******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260312_203949 produced at 2026-03-12 21:35:53.710862 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.70 0.0 0.00 0.00 0.00 0.00 -6.84 11.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -2.97 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -4.25 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 -1.71 24.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.31 -0.09 0.0 0.86 -0.86 -0.31 -0.18 -1.51 14.0 -5 -3 caleb_strategy_v3 US5 False False 0.05 0.00 -0.08 0.0 1.15 -1.15 0.00 0.00 -1.63 25.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -25.02 59.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.06 0.0 0.89 -0.89 0.00 0.00 -0.95 13.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.06 0.0 0.57 -0.57 -0.03 -0.03 -1.64 17.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.05 0.0 0.15 -0.15 -0.04 -0.04 -3.86 11.0 -3 -3 caleb_strategy_v3 SP500_micro False True 0.01 -0.01 -0.05 0.0 0.00 -0.01 -0.01 0.00 -3.76 48.0 -1 0 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.05 0.0 0.66 -0.66 -0.09 -0.04 -5.42 66.0 -9 -4 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.81 -0.81 0.00 0.00 -0.81 17.0 0 0 caleb_strategy_v3 NASDAQ_micro False True 0.02 -0.17 -0.04 0.0 0.00 -0.17 -0.17 -0.15 -1.90 23.0 -8 -7 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.99 3.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.02 -0.03 0.0 0.00 -0.02 -0.02 -0.02 -2.36 58.0 -2 -2 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.03 0.0 0.63 -0.63 -0.05 -0.05 -0.66 13.0 -1 -1 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.03 0.0 0.58 -0.58 -0.06 -0.06 -0.48 10.0 -1 -1 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.03 0.0 1.08 -1.08 -0.06 -0.06 -0.58 19.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -1.96 4.0 0 0 caleb_strategy_v3 SP400 False True 0.14 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.16 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.02 0.0 0.36 -0.36 0.00 -0.06 -3.37 68.0 0 -11 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.63 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.54 3.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.35 -0.35 0.00 0.00 -0.35 23.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.37 -0.37 -0.03 -0.03 -0.84 26.0 -2 -2 caleb_strategy_v3 NIKKEI False False 0.01 -0.01 -0.01 0.0 0.52 -0.52 -0.01 -0.01 -0.56 36.0 -1 -1 caleb_strategy_v3 GBP False False 0.04 0.00 -0.01 0.0 0.78 -0.78 0.00 0.00 -0.33 22.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.02 -0.01 0.0 0.24 -0.24 0.02 0.00 -0.39 13.0 1 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.13 -0.13 -0.02 -0.02 -0.95 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 -0.25 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 -0.01 0.0 0.30 -0.30 0.00 -0.05 -0.23 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 0.21 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.21 -0.21 -0.05 -0.11 -0.08 4.0 -1 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.09 -0.09 0.00 0.00 0.81 26.0 0 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.00 0.0 1.22 -1.22 0.00 0.00 -0.22 56.