******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260311_203945 produced at 2026-03-11 21:35:37.140880 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.47 0.0 0.00 0.00 0.00 0.00 -4.50 11.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -2.71 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -3.18 16.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.32 -0.08 0.0 0.88 -0.88 -0.32 -0.13 -1.29 14.0 -5 -2 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.31 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -23.80 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.06 0.0 1.18 -1.18 0.00 0.00 -1.35 25.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.06 0.0 0.91 -0.91 0.00 0.00 -0.81 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.05 0.0 0.16 -0.16 -0.04 -0.04 -3.81 11.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 -0.13 -0.05 0.0 0.68 -0.68 -0.13 -0.09 -4.89 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 -3.43 48.0 -2 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.05 0.0 0.59 -0.59 -0.03 -0.03 -1.35 17.0 -1 -1 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 DAX False True 0.01 -0.02 -0.03 0.0 0.00 -0.02 -0.02 -0.02 -2.10 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 -0.63 17.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.90 3.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.03 0.0 0.65 -0.65 -0.05 -0.05 -0.51 13.0 -1 -1 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.03 0.0 1.11 -1.11 0.00 -0.06 -0.48 19.0 0 -1 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.07 4.0 0 0 caleb_strategy_v3 RUSSELL False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.19 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 -0.84 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 -0.10 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 -0.55 3.0 -1 -1 caleb_strategy_v3 BTP False False 0.06 0.00 -0.01 0.0 0.60 -0.60 0.00 -0.06 -0.23 10.0 0 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.13 -0.13 -0.02 -0.02 -1.24 18.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.15 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 -0.01 0.0 0.30 -0.30 0.00 0.00 -0.17 6.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.20 9.0 0 0 caleb_strategy_v3 BUXL False False 0.06 0.00 -0.00 0.0 0.22 -0.22 0.00 -0.06 -0.03 4.0 0 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.09 -0.09 0.00 0.00 0.68 26.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.00 0.0 0.80 -0.80 0.00 0.00 -0.00 22.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 -0.00 0.0 0.67 -0.67 0.00 0.00 -0.02 17.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.01 -0.00 0.0 0.54 -0.54 0.01 -0.01 -0.08 36.0 1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.00 0.0 1.27 -1.27 -0.02 0.00 -0.15 56.0 -1 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.04 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.47 -0.47 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.01 0.31 8.0 0 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.35 -0.35 0.00 0.00 -0.32 23.0 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 0.05 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.07 6.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.02 0.01 0.0 0.25 -0.25 0.02 0.02 0.35 13.0 1 1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.98 2.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.64 -0.64 0.00 0.00 0.22 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 0.66 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.01 0.0 0.59 -0.59 0.00 0.00 0.10 8.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.09 0.01 0.0 0.09 0.00 0.09 0.09 0.32 20.0 3 3 caleb_strategy_v3 VIX False False 0.01 -0.03 0.01 0.0 999.00 -999.00 -0.03 -0.01 0.80 999999999.0 -3 -1 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.02 0.0 0.15 -0.15 0.04 0.00 0.58 4.0 1 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.03 0.0 0.18 -0.18 0.05 0.05 1.07 7.0 2 2 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.03 0.0 999.00 -999.00 0.00 0.05 0.54 999999999.0 0 1 caleb_strategy_v3 HEATOIL False False 0.06 0.06 0.04 0.0 0.17 -0.17 0.06 0.12 0.64 3.0 1 2 caleb_strategy_v3 SMI False True 0.07 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.53 9.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.04 0.0 0.24 -0.24 0.05 0.03 9.46 51.0 10 7 caleb_strategy_v3 DX False False 0.04 0.00 0.04 0.0 999.00 -999.00 0.00 0.00 1.02 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.54 -0.54 0.00 0.00 1.40 21.