******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260309_204012 produced at 2026-03-09 21:37:26.908715 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 SOFR False True 0.10 0.00 -0.30 0.0 0.00 0.00 0.00 0.00 -2.92 11.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -2.50 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -3.00 16.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.25 -0.07 0.0 0.86 -0.86 -0.25 -0.25 -1.13 14.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -23.66 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.08 24.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.06 0.0 0.15 -0.15 -0.04 -0.04 -4.36 11.0 -3 -3 caleb_strategy_v3 CHF False False 0.07 0.00 -0.05 0.0 0.90 -0.90 0.00 0.00 -0.74 13.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.05 0.0 1.16 -1.16 0.00 0.00 -1.08 25.0 0 0 caleb_strategy_v3 SP500_micro False True 0.01 -0.10 -0.05 0.0 0.00 -0.10 -0.10 -0.03 -3.22 48.0 -7 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.52 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.18 -0.04 0.0 0.67 -0.67 -0.18 -0.13 -4.44 66.0 -18 -13 caleb_strategy_v3 NASDAQ_micro False True 0.02 -0.23 -0.04 0.0 0.00 -0.23 -0.23 -0.21 -1.86 23.0 -11 -10 caleb_strategy_v3 JPY False False 0.03 0.00 -0.03 0.0 0.58 -0.58 0.00 -0.03 -0.98 17.0 0 -1 caleb_strategy_v3 DAX False True 0.01 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.02 -2.12 58.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.21 4.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.02 0.0 0.81 -0.81 0.00 0.00 -0.44 17.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.02 0.0 1.09 -1.09 0.00 0.00 -0.32 19.0 0 0 caleb_strategy_v3 RUSSELL False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.69 68.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.62 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.37 -0.37 -0.03 -0.03 -0.96 26.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.66 9.0 0 0 caleb_strategy_v3 SP400 False True 0.15 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.04 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.01 0.0 0.13 -0.13 -0.04 -0.02 -1.35 18.0 -6 -3 caleb_strategy_v3 US10U False False 0.05 0.00 -0.01 0.0 0.64 -0.64 0.00 -0.05 -0.25 13.0 0 -1 caleb_strategy_v3 US20 False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.07 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 0.00 0.0 0.31 -0.31 0.00 0.00 0.00 6.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.10 0.00 0.0 999.00 -999.00 -0.10 -0.03 0.45 999999999.0 -10 -3 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.19 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.22 -0.22 0.00 0.00 0.07 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.00 0.0 0.66 -0.66 0.00 0.00 0.12 17.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.08 -0.08 0.00 0.00 0.54 26.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.00 0.0 0.78 -0.78 0.00 0.00 -0.01 22.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.00 0.0 1.22 -1.22 -0.02 -0.02 -0.20 56.0 -1 -1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.47 -0.47 0.00 0.00 0.06 10.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.15 23.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.23 8.0 0 0 caleb_strategy_v3 SILVER-mini False True 0.09 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.04 999999999.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.05 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.03 0.00 0.0 0.52 -0.52 0.03 0.01 0.19 36.0 2 1 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.04 6.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.01 0.0 0.58 -0.58 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.62 10.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.09 0.01 0.0 0.09 0.00 0.09 0.09 0.37 20.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.02 0.0 0.58 -0.58 0.00 0.00 0.22 8.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.02 0.0 0.17 -0.17 0.05 0.05 0.98 7.0 2 2 caleb_strategy_v3 BUND False False 0.06 0.00 0.03 0.0 0.62 -0.62 0.00 0.00 0.44 10.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.03 0.0 0.24 -0.24 0.00 0.02 1.65 13.0 0 1 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.66 999999999.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.04 0.0 0.18 -0.18 0.04 0.04 0.81 4.0 1 1 caleb_strategy_v3 HEATOIL False False 0.06 0.06 0.04 0.0 0.18 -0.18 0.06 0.06 0.69 3.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.53 -0.53 0.00 0.00 1.46 21.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.06 0.04 0.0 0.12 -0.12 0.06 0.06 3.44 12.0 6 6 caleb_strategy_v3 DX False False 0.04 0.00 0.04 0.0 999.00 -999.00 0.00 0.00 0.87 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.71 9.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.09 0.05 0.0 0.91 -0.91 0.09 0.09 1.73 29.0 3 3 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.85 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.07 0.0 0.23 -0.23 0.05 0.05 16.28 51.0 10 10 caleb_strategy_v3 OAT False False 0.06 0.18 0.10 0.0 0.59 -0.59 0.18 0.18 1.75 10.0 3 3 caleb_strategy_v3 CAC False True 0.04 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.60 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.12 0.11 0.0 0.57 -0.57 0.12 0.12 3.59 19.0 4 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.12 0.15 0.0 0.15 -0.15 0.12 0.12 5.24 5.