******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260304_203953 produced at 2026-03-04 21:36:06.380655 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.19 0.0 0.00 0.00 0.00 0.00 -2.11 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 -38.94 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 -3.19 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.07 0.0 999.00 -999.00 -0.17 -0.16 -7.42 999999999.0 -18 -17 caleb_strategy_v3 EUR False False 0.06 0.00 -0.05 0.0 0.90 -0.90 0.00 0.00 -0.76 14.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.05 0.0 0.92 -0.92 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 -3.87 11.0 -5 -5 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -6.03 3.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.17 -0.04 0.0 0.73 -0.73 -0.17 -0.17 -2.71 48.0 -11 -11 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.24 -0.04 0.0 0.51 -0.51 -0.24 -0.22 -1.97 23.0 -11 -10 caleb_strategy_v3 DOW False False 0.01 -0.30 -0.03 0.0 0.71 -0.71 -0.30 -0.31 -3.09 66.0 -28 -29 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -2.94 4.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 0.00 -0.03 0.0 1.21 -1.21 0.00 0.00 -0.58 25.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.00 -0.02 0.0 0.60 -0.60 0.00 0.00 -0.61 17.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.02 0.0 0.12 -0.12 -0.06 -0.06 -3.41 18.0 -9 -9 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.56 9.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.01 0.0 0.81 -0.81 0.00 0.00 -0.16 22.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.82 2.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.01 0.0 0.72 -0.72 0.00 0.00 -1.05 58.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -0.60 3.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.16 6.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -1.09 26.0 -2 -2 caleb_strategy_v3 US10 False False 0.05 0.00 -0.01 0.0 0.85 -0.85 0.00 0.00 -0.16 17.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.10 0.00 0.0 0.66 -0.66 0.10 0.10 0.05 13.0 2 2 caleb_strategy_v3 US30 False False 0.05 0.05 0.00 0.0 0.32 -0.32 0.05 0.05 0.03 6.0 1 1 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.06 9.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.77 26.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.09 -0.00 0.0 1.27 -1.27 -0.09 -0.11 -0.14 56.0 -4 -5 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.08 24.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.13 8.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.38 -0.38 0.00 0.00 -0.24 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 0.03 999999999.0 1 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.48 -0.48 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 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 RUSSELL False False 0.01 0.00 0.01 0.0 0.40 -0.40 0.00 0.00 1.45 68.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.01 0.0 0.72 -0.72 0.00 0.00 0.35 17.0 0 0 caleb_strategy_v3 BUXL False False 0.06 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 0.11 4.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.14 -1.14 0.00 0.00 0.25 19.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.21 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.52 10.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.41 999999999.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.02 0.0 0.17 -0.17 0.05 0.05 0.70 7.0 2 2 caleb_strategy_v3 CORN False False 0.01 0.05 0.02 0.0 0.12 -0.12 0.05 0.06 2.20 12.0 5 6 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.60 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.18 0.03 0.0 0.61 -0.61 0.18 0.12 0.90 20.0 6 4 caleb_strategy_v3 CAD False False 0.03 0.10 0.03 0.0 0.94 -0.94 0.10 0.10 1.01 29.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.03 0.0 0.64 -0.64 0.00 0.00 0.41 8.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.16 0.03 0.0 0.31 -0.31 0.16 0.16 0.18 2.0 1 1 caleb_strategy_v3 HEATOIL False False 0.06 0.12 0.04 0.0 0.18 -0.18 0.12 0.12 0.62 3.0 2 2 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.55 -0.55 0.00 0.00 1.59 21.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.04 0.0 0.17 -0.17 0.04 0.04 0.99 4.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.05 0.0 0.22 -0.22 0.00 0.00 3.14 13.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.00 0.82 999999999.0 1 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.06 0.0 0.23 -0.23 0.05 0.05 14.23 51.0 10 10 caleb_strategy_v3 BUND False False 0.07 0.26 0.06 0.0 0.66 -0.66 0.26 0.26 0.87 10.0 4 4 caleb_strategy_v3 NIKKEI False False 0.02 0.06 0.07 0.0 0.57 -0.57 0.06 0.06 4.64 36.0 4 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.16 9.0 0 0 caleb_strategy_v3 SOFR False True 0.11 0.00 0.09 0.0 0.00 0.00 0.00 0.00 0.82 11.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.06 0.10 0.0 0.62 -0.62 0.06 0.06 1.65 10.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.03 0.12 0.0 0.59 -0.59 0.03 0.03 3.97 19.