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.06 0.04 0.0 0.13 -0.13 0.06 0.04 3.85 12.0 6 4 caleb_strategy_v3 COPPER False False 0.06 0.06 0.06 0.0 999.00 -999.00 0.06 0.06 0.93 999999999.0 1 1 caleb_strategy_v3 CAD False False 0.03 0.10 0.06 0.0 0.93 -0.93 0.10 0.03 2.00 29.0 3 1 caleb_strategy_v3 OAT False False 0.06 0.18 0.07 0.0 0.61 -0.61 0.18 0.18 1.12 10.0 3 3 caleb_strategy_v3 CAC False True 0.04 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.80 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.12 0.12 0.0 0.59 -0.59 0.12 0.06 3.99 19.0 4 2 caleb_strategy_v3 MXP False False 0.01 0.27 0.14 0.0 0.73 -0.73 0.27 0.22 11.24 60.0 22 18 caleb_strategy_v3 CRUDE_W False False 0.03 0.13 0.16 0.0 0.16 -0.16 0.13 0.06 5.07 5.0 4 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.28 0.0 1.23 -1.23 0.00 0.00 2.30 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.1 Shocked risk 27.2 Sum abs risk 33.5 Leverage 3.06 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2303293.28, 'annual_cash_vol_target': 575823.32, 'daily_cash_vol_target': 35988.9575} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7148 0.6248 9.9963 BITCOIN 2208.2362 70915.0000 3.1139 49.8227 BOBL 0.2605 116.1400 0.2243 3.5891 BTP 0.6058 118.4000 0.5117 8.1867 BUND 0.4543 126.2400 0.3599 5.7581 BUXL 0.8245 109.4000 0.7536 12.0580 CAC 61.4659 8055.0000 0.7631 12.2092 CAD 0.0028 0.7390 0.3788 6.0605 CANOLA 9.0469 741.0000 1.2209 19.5346 CHF 0.0066 1.2961 0.5070 8.1123 COCOA 118.7217 3429.0000 3.4623 55.3965 COFFEE 4.6511 286.4000 1.6240 25.9836 COPPER 0.0871 5.9785 1.4568 23.3087 CORN 4.1975 489.0000 0.8584 13.7343 COTTON2 0.7168 65.2400 1.0988 17.5801 CRUDE_W 1.0467 72.7000 1.4397 23.0357 DAX 263.1864 23704.0000 1.1103 17.7649 DOW 345.8410 47749.0000 0.7243 11.5886 DX 0.4425 98.9400 0.4472 7.1554 EUR 0.0051 1.1627 0.4401 7.0420 EURIBOR-ICE 0.0577 97.4400 0.0593 0.9482 EUROSTX 67.8754 5813.0000 1.1676 18.6824 FEEDCOW 3.3222 340.1750 0.9766 15.6258 GASOIL 46.1287 890.7500 5.1786 82.8582 GASOLINE 0.0517 2.6995 1.9169 30.6710 GAS_US_mini 0.1817 3.2000 5.6774 90.8389 GBP 0.0060 1.3418 0.4509 7.2139 GOLD_micro 82.1959 5229.4000 1.5718 25.1489 HEATOIL 0.0895 3.1928 2.8028 44.8441 JGB-SGX-mini 0.2948 131.7200 0.2238 3.5813 JPY 0.0000 0.0063 0.6101 9.7620 LEANHOG 1.0699 109.1250 0.9804 15.6864 LIVECOW 2.1135 228.0250 0.9269 14.8297 LUMBER-new 7.1627 593.5000 1.2069 19.3097 MXP 0.0004 0.0561 0.7431 11.8900 NASDAQ_micro 212.1246 24956.2500 0.8500 13.5998 NIKKEI 879.0359 54570.0000 1.6108 25.7735 NZD 0.0039 0.5938 0.6570 10.5115 OAT 0.5210 120.1200 0.4338 6.9403 OATIES 5.3977 366.0000 1.4748 23.5967 OJ 7.2318 198.5000 3.6432 58.2916 PALLAD 54.3991 1653.0000 3.2909 52.6549 PLAT 74.1452 2182.5000 3.3973 54.3562 REDWHEAT 11.1449 628.2500 1.7740 28.3833 RICE 0.1619 11.2850 1.4350 22.9595 ROBUSTA 68.5822 3545.0000 1.9346 30.9539 RUSSELL 28.4506 2542.6000 1.1190 17.9033 SHATZ 0.0984 106.1850 0.0927 1.4827 SILVER-mini 3.0555 86.1250 3.5477 56.7637 SMI 123.7466 12954.0000 0.9553 15.2844 SOFR 0.0548 96.6550 0.0567 0.9074 SOYBEAN 7.2259 1164.0000 0.6208 9.9325 SOYMEAL 4.1035 318.7000 1.2876 20.6010 SOYOIL 0.7168 66.8800 1.0717 17.1472 SP400 32.5279 3416.3000 0.9521 15.2342 SP500_micro 44.1785 6774.7500 0.6521 10.4337 SUGAR11 0.2314 14.3700 1.6105 25.7678 US10 0.3463 111.8906 0.3095 4.9517 US10U 0.4479 114.3125 0.3918 6.2687 US2 0.0859 104.0625 0.0825 1.3201 US20 0.6757 114.5625 0.5898 9.4376 US30 0.9460 117.0312 0.8083 12.9330 US5 0.2225 108.8359 0.2044 3.2709 VIX 0.8953 23.0000 3.8927 62.2828 WHEAT 10.1706 637.7500 1.5948 25.5163 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 714.80 0.62 446.59 1.00 446.59 35988.96 80.59 19.07 153.68 BITCOIN 70.92 3.11 220.82 1.00 220.82 35988.96 162.98 -13.47 -219.49 BOBL 1161.40 0.22 260.52 1.16 303.12 35988.96 118.73 -3.97 -47.14 BTP 1184.00 0.51 605.82 1.16 704.87 35988.96 51.06 -1.30 -6.64 BUND 1262.40 0.36 454.32 1.16 528.60 35988.96 68.08 3.22 21.89 BUXL 1094.00 0.75 824.47 1.16 959.27 35988.96 37.52 -0.88 -3.32 CAC 805.50 0.76 614.66 1.16 715.16 35988.96 50.32 10.49 52.78 CAD 739.05 0.38 279.94 1.00 279.94 35988.96 128.56 5.98 76.94 CANOLA 148.20 1.22 180.94 0.74 133.29 35988.96 270.00 14.38 388.28 CHF 1620.12 0.51 821.43 1.00 821.43 35988.96 43.81 -7.09 -31.05 COCOA 342.90 3.46 1187.22 1.00 1187.22 35988.96 30.31 -11.40 -34.54 COFFEE 1074.00 1.62 1744.15 1.00 1744.15 35988.96 20.63 -2.58 -5.32 COPPER 1494.62 1.46 2177.36 1.00 2177.36 35988.96 16.53 5.18 8.56 CORN 244.50 0.86 209.88 1.00 209.88 35988.96 171.48 9.21 157.96 COTTON2 326.20 1.10 358.41 1.00 358.41 35988.96 100.41 -15.57 -156.31 CRUDE_W 727.00 1.44 1046.68 1.00 1046.68 35988.96 34.38 13.59 46.71 DAX 237.04 1.11 263.19 1.16 306.22 35988.96 117.53 -5.23 -61.43 DOW 238.74 0.72 172.92 1.00 172.92 35988.96 208.12 -10.10 -210.29 DX 989.40 0.45 442.48 1.00 442.48 35988.96 81.34 4.81 39.16 EUR 1453.38 0.44 639.67 1.00 639.67 35988.96 56.26 -8.84 -49.71 EURIBOR-ICE 2436.00 0.06 144.36 1.16 167.97 35988.96 214.26 3.15 67.44 EUROSTX 581.30 1.17 678.75 1.16 789.73 35988.96 45.57 2.04 9.29 FEEDCOW 1700.88 0.98 1661.10 1.00 1661.10 35988.96 21.67 1.39 3.02 GASOIL 890.75 5.18 4612.87 1.00 4612.87 35988.96 7.80 17.15 13.38 GASOLINE 1133.79 1.92 2173.40 1.00 2173.40 35988.96 16.56 7.51 12.43 GAS_US_mini 80.00 5.68 454.19 1.00 454.19 35988.96 79.24 0.80 6.31 GBP 838.62 0.45 378.11 1.00 378.11 35988.96 95.18 -0.00 -0.05 GOLD_micro 522.94 1.57 821.96 1.00 821.96 35988.96 43.78 -0.99 -4.35 HEATOIL 1340.98 2.80 3758.43 1.00 3758.43 35988.96 9.58 15.37 14.72 