******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260305_203956 produced at 2026-03-05 21:35:56.990544 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.23 0.0 0.00 0.00 0.00 0.00 -2.54 13.0 0 0 caleb_strategy_v3 SOFR False True 0.10 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -2.08 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -4.74 16.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -39.80 59.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.06 0.0 0.87 -0.87 0.00 -0.19 -0.96 14.0 0 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.06 0.0 0.15 -0.15 -0.07 -0.07 -4.17 11.0 -5 -5 caleb_strategy_v3 SP500_micro False False 0.01 -0.16 -0.05 0.0 0.70 -0.70 -0.16 -0.10 -3.17 48.0 -11 -7 caleb_strategy_v3 CHF False False 0.07 0.00 -0.05 0.0 0.90 -0.90 0.00 0.00 -0.76 13.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.04 0.0 1.18 -1.18 0.00 0.00 -0.95 25.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.60 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.30 -0.04 0.0 0.68 -0.68 -0.30 -0.19 -3.78 66.0 -29 -18 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.21 -0.04 0.0 0.49 -0.49 -0.21 -0.26 -2.06 23.0 -10 -12 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -2.98 4.0 -3 -3 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.03 0.0 999.00 -999.00 -0.17 -0.11 -2.92 999999999.0 -17 -11 caleb_strategy_v3 JPY False False 0.03 0.00 -0.03 0.0 0.58 -0.58 0.00 0.00 -0.74 17.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.39 24.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.02 0.0 0.82 -0.82 0.00 0.00 -0.37 17.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.02 0.0 0.69 -0.69 0.00 -0.02 -1.68 58.0 0 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.02 0.0 0.12 -0.12 -0.06 -0.04 -3.74 18.0 -9 -6 caleb_strategy_v3 GBP False False 0.04 0.00 -0.01 0.0 0.79 -0.79 0.00 0.00 -0.39 22.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.34 -0.34 -0.03 -0.03 -1.11 26.0 -2 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.07 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.66 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -0.61 3.0 -2 -2 caleb_strategy_v3 US10U False False 0.05 0.10 -0.01 0.0 0.65 -0.65 0.10 0.00 -0.16 13.0 2 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.01 0.0 1.10 -1.10 0.00 0.00 -0.11 19.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.05 -0.00 0.0 0.31 -0.31 0.05 -0.05 -0.00 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 0.02 9.0 0 0 caleb_strategy_v3 BUXL False False 0.06 0.00 0.00 0.0 0.22 -0.22 0.00 0.00 0.07 4.0 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 0.83 26.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.11 -0.00 0.0 1.23 -1.23 -0.11 -0.04 -0.20 56.0 -5 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.03 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 -0.22 23.0 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 SILVER-mini False False 0.09 0.09 0.00 0.0 999.00 -999.00 0.09 0.00 0.03 999999999.0 1 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.00 0.0 0.38 -0.38 0.00 0.00 -0.51 68.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.45 -0.45 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.29 -0.29 0.00 0.00 -0.09 6.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.11 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 0.48 10.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.15 0.01 0.0 0.30 -0.30 0.15 0.00 0.07 2.0 1 0 caleb_strategy_v3 EUROSTX False False 0.03 0.12 0.02 0.0 0.58 -0.58 0.12 0.09 0.58 20.0 4 3 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.02 0.0 0.17 -0.17 0.05 0.05 0.78 7.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.70 -0.70 0.00 0.00 0.56 17.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.09 0.02 0.0 0.91 -0.91 0.09 0.09 0.63 29.0 3 3 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.53 -0.53 0.00 0.00 1.34 21.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.61 999999999.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.06 0.03 0.0 0.12 -0.12 0.06 0.06 2.60 12.0 6 6 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.54 999999999.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.04 0.0 0.22 -0.22 0.00 0.00 2.62 13.0 0 0 caleb_strategy_v3 GASOIL False False 0.05 0.05 0.04 0.0 0.18 -0.18 0.05 0.05 0.87 4.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.04 0.0 0.62 -0.62 0.00 0.00 0.48 8.0 0 0 caleb_strategy_v3 HEATOIL False False 0.07 0.13 0.04 0.0 0.20 -0.20 0.13 0.07 0.62 3.0 2 1 caleb_strategy_v3 NIKKEI False False 0.01 0.06 0.04 0.0 0.54 -0.54 0.06 0.03 2.72 36.0 4 2 caleb_strategy_v3 BUND False False 0.06 0.26 0.04 0.0 0.64 -0.64 0.26 0.06 0.58 10.0 4 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.74 999999999.0 1 1 caleb_strategy_v3 BTP False False 0.06 0.06 0.05 0.0 0.60 -0.60 0.06 0.00 0.88 10.0 1 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.88 9.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.07 0.0 0.23 -0.23 0.05 0.05 15.09 51.0 10 10 caleb_strategy_v3 AUD False False 0.03 0.03 0.10 0.0 0.57 -0.57 0.03 0.12 3.17 19.0 1 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.13 0.0 0.15 -0.15 0.00 0.09 4.60 5.0 0 3 caleb_strategy_v3 OAT False False 0.06 0.55 0.14 0.0 0.61 -0.61 0.55 0.43 2.32 10.0 9 7 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 4.01 12.