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 -0.00 0.0 0.66 -0.66 0.00 0.00 -0.04 17.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.45 -0.45 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.00 0.0 0.11 -0.11 0.01 0.01 0.34 8.0 1 1 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 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 COFFEE False False 0.05 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.06 6.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.01 0.0 0.58 -0.58 0.00 0.00 0.07 8.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.72 10.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.08 0.01 0.0 0.08 0.00 0.08 0.08 0.24 20.0 3 3 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.25 2.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.62 -0.62 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.01 0.01 0.0 999.00 -999.00 -0.01 0.00 1.26 999999999.0 -1 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.16 -0.16 0.00 0.04 0.56 4.0 0 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.03 0.0 0.17 -0.17 0.05 0.05 1.16 7.0 2 2 caleb_strategy_v3 SMI False True 0.07 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.49 9.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.03 0.0 999.00 -999.00 0.05 0.10 0.53 999999999.0 1 2 caleb_strategy_v3 NZD False False 0.02 0.00 0.03 0.0 0.52 -0.52 0.00 0.00 1.13 21.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.12 0.04 0.0 0.18 -0.18 0.12 0.06 0.66 3.0 2 1 caleb_strategy_v3 CORN False False 0.01 0.04 0.04 0.0 0.12 -0.12 0.04 0.04 4.29 12.0 4 4 caleb_strategy_v3 CANOLA False False 0.00 0.03 0.04 0.0 0.24 -0.24 0.03 0.03 9.62 51.0 7 6 caleb_strategy_v3 OAT False False 0.06 0.18 0.05 0.0 0.59 -0.59 0.18 0.18 0.86 10.0 3 3 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.87 999999999.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 1.08 999999999.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.03 0.06 0.0 0.91 -0.91 0.03 0.03 1.76 29.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.58 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.06 0.11 0.0 0.57 -0.57 0.06 0.03 3.58 19.0 2 1 caleb_strategy_v3 MXP False False 0.01 0.21 0.14 0.0 0.72 -0.72 0.21 0.21 11.37 60.0 18 18 caleb_strategy_v3 CRUDE_W False False 0.03 0.06 0.16 0.0 0.16 -0.16 0.06 0.03 4.89 5.0 2 1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.20 0.0 1.20 -1.20 0.00 0.00 1.64 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.4 Shocked risk 27.9 Sum abs risk 34.7 Leverage 3.34 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2352336.22, 'annual_cash_vol_target': 588084.055, 'daily_cash_vol_target': 36755.2534375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.7071 0.6587 10.5389 BITCOIN 2124.3667 70600.0000 3.0090 48.1443 BOBL 