******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260310_203955 produced at 2026-03-10 21:35:59.717974 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.11 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -3.74 11.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -2.70 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -3.43 16.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -1.70 24.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.25 -0.07 0.0 0.89 -0.89 -0.25 -0.13 -1.13 14.0 -4 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -23.52 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.06 0.0 1.19 -1.19 0.00 0.00 -1.27 25.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.06 0.0 0.16 -0.16 -0.04 -0.06 -3.92 11.0 -3 -4 caleb_strategy_v3 CHF False False 0.07 0.00 -0.05 0.0 0.92 -0.92 0.00 0.00 -0.76 13.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.14 -0.05 0.0 0.69 -0.69 -0.14 -0.09 -4.51 66.0 -13 -9 caleb_strategy_v3 SP500_micro False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.01 -3.16 48.0 -2 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.59 -0.59 -0.03 -0.10 -1.14 17.0 -1 -3 caleb_strategy_v3 NASDAQ_micro False True 0.02 -0.22 -0.04 0.0 0.00 -0.22 -0.22 -0.17 -1.79 23.0 -10 -8 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.00 3.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.03 0.0 1.12 -1.12 0.00 0.00 -0.51 19.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.02 -0.03 0.0 0.00 -0.02 -0.02 -0.02 -2.26 58.0 -2 -2 caleb_strategy_v3 US10 False False 0.05 0.00 -0.03 0.0 0.83 -0.83 0.00 0.00 -0.54 17.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.12 4.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.02 0.0 0.65 -0.65 -0.05 -0.05 -0.39 13.0 -1 -1 caleb_strategy_v3 RUSSELL False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.82 68.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.39 -0.39 -0.03 -0.03 -0.88 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 -0.65 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 -0.07 2.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.58 3.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.13 -0.13 -0.02 -0.02 -1.28 18.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.04 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 -0.00 0.0 0.31 -0.31 0.00 -0.05 -0.09 6.0 0 -1 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.17 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 BUXL False False 0.06 0.00 0.00 0.0 0.22 -0.22 0.00 0.00 0.00 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.00 0.0 0.68 -0.68 0.00 0.00 0.08 17.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.09 -0.09 0.00 0.00 0.39 26.0 0 1 caleb_strategy_v3 GBP False False 0.04 0.00 0.00 0.0 0.81 -0.81 0.00 0.04 0.01 22.0 0 1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.00 0.0 1.27 -1.27 -0.02 0.00 -0.18 56.0 -1 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.04 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.48 -0.48 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.25 8.0 0 0 caleb_strategy_v3 SILVER-mini False True 0.10 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.05 999999999.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.02 0.00 0.0 0.54 -0.54 0.02 0.02 0.13 36.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.22 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.29 -0.29 0.00 0.00 -0.04 6.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.01 0.0 0.60 -0.60 0.00 0.00 0.18 8.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.66 2.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.09 0.01 0.0 0.09 0.00 0.09 0.06 0.27 20.0 3 2 caleb_strategy_v3 VIX False False 0.01 -0.03 0.01 0.0 999.00 -999.00 -0.03 -0.01 0.97 999999999.0 -3 -1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.64 10.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.02 0.02 0.0 0.25 -0.25 0.02 0.02 1.24 13.0 1 1 caleb_strategy_v3 BUND False False 0.06 0.00 0.02 0.0 0.64 -0.64 0.00 0.00 0.32 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.02 0.0 0.16 -0.16 0.04 0.04 0.58 4.0 1 1 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.03 0.0 999.00 -999.00 0.00 0.05 0.53 999999999.0 0 1 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.03 0.0 0.18 -0.18 0.05 0.05 1.02 7.0 2 2 caleb_strategy_v3 SMI False True 0.07 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.57 9.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.04 0.0 0.16 -0.16 0.05 0.05 0.65 3.0 1 1 caleb_strategy_v3 CORN False False 0.01 0.06 0.04 0.0 0.13 -0.13 0.06 0.06 3.73 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 0.98 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.55 -0.55 0.00 0.00 1.45 21.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.05 0.0 0.24 -0.24 0.05 0.02 10.06 51.0 10 5 caleb_strategy_v3 CAD False False 0.03 0.10 0.06 0.0 0.93 -0.93 0.10 0.10 1.87 29.0 3 3 caleb_strategy_v3 COPPER False False 0.07 0.07 0.06 0.0 999.00 -999.00 0.07 0.07 0.87 999999999.