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.33 0.19 0.0 0.73 -0.73 0.33 0.27 16.04 60.0 27 22 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.70 0.0 1.22 -1.22 0.00 0.00 5.72 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.6 Shocked risk 32.5 Sum abs risk 39.2 Leverage 3.52 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2318149.09, 'annual_cash_vol_target': 579537.2725, 'daily_cash_vol_target': 36221.07953125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.6980 0.6846 10.9530 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.2424 116.1600 0.2087 3.3393 BTP 0.5438 120.2300 0.4523 7.2371 BUND 0.4358 128.1500 0.3401 5.4413 BUXL 0.8144 111.1600 0.7326 11.7222 CAC 51.6000 8479.5000 0.6085 9.7364 CAD 0.0028 0.7306 0.3789 6.0623 CANOLA 5.7537 719.4000 0.7998 12.7966 CHF 0.0071 1.2772 0.5523 8.8362 COCOA 117.9010 3026.0000 3.8963 62.3402 COFFEE 4.8529 295.4000 1.6428 26.2849 COPPER 0.0962 5.7385 1.6772 26.8357 CORN 3.7900 477.7500 0.7933 12.6927 COTTON2 0.7401 62.1600 1.1907 19.0513 CRUDE_W 0.9319 67.3300 1.3841 22.1462 DAX 263.0382 23763.0000 1.1069 17.7108 DOW 384.3937 47719.0000 0.8055 12.8886 DX 0.4275 99.2850 0.4306 6.8899 EUR 0.0055 1.1577 0.4780 7.6477 EURIBOR-ICE 0.0513 97.5600 0.0526 0.8419 EUROSTX 67.8500 5756.0000 1.1788 18.8603 FEEDCOW 3.0766 359.1250 0.8567 13.7070 GASOIL 31.6445 1049.0000 3.0166 48.2661 GASOLINE 0.0448 2.6772 1.6739 26.7819 GAS_US_mini 0.1954 2.8800 6.7863 108.5814 GBP 0.0064 1.3318 0.4795 7.6719 GOLD_micro 90.8446 5073.2000 1.7907 28.6508 HEATOIL 0.0867 3.5974 2.4099 38.5576 JGB-SGX-mini 0.2755 132.4100 0.2081 3.3289 JPY 0.0000 0.0063 0.6475 10.3600 LEANHOG 1.0746 95.8750 1.1208 17.9333 LIVECOW 1.9707 238.5750 0.8260 13.2163 LUMBER-new 7.3333 565.0000 1.2979 20.7668 MXP 0.0004 0.0562 0.7781 12.4504 NASDAQ_micro 218.9507 24858.0000 0.8808 14.0929 NIKKEI 826.0358 54250.0000 1.5226 24.3623 NZD 0.0042 0.5880 0.7145 11.4322 OAT 0.4764 121.5400 0.3920 6.2721 OATIES 5.0440 334.5000 1.5079 24.1269 OJ 7.5548 187.0000 4.0400 64.6397 PALLAD 59.7429 1668.0000 3.5817 57.3074 PLAT 82.7152 2105.4000 3.9287 62.8595 REDWHEAT 10.2993 592.7500 1.7376 27.8008 RICE 0.1613 10.4300 1.5467 24.7469 ROBUSTA 70.0167 3789.0000 1.8479 29.5663 RUSSELL 30.0419 2566.4000 1.1706 18.7293 SHATZ 0.0785 106.5650 0.0737 1.1784 SILVER-mini 3.3839 81.2125 4.1667 66.6674 SMI 127.9003 13142.0000 0.9732 15.5715 SOFR 0.0578 96.6900 0.0597 0.9558 SOYBEAN 7.0797 1136.5000 0.6229 9.9670 SOYMEAL 4.1751 309.4000 1.3494 21.5905 SOYOIL 0.7200 65.7100 1.0958 17.5325 SP400 32.6793 3475.5000 0.9403 15.0444 SP500_micro 46.1084 6786.2500 0.6794 10.8710 SUGAR11 0.1970 13.7100 1.4366 22.9849 US10 0.3478 112.4688 0.3093 4.9482 US10U 0.4413 115.1562 0.3832 6.1316 US2 0.0831 104.0508 0.0798 1.2774 US20 0.6346 116.6562 0.5440 8.7036 US30 0.8687 119.7812 0.7252 11.6033 US5 0.2218 109.0781 0.2034 3.2536 VIX 0.7960 23.7500 3.3516 53.6252 WHEAT 8.8297 622.7500 1.4179 22.6858 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 698.05 0.68 477.86 1.00 477.86 36221.08 75.80 16.09 121.94 BITCOIN 82.98 2.35 195.18 1.00 195.18 36221.08 185.58 -19.78 -367.01 BOBL 1161.60 0.21 242.43 1.16 281.62 36221.08 128.62 -0.88 -11.29 BTP 1202.30 0.45 543.82 1.16 631.71 36221.08 57.34 4.52 25.89 BUND 1281.50 0.34 435.81 1.16 506.25 36221.08 71.55 7.93 56.72 BUXL 1111.60 0.73 814.40 1.16 946.02 36221.08 38.29 1.75 6.72 CAC 847.95 0.61 516.00 1.16 608.65 36221.08 59.51 19.72 117.38 CAD 730.65 0.38 276.84 1.00 276.84 36221.08 130.84 1.85 24.25 CANOLA 143.88 0.80 115.07 0.73 84.18 36221.08 430.29 14.40 619.40 CHF 1596.44 0.55 881.65 1.00 881.65 36221.08 41.08 -7.14 -29.32 COCOA 302.60 3.90 1179.01 1.00 1179.01 36221.08 30.72 -14.81 -45.51 COFFEE 1107.75 1.64 1819.82 1.00 1819.82 36221.08 19.90 -3.23 -6.43 COPPER 1434.62 1.68 2406.20 1.00 2406.20 36221.08 15.05 4.52 6.81 CORN 238.88 0.79 189.50 1.00 189.50 36221.08 191.14 5.59 106.83 COTTON2 310.80 1.19 370.07 1.00 370.07 36221.08 97.88 -17.49 -171.14 CRUDE_W 673.30 1.38 931.94 1.00 931.94 36221.08 38.87 10.91 42.38 DAX 237.63 1.11 263.04 1.16 305.55 36221.08 118.54 -4.15 -49.24 DOW 238.60 0.81 192.20 1.00 192.20 36221.08 188.46 -8.62 -162.53 DX 992.85 0.43 427.54 1.00 427.54 36221.08 84.72 2.77 23.47 EUR 1447.12 0.48 691.70 1.00 691.70 36221.08 52.37 -7.06 -36.95 EURIBOR-ICE 2439.00 0.05 128.34 1.16 149.09 36221.08 242.95 6.89 167.42 EUROSTX 575.60 1.18 678.50 1.16 788.16 36221.08 45.96 3.68 16.93 FEEDCOW 1795.62 0.86 1538.29 1.00 1538.29 36221.08 23.55 6.18 14.54 GASOIL 1049.00 3.02 3164.45 1.00 3164.45 36221.08 11.45 17.45 19.97 GASOLINE 1124.42 1.67 1882.14 1.00 1882.14 36221.08 19.24 6.42 12.35 GAS_US_mini 72.00 6.79 488.62 1.00 488.62 36221.08 74.13 1.03 7.67 GBP 832.38 0.48 399.12 1.00 399.12 36221.08 90.75 -1.67 -15.18 GOLD_micro 507.32 1.79 908.45 1.00 908.45 36221.08 39.87 -1.43 -5.72 HEATOIL 1510.91 2.41 3641.06 1.00 3641.06 36221.08 9.95 14.27 14.20 JGB-SGX-mini 132410.00 0.21 27548.67 0.01 175.00 