JGB-SGX-mini 131720.00 0.22 29482.78 0.01 187.11 35988.96 192.34 -1.52 -29.31 JPY 792.81 0.61 483.72 1.00 483.72 35988.96 74.40 -6.98 -51.89 LEANHOG 436.50 0.98 427.94 1.00 427.94 35988.96 84.10 0.69 5.79 LIVECOW 912.10 0.93 845.39 1.00 845.39 35988.96 42.57 -0.16 -0.70 LUMBER-new 163.21 1.21 196.97 1.00 196.97 35988.96 182.71 -11.01 -201.13 MXP 280.45 0.74 208.41 1.00 208.41 35988.96 172.68 4.43 76.49 NASDAQ_micro 499.12 0.85 424.25 1.00 424.25 35988.96 84.83 -9.07 -76.94 NIKKEI 54570.00 1.61 87903.59 0.01 557.88 35988.96 64.51 -0.11 -0.72 NZD 593.75 0.66 390.07 1.00 390.07 35988.96 92.26 5.84 53.87 OAT 1201.20 0.43 521.04 1.16 606.23 35988.96 59.36 5.51 32.69 OATIES 183.00 1.47 269.89 1.00 269.89 35988.96 133.35 3.02 40.30 OJ 297.75 3.64 1084.77 1.00 1084.77 35988.96 33.18 -6.79 -22.53 PALLAD 1653.00 3.29 5439.91 1.00 5439.91 35988.96 6.62 1.86 1.23 PLAT 1091.25 3.40 3707.26 1.00 3707.26 35988.96 9.71 2.33 2.26 REDWHEAT 314.12 1.77 557.24 1.00 557.24 35988.96 64.58 3.62 23.38 RICE 225.70 1.43 323.87 1.00 323.87 35988.96 111.12 -7.63 -84.78 ROBUSTA 354.50 1.93 685.82 1.00 685.82 35988.96 52.48 -4.62 -24.22 RUSSELL 127.13 1.12 142.25 1.00 142.25 35988.96 252.99 -2.61 -66.08 SHATZ 1061.85 0.09 98.40 1.16 114.49 35988.96 314.35 -4.09 -128.68 SILVER-mini 2153.12 3.55 7638.71 1.00 7638.71 35988.96 4.71 3.07 1.45 SMI 1295.40 0.96 1237.47 1.29 1592.60 35988.96 22.60 6.91 15.62 SOFR 2416.38 0.06 137.03 1.00 137.03 35988.96 262.63 -2.82 -73.96 SOYBEAN 582.00 0.62 361.29 1.00 361.29 35988.96 99.61 11.52 114.78 SOYMEAL 318.70 1.29 410.35 1.00 410.35 35988.96 87.70 -8.10 -71.03 SOYOIL 401.28 1.07 430.05 1.00 430.05 35988.96 83.68 8.50 71.12 SP400 3416.30 0.95 3252.79 1.00 3252.79 35988.96 11.06 -2.67 -2.95 SP500_micro 338.74 0.65 220.89 1.00 220.89 35988.96 162.93 -9.04 -147.27 SUGAR11 160.94 1.61 259.20 1.00 259.20 35988.96 138.85 -3.66 -50.77 US10 1118.91 0.31 346.28 1.00 346.28 35988.96 103.93 -4.75 -49.40 US10U 1143.12 0.39 447.87 1.00 447.87 35988.96 80.36 -4.96 -39.83 US2 2081.25 0.08 171.71 1.00 171.71 35988.96 209.59 -10.18 -213.43 US20 1145.62 0.59 675.75 1.00 675.75 35988.96 53.26 -2.24 -11.94 US30 1170.31 0.81 945.98 1.00 945.98 35988.96 38.04 -3.51 -13.36 US5 1088.36 0.20 222.49 1.00 222.49 35988.96 161.75 -6.58 -106.49 VIX 230.00 3.89 895.32 1.00 895.32 35988.96 40.20 0.81 3.26 WHEAT 318.88 1.59 508.53 1.00 508.53 35988.96 70.77 2.15 15.18 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 153.684 0.010 2.5 3.993 BITCOIN -219.495 0.043 2.5 -23.802 BOBL -47.137 0.004 2.5 -0.479 BTP -6.637 0.014 2.5 -0.227 BUND 21.894 0.004 2.5 0.222 BUXL -3.316 0.004 2.5 -0.034 CAC 52.782 0.014 2.5 1.803 CAD 76.939 0.010 2.5 1.999 CANOLA 388.283 0.010 2.5 9.460 CHF -31.048 0.010 2.5 -0.807 COCOA -34.544 0.010 2.5 -0.842 COFFEE -5.321 0.005 2.5 -0.071 COPPER 8.559 0.043 2.5 0.928 CORN 157.956 0.010 2.5 3.848 COTTON2 -156.308 0.010 2.5 -3.808 CRUDE_W 46.711 0.043 2.5 5.065 DAX -61.425 0.014 2.5 -2.098 DOW -210.293 0.009 2.5 -4.894 DX 39.159 0.010 2.5 1.017 EUR -49.712 0.010 2.5 -1.292 EURIBOR-ICE 67.436 0.014 2.5 2.303 EUROSTX 9.286 0.014 2.5 0.317 FEEDCOW 3.022 0.013 2.5 0.100 GASOIL 13.381 0.017 2.5 0.581 GASOLINE 12.434 0.017 2.5 0.540 GAS_US_mini 6.314 0.043 2.5 0.685 GBP -0.047 0.010 2.5 -0.001 GOLD_micro -4.351 0.014 2.5 -0.149 HEATOIL 14.722 0.017 2.5 0.639 JGB-SGX-mini -29.308 0.043 2.5 -3.178 JPY -51.895 0.010 2.5 -1.348 LEANHOG 5.787 0.024 2.5 0.352 LIVECOW -0.699 0.013 2.5 -0.023 LUMBER-new -201.129 0.010 2.5 -4.900 MXP 76.485 0.059 2.5 11.242 NASDAQ_micro -76.944 0.009 2.5 -1.791 NIKKEI -0.723 0.043 2.5 -0.078 NZD 53.870 0.010 2.5 1.400 OAT 32.688 0.014 2.5 1.116 OATIES 40.299 0.010 2.5 0.982 OJ -22.528 0.010 2.5 -0.549 PALLAD 1.233 0.014 2.5 0.042 PLAT 2.263 0.014 2.5 0.077 REDWHEAT 23.384 0.005 2.5 0.311 RICE -84.781 0.010 2.5 -2.066 ROBUSTA -24.223 0.005 2.5 -0.322 RUSSELL -66.079 0.013 2.5 -2.193 SHATZ -128.681 0.004 2.5 -1.307 SILVER-mini 1.446 0.014 2.5 0.049 SMI 15.622 0.014 2.5 0.534 SOFR -73.955 0.024 2.5 -4.501 SOYBEAN 114.781 0.004 2.5 1.069 SOYMEAL -71.030 0.004 2.5 -0.662 SOYOIL 71.123 0.004 2.5 0.663 SP400 -2.955 0.013 2.5 -0.098 SP500_micro -147.272 0.009 2.5 -3.427 SUGAR11 -50.775 0.010 2.5 -1.237 US10 -49.395 0.005 2.5 -0.627 US10U -39.834 0.005 2.5 -0.505 US2 -213.428 0.005 2.5 -2.708 US20 -11.941 0.005 2.5 -0.152 US30 -13.359 0.005 2.5 -0.170 US5 -106.495 0.005 2.5 -1.351 VIX 3.256 0.099 2.5 0.805 WHEAT 15.181 0.005 2.5 0.202 ===================== Position diags ===================== AUD 2.09 BITCOIN 17.67 BOBL 1.21 BTP 1.74 BUND 0.69 BUXL 0.38 CAC 1.72 CAD 3.34 CANOLA 6.58 CHF 1.14 COCOA 0.74 COFFEE 0.27 COPPER 1.79 CORN 4.18 COTTON2 2.45 CRUDE_W 3.73 DAX 4.01 DOW 4.84 DX 2.11 EUR 1.46 EURIBOR-ICE 7.32 EUROSTX 1.56 FEEDCOW 0.72 GASOIL 0.34 GASOLINE 0.72 GAS_US_mini 8.59 GBP 2.47 GOLD_micro 1.50 HEATOIL 0.42 JGB-SGX-mini 20.86 JPY 1.93 LEANHOG 5.12 LIVECOW 1.41 LUMBER-new 4.45 MXP 25.38 NASDAQ_micro 1.97 NIKKEI 7.00 NZD 2.40 OAT 2.03 OATIES 3.25 OJ 0.81 PALLAD 0.23 PLAT 0.33 REDWHEAT 0.86 RICE 2.71 ROBUSTA 0.70 