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.14 0.0 0.14 -0.14 0.00 0.00 4.69 5.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 3.93 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.57 0.21 0.0 0.63 -0.63 0.57 0.44 3.42 10.0 9 7 caleb_strategy_v3 MXP False False 0.01 0.40 0.27 0.0 0.75 -0.75 0.40 0.34 21.17 60.0 32 27 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 1.14 0.0 1.25 -1.25 0.00 0.00 9.15 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.4 Shocked risk 36.2 Sum abs risk 43.8 Leverage 4.07 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2268347.33, 'annual_cash_vol_target': 567086.8325, 'daily_cash_vol_target': 35442.92703125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7081 0.6294 10.0709 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1993 116.7900 0.1707 2.7307 BTP 0.4812 121.4400 0.3963 6.3404 BUND 0.3717 129.1100 0.2879 4.6068 BUXL 0.7782 112.0200 0.6947 11.1146 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0027 0.7333 0.3750 5.9993 CANOLA 5.6109 708.0000 0.7925 12.6799 CHF 0.0071 1.2857 0.5508 8.8134 COCOA 120.0004 3025.0000 3.9670 63.4713 COFFEE 4.6032 285.8500 1.6103 25.7655 COPPER 0.0968 5.8500 1.6554 26.4865 CORN 3.4249 469.7500 0.7291 11.6654 COTTON2 0.7503 62.0400 1.2093 19.3489 CRUDE_W 0.9142 65.5800 1.3941 22.3054 DAX 262.9278 24310.0000 1.0816 17.3050 DOW 345.7747 48867.0000 0.7076 11.3213 DX 0.4234 98.7950 0.4286 6.8576 EUR 0.0055 1.1646 0.4756 7.6088 EURIBOR-ICE 0.0422 97.7050 0.0432 0.6910 EUROSTX 68.0765 5908.0000 1.1523 18.4364 FEEDCOW 3.1421 360.8500 0.8708 13.9320 GASOIL 27.5428 957.5000 2.8765 46.0245 GASOLINE 0.0378 2.5091 1.5074 24.1176 GAS_US_mini 0.1954 2.8800 6.7863 108.5814 GBP 0.0064 1.3376 0.4808 7.6926 GOLD_micro 92.1027 5148.4000 1.7890 28.6233 HEATOIL 0.0803 3.2692 2.4561 39.2980 JGB-SGX-mini 0.2767 132.7800 0.2084 3.3338 JPY 0.0000 0.0064 0.6493 10.3887 LEANHOG 1.0558 97.1250 1.0871 17.3935 LIVECOW 2.0199 238.5250 0.8468 13.5495 LUMBER-new 7.2481 558.0000 1.2989 20.7832 MXP 0.0004 0.0569 0.7606 12.1697 NASDAQ_micro 222.9910 25192.0000 0.8852 14.1627 NIKKEI 782.8761 56150.0000 1.3943 22.3081 NZD 0.0041 0.5943 0.6888 11.0210 OAT 0.4163 122.6700 0.3394 5.4304 OATIES 4.8536 325.5000 1.4911 23.8577 OJ 7.5548 187.0000 4.0400 64.6397 PALLAD 60.7645 1630.5000 3.7267 59.6279 PLAT 84.7222 2170.2000 3.9039 62.4623 REDWHEAT 9.6703 571.5000 1.6921 27.0735 RICE 0.1653 10.5850 1.5619 24.9901 ROBUSTA 71.4196 3760.0000 1.8995 30.3913 RUSSELL 28.0823 2645.3000 1.0616 16.9855 SHATZ 0.0651 106.7700 0.0610 0.9760 SILVER-mini 3.4482 83.7250 4.1185 65.8966 SMI 122.1433 13477.0000 0.9063 14.5009 SOFR 0.0569 96.7650 0.0588 0.9416 SOYBEAN 7.0279 1129.0000 0.6225 9.9598 SOYMEAL 4.0552 315.2000 1.2866 20.5849 SOYOIL 0.6331 63.4700 0.9975 15.9594 SP400 30.7353 3551.7000 0.8654 13.8459 SP500_micro 45.1016 6892.0000 0.6544 10.4705 SUGAR11 0.2012 13.7100 1.4675 23.4803 US10 0.3444 112.8906 0.3051 4.8810 US10U 0.4297 115.7344 0.3713 5.9412 US2 0.0823 104.1562 0.0790 1.2644 US20 0.6179 117.4688 0.5260 8.4158 US30 0.8697 120.3438 0.7227 11.5633 US5 0.2163 109.3984 0.1977 3.1634 VIX 0.6683 20.9000 3.1974 51.1580 WHEAT 8.4362 606.5000 1.3910 22.2555 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 708.10 0.63 445.70 1.00 445.70 35442.93 79.52 19.20 152.70 BITCOIN 82.98 2.35 195.18 1.00 195.18 35442.93 181.59 -19.78 -359.12 BOBL 1167.90 0.17 199.33 1.17 232.50 35442.93 152.44 1.59 24.27 BTP 1214.40 0.40 481.23 1.17 561.32 35442.93 63.14 7.66 48.36 BUND 1291.10 0.29 371.74 1.17 433.61 35442.93 81.74 10.51 85.94 BUXL 1120.20 0.69 778.16 1.17 907.67 35442.93 39.05 2.73 10.68 CAC 847.95 0.61 516.00 1.17 608.65 35442.93 58.23 19.76 115.06 CAD 733.35 0.37 274.97 1.00 274.97 35442.93 128.90 3.02 38.99 CANOLA 141.60 0.79 112.22 0.73 82.09 35442.93 431.77 13.53 584.18 CHF 1607.12 0.55 885.27 1.00 885.27 35442.93 40.04 -6.37 -25.50 COCOA 302.50 3.97 1200.00 1.00 1200.00 35442.93 29.54 -15.14 -44.73 COFFEE 1071.94 1.61 1726.19 1.00 1726.19 35442.93 20.53 -5.92 -12.15 COPPER 1462.50 1.66 2421.03 1.00 2421.03 35442.93 14.64 5.15 7.55 CORN 234.88 0.73 171.24 1.00 171.24 35442.93 206.97 4.37 90.43 COTTON2 310.20 1.21 375.13 1.00 375.13 35442.93 94.48 -16.81 -158.81 CRUDE_W 655.80 1.39 914.24 1.00 914.24 35442.93 38.77 11.15 43.21 DAX 243.10 1.08 262.93 1.17 306.69 35442.93 115.57 -2.67 -30.88 DOW 244.34 0.71 172.89 1.00 172.89 35442.93 205.01 -6.48 -132.90 DX 987.95 0.43 423.44 1.00 423.44 35442.93 83.70 1.89 15.81 EUR 1455.69 0.48 692.26 1.00 692.26 35442.93 51.20 -5.71 -29.25 EURIBOR-ICE 2442.62 0.04 105.49 1.17 123.05 35442.93 288.04 9.30 267.77 EUROSTX 590.80 1.15 680.77 1.17 794.06 35442.93 44.63 5.90 26.33 FEEDCOW 1804.25 0.87 1571.06 1.00 1571.06 35442.93 22.56 5.54 12.50 GASOIL 957.50 2.88 2754.28 1.00 2754.28 35442.93 12.87 17.64 22.70 GASOLINE 1053.82 1.51 1588.48 1.00 1588.48 35442.93 22.31 6.22 13.87 GAS_US_mini 72.00 6.79 488.62 1.00 488.62 35442.93 72.54 0.98 7.13 GBP 836.00 0.48 401.94 1.00 401.94 35442.93 88.18 -0.69 -6.10 GOLD_micro 514.84 1.79 921.03 1.00 921.03 