36221.08 206.98 -2.11 -43.73 JPY 792.56 0.65 513.18 1.00 513.18 36221.08 70.58 -4.02 -28.40 LEANHOG 383.50 1.12 429.84 1.00 429.84 36221.08 84.27 5.10 43.00 LIVECOW 954.30 0.83 788.27 1.00 788.27 36221.08 45.95 3.68 16.93 LUMBER-new 155.38 1.30 201.67 1.00 201.67 36221.08 179.61 -12.79 -229.69 MXP 280.80 0.78 218.50 1.00 218.50 36221.08 165.77 6.59 109.16 NASDAQ_micro 497.16 0.88 437.90 1.00 437.90 36221.08 82.72 -10.70 -88.54 NIKKEI 54250.00 1.52 82603.58 0.01 525.36 36221.08 68.95 3.64 25.11 NZD 588.00 0.71 420.13 1.00 420.13 36221.08 86.21 5.99 51.63 OAT 1215.40 0.39 476.44 1.16 553.45 36221.08 65.45 10.37 67.85 OATIES 167.25 1.51 252.20 1.00 252.20 36221.08 143.62 -3.06 -43.97 OJ 280.50 4.04 1133.21 1.00 1133.21 36221.08 31.96 -7.83 -25.03 PALLAD 1668.00 3.58 5974.29 1.00 5974.29 36221.08 6.06 2.37 1.44 PLAT 1052.70 3.93 4135.76 1.00 4135.76 36221.08 8.76 1.24 1.09 REDWHEAT 296.38 1.74 514.97 1.00 514.97 36221.08 70.34 -0.29 -2.01 RICE 208.60 1.55 322.64 1.00 322.64 36221.08 112.27 -10.89 -122.29 ROBUSTA 378.90 1.85 700.17 1.00 700.17 36221.08 51.73 -3.17 -16.42 RUSSELL 128.32 1.17 150.21 1.00 150.21 36221.08 241.14 -0.63 -15.26 SHATZ 1065.65 0.07 78.49 1.16 91.17 36221.08 397.29 -0.98 -38.76 SILVER-mini 2030.31 4.17 8459.72 1.00 8459.72 36221.08 4.28 1.79 0.76 SMI 1314.20 0.97 1279.00 1.28 1639.25 36221.08 22.10 11.67 25.80 SOFR 2417.25 0.06 144.39 1.00 144.39 36221.08 250.85 -1.36 -34.10 SOYBEAN 568.25 0.62 353.98 1.00 353.98 36221.08 102.32 8.19 83.84 SOYMEAL 309.40 1.35 417.51 1.00 417.51 36221.08 86.76 -8.16 -70.81 SOYOIL 394.26 1.10 432.02 1.00 432.02 36221.08 83.84 6.20 51.98 SP400 3475.50 0.94 3267.93 1.00 3267.93 36221.08 11.08 1.91 2.12 SP500_micro 339.31 0.68 230.54 1.00 230.54 36221.08 157.11 -8.67 -136.21 SUGAR11 153.55 1.44 220.59 1.00 220.59 36221.08 164.20 -9.35 -153.54 US10 1124.69 0.31 347.82 1.00 347.82 36221.08 104.14 -2.79 -29.00 US10U 1151.56 0.38 441.31 1.00 441.31 36221.08 82.08 -1.49 -12.27 US2 2081.02 0.08 166.14 1.00 166.14 36221.08 218.01 -9.19 -200.37 US20 1166.56 0.54 634.58 1.00 634.58 36221.08 57.08 1.46 8.31 US30 1197.81 0.73 868.66 1.00 868.66 36221.08 41.70 -0.01 -0.05 US5 1090.78 0.20 221.81 1.00 221.81 36221.08 163.30 -4.58 -74.85 VIX 237.50 3.35 796.00 1.00 796.00 36221.08 45.50 -2.59 -11.80 WHEAT 311.38 1.42 441.49 1.00 441.49 36221.08 82.04 0.14 1.14 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 121.938 0.010 2.5 3.168 BITCOIN -367.005 0.043 2.5 -39.798 BOBL -11.290 0.004 2.5 -0.115 BTP 25.892 0.014 2.5 0.884 BUND 56.724 0.004 2.5 0.576 BUXL 6.719 0.004 2.5 0.068 CAC 117.384 0.014 2.5 4.009 CAD 24.248 0.010 2.5 0.630 CANOLA 619.398 0.010 2.5 15.090 CHF -29.320 0.010 2.5 -0.762 COCOA -45.505 0.010 2.5 -1.109 COFFEE -6.429 0.005 2.5 -0.085 COPPER 6.808 0.043 2.5 0.738 CORN 106.833 0.010 2.5 2.603 COTTON2 -171.137 0.010 2.5 -4.169 CRUDE_W 42.384 0.043 2.5 4.596 DAX -49.242 0.014 2.5 -1.682 DOW -162.528 0.009 2.5 -3.782 DX 23.465 0.010 2.5 0.610 EUR -36.953 0.010 2.5 -0.960 EURIBOR-ICE 167.416 0.014 2.5 5.718 EUROSTX 16.932 0.014 2.5 0.578 FEEDCOW 14.542 0.013 2.5 0.483 GASOIL 19.975 0.017 2.5 0.867 GASOLINE 12.351 0.017 2.5 0.536 GAS_US_mini 7.668 0.043 2.5 0.831 GBP -15.183 0.010 2.5 -0.395 GOLD_micro -5.719 0.014 2.5 -0.195 HEATOIL 14.200 0.017 2.5 0.616 JGB-SGX-mini -43.733 0.043 2.5 -4.742 JPY -28.395 0.010 2.5 -0.738 LEANHOG 42.996 0.024 2.5 2.617 LIVECOW 16.927 0.013 2.5 0.562 LUMBER-new -229.689 0.010 2.5 -5.596 MXP 109.162 0.059 2.5 16.045 NASDAQ_micro -88.539 0.009 2.5 -2.061 NIKKEI 25.112 0.043 2.5 2.723 NZD 51.632 0.010 2.5 1.342 OAT 67.850 0.014 2.5 2.318 OATIES -43.974 0.010 2.5 -1.071 OJ -25.025 0.010 2.5 -0.610 PALLAD 1.437 0.014 2.5 0.049 PLAT 1.089 0.014 2.5 0.037 REDWHEAT -2.006 0.005 2.5 -0.027 RICE -122.294 0.010 2.5 -2.979 ROBUSTA -16.416 0.005 2.5 -0.218 RUSSELL -15.264 0.013 2.5 -0.507 SHATZ -38.760 0.004 2.5 -0.394 SILVER-mini 0.765 0.014 2.5 0.026 SMI 25.796 0.014 2.5 0.881 SOFR -34.105 0.024 2.5 -2.076 SOYBEAN 83.839 0.004 2.5 0.781 SOYMEAL -70.809 0.004 2.5 -0.659 SOYOIL 51.978 0.004 2.5 0.485 SP400 2.121 0.013 2.5 0.070 SP500_micro -136.209 0.009 2.5 -3.170 SUGAR11 -153.541 0.010 2.5 -3.741 US10 -29.005 0.005 2.5 -0.368 US10U -12.269 0.005 2.5 -0.156 US2 -200.371 0.005 2.5 -2.543 US20 8.305 0.005 2.5 0.105 US30 -0.052 0.005 2.5 -0.001 US5 -74.852 0.005 2.5 -0.950 VIX -11.800 0.099 2.5 -2.917 WHEAT 1.143 0.005 2.5 0.015 ===================== Position diags ===================== AUD 1.97 BITCOIN 20.12 BOBL 1.31 BTP 1.96 BUND 0.73 BUXL 0.39 CAC 2.03 CAD 3.40 CANOLA 10.48 CHF 1.07 COCOA 0.75 COFFEE 0.26 COPPER 1.63 CORN 4.66 COTTON2 2.38 CRUDE_W 4.21 DAX 4.05 DOW 4.39 DX 2.20 EUR 1.36 EURIBOR-ICE 8.30 EUROSTX 1.57 FEEDCOW 0.78 GASOIL 0.50 GASOLINE 0.84 GAS_US_mini 8.04 GBP 2.36 GOLD_micro 1.36 HEATOIL 0.43 JGB-SGX-mini 22.45 JPY 1.83 LEANHOG 5.13 LIVECOW 1.52 LUMBER-new 4.38 MXP 24.36 NASDAQ_micro 1.93 NIKKEI 7.48 NZD 2.24 OAT 2.24 OATIES 3.50 OJ 0.78 PALLAD 0.21 PLAT 0.30 REDWHEAT 0.93 RICE 2.74 ROBUSTA 0.69 RUSSELL 8.00 SHATZ 4.03 SILVER-mini 0.15 SMI 0.75 SOFR 15.27 SOYBEAN 0.95 SOYMEAL 0.81 SOYOIL 0.78 SP400 0.37 SP500_micro 3.66 SUGAR11 4.00 US10 1.32 US10U 1.04 