0.2534 115.9900 0.2185 3.4962 BTP 0.6070 117.6500 0.5159 8.2546 BUND 0.4446 125.9100 0.3531 5.6491 BUXL 0.8105 108.8600 0.7445 11.9125 CAC 62.3548 7976.5000 0.7817 12.5077 CAD 0.0028 0.7369 0.3785 6.0561 CANOLA 9.1115 742.5000 1.2271 19.6341 CHF 0.0066 1.2856 0.5172 8.2758 COCOA 117.0036 3336.0000 3.5073 56.1168 COFFEE 4.5524 291.2500 1.5631 25.0088 COPPER 0.0862 5.8890 1.4636 23.4172 CORN 4.1496 488.5000 0.8495 13.5914 COTTON2 0.7078 65.2100 1.0855 17.3672 CRUDE_W 1.1391 75.7800 1.5031 24.0502 DAX 260.0546 23565.0000 1.1036 17.6570 DOW 356.4218 47027.0000 0.7579 12.1265 DX 0.4541 99.4850 0.4564 7.3030 EUR 0.0051 1.1568 0.4416 7.0656 EURIBOR-ICE 0.0569 97.3900 0.0584 0.9343 EUROSTX 67.0343 5736.0000 1.1687 18.6985 FEEDCOW 3.2481 340.5500 0.9538 15.2607 GASOIL 48.0748 946.5000 5.0792 81.2674 GASOLINE 0.0552 2.8555 1.9333 30.9334 GAS_US_mini 0.1773 3.2300 5.4900 87.8403 GBP 0.0061 1.3345 0.4561 7.2975 GOLD_micro 81.7954 5129.7000 1.5945 25.5127 HEATOIL 0.0905 3.3913 2.6681 42.6892 JGB-SGX-mini 0.2958 131.3100 0.2253 3.6045 JPY 0.0000 0.0063 0.6030 9.6476 LEANHOG 1.0661 108.2000 0.9853 15.7655 LIVECOW 2.0977 229.8000 0.9128 14.6052 LUMBER-new 7.0498 595.0000 1.1848 18.9575 MXP 0.0004 0.0561 0.7436 11.8977 NASDAQ_micro 219.4500 24560.5000 0.8935 14.2961 NIKKEI 868.6297 53630.0000 1.6197 25.9147 NZD 0.0040 0.5874 0.6825 10.9202 OAT 0.5217 119.4400 0.4368 6.9886 OATIES 5.3020 371.5000 1.4272 22.8352 OJ 7.0823 198.3500 3.5706 57.1299 PALLAD 53.0940 1642.0000 3.2335 51.7360 PLAT 72.4087 2137.8000 3.3871 54.1931 REDWHEAT 10.9568 626.2500 1.7496 27.9934 RICE 0.1586 11.3200 1.4013 22.4210 ROBUSTA 67.6276 3610.0000 1.8733 29.9734 RUSSELL 29.2165 2507.4000 1.1652 18.6434 SHATZ 0.0952 106.1000 0.0897 1.4350 SILVER-mini 2.9885 84.6875 3.5289 56.4624 SMI 122.3588 12865.0000 0.9511 15.2176 SOFR 0.0554 96.5850 0.0573 0.9175 SOYBEAN 7.1387 1165.0000 0.6128 9.8042 SOYMEAL 4.0656 321.9000 1.2630 20.2082 SOYOIL 0.7056 66.9400 1.0541 16.8654 SP400 33.6980 3351.0000 1.0056 16.0898 SP500_micro 46.2000 6681.2500 0.6915 11.0638 SUGAR11 0.2289 14.6000 1.5680 25.0872 US10 0.3461 111.5156 0.3104 4.9660 US10U 0.4402 113.9688 0.3862 6.1793 US2 0.0893 103.8984 0.0860 1.3758 US20 0.6524 114.2188 0.5712 9.1384 US30 0.9048 116.9062 0.7739 12.3826 US5 0.2271 108.5078 0.2093 3.3483 VIX 0.8902 23.8000 3.7405 59.8483 WHEAT 9.9714 637.7500 1.5635 25.0164 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 707.10 0.66 465.75 1.00 465.75 36755.25 78.92 17.46 137.79 BITCOIN 70.60 3.01 212.44 1.00 212.44 36755.25 173.02 -13.34 -230.74 BOBL 1159.90 0.22 253.45 1.16 294.81 36755.25 124.67 -4.57 -57.02 BTP 1176.50 0.52 606.97 1.16 706.03 36755.25 52.06 -2.70 -14.08 BUND 1259.10 0.35 444.55 1.16 517.10 36755.25 71.08 2.08 14.81 BUXL 1088.60 0.74 810.50 1.16 942.77 36755.25 38.99 -2.04 -7.96 CAC 797.65 0.78 623.55 1.16 725.31 36755.25 50.68 9.14 46.31 CAD 736.90 0.38 278.92 1.00 278.92 36755.25 131.78 5.14 67.77 CANOLA 148.50 1.23 182.23 0.74 134.24 36755.25 273.80 14.42 394.95 