RUSSELL 8.40 SHATZ 3.19 SILVER-mini 0.16 SMI 0.77 SOFR 15.98 SOYBEAN 0.93 SOYMEAL 0.82 SOYOIL 0.78 SP400 0.37 SP500_micro 3.79 SUGAR11 3.38 US10 1.32 US10U 1.02 US2 2.66 US20 0.68 US30 0.48 US5 2.05 VIX 9.94 WHEAT 0.94 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.8 4.2 4.0 4 BITCOIN -23.8 -25.6 -22.0 0.0 0 BOBL -0.5 -0.6 -0.4 0.0 0 BTP -0.2 -0.4 -0.1 0.0 0 BUND 0.2 0.2 0.3 0.0 0 BUXL -0.0 -0.1 0.0 0.0 0 CAC 1.8 1.6 2.0 0.0 0 CAD 2.0 1.7 2.3 3.0 3 CANOLA 9.5 8.8 10.1 10.0 10 CHF -0.8 -0.9 -0.7 0.0 0 COCOA -0.8 -0.9 -0.8 -2.0 -2 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER 0.9 0.7 1.1 1.0 1 CORN 3.8 3.4 4.3 6.0 6 COTTON2 -3.8 -4.1 -3.6 -3.0 -3 CRUDE_W 5.1 4.7 5.4 4.0 4 DAX -2.1 -2.5 -1.7 -2.0 -2 DOW -4.9 -5.4 -4.4 -13.0 -13 DX 1.0 0.8 1.2 0.0 0 EUR -1.3 -1.4 -1.1 -5.0 -5 EURIBOR-ICE 2.3 1.6 3.0 0.0 0 EUROSTX 0.3 0.2 0.5 3.0 3 FEEDCOW 0.1 0.0 0.2 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 0.7 -0.2 1.5 0.0 0 GBP -0.0 -0.2 0.2 0.0 0 GOLD_micro -0.1 -0.3 0.0 -1.0 -1 HEATOIL 0.6 0.6 0.7 1.0 1 JGB-SGX-mini -3.2 -5.3 -1.1 0.0 0 JPY -1.3 -1.5 -1.2 -1.0 -1 LEANHOG 0.4 -0.2 0.9 1.0 1 LIVECOW -0.0 -0.2 0.1 0.0 0 LUMBER-new -4.9 -5.3 -4.5 0.0 0 MXP 11.2 8.7 13.8 22.0 22 NASDAQ_micro -1.8 -2.0 -1.6 -10.0 -10 NIKKEI -0.1 -0.8 0.6 1.0 1 NZD 1.4 1.2 1.6 0.0 0 OAT 1.1 0.9 1.3 3.0 3 OATIES 1.0 0.7 1.3 NaN 0 OJ -0.5 -0.6 -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 0.3 0.2 0.4 0.0 0 RICE -2.1 -2.3 -1.8 0.0 0 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL -2.2 -3.0 -1.4 0.0 0 SHATZ -1.3 -1.6 -1.0 NaN 0 SILVER-mini 0.0 0.0 0.1 0.0 0 SMI 0.5 0.5 0.6 0.0 0 SOFR -4.5 -6.1 -2.9 NaN 0 SOYBEAN 1.1 1.0 1.2 2.0 2 SOYMEAL -0.7 -0.7 -0.6 0.0 0 SOYOIL 0.7 0.6 0.7 0.0 0 SP400 -0.1 -0.1 -0.1 0.0 0 SP500_micro -3.4 -3.8 -3.0 -2.0 -2 SUGAR11 -1.2 -1.6 -0.9 -3.0 -3 US10 -0.6 -0.8 -0.5 0.0 0 US10U -0.5 -0.6 -0.4 -1.0 -1 US2 -2.7 -3.0 -2.4 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.2 -0.2 -0.1 0.0 0 US5 -1.4 -1.6 -1.1 0.0 0 VIX 0.8 -0.2 1.8 -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 0.1 0.5 0.1 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.1 0.3 0.1 1.6 0.2 0.1 0.5 0.1 0.5 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 0.5 0.2 -0.5 -0.6 -0.3 0.0 -0.7 -0.6 BOBL -0.3 0.3 0.0 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -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 -0.5 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.0 -0.1 0.3 -0.1 0.6 -0.1 0.0 0.2 0.2 0.3 0.3 -0.0 0.0 -0.2 0.2 -0.1 -2.7 -0.0 -0.2 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 -0.1 0.4 0.1 0.0 -0.2 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 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.1 0.7 -0.4 -0.1 0.1 -0.1 0.2 0.7 0.4 0.7 BUXL 0.2 0.4 0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.0 -0.2 -0.3 -0.1 -0.7 0.0 -0.0 0.1 0.1 0.1 0.1 0.0 -0.1 -0.1 -0.4 -0.0 0.6 0.0 -0.2 -0.1 -0.2 -0.5 -0.0 -0.0 0.2 0.3 0.0 -0.2 -0.2 0.7 -0.1 0.4 CAC -0.6 -0.2 -0.1 0.0 -0.1 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 0.0 -0.2 0.3 -0.2 1.0 0.2 0.1 0.3 0.1 0.2 0.2 0.2 0.5 0.6 0.4 0.1 0.4 0.7 0.3 0.7 CAD -0.1 0.2 0.4 0.1 -0.0 0.3 -0.1 0.3 0.0 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.0 0.1 2.7 0.1 0.1 0.3 0.1 0.1 0.1 -0.3 0.5 0.3 0.1 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.3 0.6 0.3 0.0 0.2 -0.2 0.2 -0.6 0.1 0.1 0.1 0.1 -0.0 0.2 0.2 -0.4 -0.3 -0.4 -0.4 0.2 0.1 0.2 0.0 0.2 1.8 0.2 0.1 0.2 0.2 0.1 0.2 -0.5 0.5 0.6 0.6 0.6 0.1 0.7 0.2 0.7 CHF -0.4 0.2 0.1 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 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 0.2 -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 -0.3 -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 -0.3 -0.1 1.0 0.0 -0.3 -0.6 -0.4 0.2 0.0 0.4 0.2 COFFEE 0.0 -0.6 -0.6 0.1 0.2 -0.2 0.2 -0.7 0.2 0.0 -0.1 0.1 0.1 -0.2 -0.2 0.2 0.4 0.4 0.4 -0.2 -0.2 0.0 0.0 -0.2 -2.7 -0.1 -0.0 -0.3 0.1 0.3 -0.0 1.1 -0.4 0.3 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.1 -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 0.5 CORN 0.6 0.4 0.2 0.1 0.2 -0.2 0.2 -0.7 0.2 0.2 0.3 0.2 -0.3 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.1 0.2 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 0.1 0.2 -0.2 0.2 -0.7 0.2 0.1 -0.5 0.0 -0.7 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.5 -0.0 -0.8 -0.0 0.1 -0.3 0.1 -0.7 0.0 -1.0 -0.5 0.4 -0.6 -0.2 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.6 0.6 0.5 0.2 0.2 0.5 0.2 0.3 0.2 0.2 0.2 0.2 -0.2 0.2 0.2 0.3 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 0.3 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.0 0.0 -0.1 0.1 -0.1 -1.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.4 -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 0.1 -0.1 0.3 -0.1 -0.1 0.2 -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 -2.3 0.0 0.0 -0.0 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 -0.1 -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 -0.1 -0.1 0.0 -0.2 0.1 -0.1 0.8 -0.0 -0.1 0.1 -0.2 0.3 -0.1 -0.4 -0.5 -0.6 -0.4 -0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE -0.5 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 -0.1 0.0 -0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -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 -0.6 -0.2 0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.1 0.3 -0.1 0.4 -0.1 0.0 0.2 0.0 0.1 0.1 -0.0 0.1 -0.1 0.2 -0.1 -0.