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.95 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.09 0.0 0.61 -0.61 0.18 0.25 1.55 10.0 3 4 caleb_strategy_v3 AUD False False 0.03 0.12 0.12 0.0 0.59 -0.59 0.12 0.09 3.74 19.0 4 3 caleb_strategy_v3 MXP False False 0.01 0.27 0.16 0.0 0.74 -0.74 0.27 0.25 12.82 60.0 22 20 caleb_strategy_v3 CRUDE_W False False 0.03 0.12 0.17 0.0 0.15 -0.15 0.12 0.12 5.39 5.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.38 0.0 1.24 -1.24 0.00 0.00 3.07 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.0 Shocked risk 27.2 Sum abs risk 33.6 Leverage 3.12 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2291311.43, 'annual_cash_vol_target': 572827.8575, 'daily_cash_vol_target': 35801.74109375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7113 0.6348 10.1565 BITCOIN 2293.6717 70165.0000 3.2690 52.3035 BOBL 0.2282 116.6000 0.1957 3.1308 BTP 0.5789 119.8000 0.4832 7.7313 BUND 0.4103 126.9800 0.3231 5.1700 BUXL 0.7777 110.5400 0.7036 11.2572 CAC 56.9428 8000.0000 0.7118 11.3886 CAD 0.0028 0.7367 0.3862 6.1789 CANOLA 8.6380 731.0000 1.1817 18.9067 CHF 0.0067 1.2979 0.5167 8.2676 COCOA 120.5034 3425.0000 3.5183 56.2935 COFFEE 4.4119 294.7000 1.4971 23.9535 COPPER 0.0893 5.9780 1.4930 23.8884 CORN 3.9580 480.7500 0.8233 13.1726 COTTON2 0.7245 65.2600 1.1102 17.7627 CRUDE_W 0.9515 70.2400 1.3546 21.6737 DAX 257.7519 23792.0000 1.0834 17.3337 DOW 351.3624 48021.0000 0.7317 11.7070 DX 0.4340 98.6550 0.4399 7.0391 EUR 0.0052 1.1618 0.4455 7.1284 EURIBOR-ICE 0.0494 97.5250 0.0507 0.8105 EUROSTX 66.7109 5791.0000 1.1520 18.4316 FEEDCOW 3.2900 345.8500 0.9513 15.2203 GASOIL 46.2021 909.2500 5.0813 81.3014 GASOLINE 0.0509 2.5998 1.9579 31.3261 GAS_US_mini 0.1846 3.0550 6.0440 96.7033 GBP 0.0062 1.3419 0.4587 7.3387 GOLD_micro 84.4696 5205.0000 1.6229 25.9657 HEATOIL 0.0867 2.9824 2.9071 46.5140 JGB-SGX-mini 0.2978 131.8500 0.2259 3.6141 JPY 0.0000 0.0064 0.6080 9.7275 LEANHOG 1.0447 110.5500 0.9450 15.1200 LIVECOW 2.1394 230.2000 0.9294 14.8697 LUMBER-new 7.2913 593.0000 1.2296 19.6731 MXP 0.0004 0.0564 0.7511 12.0174 NASDAQ_micro 217.2641 25000.0000 0.8691 13.9049 NIKKEI 892.0760 54500.0000 1.6368 26.1894 NZD 0.0040 0.5950 0.6666 10.6653 OAT 0.4604 120.9700 0.3806 6.0894 OATIES 5.3191 356.5000 1.4920 23.8727 OJ 7.2594 190.4500 3.8117 60.9873 PALLAD 55.7634 1674.5000 3.3302 53.2824 PLAT 76.1165 2205.1000 3.4518 55.2294 REDWHEAT 11.3793 624.5000 1.8222 29.1544 RICE 0.1654 11.2050 1.4766 23.6250 ROBUSTA 65.5588 3691.0000 1.7762 28.4189 RUSSELL 29.0988 2550.1000 1.1411 18.2573 SHATZ 0.0772 106.3800 0.0726 1.1614 SILVER-mini 3.0986 88.6875 3.4938 55.9012 SMI 124.1282 12950.0000 0.9585 15.3363 SOFR 0.0554 96.6850 0.0573 0.9170 SOYBEAN 7.2171 1156.0000 0.6243 9.9891 SOYMEAL 4.1818 317.8000 1.3159 21.0537 SOYOIL 0.7058 65.5000 1.0776 17.2413 SP400 33.2520 3429.6000 0.9696 15.5129 SP500_micro 45.1636 6793.2500 0.6648 10.6373 SUGAR11 0.2356 14.4500 1.6302 26.0831 US10 0.3322 112.3438 0.2957 4.7305 US10U 0.4239 114.9688 0.3687 5.8990 US2 0.0819 104.1836 0.0786 1.2583 US20 0.6114 115.8125 0.5279 8.4467 US30 0.8672 118.6875 0.7307 11.6910 US5 0.2136 109.1094 0.1958 3.1323 VIX 0.8951 23.7500 3.7687 60.2996 WHEAT 10.3862 635.7500 1.6337 26.1390 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 711.25 0.63 451.49 1.00 451.49 35801.74 79.30 18.15 143.94 BITCOIN 70.17 3.27 229.37 1.00 229.37 35801.74 156.09 -13.90 -216.91 BOBL 1166.00 0.20 228.16 1.15 263.26 35801.74 135.99 -3.72 -50.55 BTP 1198.00 0.48 578.88 1.15 667.95 35801.74 53.60 0.41 2.19 BUND 1269.80 0.32 410.30 1.15 473.44 35801.74 75.62 4.12 31.14 BUXL 1105.40 0.70 777.73 1.15 897.40 35801.74 39.89 0.06 0.25 CAC 800.00 0.71 569.43 1.15 657.05 35801.74 54.49 10.46 57.02 CAD 736.70 0.39 284.50 1.00 284.50 35801.74 125.84 5.73 72.09 CANOLA 146.20 1.18 172.76 0.74 127.48 35801.74 280.84 14.71 413.00 CHF 1622.38 0.52 838.32 1.00 838.32 35801.74 42.71 -6.84 -29.21 COCOA 342.50 3.52 1205.03 1.00 1205.03 35801.74 29.71 -12.12 -36.01 COFFEE 1105.12 1.50 1654.48 1.00 1654.48 35801.74 21.64 -1.23 -2.66 COPPER 1494.50 1.49 2231.32 1.00 2231.32 35801.74 16.05 5.03 8.07 CORN 240.38 0.82 197.90 1.00 197.90 35801.74 180.91 8.46 153.03 COTTON2 326.30 1.11 362.25 1.00 362.25 35801.74 98.83 -16.27 -160.80 CRUDE_W 702.40 1.35 951.47 1.00 951.47 35801.74 37.63 13.21 49.72 DAX 237.92 1.08 257.75 1.15 297.41 35801.74 120.38 -5.49 -66.10 DOW 240.10 0.73 175.68 1.00 175.68 35801.74 203.79 -9.51 -193.89 DX 986.55 0.44 434.03 1.00 434.03 35801.74 82.49 4.57 37.73 EUR 1452.19 0.45 646.99 1.00 646.99 35801.74 55.34 -7.89 -43.65 EURIBOR-ICE 2438.12 0.05 123.51 1.15 142.51 35801.74 251.22 3.58 89.97 EUROSTX 579.10 1.15 667.11 1.15 769.76 35801.74 46.51 1.71 7.97 FEEDCOW 1729.25 0.95 1644.98 1.00 1644.98 35801.74 21.76 2.48 5.39 GASOIL 909.25 5.08 4620.21 1.00 4620.21 35801.74 7.75 17.22 13.35 GASOLINE 1091.92 1.96 2137.84 1.00 2137.84 35801.74 16.75 7.24 12.13 GAS_US_mini 76.38 6.04 461.61 1.00 461.61 35801.74 77.56 0.47 3.62 GBP 838.69 0.46 384.68 1.00 384.68 35801.74 93.07 0.03 0.32 GOLD_micro 