CHF 1606.94 0.52 831.16 1.00 831.16 36755.25 44.22 -8.25 -36.47 COCOA 333.60 3.51 1170.04 1.00 1170.04 36755.25 31.41 -11.04 -34.67 COFFEE 1092.19 1.56 1707.14 1.00 1707.14 36755.25 21.53 -1.98 -4.27 COPPER 1472.25 1.46 2154.75 1.00 2154.75 36755.25 17.06 4.70 8.01 CORN 244.25 0.85 207.48 1.00 207.48 36755.25 177.15 9.93 175.96 COTTON2 326.05 1.09 353.91 1.00 353.91 36755.25 103.85 -15.25 -158.40 CRUDE_W 757.80 1.50 1139.08 1.00 1139.08 36755.25 32.27 13.99 45.14 DAX 235.65 1.10 260.05 1.16 302.49 36755.25 121.51 -5.67 -68.95 DOW 235.14 0.76 178.21 1.00 178.21 36755.25 206.25 -11.30 -233.02 DX 994.85 0.46 454.08 1.00 454.08 36755.25 80.94 5.13 41.51 EUR 1446.00 0.44 638.55 1.00 638.55 36755.25 57.56 -10.07 -57.99 EURIBOR-ICE 2434.75 0.06 142.18 1.16 165.38 36755.25 222.25 2.16 47.97 EUROSTX 573.60 1.17 670.34 1.16 779.74 36755.25 47.14 1.49 7.02 FEEDCOW 1702.75 0.95 1624.07 1.00 1624.07 36755.25 22.63 0.92 2.09 GASOIL 946.50 5.08 4807.48 1.00 4807.48 36755.25 7.65 16.76 12.81 GASOLINE 1199.31 1.93 2318.67 1.00 2318.67 36755.25 15.85 7.71 12.23 GAS_US_mini 80.75 5.49 443.32 1.00 443.32 36755.25 82.91 0.90 7.50 GBP 834.06 0.46 380.41 1.00 380.41 36755.25 96.62 -1.31 -12.68 GOLD_micro 512.97 1.59 817.95 1.00 817.95 36755.25 44.94 -1.40 -6.30 HEATOIL 1424.35 2.67 3800.26 1.00 3800.26 36755.25 9.67 15.65 15.13 JGB-SGX-mini 131310.00 0.23 29581.89 0.01 187.23 36755.25 196.31 -2.00 -39.23 JPY 790.44 0.60 476.62 1.00 476.62 36755.25 77.12 -8.21 -63.31 LEANHOG 432.80 0.99 426.46 1.00 426.46 36755.25 86.19 -0.75 -6.48 LIVECOW 919.20 0.91 839.07 1.00 839.07 36755.25 43.80 -0.30 -1.33 LUMBER-new 163.62 1.18 193.87 1.00 193.87 36755.25 189.59 -10.79 -204.63 MXP 280.40 0.74 208.51 1.00 208.51 36755.25 176.28 4.39 77.39 NASDAQ_micro 491.21 0.89 438.90 1.00 438.90 36755.25 83.74 -9.73 -81.50 NIKKEI 53630.00 1.62 86862.97 0.01 549.77 36755.25 66.86 -0.77 -5.12 NZD 587.40 0.68 400.91 1.00 400.91 36755.25 91.68 4.72 43.31 OAT 1194.40 0.44 521.70 1.16 606.83 36755.25 60.57 4.14 25.06 OATIES 185.75 1.43 265.10 1.00 265.10 36755.25 138.65 3.69 51.22 OJ 297.53 3.57 1062.35 1.00 1062.35 36755.25 34.60 -6.37 -22.03 PALLAD 1642.00 3.23 5309.40 1.00 5309.40 36755.25 6.92 1.73 1.19 PLAT 1068.90 3.39 3620.44 1.00 3620.44 36755.25 10.15 2.14 2.17 REDWHEAT 313.12 1.75 547.84 1.00 547.84 36755.25 67.09 3.79 25.40 RICE 226.40 1.40 317.26 1.00 317.26 36755.25 115.85 -6.95 -80.52 ROBUSTA 361.00 1.87 676.28 1.00 676.28 36755.25 54.35 -4.91 -26.68 RUSSELL 125.37 1.17 146.08 1.00 146.08 36755.25 251.61 -4.04 -101.54 SHATZ 1061.00 0.09 95.16 1.16 110.69 36755.25 332.07 -5.08 -168.53 SILVER-mini 2117.19 3.53 7471.34 1.00 7471.34 36755.25 4.92 3.14 1.55 SMI 1286.50 0.95 1223.59 1.29 1574.36 36755.25 23.35 6.09 14.21 SOFR 2414.62 0.06 138.47 1.00 138.47 36755.25 265.45 -4.24 -112.42 SOYBEAN 582.50 0.61 356.93 1.00 356.93 36755.25 102.98 12.07 124.30 SOYMEAL 321.90 1.26 406.56 1.00 406.56 36755.25 90.40 -7.46 -67.43 SOYOIL 401.64 1.05 423.36 1.00 423.36 36755.25 