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.8 -0.5 -0.2 -0.2 0.1 0.3 0.7 0.2 0.7 FEEDCOW -0.6 -0.3 0.3 0.0 0.2 -0.1 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 0.0 0.1 -0.2 0.5 -0.1 -2.7 -0.1 -0.2 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 0.3 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 -1.9 0.2 0.2 0.4 0.2 0.2 0.2 -1.1 0.2 0.2 -0.0 -0.1 0.2 0.7 -0.1 0.6 GAS_US_mini -0.1 0.1 -0.1 0.1 0.2 0.2 0.2 0.1 0.2 0.1 -0.1 0.0 -0.2 -0.0 -0.0 0.3 -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 -0.2 -0.5 -0.6 -0.6 -0.5 0.3 -0.2 0.3 -0.5 GBP -0.5 -0.1 0.1 0.1 -0.0 0.3 -0.1 0.3 0.0 -0.0 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 -0.2 -0.4 0.2 -0.3 -0.2 -0.1 -0.3 GOLD_micro 0.1 -0.6 -0.5 0.0 0.0 0.1 0.0 0.3 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 0.1 0.1 0.6 0.4 0.6 0.2 -0.1 -0.5 HEATOIL 0.6 0.6 0.2 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 0.2 0.2 0.2 0.2 0.2 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 -0.4 0.0 0.4 0.2 0.2 -0.1 -0.6 -0.1 -0.7 -0.1 -0.7 JPY -0.4 0.2 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 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.5 -0.2 -0.3 -0.3 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.1 0.1 0.4 0.1 0.2 -0.2 0.2 -0.7 0.2 -0.2 0.5 0.1 0.7 0.1 0.2 -0.4 -0.2 -0.4 -0.4 0.2 0.2 0.0 0.5 0.1 -1.0 0.1 -0.1 0.5 -0.0 0.6 0.1 -0.8 -0.5 -0.6 0.3 0.6 -0.4 0.3 -0.2 0.6 LIVECOW -0.6 -0.2 0.2 0.0 0.2 -0.1 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 0.3 -0.1 -2.7 -0.1 -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 0.1 0.2 -0.2 0.2 -0.6 0.1 0.2 -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 0.1 -0.7 -0.1 -1.2 -0.2 -0.7 -0.5 -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 0.1 0.5 0.3 0.2 0.7 0.3 NASDAQ_micro -0.1 -0.6 -0.5 0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 0.1 -0.0 0.4 -0.1 -0.1 -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 -0.4 -0.5 0.4 -0.7 0.3 -0.7 NIKKEI -0.5 -0.2 -0.3 0.0 -0.0 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 0.0 0.1 -0.1 0.2 -0.0 -1.4 0.0 -0.0 0.2 -0.0 0.3 -0.0 1.1 -0.1 0.0 0.3 0.2 -0.4 -0.1 -0.6 0.0 NZD -0.6 0.3 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 -0.1 -0.3 0.0 0.0 -0.2 0.7 0.2 0.7 OAT -0.5 0.2 0.2 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.2 -0.1 0.1 -0.0 0.1 0.2 0.3 0.3 0.3 0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.1 -0.2 0.1 -0.1 0.8 -0.5 -0.2 0.3 0.3 0.2 0.7 0.4 0.7 OATIES 0.6 0.6 0.3 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 0.2 -0.0 0.2 -0.3 0.2 -0.3 0.2 0.2 -0.0 0.2 -0.4 0.2 -0.0 0.5 0.6 0.6 0.1 -0.2 -0.6 -0.1 -0.7 OJ -0.0 -0.1 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 -0.1 -0.2 -0.3 0.1 -0.4 -0.5 -0.3 -0.5 PALLAD -0.2 -0.5 -0.1 0.0 0.0 0.2 0.0 0.3 0.0 -0.1 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 -0.3 -0.3 0.5 0.1 0.1 -0.2 PLAT -0.0 -0.5 -0.4 0.0 0.0 0.1 0.0 0.3 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 0.5 0.5 0.6 0.0 0.2 -0.1 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 0.1 0.2 -0.1 0.2 0.8 0.2 0.1 0.2 0.2 0.0 0.2 -0.4 0.4 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.4 0.5 0.6 0.0 0.1 -0.1 0.1 -0.3 0.1 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 -0.4 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.1 -0.0 0.0 -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 -0.1 -0.1 -0.0 -0.1 -0.0 1.1 -0.4 -0.3 -0.4 -0.4 0.2 0.1 0.5 0.4 RUSSELL -0.5 -0.5 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 -0.3 -0.7 SHATZ -0.5 0.3 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.0 0.0 -0.2 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 1.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -1.1 -0.5 -0.6 -0.4 -0.4 0.5 0.7 0.6 0.7 SILVER-mini 0.0 -0.6 -0.3 0.0 0.0 0.1 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 -1.1 0.1 0.0 0.4 0.0 0.5 0.0 -0.0 0.0 0.0 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 0.2 -0.1 0.4 -0.0 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.2 0.2 -0.1 0.8 0.0 -0.1 0.2 -0.2 0.3 -0.1 1.1 -0.5 0.0 0.0 0.5 -0.2 0.7 -0.2 0.7 SOFR 0.3 0.4 -0.2 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 0.1 0.0 -2.7 0.1 -0.1 0.2 -0.1 0.2 0.1 0.3 0.2 0.5 0.4 0.3 -0.4 -0.4 -0.6 -0.7 SOYBEAN 0.6 0.6 0.2 0.1 0.2 -0.2 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 -0.5 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 -0.5 0.3 0.2 0.0 -0.6 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.5 0.1 0.2 -0.2 0.2 -0.7 0.2 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 0.5 0.5 0.6 0.6 0.6 -0.3 -0.7 -0.4 -0.7 SP400 -0.6 -0.2 0.3 0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.1 