520.50 1.62 844.70 1.00 844.70 35801.74 42.38 -1.27 -5.37 HEATOIL 1252.61 2.91 3641.49 1.00 3641.49 35801.74 9.83 15.19 14.94 JGB-SGX-mini 131850.00 0.23 29782.43 0.01 187.75 35801.74 190.69 -1.66 -31.64 JPY 797.56 0.61 484.89 1.00 484.89 35801.74 73.83 -5.96 -44.04 LEANHOG 442.20 0.94 417.88 1.00 417.88 35801.74 85.68 2.38 20.37 LIVECOW 920.80 0.93 855.75 1.00 855.75 35801.74 41.84 0.59 2.47 LUMBER-new 163.08 1.23 200.51 1.00 200.51 35801.74 178.55 -11.50 -205.37 MXP 281.80 0.75 211.66 1.00 211.66 35801.74 169.15 5.16 87.23 NASDAQ_micro 500.00 0.87 434.53 1.00 434.53 35801.74 82.39 -9.34 -76.95 NIKKEI 54500.00 1.64 89207.60 0.01 562.37 35801.74 63.66 0.18 1.16 NZD 595.00 0.67 396.62 1.00 396.62 35801.74 90.27 6.19 55.92 OAT 1209.70 0.38 460.39 1.15 531.24 35801.74 67.39 6.72 45.26 OATIES 178.25 1.49 265.96 1.00 265.96 35801.74 134.62 2.02 27.14 OJ 285.68 3.81 1088.91 1.00 1088.91 35801.74 32.88 -7.22 -23.73 PALLAD 1674.50 3.33 5576.34 1.00 5576.34 35801.74 6.42 1.96 1.26 PLAT 1102.55 3.45 3805.82 1.00 3805.82 35801.74 9.41 2.03 1.91 REDWHEAT 312.25 1.82 568.97 1.00 568.97 35801.74 62.92 2.98 18.74 RICE 224.10 1.48 330.90 1.00 330.90 35801.74 108.20 -8.04 -86.97 ROBUSTA 369.10 1.78 655.59 1.00 655.59 35801.74 54.61 -2.99 -16.33 RUSSELL 127.51 1.14 145.49 1.00 145.49 35801.74 246.07 -2.23 -54.88 SHATZ 1063.80 0.07 77.22 1.15 89.10 35801.74 401.82 -4.16 -167.24 SILVER-mini 2217.19 3.49 7746.46 1.00 7746.46 35801.74 4.62 3.05 1.41 SMI 1295.00 0.96 1241.28 1.28 1590.42 35801.74 22.51 7.44 16.76 SOFR 2417.12 0.06 138.53 1.00 138.53 35801.74 258.43 -2.38 -61.43 SOYBEAN 578.00 0.62 360.86 1.00 360.86 35801.74 99.21 10.98 108.98 SOYMEAL 317.80 1.32 418.18 1.00 418.18 35801.74 85.61 -8.14 -69.69 SOYOIL 393.00 1.08 423.49 1.00 423.49 35801.74 84.54 8.10 68.48 SP400 3429.60 0.97 3325.20 1.00 3325.20 35801.74 10.77 -1.86 -2.00 SP500_micro 339.66 0.66 225.82 1.00 225.82 35801.74 158.54 -8.56 -135.66 SUGAR11 161.84 1.63 263.83 1.00 263.83 35801.74 135.70 -3.88 -52.60 US10 1123.44 0.30 332.15 1.00 332.15 35801.74 107.79 -3.94 -42.42 US10U 1149.69 0.37 423.88 1.00 423.88 35801.74 84.46 -3.62 -30.61 US2 2083.67 0.08 163.86 1.00 163.86 35801.74 218.49 -9.75 -213.05 US20 1158.12 0.53 611.40 1.00 611.40 35801.74 58.56 -0.48 -2.83 US30 1186.88 0.73 867.24 1.00 867.24 35801.74 41.28 -1.68 -6.92 US5 1091.09 0.20 213.60 1.00 213.60 35801.74 167.61 -5.95 -99.77 VIX 237.50 3.77 895.07 1.00 895.07 35801.74 40.00 0.98 3.93 WHEAT 317.88 1.63 519.31 1.00 519.31 35801.74 68.94 1.85 12.72 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 143.937 0.010 2.5 3.740 BITCOIN -216.912 0.043 2.5 -23.522 BOBL -50.554 0.004 2.5 -0.513 BTP 2.191 0.014 2.5 0.075 BUND 31.139 0.004 2.5 0.316 BUXL 0.254 0.004 2.5 0.003 CAC 57.019 0.014 2.5 1.948 CAD 72.090 0.010 2.5 1.873 CANOLA 413.002 0.010 2.5 10.062 CHF -29.208 0.010 2.5 -0.759 COCOA -36.012 0.010 2.5 -0.877 COFFEE -2.663 0.005 2.5 -0.035 COPPER 8.066 0.043 2.5 0.875 CORN 153.027 0.010 2.5 3.728 COTTON2 -160.799 0.010 2.5 -3.918 CRUDE_W 49.722 0.043 2.5 5.392 DAX -66.103 0.014 2.5 -2.258 DOW -193.886 0.009 2.5 -4.512 DX 37.731 0.010 2.5 0.980 EUR -43.646 0.010 2.5 -1.134 EURIBOR-ICE 89.973 0.014 2.5 3.073 EUROSTX 7.969 0.014 2.5 0.272 FEEDCOW 5.393 0.013 2.5 0.179 GASOIL 13.347 0.017 2.5 0.579 GASOLINE 12.127 0.017 2.5 0.526 GAS_US_mini 3.625 0.043 2.5 0.393 GBP 0.322 0.010 2.5 0.008 GOLD_micro -5.371 0.014 2.5 -0.183 HEATOIL 14.938 0.017 2.5 0.648 JGB-SGX-mini -31.640 0.043 2.5 -3.431 JPY -44.041 0.010 2.5 -1.144 LEANHOG 20.366 0.024 2.5 1.239 LIVECOW 2.466 0.013 2.5 0.082 LUMBER-new -205.370 0.010 2.5 -5.003 MXP 87.234 0.059 2.5 12.822 NASDAQ_micro -76.951 0.009 2.5 -1.791 NIKKEI 1.162 0.043 2.5 0.126 NZD 55.919 0.010 2.5 1.453 OAT 45.264 0.014 2.5 1.546 OATIES 27.143 0.010 2.5 0.661 OJ -23.727 0.010 2.5 -0.578 PALLAD 1.261 0.014 2.5 0.043 PLAT 1.914 0.014 2.5 0.065 REDWHEAT 18.743 0.005 2.5 0.249 RICE -86.968 0.010 2.5 -2.119 ROBUSTA -16.331 0.005 2.5 -0.217 RUSSELL -54.885 0.013 2.5 -1.821 SHATZ -167.242 0.004 2.5 -1.698 SILVER-mini 1.410 0.014 2.5 0.048 SMI 16.756 0.014 2.5 0.572 SOFR -61.426 0.024 2.5 -3.738 SOYBEAN 108.984 0.004 2.5 1.015 SOYMEAL -69.694 0.004 2.5 -0.649 SOYOIL 68.480 0.004 2.5 0.638 SP400 -2.001 0.013 2.5 -0.066 SP500_micro -135.661 0.009 2.5 -3.157 SUGAR11 -52.596 0.010 2.5 -1.281 US10 -42.418 0.005 2.5 -0.538 US10U -30.608 0.005 2.5 -0.388 US2 -213.048 0.005 2.5 -2.703 US20 -2.828 0.005 2.5 -0.036 US30 -6.916 0.005 2.5 -0.088 US5 -99.769 0.005 2.5 -1.266 VIX 3.934 0.099 2.5 0.973 WHEAT 12.721 0.005 2.5 0.169 ===================== Position diags ===================== AUD 2.06 BITCOIN 16.93 BOBL 1.38 BTP 1.83 BUND 0.77 BUXL 0.41 CAC 1.86 CAD 3.27 CANOLA 6.84 CHF 1.11 COCOA 0.72 COFFEE 0.29 COPPER 1.74 CORN 4.41 COTTON2 2.41 CRUDE_W 4.08 DAX 4.11 DOW 4.74 DX 2.14 EUR 1.44 EURIBOR-ICE 8.58 EUROSTX 1.59 FEEDCOW 0.72 GASOIL 0.34 GASOLINE 0.73 GAS_US_mini 8.41 GBP 2.42 GOLD_micro 1.45 HEATOIL 0.43 JGB-SGX-mini 20.68 JPY 1.92 LEANHOG 5.21 LIVECOW 1.39 LUMBER-new 4.35 MXP 24.86 NASDAQ_micro 1.92 NIKKEI 6.90 