86.82 8.95 77.66 SP400 3351.00 1.01 3369.80 1.00 3369.80 36755.25 10.91 -4.30 -4.69 SP500_micro 334.06 0.69 231.00 1.00 231.00 36755.25 159.11 -10.17 -161.77 SUGAR11 163.52 1.57 256.39 1.00 256.39 36755.25 143.36 -2.71 -38.90 US10 1115.16 0.31 346.12 1.00 346.12 36755.25 106.19 -6.03 -64.01 US10U 1139.69 0.39 440.15 1.00 440.15 36755.25 83.51 -6.26 -52.28 US2 2077.97 0.09 178.68 1.00 178.68 36755.25 205.71 -11.39 -234.38 US20 1142.19 0.57 652.36 1.00 652.36 36755.25 56.34 -3.44 -19.39 US30 1169.06 0.77 904.75 1.00 904.75 36755.25 40.62 -4.45 -18.07 US5 1085.08 0.21 227.07 1.00 227.07 36755.25 161.86 -7.94 -128.51 VIX 238.00 3.74 890.24 1.00 890.24 36755.25 41.29 1.23 5.10 WHEAT 318.88 1.56 498.57 1.00 498.57 36755.25 73.72 2.14 15.80 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 137.791 0.010 2.5 3.580 BITCOIN -230.736 0.043 2.5 -25.021 BOBL -57.015 0.004 2.5 -0.579 BTP -14.078 0.014 2.5 -0.481 BUND 14.807 0.004 2.5 0.150 BUXL -7.964 0.004 2.5 -0.081 CAC 46.307 0.014 2.5 1.582 CAD 67.768 0.010 2.5 1.761 CANOLA 394.951 0.010 2.5 9.622 CHF -36.469 0.010 2.5 -0.948 COCOA -34.668 0.010 2.5 -0.845 COFFEE -4.270 0.005 2.5 -0.057 COPPER 8.013 0.043 2.5 0.869 CORN 175.962 0.010 2.5 4.287 COTTON2 -158.403 0.010 2.5 -3.859 CRUDE_W 45.137 0.043 2.5 4.895 DAX -68.950 0.014 2.5 -2.355 DOW -233.017 0.009 2.5 -5.423 DX 41.514 0.010 2.5 1.079 EUR -57.989 0.010 2.5 -1.507 EURIBOR-ICE 47.974 0.014 2.5 1.639 EUROSTX 7.016 0.014 2.5 0.240 FEEDCOW 2.092 0.013 2.5 0.069 GASOIL 12.811 0.017 2.5 0.556 GASOLINE 12.229 0.017 2.5 0.531 GAS_US_mini 7.499 0.043 2.5 0.813 GBP -12.683 0.010 2.5 -0.330 GOLD_micro -6.296 0.014 2.5 -0.215 HEATOIL 15.133 0.017 2.5 0.657 JGB-SGX-mini -39.229 0.043 2.5 -4.254 JPY -63.306 0.010 2.5 -1.645 LEANHOG -6.476 0.024 2.5 -0.394 LIVECOW -1.327 0.013 2.5 -0.044 LUMBER-new -204.629 0.010 2.5 -4.985 MXP 77.387 0.059 2.5 11.374 NASDAQ_micro -81.501 0.009 2.5 -1.897 NIKKEI -5.121 0.043 2.5 -0.555 NZD 43.310 0.010 2.5 1.125 OAT 25.057 0.014 2.5 0.856 OATIES 51.224 0.010 2.5 1.248 OJ -22.030 0.010 2.5 -0.537 PALLAD 1.195 0.014 2.5 0.041 PLAT 2.171 0.014 2.5 0.074 REDWHEAT 25.401 0.005 2.5 0.337 RICE -80.518 0.010 2.5 -1.962 ROBUSTA -26.677 0.005 2.5 -0.354 RUSSELL -101.536 0.013 2.5 -3.369 SHATZ -168.529 0.004 2.5 -1.711 SILVER-mini 1.546 0.014 2.5 0.053 SMI 14.207 0.014 2.5 0.485 SOFR -112.420 0.024 2.5 -6.842 SOYBEAN 124.295 0.004 2.5 1.158 SOYMEAL -67.431 0.004 2.5 -0.628 SOYOIL 77.663 0.004 2.5 0.724 SP400 -4.687 0.013 2.5 -0.156 SP500_micro -161.770 0.009 2.5 -3.765 SUGAR11 -38.904 0.010 2.5 -0.948 US10 -64.014 0.005 2.5 -0.812 US10U -52.282 0.005 2.5 -0.663 US2 -234.377 0.005 2.5 -2.974 US20 -19.387 0.005 2.5 -0.246 US30 -18.066 0.005 2.5 -0.229 US5 -128.513 0.005 2.5 -1.631 VIX 5.096 0.099 2.5 1.260 WHEAT 15.797 0.005 2.5 0.210 ===================== Position diags ===================== AUD 2.05 BITCOIN 18.76 BOBL 1.27 BTP 1.78 BUND 0.72 BUXL 0.40 CAC 1.73 CAD 3.42 CANOLA 6.67 CHF 1.15 COCOA 0.77 COFFEE 0.29 COPPER 