US2 2.77 US20 0.72 US30 0.53 US5 2.07 VIX 11.25 WHEAT 1.09 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.2 3.0 3.4 1.0 1 BITCOIN -39.8 -41.8 -37.8 0.0 0 BOBL -0.1 -0.2 0.0 0.0 0 BTP 0.9 0.7 1.1 1.0 1 BUND 0.6 0.5 0.6 4.0 4 BUXL 0.1 0.0 0.1 0.0 0 CAC 4.0 3.8 4.2 0.0 0 CAD 0.6 0.3 1.0 3.0 3 CANOLA 15.1 14.0 16.1 10.0 10 CHF -0.8 -0.9 -0.7 0.0 0 COCOA -1.1 -1.2 -1.0 -2.0 -2 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER 0.7 0.6 0.9 1.0 1 CORN 2.6 2.1 3.1 6.0 6 COTTON2 -4.2 -4.4 -3.9 -5.0 -5 CRUDE_W 4.6 4.2 5.0 0.0 0 DAX -1.7 -2.1 -1.3 0.0 0 DOW -3.8 -4.2 -3.3 -29.0 -29 DX 0.6 0.4 0.8 0.0 0 EUR -1.0 -1.1 -0.8 0.0 0 EURIBOR-ICE 5.7 4.9 6.5 0.0 0 EUROSTX 0.6 0.4 0.7 4.0 4 FEEDCOW 0.5 0.4 0.6 0.0 0 GASOIL 0.9 0.8 0.9 1.0 1 GASOLINE 0.5 0.5 0.6 0.0 0 GAS_US_mini 0.8 0.0 1.6 0.0 0 GBP -0.4 -0.6 -0.2 0.0 0 GOLD_micro -0.2 -0.3 -0.1 -5.0 -5 HEATOIL 0.6 0.6 0.7 2.0 2 JGB-SGX-mini -4.7 -7.0 -2.5 0.0 0 JPY -0.7 -0.9 -0.6 0.0 0 LEANHOG 2.6 2.1 3.1 0.0 0 LIVECOW 0.6 0.4 0.7 0.0 0 LUMBER-new -5.6 -6.0 -5.2 0.0 0 MXP 16.0 13.6 18.5 27.0 27 NASDAQ_micro -2.1 -2.3 -1.9 -10.0 -10 NIKKEI 2.7 2.0 3.5 4.0 4 NZD 1.3 1.1 1.6 0.0 0 OAT 2.3 2.1 2.5 9.0 9 OATIES -1.1 -1.4 -0.7 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 -0.0 -0.1 0.1 0.0 0 RICE -3.0 -3.3 -2.7 -3.0 -3 ROBUSTA -0.2 -0.3 -0.1 0.0 0 RUSSELL -0.5 -1.3 0.3 0.0 0 SHATZ -0.4 -0.8 0.0 NaN 0 SILVER-mini 0.0 0.0 0.0 1.0 1 SMI 0.9 0.8 1.0 0.0 0 SOFR -2.1 -3.6 -0.5 NaN 0 SOYBEAN 0.8 0.7 0.9 2.0 2 SOYMEAL -0.7 -0.7 -0.6 0.0 0 SOYOIL 0.5 0.4 0.6 0.0 0 SP400 0.1 0.0 0.1 1.0 1 SP500_micro -3.2 -3.5 -2.8 -11.0 -11 SUGAR11 -3.7 -4.1 -3.3 -9.0 -9 US10 -0.4 -0.5 -0.2 0.0 0 US10U -0.2 -0.3 -0.1 2.0 2 US2 -2.5 -2.8 -2.3 NaN 0 US20 0.1 0.0 0.2 0.0 0 US30 -0.0 -0.1 0.1 1.0 1 US5 -0.9 -1.2 -0.7 0.0 0 VIX -2.9 -4.0 -1.8 -17.0 -17 WHEAT 0.0 -0.1 0.1 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 -0.2 0.4 0.5 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.1 0.4 0.0 0.4 0.1 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 -0.0 0.3 0.1 1.5 0.2 -0.1 0.4 -0.0 0.4 0.1 0.3 0.1 0.3 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 0.1 0.4 0.0 0.1 -0.2 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.4 -0.1 -0.4 -0.2 0.0 0.0 -0.1 -0.1 0.0 0.4 0.0 -0.2 -0.0 -0.1 -0.1 0.0 -1.1 -0.4 -0.3 0.2 -0.2 0.3 0.7 0.5 0.7 BTP -0.1 0.1 -0.1 0.1 -0.2 0.1 -0.0 -0.1 0.1 -0.2 0.5 -0.1 0.7 0.1 0.2 0.3 0.2 0.3 0.3 0.1 0.1 -0.2 0.2 -0.0 -2.7 0.1 -0.2 0.2 -0.2 0.3 -0.0 0.8 -0.5 -0.5 0.2 0.3 0.2 0.7 0.5 0.7 BUND 0.3 0.4 0.1 0.1 -0.2 0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.4 0.1 0.1 0.4 0.2 0.4 0.3 0.1 0.0 -0.1 -0.1 0.1 0.0 0.1 -0.2 0.0 -0.1 -0.1 0.1 0.7 -0.2 0.0 0.3 -0.1 0.2 0.7 0.3 0.7 BUXL 0.5 0.4 0.1 0.1 -0.2 0.1 -0.0 -0.1 0.1 -0.2 -0.3 0.1 -0.7 0.1 -0.0 0.1 0.1 0.1 0.1 0.0 -0.1 0.0 -0.5 0.1 0.6 0.1 -0.2 -0.1 0.0 -0.5 0.1 -0.0 0.2 0.1 0.1 -0.3 -0.2 0.7 -0.0 0.4 CAC 0.5 0.0 0.2 0.1 0.1 0.4 0.1 0.6 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 1.1 0.1 0.2 0.3 0.2 0.2 0.2 0.2 0.5 0.6 -0.1 -0.3 0.5 0.7 0.4 0.7 CAD -0.2 0.3 0.4 0.1 -0.2 0.3 -0.1 0.3 0.0 -0.1 0.1 -0.2 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.0 0.0 2.7 0.1 -0.0 0.2 -0.0 0.1 0.0 -0.3 0.3 0.1 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.6 0.2 -0.0 0.2 -0.3 0.1 -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 0.4 0.2 -0.0 0.2 -0.7 0.5 0.6 0.6 0.6 0.1 0.7 0.2 0.7 CHF -0.3 0.3 -0.0 0.1 -0.1 0.1 -0.1 0.1 0.0 -0.1 0.0 -0.1 0.2 0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.0 -0.1 0.1 -0.0 -0.2 0.0 -0.1 0.1 -0.1 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 0.1 -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 0.8 -0.2 -0.5 -0.6 -0.5 0.2 0.0 0.3 0.2 COFFEE -0.2 -0.6 -0.6 -0.0 0.2 -0.2 0.1 -0.6 0.0 0.2 -0.1 -0.0 0.2 -0.2 -0.2 0.2 0.4 0.4 0.4 -0.2 -0.2 -0.0 0.1 -0.2 -2.7 -0.2 0.2 -0.3 0.1 0.3 -0.1 1.1 -0.1 -0.0 -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 -0.1 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 0.2 -0.3 0.1 -0.7 0.0 0.2 0.3 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 -0.1 0.2 -1.1 0.5 0.6 0.3 0.3 0.1 -0.2 0.3 0.0 COTTON2 0.3 0.0 0.2 -0.0 0.1 -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 -0.1 -0.2 -0.3 -0.0 -0.7 0.0 -1.1 0.1 0.3 -0.4 -0.2 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.4 0.6 0.4 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.1 0.2 -0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.1 0.2 -0.0 0.2 1.0 0.2 0.2 0.2 0.2 -0.1 0.2 -0.0 -0.5 -0.6 -0.6 -0.3 0.4 0.7 0.1 0.2 DAX -0.3 -0.4 -0.1 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.1 0.2 -0.1 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.2 0.2 -0.1 -1.4 -0.0 -0.2 0.0 -0.2 0.1 -0.1 -0.2 -0.5 -0.5 -0.5 -0.1 0.5 0.7 0.4 0.7 DOW -0.5 -0.4 -0.0 0.0 -0.1 0.2 -0.1 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 -0.1 -1.1 0.0 -0.2 0.1 -0.1 0.3 -0.1 -0.2 -0.3 -0.4 -0.3 -0.1 -0.1 -0.7 -0.3 -0.7 DX 0.4 -0.2 0.0 0.1 -0.1 0.2 -0.1 0.2 0.0 0.1 -0.0 0.1 -0.3 0.1 -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 0.2 -0.1 0.1 0.9 0.5 0.6 -0.5 -0.6 0.2 0.7 0.4 0.7 EUR -0.5 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 -0.2 0.2 -0.1 0.8 