0.3 -0.1 0.4 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 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 -0.3 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 -0.1 0.3 -0.1 -0.1 0.3 -0.1 0.6 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.1 0.1 -0.1 0.4 -0.1 -2.2 -0.1 -0.1 0.0 -0.1 0.3 -0.1 -0.3 0.2 -0.2 -0.5 -0.5 0.5 -0.7 0.6 -0.7 SUGAR11 0.4 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 0.2 0.3 0.3 0.3 -0.0 -0.1 0.1 -0.4 0.0 -2.7 0.0 0.1 -0.1 0.1 -0.3 0.1 1.1 -0.2 0.2 -0.3 0.2 0.1 -0.6 0.2 -0.4 US10 0.1 0.2 -0.2 0.0 -0.2 0.0 -0.1 -0.0 -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 0.1 0.2 0.0 0.1 -0.3 -0.7 -0.4 -0.7 US10U 0.1 0.2 -0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.0 -0.2 0.2 -0.1 0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.0 -0.1 0.1 -0.0 -1.9 0.1 -0.2 0.2 -0.2 0.3 0.0 -0.2 0.1 0.3 0.0 0.3 -0.3 -0.2 -0.6 -0.7 US2 -0.2 0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 1.4 -0.0 -0.2 -0.0 -0.2 0.0 -0.1 -1.1 -0.1 -0.4 -0.3 -0.1 -0.3 -0.7 -0.3 -0.7 US20 0.0 0.2 -0.0 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.2 -0.1 0.2 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.1 0.1 -0.0 -1.3 0.1 -0.2 0.2 -0.2 0.2 -0.0 0.0 -0.1 0.0 0.0 0.2 -0.2 0.5 -0.3 -0.6 US30 0.1 0.2 -0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.0 -0.8 0.1 -0.2 0.2 -0.2 0.1 -0.0 -0.3 0.1 0.1 0.0 0.2 -0.3 0.4 -0.2 -0.5 US5 0.0 0.2 -0.2 0.0 -0.2 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 0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.5 0.0 0.1 -0.0 0.1 -0.3 -0.7 -0.4 -0.7 VIX 0.9 1.0 0.1 0.1 0.1 0.0 0.2 -0.1 0.2 0.1 -0.2 0.1 -0.6 0.1 0.0 0.2 -0.6 -0.6 -0.6 0.1 0.0 0.2 -0.1 0.2 NaN 0.1 0.1 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 -0.1 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 0.1 -0.1 0.2 1.0 0.2 0.1 0.2 0.2 0.0 0.2 -0.6 0.2 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 -6.3 12.5 17.9 8.0 -3.8 8.9 -4.1 6.7 0.9 12.4 14.9 7.9 13.0 13.5 15.0 1.1 -0.2 0.8 0.4 17.4 17.9 8.0 12.4 10.7 11.7 18.7 14.2 19.2 7.5 12.6 10.8 6.3 13.3 7.4 20.0 18.5 -4.7 20.0 0.6 20.0 BITCOIN -20.0 -20.0 -20.0 5.5 0.6 10.4 0.5 13.4 2.1 2.7 -11.8 -11.4 -5.5 -10.1 -10.8 -2.3 -5.8 -3.5 -4.6 -20.0 -20.0 -1.8 -11.3 -15.1 -9.5 -8.2 2.0 -11.7 0.4 -6.6 -2.4 0.2 20.0 5.1 -15.3 -20.0 -8.3 0.5 -20.0 -17.7 BOBL -10.5 10.2 1.2 1.9 -18.7 0.6 -11.5 -1.2 -1.9 -12.2 -4.0 -11.6 -3.0 -5.7 -0.5 -11.3 -5.0 -15.8 -9.9 -2.1 -1.4 -18.7 -2.3 -8.8 2.7 -1.2 -20.0 -1.4 -16.6 -2.5 -7.0 -18.6 -20.0 -12.5 -0.8 -5.4 10.4 20.0 16.7 20.0 BTP -15.4 -2.0 -4.4 2.5 -20.0 0.7 -14.6 -1.6 -2.5 -14.6 10.8 -13.7 15.8 -7.1 2.7 11.7 11.8 14.2 13.3 -0.9 3.5 -20.0 5.7 -10.7 -20.0 -0.2 -20.0 4.1 -20.0 5.8 -11.1 14.1 -20.0 -18.8 -3.1 4.9 7.9 20.0 15.2 20.0 BUND -4.5 11.1 2.7 2.3 -20.0 0.7 -13.7 -1.5 -2.3 -15.0 -2.4 -13.6 -8.5 -4.1 2.2 15.3 9.9 16.8 13.4 0.4 -0.5 -18.6 -3.5 -6.2 0.2 1.6 -20.0 0.1 -18.5 -2.5 -5.1 12.4 -15.7 -4.0 3.1 -2.6 6.7 20.0 11.8 20.0 BUXL 6.5 11.6 4.3 2.9 -20.0 0.9 -17.0 -1.8 -2.9 -19.7 -11.2 -10.0 -20.0 3.3 -2.0 4.2 3.9 4.7 4.5 0.9 -6.4 -12.4 -15.9 -0.6 4.7 3.3 -20.0 -4.8 -17.1 -13.0 -0.0 -0.2 6.5 9.2 0.9 -6.6 -4.9 20.0 -1.6 10.9 CAC -20.0 -7.5 -1.8 2.6 -15.4 9.3 -17.9 12.0 -8.4 18.1 11.5 -15.6 18.5 -14.3 -5.0 -3.9 -3.3 -5.0 -4.4 -9.0 4.3 -20.0 9.5 -20.0 7.7 14.6 9.4 9.8 11.9 6.0 17.0 3.2 20.0 20.0 13.6 2.1 12.5 20.0 9.3 20.0 CAD -3.7 7.5 11.1 10.7 -5.1 12.0 -5.5 9.0 1.2 12.5 6.0 7.5 4.8 6.1 9.7 -6.7 -7.4 -7.1 -7.3 7.6 6.5 8.9 1.8 6.7 20.0 12.6 11.7 10.1 12.0 4.2 11.1 -6.5 20.0 8.7 1.8 3.5 -20.0 -20.0 -20.0 -20.0 CANOLA 10.5 20.0 9.1 4.4 20.0 -6.2 20.0 -15.9 12.4 7.1 3.0 12.5 -0.3 16.7 17.5 -18.2 -15.7 -18.9 -18.0 20.0 9.4 20.0 1.7 20.0 13.2 19.3 15.3 8.9 20.0 1.4 20.0 -9.2 20.0 20.0 20.0 19.2 4.1 20.0 7.0 20.0 CHF -11.4 7.6 1.5 5.1 -2.4 5.7 -2.6 4.3 0.6 -6.3 1.4 -7.1 7.2 0.3 1.2 -12.7 -15.6 -14.0 -14.8 2.1 3.7 -4.0 4.4 -1.7 -1.5 4.3 -3.0 5.6 -2.9 5.8 0.2 -19.8 -2.9 -2.2 3.1 0.2 -13.0 -20.0 -12.5 -20.0 COCOA -8.0 -20.0 -20.0 1.6 8.8 -2.3 8.0 -5.9 4.6 5.9 -6.9 -0.7 -5.8 -5.4 -6.5 -6.9 2.5 -5.5 -2.9 -17.4 -18.3 1.6 -12.6 -9.5 -20.0 -10.2 8.1 -11.3 3.3 -7.0 -4.7 19.3 0.8 -10.1 -20.0 -13.8 6.2 1.4 11.0 6.1 COFFEE 0.8 -20.0 -20.0 5.0 20.0 -7.2 20.0 -18.3 14.3 2.0 -3.3 4.9 4.1 -15.5 -18.7 11.2 17.9 18.7 20.0 -20.0 -20.0 1.8 1.1 -15.2 -20.0 -13.8 -1.7 -9.9 6.4 9.4 -2.4 20.0 -16.0 8.3 -20.0 -20.0 20.0 19.9 20.0 20.0 COPPER -3.3 -7.0 10.1 3.9 0.4 7.4 0.3 9.5 1.5 -2.0 5.5 0.1 5.1 -3.9 3.5 -5.9 -6.2 -6.2 -6.3 3.3 6.7 -0.4 6.9 -0.0 -1.0 3.4 1.2 5.9 0.2 7.7 1.0 -1.5 -0.1 -3.0 -2.8 -2.3 14.2 20.0 8.9 16.4 CORN 17.7 12.6 7.0 5.8 20.0 -8.3 20.0 -20.0 16.5 19.7 12.1 20.0 -8.5 20.0 15.8 -20.0 -20.0 -20.0 -20.0 16.6 5.5 20.0 -4.7 20.0 12.7 20.0 20.0 10.3 20.0 -0.3 20.0 -18.9 20.0 20.0 20.0 10.6 4.4 -4.7 8.4 1.7 COTTON2 10.1 1.2 6.1 5.5 20.0 -7.9 20.0 -20.0 15.6 6.9 -18.2 1.8 -20.0 -2.9 -7.7 -20.0 -20.0 -20.0 -20.0 -6.4 -12.4 4.3 -19.4 -0.8 -5.8 -3.7 15.1 -12.5 7.9 -20.0 3.4 -18.3 -20.0 11.3 -18.0 -7.7 -8.3 -15.7 -7.6 -8.6 CRUDE_W 20.0 20.0 14.6 20.0 20.0 19.6 20.0 9.5 20.0 19.6 6.4 20.0 -4.9 20.0 