1.85 CORN 4.32 COTTON2 2.53 CRUDE_W 3.50 DAX 4.15 DOW 4.80 DX 2.10 EUR 1.50 EURIBOR-ICE 7.59 EUROSTX 1.61 FEEDCOW 0.75 GASOIL 0.33 GASOLINE 0.69 GAS_US_mini 8.99 GBP 2.51 GOLD_micro 1.53 HEATOIL 0.42 JGB-SGX-mini 21.29 JPY 2.00 LEANHOG 5.25 LIVECOW 1.45 LUMBER-new 4.62 MXP 25.91 NASDAQ_micro 1.95 NIKKEI 7.25 NZD 2.38 OAT 2.07 OATIES 3.38 OJ 0.84 PALLAD 0.24 PLAT 0.35 REDWHEAT 0.89 RICE 2.82 ROBUSTA 0.72 RUSSELL 8.35 SHATZ 3.37 SILVER-mini 0.17 SMI 0.80 SOFR 16.15 SOYBEAN 0.96 SOYMEAL 0.84 SOYOIL 0.81 SP400 0.36 SP500_micro 3.70 SUGAR11 3.49 US10 1.35 US10U 1.06 US2 2.61 US20 0.71 US30 0.52 US5 2.05 VIX 10.21 WHEAT 0.98 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.6 3.4 3.8 2.0 2 BITCOIN -25.0 -26.9 -23.1 0.0 0 BOBL -0.6 -0.7 -0.5 -1.0 -1 BTP -0.5 -0.7 -0.3 -1.0 -1 BUND 0.2 0.1 0.2 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.6 1.4 1.8 0.0 0 CAD 1.8 1.4 2.1 1.0 1 CANOLA 9.6 9.0 10.3 7.0 7 CHF -0.9 -1.1 -0.8 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 4.3 3.9 4.7 4.0 4 COTTON2 -3.9 -4.1 -3.6 -3.0 -3 CRUDE_W 4.9 4.5 5.2 2.0 2 DAX -2.4 -2.8 -1.9 -2.0 -2 DOW -5.4 -5.9 -4.9 -9.0 -9 DX 1.1 0.9 1.3 0.0 0 EUR -1.5 -1.7 -1.4 -5.0 -5 EURIBOR-ICE 1.6 0.9 2.4 0.0 0 EUROSTX 0.2 0.1 0.4 3.0 3 FEEDCOW 0.1 -0.0 0.1 0.0 0 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.5 0.5 0.6 1.0 1 GAS_US_mini 0.8 -0.1 1.7 0.0 0 GBP -0.3 -0.6 -0.1 0.0 0 GOLD_micro -0.2 -0.4 -0.1 0.0 0 HEATOIL 0.7 0.6 0.7 2.0 2 JGB-SGX-mini -4.3 -6.4 -2.1 0.0 0 JPY -1.6 -1.8 -1.4 -1.0 -1 LEANHOG -0.4 -0.9 0.1 1.0 1 LIVECOW -0.0 -0.2 0.1 0.0 0 LUMBER-new -5.0 -5.4 -4.5 0.0 0 MXP 11.4 8.8 14.0 18.0 18 NASDAQ_micro -1.9 -2.1 -1.7 -8.0 -8 NIKKEI -0.6 -1.3 0.2 -1.0 -1 NZD 1.1 0.9 1.4 0.0 0 OAT 0.9 0.6 1.1 3.0 3 OATIES 1.2 0.9 1.6 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 1.0 1 RICE -2.0 -2.2 -1.7 0.0 0 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL -3.4 -4.2 -2.5 0.0 0 SHATZ -1.7 -2.0 -1.4 NaN 0 SILVER-mini 0.1 0.0 0.1 0.0 0 SMI 0.5 0.4 0.6 0.0 0 SOFR -6.8 -8.5 -5.2 NaN 0 SOYBEAN 1.2 1.1 1.3 2.0 2 SOYMEAL -0.6 -0.7 -0.5 0.0 0 SOYOIL 0.7 0.6 0.8 0.0 0 SP400 -0.2 -0.2 -0.1 0.0 0 SP500_micro -3.8 -4.1 -3.4 -1.0 -1 SUGAR11 -0.9 -1.3 -0.6 -3.0 -3 US10 -0.8 -0.9 -0.7 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -3.0 -3.2 -2.7 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.2 -0.3 -0.2 0.0 0 US5 -1.6 -1.8 -1.4 0.0 0 VIX 1.3 0.2 2.3 -1.0 -1 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 0.5 0.1 -0.1 0.2 -0.1 0.2 -0.0 0.0 0.4 0.1 0.5 0.1 0.2 0.0 -0.0 0.0 0.0 0.2 0.2 0.0 0.3 0.1 1.5 0.2 0.0 0.5 0.0 0.4 0.1 0.3 0.3 0.3 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 0.0 -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 -0.3 -0.0 0.0 0.5 0.1 -0.5 -0.6 -0.3 0.0 -0.7 -0.6 BOBL -0.5 0.3 0.0 0.0 -0.2 0.0 -0.2 -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 0.3 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -1.0 -0.4 -0.4 -0.1 -0.2 0.4 0.7 0.6 0.7 BTP -0.6 -0.1 -0.2 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 