0537 0.8587 SILVER-mini 3.4791 83.4125 4.1709 66.7347 SMI 104.6797 13497.0000 0.7756 12.4092 SOFR 0.0574 96.8050 0.0593 0.9481 SOYBEAN 7.0549 1131.5000 0.6235 9.9759 SOYMEAL 4.1070 312.5000 1.3142 21.0279 SOYOIL 0.6447 62.9100 1.0249 16.3980 SP400 30.7930 3555.5000 0.8661 13.8571 SP500_micro 43.6536 6835.7500 0.6386 10.2177 SUGAR11 0.1984 13.9400 1.4234 22.7749 US10 0.3476 113.0938 0.3073 4.9172 US10U 0.4334 115.9375 0.3738 5.9816 US2 0.0828 104.2266 0.0794 1.2703 US20 0.6254 117.6875 0.5314 8.5021 US30 0.8794 120.5625 0.7295 11.6712 US5 0.2178 109.5391 0.1988 3.1816 VIX 0.6158 21.8500 2.8184 45.0941 WHEAT 8.3649 614.5000 1.3613 21.7801 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 704.85 0.63 440.97 1.00 440.97 36779.45 83.40 19.46 162.28 BITCOIN 82.98 2.35 195.18 1.00 195.18 36779.45 188.44 -19.78 -372.66 BOBL 1169.20 0.15 179.30 1.17 210.23 36779.45 174.95 4.36 76.31 BTP 1211.40 0.37 442.51 1.17 518.86 36779.45 70.89 10.17 72.10 BUND 1293.60 0.27 346.19 1.17 405.92 36779.45 90.61 13.34 120.83 BUXL 1126.40 0.67 758.30 1.17 889.14 36779.45 41.37 4.63 19.17 CAC 847.95 0.61 516.00 1.17 608.65 36779.45 60.43 19.81 119.69 CAD 732.15 0.38 276.77 1.00 276.77 36779.45 132.89 2.31 30.68 CANOLA 141.18 0.81 114.23 0.73 83.61 36779.45 439.90 12.83 564.48 CHF 1602.12 0.56 894.14 1.00 894.14 36779.45 41.13 -6.20 -25.50 COCOA 302.20 4.05 1225.40 1.00 1225.40 36779.45 30.01 -15.28 -45.85 COFFEE 1059.38 1.65 1750.96 1.00 1750.96 36779.45 21.01 -6.90 -14.49 COPPER 1448.62 1.69 2448.41 1.00 2448.41 36779.45 15.02 5.31 7.98 CORN 235.62 0.73 171.45 1.00 171.45 36779.45 214.51 3.70 79.35 COTTON2 312.95 1.20 375.27 1.00 375.27 36779.45 98.01 -15.62 -153.11 CRUDE_W 647.50 1.43 923.58 1.00 923.58 36779.45 39.82 10.88 43.34 DAX 241.22 0.88 213.08 1.17 249.85 36779.45 147.21 -1.13 -16.60 DOW 243.40 0.71 172.17 1.00 172.17 36779.45 213.63 -6.15 -131.40 DX 989.55 0.43 423.51 1.00 423.51 36779.45 86.84 1.26 10.92 EUR 1452.88 0.48 700.23 1.00 700.23 36779.45 52.52 -5.07 -26.61 EURIBOR-ICE 2443.50 0.04 89.09 1.17 104.47 36779.45 352.07 12.39 436.14 EUROSTX 585.80 0.97 565.77 1.17 663.38 36779.45 55.44 8.96 49.65 FEEDCOW 1766.50 0.81 1431.79 1.00 1431.79 36779.45 25.69 4.93 12.67 GASOIL 913.25 2.45 2239.36 1.00 2239.36 36779.45 16.42 17.87 29.35 GASOLINE 1019.72 1.50 1526.48 1.00 1526.48 36779.45 24.09 5.54 13.36 GAS_US_mini 72.00 6.79 488.62 1.00 488.62 36779.45 75.27 0.92 6.94 GBP 835.00 0.49 408.49 1.00 408.49 36779.45 90.04 -0.25 -2.26 GOLD_micro 512.38 1.81 928.29 1.00 928.29 36779.45 39.62 -0.75 -2.99 HEATOIL 1309.14 2.47 3236.75 1.00 3236.75 36779.45 11.36 12.68 14.41 JGB-SGX-mini 132780.00 0.21 28185.17 0.01 179.51 36779.45 204.89 -1.53 -31.27 JPY 793.81 0.65 517.36 1.00 517.36 36779.45 71.09 -3.65 -25.98 LEANHOG 383.10 1.09 417.08 1.00 417.08 36779.45 88.18 4.99 44.01 LIVECOW 937.20 0.81 757.65 1.00 757.65 36779.45 48.54 1.45 7.05 LUMBER-new 153.59 1.32 202.48 1.00 202.48 36779.45 181.64 -13.70 -248.77 MXP 283.20 0.72 203.55 1.00 203.55 36779.45 180.69 10.78 194.78 NASDAQ_micro 495.74 0.85 422.75 1.00 422.75 36779.45 87.00 -11.66 -101.48 NIKKEI 55655.00 1.46 81518.64 0.01 519.18 36779.45 70.84 5.36 37.95 NZD 589.75 0.68 399.05 1.00 399.05 36779.45 92.17 6.84 63.08 OAT 1227.20 0.29 356.83 1.17 418.39 36779.45 87.91 17.51 153.89 OATIES 160.00 1.51 240.93 1.00 240.93 36779.45 152.66 -5.96 -91.06 OJ 262.50 4.23 1109.42 1.00 1109.42 36779.45 33.15 -8.79 -29.13 PALLAD 1630.50 3.73 6076.45 1.00 6076.45 36779.45 6.05 2.28 1.38 PLAT 1056.45 3.99 4211.17 1.00 4211.17 36779.45 8.73 1.53 1.34 REDWHEAT 289.50 1.67 484.32 1.00 484.32 36779.45 75.94 -0.58 -4.42 RICE 208.00 1.59 330.04 1.00 330.04 36779.45 111.44 -11.89 -132.46 ROBUSTA 372.00 1.96 730.66 1.00 730.66 36779.45 50.34 -3.91 -19.68 RUSSELL 131.22 1.04 136.85 1.00 136.85 36779.45 268.76 1.81 48.75 SHATZ 1068.05 0.05 57.32 1.17 67.21 36779.45 547.25 1.33 72.52 SILVER-mini 2085.31 4.17 8697.67 1.00 8697.67 36779.45 4.23 2.43 1.03 SMI 1349.70 0.78 1046.80 1.30 1356.92 36779.45 27.11 19.51 52.88 SOFR 2420.13 0.06 143.40 1.00 143.40 36779.45 256.48 1.52 38.93 SOYBEAN 565.75 0.62 352.74 1.00 352.74 36779.45 104.27 7.44 77.63 SOYMEAL 312.50 1.31 410.70 1.00 410.70 36779.45 89.55 -6.51 -58.32 SOYOIL 377.46 1.02 386.85 1.00 386.85 36779.45 95.07 5.36 50.95 SP400 3555.50 0.87 3079.30 1.00 3079.30 36779.45 11.94 5.93 7.08 SP500_micro 341.79 0.64 218.27 1.00 218.27 36779.45 168.51 -7.76 -130.70 SUGAR11 156.13 1.42 222.24 1.00 222.24 36779.45 165.50 -7.40 -122.54 US10 1130.94 0.31 347.57 1.00 347.57 36779.45 105.82 -0.25 -2.62 US10U 1159.38 0.37 433.43 1.00 433.43 36779.45 84.86 1.29 10.98 US2 2084.53 0.08 165.50 1.00 165.50 36779.45 222.23 -6.39 -141.97 US20 1176.88 0.53 625.37 1.00 625.37 36779.45 58.81 3.56 20.92 US30 1205.62 0.73 879.44 1.00 879.44 36779.45 41.82 1.11 4.65 US5 1095.39 0.20 217.82 1.00 217.82 36779.45 168.86 -1.75 -29.48 VIX 218.50 2.82 615.82 1.00 615.82 36779.45 59.72 -4.95 -29.56 WHEAT 307.25 1.36 418.25 1.00 418.25 36779.45 87.94 -0.08 -0.67 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 162.275 0.010 2.5 4.216 BITCOIN -372.663 0.043 2.5 -40.411 BOBL 76.309 0.004 2.5 0.775 BTP 72.097 0.014 2.5 2.463 BUND 120.831 0.004 2.5 1.227 BUXL 19.166 0.004 2.5 0.195 CAC 119.688 0.014 2.5 4.088 CAD 30.676 0.010 2.5 0.797 CANOLA 564.480 0.010 2.5 13.752 CHF -25.496 0.010 2.5 -0.662 COCOA -45.851 0.010 2.5 -1.117 COFFEE -14.491 0.005 2.5 -0.192 COPPER 7.977 0.043 2.5 0.865 CORN 79.346 0.010 2.5 1.933 COTTON2 -153.113 0.010 2.5 -3.730 CRUDE_W 43.343 0.043 2.5 4.700 DAX -16.598 0.014 2.5 -0.567 DOW -131.401 0.009 2.5 -3.058 DX 10.925 0.010 2.5 0.284 EUR -26.613 0.010 2.5 -0.691 EURIBOR-ICE 436.142 0.014 2.5 14.897 EUROSTX 49.654 0.014 2.5 1.696 FEEDCOW 12.671 0.013 2.5 0.420 GASOIL 29.353 0.017 2.5 1.274 GASOLINE 13.357 0.017 2.5 0.580 GAS_US_mini 6.944 0.043 2.5 0.753 GBP -2.255 0.010 2.5 -0.059 GOLD_micro -2.990 0.014 2.5 -0.102 HEATOIL 14.406 0.017 2.5 0.625 JGB-SGX-mini -31.266 0.043 2.5 -3.390 JPY -25.983 0.010 2.5 -0.675 LEANHOG 44.014 0.024 2.5 2.679 LIVECOW 7.049 0.013 2.5 0.234 LUMBER-new -248.771 0.010 2.5 -6.061 MXP 194.782 0.059 2.5 28.629 NASDAQ_micro -101.476 0.009 2.5 -2.362 NIKKEI 37.948 0.043 2.5 4.115 NZD 63.080 0.010 2.5 1.639 OAT 153.887 0.014 2.5 5.256 OATIES -91.056 0.010 2.5 -2.218 OJ -29.126 0.010 2.5 -0.710 PALLAD 1.382 0.014 2.5 0.047 PLAT 1.335 0.014 2.5 0.046 REDWHEAT -4.420 0.005 2.5 -0.059 RICE -132.462 0.010 2.5 -3.227 ROBUSTA -19.682 0.005 2.5 -0.261 RUSSELL 48.751 0.013 2.5 1.618 SHATZ 72.524 0.004 2.5 0.736 SILVER-mini 1.027 0.014 2.5 0.035 SMI 52.880 0.014 2.5 1.806 SOFR 38.928 0.024 2.5 2.369 SOYBEAN 77.625 0.004 2.5 0.723 SOYMEAL -58.315 0.004 2.5 -0.543 SOYOIL 50.948 0.004 2.5 0.475 SP400 7.084 0.013 2.5 0.235 SP500_micro -130.701 0.009 2.5 -3.042 SUGAR11 -122.544 0.010 2.5 -2.986 US10 -2.623 0.005 2.5 -0.033 US10U 10.977 0.005 2.5 0.139 US2 -141.973 0.005 2.5 -1.802 US20 20.919 0.005 2.5 0.265 US30 4.647 0.005 2.5 0.059 US5 -29.483 0.005 2.5 -0.374 VIX -29.561 0.099 2.5 -7.307 WHEAT -0.673 0.005 2.5 -0.009 ===================== Position diags ===================== AUD 2.17 BITCOIN 20.43 BOBL 1.78 BTP 2.42 BUND 0.92 BUXL 0.42 CAC 2.06 CAD 3.45 CANOLA 10.72 CHF 1.07 COCOA 0.73 COFFEE 0.28 COPPER 1.63 CORN 5.23 COTTON2 2.39 CRUDE_W 4.32 DAX 5.03 DOW 4.97 DX 2.26 EUR 1.36 EURIBOR-ICE 12.03 EUROSTX 1.89 FEEDCOW 0.85 GASOIL 0.71 GASOLINE 1.05 GAS_US_mini 8.16 GBP 2.34 GOLD_micro 1.35 HEATOIL 0.49 JGB-SGX-mini 22.22 JPY 1.85 LEANHOG 5.37 LIVECOW 1.61 LUMBER-new 4.43 MXP 26.56 NASDAQ_micro 2.02 NIKKEI 7.68 NZD 2.39 OAT 3.00 OATIES 3.72 OJ 0.81 PALLAD 0.21 PLAT 0.30 REDWHEAT 1.01 RICE 2.72 ROBUSTA 0.67 RUSSELL 8.92 SHATZ 5.56 SILVER-mini 0.14 SMI 0.93 SOFR 15.61 SOYBEAN 0.97 SOYMEAL 0.83 SOYOIL 0.89 SP400 0.40 SP500_micro 3.92 SUGAR11 4.03 US10 1.34 US10U 1.08 US2 2.82 US20 0.75 US30 0.53 US5 2.14 VIX 14.76 WHEAT 1.17 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.2 4.0 4.4 0.0 0 BITCOIN -40.4 -42.5 -38.4 0.0 0 BOBL 0.8 0.6 1.0 0.0 0 BTP 2.5 2.2 2.7 1.0 1 BUND 1.2 1.1 1.3 4.0 4 BUXL 0.2 0.2 0.2 0.0 0 CAC 4.1 3.9 4.3 0.0 0 CAD 0.8 0.5 1.1 1.0 1 CANOLA 13.8 12.7 14.8 10.0 10 CHF -0.7 -0.8 -0.6 0.0 0 COCOA -1.1 -1.2 -1.0 -2.0 -2 COFFEE -0.2 -0.2 -0.2 0.0 0 COPPER 0.9 0.7 1.0 1.0 1 CORN 1.9 1.4 2.5 1.0 1 COTTON2 -3.7 -4.0 -3.5 -5.0 -5 CRUDE_W 4.7 4.3 5.1 1.0 1 DAX -0.6 -1.1 -0.1 0.0 0 DOW -3.1 -3.6 -2.6 -27.0 -27 DX 0.3 0.1 0.5 0.0 0 EUR -0.7 -0.8 -0.6 