20.0 13.0 5.2 7.3 5.2 20.0 12.7 20.0 1.1 20.0 7.9 20.0 20.0 12.4 20.0 0.2 20.0 -0.1 -20.0 -20.0 -20.0 -11.8 12.3 20.0 2.3 6.8 DAX -18.3 -16.8 -7.1 1.4 -8.2 5.0 -9.6 6.4 -4.5 -7.3 2.7 -8.2 9.6 -7.0 -0.4 -7.3 -7.5 -8.2 -7.8 -4.6 0.7 -15.4 4.7 -11.8 -8.5 -4.3 -8.0 -0.1 -12.9 2.8 -10.2 -3.3 -17.3 -11.9 -18.4 -4.2 13.8 20.0 12.2 20.0 DOW -20.0 -15.4 -0.2 1.5 -9.0 5.5 -10.5 7.0 -4.9 -11.1 9.0 -12.0 12.1 -10.0 3.1 -6.2 -7.8 -6.9 -7.2 -3.5 5.7 -19.1 10.6 -13.5 -8.0 -3.7 -14.2 3.5 -15.6 7.5 -11.3 -3.2 -5.9 -16.6 -9.5 -3.0 -1.8 -20.0 -9.0 -20.0 DX 20.0 1.0 2.5 6.3 -3.0 7.0 -3.2 5.3 0.7 5.9 1.8 9.5 -8.6 8.3 3.1 4.9 5.9 5.3 5.5 4.0 0.0 12.0 -2.7 10.2 -17.0 2.1 5.5 -1.8 11.4 -3.0 9.1 16.1 20.0 20.0 -14.3 -16.5 5.6 20.0 10.9 20.0 EUR -19.5 -4.2 -5.6 7.9 -3.8 8.9 -4.0 6.7 0.9 -14.0 -3.2 -15.3 11.2 -13.3 -7.5 -6.5 -7.8 -7.2 -7.5 -6.0 0.4 -17.0 5.5 -13.8 5.9 -2.0 -14.7 4.4 -16.5 7.6 -11.6 -6.9 -20.0 -19.3 -12.4 -3.6 -10.2 -20.0 -7.2 -20.0 EURIBOR-ICE -15.6 9.4 -3.2 1.5 -14.0 0.4 -8.6 -0.9 -1.5 -8.8 -1.6 -8.4 2.9 -4.1 -0.0 8.3 11.6 11.3 12.0 -1.5 -0.3 -15.0 0.3 -7.3 -2.2 -0.8 -13.6 -0.6 -12.3 -0.7 -5.5 13.4 -20.0 -11.9 -0.6 -4.1 20.0 20.0 20.0 20.0 EUROSTX -20.0 -17.2 -5.0 1.5 -9.0 5.4 -10.4 7.0 -4.9 -6.1 9.7 -7.8 12.1 -5.2 4.1 7.9 2.4 7.2 4.6 -0.5 5.8 -13.3 8.4 -9.2 -5.5 -0.3 -5.6 4.9 -11.8 6.2 -8.0 15.2 -19.2 -7.7 -5.5 2.9 8.9 20.0 6.4 20.0 FEEDCOW -20.0 -9.8 10.6 3.7 20.0 -5.3 18.2 -13.5 10.5 -12.9 10.6 -12.4 12.9 -8.7 11.1 15.0 11.4 15.6 14.4 2.8 13.4 -20.0 20.0 -11.1 -20.0 -5.5 -18.4 2.5 -17.2 11.4 -13.0 20.0 -20.0 -20.0 -20.0 5.0 20.0 20.0 20.0 20.0 GASOIL 16.4 13.2 -0.0 14.6 20.0 8.4 20.0 4.1 20.0 3.9 6.7 6.5 6.2 7.8 7.7 20.0 18.8 20.0 20.0 10.9 5.6 18.4 2.7 17.2 -1.9 12.7 9.5 7.5 18.6 4.1 18.3 20.0 20.0 20.0 20.0 9.9 -5.4 20.0 -11.7 2.1 GASOLINE 20.0 20.0 9.4 20.0 20.0 15.7 20.0 7.6 20.0 14.6 12.9 16.1 7.8 17.1 16.9 -20.0 -20.0 -20.0 -20.0 20.0 14.2 20.0 6.1 20.0 -14.4 20.0 20.0 13.3 20.0 5.1 20.0 -20.0 10.3 7.2 -0.4 -2.5 6.1 20.0 -2.3 18.6 GAS_US_mini -2.9 2.3 -1.8 11.3 17.5 6.5 19.5 3.1 16.3 6.5 -2.9 4.1 -4.6 -3.2 -3.0 17.4 -6.4 20.0 19.4 -1.2 -1.3 0.9 -1.6 -0.5 11.8 -1.9 0.9 -1.9 -0.3 -1.7 -1.3 -3.1 -20.0 -20.0 -20.0 -15.9 8.7 -5.5 7.9 -16.1 GBP -16.7 -2.5 4.5 10.9 -5.2 12.2 -5.6 9.2 1.2 -3.6 3.9 -14.5 14.1 -16.8 1.3 -0.1 0.0 0.0 0.1 -2.9 3.9 -8.4 7.8 -10.4 -0.5 5.4 -0.7 12.0 -6.3 14.1 -5.0 6.3 -6.2 -7.3 -12.8 6.8 -9.2 -6.5 -4.0 -9.0 GOLD_micro 4.0 -20.0 -16.7 2.9 0.3 5.5 0.3 7.1 1.1 -1.3 5.5 2.1 6.1 2.7 4.3 -4.7 -8.9 -5.9 -7.1 7.3 9.2 1.7 9.2 4.1 -18.2 8.0 0.6 11.5 1.2 13.1 3.9 -4.6 2.5 3.5 17.5 12.5 17.3 6.3 -1.6 -14.0 HEATOIL 20.0 20.0 5.3 14.9 20.0 8.5 20.0 4.1 20.0 8.1 6.6 9.0 5.7 9.4 8.5 20.0 20.0 20.0 20.0 18.2 9.6 20.0 4.7 20.0 -9.5 14.2 17.9 8.0 20.0 4.3 20.0 20.0 20.0 20.0 12.7 3.2 1.7 9.6 -9.9 -10.1 JGB-SGX-mini 18.6 20.0 5.7 1.0 -10.0 0.3 -6.2 -0.7 -1.0 -3.7 -6.1 -1.4 -7.4 2.1 -3.4 6.9 10.1 5.2 7.0 -1.5 -6.4 -1.9 -9.0 0.8 1.0 -2.7 -3.1 -7.8 -1.7 -9.7 0.3 7.7 8.1 7.4 -1.9 -17.7 -3.8 -20.0 -1.9 -20.0 JPY -13.1 7.1 1.2 6.4 -3.1 7.2 -3.3 5.4 0.7 -11.5 -10.8 -12.5 -11.4 -9.6 -7.5 -8.1 -10.0 -8.6 -9.1 -6.9 -9.3 -11.8 -11.9 -9.2 20.0 -5.1 -13.9 -8.2 -12.5 -11.3 -8.1 -10.1 -8.9 -8.0 -10.2 -16.2 -2.6 -15.3 2.7 -18.6 LEANHOG -1.7 2.3 12.2 6.2 20.0 -8.9 20.0 -20.0 17.7 -17.1 17.1 12.0 19.7 7.3 18.3 -20.0 -11.1 -20.0 -20.0 14.5 17.1 2.1 16.7 8.0 -7.4 13.2 -9.8 17.4 -0.4 15.9 4.6 -15.7 -20.0 -17.3 8.2 20.0 -12.7 7.7 -6.8 16.6 LIVECOW -18.7 -5.1 5.6 3.5 19.4 -5.1 17.4 -12.9 10.1 -9.8 7.7 -10.0 10.8 -7.1 9.7 17.8 7.0 8.4 5.3 1.1 7.1 -13.3 12.8 -7.4 -20.0 -5.1 -11.1 -0.7 -11.5 6.0 -9.2 20.0 -20.0 -20.0 -16.8 -1.5 20.0 20.0 20.0 20.0 LUMBER-new -12.9 0.7 -0.1 4.1 20.0 -5.9 20.0 -14.9 11.6 15.0 -15.8 -5.5 -15.4 -10.3 -11.2 -20.0 -20.0 -20.0 -20.0 -11.1 -16.0 1.8 -20.0 -7.7 NaN -11.0 14.2 -15.6 4.5 -17.2 -6.2 -20.0 -6.5 -20.0 -12.6 -10.1 2.4 20.0 5.2 20.0 MXP -20.0 -16.0 -0.4 8.7 -4.2 9.7 -4.4 7.3 0.9 -8.5 15.3 -9.6 17.4 -1.0 11.3 8.6 12.2 10.4 11.4 6.9 15.9 -12.2 18.3 -5.9 -20.0 7.6 -7.7 17.1 -12.4 19.4 -6.0 20.0 -20.0 -15.4 3.8 15.0 9.4 7.4 20.0 10.0 NASDAQ_micro -1.6 -17.4 -15.4 1.6 -9.6 5.8 -11.2 7.5 -5.2 1.3 3.3 -3.3 11.5 -8.7 -4.8 -7.1 -8.4 -7.6 -8.0 -5.0 1.1 -2.0 9.8 -4.8 -20.0 -5.0 -0.1 -0.7 -1.8 6.1 -4.3 -4.4 20.0 6.6 -12.4 -16.6 11.1 -20.0 10.2 -20.0 NIKKEI -16.0 -7.7 -10.6 0.9 -5.4 3.3 -6.3 4.2 -3.0 -1.7 7.0 -2.7 7.6 -0.2 4.2 5.6 7.7 7.4 7.3 4.3 8.0 -5.8 9.0 -1.5 -10.2 4.3 -2.9 7.8 -4.3 9.0 -0.5 20.0 -4.0 0.2 9.0 6.4 -12.1 -1.5 -17.8 1.4 NZD -17.5 9.7 14.9 6.2 -3.0 6.9 -3.2 5.2 0.7 -5.0 4.5 -7.9 0.8 1.3 6.1 -3.0 -3.5 -3.5 -3.7 2.9 3.7 -4.8 0.6 -2.5 11.4 3.1 -2.9 3.7 -5.3 -0.1 -2.8 0.0 -3.6 -9.1 1.1 1.1 -4.6 20.0 5.9 20.0 OAT -14.1 7.0 5.9 2.1 -19.7 0.6 -12.1 -1.3 -2.1 -12.2 8.2 -11.1 2.4 -3.9 5.4 11.1 12.6 12.6 13.5 2.3 3.6 -16.4 1.3 -5.8 -0.9 3.5 -19.2 4.7 -16.1 2.5 -5.0 15.6 -20.0 -6.9 8.0 8.1 5.1 20.0 11.9 20.0 OATIES 20.0 20.0 7.9 4.5 20.0 -6.4 20.0 -16.3 12.7 17.1 -5.8 17.9 -10.8 17.2 12.6 -4.4 -10.6 -8.6 -11.5 14.6 -0.0 20.0 -9.3 20.0 -2.0 15.7 20.0 -0.0 20.0 -10.2 20.0 -0.3 20.0 20.0 20.0 3.4 -4.8 -18.6 -2.4 -20.0 OJ -1.1 -1.8 