NZD 2.35 OAT 2.30 OATIES 3.28 OJ 0.80 PALLAD 0.22 PLAT 0.32 REDWHEAT 0.84 RICE 2.64 ROBUSTA 0.73 RUSSELL 8.17 SHATZ 4.08 SILVER-mini 0.16 SMI 0.77 SOFR 15.73 SOYBEAN 0.92 SOYMEAL 0.80 SOYOIL 0.79 SP400 0.36 SP500_micro 3.69 SUGAR11 3.31 US10 1.37 US10U 1.07 US2 2.77 US20 0.74 US30 0.52 US5 2.13 VIX 9.89 WHEAT 0.92 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.7 3.5 3.9 4.0 4 BITCOIN -23.5 -25.2 -21.8 0.0 0 BOBL -0.5 -0.7 -0.4 0.0 0 BTP 0.1 -0.1 0.3 0.0 0 BUND 0.3 0.2 0.4 0.0 0 BUXL 0.0 -0.0 0.0 0.0 0 CAC 1.9 1.8 2.1 0.0 0 CAD 1.9 1.5 2.2 3.0 3 CANOLA 10.1 9.4 10.7 10.0 10 CHF -0.8 -0.9 -0.6 0.0 0 COCOA -0.9 -0.9 -0.8 -2.0 -2 COFFEE -0.0 -0.1 -0.0 0.0 0 COPPER 0.9 0.7 1.0 1.0 1 CORN 3.7 3.3 4.2 6.0 6 COTTON2 -3.9 -4.2 -3.7 -3.0 -3 CRUDE_W 5.4 5.0 5.8 4.0 4 DAX -2.3 -2.7 -1.8 -2.0 -2 DOW -4.5 -5.0 -4.0 -13.0 -13 DX 1.0 0.8 1.2 0.0 0 EUR -1.1 -1.3 -1.0 -4.0 -4 EURIBOR-ICE 3.1 2.2 3.9 0.0 0 EUROSTX 0.3 0.1 0.4 3.0 3 FEEDCOW 0.2 0.1 0.3 0.0 0 GASOIL 0.6 0.5 0.6 1.0 1 GASOLINE 0.5 0.5 0.6 0.0 0 GAS_US_mini 0.4 -0.4 1.2 0.0 0 GBP 0.0 -0.2 0.3 0.0 0 GOLD_micro -0.2 -0.3 -0.0 -1.0 -1 HEATOIL 0.6 0.6 0.7 1.0 1 JGB-SGX-mini -3.4 -5.5 -1.4 0.0 0 JPY -1.1 -1.3 -1.0 -1.0 -1 LEANHOG 1.2 0.7 1.8 1.0 1 LIVECOW 0.1 -0.1 0.2 0.0 0 LUMBER-new -5.0 -5.4 -4.6 0.0 0 MXP 12.8 10.3 15.3 22.0 22 NASDAQ_micro -1.8 -2.0 -1.6 -10.0 -10 NIKKEI 0.1 -0.6 0.8 1.0 1 NZD 1.5 1.2 1.7 0.0 0 OAT 1.5 1.3 1.8 3.0 3 OATIES 0.7 0.3 1.0 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 0.2 0.3 0.0 0 RICE -2.1 -2.4 -1.9 0.0 0 ROBUSTA -0.2 -0.3 -0.1 0.0 0 RUSSELL -1.8 -2.6 -1.0 0.0 0 SHATZ -1.7 -2.1 -1.3 NaN 0 SILVER-mini 0.0 0.0 0.1 0.0 0 SMI 0.6 0.5 0.6 0.0 0 SOFR -3.7 -5.3 -2.2 NaN 0 SOYBEAN 1.0 0.9 1.1 2.0 2 SOYMEAL -0.6 -0.7 -0.6 0.0 0 SOYOIL 0.6 0.6 0.7 0.0 0 SP400 -0.1 -0.1 -0.0 0.0 0 SP500_micro -3.2 -3.5 -2.8 -2.0 -2 SUGAR11 -1.3 -1.6 -1.0 -3.0 -3 US10 -0.5 -0.7 -0.4 0.0 0 US10U -0.4 -0.5 -0.3 -1.0 -1 US2 -2.7 -3.0 -2.4 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.1 -0.1 -0.0 0.0 0 US5 -1.3 -1.5 -1.1 0.0 0 VIX 1.0 -0.0 2.0 -3.0 -3 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 0.4 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 0.1 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 0.1 0.5 0.0 0.4 0.1 0.3 0.3 0.2 0.6 0.6 -0.2 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 -0.2 0.4 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 -0.3 -0.1 -0.3 -0.2 -0.0 -0.0 -0.2 -0.1 -0.1 0.4 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -1.0 -0.5 -0.4 0.0 -0.2 0.3 0.7 0.6 0.7 BTP -0.4 -0.0 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.3 -0.1 0.6 -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 -0.1 0.1 -0.2 0.2 -0.1 0.8 -0.5 -0.6 -0.1 0.2 0.3 0.7 0.5 0.7 BUND -0.0 0.4 0.1 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.3 -0.0 0.0 0.3 0.2 0.3 0.3 0.0 -0.0 -0.2 -0.1 -0.0 0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.0 0.7 -0.4 -0.1 0.1 -0.1 0.2 0.7 0.4 0.7 BUXL 0.3 0.4 0.1 0.1 -0.2 0.0 -0.1 -0.1 0.0 -0.2 -0.3 -0.1 -0.7 0.1 -0.0 0.1 0.1 0.1 0.1 0.0 -0.1 -0.1 -0.5 0.0 0.6 0.1 -0.2 -0.1 -0.1 -0.5 0.1 -0.0 0.2 0.3 0.0 -0.2 -0.2 0.7 -0.0 0.4 CAC -0.6 -0.2 -0.0 0.0 -0.2 0.3 -0.2 0.4 -0.1 0.2 0.3 -0.2 0.7 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.3 -0.2 1.1 0.2 0.0 0.3 0.1 0.2 0.2 0.2 0.5 0.6 0.4 0.0 0.4 0.7 0.3 0.7 CAD -0.1 0.3 0.4 0.1 -0.0 0.3 -0.0 0.3 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 0.1 0.0 0.1 2.7 0.1 0.1 0.3 0.1 0.1 0.1 -0.3 0.5 0.2 0.0 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 0.6 0.3 0.0 0.2 -0.2 0.2 -0.6 0.1 0.1 0.1 0.2 -0.0 0.2 0.2 -0.4 -0.3 -0.4 -0.4 0.2 0.1 0.2 0.0 0.2 1.9 0.2 0.2 0.3 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 0.2 -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 -0.1 -0.1 0.1 0.0 -0.4 -0.7 -0.4 -0.7 COCOA -0.4 -0.6 -0.6 0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -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 -0.0 -0.4 -0.6 -0.5 0.2 0.0 0.4 0.2 COFFEE -0.1 -0.6 -0.6 0.0 0.2 -0.2 0.2 -0.7 0.1 0.1 -0.1 0.1 0.2 -0.2 -0.2 0.2 0.4 0.4 0.4 -0.2 -0.2 0.1 0.0 -0.2 -2.7 -0.2 0.2 -0.3 0.2 0.4 -0.0 1.1 -0.1 0.3 -0.6 -0.6 0.7 0.7 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 0.2 -0.0 0.3 0.0 -0.1 0.0 -0.1 -0.1 -0.1 0.5 0.7 0.3 0.6 CORN 0.5 0.4 0.2 0.0 0.2 -0.2 0.2 -0.7 0.1 0.1 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 0.3 0.2 -0.0 0.2 -1.0 0.5 0.6 0.6 0.3 0.1 -0.2 0.3 0.1 COTTON2 0.3 0.0 0.2 0.0 0.2 -0.2 0.2 -0.7 0.1 -0.0 -0.5 -0.0 -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 -0.0 0.1 -0.3 0.0 -0.7 0.0 -1.0 -0.5 0.4 -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 1.1 0.2 0.2 0.3 0.2 -0.0 0.2 -0.0 -0.5 -0.6 -0.6 -0.4 0.4 0.7 0.1 0.2 DAX -0.6 -0.5 -0.2 0.0 -0.1 0.1 -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 0.1 -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 -0.5 -0.0 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.1 0.3 -0.1 0.4 -0.1 0.0 -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 -0.0 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 0.2 -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 -0.1 -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 -0.1 0.0 -0.1 0.2 -0.1 0.8 -0.0 -0.1 0.1 -0.2 0.3 -0.1 -0.4 -0.4 -0.6 -0.4 -0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE -0.4 0.3 -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 -0.2 0.0 -0.1 -0.3 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.7 -0.5 -0.4 -0.0 -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 -0.1 0.1 0.2 0.0 0.1 0.1 -0.0 0.1 -0.2 0.2 -0.1 -0.8 0.0 -0.1 0.1 -0.2 0.2 -0.1 0.8 -0.5 -0.3 -0.2 0.1 0.3 0.7 0.2 0.7 FEEDCOW -0.6 -0.2 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 0.3 0.2 0.3 0.3 0.1 0.2 -0.2 0.5 -0.1 -2.7 -0.0 -0.1 0.1 -0.2 0.4 -0.1 1.1 -0.5 -0.6 -0.6 0.2 0.7 0.7 0.7 0.7 GASOIL 0.5 0.4 -0.0 0.2 0.2 0.2 0.2 0.1 0.2 0.0 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.2 0.1 0.2 -0.3 0.1 0.1 0.2 0.2 0.1 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 0.3 0.2 0.2 0.4 0.2 0.3 0.2 0.1 0.4 0.2 0.3 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 0.2 0.2 -2.0 0.2 0.2 0.3 0.2 0.2 0.2 -1.1 0.3 0.2 -0.0 -0.1 0.2 0.7 -0.1 0.6 GAS_US_mini -0.2 0.1 -0.1 0.1 0.1 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 1.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.5 -0.6 -0.6 -0.5 0.3 -0.2 0.3 -0.6 GBP -0.6 -0.0 0.2 0.1 -0.0 0.3 -0.0 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 -0.1 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 0.5 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 0.2 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 -1.3 0.1 0.2 0.2 0.2 0.1 0.2 1.1 0.5 0.6 0.4 0.1 0.1 0.3 -0.3 -0.3 JGB-SGX-mini 0.6 0.6 0.2 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.0 -0.2 0.0 -0.3 0.0 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.1 -0.0 -0.2 0.0 0.1 -0.0 -0.0 -0.2 -0.0 -0.3 0.0 0.4 0.0 0.2 -0.1 -0.6 -0.1 -0.7 -0.1 -0.7 JPY -0.3 0.3 0.0 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 -0.1 -0.3 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.1 0.1 0.4 0.0 0.2 -0.3 0.2 -0.7 0.2 -0.0 0.5 0.2 0.7 0.1 0.2 -0.4 -0.2 -0.4 -0.4 0.2 0.2 0.1 0.5 0.1 -1.0 0.2 0.0 0.5 0.1 0.6 0.1 -0.7 -0.5 -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 -0.5 -0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.5 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 -0.0 -0.6 -0.1 NaN -0.1 0.1 -0.5 0.0 -0.7 -0.1 -1.2 -0.5 -0.7 -0.4 -0.4 0.1 0.8 0.2 0.8 MXP -0.6 -0.5 -0.0 0.1 -0.0 0.3 -0.0 0.3 0.0 -0.1 0.4 -0.1 0.6 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 -0.1 0.5 -0.1 -2.7 0.1 -0.1 0.5 -0.1 0.7 -0.1 1.1 -0.5 -0.5 0.2 0.5 0.3 0.2 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 0.2 -0.5 -0.5 0.4 -0.7 0.3 -0.7 NIKKEI -0.5 -0.2 -0.3 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.2 -0.0 0.3 0.0 0.0 0.1 0.2 0.1 0.1 0.1 0.1 -0.1 0.2 -0.0 -1.4 0.0 -0.0 0.2 -0.1 0.3 -0.0 1.1 -0.1 0.0 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 -0.0 0.0 -0.0 1.5 0.0 -0.0 0.1 -0.1 -0.0 -0.0 0.0 -0.0 -0.3 0.0 0.0 -0.1 0.7 0.2 0.7 OAT -0.3 0.3 0.2 0.0 -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 0.0 0.1 -0.2 0.0 -0.1 -0.1 0.1 -0.2 0.2 -0.2 0.1 -0.0 0.8 -0.5 -0.2 0.3 0.3 0.2 0.7 0.4 0.7 OATIES 0.6 0.6 0.2 0.0 0.2 -0.2 0.2 -0.6 0.1 0.2 -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 -0.0 0.2 -0.4 0.2 -0.0 0.4 0.6 0.6 0.1 -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 -0.1 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 -0.2 -0.2 -0.4 -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 0.2 -0.0 -0.1 0.0 0.0 0.1 -0.0 0.3 -0.0 0.2 0.0 -0.0 -0.3 0.1 0.7 0.3 0.2 -0.0 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 -0.5 0.5 0.6 0.0 0.1 -0.1 0.1 -0.3 0.0 0.1 -0.1 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 0.3 -0.2 0.1 0.1 -0.6 -0.6 -0.4 -0.6 ROBUSTA -0.0 -0.2 -0.5 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 -0.0 0.1 -0.1 -0.1 -0.1 0.2 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 -0.2 -0.3 -0.4 0.2 0.1 0.5 0.4 RUSSELL -0.5 -0.4 0.1 0.0 -0.1 0.2 -0.1 0.3 -0.1 -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 -0.1 0.1 -0.1 -0.7 -0.4 -0.7 SHATZ -0.5 0.3 0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.0 0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 1.3 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -1.1 -0.5 -0.6 -0.4 -0.4 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 0.1 0.6 0.6 0.3 0.5 -0.1 -0.1 SMI -0.6 -0.4 0.1 0.0 -0.1 0.1 -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 0.0 0.1 -0.2 0.3 -0.1 0.9 0.1 -0.2 0.3 -0.2 0.3 -0.1 1.1 -0.5 0.0 0.1 0.6 -0.2 0.7 -0.3 0.7 SOFR 0.4 0.4 -0.2 0.0 -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 0.0 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 0.2 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 0.8 0.5 0.6 0.6 0.5 -0.5 -0.5 -0.5 -0.4 SOYMEAL 0.3 0.3 -0.0 0.0 0.2 -0.1 0.2 -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 -0.4 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 -0.2 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 0.6 0.2 0.4 0.5 0.6 