0.0 0 EURIBOR-ICE 14.9 13.7 16.1 0.0 0 EUROSTX 1.7 1.5 1.9 8.0 8 FEEDCOW 0.4 0.3 0.5 0.0 0 GASOIL 1.3 1.2 1.3 1.0 1 GASOLINE 0.6 0.5 0.7 2.0 2 GAS_US_mini 0.8 -0.1 1.6 0.0 0 GBP -0.1 -0.3 0.2 1.0 1 GOLD_micro -0.1 -0.2 0.0 0.0 0 HEATOIL 0.6 0.6 0.7 2.0 2 JGB-SGX-mini -3.4 -5.6 -1.2 0.0 0 JPY -0.7 -0.9 -0.5 0.0 0 LEANHOG 2.7 2.1 3.2 0.0 0 LIVECOW 0.2 0.1 0.4 0.0 0 LUMBER-new -6.1 -6.5 -5.6 0.0 0 MXP 28.6 26.0 31.3 34.0 34 NASDAQ_micro -2.4 -2.6 -2.2 -13.0 -13 NIKKEI 4.1 3.3 4.9 5.0 5 NZD 1.6 1.4 1.9 0.0 0 OAT 5.3 5.0 5.6 9.0 9 OATIES -2.2 -2.6 -1.8 NaN 0 OJ -0.7 -0.8 -0.6 -2.0 -2 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.0 0.0 0.1 0.0 0 REDWHEAT -0.1 -0.2 0.0 0.0 0 RICE -3.2 -3.5 -3.0 -3.0 -3 ROBUSTA -0.3 -0.3 -0.2 0.0 0 RUSSELL 1.6 0.7 2.5 0.0 0 SHATZ 0.7 0.2 1.3 NaN 0 SILVER-mini 0.0 0.0 0.0 1.0 1 SMI 1.8 1.7 1.9 0.0 0 SOFR 2.4 0.8 3.9 NaN 0 SOYBEAN 0.7 0.6 0.8 0.0 0 SOYMEAL -0.5 -0.6 -0.5 0.0 0 SOYOIL 0.5 0.4 0.6 0.0 0 SP400 0.2 0.2 0.3 2.0 2 SP500_micro -3.0 -3.4 -2.6 -7.0 -7 SUGAR11 -3.0 -3.4 -2.6 -9.0 -9 US10 -0.0 -0.2 0.1 0.0 0 US10U 0.1 0.0 0.2 2.0 2 US2 -1.8 -2.1 -1.5 NaN 0 US20 0.3 0.2 0.3 0.0 0 US30 0.1 0.0 0.1 1.0 1 US5 -0.4 -0.6 -0.2 0.0 0 VIX -7.3 -8.8 -5.8 -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 0.1 0.5 0.6 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.1 0.4 0.1 0.5 0.1 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.0 0.3 0.1 1.6 0.2 -0.0 0.5 0.0 0.4 0.2 0.3 0.3 0.4 0.6 0.6 -0.1 0.7 0.0 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 0.4 0.5 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.1 -0.0 0.1 -0.1 0.2 0.1 -0.4 -0.1 -0.4 -0.2 0.1 0.0 0.0 -0.1 0.1 0.5 0.1 -0.1 0.0 0.1 -0.2 0.2 -1.1 -0.0 -0.0 0.4 -0.2 0.3 0.7 0.5 0.7 BTP 0.2 0.2 -0.1 0.1 -0.1 0.1 0.1 -0.1 0.2 -0.2 0.5 0.1 0.7 0.2 0.2 0.4 0.2 0.3 0.3 0.2 0.1 -0.0 0.3 0.1 -2.7 0.2 -0.2 0.4 -0.0 0.5 0.2 0.8 -0.5 -0.4 0.4 0.4 0.2 0.7 0.5 0.7 BUND 0.6 0.5 0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.1 -0.0 0.2 -0.4 0.2 0.1 0.4 0.2 0.4 0.3 0.1 0.0 0.1 -0.2 0.2 0.0 0.2 -0.0 0.1 0.2 -0.2 0.2 0.7 0.2 0.2 0.5 -0.1 0.1 0.7 0.3 0.7 BUXL 0.6 0.3 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 0.0 -0.3 0.2 -0.7 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.5 0.2 0.6 0.1 0.1 -0.2 0.2 -0.6 0.2 -0.0 0.4 0.0 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 0.3 0.4 0.1 -0.2 0.3 -0.1 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 0.3 0.1 -0.3 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.5 0.6 0.1 -0.0 0.0 -0.3 -0.0 -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 -0.0 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 -0.1 0.4 -0.0 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.1 0.2 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 -0.1 0.1 -0.0 0.2 0.0 -1.1 -0.1 0.0 0.1 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 -0.3 -0.5 -0.6 -0.5 0.2 0.0 0.3 0.2 COFFEE -0.5 -0.6 -0.6 -0.0 0.0 -0.3 -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 -0.0 0.4 -0.2 1.1 -0.0 -0.5 -0.6 -0.6 0.7 0.6 0.7 0.7 COPPER -0.2 -0.1 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 -0.0 -0.1 -0.1 -0.1 0.6 0.7 0.4 0.6 CORN 0.4 0.2 0.1 -0.0 0.1 -0.3 -0.0 -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 -0.2 0.2 1.7 0.2 0.2 0.1 0.2 -0.2 0.2 -1.1 0.5 0.6 0.2 0.3 0.1 -0.2 0.3 0.0 COTTON2 0.3 0.1 0.2 -0.0 -0.0 -0.3 -0.1 -0.7 -0.0 0.0 -0.5 0.1 -0.7 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.5 0.0 -0.9 -0.0 -0.1 -0.3 0.1 -0.7 0.1 -1.1 0.5 0.3 -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 0.2 0.1 0.1 0.1 0.2 0.1 0.2 -0.1 0.2 1.0 0.2 0.2 0.2 0.2 -0.1 0.2 -0.0 -0.5 -0.2 -0.4 -0.3 0.4 0.7 0.0 0.3 DAX -0.1 -0.4 -0.0 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.1 0.3 -0.0 0.6 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.3 -0.0 -1.7 0.0 -0.2 0.1 -0.1 0.2 -0.0 -0.2 -0.5 -0.4 -0.4 -0.1 0.4 0.7 0.3 0.7 DOW -0.3 -0.4 0.1 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.1 0.3 -0.1 0.5 -0.0 0.1 -0.1 -0.2 -0.1 -0.1 0.0 0.1 -0.1 0.3 -0.0 -1.1 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.2 -0.3 -0.4 -0.3 -0.0 -0.1 -0.7 -0.2 -0.7 DX 0.3 -0.2 0.0 0.1 -0.1 0.2 -0.1 0.2 0.0 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 