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.26 0.16 0.0 0.72 -0.72 0.26 0.26 13.24 60.0 22 22 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.49 0.0 1.19 -1.19 0.00 0.00 4.11 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.9 Shocked risk 28.0 Sum abs risk 33.6 Leverage 3.08 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2356509.59, 'annual_cash_vol_target': 589127.3975, 'daily_cash_vol_target': 36820.46234375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7071 0.6398 10.2372 BITCOIN 2384.9998 69205.0000 3.4463 55.1405 BOBL 0.2434 116.8900 0.2083 3.3323 BTP 0.5407 118.7600 0.4552 7.2840 BUND 0.4304 127.4200 0.3377 5.4040 BUXL 0.7924 111.4200 0.7112 11.3794 CAC 52.0114 8041.5000 0.6468 10.3486 CAD 0.0029 0.7362 0.3929 6.2861 CANOLA 5.9781 727.3000 0.8220 13.1514 CHF 0.0068 1.2996 0.5269 8.4304 COCOA 120.7872 3322.0000 3.6360 58.1756 COFFEE 4.4923 297.1000 1.5120 24.1927 COPPER 0.0911 5.9435 1.5334 24.5337 CORN 3.9999 481.5000 0.8307 13.2914 COTTON2 0.7209 64.6800 1.1145 17.8318 CRUDE_W 0.9539 68.9500 1.3835 22.1361 DAX 257.6653 23803.0000 1.0825 17.3199 DOW 359.5526 47771.0000 0.7527 12.0425 DX 0.4446 98.5350 0.4513 7.2202 EUR 0.0052 1.1615 0.4516 7.2256 EURIBOR-ICE 0.0531 97.5900 0.0544 0.8705 EUROSTX 67.0845 5796.0000 1.1574 18.5188 FEEDCOW 3.2965 342.7250 0.9619 15.3897 GASOIL 36.4513 1059.5000 3.4404 55.0468 GASOLINE 0.0446 2.6399 1.6887 27.0195 GAS_US_mini 0.1901 3.0600 6.2108 99.3732 GBP 0.0062 1.3430 0.4649 7.4380 GOLD_micro 86.5060 5152.2000 1.6790 26.8642 HEATOIL 0.0826 3.3120 2.4944 39.9101 JGB-SGX-mini 0.3096 132.0700 0.2344 3.7510 JPY 0.0000 0.0064 0.6164 9.8620 LEANHOG 1.0543 109.8000 0.9602 15.3638 LIVECOW 2.1068 227.3250 0.9268 14.8287 LUMBER-new 7.2734 585.5000 1.2423 19.8762 MXP 0.0004 0.0566 0.7457 11.9317 NASDAQ_micro 223.9001 25018.0000 0.8950 14.3193 NIKKEI 928.8519 54320.0000 1.7100 27.3594 NZD 0.0040 0.5949 0.6728 10.7643 OAT 0.4896 121.2900 0.4036 6.4583 OATIES 4.9648 343.0000 1.4475 23.1595 OJ 7.2188 183.0000 3.9447 63.1151 PALLAD 56.8654 1711.0000 3.3235 53.1763 PLAT 78.2895 2192.4000 3.5709 57.1352 REDWHEAT 11.4334 631.7500 1.8098 28.9568 RICE 0.1663 11.3350 1.4672 23.4751 ROBUSTA 65.5580 3771.0000 1.7385 27.8156 RUSSELL 29.7322 2552.7000 1.1647 18.6358 SHATZ 0.0813 106.4850 0.0764 1.2216 SILVER-mini 3.1862 87.0500 3.6602 58.5633 SMI 125.3458 13079.0000 0.9584 15.3340 SOFR 0.0553 96.7300 0.0572 0.9145 SOYBEAN 7.1798 1147.7500 0.6256 10.0089 SOYMEAL 4.2613 316.7000 1.3455 21.5286 SOYOIL 0.7100 65.7200 1.0803 17.2847 SP400 33.8323 3440.8000 0.9833 15.7323 SP500_micro 46.0246 6796.7500 0.6772 10.8345 SUGAR11 0.2338 14.6200 1.5992 25.5866 US10 0.3394 112.5938 0.3014 4.8229 US10U 0.4343 115.3906 0.3764 6.0225 US2 0.0823 104.2539 0.0790 1.2638 US20 0.6227 116.6562 0.5338 8.5410 US30 0.8682 119.9688 0.7237 11.5789 US5 0.2180 109.2891 0.1995 3.1922 VIX 0.8986 23.1500 3.8818 62.1080 WHEAT 10.4953 641.0000 1.6373 26.1974 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 707.10 0.64 452.42 1.00 452.42 36820.46 81.39 16.98 138.21 BITCOIN 69.20 3.45 238.50 1.00 238.50 36820.46 154.38 -14.13 -218.16 BOBL 1168.90 0.21 243.45 1.16 282.62 36820.46 130.28 -2.44 -31.78 BTP 1187.60 0.46 540.65 1.16 627.64 36820.46 58.66 0.97 5.67 BUND 1274.20 0.34 430.36 1.16 499.60 36820.46 73.70 5.83 42.98 BUXL 1114.20 0.71 792.43 1.16 919.93 36820.46 40.03 1.70 6.80 CAC 804.15 0.65 520.11 1.16 603.80 36820.46 60.98 12.50 76.24 CAD 736.25 0.39 289.26 1.00 289.26 36820.46 127.29 5.22 66.43 CANOLA 145.46 0.82 119.56 0.73 87.52 36820.46 420.71 15.89 668.37 CHF 1624.44 0.53 855.92 1.00 855.92 36820.46 43.02 -6.63 -28.54 COCOA 332.20 3.64 1207.87 1.00 1207.87 36820.46 30.48 -12.91 -39.36 COFFEE 1114.13 1.51 1684.61 1.00 1684.61 36820.46 21.86 -1.32 -2.89 COPPER 1485.88 1.53 2278.37 1.00 2278.37 36820.46 16.16 4.83 7.81 CORN 240.75 0.83 199.99 1.00 199.99 36820.46 184.11 7.68 141.34 COTTON2 323.40 1.11 360.43 1.00 360.43 36820.46 102.16 -17.52 -179.03 CRUDE_W 689.50 1.38 953.93 1.00 953.93 36820.46 38.60 12.51 48.29 DAX 238.03 1.08 257.67 1.16 299.12 36820.46 123.10 -5.05 -62.12 DOW 238.86 0.75 179.78 1.00 179.78 36820.46 204.81 -9.31 -190.76 DX 985.35 0.45 444.65 1.00 444.65 36820.46 82.81 4.03 33.41 EUR 1451.81 0.45 655.64 1.00 655.64 36820.46 56.16 -7.74 -43.48 EURIBOR-ICE 2439.75 0.05 132.74 1.16 154.09 36820.46 238.95 5.04 120.35 EUROSTX 579.60 1.16 670.85 1.16 778.78 36820.46 47.28 2.28 10.80 FEEDCOW 1713.62 0.96 1648.26 1.00 1648.26 36820.46 22.34 2.98 6.65 GASOIL 1059.50 3.44 3645.13 1.00 3645.13 36820.46 10.10 18.42 18.61 GASOLINE 1108.76 1.69 1872.38 1.00 1872.38 36820.46 19.67 7.74 15.21 GAS_US_mini 76.50 6.21 475.13 1.00 475.13 36820.46 77.50 0.65 5.02 GBP 839.38 0.46 390.20 1.00 390.20 36820.46 94.36 -0.03 -0.28 GOLD_micro 515.22 1.68 865.06 1.00 865.06 36820.46 42.56 -1.36 -5.79 HEATOIL 1391.04 2.49 3469.78 1.00 3469.78 36820.46 10.61 15.04 15.96 JGB-SGX-mini 132070.00 0.23 30962.26 0.01 196.26 36820.46 187.61 -1.48 -27.68 JPY 798.50 0.62 492.18 1.00 492.18 36820.46 74.81 -5.07 -37.90 LEANHOG 439.20 0.96 421.74 1.00 421.74 36820.46 87.31 3.10 27.04 LIVECOW 909.30 0.93 842.73 1.00 842.73 36820.46 43.69 0.80 3.50 LUMBER-new 161.01 1.24 200.02 1.00 200.02 36820.46 184.08 -12.30 -226.45 MXP 282.80 0.75 210.89 1.00 210.89 36820.46 174.59 5.16 90.05 NASDAQ_micro 500.36 0.89 447.80 