0.0 -0.2 0.1 -0.2 0.2 -0.1 -0.4 -0.4 -0.4 -0.3 -0.0 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE 0.1 0.4 -0.2 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.1 0.2 0.0 0.1 0.2 0.2 0.2 0.3 0.0 0.0 -0.1 0.0 0.0 -0.3 0.0 -0.2 0.0 -0.1 -0.0 0.0 0.7 -0.4 -0.2 0.2 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.5 -0.4 -0.1 0.1 -0.2 0.2 -0.1 0.3 0.0 -0.1 0.4 -0.1 0.6 -0.0 0.1 0.2 0.0 0.1 0.1 0.0 0.1 -0.2 0.3 -0.1 -0.9 0.0 -0.2 0.2 -0.2 0.3 -0.1 0.8 -0.5 -0.4 -0.1 0.2 0.3 0.7 0.2 0.7 FEEDCOW -0.6 0.1 0.6 -0.0 0.2 -0.2 0.1 -0.6 0.0 0.0 0.4 -0.0 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 -0.3 0.3 0.7 0.7 0.7 0.7 GASOIL 0.3 0.4 -0.0 0.1 0.2 0.2 0.2 0.1 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 0.3 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 -2.2 0.2 0.2 0.3 0.2 0.1 0.2 -1.1 0.3 0.3 -0.0 -0.1 0.2 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 -0.1 -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 -0.2 0.3 -0.1 0.3 0.0 -0.2 0.1 -0.2 0.5 -0.2 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.2 0.2 -0.1 -0.0 0.1 -0.2 0.3 -0.2 0.4 -0.1 0.3 -0.1 -0.4 -0.3 0.2 -0.3 -0.2 -0.1 -0.3 GOLD_micro 0.0 -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 0.0 -2.4 0.1 -0.0 0.3 0.0 0.4 0.0 -0.2 0.1 0.1 0.6 0.4 0.6 0.2 -0.1 -0.5 HEATOIL 0.6 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 0.2 0.1 0.2 0.1 0.2 -1.5 0.1 0.2 0.2 0.2 0.1 0.2 1.1 0.5 0.6 0.4 0.1 0.1 0.4 -0.3 -0.3 JGB-SGX-mini 0.6 0.6 0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.0 -0.2 0.0 -0.3 0.0 -0.0 0.2 0.2 0.1 0.2 -0.0 -0.1 0.0 -0.3 0.0 0.1 -0.0 -0.0 -0.2 0.0 -0.4 0.0 0.4 0.1 0.1 -0.2 -0.6 -0.2 -0.7 -0.0 -0.7 JPY -0.1 0.6 0.1 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.1 -0.2 -0.1 -0.4 -0.1 -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 -0.3 0.3 0.4 -0.0 0.2 -0.3 0.1 -0.7 0.0 0.1 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 0.1 0.5 0.1 0.6 0.1 0.0 0.3 -0.6 0.5 0.6 -0.4 0.3 -0.2 0.6 LIVECOW -0.3 0.1 0.3 -0.0 0.2 -0.2 0.1 -0.5 0.0 0.0 0.3 -0.0 0.5 -0.0 0.1 0.4 0.1 0.1 0.1 0.1 0.1 -0.0 0.5 -0.0 -2.7 -0.0 0.0 0.0 -0.1 0.3 -0.1 1.1 -0.5 -0.5 -0.3 0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.6 0.2 -0.0 -0.0 0.2 -0.2 0.1 -0.6 0.0 -0.0 -0.5 -0.2 -0.6 -0.2 -0.1 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -0.6 -0.2 NaN -0.2 0.0 -0.5 -0.1 -0.6 -0.2 -1.2 -0.6 -0.7 -0.2 -0.4 0.1 0.8 0.2 0.8 MXP -0.5 -0.3 -0.0 0.1 -0.1 0.3 -0.1 0.2 0.0 -0.1 0.5 -0.1 0.7 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.2 -0.2 0.5 -0.0 -2.7 0.1 -0.2 0.5 -0.2 0.7 -0.0 1.1 -0.5 -0.2 0.4 0.6 0.3 0.3 0.7 0.3 NASDAQ_micro -0.2 -0.6 -0.4 0.1 -0.1 0.2 -0.1 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 -0.0 -0.0 -0.0 0.2 -0.1 -0.2 0.4 -0.3 -0.6 -0.6 0.3 -0.7 0.4 -0.7 NIKKEI 0.0 -0.3 -0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.2 0.0 0.3 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 -0.0 0.3 0.0 -1.5 0.1 -0.1 0.3 -0.0 0.4 0.0 1.1 -0.2 0.3 0.4 0.2 -0.4 -0.0 -0.5 0.1 NZD -0.5 0.5 0.5 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.1 0.1 -0.1 0.0 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 1.5 0.0 -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 0.0 0.4 0.2 0.1 -0.2 0.1 -0.0 -0.1 0.1 -0.1 0.4 -0.0 0.1 0.1 0.2 0.2 0.3 0.3 0.3 0.1 0.1 -0.1 0.1 0.0 -0.1 0.1 -0.2 0.2 -0.1 0.1 0.1 0.8 -0.5 -0.1 0.6 0.4 0.1 0.7 0.4 0.7 OATIES 0.5 0.4 0.1 -0.0 0.2 -0.2 0.1 -0.6 0.0 0.1 -0.2 0.1 -0.4 0.1 0.1 -0.0 -0.2 -0.2 -0.2 0.1 -0.1 0.1 -0.3 0.1 -0.3 0.1 0.2 -0.1 0.2 -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 0.2 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 -0.0 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 -0.5 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 -0.0 -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 0.5 0.5 -0.0 0.2 -0.2 0.1 -0.5 0.0 0.1 0.1 0.1 -0.5 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.0 0.1 -0.1 0.1 0.8 0.1 0.1 0.2 0.1 -0.0 0.1 -0.6 -0.0 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.6 0.5 0.5 -0.0 0.1 -0.1 0.0 -0.2 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 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.4 -0.0 -0.8 -0.1 -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 0.1 -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 -0.2 -0.3 -0.4 0.2 0.1 0.5 0.4 RUSSELL -0.4 -0.4 0.2 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.1 0.3 -0.1 0.5 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.3 -0.0 0.9 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.1 -0.1 -0.2 -0.0 0.1 -0.1 -0.7 -0.4 -0.7 SHATZ -0.1 0.4 0.1 0.1 -0.2 0.0 -0.0 -0.0 0.1 -0.1 -0.2 -0.1 -0.4 -0.0 0.0 0.2 -0.2 0.1 -0.1 -0.0 -0.0 -0.2 -0.1 -0.1 1.4 -0.0 -0.2 -0.1 -0.2 -0.2 -0.1 -1.0 -0.5 -0.6 -0.2 -0.3 0.5 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 -1.1 0.1 -0.0 0.4 0.0 0.5 0.1 0.0 0.1 -0.0 0.6 0.6 0.3 0.5 -0.1 -0.1 SMI -0.2 -0.4 0.2 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.1 0.4 -0.1 0.5 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 -0.1 0.3 0.0 1.1 0.1 -0.2 0.3 -0.1 0.4 0.0 1.1 -0.3 0.1 0.2 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.6 0.4 -0.3 0.1 -0.2 0.0 -0.0 -0.1 0.1 -0.1 0.1 0.0 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.1 -2.7 0.1 -0.1 0.2 0.0 0.2 0.1 0.3 0.2 0.4 0.3 0.3 -0.4 -0.4 -0.6 -0.7 SOYBEAN 0.6 0.6 0.1 -0.0 0.2 -0.3 0.1 -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 0.2 0.2 0.1 0.2 -1.0 0.2 0.2 0.5 0.2 0.4 0.2 0.5 0.1 0.6 0.6 0.5 -0.6 -0.5 -0.5 -0.4 SOYMEAL 0.5 0.2 -0.0 -0.0 0.1 -0.2 0.0 -0.5 -0.0 -0.1 -0.1 0.1 -0.3 0.1 -0.0 -0.2 -0.3 -0.2 -0.3 0.0 0.0 0.0 -0.1 0.1 -1.8 0.1 -0.1 0.2 0.0 0.1 0.1 -0.4 -0.0 0.6 0.3 0.3 -0.6 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.4 -0.0 0.2 -0.3 0.1 -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 0.4 0.2 0.2 0.5 0.6 0.6 0.6 -0.3 -0.7 -0.4 -0.7 SP400 -0.2 0.0 0.4 0.1 -0.2 0.2 -0.1 0.3 0.0 -0.1 0.4 -0.0 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.3 0.0 0.5 0.1 -0.2 0.2 -0.1 0.2 0.0 -0.1 -0.1 0.2 0.3 0.3 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.3 -0.5 -0.2 0.1 -0.2 0.2 -0.1 0.3 0.0 -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 0.4 -0.1 -2.2 -0.0 -0.1 0.0 -0.1 0.3 -0.1 -0.3 0.2 -0.5 -0.6 -0.5 0.5 -0.7 0.6 -0.7 SUGAR11 0.1 -0.1 -0.0 -0.0 0.2 -0.2 0.1 -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 -0.3 -0.1 -0.3 0.2 0.1 -0.6 0.2 -0.4 US10 0.4 0.2 -0.2 0.1 -0.2 0.0 -0.0 -0.0 0.1 -0.1 0.2 0.0 0.3 0.1 0.0 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 -0.0 0.2 0.1 -0.2 0.0 0.2 -0.0 0.1 -0.3 -0.7 -0.4 -0.7 US10U 0.5 0.2 -0.1 0.1 -0.2 0.1 -0.0 -0.1 0.1 -0.2 0.3 0.0 0.4 0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 -2.0 0.1 -0.2 0.3 -0.0 0.3 0.1 -0.3 0.1 0.3 -0.0 0.3 -0.3 -0.2 -0.5 -0.7 US2 0.1 0.1 -0.1 0.1 -0.2 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.0 1.5 0.0 -0.2 -0.0 -0.1 0.0 -0.0 -1.1 -0.3 -0.4 -0.5 -0.1 -0.3 -0.7 -0.4 -0.7 US20 0.5 0.3 -0.0 0.1 -0.2 0.0 -0.0 -0.1 0.1 -0.1 0.2 0.0 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 -0.2 0.2 -0.0 0.2 0.1 0.0 -0.0 0.2 0.1 0.2 -0.2 0.5 -0.3 -0.7 US30 0.4 0.3 -0.0 0.1 -0.2 0.1 -0.0 -0.1 0.1 -0.1 0.1 0.1 -0.2 0.1 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 0.0 0.2 0.1 -0.3 0.1 0.1 0.0 0.1 -0.4 0.4 -0.2 -0.6 US5 0.4 0.2 -0.2 0.1 -0.2 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.0 0.4 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 0.0 -0.9 0.1 -0.2 0.1 -0.0 0.2 0.1 -0.5 -0.0 0.1 -0.1 0.2 -0.3 -0.7 -0.4 -0.7 VIX 0.7 0.9 -0.0 0.1 0.3 -0.0 0.3 -0.1 0.2 0.2 -0.5 0.2 -0.8 0.2 -0.1 -0.6 -0.6 -0.6 -0.6 0.1 -0.0 0.3 -0.2 0.2 NaN 0.1 0.3 -0.0 0.3 -0.2 0.2 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.4 0.6 0.4 -0.0 0.2 -0.2 0.1 -0.6 0.0 0.0 -0.1 0.1 -0.6 0.2 0.1 -0.3 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.2 0.2 1.3 0.2 0.1 0.2 0.2 -0.0 0.2 -0.8 0.2 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 -6.0 12.7 16.7 8.2 -13.4 8.1 -8.2 5.7 1.0 -10.6 14.3 0.0 12.3 11.7 14.2 0.9 -0.3 0.7 0.3 16.4 16.2 -3.4 10.8 8.3 11.5 17.0 -13.5 16.6 -3.5 10.4 8.3 6.3 3.3 9.6 19.0 17.4 -4.1 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 3.9 13.3 0.7 6.8 -19.8 1.7 -3.5 -1.6 7.4 -14.1 -2.4 -5.8 -3.2 5.1 6.8 -20.0 -5.8 -20.0 -11.9 3.4 0.2 -12.2 -2.5 0.5 3.2 3.9 -20.0 -0.1 -10.5 -2.7 1.9 -20.0 -17.4 -8.6 6.1 -4.9 9.5 20.0 15.9 20.0 BTP -2.1 2.5 -4.6 8.5 -20.0 2.2 -4.3 -1.9 9.2 -17.3 18.0 -7.6 20.0 5.0 14.6 17.0 12.1 16.2 14.2 6.7 7.9 -17.1 8.9 -0.4 -20.0 7.7 -20.0 8.4 -19.8 8.5 -0.3 15.0 -20.0 -15.7 6.2 9.3 7.2 20.0 15.1 20.0 BUND 9.6 13.0 2.2 8.0 -20.0 2.0 -4.0 -1.8 8.6 -16.6 -0.8 -2.2 -10.2 9.6 9.2 20.0 10.1 18.8 14.2 6.7 1.1 -8.3 -4.1 5.6 0.2 8.3 -20.0 1.8 -7.6 -2.8 7.6 12.9 -8.2 1.0 10.5 -2.4 5.4 20.0 10.5 20.0 BUXL 15.7 11.0 2.3 8.4 -20.0 2.1 -4.2 -1.9 9.0 -17.0 -11.4 6.9 -20.0 12.8 -1.4 5.0 3.9 5.0 4.6 4.0 -6.7 0.2 -17.0 8.8 4.7 7.9 -20.0 -4.7 0.9 -14.0 13.4 -0.2 8.2 2.7 2.5 -8.7 -5.1 20.0 -0.1 12.5 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 13.5 20.0 11.0 20.0 CAD -6.5 8.0 11.2 11.1 -18.1 10.9 -11.1 7.7 1.4 -9.3 4.1 -15.4 3.8 1.0 7.5 -6.7 -7.4 -7.1 -7.3 5.4 5.5 -2.6 1.2 0.4 20.0 10.2 -4.3 8.9 -1.0 3.3 4.3 -6.4 13.7 4.3 -5.7 2.3 -20.0 -20.0 -20.0 -20.0 CANOLA 18.0 20.0 5.2 -0.7 20.0 -9.6 10.7 -18.9 2.8 20.0 -0.1 20.0 -1.9 20.0 20.0 -20.0 -15.7 -19.7 -18.3 20.0 11.8 20.0 -0.0 20.0 16.3 20.0 20.0 13.1 20.0 -0.5 20.0 -13.6 20.0 20.0 20.0 20.0 4.3 20.0 7.4 20.0 CHF -8.1 10.5 -0.4 5.0 -8.2 5.0 -5.0 3.5 0.6 -7.8 1.6 -7.6 6.8 0.6 1.7 -12.5 -15.7 -14.0 -14.8 2.6 3.6 -6.6 4.0 -1.6 -1.3 4.5 -7.7 5.1 -4.7 4.9 0.6 -19.8 -3.1 -0.5 2.1 0.9 -12.4 -20.0 -11.7 -20.0 COCOA -20.0 -20.0 -20.0 -0.2 7.6 -2.9 3.2 -5.7 0.8 -0.3 -7.0 -5.7 -5.6 -6.8 -7.0 -6.7 3.0 -5.2 -2.5 -20.0 -18.8 -8.5 -12.2 -16.6 -20.0 -12.9 -1.1 -12.0 -5.6 -6.8 -10.7 15.9 -8.6 -16.4 -20.0 -14.7 5.3 1.5 10.0 6.2 COFFEE -7.3 -20.0 -20.0 -0.6 20.0 -8.5 9.4 -16.7 2.5 16.8 -2.4 -1.6 4.9 -16.7 -18.6 11.3 18.0 19.5 20.0 -20.0 -19.4 -1.0 2.2 -20.0 -20.0 -16.4 20.0 -9.7 6.7 9.2 -7.3 20.0 -2.3 -1.0 -20.0 -20.0 20.0 19.0 20.0 20.0 COPPER -7.4 -6.2 9.7 3.4 -4.0 6.1 -0.9 7.6 1.4 -5.8 5.0 -1.8 4.5 -3.2 3.3 -5.5 -6.2 -6.1 -6.2 3.1 5.7 -2.5 5.6 -0.2 -0.9 3.0 -5.0 4.8 -1.6 6.1 0.9 -1.1 -0.2 -3.0 -2.1 -1.9 16.9 20.0 11.2 17.0 CORN 13.5 7.4 4.2 -0.8 20.0 -10.8 12.0 -20.0 3.1 20.0 9.3 20.0 -10.3 20.0 11.7 -20.0 -20.0 -20.0 -20.0 