0.1 -2.7 -0.0 0.2 -0.1 0.1 -0.2 0.0 0.9 0.5 0.6 -0.6 -0.6 0.2 0.7 0.4 0.7 EUR -0.3 0.0 -0.2 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.1 0.0 -0.1 0.4 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.0 0.0 -0.1 0.2 -0.1 0.8 0.0 -0.2 0.2 -0.1 0.3 -0.0 -0.4 -0.3 -0.3 -0.3 0.0 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.4 0.5 -0.2 0.1 -0.0 0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.2 0.1 0.1 0.2 0.2 0.3 0.3 0.1 0.0 0.0 0.1 0.1 -0.4 0.1 -0.1 0.1 0.1 -0.0 0.1 0.8 -0.1 0.1 0.4 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.2 -0.3 0.1 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.1 0.5 -0.0 0.7 0.1 0.2 0.2 0.0 0.1 0.1 0.1 0.2 -0.1 0.5 0.0 -1.1 0.1 -0.2 0.3 -0.1 0.4 0.0 0.8 -0.4 -0.2 0.1 0.3 0.3 0.7 0.1 0.7 FEEDCOW -0.5 0.2 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 0.4 0.3 0.1 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 -0.2 0.3 0.7 0.7 0.7 0.7 GASOIL 0.3 0.5 -0.0 0.2 0.2 0.2 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 0.1 0.1 0.2 0.1 0.2 -0.3 0.1 0.2 0.2 0.2 0.2 0.2 1.1 0.5 0.6 0.6 0.3 -0.1 0.7 -0.4 0.1 GASOLINE 0.4 0.6 0.2 0.2 0.2 0.4 0.2 0.2 0.2 0.2 0.4 0.2 0.3 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 -0.0 -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 -0.6 GBP -0.5 0.1 0.2 0.1 -0.2 0.3 -0.1 0.3 0.1 -0.2 0.1 -0.2 0.5 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 -0.1 0.2 -0.1 -0.0 0.1 -0.2 0.3 -0.1 0.4 -0.0 0.3 -0.2 -0.4 -0.3 0.2 -0.3 -0.2 -0.1 -0.3 GOLD_micro 0.1 -0.5 -0.5 0.0 -0.0 0.1 0.0 0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.0 -0.1 -0.2 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -2.4 0.1 -0.0 0.3 0.0 0.4 0.1 -0.2 0.1 0.1 0.6 0.4 0.5 0.2 -0.1 -0.5 HEATOIL 0.3 0.5 -0.0 0.1 0.2 0.2 0.2 0.1 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 -1.7 0.1 0.2 0.1 0.2 0.1 0.2 1.1 0.5 0.6 0.2 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 0.0 -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 0.1 -0.2 -0.6 -0.2 -0.7 0.0 -0.7 JPY 0.0 0.6 0.0 0.1 -0.1 0.2 -0.0 0.2 0.0 -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 -0.3 -0.1 -0.2 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.5 0.3 0.4 -0.0 0.1 -0.3 -0.0 -0.7 -0.0 0.2 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 -0.9 0.2 0.1 0.5 0.1 0.6 0.0 0.0 0.5 -0.4 0.6 0.6 -0.4 0.3 -0.2 0.6 LIVECOW -0.3 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 0.1 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 -0.6 -0.3 0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.5 0.2 -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 -0.2 -0.4 0.0 0.8 0.1 0.8 MXP -0.3 -0.1 0.1 0.1 -0.2 0.3 -0.1 0.3 0.1 -0.2 0.5 0.0 0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.2 -0.2 0.5 -0.1 0.7 0.1 1.1 -0.3 -0.0 0.6 0.6 0.3 0.3 0.7 0.3 NASDAQ_micro -0.3 -0.6 -0.3 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.1 0.1 -0.1 0.4 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 -0.0 0.3 -0.1 -2.7 -0.1 -0.1 0.0 -0.0 0.2 -0.1 -0.2 0.1 -0.6 -0.6 -0.6 0.3 -0.7 0.4 -0.7 NIKKEI 0.2 -0.2 -0.1 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.2 0.0 0.3 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 -0.0 0.3 0.1 -1.5 0.1 -0.1 0.3 0.0 0.4 0.1 1.1 -0.0 0.4 0.4 0.3 -0.4 -0.0 -0.5 0.1 NZD -0.3 0.6 0.5 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.1 0.1 -0.1 0.0 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.0 0.0 1.6 0.1 -0.1 0.1 -0.1 -0.0 0.0 0.0 -0.2 -0.2 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.4 0.6 0.2 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.1 0.5 0.1 0.1 0.2 0.2 0.2 0.3 0.3 0.3 0.2 0.1 0.1 0.1 0.2 -0.2 0.2 -0.2 0.4 0.1 0.3 0.2 0.8 -0.0 0.1 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 -0.0 -0.2 -0.2 -0.2 0.0 -0.1 0.0 -0.3 0.1 -0.3 0.1 -0.0 -0.2 0.0 -0.6 0.1 -0.2 0.3 0.6 0.2 -0.0 -0.2 -0.7 -0.1 -0.7 OJ -0.1 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 0.0 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 -0.3 -0.3 -0.2 0.1 -0.4 -0.5 -0.3 -0.5 PALLAD -0.2 -0.3 -0.0 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 1.4 -0.0 -0.1 0.1 -0.0 0.2 -0.0 0.2 -0.2 -0.2 -0.3 -0.3 0.4 0.1 0.1 -0.2 PLAT -0.2 -0.4 -0.4 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.1 