0.6 0.6 -0.3 -0.7 -0.4 -0.7 SP400 -0.5 -0.1 0.3 0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.1 0.3 -0.1 0.5 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.2 0.3 -0.1 0.4 0.0 -0.2 0.2 -0.2 0.2 -0.1 -0.1 -0.2 -0.2 0.2 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.3 -0.5 -0.3 0.0 -0.1 0.2 -0.2 0.3 -0.1 -0.1 0.3 -0.1 0.6 -0.1 0.0 -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 -0.2 -0.5 -0.5 0.5 -0.7 0.6 -0.7 SUGAR11 0.3 0.1 0.2 0.0 0.2 -0.1 0.2 -0.5 0.1 0.1 -0.3 0.1 -0.5 0.0 -0.1 0.3 0.3 0.3 0.3 -0.0 -0.1 0.1 -0.4 0.0 -2.7 0.0 0.2 -0.1 0.1 -0.3 0.0 1.1 -0.1 0.1 -0.3 0.2 0.1 -0.6 0.2 -0.4 US10 0.2 0.2 -0.2 0.0 -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 0.1 0.0 0.0 0.0 -0.1 0.1 0.0 -1.1 0.1 -0.1 0.1 -0.1 0.2 0.0 -0.2 0.0 0.2 0.0 0.1 -0.3 -0.7 -0.4 -0.7 US10U 0.2 0.2 -0.1 0.1 -0.2 0.0 -0.1 -0.1 0.0 -0.2 0.3 -0.1 0.4 0.1 0.1 0.1 0.0 0.1 0.0 0.1 0.1 -0.1 0.1 0.0 -1.9 0.1 -0.2 0.3 -0.1 0.3 0.1 -0.3 0.0 0.3 0.0 0.3 -0.3 -0.2 -0.6 -0.7 US2 -0.2 0.1 -0.1 0.0 -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 -0.1 -1.1 -0.1 -0.5 -0.3 -0.1 -0.3 -0.7 -0.3 -0.7 US20 0.2 0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 0.1 0.0 -1.3 0.1 -0.2 0.2 -0.1 0.3 0.0 0.0 -0.0 0.1 0.1 0.2 -0.2 0.5 -0.3 -0.6 US30 0.2 0.3 -0.0 0.1 -0.2 0.0 -0.1 -0.1 0.0 -0.2 0.1 -0.0 -0.1 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.0 -0.1 -0.0 0.0 -0.8 0.1 -0.2 0.2 -0.1 0.2 0.0 -0.3 0.2 0.1 0.0 0.2 -0.3 0.4 -0.2 -0.5 US5 0.1 0.2 -0.2 0.0 -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 0.1 -0.3 -0.7 -0.4 -0.7 VIX 0.8 1.0 0.1 0.1 0.2 0.0 0.3 -0.1 0.2 0.1 -0.3 0.2 -0.6 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 0.2 0.0 0.3 -0.1 0.2 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT 0.5 0.6 0.5 0.0 0.2 -0.2 0.2 -0.5 0.1 0.0 -0.0 0.1 -0.4 0.1 0.1 -0.3 -0.4 -0.3 -0.4 0.1 0.0 0.2 -0.1 0.2 1.0 0.2 0.1 0.2 0.2 0.0 0.2 -0.6 0.1 0.6 0.6 0.4 -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 -6.8 13.4 17.6 8.3 -1.3 8.8 -3.2 6.5 1.5 8.3 14.6 3.7 12.7 12.7 14.6 1.0 -0.3 0.8 0.3 16.7 17.3 3.7 12.0 9.1 11.6 17.9 7.8 18.5 3.2 12.0 9.2 6.3 10.8 6.4 18.9 17.9 -4.6 20.0 0.6 20.0 BITCOIN -20.0 -20.0 -20.0 5.6 1.0 10.3 0.3 13.1 2.2 0.4 -11.8 -11.4 -5.3 -10.4 -11.0 -2.4 -5.8 -3.6 -4.6 -20.0 -20.0 -3.3 -10.5 -16.7 -9.6 -8.5 -0.1 -11.4 -0.5 -6.2 -3.0 0.2 15.9 3.3 -15.3 -20.0 -8.1 0.7 -20.0 -17.6 BOBL -7.1 11.2 0.5 3.8 -13.2 1.1 -9.4 -1.5 0.6 -12.9 -3.8 -12.0 -3.1 -4.6 0.8 -15.0 -5.3 -17.3 -10.5 -1.1 -1.2 -19.6 -2.7 -8.1 2.8 -0.2 -19.6 -1.3 -17.6 -2.9 -6.2 -19.3 -20.0 -13.2 0.1 -5.5 10.2 20.0 16.5 20.0 BTP -11.9 -0.5 -3.9 4.8 -16.5 1.4 -11.7 -1.9 0.8 -9.1 12.6 -11.0 17.0 -4.2 5.6 12.8 11.9 14.7 13.5 0.9 4.7 -18.6 6.6 -8.4 -20.0 1.5 -16.1 5.2 -20.0 6.6 -9.0 14.4 -20.0 -18.2 -1.9 5.8 7.7 20.0 15.1 20.0 BUND -0.6 12.1 1.9 4.5 -15.6 1.3 -11.1 -1.8 0.7 -16.4 -1.9 -13.6 -9.0 -1.7 4.0 16.6 9.9 17.3 13.6 2.1 -0.1 -17.4 -4.0 -4.1 0.2 3.6 -20.0 0.7 -17.9 -2.9 -2.8 12.5 -16.1 -3.4 4.2 -2.7 6.4 20.0 11.4 20.0 BUXL 9.8 11.7 2.7 5.4 -18.5 1.6 -13.2 -2.1 0.9 -19.8 -11.1 -5.0 -20.0 6.7 -1.1 4.3 3.9 4.7 4.5 2.4 -6.7 -7.0 -17.1 3.0 4.7 5.9 -20.0 -5.1 -10.0 -14.9 5.5 -0.2 7.0 9.9 1.2 -7.2 -5.1 20.0 -1.3 11.3 CAC -20.0 -6.6 -0.7 3.6 -19.7 10.0 -19.6 12.4 -7.6 19.2 12.6 -20.0 19.5 -17.0 -4.7 -4.1 -3.3 -5.1 -4.4 -10.4 5.4 -20.0 10.9 -20.0 8.0 14.3 3.3 10.1 8.6 6.5 15.7 3.2 20.0 20.0 11.4 0.8 13.0 20.0 9.9 20.0 CAD -4.5 7.8 11.1 11.1 -1.7 11.8 -4.3 8.7 2.0 14.4 5.6 4.4 4.6 5.4 9.3 -6.8 -7.4 -7.1 -7.3 7.2 6.1 9.2 1.6 6.1 20.0 11.9 15.9 9.5 12.3 3.8 10.3 -6.5 20.0 7.4 0.4 3.4 -20.0 -20.0 -20.0 -20.0 CANOLA 11.3 20.0 8.4 3.3 20.0 -7.4 20.0 -17.4 11.1 7.7 2.7 15.6 -0.6 19.4 19.5 -19.0 -15.8 -19.2 -18.2 20.0 10.1 20.0 1.5 20.0 14.6 20.0 20.0 9.5 20.0 1.2 20.0 -9.6 20.0 20.0 20.0 20.0 3.8 20.0 6.8 20.0 CHF -10.6 9.0 1.2 5.2 -0.8 5.6 -2.0 4.1 1.0 -4.7 1.5 -6.3 7.1 0.6 1.4 -12.6 -15.6 -14.0 -14.8 2.4 3.7 -3.4 4.3 -1.3 -1.5 4.5 -1.9 5.5 -2.3 5.5 0.6 -19.9 -2.7 -2.5 2.9 0.2 -12.8 -20.0 -12.3 -20.0 COCOA -12.5 -20.0 -20.0 1.1 9.2 -2.5 7.3 -5.8 3.7 6.0 -7.0 -2.2 -5.7 -5.8 -6.6 -7.0 2.7 -5.5 -2.8 -17.9 -18.2 -0.0 -12.4 -11.0 -20.0 -10.7 8.4 -11.3 1.9 -6.8 -5.9 19.4 -1.3 -12.4 -20.0 -14.1 6.0 1.4 10.8 6.1 COFFEE -4.2 -20.0 -20.0 3.5 20.0 -7.7 20.0 -18.2 11.6 15.7 -3.1 8.5 4.4 -15.3 -18.7 11.4 17.9 18.7 20.0 -20.0 -20.0 8.3 1.5 -15.8 -20.0 -15.4 19.8 -10.8 14.5 10.5 -1.5 20.0 -3.1 10.8 -20.0 -20.0 20.0 19.7 20.0 20.0 COPPER -5.2 -6.6 10.1 3.8 0.7 7.0 0.2 8.9 1.5 -2.5 5.4 -0.4 4.9 -3.8 3.4 -5.8 -6.2 -6.1 -6.2 3.2 6.4 -0.9 6.5 -0.1 -1.0 3.2 0.7 5.6 -0.3 7.2 0.9 -1.4 0.4 -2.9 -2.6 -2.1 14.9 20.0 9.4 16.5 CORN 16.6 11.4 6.0 4.1 20.0 -9.1 20.0 -20.0 13.6 14.6 11.5 20.0 -9.0 20.0 14.7 -20.0 -20.0 -20.0 -20.0 15.4 4.6 20.0 -5.6 20.0 12.8 20.0 20.0 9.8 20.0 -1.1 20.0 -19.1 20.0 20.0 20.0 9.9 4.2 -4.8 8.2 1.6 COTTON2 8.8 1.5 5.9 3.8 20.0 -8.4 20.0 -19.7 12.6 -2.1 -18.3 -1.0 -20.0 -4.7 -8.8 -20.0 -20.0 -20.0 -20.0 -7.1 -12.5 1.5 -19.3 -2.3 -6.0 -4.6 13.2 -12.6 4.2 -19.7 1.6 -18.4 -20.0 10.9 -16.9 -7.5 -8.4 -15.9 -7.7 -8.6 CRUDE_W 20.0 20.0 13.6 20.0 20.0 18.5 20.0 