35442.93 38.48 -1.03 -3.96 HEATOIL 1373.06 2.46 3372.41 1.00 3372.41 35442.93 10.51 13.55 14.24 JGB-SGX-mini 132780.00 0.21 27666.60 0.01 175.96 35442.93 201.43 -1.46 -29.41 JPY 797.12 0.65 517.57 1.00 517.57 35442.93 68.48 -3.43 -23.47 LEANHOG 388.50 1.09 422.34 1.00 422.34 35442.93 83.92 6.15 51.59 LIVECOW 954.10 0.85 807.97 1.00 807.97 35442.93 43.87 2.38 10.42 LUMBER-new 153.45 1.30 199.32 1.00 199.32 35442.93 177.82 -13.91 -247.33 MXP 284.45 0.76 216.35 1.00 216.35 35442.93 163.82 8.79 144.03 NASDAQ_micro 503.84 0.89 445.98 1.00 445.98 35442.93 79.47 -10.67 -84.82 NIKKEI 56150.00 1.39 78287.61 0.01 498.61 35442.93 71.08 6.02 42.82 NZD 594.30 0.69 409.36 1.00 409.36 35442.93 86.58 7.09 61.36 OAT 1226.70 0.34 416.34 1.17 485.63 35442.93 72.98 13.72 100.12 OATIES 162.75 1.49 242.68 1.00 242.68 35442.93 146.05 -5.13 -74.85 OJ 280.50 4.04 1133.21 1.00 1133.21 35442.93 31.28 -7.88 -24.65 PALLAD 1630.50 3.73 6076.45 1.00 6076.45 35442.93 5.83 2.35 1.37 PLAT 1085.10 3.90 4236.11 1.00 4236.11 35442.93 8.37 1.43 1.20 REDWHEAT 285.75 1.69 483.52 1.00 483.52 35442.93 73.30 -1.38 -10.08 RICE 211.70 1.56 330.65 1.00 330.65 35442.93 107.19 -11.26 -120.68 ROBUSTA 376.00 1.90 714.20 1.00 714.20 35442.93 49.63 -3.70 -18.36 RUSSELL 132.27 1.06 140.41 1.00 140.41 35442.93 252.42 1.74 43.80 SHATZ 1067.70 0.06 65.13 1.17 75.97 35442.93 466.55 0.17 7.77 SILVER-mini 2093.12 4.12 8620.61 1.00 8620.61 35442.93 4.11 2.09 0.86 SMI 1347.70 0.91 1221.43 1.28 1563.10 35442.93 22.67 14.95 33.89 SOFR 2419.12 0.06 142.36 1.00 142.36 35442.93 248.96 0.54 13.41 SOYBEAN 564.50 0.62 351.40 1.00 351.40 35442.93 100.86 7.48 75.50 SOYMEAL 315.20 1.29 405.52 1.00 405.52 35442.93 87.40 -6.90 -60.32 SOYOIL 380.82 1.00 379.85 1.00 379.85 35442.93 93.31 6.01 56.07 SP400 3551.70 0.87 3073.53 1.00 3073.53 35442.93 11.53 4.72 5.44 SP500_micro 344.60 0.65 225.51 1.00 225.51 35442.93 157.17 -7.42 -116.63 SUGAR11 153.55 1.47 225.34 1.00 225.34 35442.93 157.29 -8.90 -140.03 US10 1128.91 0.31 344.38 1.00 344.38 35442.93 102.92 -1.19 -12.23 US10U 1157.34 0.37 429.75 1.00 429.75 35442.93 82.47 0.44 3.59 US2 2083.12 0.08 164.62 1.00 164.62 35442.93 215.30 -7.71 -166.09 US20 1174.69 0.53 617.87 1.00 617.87 35442.93 57.36 2.95 16.93 US30 1203.44 0.72 869.73 1.00 869.73 35442.93 40.75 0.67 2.72 US5 1093.98 0.20 216.29 1.00 216.29 35442.93 163.87 -2.77 -45.37 VIX 209.00 3.20 668.25 1.00 668.25 35442.93 53.04 -5.66 -30.03 WHEAT 303.25 1.39 421.81 1.00 421.81 35442.93 84.03 -0.57 -4.80 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 152.702 0.010 2.5 3.968 BITCOIN -359.121 0.043 2.5 -38.943 BOBL 24.268 0.004 2.5 0.246 BTP 48.364 0.014 2.5 1.652 BUND 85.940 0.004 2.5 0.873 BUXL 10.676 0.004 2.5 0.108 CAC 115.059 0.014 2.5 3.930 CAD 38.986 0.010 2.5 1.013 CANOLA 584.180 0.010 2.5 14.232 CHF -25.498 0.010 2.5 -0.663 COCOA -44.728 0.010 2.5 -1.090 COFFEE -12.152 0.005 2.5 -0.161 COPPER 7.546 0.043 2.5 0.818 CORN 90.432 0.010 2.5 2.203 COTTON2 -158.808 0.010 2.5 -3.869 CRUDE_W 43.207 0.043 2.5 4.685 DAX -30.883 0.014 2.5 -1.055 DOW -132.900 0.009 2.5 -3.093 DX 15.810 0.010 2.5 0.411 EUR -29.253 0.010 2.5 -0.760 EURIBOR-ICE 267.772 0.014 2.5 9.146 EUROSTX 26.327 0.014 2.5 0.899 FEEDCOW 12.504 0.013 2.5 0.415 GASOIL 22.702 0.017 2.5 0.985 GASOLINE 13.867 0.017 2.5 0.602 GAS_US_mini 7.135 0.043 2.5 0.774 GBP -6.099 0.010 2.5 -0.158 GOLD_micro -3.960 0.014 2.5 -0.135 HEATOIL 14.244 0.017 2.5 0.618 JGB-SGX-mini -29.414 0.043 2.5 -3.190 JPY -23.469 0.010 2.5 -0.610 LEANHOG 51.587 0.024 2.5 3.140 LIVECOW 10.419 0.013 2.5 0.346 LUMBER-new -247.330 0.010 2.5 -6.026 MXP 144.030 0.059 2.5 21.170 NASDAQ_micro -84.818 0.009 2.5 -1.974 NIKKEI 42.815 0.043 2.5 4.643 NZD 61.365 0.010 2.5 1.594 OAT 100.117 0.014 2.5 3.420 OATIES -74.853 0.010 2.5 -1.824 OJ -24.647 0.010 2.5 -0.600 PALLAD 1.368 0.014 2.5 0.047 PLAT 1.199 0.014 2.5 0.041 REDWHEAT -10.083 0.005 2.5 -0.134 RICE -120.680 0.010 2.5 -2.940 ROBUSTA -18.363 0.005 2.5 -0.244 RUSSELL 43.802 0.013 2.5 1.454 SHATZ 7.767 0.004 2.5 0.079 SILVER-mini 0.860 0.014 2.5 0.029 SMI 33.890 0.014 2.5 1.158 SOFR 13.412 0.024 2.5 0.816 SOYBEAN 75.495 0.004 2.5 0.703 SOYMEAL -60.321 0.004 2.5 -0.562 SOYOIL 56.069 0.004 2.5 0.523 SP400 5.438 0.013 2.5 0.180 SP500_micro -116.631 0.009 2.5 -2.714 SUGAR11 -140.026 0.010 2.5 -3.411 US10 -12.226 0.005 2.5 -0.155 US10U 3.590 0.005 2.5 0.046 US2 -166.094 0.005 2.5 -2.108 US20 16.935 0.005 2.5 0.215 US30 2.717 0.005 2.5 0.034 US5 -45.368 0.005 2.5 -0.576 VIX -30.028 0.099 2.5 -7.423 WHEAT -4.796 0.005 2.5 -0.064 ===================== Position diags ===================== AUD 2.07 BITCOIN 19.69 BOBL 1.55 BTP 2.16 BUND 0.83 BUXL 0.40 CAC 1.99 CAD 3.35 CANOLA 10.52 CHF 1.04 COCOA 0.72 COFFEE 0.27 COPPER 1.59 CORN 5.04 COTTON2 2.30 CRUDE_W 4.20 DAX 3.95 DOW 4.77 DX 2.17 EUR 1.33 EURIBOR-ICE 9.84 EUROSTX 1.52 FEEDCOW 0.75 GASOIL 0.56 GASOLINE 0.97 GAS_US_mini 7.87 GBP 2.29 GOLD_micro 1.31 HEATOIL 0.46 JGB-SGX-mini 21.84 JPY 1.78 LEANHOG 5.11 LIVECOW 1.46 LUMBER-new 4.33 MXP 24.08 NASDAQ_micro 1.85 NIKKEI 7.71 NZD 2.25 OAT 2.49 