1.00 447.80 36820.46 82.23 -9.73 -79.99 NIKKEI 54320.00 1.71 92885.19 0.01 588.78 36820.46 62.54 0.28 1.74 NZD 594.90 0.67 400.23 1.00 400.23 36820.46 92.00 6.09 56.00 OAT 1212.90 0.40 489.58 1.16 568.35 36820.46 64.78 7.92 51.31 OATIES 171.50 1.45 248.24 1.00 248.24 36820.46 148.33 0.06 0.87 OJ 274.50 3.94 1082.82 1.00 1082.82 36820.46 34.00 -7.45 -25.34 PALLAD 1711.00 3.32 5686.54 1.00 5686.54 36820.46 6.48 2.16 1.40 PLAT 1096.20 3.57 3914.47 1.00 3914.47 36820.46 9.41 1.84 1.73 REDWHEAT 315.88 1.81 571.67 1.00 571.67 36820.46 64.41 2.71 17.46 RICE 226.70 1.47 332.61 1.00 332.61 36820.46 110.70 -8.19 -90.71 ROBUSTA 377.10 1.74 655.58 1.00 655.58 36820.46 56.16 -2.04 -11.45 RUSSELL 127.64 1.16 148.66 1.00 148.66 36820.46 247.68 -2.06 -50.93 SHATZ 1064.85 0.08 81.30 1.16 94.38 36820.46 390.12 -2.72 -106.15 SILVER-mini 2176.25 3.66 7965.53 1.00 7965.53 36820.46 4.62 2.74 1.27 SMI 1307.90 0.96 1253.46 1.28 1605.69 36820.46 22.93 9.01 20.65 SOFR 2418.25 0.06 138.22 1.00 138.22 36820.46 266.38 -1.80 -48.05 SOYBEAN 573.88 0.63 358.99 1.00 358.99 36820.46 102.57 10.30 105.63 SOYMEAL 316.70 1.35 426.13 1.00 426.13 36820.46 86.41 -8.18 -70.69 SOYOIL 394.32 1.08 425.98 1.00 425.98 36820.46 86.44 7.72 66.72 SP400 3440.80 0.98 3383.23 1.00 3383.23 36820.46 10.88 -1.12 -1.22 SP500_micro 339.84 0.68 230.12 1.00 230.12 36820.46 160.00 -8.66 -138.52 SUGAR11 163.74 1.60 261.85 1.00 261.85 36820.46 140.61 -3.93 -55.24 US10 1125.94 0.30 339.39 1.00 339.39 36820.46 108.49 -3.18 -34.53 US10U 1153.91 0.38 434.34 1.00 434.34 36820.46 84.77 -2.29 -19.38 US2 2085.08 0.08 164.69 1.00 164.69 36820.46 223.57 -8.82 -197.19 US20 1166.56 0.53 622.72 1.00 622.72 36820.46 59.13 1.00 5.90 US30 1199.69 0.72 868.19 1.00 868.19 36820.46 42.41 0.03 0.14 US5 1092.89 0.20 218.05 1.00 218.05 36820.46 168.87 -5.02 -84.81 VIX 231.50 3.88 898.63 1.00 898.63 36820.46 40.97 0.45 1.84 WHEAT 320.50 1.64 524.77 1.00 524.77 36820.46 70.17 2.08 14.62 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 138.207 0.010 2.5 3.591 BITCOIN -218.155 0.043 2.5 -23.657 BOBL -31.779 0.004 2.5 -0.323 BTP 5.672 0.014 2.5 0.194 BUND 42.984 0.004 2.5 0.436 BUXL 6.797 0.004 2.5 0.069 CAC 76.243 0.014 2.5 2.604 CAD 66.430 0.010 2.5 1.726 CANOLA 668.369 0.010 2.5 16.283 CHF -28.537 0.010 2.5 -0.741 COCOA -39.360 0.010 2.5 -0.959 COFFEE -2.895 0.005 2.5 -0.038 COPPER 7.810 0.043 2.5 0.847 CORN 141.343 0.010 2.5 3.444 COTTON2 -179.029 0.010 2.5 -4.362 CRUDE_W 48.288 0.043 2.5 5.236 DAX -62.121 0.014 2.5 -2.122 DOW -190.760 0.009 2.5 -4.440 DX 33.411 0.010 2.5 0.868 EUR -43.478 0.010 2.5 -1.130 EURIBOR-ICE 120.347 0.014 2.5 4.111 EUROSTX 10.799 0.014 2.5 0.369 FEEDCOW 6.650 0.013 2.5 0.221 GASOIL 18.607 0.017 2.5 0.808 GASOLINE 15.215 0.017 2.5 0.660 GAS_US_mini 5.018 0.043 2.5 0.544 GBP -0.276 0.010 2.5 -0.007 GOLD_micro -5.786 0.014 2.5 -0.198 HEATOIL 15.956 0.017 2.5 0.693 JGB-SGX-mini -27.675 0.043 2.5 -3.001 JPY -37.902 0.010 2.5 -0.985 LEANHOG 27.043 0.024 2.5 1.646 LIVECOW 3.499 0.013 2.5 0.116 LUMBER-new -226.447 0.010 2.5 -5.517 MXP 90.055 0.059 2.5 13.236 NASDAQ_micro -79.987 0.009 2.5 -1.862 NIKKEI 1.740 0.043 2.5 0.189 NZD 56.004 0.010 2.5 1.455 OAT 51.313 0.014 2.5 1.753 OATIES 0.867 0.010 2.5 0.021 OJ -25.344 0.010 2.5 -0.617 PALLAD 1.400 0.014 2.5 0.048 PLAT 1.732 0.014 2.5 0.059 REDWHEAT 17.457 0.005 2.5 0.232 RICE -90.710 0.010 2.5 -2.210 ROBUSTA -11.447 0.005 2.5 -0.152 RUSSELL -50.926 0.013 2.5 -1.690 SHATZ -106.150 0.004 2.5 -1.078 SILVER-mini 1.268 0.014 2.5 0.043 SMI 20.653 0.014 2.5 0.705 SOFR -48.050 0.024 2.5 -2.924 SOYBEAN 105.634 0.004 2.5 0.984 SOYMEAL -70.688 0.004 2.5 -0.658 SOYOIL 66.715 0.004 2.5 0.622 SP400 -1.221 0.013 2.5 -0.041 SP500_micro -138.524 0.009 2.5 -3.224 SUGAR11 -55.237 0.010 2.5 -1.346 US10 -34.527 0.005 2.5 -0.438 US10U -19.378 0.005 2.5 -0.246 US2 -197.190 0.005 2.5 -2.502 US20 5.898 0.005 2.5 0.075 US30 0.143 0.005 2.5 0.002 US5 -84.807 0.005 2.5 -1.076 VIX 1.839 0.099 2.5 0.455 WHEAT 14.617 0.005 2.5 0.194 ===================== Position diags ===================== AUD 2.11 BITCOIN 16.74 BOBL 1.32 BTP 2.00 BUND 0.75 BUXL 0.41 CAC 2.08 CAD 3.31 CANOLA 10.25 CHF 1.12 COCOA 0.74 COFFEE 0.29 COPPER 1.75 CORN 4.49 COTTON2 2.49 CRUDE_W 4.19 DAX 4.20 DOW 4.77 DX 2.15 EUR 1.46 EURIBOR-ICE 8.16 EUROSTX 1.61 FEEDCOW 0.74 GASOIL 0.44 GASOLINE 0.85 GAS_US_mini 8.40 GBP 2.45 GOLD_micro 1.45 HEATOIL 0.46 JGB-SGX-mini 20.34 JPY 1.94 LEANHOG 5.31 LIVECOW 1.45 LUMBER-new 4.48 MXP 25.66 NASDAQ_micro 1.91 NIKKEI 6.78 NZD 2.39 OAT 2.21 OATIES 3.61 OJ 0.83 PALLAD 0.22 PLAT 0.32 REDWHEAT 0.86 RICE 2.70 ROBUSTA 0.75 RUSSELL 8.22 SHATZ 3.96 SILVER-mini 0.16 SMI 0.78 SOFR 16.21 SOYBEAN 0.96 SOYMEAL 0.80 SOYOIL 0.81 SP400 0.36 SP500_micro 3.72 SUGAR11 3.43 US10 1.38 US10U 1.08 US2 2.84 US20 0.75 US30 0.54 US5 2.14 VIX 10.13 WHEAT 0.93 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.6 3.4 3.8 4.0 4 BITCOIN -23.7 -25.3 -22.0 0.0 0 BOBL -0.3 -0.5 -0.2 0.0 0 BTP 0.2 -0.0 0.4 0.0 0 BUND 0.4 0.4 0.5 0.0 0 BUXL 0.1 0.0 0.1 0.0 0 CAC 2.6 2.4 2.8 0.0 0 CAD 1.7 1.4 2.1 3.0 3 CANOLA 16.3 15.3 17.3 10.0 10 CHF -0.7 -0.9 -0.6 0.0 0 COCOA -1.0 -1.0 -0.9 -2.0 -2 COFFEE -0.0 -0.1 -0.0 0.0 0 COPPER 0.8 0.7 1.0 1.0 1 CORN 3.4 3.0 3.9 6.0 6 COTTON2 -4.4 -4.6 -4.1 -3.0 -3 CRUDE_W 5.2 4.8 5.7 4.0 4 DAX -2.1 -2.5 -1.7 -2.0 -2 DOW -4.4 -4.9 -4.0 -18.0 -18 DX 0.9 0.7 1.1 0.0 0 EUR -1.1 -1.3 -1.0 -4.0 -4 EURIBOR-ICE 4.1 3.3 4.9 0.0 0 EUROSTX 0.4 0.2 0.5 3.0 3 FEEDCOW 0.2 0.1 0.3 0.0 0 GASOIL 0.8 0.8 0.9 1.0 1 GASOLINE 0.7 0.6 0.7 0.0 0 GAS_US_mini 0.5 -0.3 1.4 0.0 0 GBP -0.0 -0.3 0.2 0.0 0 GOLD_micro -0.2 -0.3 -0.1 -1.0 -1 HEATOIL 0.7 0.6 0.7 1.0 1 JGB-SGX-mini -3.0 -5.0 -1.0 0.0 0 JPY -1.0 -1.2 -0.8 0.0 0 LEANHOG 1.6 1.1 2.2 0.0 0 LIVECOW 0.1 -0.0 0.3 0.0 0 LUMBER-new -5.5 -6.0 -5.1 0.0 0 MXP 13.2 10.7 15.8 22.0 22 NASDAQ_micro -1.9 -2.1 -1.7 -11.0 -11 NIKKEI 0.2 -0.5 0.9 2.0 2 NZD 1.5 1.2 1.7 0.0 0 OAT 1.8 1.5 2.0 3.0 3 OATIES 0.0 -0.3 0.4 NaN 0 OJ -0.6 -0.7 -0.5 -1.0 -1 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.1 0.0 0.1 0.0 0 REDWHEAT 0.2 0.1 0.3 0.0 0 RICE -2.2 -2.5 -1.9 0.0 0 ROBUSTA -0.2 -0.2 -0.1 0.0 0 RUSSELL -1.7 -2.5 -0.9 0.0 0 SHATZ -1.1 -1.5 -0.7 NaN 0 SILVER-mini 0.0 0.0 0.1 0.0 0 SMI 0.7 0.6 0.8 0.0 0 SOFR -2.9 -4.5 -1.3 NaN 0 SOYBEAN 1.0 0.9 1.1 2.0 2 SOYMEAL -0.7 -0.7 -0.6 0.0 0 SOYOIL 0.6 0.5 0.7 0.0 0 SP400 -0.0 -0.1 -0.0 0.0 0 SP500_micro -3.2 -3.6 -2.9 -7.0 -7 SUGAR11 -1.3 -1.7 -1.0 -6.0 -6 US10 -0.4 -0.6 -0.3 0.0 0 US10U -0.2 -0.4 -0.1 0.0 0 US2 -2.5 -2.8 -2.2 NaN 0 US20 0.1 -0.0 0.1 0.0 0 US30 0.0 -0.1 0.1 0.0 0 US5 -1.1 -1.3 -0.9 0.0 0 VIX 0.5 -0.6 1.5 -10.0 -10 WHEAT 0.2 0.1 0.3 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 0.5 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.4 -0.0 0.5 0.1 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 -0.0 0.3 0.1 1.5 0.2 -0.0 0.5 -0.0 0.4 0.1 0.3 0.1 0.2 0.6 0.6 -0.1 0.7 0.0 0.7 BITCOIN -0.6 -0.6 -0.6 0.1 -0.0 0.3 -0.0 0.5 0.0 -0.0 -0.3 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.3 -0.2 -1.3 -0.1 -0.0 -0.3 -0.0 -0.2 -0.0 0.0 0.4 0.1 -0.5 -0.6 -0.3 0.0 -0.7 -0.6 BOBL -0.1 0.4 0.0 0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -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 -0.5 -0.4 0.1 -0.2 0.3 0.7 0.5 0.7 BTP -0.3 0.0 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.4 -0.2 0.7 -0.0 0.1 0.3 0.2 0.3 0.3 0.0 0.1 -0.2 0.2 -0.1 -2.7 0.0 -0.2 0.2 -0.2 0.3 -0.1 0.8 -0.5 -0.6 -0.1 0.2 0.3 0.7 0.5 0.7 BUND 0.1 0.4 0.1 0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.3 0.0 0.1 0.4 0.2 0.4 0.3 0.0 0.0 -0.1 -0.1 -0.0 0.0 0.1 -0.2 0.0 -0.1 -0.1 0.0 0.7 -0.3 -0.1 0.2 -0.1 0.2 0.7 0.4 0.7 BUXL 0.4 0.4 0.1 0.1 -0.1 0.1 -0.1 -0.1 0.0 -0.1 -0.3 0.0 -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 -0.1 -0.1 -0.0 -0.5 0.1 -0.0 0.3 0.3 0.1 -0.2 -0.2 0.7 -0.0 0.4 CAC -0.6 -0.1 0.0 0.1 -0.2 0.3 -0.2 0.5 -0.1 0.2 0.4 -0.2 0.7 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.4 -0.2 1.1 0.2 0.1 0.3 0.2 0.3 0.2 0.2 0.5 0.6 0.4 0.0 0.4 0.7 0.3 0.7 CAD -0.2 0.3 0.4 0.1 -0.0 0.3 -0.1 0.3 0.0 0.1 0.1 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.0 0.1 2.7 0.1 0.2 0.2 0.1 0.1 0.1 -0.3 0.5 0.3 -0.0 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.6 0.3 0.0 0.2 -0.2 0.2 -0.7 0.1 0.2 0.1 0.2 -0.0 0.2 0.2 -0.4 -0.3 -0.4 -0.4 0.2 0.2 0.2 0.0 0.2 2.2 0.2 0.2 0.4 0.2 0.0 0.2 -0.5 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 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.1 0.3 0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.0 -0.0 0.1 -0.0 -0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 -1.1 -0.0 -0.0 0.1 0.0 -0.4 -0.7 -0.4 -0.7 COCOA -0.5 -0.6 -0.6 0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.3 -0.1 -2.7 -0.1 0.1 -0.3 -0.0 -0.2 -0.1 1.0 -0.1 -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 0.2 -0.6 0.1 0.2 -0.1 0.1 0.2 -0.2 -0.2 0.2 0.4 0.4 0.4 -0.2 -0.2 0.1 0.0 -0.2 -2.7 -0.2 0.2 -0.3 0.2 0.4 -0.0 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 0.5 0.7 0.3 0.6 CORN 0.5 0.3 0.2 0.0 0.2 -0.3 0.2 -0.7 0.1 0.2 0.3 0.2 -0.3 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.0 0.2 -0.2 0.2 1.7 0.2 0.2 0.2 0.2 -0.1 0.2 -1.0 0.5 0.6 0.5 0.3 0.1 -0.2 0.3 0.0 COTTON2 0.3 0.0 0.2 0.0 0.2 -0.2 0.2 -0.7 0.1 -0.1 -0.5 -0.1 -0.7 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.0 -0.5 -0.0 -0.8 -0.1 0.0 -0.4 -0.0 -0.7 -0.0 -1.0 -0.5 0.3 -0.5 -0.2 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.6 0.6 0.4 0.2 0.2 0.5 0.2 0.3 0.2 0.2 0.1 0.2 -0.2 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 0.3 0.2 -0.1 0.2 -0.0 -0.5 -0.6 -0.6 -0.4 0.4 0.7 0.1 0.2 DAX -0.5 -0.5 -0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.1 -0.1 0.4 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.2 0.2 -0.1 -1.2 -0.0 -0.1 0.0 -0.2 0.1 -0.1 -0.2 -0.5 -0.4 -0.6 -0.1 0.5 0.7 0.4 0.7 DOW -0.6 -0.4 -0.0 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.3 -0.1 0.4 -0.1 0.1 -0.1 -0.2 -0.1 -0.1 -0.0 0.1 -0.2 0.3 -0.1 -1.1 -0.0 -0.1 0.1 -0.2 0.3 -0.1 -0.2 -0.1 -0.5 -0.3 -0.1 -0.1 -0.7 -0.3 -0.7 DX 0.6 -0.1 0.1 0.1 -0.0 0.2 -0.0 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 -2.4 0.0 0.1 -0.1 0.1 -0.1 0.1 0.9 0.5 0.6 -0.5 -0.5 0.2 0.7 0.4 0.7 EUR -0.6 -0.0 -0.2 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 -0.1 -0.2 0.4 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 0.0 -0.2 0.2 -0.1 0.8 -0.0 -0.1 0.1 -0.2 0.3 -0.1 -0.4 -0.4 -0.5 -0.3 -0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE -0.2 0.4 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.0 0.2 0.2 0.2 0.2 0.0 0.0 -0.1 0.0 -0.0 -0.3 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.7 -0.5 -0.4 0.1 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.6 -0.5 -0.1 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.1 