10.3 1.7 20.0 -7.6 19.3 13.0 18.0 20.0 6.3 20.0 -3.4 20.0 -20.0 20.0 20.0 8.2 9.1 3.7 -5.2 7.9 1.2 COTTON2 8.4 1.4 5.1 -2.2 11.6 -10.9 2.3 -20.0 -1.1 -13.6 -18.4 -0.2 -20.0 -4.4 -10.1 -20.0 -20.0 -20.0 -20.0 -7.4 -12.5 -4.8 -18.8 -3.0 -6.5 -4.9 -17.0 -12.5 -2.9 -18.6 1.5 -20.0 2.2 8.3 -11.6 -6.9 -8.9 -16.2 -8.2 -8.6 CRUDE_W 11.2 20.0 10.9 20.0 20.0 12.9 20.0 6.4 20.0 18.9 2.3 20.0 -7.5 20.0 19.4 9.3 4.7 5.2 4.0 18.7 8.2 20.0 -1.5 20.0 7.6 20.0 20.0 8.5 20.0 -2.9 20.0 -0.1 -20.0 -20.0 -19.9 -10.7 12.0 20.0 2.3 7.4 DAX -10.2 -13.1 -4.3 5.1 -15.7 7.3 -7.1 8.0 0.6 -11.3 6.6 -7.3 12.6 -4.4 4.7 -8.1 -7.6 -8.5 -7.9 -0.9 3.2 -19.8 6.8 -8.7 -10.5 -1.4 -20.0 1.7 -16.9 4.0 -7.8 -3.3 -20.0 -16.4 -16.9 -3.9 13.9 20.0 11.5 20.0 DOW -16.2 -12.9 -0.3 4.6 -14.1 6.5 -6.4 7.1 0.5 -10.7 10.7 -10.8 12.6 -6.7 6.8 -6.4 -7.9 -7.0 -7.3 1.0 7.4 -14.1 10.5 -6.7 -8.2 0.0 -17.0 4.8 -11.2 7.3 -5.7 -3.2 -12.0 -13.2 -10.0 -2.2 -1.9 -20.0 -8.2 -20.0 DX 13.8 -5.0 1.2 7.1 -11.6 7.0 -7.1 4.9 0.9 11.3 -0.1 12.1 -9.6 6.0 -0.4 5.0 5.9 5.3 5.6 1.2 -1.7 16.2 -3.7 8.3 -19.2 -1.0 19.7 -3.6 15.7 -3.9 7.0 16.3 20.0 18.2 -15.4 -18.7 5.8 20.0 11.1 20.0 EUR -14.0 0.3 -5.7 7.9 -12.8 7.8 -7.9 5.5 1.0 -12.9 -0.8 -13.8 11.1 -9.2 -3.7 -6.5 -7.8 -7.3 -7.6 -2.5 1.9 -18.5 5.6 -10.2 5.7 1.3 -20.0 5.3 -16.7 6.9 -7.4 -6.8 -15.1 -12.2 -9.1 -1.0 -10.0 -20.0 -7.0 -20.0 EURIBOR-ICE 1.6 13.0 -5.9 5.1 -14.8 1.3 -2.6 -1.2 5.5 -10.4 0.4 -4.7 4.6 3.6 6.1 10.7 11.9 12.4 12.6 3.4 1.5 -10.8 1.0 0.2 -2.5 3.2 -20.0 0.6 -8.9 -0.4 1.1 14.0 -17.8 -6.0 6.2 -3.5 20.0 20.0 20.0 20.0 EUROSTX -15.2 -12.9 -2.2 5.6 -17.1 7.9 -7.8 8.7 0.6 -12.6 14.0 -7.6 15.6 -0.4 10.0 8.6 2.2 7.2 4.5 4.3 9.6 -20.0 11.2 -5.6 -6.7 3.7 -20.0 7.7 -17.4 7.9 -4.8 15.0 -20.0 -12.6 -2.3 5.6 8.7 20.0 5.5 20.0 FEEDCOW -18.3 2.7 17.0 -0.6 20.0 -7.9 8.7 -15.4 2.3 1.8 13.7 -4.4 15.4 -0.7 15.5 20.0 11.9 18.0 15.5 11.5 20.0 -6.7 20.0 -1.7 -20.0 -1.9 0.9 5.9 -9.1 15.5 -9.0 20.0 -20.0 -20.0 -8.7 10.4 20.0 20.0 20.0 20.0 GASOIL 10.8 13.8 -1.3 12.6 20.0 7.5 20.0 3.7 18.5 10.5 8.4 11.6 7.8 11.9 10.2 20.0 17.2 20.0 19.4 12.6 6.3 20.0 3.2 20.0 -2.2 13.2 20.0 7.8 20.0 4.5 20.0 20.0 20.0 20.0 20.0 9.2 -5.3 20.0 -12.2 2.7 GASOLINE 15.0 20.0 6.1 20.0 20.0 12.5 20.0 6.2 20.0 18.4 13.8 20.0 7.7 20.0 19.4 -20.0 -20.0 -20.0 -20.0 20.0 12.4 20.0 5.0 20.0 -16.8 20.0 20.0 11.2 20.0 3.7 20.0 -20.0 11.3 10.4 -1.0 -4.1 7.2 20.0 -2.1 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 -1.1 -7.0 -11.9 -15.6 -7.0 8.2 -6.5 7.0 -18.2 GBP -16.8 0.3 5.0 10.6 -17.4 10.5 -10.7 7.4 1.4 -17.9 4.6 -19.4 13.4 -15.3 2.6 -0.2 0.0 -0.0 0.1 -1.7 4.5 -20.0 7.4 -12.8 -0.2 5.8 -20.0 11.2 -17.8 12.1 -7.0 6.4 -6.0 -12.7 -10.6 6.3 -8.2 -6.7 -2.9 -9.0 GOLD_micro 0.7 -15.8 -16.3 2.8 -3.4 5.1 -0.7 6.3 1.1 -4.3 5.5 1.7 6.1 2.9 4.2 -4.5 -9.0 -6.0 -7.3 7.0 8.4 0.6 8.2 4.2 -17.8 7.8 -2.2 10.4 0.7 11.5 4.2 -4.5 2.5 4.0 18.1 12.4 16.5 6.1 -2.6 -14.2 HEATOIL 18.3 19.8 0.9 12.0 20.0 7.1 20.0 3.5 17.6 10.4 7.2 11.5 6.4 11.6 9.6 20.0 18.6 20.0 20.0 15.1 7.7 20.0 3.9 20.0 -11.5 11.8 20.0 6.5 20.0 3.6 19.3 20.0 20.0 20.0 11.4 2.8 3.6 10.8 -9.0 -10.2 JGB-SGX-mini 20.0 20.0 0.6 3.1 -8.8 0.8 -1.5 -0.7 3.3 -5.5 -6.4 3.8 -7.7 4.2 -3.6 8.8 10.4 5.9 7.5 -1.1 -7.5 1.8 -10.1 3.9 0.8 -2.7 -3.5 -9.0 1.5 -10.8 2.9 8.2 3.6 1.8 -5.8 -19.2 -4.6 -20.0 -0.7 -20.0 JPY -4.2 18.0 2.3 6.1 -9.9 6.0 -6.1 4.2 0.8 -9.4 -9.2 -9.9 -10.1 -5.5 -4.6 -8.0 -10.1 -8.6 -9.1 -4.3 -7.4 -9.3 -10.0 -5.9 20.0 -2.3 -9.4 -6.2 -8.5 -9.1 -4.0 -10.0 -7.2 -0.8 -8.4 -14.5 -3.0 -15.0 2.2 -18.4 LEANHOG -10.0 7.9 11.9 -0.8 20.0 -10.9 12.1 -20.0 3.2 11.6 16.2 8.5 18.9 8.5 17.5 -20.0 -2.5 -20.0 -20.0 15.2 16.9 11.4 16.0 10.7 -6.7 14.5 8.1 17.7 8.2 15.3 6.9 0.9 11.6 -19.9 16.8 20.0 -11.6 8.5 -5.9 17.8 LIVECOW -8.9 1.7 9.9 -0.5 19.8 -7.5 8.4 -14.8 2.2 2.9 10.0 -3.0 13.0 -0.9 13.3 20.0 6.7 7.1 4.4 6.5 11.4 -3.8 17.1 -1.3 -20.0 -3.1 4.2 0.9 -5.9 8.4 -6.7 20.0 -20.0 -14.7 -9.0 1.3 20.0 20.0 20.0 20.0 LUMBER-new -15.2 4.2 -1.2 -0.5 17.7 -6.8 7.5 -13.2 2.0 -4.7 -14.5 -12.7 -14.0 -12.4 -11.8 -20.0 -20.0 -20.0 -20.0 -12.1 -15.0 -11.2 -18.1 -14.2 NaN -12.5 3.0 -14.7 -9.9 -15.4 -13.8 -20.0 -20.0 -17.5 -5.6 -11.4 1.3 20.0 3.9 20.0 MXP -16.3 -10.6 -1.0 9.8 -16.1 9.7 -9.9 6.9 1.3 -15.2 18.0 -8.8 19.2 6.9 15.0 8.9 12.4 10.7 11.6 11.5 18.6 -19.0 19.5 -2.6 -20.0 11.9 -20.0 19.2 -18.1 19.8 -2.5 20.0 -20.0 -7.6 13.3 20.0 9.1 7.6 20.0 10.3 NASDAQ_micro -6.5 -17.2 -11.8 4.8 -14.9 6.9 -6.7 7.6 0.6 -6.2 4.0 -4.9 11.7 -8.2 -4.3 -7.1 -8.5 -7.7 -8.0 -5.0 1.7 -3.5 10.0 -5.6 -20.0 -5.0 -2.7 -0.2 -2.9 6.3 -5.0 -4.4 17.2 -9.4 -18.9 -18.5 10.4 -20.0 10.7 -20.0 NIKKEI 0.6 -7.8 -2.9 3.9 -4.6 4.9 -1.4 5.2 2.0 -7.2 8.4 0.1 8.6 4.5 6.8 8.6 8.0 8.7 8.0 8.7 10.7 -4.8 10.8 4.0 -11.0 7.4 -10.3 9.7 -2.6 10.2 3.7 20.0 -7.1 8.7 12.1 7.5 -10.8 -0.8 -16.1 2.8 NZD -14.1 15.2 15.0 6.4 -10.4 6.3 -6.4 4.4 0.8 -8.7 4.4 -9.3 0.5 2.3 6.7 -3.5 -3.5 -3.8 -3.8 3.9 3.9 -8.2 0.5 -2.0 11.2 4.1 -11.7 3.7 -8.6 -0.2 -2.1 0.0 -3.5 -6.9 1.8 1.3 -4.0 20.0 6.3 20.0 OAT 0.8 11.9 6.2 7.4 -20.0 1.9 -3.8 -1.7 8.0 -15.0 13.4 -4.3 3.2 8.7 13.9 11.2 12.6 12.8 13.6 9.9 7.3 -11.5 2.3 4.6 -1.0 11.2 -20.0 8.4 -11.9 3.8 5.5 15.6 -19.0 -4.1 17.1 13.0 3.9 20.0 11.0 20.0 OATIES 15.2 13.1 3.1 -0.6 20.0 -7.8 8.6 -15.3 2.3 12.4 -9.2 12.0 -11.9 13.3 8.2 -2.4 -10.6 -8.6 -11.7 5.7 -4.8 14.5 -11.7 12.1 -2.1 7.0 20.0 -5.3 15.3 -13.3 13.6 -4.4 3.6 18.9 7.7 0.0 -5.4 -19.7 -3.4 -20.0 OJ -1.6 3.0 20.0 -0.7 3.4 -3.2 0.7 -6.0 -0.3 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 -8.7 -6.1 -6.5 3.2 -11.7 -14.8 -8.4 -15.8 PALLAD -6.2 -9.4 -1.2 3.3 -2.3 5.6 0.4 6.8 1.8 -4.0 3.1 -2.3 4.1 -4.6 0.1 -3.3 -3.1 -3.1 -3.1 0.6 4.0 -3.6 5.0 -2.0 10.8 -1.0 -5.1 3.1 -3.2 6.4 -2.4 4.3 -6.3 -6.4 -10.2 -7.9 14.0 1.9 2.3 -5.3 PLAT -5.1 -13.9 -14.2 2.9 -3.4 5.1 -0.7 6.4 1.1 -4.6 2.5 -0.5 4.2 -3.3 0.6 -2.0 -3.3 -2.5 -2.9 1.4 4.4 -1.7 5.3 -0.7 -1.0 1.3 -3.4 5.2 -1.4 7.8 -0.7 4.2 0.9 -2.9 -9.3 1.5 20.0 9.5 5.2 -2.0 REDWHEAT 9.4 14.1 15.4 -0.5 19.8 -7.6 8.4 -14.8 2.2 10.3 2.1 11.4 -13.0 12.2 11.6 -12.1 -15.8 -14.2 -15.3 9.1 2.8 12.0 -5.5 11.7 6.3 12.0 14.0 6.5 12.3 -1.2 13.5 -11.6 -1.0 20.0 18.0 15.1 -20.0 -20.0 -20.0 -20.0 RICE -20.0 14.8 15.1 -0.3 9.2 -3.5 3.9 -6.9 1.0 4.3 -5.8 -2.5 -7.3 -2.3 -0.6 -19.9 -14.5 -20.0 -19.5 -3.2 -6.0 -0.2 -11.1 -3.7 1.3 -1.3 5.4 -4.5 1.3 -11.0 -2.1 -14.5 -2.9 -9.6 2.8 2.0 -17.3 -16.9 -12.6 -17.4 ROBUSTA -4.7 -2.6 -13.6 -1.0 5.4 -5.1 1.1 -9.5 -0.5 5.8 -0.2 2.7 -2.9 -5.6 -7.1 20.0 15.7 20.0 17.0 -7.0 -6.1 0.9 -3.3 -4.7 -20.0 -5.6 4.1 -4.8 0.8 -2.5 -3.8 20.0 -0.9 -7.6 -8.4 -10.9 5.7 4.2 14.9 11.4 RUSSELL -11.6 -11.8 5.6 5.3 -16.3 7.6 -7.4 8.3 0.6 -11.1 12.4 -5.5 14.0 -3.0 9.6 -4.6 -5.2 -4.8 -4.9 4.3 10.3 -10.0 12.0 -3.0 6.9 2.6 -14.9 7.4 -8.5 8.8 -3.1 1.1 -3.6 -6.9 -0.6 1.9 -3.3 -20.0 -10.9 -20.0 SHATZ -1.9 12.9 3.1 5.9 -17.1 1.5 -3.0 -1.3 6.4 -12.4 -8.5 -7.8 -10.2 -0.3 0.3 7.9 -9.9 2.5 -3.6 -1.9 -3.3 -18.1 -4.7 -6.6 10.8 -2.2 -20.0 -4.0 -17.4 -5.0 -6.2 -19.4 -20.0 -20.0 -6.5 -10.1 13.7 20.0 17.4 20.0 SILVER-mini -9.3 -20.0 -10.8 2.8 -3.4 5.1 -0.7 6.3 1.1 -4.7 2.9 0.3 4.4 -2.7 0.9 -3.3 -5.8 -4.3 -5.1 3.3 6.4 -1.9 6.4 0.1 -7.9 10.3 -3.2 13.6 0.1 13.0 4.9 0.1 2.9 -0.9 20.0 20.0 9.5 14.3 -4.2 -3.5 SMI -7.1 -12.0 5.3 5.0 -15.5 7.2 -7.0 7.9 0.6 -11.8 13.6 -6.1 13.5 4.9 11.3 12.0 7.6 11.9 9.9 9.9 12.8 -13.0 11.6 1.9 7.9 10.1 -20.0 12.9 -10.0 11.0 2.7 20.0 -13.4 4.6 6.0 20.0 -9.0 20.0 -9.5 20.0 SOFR 18.5 10.9 -8.3 6.2 -17.8 1.6 -3.1 -1.4 6.7 -13.4 2.4 3.8 11.3 9.9 6.8 6.5 6.7 7.5 7.4 8.5 3.9 0.5 4.2 10.4 -20.0 11.5 -12.8 6.3 2.3 5.0 12.8 4.9 7.8 12.9 9.6 7.7 -12.9 -11.8 -18.8 -20.0 SOYBEAN 18.6 18.0 2.5 -0.8 20.0 -11.0 12.2 -20.0 3.2 20.0 16.4 20.0 12.4 20.0 18.9 3.4 -4.1 -0.5 -2.6 20.0 14.2 20.0 4.5 20.0 -7.8 20.0 20.0 20.0 20.0 11.7 20.0 9.2 5.4 20.0 20.0 16.5 -18.2 -14.3 -16.3 -11.5 SOYMEAL 14.7 6.8 -0.9 -1.6 8.0 -7.6 1.6 -14.2 -0.8 -8.5 -3.1 4.8 -8.2 9.6 -3.6 -11.2 -13.9 -11.8 -13.0 4.5 0.5 1.8 -3.9 7.3 -13.6 9.1 -9.5 6.6 3.5 1.8 10.3 -8.2 -1.5 20.0 8.4 8.5 -17.9 -18.6 -14.7 -18.3 SOYOIL 20.0 20.0 11.8 -0.7 20.0 -10.2 11.3 -20.0 3.0 20.0 16.3 20.0 15.9 20.0 20.0 -7.7 -6.5 -8.1 -7.7 20.0 20.0 20.0 17.6 20.0 -20.0 20.0 20.0 20.0 20.0 12.2 20.0 3.3 20.0 20.0 20.0 20.0 -10.0 -20.0 -11.3 -20.0 SP400 -7.5 0.6 11.4 5.5 -16.9 7.8 -7.7 8.6 0.6 -13.6 14.8 -2.2 13.6 6.6 14.2 -6.7 -6.3 -6.7 -6.4 10.8 13.2 -9.3 11.2 2.6 3.4 7.7 -18.4 8.4 -7.7 6.1 1.9 -1.1 -5.0 5.4 8.9 7.9 -2.8 -20.0 -9.7 -20.0 SP500_micro -9.8 -14.5 -6.9 6.0 -18.5 8.6 -8.4 9.4 0.7 -12.7 13.4 -10.2 17.3 -8.4 6.9 -8.3 -9.4 -8.8 -9.0 -1.8 6.9 -10.7 15.6 -6.8 -16.6 -4.3 -14.0 1.5 -9.6 7.6 -7.3 -5.9 6.9 -14.8 -20.0 -15.5 14.8 -20.0 18.2 -20.0 SUGAR11 1.6 -2.3 -0.1 -0.5 18.0 -6.9 7.6 -13.5 2.0 -11.5 -14.2 1.3 -15.5 -6.7 -9.6 20.0 13.8 19.3 15.7 -7.9 -13.1 -3.2 -18.5 -4.2 -20.0 -4.1 -9.6 -8.3 -4.6 -14.0 -3.3 20.0 -12.4 -3.9 -10.3 6.1 2.4 -19.2 6.9 -12.0 US10 13.8 5.4 -5.5 5.9 -17.1 1.5 -3.0 -1.3 6.4 -13.6 6.2 0.1 9.2 7.4 4.3 2.2 1.3 2.7 2.4 5.2 2.9 -3.0 3.0 5.8 -8.8 7.8 -15.2 4.8 -1.0 4.7 8.5 -4.0 1.3 5.6 -0.9 4.6 -9.3 -20.0 -10.6 -20.0 US10U 14.8 4.9 -4.0 8.6 -20.0 2.2 -4.3 -1.9 9.2 -18.8 11.2 3.7 12.2 12.3 7.7 2.4 0.8 2.8 2.1 8.5 5.2 -2.2 4.5 9.6 -14.8 13.0 -20.0 9.8 -0.7 9.3 13.3 -4.9 2.6 9.9 -0.3 8.9 -9.9 -5.1 -16.4 -20.0 US2 2.0 1.9 -4.4 6.5 -18.7 1.6 -3.3 -1.5 7.0 -15.6 -3.8 -10.7 0.7 -2.3 -3.7 -12.3 -13.2 -11.1 -11.3 -2.0 -2.0 -13.7 -1.2 -4.6 11.3 0.6 -20.0 -0.6 -10.1 0.6 -0.8 -20.0 -14.4 -13.6 -14.3 -1.6 -8.8 -20.0 -10.7 -20.0 US20 14.0 7.7 -1.0 6.4 -18.7 1.6 -3.3 -1.5 7.0 -14.5 8.4 4.4 4.5 10.5 8.0 5.0 4.1 5.2 4.8 8.0 4.8 -1.4 2.3 8.2 -10.0 11.1 -17.5 8.7 -1.8 6.7 9.7 0.3 -0.7 4.8 2.8 7.2 -7.5 15.4 -8.3 -20.0 US30 13.6 8.0 -1.2 7.7 -20.0 2.0 -3.9 -1.8 8.3 -16.6 2.5 7.6 -4.2 13.0 7.0 2.8 -0.2 2.4 1.4 7.3 2.6 1.0 -1.5 9.1 -5.8 12.3 -14.9 8.3 0.8 4.7 12.3 -6.5 4.1 2.8 1.2 4.3 -10.8 12.0 -5.9 -18.0 US5 11.5 5.0 -5.2 6.7 -19.4 1.7 -3.4 -1.5 7.2 -15.7 4.0 -3.6 10.1 6.8 3.5 -0.6 -1.7 -0.0 -0.4 4.4 2.2 -5.9 2.6 4.2 -6.9 7.2 -19.4 4.3 -3.6 4.5 7.3 -9.1 -1.9 2.5 -3.6 4.9 -9.9 -20.0 -12.1 -20.0 VIX 13.6 17.2 -0.9 4.2 20.0 -1.0 15.4 -2.4 9.9 13.0 -10.7 12.1 -14.0 10.4 -5.0 -20.0 -20.0 -20.0 -20.0 3.1 -2.7 17.8 -4.4 10.0 NaN 4.7 20.0 -1.1 16.2 -2.7 10.8 NaN NaN NaN NaN NaN -2.7 -20.0 NaN NaN WHEAT 13.7 20.0 11.5 -0.6 20.0 -8.4 9.3 -16.5 2.4 4.0 -3.3 11.5 -15.4 14.1 10.5 -16.1 -18.4 -17.7 -18.0 11.3 2.2 13.1 -7.5 15.7 9.4 16.8 10.0 8.0 14.6 -0.9 19.6 -15.8 7.3 20.0 20.0 15.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3