OATIES 3.56 OJ 0.76 PALLAD 0.20 PLAT 0.29 REDWHEAT 0.97 RICE 2.61 ROBUSTA 0.66 RUSSELL 8.38 SHATZ 4.74 SILVER-mini 0.14 SMI 0.77 SOFR 15.15 SOYBEAN 0.94 SOYMEAL 0.81 SOYOIL 0.87 SP400 0.38 SP500_micro 3.66 SUGAR11 3.83 US10 1.31 US10U 1.05 US2 2.73 US20 0.73 US30 0.52 US5 2.08 VIX 13.11 WHEAT 1.12 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.8 4.2 1.0 1 BITCOIN -38.9 -40.9 -37.0 0.0 0 BOBL 0.2 0.1 0.4 0.0 0 BTP 1.7 1.4 1.9 1.0 1 BUND 0.9 0.8 1.0 4.0 4 BUXL 0.1 0.1 0.1 0.0 0 CAC 3.9 3.7 4.1 0.0 0 CAD 1.0 0.7 1.3 3.0 3 CANOLA 14.2 13.2 15.3 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 -0.1 0.0 0 COPPER 0.8 0.7 1.0 1.0 1 CORN 2.2 1.7 2.7 5.0 5 COTTON2 -3.9 -4.1 -3.6 -5.0 -5 CRUDE_W 4.7 4.3 5.1 0.0 0 DAX -1.1 -1.4 -0.7 0.0 0 DOW -3.1 -3.6 -2.6 -28.0 -28 DX 0.4 0.2 0.6 0.0 0 EUR -0.8 -0.9 -0.6 0.0 0 EURIBOR-ICE 9.1 8.2 10.1 0.0 0 EUROSTX 0.9 0.7 1.1 6.0 6 FEEDCOW 0.4 0.3 0.5 0.0 0 GASOIL 1.0 0.9 1.0 1.0 1 GASOLINE 0.6 0.5 0.7 0.0 0 GAS_US_mini 0.8 -0.0 1.6 0.0 0 GBP -0.2 -0.4 0.1 0.0 0 GOLD_micro -0.1 -0.3 -0.0 -4.0 -4 HEATOIL 0.6 0.6 0.7 2.0 2 JGB-SGX-mini -3.2 -5.4 -1.0 0.0 0 JPY -0.6 -0.8 -0.4 0.0 0 LEANHOG 3.1 2.6 3.7 0.0 0 LIVECOW 0.3 0.2 0.5 0.0 0 LUMBER-new -6.0 -6.5 -5.6 0.0 0 MXP 21.2 18.8 23.6 32.0 32 NASDAQ_micro -2.0 -2.2 -1.8 -11.0 -11 NIKKEI 4.6 3.9 5.4 4.0 4 NZD 1.6 1.4 1.8 0.0 0 OAT 3.4 3.2 3.7 9.0 9 OATIES -1.8 -2.2 -1.5 NaN 0 OJ -0.6 -0.7 -0.5 -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 -2.9 -3.2 -2.7 -3.0 -3 ROBUSTA -0.2 -0.3 -0.2 0.0 0 RUSSELL 1.5 0.6 2.3 0.0 0 SHATZ 0.1 -0.4 0.6 NaN 0 SILVER-mini 0.0 0.0 0.0 1.0 1 SMI 1.2 1.1 1.2 0.0 0 SOFR 0.8 -0.7 2.3 NaN 0 SOYBEAN 0.7 0.6 0.8 2.0 2 SOYMEAL -0.6 -0.6 -0.5 0.0 0 SOYOIL 0.5 0.4 0.6 0.0 0 SP400 0.2 0.1 0.2 1.0 1 SP500_micro -2.7 -3.1 -2.3 -11.0 -11 SUGAR11 -3.4 -3.8 -3.0 -9.0 -9 US10 -0.2 -0.3 -0.0 0.0 0 US10U 0.0 -0.1 0.2 2.0 2 US2 -2.1 -2.4 -1.8 NaN 0 US20 0.2 0.1 0.3 0.0 0 US30 0.0 -0.0 0.1 1.0 1 US5 -0.6 -0.8 -0.4 0.0 0 VIX -7.4 -8.7 -6.1 -18.0 -18 WHEAT -0.1 -0.2 0.0 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.0 0.5 0.6 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.0 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 0.1 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 0.3 0.5 -0.0 0.1 -0.1 0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 0.1 0.1 -0.4 -0.1 -0.4 -0.2 0.1 0.0 -0.0 -0.1 0.1 0.5 0.1 -0.2 0.0 -0.0 -0.1 0.1 -1.1 -0.3 -0.2 0.3 -0.2 0.3 0.7 0.5 0.7 BTP 0.1 0.1 -0.1 0.1 -0.1 0.1 0.1 -0.1 0.2 -0.1 0.5 -0.0 0.7 0.1 0.2 0.4 0.2 0.3 0.3 0.1 0.1 -0.1 0.3 0.1 -2.7 0.1 -0.2 0.3 -0.1 0.4 0.1 0.8 -0.5 -0.5 0.3 0.4 0.2 0.7 0.5 0.7 BUND 0.5 0.4 0.0 0.1 -0.1 0.1 0.1 -0.1 0.2 -0.1 -0.0 0.1 -0.4 0.2 0.1 0.4 0.2 0.4 0.3 0.1 0.0 0.0 -0.1 0.1 0.0 0.1 -0.2 0.1 0.0 -0.1 0.2 0.7 -0.1 0.1 0.4 -0.1 0.2 0.7 0.3 0.7 BUXL 0.6 0.3 0.0 0.1 -0.1 0.1 0.1 -0.1 0.2 -0.1 -0.3 0.1 -0.7 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.5 0.1 0.6 0.1 -0.1 -0.1 0.1 -0.6 0.2 -0.0 0.1 -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 -0.2 0.3 0.4 0.1 -0.1 0.3 -0.1 0.3 0.0 0.1 0.1 -0.1 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.0 0.0 2.7 0.1 0.0 0.2 0.0 0.1 0.1 -0.3 0.3 0.1 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.5 0.6 0.1 -0.0 0.1 -0.3 0.0 -0.7 -0.0 0.2 -0.0 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 -0.2 0.4 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.1 0.2 0.0 0.0 -0.2 -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 0.1 0.0 -0.4 -0.7 -0.4 -0.7 COCOA -0.6 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.0 -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 -0.4 -0.6 -0.6 -0.0 0.1 -0.3 0.0 -0.6 -0.0 0.1 -0.1 -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 -0.1 1.1 -0.2 -0.3 -0.6 -0.6 0.7 0.6 0.7 0.7 COPPER -0.2 -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 0.2 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 0.2 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 -0.0 -0.7 -0.0 -0.1 -0.5 0.0 -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 -0.2 -0.3 0.0 -0.7 0.0 -1.1 0.3 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 0.4 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 -0.4 -0.5 -0.3 0.4 0.7 0.1 0.3 DAX -0.2 -0.4 -0.1 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.2 -0.0 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.0 -0.1 0.2 -0.1 -1.5 -0.0 -0.2 0.1 -0.2 0.2 -0.1 -0.2 -0.5 -0.5 -0.5 -0.1 0.5 0.7 0.4 0.7 DOW -0.4 -0.4 0.1 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.3 -0.1 0.5 -0.1 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 -0.1 -0.1 -0.7 -0.3 -0.7 DX 0.3 -0.2 0.0 0.1 -0.1 0.2 -0.0 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 -2.6 -0.0 0.2 -0.1 0.1 -0.2 0.1 0.9 0.5 0.6 -0.6 -0.6 0.2 0.7 0.4 0.7 EUR -0.4 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 -0.1 -0.4 -0.3 -0.3 -0.3 -0.0 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.2 0.5 -0.2 0.1 -0.1 0.0 0.0 -0.0 0.1 -0.1 0.0 -0.0 0.2 0.1 0.1 0.2 0.2 0.3 0.3 0.1 0.0 -0.0 0.0 0.1 -0.4 0.1 -0.1 0.0 -0.0 -0.0 0.1 0.8 -0.3 -0.1 0.3 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.4 -0.4 -0.0 0.1 -0.1 0.3 -0.0 0.4 0.0 -0.1 0.4 -0.0 0.6 0.0 0.1 0.2 0.0 0.1 0.1 0.1 0.1 -0.1 0.3 -0.0 -1.0 0.1 -0.2 0.2 -0.1 0.3 -0.0 0.8 -0.5 -0.4 -0.0 0.2 0.3 0.7 0.2 0.7 FEEDCOW -0.6 0.1 0.5 -0.0 0.1 -0.2 0.0 -0.6 -0.0 -0.0 0.4 -0.1 0.6 -0.0 0.2 0.4 0.2 0.4 0.3 0.1 0.2 -0.1 0.5 -0.0 -2.7 -0.0 -0.0 0.2 -0.1 0.6 -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 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.3 0.1 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 -0.2 0.7 -0.4 0.1 GASOLINE 0.5 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 0.2 0.3 -0.0 -0.1 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 0.0 0.2 0.1 -0.1 0.3 -0.1 0.3 0.0 -0.1 0.1 -0.2 0.5 -0.1 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 -0.2 0.2 -0.1 -0.0 0.1 -0.2 0.3 -0.1 0.4 -0.0 0.3 -0.2 -0.5 -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 0.5 0.6 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 -1.6 0.1 0.2 0.2 0.2 0.1 0.2 1.1 0.5 0.6 0.3 0.1 0.1 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 0.2 0.2 0.1 0.1 -0.0 -0.1 0.0 -0.3 0.1 0.1 -0.0 0.0 -0.2 0.0 -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 0.1 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 -0.1 2.7 -0.0 -0.1 -0.2 -0.1 -0.3 -0.0 -0.5 -0.2 -0.0 -0.3 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.4 0.3 0.4 -0.0 0.1 -0.3 0.0 -0.7 -0.0 0.2 0.4 0.1 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 0.2 0.5 0.1 0.6 0.1 0.0 0.5 -0.5 0.6 0.6 -0.4 0.3 -0.2 0.6 LIVECOW -0.3 0.0 0.3 -0.0 0.1 -0.2 0.0 -0.6 -0.0 -0.0 0.3 -0.1 0.5 -0.0 0.1 0.4 0.1 0.1 0.1 0.1 0.1 -0.1 0.5 -0.0 -2.7 -0.0 -0.0 0.0 -0.1 0.3 -0.1 1.1 -0.5 -0.6 -0.3 0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.6 0.2 -0.1 -0.0 0.1 -0.2 0.0 -0.6 -0.0 -0.1 -0.4 -0.2 -0.6 -0.2 -0.1 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.2 -0.6 -0.2 NaN -0.2 -0.1 -0.5 -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 -0.4 -0.3 0.0 0.1 -0.1 0.3 -0.1 0.3 0.0 -0.1 0.5 -0.0 0.7 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 -0.1 0.5 0.0 -2.7 0.2 -0.2 0.5 -0.1 0.7 0.0 1.1 -0.5 -0.2 0.5 0.6 0.3 0.3 0.7 0.3 NASDAQ_micro -0.2 -0.6 -0.4 0.1 -0.0 0.2 -0.0 0.3 0.0 0.0 0.1 -0.0 0.4 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.0 0.0 -0.0 0.3 -0.1 -2.7 -0.1 0.0 0.0 -0.0 0.2 -0.0 -0.2 0.3 -0.5 -0.6 -0.6 0.3 -0.7 0.4 -0.7 NIKKEI 0.3 -0.1 -0.0 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 -0.0 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 -0.4 0.5 0.5 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.0 0.1 -0.1 0.0 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 -0.1 0.0 -0.0 1.5 0.1 -0.1 0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.2 0.1 0.0 -0.1 0.7 0.2 0.7 OAT 0.2 0.5 0.2 0.1 -0.1 0.1 0.1 -0.1 0.2 -0.1 0.4 0.0 0.1 0.2 0.2 0.2 0.3 0.3 0.3 0.2 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.2 0.3 -0.0 0.2 0.1 0.8 -0.3 -0.1 0.6 0.5 0.1 0.7 0.4 0.7 OATIES 0.4 0.4 0.1 -0.0 0.1 -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 0.1 -0.3 0.1 -0.3 0.1 0.1 -0.2 0.1 -0.5 0.1 -0.2 0.1 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 0.0 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 -0.2 -0.2 -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 0.5 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 -0.1 -0.3 0.0 0.7 0.3 0.2 -0.1 REDWHEAT 0.3 0.4 0.5 -0.0 0.1 -0.2 0.0 -0.6 -0.0 -0.0 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 0.0 0.2 0.1 -0.1 0.1 -0.6 0.1 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 -0.0 -0.3 -0.0 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 -0.0 -0.3 -0.1 0.2 -0.0 0.1 -0.1 -0.0 -0.4 -0.0 -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 -0.3 -0.3 0.3 0.1 -0.0 0.2 -0.0 0.3 0.0 -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 0.9 0.0 -0.0 0.2 -0.0 0.4 -0.0 0.1 -0.0 -0.3 0.0 0.0 -0.1 -0.7 -0.4 -0.7 SHATZ 0.0 0.4 0.1 0.1 -0.1 0.1 0.1 -0.1 0.1 -0.1 -0.2 -0.1 -0.4 0.0 0.0 0.2 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.0 1.5 -0.0 -0.2 -0.1 -0.2 -0.2 -0.0 -1.1 -0.5 -0.6 -0.2 -0.3 0.4 0.7 0.6 0.7 SILVER-mini -0.3 -0.6 -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 -0.1 -0.4 0.2 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.4 -0.0 0.5 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.2 -0.0 0.4 0.1 1.1 0.1 -0.2 0.4 -0.0 0.4 0.1 1.1 -0.3 0.4 0.3 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.6 0.3 -0.3 0.1 -0.1 0.1 0.1 -0.1 0.1 -0.1 0.1 0.1 0.4 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.1 0.1 0.2 -2.7 0.1 -0.0 0.2 0.1 0.2 0.2 0.3 0.2 0.5 0.3 0.3 -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 0.1 -0.1 -0.0 -0.1 0.2 0.1 0.2 0.1 0.2 -1.0 0.2 0.1 0.5 0.2 0.4 0.2 0.5 0.2 0.6 0.6 0.6 -0.6 -0.5 -0.6 -0.4 SOYMEAL 0.5 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 0.1 -0.4 0.2 0.6 0.3 0.3 -0.6 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.4 -0.0 0.1 -0.3 0.0 -0.7 -0.0 0.2 0.4 0.2 0.6 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 -0.1 0.1 0.4 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.4 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.0 0.3 0.1 0.5 0.1 -0.1 0.3 -0.0 0.2 0.1 -0.1 -0.1 0.3 0.3 0.3 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.3 -0.5 -0.2 0.1 -0.1 0.3 -0.0 0.4 0.0 -0.0 0.4 -0.1 0.6 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.0 0.4 -0.0 -2.2 -0.0 -0.0 0.1 -0.1 0.3 -0.1 -0.3 0.1 -0.6 -0.6 -0.5 0.5 -0.7 0.6 -0.7 SUGAR11 0.0 -0.1 -0.0 -0.0 0.1 -0.2 0.0 -0.5 -0.0 -0.1 -0.4 0.0 -0.6 -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 -0.1 -0.2 -0.0 -0.5 -0.0 1.1 -0.1 -0.1 -0.3 0.2 0.1 -0.6 0.2 -0.4 US10 0.5 0.2 -0.2 0.1 -0.1 0.1 0.0 -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 0.0 0.1 0.1 -1.2 0.1 -0.1 0.1 0.1 0.2 0.1 -0.2 0.0 0.3 -0.0 0.2 -0.3 -0.7 -0.3 -0.7 US10U 0.6 0.1 -0.1 0.1 -0.1 0.1 0.1 -0.1 0.2 -0.1 0.3 0.1 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 -0.1 0.3 0.1 0.4 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 -0.1 0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 -0.3 -0.3 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.0 1.5 0.0 -0.1 -0.0 -0.0 0.0 0.0 -1.1 -0.4 -0.4 -0.5 -0.0 -0.3 -0.7 -0.4 -0.7 US20 0.5 0.2 -0.0 0.1 -0.1 0.1 0.1 -0.1 0.1 -0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 -1.3 0.1 -0.1 0.3 0.1 0.3 0.2 0.0 -0.0 0.1 0.1 0.2 -0.3 0.5 -0.3 -0.7 US30 0.5 0.2 -0.0 0.1 -0.1 0.1 0.1 -0.1 0.1 -0.1 0.1 0.1 -0.2 0.2 0.1 0.1 -0.0 0.0 0.0 0.1 0.0 0.0 -0.0 0.1 -0.8 0.1 -0.1 0.2 0.1 0.2 0.2 -0.3 -0.0 -0.0 -0.0 0.1 -0.4 0.4 -0.2 -0.6 US5 0.5 0.2 -0.2 0.1 -0.1 0.1 0.1 -0.1 0.1 -0.1 0.1 0.0 0.4 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.0 0.1 0.1 -1.0 0.1 -0.1 0.1 0.0 0.2 0.1 -0.5 -0.1 0.2 -0.1 0.2 -0.3 -0.7 -0.4 -0.7 VIX 0.6 0.8 -0.2 0.1 0.1 -0.1 0.2 -0.2 0.1 0.1 -0.5 0.2 -0.9 0.1 -0.1 -0.6 -0.6 -0.6 -0.6 0.0 -0.1 0.1 -0.3 0.1 NaN 0.1 0.1 -0.1 0.2 -0.2 0.2 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.4 0.6 0.3 -0.0 0.1 -0.3 0.0 -0.7 -0.0 -0.1 -0.1 0.1 -0.6 0.1 0.1 -0.3 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.2 0.2 1.3 0.2 -0.0 0.2 0.1 -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 -0.1 15.7 18.3 9.8 -8.0 8.9 -5.2 6.1 3.3 -2.4 14.9 8.5 12.7 13.6 15.2 0.9 -0.3 0.7 0.3 19.6 18.3 3.1 11.9 12.6 11.8 20.0 -2.3 19.4 2.6 11.8 13.0 6.3 11.3 11.3 20.0 18.0 -4.0 20.0 1.1 20.0 BITCOIN 4.5 -0.4 -20.0 12.9 -15.8 15.5 2.5 15.7 9.6 -19.8 -18.3 -19.7 -4.3 -12.6 -20.0 -3.7 -6.1 -4.3 -5.1 -18.4 -20.0 -20.0 -10.4 -16.1 -20.0 -18.7 -20.0 -20.0 -20.0 -9.5 -17.1 -0.1 -20.0 -20.0 -20.0 -20.0 -5.8 1.1 -20.0 -17.2 BOBL 8.7 14.3 -0.2 9.3 -7.9 2.3 5.6 -1.8 13.1 -11.7 -2.0 -0.6 -3.4 11.1 9.4 -20.0 -5.8 -20.0 -11.8 6.7 0.9 -3.9 -3.1 6.6 3.5 7.2 -17.5 0.3 -2.8 -3.5 8.1 -20.0 -10.8 -6.6 8.6 -5.0 9.0 20.0 15.5 20.0 BTP 2.5 4.4 -2.9 11.3 -9.6 2.7 6.8 -2.2 15.9 -12.0 20.0 -0.5 20.0 11.9 18.6 17.5 12.1 16.4 14.2 10.6 10.3 -8.5 10.9 5.9 -20.0 12.1 -20.0 11.0 -11.8 10.5 6.5 15.0 -20.0 -15.6 9.3 10.9 6.8 20.0 14.8 20.0 BUND 14.3 13.8 1.1 10.8 -9.2 2.6 6.5 -2.1 15.1 -14.4 -0.5 7.1 -11.0 15.3 11.5 20.0 10.0 18.9 14.2 10.4 1.8 2.2 -5.1 13.1 0.2 13.3 -17.3 2.9 4.0 -3.7 17.0 12.9 -2.9 2.5 12.9 -2.5 4.9 20.0 10.0 20.0 BUXL 17.6 10.6 0.9 10.7 -9.1 2.6 6.5 -2.0 15.0 -13.4 -11.7 12.0 -20.0 15.9 -1.6 5.1 3.9 5.0 4.6 4.9 -7.2 7.2 -18.2 12.5 4.7 10.0 -11.3 -5.4 11.6 -15.9 19.8 -0.2 5.0 -0.6 2.1 -9.4 -5.2 20.0 0.5 13.0 CAC 14.0 0.9 5.0 13.9 15.6 15.1 13.7 15.6 13.1 20.0 19.1 20.0 20.0 17.8 15.7 -6.1 -3.4 -5.6 -4.6 15.9 14.9 20.0 15.0 20.0 8.1 13.4 20.0 10.0 20.0 6.9 20.0 3.1 20.0 17.9 -1.7 -8.2 13.6 20.0 11.4 20.0 CAD -5.1 8.2 13.5 12.8 -10.4 11.6 -6.8 8.0 4.3 9.3 4.0 -12.3 3.7 1.7 7.7 -6.6 -7.4 -7.1 -7.3 6.0 5.7 -0.2 1.2 1.4 20.0 11.0 5.0 9.2 2.2 3.3 5.8 -6.4 14.2 2.8 -7.4 2.0 -20.0 -20.0 -20.0 -20.0 CANOLA 16.8 20.0 4.0 -2.1 13.4 -10.7 3.2 -20.0 -0.7 20.0 -1.2 20.0 -2.2 20.0 20.0 -20.0 -15.6 -19.7 -18.3 20.0 10.5 20.0 -0.8 20.0 16.2 20.0 20.0 12.0 20.0 -1.5 20.0 -13.5 20.0 20.0 20.0 19.9 4.5 20.0 7.8 20.0 CHF -6.1 11.7 -0.3 5.9 -4.8 5.3 -3.1 3.7 2.0 -5.5 1.8 -6.4 6.9 1.4 2.2 -12.5 -15.7 -14.1 -14.9 3.3 3.9 -4.7 4.0 -0.3 -1.3 5.1 -5.1 5.2 -3.0 4.9 1.8 -19.9 -3.6 0.4 1.9 1.3 -12.3 -20.0 -11.5 -20.0 COCOA -20.0 -20.0 -20.0 -0.6 4.0 -3.2 1.0 -6.0 -0.2 -1.3 -7.0 -5.9 -5.6 -6.9 -7.0 -6.5 3.1 -5.1 -2.4 -20.0 -18.4 -9.8 -11.8 -17.3 -20.0 -13.1 -1.7 -11.9 -6.7 -6.7 -11.4 16.1 -11.5 -15.9 -20.0 -14.6 5.0 1.5 9.7 6.2 COFFEE -13.7 -20.0 -20.0 -1.8 11.7 -9.3 2.8 -17.5 -0.6 14.0 -2.2 -9.9 5.1 -18.0 -19.0 11.6 18.1 20.0 20.0 -20.0 -20.0 -11.1 2.6 -20.0 -20.0 -19.9 4.7 -11.0 -1.6 10.2 -12.5 20.0 -8.5 -10.0 -20.0 -20.0 20.0 18.8 20.0 20.0 COPPER -5.9 -5.4 10.2 3.6 -2.6 6.1 0.4 7.5 2.0 -2.4 5.0 0.0 4.5 -2.3 3.5 -5.5 -6.2 -6.1 -6.2 3.5 5.9 -0.6 5.6 0.8 -0.9 3.3 -2.3 4.9 0.1 6.1 1.7 -1.1 0.2 -3.1 -2.1 -2.0 17.7 20.0 11.9 17.1 CORN 13.0 6.0 2.7 -2.3 15.1 -12.0 3.6 -20.0 -0.8 18.4 8.3 20.0 -10.6 20.0 9.9 -20.0 -20.0 -20.0 -20.0 9.2 0.7 19.2 -8.9 17.3 13.0 19.1 20.0 6.1 20.0 -5.0 20.0 -20.0 18.8 20.0 6.5 9.3 3.5 -5.4 7.8 1.0 COTTON2 7.9 1.6 5.3 -2.8 5.1 -11.2 -2.1 -20.0 -3.0 -8.2 -18.5 3.1 -20.0 -3.0 -10.1 -20.0 -20.0 -20.0 -20.0 -7.1 -12.4 -2.0 -18.7 -1.6 -6.8 -4.4 -18.0 -12.3 1.0 -18.3 3.6 -20.0 12.7 9.4 -10.4 -7.0 -9.1 -16.3 -8.3 -8.5 CRUDE_W 10.1 19.8 10.1 20.0 20.0 13.3 20.0 6.7 20.0 18.6 1.1 20.0 -8.0 20.0 18.7 8.4 4.6 4.8 3.8 16.6 7.1 20.0 -2.0 20.0 7.4 18.9 20.0 7.5 20.0 -3.6 20.0 -0.1 -20.0 -12.2 -15.9 -9.5 11.7 20.0 1.9 7.5 DAX -7.2 -13.1 -3.7 7.1 -5.3 8.7 -1.2 9.2 4.0 -6.8 8.0 -3.3 13.7 -1.7 6.7 -8.3 -7.6 -8.6 -7.9 0.8 4.1 -15.4 7.5 -5.5 -11.3 -0.1 -20.0 2.4 -13.9 4.4 -5.4 -3.4 -20.0 -16.4 -15.9 -3.5 13.7 20.0 11.2 20.0 DOW -11.7 -11.1 3.3 6.1 -4.6 7.5 -1.0 7.9 3.4 -7.3 11.5 -9.4 13.1 -4.9 8.1 -6.4 -7.9 -7.0 -7.3 2.9 9.2 -8.6 12.2 -4.0 -8.4 1.5 -6.8 6.2 -7.0 8.7 -3.7 -3.3 -11.9 -12.5 -9.7 -1.8 -2.2 -20.0 -8.0 -20.0 DX 10.7 -6.1 0.8 8.5 -6.9 7.7 -4.5 5.3 2.9 10.2 -0.7 11.9 -10.0 4.3 -1.5 5.0 5.9 5.3 5.6 0.0 -2.3 13.9 -4.1 6.4 -19.8 -2.3 17.6 -4.2 13.5 -4.2 5.1 16.3 20.0 17.1 -17.1 -20.0 6.0 20.0 11.3 20.0 EUR -11.4 1.3 -5.2 9.3 -7.5 8.5 -4.9 5.8 3.2 -11.3 -0.0 -13.2 11.4 -7.7 -2.3 -6.6 -7.8 -7.3 -7.6 -1.2 2.6 -15.2 5.9 -7.8 5.8 2.8 -18.7 5.9 -13.6 7.2 -4.9 -6.9 -14.5 -10.5 -8.6 -0.2 -10.0 -20.0 -6.9 -20.0 EURIBOR-ICE 7.3 14.8 -5.9 6.9 -5.9 1.7 4.2 -1.3 9.7 -7.9 1.0 -0.8 5.1 8.0 8.3 11.2 11.9 12.6 12.7 6.3 2.5 -4.4 1.5 5.1 -2.7 5.6 -14.8 1.1 -3.6 -0.4 5.5 14.1 -13.4 -3.8 8.8 -3.4 20.0 20.0 20.0 20.0 EUROSTX -11.4 -11.6 -1.3 7.8 -5.8 9.5 -1.3 10.0 4.4 -7.8 15.8 -2.6 17.0 4.1 12.7 8.8 2.2 7.2 4.4 6.8 11.1 -14.1 12.3 -1.3 -7.2 5.6 -20.0 8.8 -13.1 8.6 -1.4 14.9 -20.0 -11.3 -1.2 7.2 8.5 20.0 5.1 20.0 FEEDCOW -18.0 3.1 16.7 -1.7 11.2 -8.9 2.7 -16.8 -0.6 -2.3 14.0 -6.4 15.7 -0.7 15.8 20.0 11.7 17.7 15.4 12.0 20.0 -9.9 20.0 -2.2 -20.0 -1.7 -1.1 6.2 -12.1 15.6 -9.7 20.0 -20.0 -20.0 -7.3 10.3 20.0 20.0 20.0 20.0 GASOIL 10.0 14.0 -1.5 13.5 20.0 8.4 20.0 4.2 18.2 11.5 8.8 12.7 8.3 12.9 10.8 20.0 16.9 20.0 19.0 12.8 6.6 20.0 3.4 20.0 -2.3 12.8 20.0 7.8 20.0 4.7 20.0 20.0 20.0 20.0 20.0 9.0 -5.0 20.0 -12.0 3.0 GASOLINE 15.2 20.0 6.1 20.0 20.0 13.4 20.0 6.8 20.0 18.7 13.6 20.0 7.5 20.0 19.5 -20.0 -20.0 -20.0 -20.0 20.0 12.7 20.0 5.1 20.0 -17.2 20.0 20.0 11.8 20.0 3.7 20.0 -20.0 7.9 9.3 -1.1 -4.4 7.8 20.0 -2.2 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 -0.8 -7.0 -11.9 -15.6 -7.0 8.1 -6.8 6.6 -18.7 GBP -15.1 1.4 5.3 12.3 -9.9 11.2 -6.5 7.6 4.2 -16.1 5.1 -18.4 13.4 -13.7 3.7 -0.2 0.0 -0.0 0.1 -0.2 5.2 -17.0 7.5 -10.4 -0.2 7.4 -17.6 11.6 -13.8 12.1 -4.1 6.5 -8.4 -14.4 -9.7 6.5 -7.9 -6.7 -2.5 -8.9 GOLD_micro 2.5 -15.5 -15.4 3.0 -2.2 5.1 0.4 6.3 1.7 -0.5 5.5 3.2 6.1 3.2 4.3 -4.6 -9.1 -6.0 -7.3 7.3 8.4 2.3 8.0 5.1 -17.8 8.0 -1.1 10.3 1.7 11.3 4.8 -4.6 3.1 3.8 18.3 12.5 16.4 6.1 -2.9 -14.3 HEATOIL 14.0 18.3 0.2 12.4 20.0 7.7 20.0 3.9 16.6 10.8 7.1 11.9 6.4 12.0 9.6 20.0 18.6 20.0 20.0 13.3 7.1 20.0 3.7 20.0 -11.9 10.3 20.0 5.8 20.0 3.4 16.5 20.0 20.0 20.0 9.5 2.0 4.2 11.2 -8.8 -10.2 JGB-SGX-mini 20.0 20.0 -0.2 3.9 -3.3 0.9 2.3 -0.7 5.4 0.1 -6.5 5.4 -7.8 5.1 -3.6 8.2 10.3 5.4 7.3 -0.9 -7.5 5.2 -10.2 5.4 0.7 -2.6 0.8 -9.0 4.3 -10.8 4.0 8.0 6.5 2.0 -5.9 -19.3 -4.7 -20.0 -0.2 -20.0 JPY -1.3 17.9 2.0 7.0 -5.7 6.4 -3.7 4.4 2.4 -7.0 -8.9 -8.8 -10.0 -4.3 -3.9 -8.0 -10.1 -8.6 -9.1 -3.7 -7.1 -8.2 -9.7 -4.9 20.0 -1.7 -7.0 -6.0 -7.1 -8.9 -2.8 -10.0 -9.1 -1.2 -8.0 -14.5 -3.1 -15.0 2.1 -18.3 LEANHOG -12.9 9.3 12.1 -2.4 15.2 -12.1 3.6 -20.0 -0.8 20.0 16.0 8.0 18.8 8.5 17.3 -20.0 -2.5 -20.0 -20.0 15.6 17.1 14.8 16.2 11.2 -6.6 15.2 20.0 18.3 11.5 15.7 7.4 0.9 20.0 -14.1 19.3 20.0 -11.3 8.7 -5.6 18.1 LIVECOW -9.0 1.5 9.3 -1.7 10.6 -8.5 2.5 -15.9 -0.6 -2.3 10.0 -5.7 13.2 -1.7 13.4 20.0 6.7 7.1 4.4 6.5 11.4 -8.4 17.0 -2.5 -20.0 -3.1 -0.2 0.9 -9.7 8.3 -7.8 20.0 -20.0 -20.0 -8.8 1.0 20.0 20.0 20.0 20.0 LUMBER-new -15.5 5.5 -2.3 -1.5 9.4 -7.4 2.2 -14.0 -0.5 -11.1 -14.3 -14.6 -13.9 -12.7 -11.7 -20.0 -20.0 -20.0 -20.0 -12.3 -15.0 -16.2 -18.2 -15.9 NaN -13.0 -7.1 -14.9 -15.5 -15.5 -15.9 -20.0 -20.0 -19.4 -6.2 -11.3 1.1 20.0 3.7 20.0 MXP -12.4 -8.1 0.0 12.0 -9.7 10.9 -6.4 7.5 4.1 -11.1 19.4 -3.2 20.0 11.0 17.1 9.1 12.4 10.9 11.7 14.5 20.0 -13.3 20.0 1.7 -20.0 14.6 -20.0 20.0 -13.4 20.0 1.3 20.0 -20.0 -5.2 16.1 20.0 8.9 7.6 20.0 10.3 NASDAQ_micro -6.2 -18.0 -11.0 6.3 -4.7 7.7 -1.1 8.1 3.5 0.3 4.3 -1.7 11.8 -7.4 -3.9 -7.2 -8.5 -7.7 -8.0 -4.6 1.9 -1.2 10.1 -4.8 -20.0 -4.7 2.3 0.0 -1.2 6.3 -4.4 -4.4 10.4 -16.9 -20.0 -19.2 10.2 -20.0 10.9 -20.0 NIKKEI 7.9 -3.6 -0.2 4.3 -6.8 5.1 -0.9 5.3 2.6 -5.8 8.8 3.4 8.9 6.1 7.7 8.6 8.0 8.7 7.9 10.6 12.0 1.0 11.8 7.3 -11.3 8.7 -4.6 10.6 1.3 10.9 6.0 20.0 0.9 12.7 13.3 8.0 -10.7 -0.7 -16.0 2.9 NZD -11.2 16.8 15.1 7.6 -6.2 6.9 -4.0 4.8 2.6 -4.2 4.7 -8.0 0.6 3.6 7.5 -3.5 -3.5 -3.8 -3.8 5.1 4.4 -6.0 0.6 -0.4 11.5 5.5 -7.2 4.3 -6.6 -0.1 -0.5 0.0 -3.0 -7.4 2.0 1.2 -4.0 20.0 6.4 20.0 OAT 6.5 14.1 6.6 10.2 -8.7 2.5 6.1 -1.9 14.3 -10.2 15.4 3.6 3.5 14.5 17.2 11.5 12.6 12.9 13.7 14.6 9.7 -2.2 3.0 11.9 -1.1 16.5 -20.0 11.2 -3.3 4.9 13.3 15.7 -13.9 -3.5 20.0 15.0 3.3 20.0 10.6 20.0 OATIES 13.6 11.9 2.0 -1.7 10.9 -8.6 2.6 -16.3 -0.6 3.7 -9.8 8.6 -12.2 11.9 6.9 -1.6 -10.6 -8.5 -11.7 4.4 -5.8 7.1 -12.5 9.4 -2.2 