0.3 -0.1 0.5 -0.0 0.1 0.2 0.0 0.1 0.1 0.0 0.1 -0.2 0.3 -0.1 -0.8 0.0 -0.1 0.2 -0.2 0.3 -0.1 0.8 -0.5 -0.3 -0.1 0.1 0.3 0.7 0.2 0.7 FEEDCOW -0.6 -0.1 0.4 0.0 0.2 -0.2 0.2 -0.5 0.1 -0.1 0.3 -0.1 0.5 -0.1 0.1 0.4 0.2 0.3 0.3 0.1 0.2 -0.2 0.5 -0.1 -2.7 -0.0 -0.2 0.1 -0.2 0.5 -0.1 1.1 -0.5 -0.6 -0.5 0.3 0.7 0.7 0.7 0.7 GASOIL 0.6 0.5 0.0 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.1 0.2 0.1 0.2 -0.3 0.2 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 0.6 0.6 0.2 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.4 0.2 0.3 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 0.2 0.2 0.2 -2.2 0.2 0.2 0.4 0.2 0.2 0.2 -1.1 0.4 0.4 -0.0 -0.1 0.2 0.7 -0.1 0.7 GAS_US_mini -0.1 0.2 -0.0 0.1 0.2 0.2 0.2 0.1 0.2 -0.1 -0.1 0.0 -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 -0.5 -0.6 -0.6 -0.4 0.3 -0.2 0.3 -0.6 GBP -0.6 -0.0 0.2 0.1 -0.0 0.3 -0.1 0.3 0.0 -0.1 0.1 -0.2 0.5 -0.2 0.0 -0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.0 0.1 0.0 0.3 -0.1 0.5 -0.1 0.3 -0.1 -0.3 -0.4 0.2 -0.3 -0.2 -0.1 -0.3 GOLD_micro 0.1 -0.6 -0.6 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.1 0.0 0.2 0.0 0.0 -0.1 -0.2 -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 -0.0 0.1 0.6 0.4 0.6 0.2 -0.1 -0.5 HEATOIL 0.6 0.6 0.1 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 0.2 0.0 -0.0 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 -0.2 0.0 0.1 -0.0 -0.0 -0.2 -0.0 -0.3 0.0 0.4 -0.0 0.2 -0.1 -0.6 -0.1 -0.7 -0.0 -0.7 JPY -0.3 0.6 0.1 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.3 -0.1 2.7 -0.0 -0.1 -0.2 -0.1 -0.4 -0.1 -0.5 -0.3 -0.0 -0.3 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.1 0.2 0.4 0.0 0.2 -0.3 0.2 -0.7 0.1 -0.1 0.5 0.1 0.7 0.1 0.2 -0.4 -0.2 -0.4 -0.4 0.2 0.2 0.1 0.5 0.1 -0.9 0.2 -0.0 0.5 0.1 0.6 0.1 -0.4 -0.1 -0.6 0.4 0.6 -0.4 0.3 -0.2 0.6 LIVECOW -0.5 -0.1 0.2 0.0 0.2 -0.2 0.2 -0.5 0.1 -0.1 0.2 -0.1 0.4 -0.1 0.1 0.4 0.1 0.2 0.1 0.0 0.1 -0.1 0.4 -0.1 -2.7 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 1.1 -0.5 -0.6 -0.4 -0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.6 0.0 -0.0 0.0 0.2 -0.2 0.2 -0.6 0.1 0.1 -0.5 -0.1 -0.6 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.1 -0.6 -0.1 NaN -0.2 0.1 -0.5 -0.0 -0.7 -0.1 -1.2 -0.6 -0.7 -0.3 -0.4 0.1 0.8 0.2 0.8 MXP -0.6 -0.4 -0.0 0.1 -0.0 0.3 -0.1 0.3 0.0 -0.1 0.4 -0.1 0.7 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 -0.2 0.5 -0.1 -2.7 0.1 -0.1 0.5 -0.2 0.7 -0.1 1.1 -0.5 -0.5 0.3 0.6 0.3 0.3 0.7 0.3 NASDAQ_micro -0.1 -0.5 -0.5 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.0 0.1 -0.0 0.4 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 -0.0 0.3 -0.1 -2.7 -0.1 -0.0 -0.0 -0.0 0.2 -0.0 -0.2 0.5 0.1 -0.5 -0.6 0.4 -0.7 0.4 -0.7 NIKKEI -0.4 -0.3 -0.3 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.2 -0.0 0.3 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.1 -0.1 0.2 -0.0 -1.4 0.1 -0.1 0.2 -0.1 0.3 0.0 1.1 -0.0 0.1 0.3 0.2 -0.4 -0.0 -0.6 0.1 NZD -0.5 0.4 0.5 0.1 -0.0 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 0.0 0.0 -0.1 0.0 -0.0 1.5 0.0 -0.0 0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.3 0.0 0.0 -0.1 0.7 0.2 0.7 OAT -0.2 0.3 0.2 0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.3 -0.1 0.1 0.0 0.1 0.2 0.3 0.3 0.3 0.1 0.1 -0.1 0.0 -0.0 -0.1 0.1 -0.2 0.2 -0.2 0.1 -0.0 0.8 -0.5 -0.2 0.4 0.3 0.1 0.7 0.4 0.7 OATIES 0.6 0.5 0.1 0.0 0.2 -0.2 0.2 -0.6 0.1 0.1 -0.2 0.2 -0.4 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.1 -0.0 0.2 -0.3 0.2 -0.3 0.1 0.2 -0.1 0.2 -0.5 0.2 -0.0 0.2 0.6 0.4 0.0 -0.2 -0.6 -0.1 -0.7 OJ -0.0 -0.0 0.6 0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 1.1 -0.2 -0.1 -0.3 0.1 -0.4 -0.5 -0.3 -0.5 PALLAD -0.2 -0.4 -0.1 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.1 -0.0 1.5 -0.0 -0.0 0.1 -0.0 0.2 -0.0 0.2 -0.1 -0.2 -0.3 -0.3 0.5 0.1 0.1 -0.2 PLAT -0.1 -0.5 -0.4 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.0 -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 -0.0 -0.3 0.0 0.7 0.3 0.2 -0.1 REDWHEAT 0.4 0.5 0.6 0.0 0.2 -0.2 0.2 -0.5 0.1 0.1 0.1 0.1 -0.4 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.0 0.2 -0.1 0.2 0.8 0.1 0.2 0.2 0.2 -0.0 0.2 -0.4 0.3 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.6 0.5 0.6 0.0 0.1 -0.1 0.1 -0.3 0.0 0.1 -0.2 0.0 -0.3 0.0 0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.0 0.2 0.0 0.1 -0.1 0.1 -0.4 0.0 -0.6 0.2 -0.2 0.1 0.1 -0.6 -0.6 -0.4 -0.6 ROBUSTA -0.0 -0.1 -0.5 0.0 0.1 -0.1 0.1 -0.3 0.0 0.1 -0.0 0.1 -0.1 -0.0 -0.1 0.3 0.3 0.4 0.3 -0.1 -0.1 0.0 -0.1 -0.0 -2.7 -0.1 0.0 -0.1 0.0 -0.1 -0.0 1.1 0.1 -0.1 -0.3 -0.4 0.2 0.1 0.5 0.4 RUSSELL -0.4 -0.5 0.1 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 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.3 -0.1 0.9 0.0 -0.1 0.2 -0.1 0.3 -0.1 0.1 0.0 -0.2 -0.0 0.1 -0.1 -0.7 -0.4 -0.7 SHATZ -0.3 0.3 0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.2 -0.1 -0.3 -0.0 -0.0 0.1 -0.2 0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.1 1.3 -0.0 -0.2 -0.1 -0.2 -0.2 -0.1 -1.0 -0.5 -0.6 -0.3 -0.3 0.5 0.7 0.6 0.7 SILVER-mini -0.1 -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 -1.1 0.1 0.0 0.4 0.0 0.5 0.1 -0.0 0.0 0.0 0.6 0.6 0.3 0.5 -0.1 -0.1 SMI -0.5 -0.4 0.1 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.3 -0.1 0.4 -0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 -0.2 0.3 -0.0 0.9 0.1 -0.2 0.3 -0.1 0.4 -0.0 1.1 -0.4 0.1 0.1 0.6 -0.3 0.7 -0.3 0.7 SOFR 0.4 0.4 -0.2 0.1 -0.1 0.0 -0.1 -0.1 0.0 -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 0.1 0.4 0.4 0.3 -0.4 -0.4 -0.6 -0.7 SOYBEAN 0.6 0.6 0.1 0.0 0.2 -0.3 0.2 -0.7 0.1 0.2 0.5 0.2 0.5 0.2 0.2 0.1 -0.1 0.0 -0.0 0.2 0.2 0.2 0.2 0.2 -1.1 0.2 0.2 0.5 0.2 0.5 0.2 0.7 0.4 0.6 0.6 0.5 -0.6 -0.5 -0.5 -0.4 SOYMEAL 0.3 0.3 -0.0 0.0 0.2 -0.2 0.1 -0.4 0.1 -0.0 -0.1 0.0 -0.3 0.1 -0.0 -0.2 -0.3 -0.2 -0.3 0.0 0.0 0.0 -0.1 0.1 -1.7 0.1 -0.0 0.2 0.0 0.1 0.1 -0.2 -0.3 0.4 0.2 0.1 -0.6 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.5 0.0 0.2 -0.3 0.2 -0.7 0.1 0.2 0.5 0.2 0.6 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.5 0.2 0.4 0.5 0.6 0.6 0.6 -0.3 -0.7 -0.4 -0.7 SP400 -0.4 -0.1 0.3 0.0 -0.2 0.2 -0.1 0.3 -0.0 -0.1 0.4 -0.1 0.5 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.2 0.3 -0.0 0.4 0.0 -0.2 0.2 -0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.2 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.3 -0.5 -0.3 0.0 -0.2 0.2 -0.2 0.3 -0.0 -0.1 0.3 -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 -0.1 -0.1 0.0 -0.1 0.3 -0.1 -0.3 0.3 -0.3 -0.6 -0.5 0.5 -0.7 0.6 -0.7 SUGAR11 0.3 0.1 0.2 0.0 0.2 -0.2 0.1 -0.5 0.1 0.1 -0.4 0.1 -0.5 -0.0 -0.1 0.4 0.3 0.4 0.3 -0.0 -0.1 0.1 -0.4 0.0 -2.7 -0.0 0.2 -0.1 0.1 -0.4 0.0 1.1 -0.0 0.1 -0.3 0.2 0.1 -0.6 0.2 -0.4 US10 0.3 0.2 -0.2 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.2 -0.0 0.3 0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 0.1 0.0 -1.1 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 0.3 0.2 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.0 -0.1 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 -1.9 0.1 -0.1 0.3 -0.0 0.3 0.1 -0.3 0.1 0.3 0.0 0.3 -0.3 -0.2 -0.6 -0.7 US2 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 1.4 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -1.1 -0.2 -0.4 -0.4 -0.1 -0.3 -0.7 -0.3 -0.7 US20 0.3 0.3 -0.0 0.1 -0.1 0.0 -0.1 -0.1 0.0 -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 -0.1 0.2 -0.1 0.2 0.1 0.0 0.1 0.2 0.1 0.2 -0.2 0.5 -0.3 -0.6 US30 0.3 0.3 -0.0 0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.1 0.0 -0.1 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 -0.0 0.2 -0.0 0.2 0.1 -0.3 0.3 0.2 0.1 0.2 -0.3 0.4 -0.2 -0.6 US5 0.2 0.2 -0.2 0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.3 0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 0.0 -0.9 0.1 -0.1 0.1 -0.1 0.2 0.0 -0.5 -0.1 0.0 -0.0 0.2 -0.3 -0.7 -0.4 -0.7 VIX 0.8 0.9 0.1 0.1 0.3 0.0 0.3 -0.1 0.2 0.1 -0.3 0.2 -0.7 0.2 -0.0 0.1 -0.6 -0.6 -0.6 0.1 -0.0 0.3 -0.1 0.2 NaN 0.1 0.3 0.0 0.3 -0.1 0.2 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT 0.4 0.6 0.5 0.0 0.2 -0.2 0.2 -0.5 0.1 0.1 -0.0 0.1 -0.5 0.1 0.1 -0.3 -0.4 -0.3 -0.4 0.1 0.0 0.2 -0.1 0.2 1.1 0.2 0.2 0.2 0.2 0.0 0.2 -0.6 0.3 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 -7.0 14.1 17.6 8.4 -2.7 8.7 -4.6 6.4 1.3 -1.8 14.4 -1.6 12.6 11.8 14.3 0.9 -0.3 0.7 0.3 16.5 17.2 -0.6 11.8 8.0 11.6 17.7 -0.9 18.2 -1.0 11.7 8.1 6.3 4.3 5.7 18.3 17.6 -4.4 20.0 0.7 20.0 BITCOIN -20.0 -19.7 -19.7 5.6 -1.6 10.4 -0.8 13.2 2.0 -1.6 -12.1 -11.7 -5.1 -10.8 -11.4 -2.4 -5.8 -3.6 -4.7 -20.0 -20.0 -4.5 -9.9 -18.7 -10.0 -8.7 -2.1 -11.2 -1.0 -5.9 -3.4 0.1 16.0 3.3 -15.6 -20.0 -7.9 0.8 -20.0 -17.5 BOBL -2.8 12.1 0.6 4.8 -10.7 1.4 -6.3 -1.4 3.0 -9.6 -3.0 -8.7 -3.0 -0.9 3.1 -19.1 -5.6 -18.8 -11.2 0.7 -0.5 -14.8 -2.4 -4.3 2.9 1.4 -17.1 -0.7 -13.6 -2.6 -3.0 -20.0 -19.3 -11.4 2.1 -5.0 10.0 20.0 16.2 20.0 BTP -9.9 0.5 -3.2 6.1 -13.6 1.7 -8.1 -1.8 3.8 -17.4 13.9 -14.2 18.1 -3.9 7.2 14.1 12.0 15.2 13.7 1.7 5.6 -20.0 7.6 -9.7 -20.0 2.7 -20.0 6.2 -20.0 7.5 -9.7 14.6 -20.0 -20.0 -1.8 6.1 7.6 20.0 15.3 20.0 BUND 3.2 12.6 1.9 5.6 -12.6 1.6 -7.5 -1.6 3.5 -12.2 -1.3 -8.9 -9.1 2.4 6.0 18.1 10.0 17.8 13.9 3.8 0.5 -12.7 -3.8 -0.3 0.2 5.2 -20.0 1.2 -13.0 -2.6 1.0 12.7 -12.9 -1.7 6.1 -2.5 6.1 20.0 11.1 20.0 BUXL 12.2 11.7 2.5 6.5 -14.5 1.9 -8.6 -1.9 4.1 -13.6 -10.9 2.3 -20.0 9.7 -0.4 4.5 3.9 4.8 4.5 3.4 -6.4 -1.7 -16.9 6.1 4.7 7.3 -10.3 -4.6 -2.1 -14.4 9.9 -0.2 10.7 8.8 1.8 -7.7 -5.0 20.0 -0.8 11.7 CAC -17.3 -3.5 1.4 4.8 -20.0 10.5 -20.0 12.5 -5.9 19.7 14.7 -20.0 20.0 -15.7 -1.5 -3.9 -3.3 -5.1 -4.4 -6.0 8.6 -20.0 13.1 -20.0 8.2 19.9 8.4 12.5 20.0 7.9 20.0 3.2 20.0 20.0 12.9 0.9 13.3 20.0 10.4 20.0 CAD -5.2 8.1 11.2 11.2 -3.6 11.7 -6.1 8.5 1.8 13.0 5.1 -1.0 4.3 4.3 8.8 -6.7 -7.4 -7.1 -7.3 6.6 5.8 7.8 1.5 4.9 20.0 11.0 16.8 8.9 10.7 3.5 8.9 -6.4 20.0 8.5 -0.8 3.4 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 20.0 7.8 1.9 20.0 -8.7 19.7 -19.1 8.8 18.2 2.1 20.0 -1.1 20.0 20.0 -20.0 -15.8 -19.7 -18.4 20.0 14.4 20.0 1.5 20.0 16.2 20.0 20.0 15.5 20.0 1.2 20.0 -9.8 20.0 20.0 20.0 20.0 3.8 20.0 6.8 20.0 CHF -10.1 10.0 0.2 5.2 -1.7 5.4 -2.8 3.9 0.8 -3.8 1.6 -6.1 7.0 0.7 1.6 -12.6 -15.6 -14.0 -14.8 2.5 3.7 -3.4 4.2 -1.1 -1.4 4.6 -1.2 5.3 -2.2 5.3 0.8 -19.8 -1.0 -1.3 2.7 0.4 -12.7 -20.0 -12.1 -20.0 COCOA -15.3 -20.0 -20.0 0.6 8.7 -2.6 6.0 -5.8 2.7 5.6 -7.0 -3.5 -5.7 -6.1 -6.8 -6.9 2.8 -5.4 -2.7 -18.7 -18.3 -2.4 -12.2 -12.7 -20.0 -11.4 6.4 -11.4 -0.3 -6.8 -7.4 19.5 -3.7 -15.0 -20.0 -14.3 5.7 1.4 10.5 6.1 COFFEE -5.4 -20.0 -20.0 1.8 20.0 -8.1 18.3 -17.7 8.2 18.8 -2.9 5.8 4.6 -15.9 -18.8 11.0 17.9 18.8 20.0 -20.0 -20.0 6.8 1.8 -18.1 -20.0 -16.5 20.0 -10.9 14.0 10.5 -3.4 20.0 6.6 7.9 -20.0 -20.0 20.0 19.4 20.0 20.0 COPPER -5.3 -6.9 10.1 3.6 -1.0 6.7 -0.5 