0.0 0.2 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.0 0.0 0.1 0.0 -0.1 0.0 -0.0 0.1 0.0 0.3 0.0 0.2 0.0 -0.2 -0.3 0.0 0.7 0.3 0.2 -0.1 REDWHEAT 0.3 0.4 0.5 -0.0 0.0 -0.2 -0.0 -0.6 -0.0 0.1 0.0 0.1 -0.5 0.1 0.1 -0.2 -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 -0.2 -0.1 -0.4 -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 -0.0 1.1 -0.0 -0.4 -0.3 -0.4 0.2 0.1 0.5 0.4 RUSSELL -0.2 -0.3 0.3 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.1 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 -0.1 0.3 -0.0 0.4 -0.0 0.1 -0.1 -0.4 0.0 0.0 -0.1 -0.7 -0.4 -0.7 SHATZ 0.2 0.5 0.0 0.1 -0.0 0.1 0.1 -0.1 0.1 -0.1 -0.2 -0.0 -0.4 0.1 0.0 0.2 -0.2 0.0 -0.1 0.0 -0.0 -0.1 -0.2 0.0 1.6 0.0 -0.2 -0.1 -0.1 -0.3 0.0 -1.1 -0.5 -0.6 -0.1 -0.3 0.4 0.7 0.6 0.7 SILVER-mini -0.3 -0.6 -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 -0.1 -0.1 -0.1 0.0 0.1 0.0 0.2 0.0 -1.0 0.1 -0.0 0.4 0.0 0.4 0.1 0.0 0.1 -0.0 0.6 0.6 0.3 0.5 -0.2 -0.1 SMI 0.2 -0.3 0.4 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.1 0.5 0.1 0.6 0.1 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.0 0.5 0.2 1.3 0.2 -0.1 0.5 0.0 0.6 0.2 1.1 0.0 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 0.1 0.0 0.1 0.1 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 0.0 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 0.5 0.1 -0.0 0.1 -0.3 -0.0 -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 0.4 0.6 0.6 0.6 -0.7 -0.5 -0.6 -0.4 SOYMEAL 0.6 0.2 -0.0 -0.0 -0.0 -0.2 -0.0 -0.5 -0.0 0.0 -0.1 0.1 -0.3 0.1 -0.0 -0.2 -0.3 -0.2 -0.3 0.1 0.0 0.1 -0.1 0.1 -1.9 0.1 -0.0 0.2 0.1 0.1 0.2 -0.4 0.5 0.6 0.3 0.4 -0.6 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.4 -0.0 0.0 -0.3 -0.0 -0.7 -0.0 0.2 0.4 0.2 0.5 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.5 0.2 0.2 0.5 0.6 0.6 0.6 -0.3 -0.7 -0.4 -0.7 SP400 0.0 0.1 0.4 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.0 0.4 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.0 0.3 0.1 0.5 0.1 -0.0 0.3 0.0 0.2 0.1 -0.1 -0.0 0.4 0.3 0.3 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.2 -0.5 -0.1 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.1 0.4 -0.1 0.6 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.1 0.5 -0.0 -2.2 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.3 0.0 -0.6 -0.6 -0.5 0.5 -0.7 0.6 -0.7 SUGAR11 0.0 -0.1 -0.0 -0.0 0.0 -0.2 -0.0 -0.5 -0.0 0.1 -0.4 0.1 -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 0.3 -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 0.1 -0.1 0.2 0.1 0.3 0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 -1.2 0.1 -0.0 0.1 0.1 0.2 0.2 -0.2 0.1 0.3 -0.0 0.2 -0.3 -0.7 -0.3 -0.7 US10U 0.6 0.1 -0.1 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.1 0.3 0.2 0.4 0.2 0.1 0.0 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.2 -2.0 0.2 -0.0 0.3 0.2 0.3 0.2 -0.3 0.0 0.3 -0.0 0.3 -0.3 -0.2 -0.5 -0.7 US2 0.2 0.1 -0.1 0.1 -0.0 0.1 0.1 -0.1 0.1 -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 -0.1 -0.0 0.0 0.0 0.1 -1.1 -0.3 -0.3 -0.5 -0.0 -0.3 -0.7 -0.4 -0.7 US20 0.6 0.2 -0.0 0.1 -0.0 0.0 0.1 -0.1 0.1 -0.1 0.2 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -1.4 0.1 -0.0 0.3 0.1 0.3 0.2 0.0 -0.1 0.1 0.1 0.2 -0.3 0.5 -0.2 -0.7 US30 0.5 0.2 -0.1 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.1 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 0.1 -0.8 0.1 -0.0 0.2 0.1 0.2 0.2 -0.3 -0.1 -0.1 -0.0 0.1 -0.4 0.4 -0.2 -0.6 US5 0.5 0.1 -0.2 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.1 0.1 0.1 0.4 0.1 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 0.1 0.2 0.2 -0.5 -0.0 0.2 -0.1 0.2 -0.4 -0.7 -0.4 -0.7 VIX 0.5 0.9 -0.2 0.1 0.3 -0.1 0.2 -0.2 0.2 0.2 -0.6 0.2 -0.9 0.2 -0.2 -0.6 -0.6 -0.6 -0.6 0.0 -0.1 0.2 -0.3 0.1 NaN 0.1 0.3 -0.1 0.2 -0.3 0.2 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.5 0.6 0.3 -0.0 0.0 -0.3 -0.0 -0.7 -0.0 0.1 -0.1 0.1 -0.6 0.2 0.1 -0.3 -0.4 -0.4 -0.4 0.1 0.0 0.2 -0.2 0.2 1.3 0.2 0.1 0.2 0.2 -0.1 0.2 -0.8 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 2.4 16.1 18.5 10.4 -13.9 9.0 -5.7 6.1 4.2 -6.0 15.0 9.0 12.6 13.8 15.3 0.9 -0.3 0.7 0.3 20.0 18.5 3.8 12.0 13.8 11.8 20.0 -5.6 19.7 3.4 11.8 14.3 6.3 11.5 12.8 20.0 18.0 -3.9 20.0 1.4 20.0 BITCOIN 4.5 -0.4 -20.0 12.9 -15.8 15.5 2.5 15.7 9.6 -19.8 -18.3 -19.7 -4.3 -12.6 -20.0 -3.7 -6.1 -4.3 -5.1 -18.4 -20.0 -20.0 -10.4 -16.1 -20.0 -18.7 -20.0 -20.0 -20.0 -9.5 -17.1 -0.1 -20.0 -20.0 -20.0 -20.0 -5.8 1.1 -20.0 -17.2 BOBL 13.2 15.4 -0.8 10.1 -4.7 2.2 10.4 -2.0 15.8 -14.3 -1.8 9.8 -3.7 16.6 11.6 -20.0 -5.7 -20.0 -11.7 9.8 1.5 5.4 -3.7 13.1 3.7 10.7 -10.1 0.8 8.0 -4.3 15.8 -20.0 -1.2 -0.9 12.2 -4.7 8.4 20.0 15.3 20.0 BTP 6.0 6.3 -1.9 12.1 -5.6 2.7 12.5 -2.4 18.9 -17.4 20.0 6.3 20.0 17.6 20.0 18.0 12.1 16.5 14.3 13.9 12.3 -3.6 12.6 11.1 -20.0 16.9 -20.0 13.9 -4.6 12.8 14.0 15.0 -19.5 -11.3 12.6 12.7 6.3 20.0 14.4 20.0 BUND 18.1 14.3 0.4 11.6 -5.3 2.5 12.0 -2.3 18.1 -10.2 -0.4 15.9 -11.8 20.0 13.3 20.0 10.0 19.0 14.1 13.4 2.3 13.2 -5.9 20.0 0.2 17.9 -5.2 3.7 18.7 -4.5 20.0 12.7 8.8 7.6 16.2 -2.2 4.2 20.0 10.0 20.0 BUXL 19.5 10.4 -0.2 11.0 -5.1 2.4 11.4 -2.1 17.2 0.6 -12.1 17.8 -20.0 19.1 -1.9 5.1 3.9 5.0 4.6 5.8 -7.6 15.9 -19.2 16.4 4.7 11.9 6.7 -6.0 20.0 -17.4 20.0 -0.2 15.1 0.7 3.6 -9.5 -5.2 20.0 1.0 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 13.7 20.0 12.1 20.0 CAD -3.8 8.1 13.3 13.3 -17.8 11.6 -7.2 7.8 5.3 -0.2 3.8 -13.4 3.5 1.5 7.6 -6.6 -7.4 -7.1 -7.3 6.0 5.6 -1.6 1.1 1.1 20.0 10.9 0.8 8.9 0.7 3.0 5.4 -6.4 12.8 1.7 -9.2 1.9 -20.0 -20.0 -20.0 -20.0 CANOLA 16.4 20.0 3.0 -2.8 5.0 -10.9 -2.0 -20.0 -2.9 19.5 -2.0 20.0 -2.5 20.0 20.0 -20.0 -15.6 -19.7 -18.3 20.0 9.2 20.0 -1.3 20.0 16.1 20.0 20.0 10.3 20.0 -2.1 20.0 -13.5 20.0 20.0 20.0 19.1 4.8 20.0 8.2 20.0 CHF -3.9 12.0 -0.9 6.2 -8.3 5.4 -3.4 3.6 2.5 -7.4 1.9 -6.4 6.9 1.9 2.5 -12.5 -15.7 -14.1 -14.9 3.7 4.0 -4.5 4.0 0.4 -1.3 5.5 -7.2 5.3 -2.6 4.8 2.4 -19.9 -2.4 0.8 1.7 1.6 -12.3 -20.0 -11.3 -20.0 COCOA -20.0 -20.0 -20.0 -0.8 1.5 -3.3 -0.6 -6.1 -0.9 -2.9 -7.0 -6.1 -5.5 -6.9 -7.1 -6.6 3.1 -5.1 -2.4 -20.0 -17.9 -10.9 -11.4 -17.8 -20.0 -12.8 -2.5 -11.5 -7.5 -6.3 -11.7 16.1 -11.3 -16.0 -20.0 -14.6 4.8 1.5 9.5 6.3 COFFEE -16.9 -20.0 -20.0 -2.4 4.3 -9.4 -1.7 -17.3 -2.5 4.0 -1.8 -12.7 5.3 -18.1 -18.7 11.6 18.1 20.0 20.0 -20.0 -19.5 -14.9 3.0 -20.0 -20.0 -20.0 -0.8 -10.6 -4.5 10.2 -14.0 20.0 -2.0 -16.6 -20.0 -20.0 20.0 18.6 20.0 20.0 COPPER -5.6 -4.6 10.5 3.7 -2.6 6.1 1.3 7.3 2.4 -2.1 5.0 0.1 4.4 -1.9 3.6 -5.6 -6.2 -6.1 -6.2 3.7 5.9 0.1 5.5 1.1 -1.0 3.5 -3.0 4.9 0.7 6.0 2.1 -1.1 -0.3 -3.7 -2.1 -2.2 18.5 20.0 12.5 17.3 CORN 12.6 5.4 2.3 -3.1 5.7 -12.3 -2.2 -20.0 -3.3 20.0 7.5 20.0 -10.7 20.0 8.7 -20.0 -20.0 -20.0 -20.0 8.5 0.2 20.0 -9.1 17.0 12.9 17.9 20.0 5.1 20.0 -5.4 20.0 -20.0 20.0 20.0 6.2 9.4 3.3 -5.5 7.5 0.9 COTTON2 8.0 1.9 5.0 -3.1 -0.3 -11.4 -5.3 -20.0 -4.1 1.4 -18.8 9.2 -20.0 -0.9 -9.9 -20.0 -20.0 -20.0 -20.0 -6.7 -12.5 4.7 -19.1 0.8 -7.0 -3.8 -5.6 -12.4 10.0 -18.5 7.0 -20.0 20.0 10.7 -8.5 -7.3 -9.3 -16.2 -8.4 -8.3 CRUDE_W 8.9 18.6 9.3 19.8 20.0 12.7 20.0 6.5 20.0 18.1 0.0 19.3 -8.3 19.8 18.0 7.8 4.5 4.4 3.6 14.7 6.1 18.2 -2.4 18.2 7.3 16.7 19.7 6.3 19.1 -4.0 19.9 -0.1 -20.0 -6.6 -13.5 -9.0 11.5 20.0 1.4 7.6 DAX -3.1 -12.3 -0.4 8.9 -11.8 10.5 -0.9 10.9 5.7 -13.3 9.8 -2.8 15.5 -0.7 9.1 -8.7 -7.6 -8.8 -8.0 3.3 6.6 -15.2 10.7 -3.0 -12.6 1.7 -20.0 4.0 -12.7 6.3 -3.2 -3.4 -20.0 -12.5 -12.9 -2.5 13.3 20.0 10.3 20.0 DOW -9.0 -11.0 4.3 6.9 -9.1 8.1 -0.7 8.4 4.4 -10.8 11.7 -9.7 13.1 -3.9 8.6 -6.5 -7.9 -7.1 -7.4 3.6 9.6 -8.6 12.4 -3.2 -8.5 2.0 -10.0 6.5 -7.2 8.8 -3.1 -3.3 -14.1 -11.2 -9.6 -1.2 -2.2 -20.0 -7.4 -20.0 DX 8.2 -6.6 0.5 9.2 -12.4 8.0 -5.0 5.4 3.7 12.0 -1.2 12.4 -10.3 2.7 -2.5 5.0 5.9 5.3 5.6 -1.1 -2.8 12.5 -4.3 4.8 -20.0 -3.5 19.3 -4.8 11.8 -4.4 3.3 16.3 20.0 17.1 -18.6 -20.0 6.2 20.0 11.6 20.0 EUR -8.9 1.5 -5.1 10.0 -13.4 8.7 -5.4 5.9 4.0 -12.9 0.6 -13.4 11.7 -6.3 -1.3 -6.6 -7.8 -7.3 -7.6 -0.1 3.1 -13.8 6.1 -6.1 6.0 3.9 -20.0 6.4 -11.9 7.3 -3.0 -6.9 -13.8 -8.7 -7.9 0.4 -10.0 -20.0 -6.8 -20.0 EURIBOR-ICE 13.8 16.7 -5.5 7.6 -3.5 1.7 7.9 -1.5 11.9 -10.5 1.4 7.3 5.7 12.5 10.4 11.8 12.0 12.9 12.9 10.0 3.8 4.2 2.0 11.8 -2.9 9.2 -9.2 1.9 5.3 -0.5 12.4 14.3 -4.2 2.8 12.8 -2.9 20.0 20.0 20.0 20.0 EUROSTX -5.5 -10.6 3.4 9.7 -12.8 11.4 -0.9 11.9 6.2 -14.1 18.2 -1.1 19.1 7.1 15.8 9.1 2.1 7.3 4.4 11.5 15.8 -12.3 16.7 3.4 -8.0 9.5 -20.0 12.4 -10.4 11.5 2.9 14.9 -15.6 -5.1 2.3 9.7 8.0 20.0 4.4 20.0 FEEDCOW -16.7 6.3 20.0 -2.4 4.4 -9.5 -1.7 -17.4 -2.5 -13.0 14.4 -11.5 16.2 -1.6 16.3 20.0 11.6 17.6 15.2 13.8 20.0 -20.0 20.0 -4.4 -20.0 -1.9 -20.0 7.5 -20.0 18.3 -13.3 20.0 -20.0 -20.0 -7.4 10.2 20.0 20.0 20.0 20.0 GASOIL 9.3 14.3 -1.1 14.1 20.0 9.1 20.0 4.6 17.4 13.0 9.4 14.0 8.9 14.1 11.5 20.0 16.8 20.0 18.7 13.4 7.2 20.0 3.9 20.0 -2.4 13.6 20.0 8.7 20.0 5.4 20.0 20.0 20.0 20.0 17.7 8.0 -4.4 20.0 -11.5 3.3 GASOLINE 12.9 19.8 5.3 20.0 20.0 13.1 20.0 6.7 20.0 18.7 13.1 20.0 7.1 20.0 19.1 -20.0 -20.0 -20.0 -20.0 20.0 11.4 20.0 4.6 20.0 -17.2 20.0 20.0 10.8 20.0 3.1 20.0 -20.0 4.3 8.6 -1.2 -4.7 8.0 20.0 -2.5 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 -0.6 -7.0 -11.9 -15.6 -7.0 8.0 -7.1 6.3 -19.3 GBP -14.0 2.0 5.5 12.8 -17.2 11.2 -7.0 7.5 5.1 -17.3 5.5 -18.2 13.4 -12.2 4.5 -0.3 0.0 -0.0 0.1 0.9 5.6 -16.1 7.5 -8.9 -0.1 8.3 -20.0 11.7 -12.3 11.7 -2.3 6.5 -6.5 -13.2 -8.5 6.4 -7.6 -6.8 -2.0 -8.8 GOLD_micro 3.7 -15.5 -14.3 3.1 -2.2 5.1 1.1 6.2 2.0 1.0 5.5 4.0 6.1 3.5 4.4 -4.6 -9.1 -6.1 -7.4 7.5 8.4 3.7 8.0 5.7 -17.8 8.1 -0.4 10.3 2.6 11.1 5.3 -4.7 4.0 3.5 18.4 12.5 16.2 6.1 -3.1 -14.4 HEATOIL 9.6 16.3 -0.5 12.4 20.0 8.0 19.4 4.1 15.4 11.4 7.2 12.5 6.6 12.5 9.8 20.0 18.6 20.0 20.0 11.8 6.5 20.0 3.6 19.2 -12.6 9.1 20.0 5.3 20.0 3.2 14.0 20.0 20.0 20.0 7.2 1.1 4.9 11.6 -8.5 -10.2 JGB-SGX-mini 20.0 20.0 -0.7 3.9 -1.8 0.9 4.0 -0.8 6.1 1.2 -6.6 5.8 -7.9 5.1 -3.7 7.4 10.2 4.8 7.1 -1.1 -7.7 6.3 -10.1 5.6 0.6 -2.8 1.7 -9.0 5.1 -10.6 4.1 7.8 6.5 1.7 -6.7 -19.5 -4.9 -20.0 0.2 -20.0 JPY 0.8 17.6 1.5 7.3 -9.8 6.4 -4.0 4.3 2.9 -10.1 -8.8 -9.1 -9.9 -3.7 -3.4 -8.0 -10.1 -8.6 -9.1 -3.4 -7.0 -9.0 -9.7 -4.5 20.0 -1.3 -11.6 -5.9 -7.8 -8.8 -2.3 -10.0 -11.3 -2.5 -7.4 -14.6 -3.2 -14.9 2.0 -18.2 LEANHOG -15.9 9.1 12.0 -3.2 5.7 -12.4 -2.2 -20.0 -3.3 17.3 15.6 4.1 18.5 6.6 16.6 -20.0 -2.5 -20.0 -20.0 14.8 16.9 9.5 16.1 8.6 -6.4 14.6 8.3 18.5 5.1 15.9 4.4 0.9 20.0 -11.6 18.0 20.0 -11.0 8.9 -5.3 18.4 LIVECOW -8.7 2.8 11.1 -2.3 4.2 -9.0 -1.6 -16.5 -2.4 -11.4 10.3 -10.1 13.5 -2.6 13.7 20.0 6.7 7.1 4.4 7.1 12.6 -17.8 18.7 -4.6 -20.0 -3.6 -18.0 1.2 -18.0 9.4 -10.4 20.0 -20.0 -20.0 -9.7 0.8 20.0 20.0 20.0 20.0 LUMBER-new -13.5 6.4 -1.8 -1.9 3.5 -7.6 -1.4 -13.9 -2.0 -11.6 -14.0 -14.3 -13.6 -11.8 -11.1 -20.0 -20.0 -20.0 -20.0 -11.4 -14.3 -16.8 -17.6 -15.3 NaN -12.0 -8.7 -14.0 -16.0 -14.8 -15.1 -20.0 -20.0 -18.8 -6.5 -11.0 0.9 20.0 3.7 20.0 MXP -7.9 -4.2 2.3 13.5 -18.0 11.7 -7.3 7.9 5.4 -16.7 20.0 0.2 20.0 14.6 19.3 9.3 12.5 11.0 11.7 18.3 20.0 -10.7 20.0 5.7 -20.0 18.8 -20.0 20.0 -10.7 20.0 5.4 20.0 -13.2 -0.0 19.3 20.0 8.4 7.6 20.0 10.3 NASDAQ_micro -8.1 -18.9 -8.9 7.1 -9.4 8.3 -0.7 8.7 4.6 -8.4 4.4 -5.5 11.8 -8.1 -4.1 -7.2 -8.5 -7.8 -8.1 -5.2 2.1 -4.7 10.8 -6.4 -20.0 -5.3 -5.8 0.1 -4.0 6.9 -5.8 -4.4 4.7 -20.0 -20.0 -19.7 9.9 -20.0 11.4 -20.0 NIKKEI 6.3 -5.1 -1.7 4.5 -5.9 5.2 -0.4 5.5 2.9 -5.8 8.7 2.8 8.8 5.9 7.5 8.6 8.0 8.7 7.9 9.9 11.4 -0.0 11.2 6.6 -11.1 8.2 -5.9 10.1 0.6 10.4 5.5 20.0 -1.8 11.6 12.8 7.8 -10.7 -0.7 -15.8 3.0 NZD -9.2 18.1 15.1 8.3 -11.1 7.2 -4.5 4.8 3.3 -10.6 4.8 -9.6 0.5 4.1 7.9 -3.6 -3.5 -3.8 -3.8 5.9 4.8 -7.1 0.6 0.1 11.7 6.4 -14.1 4.8 -7.8 -0.2 0.0 0.0 -9.1 -7.6 2.3 1.2 -3.9 20.0 6.6 20.0 OAT 12.3 17.0 7.1 11.4 -5.3 2.5 11.8 -2.2 17.9 -14.6 17.5 12.4 3.7 20.0 20.0 11.9 12.7 13.1 13.8 20.0 13.0 7.7 3.9 20.0 -1.1 20.0 -20.0 16.5 10.2 7.0 20.0 15.8 -0.4 2.7 20.0 18.0 2.4 20.0 9.9 20.0 OATIES 12.7 11.1 1.3 -2.2 4.1 -8.8 -1.6 -16.2 -2.3 -5.0 -10.0 6.3 -12.2 11.1 6.2 -2.0 -10.7 -8.7 -11.8 3.8 -6.3 3.7 -12.7 8.5 -2.2 5.3 -4.1 -7.4 3.7 -15.3 10.6 -4.5 11.9 17.6 6.6 -0.2 -5.7 -20.0 -3.4 -20.0 OJ -3.8 2.4 19.3 -0.8 1.5 -3.3 -0.6 -6.0 -0.9 -3.7 -3.9 -2.2 -5.6 -3.1 -0.4 2.0 2.6 1.8 1.1 -2.2 -3.0 -3.5 -5.2 -3.1 -20.0 -1.6 -2.3 -1.2 -3.8 -3.0 -3.8 18.2 -10.8 -9.6 -5.7 3.0 -12.3 -15.2 -8.5 -16.3 PALLAD -6.1 -9.0 -1.3 3.4 -2.4 5.5 1.2 6.7 2.2 -4.2 3.2 -1.2 4.2 -4.2 0.3 -3.3 -3.1 -3.1 -3.1 0.9 4.1 -2.9 5.0 -1.4 10.8 -0.7 -6.0 3.2 -2.6 6.4 -2.0 4.3 -7.6 -6.9 -10.2 -7.8 13.4 1.5 1.5 -5.6 PLAT -5.7 -12.3 -12.9 3.1 -2.2 5.1 1.1 6.2 2.0 -1.8 2.7 1.6 4.3 -2.7 0.8 -2.0 -3.3 -2.5 -2.9 1.9 4.6 0.8 5.3 0.4 -1.0 1.7 -2.4 5.4 0.3 7.8 0.1 4.2 0.5 -4.8 -9.6 1.4 20.0 9.4 4.6 -2.4 REDWHEAT 9.4 13.4 13.9 -2.3 4.1 -8.9 -1.6 -16.4 -2.4 6.1 0.6 9.5 -13.8 11.4 11.0 -12.1 -15.9 -14.3 -15.4 9.0 