5.9 8.2 -6.7 7.6 -14.8 11.3 -4.4 4.0 17.6 6.6 -0.1 -5.5 -20.0 -3.4 -20.0 OJ -1.6 3.0 20.0 -0.6 4.0 -3.2 1.0 -6.0 -0.2 2.9 -3.9 -0.5 -5.6 -2.7 -0.3 0.8 2.5 1.3 0.9 -1.9 -2.8 -0.8 -5.0 -2.1 -20.0 -1.4 2.1 -1.2 -1.7 -2.9 -2.9 18.0 -9.0 -6.2 -6.5 3.2 -12.0 -15.0 -8.5 -16.1 PALLAD -6.1 -9.0 -1.3 3.4 -2.5 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 -7.5 -6.9 -10.2 -7.8 13.7 1.7 1.9 -5.5 PLAT -5.1 -12.9 -13.6 3.0 -2.2 5.2 0.4 6.3 1.7 -2.5 2.6 0.9 4.3 -3.0 0.7 -2.0 -3.3 -2.5 -2.9 1.7 4.4 -0.3 5.2 -0.0 -1.0 1.5 -2.4 5.3 -0.5 7.7 -0.2 4.2 0.7 -4.1 -9.5 1.5 20.0 9.4 4.9 -2.2 REDWHEAT 9.3 13.7 14.3 -1.7 10.8 -8.6 2.6 -16.1 -0.6 -1.3 1.1 8.3 -13.5 10.9 10.9 -12.3 -15.9 -14.3 -15.4 8.9 2.5 7.7 -6.3 10.6 6.4 12.5 2.2 6.6 8.8 -1.7 13.3 -11.7 5.7 20.0 17.9 15.4 -20.0 -20.0 -20.0 -20.0 RICE -20.0 16.1 16.5 -1.0 1.8 -4.1 -0.7 -7.5 -1.1 4.8 -5.9 -3.5 -7.5 -2.6 -0.6 -19.9 -14.5 -20.0 -19.5 -3.5 -6.1 -1.8 -11.1 -5.2 1.2 -1.7 11.2 -4.6 -0.1 -11.1 -3.7 -14.5 -9.3 -8.0 4.0 2.1 -17.2 -16.9 -12.4 -17.4 ROBUSTA -6.9 -2.5 -13.3 -1.3 2.3 -5.1 -0.9 -9.4 -1.4 5.0 -0.2 1.0 -2.9 -6.1 -7.3 20.0 15.7 20.0 17.0 -7.2 -6.0 -0.0 -3.2 -5.5 -20.0 -5.8 4.0 -4.7 -0.0 -2.4 -4.5 20.0 1.8 -11.9 -8.8 -11.1 5.4 4.3 14.6 11.6 RUSSELL -8.4 -8.5 7.9 7.1 -5.3 8.7 -1.2 9.2 4.0 -3.4 13.1 0.3 14.5 0.4 10.7 -4.6 -5.2 -4.9 -4.9 6.3 12.0 -3.5 13.4 0.2 7.1 4.2 -3.6 8.7 -3.4 9.9 -0.6 1.1 -1.1 -9.3 0.0 1.4 -3.6 -20.0 -10.9 -20.0 SHATZ 1.3 13.3 1.7 8.0 -6.8 1.9 4.8 -1.5 11.3 -10.8 -8.8 -4.9 -10.8 3.1 2.1 8.0 -10.0 2.4 -3.8 -0.3 -3.5 -13.6 -5.8 -3.3 11.6 -1.0 -20.0 -4.5 -14.0 -6.2 -3.3 -19.7 -20.0 -20.0 -4.7 -10.3 13.4 20.0 17.2 20.0 SILVER-mini -8.8 -17.9 -10.4 3.0 -2.2 5.1 0.4 6.3 1.7 -1.7 3.0 1.5 4.5 -2.4 1.0 -3.3 -5.8 -4.3 -5.1 3.6 6.5 -0.3 6.3 0.9 -7.8 10.5 -2.3 13.4 1.1 12.7 5.5 0.1 3.6 -3.0 20.0 20.0 9.4 14.5 -4.5 -3.6 SMI -1.7 -11.2 7.3 7.1 -5.3 8.6 -1.2 9.1 4.0 -8.2 15.2 -1.1 14.7 9.1 13.6 12.3 7.6 12.0 9.9 13.4 15.2 -5.0 13.3 7.5 8.6 12.9 -17.2 14.8 -4.0 12.2 7.0 20.0 -10.9 11.7 7.7 20.0 -9.7 20.0 -10.1 20.0 SOFR 20.0 10.3 -8.7 8.0 -6.8 1.9 4.8 -1.5 11.2 -7.3 2.6 8.8 11.6 12.5 7.8 6.7 6.7 7.6 7.5 10.0 4.2 8.1 4.3 14.5 -20.0 13.0 -4.1 6.6 9.3 5.2 16.9 4.9 9.9 16.6 9.3 7.7 -12.8 -11.8 -18.3 -20.0 SOYBEAN 19.7 16.9 2.1 -2.4 15.2 -12.1 3.6 -20.0 -0.8 18.5 15.7 20.0 11.9 20.0 17.8 2.8 -4.2 -0.8 -2.8 20.0 13.5 20.0 4.1 20.0 -7.7 20.0 14.4 20.0 20.0 11.1 20.0 9.0 8.0 20.0 20.0 17.3 -19.0 -14.1 -17.0 -11.3 SOYMEAL 16.9 6.8 -1.1 -2.0 3.6 -8.0 -1.5 -14.7 -2.1 0.6 -3.2 9.8 -8.6 11.9 -3.5 -11.5 -13.9 -11.9 -13.1 5.4 0.5 7.6 -4.2 10.2 -14.1 10.5 -1.2 7.2 9.7 1.9 13.8 -8.3 8.6 20.0 10.6 10.2 -18.2 -18.7 -14.7 -18.3 SOYOIL 20.0 20.0 13.4 -2.2 14.3 -11.4 3.4 -20.0 -0.8 20.0 15.8 20.0 15.6 20.0 20.0 -8.0 -6.5 -8.2 -7.7 20.0 20.0 20.0 18.9 20.0 -20.0 20.0 20.0 20.0 20.0 14.2 20.0 3.3 20.0 20.0 20.0 20.0 -10.0 -20.0 -11.3 -20.0 SP400 -2.3 3.5 13.2 7.3 -5.5 9.0 -1.2 9.5 4.1 -10.4 15.6 5.5 14.0 11.1 15.4 -6.6 -6.3 -6.6 -6.4 13.6 15.0 -1.3 12.4 7.3 3.5 10.0 -7.8 9.7 -1.4 6.8 5.7 -1.1 -3.5 8.3 9.3 7.9 -2.9 -20.0 -9.2 -20.0 SP500_micro -7.9 -16.0 -5.1 7.9 -5.9 9.7 -1.3 10.2 4.4 -4.0 14.0 -5.3 17.5 -5.6 8.2 -8.3 -9.4 -8.8 -9.0 -0.5 7.8 -4.5 16.4 -4.1 -16.7 -3.4 -2.9 2.1 -4.8 8.1 -5.3 -6.0 4.5 -20.0 -20.0 -15.9 14.4 -20.0 18.3 -20.0 SUGAR11 0.8 -1.8 -0.0 -1.5 9.4 -7.5 2.2 -14.1 -0.5 -6.4 -13.9 2.6 -15.3 -6.0 -9.3 20.0 13.8 19.3 15.7 -7.6 -12.7 -1.6 -17.8 -3.5 -20.0 -3.8 -8.4 -8.1 -2.6 -13.8 -2.3 20.0 -4.7 -3.3 -8.6 6.4 2.2 -19.1 6.7 -12.0 US10 16.4 4.9 -5.5 7.7 -6.5 1.9 4.6 -1.5 10.8 -12.1 6.7 5.7 9.5 10.2 5.4 2.2 1.3 2.7 2.4 6.5 3.2 3.4 3.2 9.3 -9.0 9.1 -7.6 5.1 5.4 4.9 12.2 -4.0 2.0 8.1 -1.3 4.7 -9.6 -20.0 -10.3 -20.0 US10U 17.4 4.5 -3.9 11.0 -9.3 2.7 6.6 -2.1 15.4 -14.5 11.7 11.1 12.4 15.9 8.9 2.4 0.8 2.8 2.1 10.2 5.7 6.6 4.7 14.4 -15.0 15.3 -9.0 10.6 9.1 9.9 19.0 -4.9 1.9 10.2 -1.2 9.0 -10.2 -5.2 -15.9 -20.0 US2 4.6 1.8 -4.3 8.3 -7.1 2.0 5.0 -1.6 11.7 -15.4 -3.2 -7.3 0.8 1.5 -2.0 -12.6 -13.2 -11.1 -11.3 -0.6 -1.5 -7.7 -1.1 -1.2 11.6 1.9 -15.1 -0.2 -4.3 0.8 2.5 -20.0 -17.1 -11.0 -14.8 -1.5 -9.2 -20.0 -11.1 -20.0 US20 16.6 7.5 -1.1 8.2 -7.0 2.0 5.0 -1.6 11.6 -11.9 8.7 9.5 4.5 12.9 8.9 5.0 4.0 5.2 4.8 9.3 5.2 4.9 2.4 11.7 -10.1 13.0 -7.5 9.6 5.5 7.2 14.1 0.3 -1.9 4.2 2.6 7.2 -7.8 15.3 -7.8 -20.0 US30 15.2 7.5 -1.4 9.7 -8.3 2.4 5.9 -1.9 13.6 -11.9 2.6 11.8 -4.4 15.0 7.3 2.8 -0.2 2.4 1.3 7.9 2.6 5.5 -1.5 11.5 -5.8 13.3 -7.2 8.4 6.8 4.6 15.6 -6.5 -1.7 -0.7 -0.1 3.8 -11.0 12.0 -5.4 -18.6 US5 14.3 4.7 -5.1 8.7 -7.4 2.1 5.3 -1.7 12.2 -14.8 4.6 4.2 10.5 10.4 4.9 -0.7 -1.7 -0.0 -0.4 5.9 2.6 1.5 2.9 8.4 -7.1 9.0 -9.9 4.8 3.8 4.8 11.6 -9.1 -2.3 4.8 -4.2 5.0 -10.2 -20.0 -12.2 -20.0 VIX 10.9 15.6 -3.2 3.3 8.1 -2.0 9.9 -3.3 8.2 6.0 -12.4 8.7 -14.8 8.4 -7.9 -20.0 -20.0 -20.0 -20.0 1.3 -4.3 9.6 -5.8 6.7 NaN 3.7 8.4 -2.3 10.5 -3.8 9.1 NaN NaN NaN NaN NaN -2.0 -20.0 NaN NaN WHEAT 13.8 19.6 10.3 -1.9 12.1 -9.6 2.9 -18.1 -0.7 -8.4 -4.6 9.3 -16.1 13.7 9.9 -16.4 -18.4 -17.9 -18.1 11.4 1.7 10.5 -8.4 15.8 9.7 17.5 -1.7 8.1 12.9 -1.4 20.0 -15.9 19.7 20.0 20.0 15.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3