20.0 1.6 8.8 -2.3 7.9 -5.9 4.6 5.1 -3.8 0.6 -5.7 -2.3 -0.2 2.3 2.6 1.9 1.2 -1.5 -2.8 1.9 -5.2 -0.7 -20.0 -1.3 4.5 -1.4 1.0 -3.1 -1.5 20.0 -6.0 -4.6 -8.3 3.6 -11.0 -14.0 -8.1 -14.8 PALLAD -7.4 -14.5 -2.4 3.3 0.3 6.1 0.3 7.8 1.3 -6.0 2.5 -5.7 3.9 -6.4 -1.1 -3.3 -3.1 -3.1 -3.1 -0.9 3.4 -4.7 5.3 -4.0 11.2 -2.2 -3.5 2.5 -4.1 6.8 -4.0 3.9 -7.5 -6.4 -10.7 -8.8 15.2 2.6 3.7 -4.5 PLAT -0.4 -13.9 -11.7 2.9 0.3 5.5 0.3 7.1 1.1 -2.0 2.3 -0.1 4.1 -3.3 0.5 -2.1 -3.3 -2.4 -2.8 1.4 4.5 -0.3 5.8 -0.5 -1.0 1.3 -0.1 5.5 -0.5 8.7 -0.6 3.9 -0.4 -0.5 -8.4 1.6 20.0 9.7 6.4 -1.3 REDWHEAT 14.3 16.1 19.3 3.8 20.0 -5.4 18.6 -13.8 10.8 10.2 4.5 12.3 -10.5 12.8 12.0 -12.2 -15.8 -14.0 -15.1 12.3 5.0 20.0 -3.3 17.7 5.7 14.2 15.6 7.9 19.3 0.3 18.0 -7.2 18.1 20.0 20.0 14.6 -20.0 -20.0 -20.0 -20.0 RICE -12.5 14.5 18.7 2.0 11.0 -2.9 9.9 -7.3 5.7 6.9 -5.5 3.5 -7.4 1.6 1.5 -20.0 -15.2 -20.0 -20.0 -0.5 -5.0 7.6 -10.8 2.6 1.4 1.6 9.2 -3.2 8.7 -10.4 4.2 -11.6 12.7 -6.8 2.3 2.8 -17.9 -16.8 -13.2 -17.1 ROBUSTA -0.4 -6.5 -13.8 2.6 14.1 -3.7 12.7 -9.4 7.3 -6.2 -0.6 1.4 -3.2 -5.5 -7.1 12.1 15.4 17.5 16.2 -6.6 -6.3 -4.4 -3.7 -4.4 -20.0 -5.3 -10.1 -5.0 -3.8 -2.8 -3.7 20.0 -18.1 -7.7 -11.2 -12.7 6.5 3.7 16.3 11.0 RUSSELL -15.8 -14.1 3.3 1.7 -9.9 6.0 -11.6 7.8 -5.4 -10.1 10.4 -10.1 12.8 -8.3 6.5 -4.4 -5.2 -4.7 -4.8 -0.3 8.0 -15.9 11.1 -9.8 6.5 -1.1 -12.1 5.7 -13.4 8.4 -8.7 1.1 0.9 -6.8 -2.9 2.2 -2.6 -20.0 -10.3 -20.0 SHATZ -14.9 9.3 3.4 1.7 -15.9 0.5 -9.7 -1.0 -1.7 -9.9 -7.8 -9.8 -8.5 -6.3 -3.7 1.0 -10.1 0.4 -4.4 -5.8 -3.9 -20.0 -3.6 -12.5 8.7 -5.6 -19.2 -4.3 -18.3 -4.1 -11.5 -20.0 -20.0 -20.0 -12.0 -10.9 14.0 20.0 17.6 20.0 SILVER-mini 0.4 -20.0 -9.6 2.9 0.3 5.5 0.3 7.0 1.1 -1.7 2.7 1.5 4.2 -2.4 0.8 -3.3 -5.8 -4.3 -5.1 3.6 6.9 0.8 7.1 0.9 -8.2 10.5 0.4 14.9 1.2 14.8 4.6 -0.2 0.2 1.3 19.9 20.0 9.9 13.7 -2.7 -3.1 SMI -20.0 -13.7 2.2 1.3 -8.0 4.8 -9.3 6.2 -4.3 -8.7 9.2 -9.0 10.2 -3.9 4.7 11.2 7.7 11.6 9.9 2.5 8.2 -18.8 8.9 -8.4 6.3 4.2 -13.3 9.2 -14.1 9.0 -5.4 20.0 -20.0 0.2 1.2 16.0 -6.8 20.0 -7.4 20.0 SOFR 7.8 13.5 -6.6 2.2 -20.0 0.7 -12.9 -1.4 -2.2 -14.8 2.3 -7.1 11.4 5.1 5.0 6.0 6.6 7.2 7.3 6.5 3.9 -6.9 4.4 3.8 -20.0 9.9 -13.2 6.8 -5.3 5.7 6.5 4.9 9.8 15.4 13.4 8.4 -13.4 -11.6 -19.5 -20.0 SOYBEAN 19.6 20.0 4.8 6.2 20.0 -8.8 20.0 -20.0 17.5 20.0 18.8 20.0 14.1 20.0 20.0 6.2 -3.5 1.2 -1.6 20.0 18.7 20.0 6.8 20.0 -8.2 20.0 20.0 20.0 20.0 15.2 20.0 14.7 20.0 20.0 20.0 15.1 -15.3 -14.8 -13.6 -11.7 SOYMEAL 8.2 9.8 0.1 3.5 18.9 -4.9 17.0 -12.6 9.8 -0.7 -2.3 0.6 -7.2 7.5 -2.1 -9.5 -13.6 -11.1 -12.5 4.0 1.0 2.5 -3.2 5.0 -12.8 8.1 2.4 6.7 3.3 2.3 7.2 -3.4 -20.0 9.9 6.5 1.5 -17.4 -18.5 -14.7 -18.0 SOYOIL 20.0 20.0 16.2 5.7 20.0 -8.2 20.0 -20.0 16.3 20.0 18.2 20.0 16.9 20.0 20.0 -3.5 -6.1 -6.4 -6.8 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 16.2 20.0 8.5 20.0 20.0 20.0 20.0 -10.2 -20.0 -11.6 -20.0 SP400 -17.4 -4.7 9.5 1.7 -10.0 6.1 -11.7 7.8 -5.5 -12.1 11.7 -10.9 12.3 -4.5 9.9 -5.9 -6.3 -6.4 -6.3 3.7 9.7 -19.7 9.7 -8.4 3.2 2.3 -17.1 6.1 -16.1 5.3 -7.0 -1.1 -7.4 -7.8 5.4 6.8 -2.1 -20.0 -9.8 -20.0 SP500_micro -9.6 -15.6 -9.9 2.0 -11.9 7.2 -13.8 9.3 -6.5 -10.0 11.8 -11.4 16.9 -11.0 3.6 -8.1 -9.4 -8.7 -8.9 -4.8 5.2 -13.7 15.1 -11.0 -16.4 -6.9 -10.3 0.0 -12.1 7.2 -10.7 -6.0 6.4 -6.4 -16.2 -14.7 15.9 -20.0 17.8 -20.0 SUGAR11 12.6 3.8 6.7 3.6 19.5 -5.1 17.5 -13.0 10.1 5.8 -12.3 8.7 -14.3 2.4 -4.7 11.6 13.3 16.4 14.5 -2.7 -8.8 9.6 -14.0 3.8 -20.0 0.7 12.1 -4.4 11.3 -9.5 5.6 20.0 -6.5 7.0 -8.0 4.8 1.7 -19.2 6.0 -12.2 US10 2.6 6.1 -5.0 2.0 -19.2 0.6 -11.8 -1.3 -2.0 -13.2 4.7 -10.0 8.8 1.0 1.5 2.4 1.4 2.7 2.4 2.2 2.1 -9.9 2.7 -1.1 -8.4 4.7 -15.9 4.1 -8.7 4.5 1.2 -3.8 4.3 6.4 1.2 4.5 -8.3 -20.0 -11.3 -20.0 US10U 2.7 5.2 -4.0 2.9 -20.0 0.9 -17.1 -1.8 -2.9 -19.3 9.2 -12.9 11.8 2.5 3.3 2.6 0.9 2.8 2.2 3.8 3.9 -14.8 4.0 -1.3 -14.2 7.5 -20.0 8.1 -14.9 8.5 0.9 -4.7 2.4 8.2 0.8 8.6 -8.9 -4.7 -17.7 -20.0 US2 -7.3 2.4 -4.3 2.1 -20.0 0.6 -12.6 -1.4 -2.1 -13.8 -5.5 -13.6 0.2 -9.2 -7.5 -10.6 -13.0 -10.6 -11.0 -5.2 -3.1 -16.6 -1.7 -9.9 10.4 -2.6 -18.2 -1.6 -13.9 0.1 -6.6 -20.0 -2.3 -10.9 -9.2 -2.1 -7.5 -20.0 -9.5 -20.0 US20 0.8 6.2 -0.9 2.2 -20.0 0.7 -12.9 -1.4 -2.2 -15.0 6.8 -9.4 4.5 2.4 3.9 4.9 4.1 5.1 4.8 3.5 3.4 -13.3 1.9 -1.5 -9.5 5.2 -20.0 6.3 -14.8 5.5 -1.5 0.5 -4.0 1.5 0.8 6.9 -6.2 15.7 -9.2 -18.3 US30 2.4 6.8 -0.4 2.6 -20.0 0.8 -15.6 -1.7 -2.6 -17.9 1.4 -9.0 -3.7 3.8 3.7 2.3 -0.1 2.3 1.3 3.2 1.6 -12.9 -1.3 -0.8 -5.7 5.4 -20.0 5.6 -16.5 3.6 -1.2 -6.3 2.5 2.7 0.7 4.8 -9.4 12.3 -6.8 -16.0 US5 0.2 5.8 -4.9 2.2 -20.0 0.7 -12.9 -1.4 -2.2 -14.1 2.2 -12.7 9.3 -1.4 -0.3 -0.2 -1.6 0.1 -0.4 0.8 1.1 -12.3 2.1 -3.3 -6.5 3.5 -17.3 3.2 -10.8 4.0 -0.7 -8.8 1.2 2.5 -0.8 4.3 -8.6 -20.0 -11.7 -20.0 VIX 16.6 20.0 2.9 6.4 9.2 0.9 14.1 -1.1 11.9 5.5 -5.2 7.8 -10.0 8.4 0.3 6.7 -20.0 -20.0 -20.0 6.2 0.2 15.8 -2.3 12.8 NaN 7.1 9.8 1.1 14.7 -1.3 12.9 NaN NaN NaN NaN NaN -4.0 -20.0 NaN NaN WHEAT 15.9 20.0 16.1 3.8 20.0 -5.4 18.7 -13.8 10.8 5.1 0.4 10.0 -11.3 11.8 10.0 -14.5 -18.2 -16.9 -17.5 11.5 3.8 15.8 -4.0 16.1 7.5 14.9 10.8 7.9 16.2 0.6 17.9 -11.1 8.4 20.0 20.0 12.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3