9.0 20.0 19.5 5.5 20.0 -5.6 20.0 20.0 12.0 5.1 6.7 4.8 20.0 12.3 20.0 0.4 20.0 7.9 20.0 20.0 12.7 20.0 -0.7 20.0 -0.1 -20.0 -20.0 -20.0 -11.9 12.5 20.0 2.7 7.1 DAX -17.1 -15.6 -6.3 2.0 -10.6 5.4 -10.5 6.7 -4.1 -8.3 3.3 -9.2 10.2 -7.2 0.3 -7.5 -7.6 -8.3 -7.8 -4.4 1.1 -19.1 5.2 -12.8 -9.0 -4.0 -11.4 0.2 -15.6 3.1 -10.8 -3.3 -20.0 -13.6 -18.7 -4.4 14.0 20.0 12.2 20.0 DOW -20.0 -14.1 -0.4 2.0 -11.0 5.6 -11.0 6.9 -4.2 -9.6 9.4 -11.4 12.2 -9.2 4.0 -6.3 -7.8 -6.9 -7.2 -2.4 6.2 -18.1 10.6 -12.0 -8.0 -2.7 -13.2 3.9 -14.7 7.6 -10.1 -3.2 -3.3 -14.8 -9.4 -2.7 -1.9 -20.0 -8.9 -20.0 DX 20.0 -0.6 2.1 6.8 -1.1 7.3 -2.6 5.4 1.2 6.3 1.5 10.6 -9.0 8.4 2.6 4.8 5.9 5.3 5.5 3.9 -0.3 14.5 -3.0 11.0 -17.9 1.8 7.1 -2.2 14.0 -3.3 9.8 16.1 20.0 20.0 -14.8 -16.7 5.5 20.0 10.8 20.0 EUR -18.1 -2.3 -5.3 8.1 -1.3 8.7 -3.1 6.4 1.5 -12.9 -2.4 -14.4 11.2 -12.2 -6.3 -6.6 -7.8 -7.2 -7.5 -4.9 0.9 -15.3 5.6 -12.3 5.8 -0.9 -10.6 4.8 -14.5 7.5 -9.9 -6.9 -17.9 -17.9 -11.4 -2.9 -10.1 -20.0 -7.1 -20.0 EURIBOR-ICE -12.0 10.5 -3.3 2.8 -9.8 0.8 -6.9 -1.1 0.5 -9.1 -1.4 -8.7 3.3 -3.3 0.9 8.9 11.7 11.6 12.2 -0.9 0.0 -17.6 0.4 -7.6 -2.3 -0.2 -15.5 -0.4 -14.3 -0.7 -5.3 13.6 -20.0 -13.2 -0.1 -4.2 20.0 20.0 20.0 20.0 EUROSTX -20.0 -15.8 -4.4 2.1 -11.5 5.9 -11.5 7.3 -4.4 -8.9 10.4 -9.8 12.8 -5.6 4.8 8.1 2.3 7.2 4.6 -0.2 6.5 -18.8 9.1 -10.7 -5.7 0.0 -11.8 5.4 -15.9 6.6 -8.9 15.2 -20.0 -10.0 -5.6 3.1 9.0 20.0 6.4 20.0 FEEDCOW -20.0 -6.9 11.8 2.7 20.0 -5.9 17.3 -13.9 8.9 -10.7 11.3 -11.1 13.4 -7.2 12.2 16.6 11.5 16.1 14.7 4.8 15.0 -17.8 20.0 -8.8 -20.0 -4.6 -14.6 3.3 -15.2 12.2 -11.8 20.0 -20.0 -20.0 -17.2 6.5 20.0 20.0 20.0 20.0 GASOIL 14.7 12.7 -0.9 14.6 20.0 8.4 20.0 4.1 20.0 4.8 7.1 7.8 6.5 8.9 8.4 20.0 18.7 20.0 20.0 11.0 5.5 20.0 2.6 18.5 -2.0 12.8 13.7 7.4 20.0 4.1 19.4 20.0 20.0 20.0 20.0 10.5 -5.7 20.0 -12.3 2.1 GASOLINE 20.0 20.0 8.4 20.0 20.0 15.4 20.0 7.5 20.0 13.0 13.0 16.0 7.7 17.4 17.2 -20.0 -20.0 -20.0 -20.0 20.0 13.5 20.0 5.7 20.0 -14.9 20.0 20.0 12.5 20.0 4.6 20.0 -20.0 10.8 7.5 -0.8 -2.9 6.5 20.0 -1.9 19.1 GAS_US_mini -4.8 3.7 -1.7 10.6 16.3 6.1 18.8 3.0 15.4 -6.1 -3.0 2.1 -4.5 -3.5 -3.1 20.0 -6.5 20.0 19.9 -1.5 -1.4 -0.0 -1.6 -1.1 11.7 -2.0 -0.7 -1.9 -1.1 -1.6 -1.8 -2.6 -20.0 -20.0 -20.0 -14.7 8.5 -5.8 7.7 -16.6 GBP -17.4 -1.2 4.7 11.2 -1.7 11.9 -4.3 8.8 2.0 -7.6 4.1 -14.7 13.9 -16.3 1.7 -0.1 0.0 0.0 0.1 -2.5 4.1 -9.3 7.7 -10.6 -0.4 5.6 -0.1 11.8 -6.9 13.5 -5.0 6.3 -3.8 -9.4 -12.3 6.5 -8.9 -6.6 -3.7 -9.0 GOLD_micro 2.4 -19.5 -17.4 2.9 0.5 5.4 0.2 6.9 1.1 -1.3 5.5 2.0 6.1 2.7 4.3 -4.6 -8.9 -5.9 -7.2 7.2 9.0 1.6 8.9 4.2 -18.1 8.0 0.7 11.2 1.2 12.6 4.0 -4.6 1.0 3.6 17.6 12.5 17.0 6.2 -1.9 -14.0 HEATOIL 20.0 20.0 4.4 14.6 20.0 8.4 20.0 4.1 20.0 7.5 6.6 9.0 5.8 9.6 8.5 20.0 20.0 20.0 20.0 17.7 9.2 20.0 4.5 20.0 -9.8 13.6 17.0 7.6 20.0 4.1 20.0 20.0 20.0 20.0 12.6 3.3 2.1 9.9 -9.6 -10.1 JGB-SGX-mini 20.0 20.0 5.0 1.9 -6.7 0.6 -4.7 -0.7 0.3 -2.5 -6.1 0.6 -7.5 2.7 -3.4 6.9 10.1 5.2 7.0 -1.3 -6.4 -0.9 -9.0 1.5 0.9 -2.6 -2.3 -7.8 -0.9 -9.7 0.9 7.7 0.0 7.2 -2.7 -18.3 -3.9 -20.0 -1.6 -20.0 JPY -10.5 9.6 1.0 6.6 -1.0 7.0 -2.5 5.2 1.2 -11.0 -10.4 -12.0 -11.2 -8.5 -6.6 -8.1 -10.1 -8.6 -9.1 -6.1 -8.9 -9.7 -11.5 -7.9 20.0 -4.2 -8.5 -7.8 -9.8 -11.0 -6.5 -10.1 -10.6 -3.9 -9.6 -15.9 -2.7 -15.2 2.6 -18.6 LEANHOG -3.0 4.4 12.6 4.3 20.0 -9.5 20.0 -20.0 14.3 -3.7 17.1 14.8 19.6 8.9 18.5 -20.0 -9.5 -20.0 -20.0 15.8 17.7 8.5 17.1 10.7 -7.3 14.9 5.3 18.6 6.4 16.6 7.4 -12.2 -20.0 -20.0 12.3 20.0 -12.4 7.9 -6.5 16.9 LIVECOW -16.0 -3.5 5.9 2.5 20.0 -5.6 16.5 -13.3 8.5 -7.3 8.2 -8.6 11.3 -5.8 10.5 18.8 7.0 8.3 5.2 2.2 7.8 -11.8 13.3 -6.1 -20.0 -4.5 -9.6 -0.4 -10.6 6.3 -8.5 20.0 -20.0 -20.0 -14.9 -0.8 20.0 20.0 20.0 20.0 LUMBER-new -13.7 1.1 0.5 2.8 20.0 -6.1 17.9 -14.4 9.2 13.5 -15.5 -7.2 -15.0 -10.9 -11.4 -20.0 -20.0 -20.0 -20.0 -11.4 -15.6 -0.7 -19.3 -9.2 NaN -11.3 13.3 -15.1 1.7 -16.4 -7.9 -20.0 -16.3 -20.0 -9.5 -10.6 1.9 20.0 4.7 20.0 MXP -20.0 -14.2 -1.0 9.2 -1.4 9.8 -3.5 7.2 1.7 -6.8 15.9 -8.9 17.6 1.5 12.1 8.9 12.3 10.6 11.5 7.9 16.4 -12.3 18.4 -5.1 -20.0 8.5 -6.3 17.4 -12.6 19.2 -5.2 20.0 -20.0 -14.6 6.1 16.3 9.4 7.5 20.0 10.1 NASDAQ_micro -3.1 -16.9 -14.9 2.2 -11.7 6.0 -11.7 7.4 -4.5 -1.9 3.5 -3.3 11.5 -8.5 -4.6 -7.1 -8.4 -7.7 -8.0 -4.9 1.2 -2.1 9.6 -4.9 -20.0 -4.9 0.4 -0.5 -1.9 6.0 -4.4 -4.4 20.0 5.4 -14.0 -16.8 11.0 -20.0 10.3 -20.0 NIKKEI -14.5 -6.9 -10.0 1.2 -6.8 3.4 -6.7 4.3 -2.6 -3.0 7.2 -3.2 7.8 0.1 4.5 5.8 7.7 7.5 7.3 4.7 8.2 -7.4 9.1 -1.5 -10.3 4.5 -4.8 7.9 -5.2 9.0 -0.4 20.0 -2.2 0.9 9.6 6.7 -12.1 -1.5 -17.8 1.5 NZD -16.6 11.2 14.9 6.4 -1.0 6.8 -2.5 5.0 1.2 -3.5 4.5 -7.6 0.7 1.7 6.2 -2.9 -3.5 -3.5 -3.7 3.2 3.7 -4.7 0.6 -2.2 11.2 3.4 -1.4 3.7 -5.1 -0.1 -2.4 0.0 -1.8 -8.9 1.1 1.0 -4.5 20.0 5.9 20.0 OAT -9.9 9.4 6.2 4.1 -14.0 1.2 -10.0 -1.6 0.7 -11.5 9.5 -10.9 2.7 -1.9 7.2 11.3 12.6 12.7 13.5 4.2 4.9 -17.3 1.7 -4.7 -0.9 5.6 -18.8 6.2 -17.7 3.2 -3.8 15.6 -20.0 -6.9 9.0 9.0 4.8 20.0 11.7 20.0 OATIES 20.0 18.3 6.1 3.1 20.0 -6.8 19.9 -16.0 10.3 16.8 -7.0 17.0 -11.2 16.5 11.6 -2.8 -10.5 -8.2 -11.3 11.7 -1.5 20.0 -9.9 20.0 -2.0 12.8 20.0 -1.6 20.0 -10.9 20.0 -0.3 18.2 20.0 18.0 2.0 -5.0 -18.9 -2.6 -20.0 OJ -0.8 -1.4 20.0 1.1 9.1 -2.5 7.2 -5.8 3.7 3.0 -3.9 -1.1 -5.7 -2.7 -0.4 2.0 2.6 1.8 1.1 -1.9 -3.0 -0.2 -5.2 -1.6 -20.0 -1.5 1.5 -1.4 -0.8 -3.1 -2.3 20.0 -7.9 -4.5 -8.5 3.3 -11.1 -14.2 -8.1 -15.1 PALLAD -7.2 -13.3 -2.3 3.2 0.6 6.0 0.2 7.6 1.3 -4.6 2.6 -4.8 4.0 -6.1 -0.9 -3.2 -3.1 -3.1 -3.1 -0.6 3.5 -4.3 5.2 -3.6 11.1 -1.9 -2.6 2.6 -3.7 6.7 -3.6 4.0 -7.8 -6.4 -10.8 -8.6 14.9 2.4 3.3 -4.7 PLAT -2.0 -16.3 -12.5 2.9 0.5 5.4 0.2 6.9 1.1 -1.6 2.3 -0.0 4.1 -3.3 0.5 -2.1 -3.3 -2.4 -2.8 1.4 4.5 -0.3 5.6 -0.5 -1.0 1.3 0.3 5.5 -0.5 8.5 -0.6 4.0 1.3 -0.8 -8.6 1.6 20.0 9.6 6.1 -1.4 REDWHEAT 12.7 15.7 18.6 2.7 20.0 -5.9 17.2 -13.8 8.9 10.0 3.9 12.3 -10.9 12.8 11.9 -12.2 -15.8 -14.1 -15.1 11.4 4.4 20.0 -3.5 16.9 5.7 13.3 18.3 7.2 19.8 0.0 17.2 -7.4 13.8 20.0 20.0 14.8 -20.0 -20.0 -20.0 -20.0 RICE -15.9 15.8 18.3 1.4 11.3 -3.0 8.9 -7.2 4.6 6.4 -5.6 2.5 -7.3 0.9 1.1 -20.0 -15.1 -20.0 -20.0 -0.9 -5.0 7.1 -10.5 1.7 1.4 1.0 9.6 -3.3 8.2 -10.1 3.2 -11.8 11.2 -7.7 2.8 2.5 -17.8 -16.9 -13.0 -17.3 ROBUSTA -0.4 -5.8 -14.0 1.8 15.0 -4.0 11.8 -9.5 6.1 1.1 -0.4 5.7 -3.2 -4.6 -6.8 12.1 15.5 18.3 16.4 -6.4 -6.5 1.1 -3.8 -2.7 -20.0 -5.2 -0.9 -5.2 0.9 -2.9 -2.3 20.0 -3.6 -5.0 -9.5 -11.9 6.4 3.9 16.1 11.1 RUSSELL -14.7 -12.8 3.8 2.3 -12.3 6.2 -12.2 7.7 -4.7 -9.4 10.7 -9.4 13.0 -7.3 7.1 -4.4 -5.2 -4.7 -4.8 0.7 8.4 -15.7 11.1 -8.7 6.5 -0.3 -13.4 6.0 -13.2 8.3 -7.7 1.1 0.3 -6.6 -1.7 2.3 -2.8 -20.0 -10.5 -20.0 SHATZ -14.3 8.6 1.2 3.3 -11.4 1.0 -8.1 -1.3 0.5 -10.5 -8.3 -10.7 -9.1 -6.1 -3.4 3.2 -10.0 1.1 -4.1 -6.5 -4.7 -20.0 -4.7 -14.9 9.4 -6.2 -20.0 -5.2 -20.0 -5.1 -13.4 -19.8 -20.0 -20.0 -12.0 -11.2 14.1 20.0 17.7 20.0 SILVER-mini -2.1 -20.0 -9.1 2.9 0.5 5.4 0.2 6.9 1.1 -0.4 2.8 1.7 4.3 -2.4 0.9 -3.3 -5.8 -4.3 -5.1 3.6 6.9 1.2 7.0 1.0 -8.1 10.6 1.8 14.7 1.6 14.5 4.9 -0.2 1.3 1.6 20.0 20.0 9.8 13.8 -3.1 -3.2 SMI -19.6 -12.7 3.1 1.9 -10.2 5.2 -10.2 6.4 -3.9 -9.8 10.0 -9.5 10.8 -2.9 5.9 11.4 7.7 11.7 9.9 3.6 9.1 -20.0 9.4 -7.7 6.6 5.2 -18.3 9.9 -15.8 9.4 -4.7 20.0 -20.0 1.4 2.2 17.6 -7.3 20.0 -7.9 20.0 SOFR 11.5 13.2 -6.7 4.0 -13.8 1.2 -9.8 -1.6 0.7 -14.1 2.5 -1.9 11.4 6.6 5.7 6.2 6.7 7.3 7.3 7.3 4.1 -3.9 4.4 6.0 -20.0 10.7 -9.8 6.8 -2.3 5.6 8.6 4.9 1.9 13.6 12.7 8.2 -13.3 -11.6 -19.3 -20.0 SOYBEAN 19.2 20.0 4.1 4.3 20.0 -9.4 20.0 -20.0 14.2 20.0 18.3 20.0 13.7 20.0 20.0 5.7 -3.6 0.8 -1.8 20.0 17.3 20.0 6.2 20.0 -8.1 20.0 20.0 20.0 20.0 14.2 20.0 14.2 20.0 20.0 20.0 15.2 -16.0 -14.8 -14.2 -11.7 SOYMEAL 9.2 9.2 -0.1 2.4 19.7 -5.3 15.5 -12.5 8.0 -2.7 -2.4 0.7 -7.3 7.4 -2.6 -9.8 -13.7 -11.2 -12.6 3.8 0.8 1.8 -3.3 4.8 -12.7 7.9 0.9 6.4 2.7 2.1 7.1 -3.7 -17.7 11.3 6.0 2.5 -17.4 -18.5 -14.6 -18.1 SOYOIL 20.0 20.0 15.4 4.0 20.0 -8.8 20.0 -20.0 13.2 17.9 17.7 20.0 16.7 20.0 20.0 -4.4 -6.2 -6.8 -7.0 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 15.5 20.0 8.0 20.0 20.0 20.0 20.0 -10.1 -20.0 -11.4 -20.0 SP400 -14.9 -3.3 9.9 2.3 -12.5 6.3 -12.4 7.8 -4.8 -10.9 12.3 -9.2 12.5 -2.2 10.8 -6.2 -6.3 -6.5 -6.3 5.1 10.3 -18.6 9.8 -6.3 3.3 3.3 -18.3 6.4 -15.3 5.3 -5.3 -1.1 -7.2 -5.5 6.6 7.2 -2.3 -20.0 -9.9 -20.0 SP500_micro -9.6 -14.8 -9.2 2.7 -14.6 7.4 -14.5 9.2 -5.6 -8.9 12.2 -10.4 17.0 -10.2 4.5 -8.2 -9.4 -8.7 -8.9 -4.0 5.6 -12.8 15.1 -9.9 -16.4 -6.1 -9.7 0.4 -11.3 7.2 -9.8 -6.0 11.0 -6.3 -16.9 -14.6 15.6 -20.0 17.9 -20.0 SUGAR11 10.7 3.2 6.4 2.5 20.0 -5.5 16.2 -13.0 8.3 8.1 -12.7 9.2 -14.5 1.1 -5.6 14.3 13.4 17.4 14.9 -3.4 -9.1 10.1 -14.1 2.9 -20.0 0.0 17.8 -4.7 11.5 -9.5 4.6 20.0 -5.4 4.1 -8.5 5.2 1.9 -19.2 6.4 -12.1 US10 6.4 6.4 -4.7 3.7 -12.9 1.1 -9.2 -1.5 0.6 -13.3 5.2 -8.1 9.0 2.8 2.5 2.4 1.4 2.7 2.4 3.3 2.5 -7.1 2.9 1.0 -8.6 6.1 -10.5 4.7 -5.8 4.9 3.7 -3.9 0.7 5.4 0.9 4.5 -8.6 -20.0 -11.2 -20.0 US10U 7.2 5.8 -3.6 5.4 -18.8 1.6 -13.4 -2.1 0.9 -19.7 10.1 -9.4 12.1 5.7 5.0 2.5 0.9 2.8 2.2 5.8 4.6 -9.7 4.4 2.4 -14.5 10.3 -18.0 9.6 -9.6 9.7 5.3 -4.7 0.6 8.0 0.8 8.7 -9.2 -4.8 -17.5 -20.0 US2 -4.7 2.5 -4.3 4.0 -13.9 1.2 -9.9 -1.6 0.7 -13.6 -5.0 -13.3 0.4 -8.0 -6.7 -10.3 -13.0 -10.5 -10.9 -4.4 -2.9 -14.7 -1.6 -8.5 10.7 -1.7 -13.2 -1.3 -12.0 0.3 -5.0 -20.0 -6.0 -14.1 -10.3 -2.0 -7.8 -20.0 -9.8 -20.0 US20 6.3 7.7 -0.4 4.2 -14.3 1.2 -10.2 -1.6 0.7 -15.4 7.7 -7.1 4.7 5.4 5.7 4.9 4.1 5.2 4.8 5.7 4.4 -8.6 2.3 2.0 -9.9 8.5 -18.4 8.5 -10.4 7.0 2.6 0.4 -1.5 2.8 1.7 7.3 -6.7 15.6 -9.2 -18.8 US30 7.1 7.8 -0.5 5.0 -17.3 1.5 -12.3 -1.9 0.8 -17.6 2.1 -4.5 -3.7 7.8 5.6 2.5 -0.1 2.3 1.3 5.3 2.3 -6.3 -1.4 3.3 -5.9 9.2 -19.2 7.7 -9.0 4.7 4.4 -6.3 6.5 3.8 1.4 4.9 -10.0 12.2 -6.8 -16.5 US5 3.9 6.0 -4.8 4.1 -14.2 1.2 -10.1 -1.6 0.7 -14.0 2.8 -11.8 9.6 0.8 0.9 -0.3 -1.6 0.0 -0.4 1.9 1.5 -10.0 2.4 -1.3 -6.7 4.9 -12.7 3.8 -8.4 4.4 1.5 -8.9 -2.8 0.5 -1.4 4.4 -8.9 -20.0 -11.8 -20.0 VIX 16.4 19.2 2.1 6.2 15.4 0.6 16.8 -1.3 12.5 8.0 -6.2 9.5 -10.9 9.4 -0.4 4.1 -20.0 -20.0 -20.0 6.0 -0.1 19.6 -2.6 13.7 NaN 6.9 16.4 0.8 17.7 -1.5 13.5 NaN NaN NaN NaN NaN -3.7 -20.0 NaN NaN WHEAT 14.6 20.0 15.6 2.7 20.0 -6.1 17.7 -14.2 9.1 5.5 -0.3 10.8 -12.0 12.5 10.2 -14.8 -18.2 -17.1 -17.6 11.3 3.4 17.4 -4.4 16.3 7.8 14.6 13.7 7.5 17.5 0.3 18.1 -11.4 6.0 20.0 20.0 13.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3