2.4 10.5 -6.6 11.7 6.5 12.7 8.6 6.4 11.6 -1.9 14.4 -11.7 20.0 20.0 18.9 15.9 -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 -17.1 -16.9 -12.2 -17.4 ROBUSTA -6.9 -2.3 -13.2 -1.3 2.3 -5.1 -0.9 -9.3 -1.4 3.3 -0.2 0.1 -2.9 -6.2 -7.3 20.0 15.7 20.0 17.0 -7.2 -5.9 -1.1 -3.1 -5.8 -20.0 -5.7 2.1 -4.6 -0.8 -2.3 -4.6 20.0 -0.0 -12.4 -9.0 -11.1 5.2 4.5 14.4 11.8 RUSSELL -6.8 -7.7 9.1 8.1 -10.7 9.5 -0.8 9.9 5.2 -9.5 13.4 1.1 14.7 1.7 11.0 -4.7 -5.2 -4.9 -4.9 7.1 12.8 -3.6 14.0 0.8 7.2 4.8 -7.1 9.3 -3.5 10.4 -0.2 1.1 -3.9 -11.7 0.1 1.0 -3.8 -20.0 -10.8 -20.0 SHATZ 5.0 14.8 0.4 8.7 -4.0 1.9 9.0 -1.7 13.6 -13.7 -8.9 -1.9 -11.3 7.5 4.5 8.1 -10.2 2.2 -4.0 1.7 -3.6 -7.9 -6.9 1.1 12.3 0.9 -20.0 -5.0 -8.1 -7.5 1.2 -20.0 -20.0 -20.0 -1.6 -10.0 12.9 20.0 16.9 20.0 SILVER-mini -9.4 -17.4 -11.0 3.1 -2.2 5.1 1.1 6.2 2.0 0.1 3.2 2.2 4.6 -2.1 1.2 -3.3 -5.8 -4.3 -5.1 3.9 6.6 1.4 6.3 1.6 -7.8 10.8 -1.6 13.3 2.2 12.4 6.2 0.1 4.8 -0.3 20.0 20.0 9.4 14.6 -4.9 -3.7 SMI 5.9 -9.6 11.9 8.8 -11.7 10.4 -0.9 10.8 5.7 -11.5 17.3 5.1 16.5 13.4 16.4 12.7 7.6 12.1 9.9 19.5 20.0 2.8 17.4 15.2 9.5 18.7 -16.6 19.9 3.4 16.0 14.0 20.0 1.5 20.0 11.2 20.0 -11.0 20.0 -11.2 20.0 SOFR 20.0 10.1 -9.2 8.3 -3.8 1.8 8.5 -1.6 12.9 0.3 2.5 12.4 11.8 14.2 8.1 6.8 6.7 7.7 7.5 10.4 4.2 13.3 4.3 17.0 -20.0 13.4 2.1 6.5 14.2 5.1 19.2 5.0 12.4 17.6 9.2 7.6 -12.7 -11.8 -17.7 -20.0 SOYBEAN 20.0 16.2 1.9 -3.2 5.7 -12.4 -2.2 -20.0 -3.3 20.0 15.0 20.0 11.5 20.0 16.8 2.4 -4.3 -1.1 -3.0 20.0 12.8 20.0 3.7 20.0 -7.6 20.0 20.0 20.0 20.0 10.6 20.0 8.8 18.4 20.0 20.0 17.9 -19.9 -14.0 -17.7 -11.1 SOYMEAL 17.5 5.6 -1.2 -2.2 -0.2 -8.2 -3.8 -14.8 -3.0 0.6 -3.5 11.8 -8.9 12.8 -3.8 -11.3 -13.9 -11.9 -13.1 5.3 0.3 9.8 -4.4 11.2 -14.4 10.5 -1.4 6.9 12.2 1.8 14.9 -8.3 20.0 20.0 10.5 11.0 -18.5 -18.7 -14.7 -18.3 SOYOIL 20.0 20.0 12.2 -2.9 5.3 -11.6 -2.1 -20.0 -3.1 20.0 15.0 20.0 15.1 20.0 20.0 -7.7 -6.4 -8.2 -7.7 20.0 20.0 20.0 17.4 20.0 -20.0 20.0 20.0 20.0 20.0 12.7 20.0 3.3 20.0 20.0 20.0 20.0 -10.1 -20.0 -11.3 -20.0 SP400 0.8 3.8 13.4 8.3 -11.0 9.8 -0.8 10.2 5.4 -4.8 15.9 9.0 14.1 13.0 15.9 -6.7 -6.3 -6.7 -6.4 14.7 15.4 2.1 12.5 9.4 3.5 10.8 -5.4 9.9 1.4 6.8 7.5 -1.1 -0.4 11.3 9.7 7.8 -3.0 -20.0 -8.6 -20.0 SP500_micro -7.6 -17.0 -3.2 8.9 -11.8 10.5 -0.9 10.9 5.7 -12.0 14.2 -6.1 17.6 -5.3 8.4 -8.3 -9.4 -8.8 -9.0 -0.4 8.3 -6.4 17.2 -4.5 -16.8 -3.4 -10.3 2.4 -6.6 8.6 -5.8 -6.0 0.5 -20.0 -20.0 -16.0 14.1 -20.0 18.7 -20.0 SUGAR11 0.2 -2.1 -1.0 -1.9 3.5 -7.7 -1.4 -14.1 -2.0 8.2 -13.7 5.2 -15.1 -5.0 -8.9 20.0 13.8 19.3 15.7 -7.5 -12.8 1.8 -17.9 -2.5 -20.0 -3.2 1.4 -7.9 1.8 -13.7 -0.7 20.0 13.4 -0.4 -7.2 6.5 2.0 -19.1 6.5 -11.9 US10 18.6 4.1 -5.7 8.0 -3.7 1.8 8.2 -1.6 12.5 -6.2 7.0 10.1 9.7 12.2 5.8 2.3 1.3 2.7 2.4 7.0 3.3 8.1 3.2 11.6 -9.3 9.6 -2.2 5.1 10.2 4.9 14.5 -4.0 3.5 8.9 -1.5 4.8 -9.9 -20.0 -10.1 -20.0 US10U 19.5 3.6 -4.3 11.3 -5.2 2.5 11.6 -2.2 17.6 -7.1 11.8 15.8 12.4 17.9 9.1 2.5 0.8 2.8 2.1 10.6 5.6 11.8 4.7 16.8 -15.2 15.7 -2.3 10.4 14.9 9.7 20.0 -4.9 2.0 9.7 -1.2 9.0 -10.5 -5.3 -15.3 -20.0 US2 7.6 1.6 -4.4 8.6 -4.0 1.9 8.9 -1.7 13.5 -13.9 -2.9 -1.8 0.9 4.7 -0.8 -12.7 -13.2 -11.1 -11.3 0.3 -1.3 -2.9 -1.0 1.3 11.9 2.7 -9.2 -0.0 0.5 0.8 5.0 -20.0 -14.2 -8.9 -15.0 -1.3 -9.6 -20.0 -11.4 -20.0 US20 18.7 6.8 -1.4 8.4 -3.9 1.8 8.7 -1.6 13.1 -6.4 8.6 12.6 4.3 14.2 9.1 5.1 4.0 5.2 4.8 9.6 5.0 8.4 2.3 13.4 -10.2 13.3 -3.3 9.3 9.6 7.0 16.0 0.3 -2.3 3.4 3.0 7.2 -8.1 15.3 -7.4 -20.0 US30 16.9 7.0 -1.6 9.8 -4.5 2.2 10.2 -1.9 15.4 -6.6 2.4 14.8 -4.6 16.2 7.1 2.8 -0.2 2.4 1.3 8.1 2.4 8.6 -1.6 12.8 -5.8 13.4 -3.0 8.1 10.9 4.4 17.3 -6.6 -3.0 -2.6 -0.2 3.7 -11.3 11.9 -5.0 -18.5 US5 16.7 3.9 -5.4 9.1 -4.2 2.0 9.4 -1.8 14.3 -10.8 4.8 10.2 10.7 12.7 5.4 -0.6 -1.7 -0.0 -0.4 6.6 2.7 6.4 3.0 10.9 -7.3 9.6 -4.3 4.8 8.8 4.9 14.2 -9.1 -0.7 5.8 -4.3 5.2 -10.6 -20.0 -12.3 -20.0 VIX 10.5 16.7 -4.4 3.3 19.1 -2.7 12.9 -3.9 9.1 15.0 -13.3 11.8 -15.4 9.6 -8.9 -20.0 -20.0 -20.0 -20.0 0.9 -5.2 12.7 -6.7 7.2 NaN 3.7 20.0 -3.1 13.7 -4.5 10.2 NaN NaN NaN NaN NaN -1.9 -20.0 NaN NaN WHEAT 14.3 19.3 9.6 -2.6 4.7 -10.1 -1.8 -18.6 -2.7 7.6 -5.4 13.0 -16.7 15.6 10.3 -16.5 -18.5 -18.0 -18.1 12.0 1.5 16.8 -8.9 18.4 9.9 18.3 8.4 8.0 19.1 -1.7 20.0 -15.9 20.0 20.0 20.0 16.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3