8.5 1.3 -4.7 5.2 -1.5 4.7 -3.8 3.3 -5.7 -6.2 -6.1 -6.2 3.1 6.1 -2.0 6.2 -0.4 -1.0 3.1 -1.4 5.3 -1.3 6.8 0.6 -1.4 1.9 -3.0 -2.5 -2.1 15.5 20.0 10.0 16.7 CORN 15.1 10.5 5.7 2.2 20.0 -9.7 20.0 -20.0 9.8 18.0 10.9 20.0 -9.4 20.0 14.0 -20.0 -20.0 -20.0 -20.0 14.0 3.8 20.0 -6.0 20.0 12.8 20.0 20.0 8.6 20.0 -1.7 20.0 -19.1 20.0 20.0 15.8 9.9 4.0 -5.0 8.1 1.4 COTTON2 7.9 0.8 5.6 2.0 20.0 -8.9 20.0 -19.4 9.0 -11.5 -18.5 -4.8 -20.0 -6.2 -9.9 -20.0 -20.0 -20.0 -20.0 -7.8 -12.8 -3.5 -19.4 -4.2 -6.1 -5.6 0.1 -13.1 -2.2 -19.9 -0.7 -18.3 -20.0 9.4 -16.1 -7.4 -8.5 -16.0 -7.8 -8.6 CRUDE_W 17.4 20.0 12.6 20.0 20.0 17.1 20.0 8.3 20.0 18.9 4.4 20.0 -6.3 20.0 20.0 11.7 5.0 6.4 4.7 20.0 10.7 20.0 -0.3 20.0 7.8 20.0 20.0 11.0 20.0 -1.5 20.0 -0.1 -20.0 -20.0 -20.0 -11.8 12.3 20.0 2.8 7.2 DAX -14.9 -14.1 -5.6 2.7 -14.7 5.8 -11.1 6.9 -3.3 -9.4 4.4 -9.0 10.9 -6.5 1.7 -7.7 -7.6 -8.4 -7.8 -3.3 1.8 -19.8 5.7 -11.7 -9.4 -3.3 -15.2 0.7 -16.5 3.4 -10.1 -3.3 -20.0 -12.8 -17.7 -4.2 14.0 20.0 12.1 20.0 DOW -18.9 -13.3 -0.6 2.6 -14.7 5.7 -11.1 6.8 -3.2 -9.8 9.8 -11.3 12.3 -8.6 4.9 -6.3 -7.8 -6.9 -7.3 -1.4 6.6 -18.2 10.6 -10.8 -8.1 -1.9 -15.7 4.3 -14.7 7.5 -9.0 -3.2 -3.6 -14.1 -9.8 -2.6 -2.0 -20.0 -8.7 -20.0 DX 18.1 -2.8 2.1 6.8 -2.2 7.1 -3.7 5.2 1.1 5.6 0.8 10.1 -9.0 7.2 1.4 4.9 5.9 5.3 5.6 2.7 -0.8 13.8 -3.1 9.4 -17.8 0.7 8.8 -2.6 13.3 -3.3 8.3 16.2 20.0 19.9 -14.6 -16.9 5.6 20.0 10.9 20.0 EUR -17.1 -1.1 -6.0 8.1 -2.6 8.4 -4.4 6.1 1.3 -13.4 -1.9 -14.6 11.1 -11.5 -5.5 -6.6 -7.8 -7.2 -7.5 -4.2 1.2 -16.8 5.6 -12.0 5.7 -0.2 -13.4 5.0 -15.8 7.4 -9.4 -6.8 -18.6 -16.3 -10.7 -2.4 -10.1 -20.0 -7.1 -20.0 EURIBOR-ICE -6.7 11.5 -3.4 3.6 -8.0 1.0 -4.7 -1.0 2.2 -7.0 -0.6 -6.6 3.7 -0.8 2.8 9.4 11.8 11.8 12.3 0.7 0.6 -13.6 0.6 -4.3 -2.4 1.1 -14.4 -0.0 -11.5 -0.5 -2.9 13.7 -20.0 -11.2 2.0 -3.8 20.0 20.0 20.0 20.0 EUROSTX -19.1 -14.3 -3.7 2.9 -16.1 6.3 -12.1 7.5 -3.5 -9.6 11.5 -9.3 13.5 -4.2 6.4 8.3 2.3 7.2 4.6 1.2 7.4 -19.4 9.7 -9.2 -6.0 1.2 -15.8 6.1 -16.6 7.0 -7.8 15.1 -20.0 -9.1 -4.1 3.8 8.9 20.0 6.2 20.0 FEEDCOW -20.0 -4.5 12.5 1.5 20.0 -6.5 14.7 -14.3 6.6 -13.1 12.0 -11.1 14.0 -6.2 13.1 18.1 11.6 16.7 14.9 6.3 16.2 -18.3 20.0 -7.6 -20.0 -3.9 -20.0 3.9 -16.0 12.8 -11.4 20.0 -20.0 -20.0 -13.9 7.7 20.0 20.0 20.0 20.0 GASOIL 20.0 16.0 0.3 14.6 20.0 8.4 20.0 4.1 20.0 9.2 7.7 10.2 7.0 10.5 9.3 20.0 18.5 20.0 20.0 14.2 6.9 20.0 3.2 20.0 -2.1 14.4 20.0 8.2 20.0 4.6 20.0 20.0 20.0 20.0 20.0 10.8 -5.9 20.0 -12.6 2.2 GASOLINE 20.0 20.0 7.4 20.0 20.0 14.6 20.0 7.2 20.0 18.2 14.1 20.0 8.0 20.0 19.5 -20.0 -20.0 -20.0 -20.0 20.0 14.2 20.0 5.8 20.0 -16.6 20.0 20.0 13.0 20.0 4.5 20.0 -20.0 17.8 12.4 -0.1 -3.6 6.6 20.0 -1.8 19.5 GAS_US_mini -4.6 5.1 -1.4 9.9 19.5 5.7 19.5 2.8 14.7 -6.1 -2.9 2.6 -4.5 -3.3 -3.0 20.0 -6.6 20.0 20.0 -1.4 -1.3 0.3 -1.5 -1.1 11.6 -1.8 -0.6 -1.7 -0.9 -1.5 -1.6 -2.3 -20.0 -20.0 -20.0 -13.9 8.4 -6.0 7.6 -17.1 GBP -17.0 -0.6 4.8 11.1 -3.6 11.6 -6.1 8.4 1.8 -7.6 4.3 -15.7 13.8 -16.0 2.0 -0.1 0.0 0.0 0.1 -2.2 4.3 -11.0 7.6 -10.9 -0.4 5.7 0.1 11.6 -8.4 13.0 -5.2 6.4 -2.5 -10.3 -11.5 6.5 -8.7 -6.6 -3.5 -9.0 GOLD_micro 2.1 -17.1 -17.1 2.9 -0.8 5.3 -0.4 6.7 1.0 -3.0 5.5 1.7 6.1 2.7 4.2 -4.6 -9.0 -5.9 -7.2 7.1 8.8 1.0 8.6 4.1 -18.0 7.9 -0.4 11.0 0.8 12.2 4.0 -4.6 -0.3 3.9 17.8 12.4 16.9 6.2 -2.1 -14.1 HEATOIL 20.0 20.0 2.7 13.7 20.0 7.9 20.0 3.9 20.0 9.9 7.1 11.0 6.2 11.1 9.4 20.0 19.9 20.0 20.0 17.4 8.8 20.0 4.4 20.0 -10.9 13.2 20.0 7.2 20.0 3.9 20.0 20.0 20.0 20.0 12.5 3.3 3.0 10.5 -9.2 -10.1 JGB-SGX-mini 20.0 20.0 6.0 2.4 -5.3 0.7 -3.1 -0.7 1.5 -2.0 -6.2 2.0 -7.5 3.1 -3.5 8.8 10.4 5.9 7.5 -1.1 -6.3 -0.3 -8.7 2.0 0.9 -2.4 -2.0 -7.6 -0.3 -9.3 1.3 8.3 -1.3 4.9 -3.9 -18.6 -4.2 -20.0 -1.3 -20.0 JPY -9.7 17.8 1.7 6.5 -2.1 6.8 -3.5 4.9 1.0 -10.9 -10.0 -11.4 -10.8 -7.3 -5.9 -8.0 -10.1 -8.6 -9.1 -5.5 -8.4 -9.6 -11.0 -7.3 20.0 -3.6 -8.5 -7.3 -9.4 -10.4 -5.7 -10.0 -13.2 -1.1 -9.4 -15.4 -2.7 -15.2 2.4 -18.5 LEANHOG -3.2 5.5 12.4 2.3 20.0 -10.1 20.0 -20.0 10.2 -11.0 16.8 12.4 19.4 8.5 18.1 -20.0 -7.8 -20.0 -20.0 15.5 17.5 7.6 16.7 10.3 -7.1 14.6 -0.6 18.3 5.0 16.2 6.7 -8.4 -5.4 -20.0 13.5 20.0 -12.1 8.1 -6.3 17.2 LIVECOW -14.8 -2.3 6.9 1.4 20.0 -6.3 14.1 -13.7 6.3 -10.9 8.7 -8.9 11.8 -5.2 11.2 19.6 6.9 8.2 5.1 3.1 8.7 -13.5 14.2 -5.8 -20.0 -4.3 -16.3 -0.1 -12.1 6.8 -8.7 20.0 -20.0 -20.0 -12.8 -0.2 20.0 20.0 20.0 20.0 LUMBER-new -14.9 1.0 -0.3 1.4 20.0 -6.4 14.4 -13.9 6.5 8.2 -15.2 -9.8 -14.7 -11.8 -11.8 -20.0 -20.0 -20.0 -20.0 -11.9 -15.5 -5.1 -19.0 -11.5 NaN -12.1 6.2 -15.1 -3.2 -16.1 -10.5 -20.0 -20.0 -19.8 -7.2 -10.9 1.7 20.0 4.4 20.0 MXP -20.0 -13.0 -0.3 9.6 -3.1 10.0 -5.2 7.2 1.5 -11.9 16.5 -11.6 18.2 2.1 12.7 8.7 12.3 10.5 11.5 8.6 17.2 -17.7 19.0 -6.0 -20.0 9.3 -15.3 18.2 -17.2 19.8 -5.8 20.0 -20.0 -14.9 8.3 17.6 9.4 7.5 20.0 10.2 NASDAQ_micro -3.0 -16.4 -14.3 2.8 -15.6 6.1 -11.8 7.3 -3.4 -3.1 3.6 -4.1 11.6 -8.5 -4.6 -7.1 -8.4 -7.7 -8.0 -4.9 1.3 -3.0 9.5 -5.2 -20.0 -4.8 -0.8 -0.4 -2.5 5.9 -4.5 -4.4 20.0 1.9 -15.3 -17.2 10.8 -20.0 10.5 -20.0 NIKKEI -13.1 -9.2 -10.0 1.7 -9.2 3.6 -6.9 4.3 -2.0 -4.2 7.4 -3.5 8.0 0.7 5.0 5.8 7.7 7.5 7.3 5.1 8.2 -8.4 8.9 -1.0 -10.5 4.8 -7.6 7.9 -5.7 8.9 0.1 20.0 -1.2 2.8 10.4 7.0 -12.1 -1.4 -17.8 1.6 NZD -16.2 12.6 15.2 6.5 -2.1 6.7 -3.5 4.9 1.0 -5.2 4.4 -8.6 0.6 1.7 6.3 -3.3 -3.5 -3.7 -3.8 3.3 3.8 -6.1 0.5 -2.4 11.2 3.6 -3.6 3.7 -6.6 -0.2 -2.6 0.0 -2.2 -8.8 1.2 1.0 -4.3 20.0 6.0 20.0 OAT -6.3 10.2 6.1 5.1 -11.4 1.5 -6.8 -1.5 3.2 -9.7 10.6 -8.2 2.9 1.6 9.3 11.0 12.6 12.6 13.5 5.7 5.4 -14.4 1.8 -1.6 -0.9 7.0 -19.7 6.5 -15.1 3.2 -0.9 15.5 -20.0 -6.0 10.9 9.9 4.5 20.0 11.3 20.0 OATIES 18.9 16.2 4.1 1.6 20.0 -7.3 16.3 -15.8 7.3 16.5 -8.1 16.0 -11.6 15.7 10.6 -2.5 -10.5 -8.1 -11.3 9.6 -3.1 20.0 -11.3 19.4 -2.0 11.2 20.0 -3.3 20.0 -12.9 20.0 -0.3 7.2 20.0 13.1 0.8 -5.1 -19.2 -2.8 -20.0 OJ -1.4 -0.7 20.0 0.6 8.7 -2.6 5.9 -5.7 2.6 0.3 -3.9 -1.6 -5.6 -2.9 -0.4 1.7 2.5 1.6 1.1 -2.0 -3.0 -1.3 -5.2 -2.1 -20.0 -1.6 -0.9 -1.4 -1.7 -3.1 -2.7 20.0 -7.7 -3.9 -8.3 3.3 -11.3 -14.4 -8.2 -15.3 PALLAD -6.4 -12.5 -2.5 3.2 -0.9 5.8 -0.4 7.4 1.1 -3.7 2.7 -4.3 4.0 -5.8 -0.7 -3.2 -3.1 -3.1 -3.1 -0.3 3.6 -4.3 5.1 -3.4 11.0 -1.7 -2.1 2.7 -3.6 6.6 -3.4 4.0 -4.8 -5.9 -10.6 -8.4 14.6 2.2 3.0 -4.9 PLAT -2.1 -15.5 -13.3 2.9 -0.8 5.3 -0.4 6.7 1.0 -2.4 2.3 -0.3 4.1 -3.4 0.5 -2.0 -3.3 -2.4 -2.9 1.4 4.4 -0.9 5.5 -0.6 -1.0 1.3 -0.5 5.4 -0.9 8.3 -0.7 4.0 1.7 -1.1 -8.8 1.5 20.0 9.5 5.8 -1.6 REDWHEAT 11.4 16.1 17.9 1.4 20.0 -6.5 14.6 -14.1 6.5 12.9 3.5 13.5 -11.5 13.2 12.1 -12.1 -15.8 -14.1 -15.2 10.9 4.0 20.0 -3.9 16.6 5.9 12.9 20.0 6.9 20.0 -0.3 16.9 -7.5 13.6 20.0 20.0 15.3 -20.0 -20.0 -20.0 -20.0 RICE -17.2 15.5 17.5 0.7 10.7 -3.2 7.3 -7.0 3.3 7.4 -5.6 1.8 -7.3 0.4 0.8 -20.0 -15.0 -20.0 -20.0 -1.3 -5.2 7.4 -10.5 0.9 1.3 0.6 14.3 -3.5 8.7 -10.2 2.5 -11.8 10.2 -6.7 3.7 2.4 -17.6 -16.9 -12.9 -17.4 ROBUSTA -0.8 -4.6 -13.9 0.9 14.1 -4.3 9.6 -9.3 4.3 8.2 -0.3 6.8 -3.1 -4.5 -6.8 13.2 15.5 19.1 16.6 -6.4 -6.4 3.5 -3.7 -2.4 -20.0 -5.2 4.7 -5.2 2.9 -2.8 -1.9 20.0 6.2 -4.6 -8.4 -11.1 6.2 4.0 15.8 11.2 RUSSELL -13.1 -14.4 4.0 3.0 -16.5 6.5 -12.5 7.7 -3.6 -10.1 11.2 -9.1 13.2 -6.4 7.8 -4.5 -5.2 -4.8 -4.9 1.6 8.8 -15.8 11.2 -7.5 6.6 0.5 -16.4 6.3 -13.1 8.3 -6.7 1.1 0.7 -6.7 -1.2 2.4 -3.0 -20.0 -10.6 -20.0 SHATZ -9.0 10.5 1.8 4.2 -9.3 1.2 -5.5 -1.2 2.6 -9.0 -8.1 -9.0 -9.3 -4.0 -1.9 5.1 -10.0 1.7 -3.9 -4.4 -3.8 -20.0 -4.4 -10.9 9.7 -4.5 -20.0 -4.5 -19.7 -4.8 -10.2 -19.7 -20.0 -20.0 -9.9 -10.5 13.9 20.0 17.5 20.0 SILVER-mini -2.8 -20.0 -8.3 2.9 -0.8 5.3 -0.4 6.7 1.0 -2.2 2.8 1.0 4.3 -2.6 0.8 -3.3 -5.8 -4.3 -5.1 3.4 6.7 -0.1 6.8 0.5 -8.0 10.5 0.5 14.3 0.9 13.9 4.7 -0.1 0.8 1.1 20.0 20.0 9.7 14.0 -3.4 -3.3 SMI -14.5 -12.8 4.0 2.6 -14.4 5.6 -10.8 6.7 -3.2 -10.0 11.1 -8.8 11.6 -0.6 7.8 11.6 7.7 11.8 9.9 5.9 10.3 -18.0 10.1 -4.3 7.0 6.9 -18.7 10.9 -13.7 9.8 -2.2 20.0 -17.1 4.4 3.9 19.8 -7.9 20.0 -8.4 20.0 SOFR 12.6 12.7 -7.1 4.9 -10.8 1.4 -6.4 -1.4 3.0 -12.6 2.5 0.4 11.4 7.8 6.2 6.3 6.7 7.4 7.4 8.0 4.2 -1.6 4.4 7.8 -20.0 11.4 -6.8 6.9 0.1 5.5 10.5 4.9 2.8 13.3 11.8 8.1 -13.1 -11.7 -19.2 -20.0 SOYBEAN 17.5 19.7 3.5 2.2 20.0 -10.0 20.0 -20.0 10.1 20.0 17.7 20.0 13.3 20.0 20.0 5.1 -3.8 0.4 -2.1 20.0 16.2 20.0 5.6 20.0 -8.0 20.0 20.0 20.0 20.0 13.3 20.0 13.8 18.4 20.0 20.0 15.6 -16.7 -14.6 -14.9 -11.7 SOYMEAL 9.0 8.9 -0.3 1.3 18.9 -5.7 12.9 -12.5 5.8 -3.8 -2.6 1.5 -7.5 7.5 -3.1 -10.2 -13.7 -11.4 -12.7 3.8 0.7 1.4 -3.3 4.9 -12.8 7.8 -0.3 6.2 2.3 2.0 7.2 -3.9 -14.4 13.6 5.3 3.7 -17.4 -18.5 -14.5 -18.2 SOYOIL 20.0 20.0 14.4 2.1 20.0 -9.4 20.0 -20.0 9.4 19.8 17.3 20.0 16.4 20.0 20.0 -5.4 -6.3 -7.2 -7.3 20.0 20.0 20.0 19.9 20.0 -20.0 20.0 20.0 20.0 20.0 14.4 20.0 7.7 20.0 20.0 20.0 20.0 -10.0 -20.0 -11.3 -20.0 SP400 -12.7 -2.7 9.7 3.0 -16.9 6.6 -12.7 7.9 -3.7 -11.0 13.0 -8.0 12.8 0.1 11.7 -6.3 -6.3 -6.6 -6.4 6.5 10.9 -17.8 10.0 -4.3 3.3 4.4 -20.0 6.8 -14.5 5.4 -3.6 -1.1 -6.0 -3.1 7.6 7.7 -2.5 -20.0 -9.8 -20.0 SP500_micro -8.7 -14.1 -8.9 3.5 -19.4 7.6 -14.6 9.0 -4.3 -10.1 12.6 -11.1 17.1 -10.0 5.2 -8.2 -9.4 -8.7 -8.9 -3.4 5.9 -13.5 15.1 -9.3 -16.5 -5.5 -12.6 0.7 -11.9 7.2 -9.3 -6.0 11.7 -8.4 -17.9 -14.8 15.4 -20.0 18.1 -20.0 SUGAR11 9.6 2.6 6.1 1.4 20.0 -6.1 13.7 -13.3 6.2 11.4 -13.3 9.5 -15.0 -0.9 -6.8 20.0 13.8 19.3 15.7 -4.3 -9.9 9.8 -14.8 1.7 -20.0 -0.8 20.0 -5.2 10.8 -10.0 3.2 20.0 -1.5 2.9 -8.9 5.5 2.3 -19.3 6.9 -12.1 US10 7.8 6.3 -5.0 4.5 -10.1 1.3 -6.0 -1.3 2.8 -10.0 5.7 -4.5 9.0 4.6 3.3 2.4 1.4 2.7 2.4 4.1 2.7 -4.5 2.9 3.0 -8.6 6.8 -7.6 4.8 -3.0 4.8 5.7 -3.9 1.3 5.6 0.4 4.6 -8.8 -20.0 -10.9 -20.0 US10U 8.6 5.7 -3.7 6.6 -14.7 1.9 -8.7 -1.9 4.1 -13.5 10.6 -3.3 12.1 8.4 6.3 2.5 0.8 2.8 2.1 6.9 4.9 -5.1 4.4 5.5 -14.4 11.4 -11.2 9.6 -4.3 9.4 8.7 -4.8 2.6 9.0 0.8 8.8 -9.4 -4.9 -17.0 -20.0 US2 -2.8 2.6 -4.2 4.9 -11.0 1.4 -6.5 -1.4 3.1 -9.6 -4.4 -10.2 0.5 -5.0 -5.1 -10.5 -13.0 -10.5 -11.0 -3.2 -2.4 -11.9 -1.4 -6.3 10.8 -0.6 -9.9 -0.9 -9.2 0.5 -2.8 -20.0 -7.0 -13.6 -10.8 -1.7 -8.1 -20.0 -10.1 -20.0 US20 8.0 8.1 -0.5 5.0 -11.2 1.4 -6.7 -1.5 3.1 -11.1 8.1 -1.1 4.7 7.7 6.9 5.0 4.1 5.2 4.8 6.8 4.6 -3.9 2.4 4.9 -9.8 9.7 -9.6 8.7 -4.7 6.9 6.0 0.4 2.2 4.8 2.4 7.3 -6.9 15.5 -8.8 -19.3 US30 8.5 8.1 -0.6 6.1 -13.5 1.7 -8.0 -1.8 3.8 -10.7 2.4 2.6 -3.8 10.5 6.7 2.6 -0.2 2.4 1.3 6.4 2.6 -0.9 -1.3 6.4 -5.9 10.9 -5.2 8.2 -1.7 4.8 8.6 -6.4 10.6 5.0 1.7 4.8 -10.2 12.2 -6.4 -17.0 US5 5.5 5.9 -4.9 5.0 -11.2 1.4 -6.7 -1.5 3.2 -10.1 3.3 -7.7 9.7 3.3 2.1 -0.4 -1.7 0.0 -0.4 3.0 1.8 -6.8 2.5 1.2 -6.7 5.9 -9.3 4.0 -5.2 4.4 4.0 -9.0 -2.5 1.1 -1.5 4.6 -9.2 -20.0 -11.8 -20.0 VIX 14.6 18.2 1.4 5.7 18.9 0.2 17.9 -1.6 12.2 8.4 -7.5 10.5 -11.8 10.0 -1.6 2.5 -20.0 -20.0 -20.0 5.4 -0.7 20.0 -3.0 13.2 NaN 6.4 20.0 0.3 18.8 -1.8 13.2 NaN NaN NaN NaN NaN -3.5 -20.0 NaN NaN WHEAT 13.7 20.0 15.0 1.5 20.0 -6.8 15.3 -14.9 6.9 9.1 -1.0 12.5 -12.9 13.6 10.7 -15.1 -18.3 -17.3 -17.7 11.2 3.1 20.0 -4.8 17.0 8.3 14.7 20.0 7.3 19.8 0.0 18.7 -11.6 10.9 20.0 20.0 14.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3