0.2 -0.2 0.5 -0.1 0.0 0.2 0.2 0.3 0.3 -0.0 0.0 -0.2 0.1 -0.1 -2.7 -0.0 -0.2 0.1 -0.2 0.2 -0.1 0.7 -0.5 -0.6 -0.2 0.1 0.3 0.7 0.5 0.7 BUND -0.3 0.3 0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.1 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 0.6 -0.4 -0.1 0.1 -0.1 0.2 0.7 0.4 0.7 BUXL 0.1 0.4 0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 -0.3 -0.2 -0.7 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.2 -0.4 -0.0 0.6 0.0 -0.2 -0.1 -0.2 -0.5 -0.1 -0.0 0.2 0.3 -0.0 -0.2 -0.2 0.7 -0.1 0.4 CAC -0.6 -0.3 -0.1 0.0 -0.2 0.2 -0.2 0.4 -0.1 0.0 0.3 -0.2 0.6 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.2 -0.2 1.0 0.1 -0.0 0.3 0.1 0.2 0.1 0.2 0.5 0.6 0.5 0.1 0.4 0.7 0.3 0.7 CAD -0.1 0.2 0.4 0.1 -0.2 0.3 -0.1 0.3 -0.0 0.0 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 2.7 0.1 0.0 0.3 0.1 0.2 0.1 -0.3 0.5 0.4 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 0.0 0.0 -0.1 0.1 -0.1 0.1 -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 -0.1 0.1 -0.0 -0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -1.1 -0.1 -0.1 0.1 -0.0 -0.4 -0.7 -0.4 -0.7 COCOA -0.1 -0.6 -0.6 0.0 0.1 -0.1 0.1 -0.2 0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.2 -0.2 0.0 -0.3 -0.1 -2.7 -0.1 0.0 -0.3 0.0 -0.3 -0.0 1.0 -0.0 -0.3 -0.6 -0.4 0.2 0.0 0.4 0.2 COFFEE 0.1 -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 -0.3 0.3 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.1 -0.3 0.3 0.0 -0.0 0.2 -0.0 0.4 0.0 -0.1 0.2 -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 0.5 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 0.4 0.2 -0.2 0.3 0.1 COTTON2 0.4 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 -0.3 -0.3 -0.5 -0.2 -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 -0.1 0.2 0.2 0.3 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.2 1.0 0.2 0.2 0.4 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 -0.6 -0.3 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.1 -0.1 0.3 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 0.1 -0.1 -1.1 -0.1 -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 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 -0.1 0.4 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.2 0.3 -0.2 -1.1 -0.1 -0.2 0.1 -0.2 0.2 -0.1 -0.2 -0.2 -0.6 -0.3 -0.1 -0.1 -0.7 -0.3 -0.7 DX 0.6 0.1 0.1 0.1 -0.1 0.2 -0.1 0.2 -0.0 0.1 0.1 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 -2.2 0.0 0.1 -0.0 0.1 -0.1 0.1 0.8 0.5 0.6 -0.4 -0.5 0.2 0.7 0.4 0.7 EUR -0.6 -0.2 -0.2 0.1 -0.1 0.2 -0.1 0.2 -0.0 -0.1 -0.1 -0.2 0.4 -0.2 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 0.8 -0.0 -0.2 0.1 -0.2 0.3 -0.2 -0.4 -0.5 -0.6 -0.4 -0.1 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE -0.6 0.3 -0.1 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 0.2 0.2 0.2 -0.0 -0.0 -0.2 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 0.2 -0.1 -0.1 0.2 -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 -0.4 -0.2 -0.2 0.1 0.3 0.7 0.2 0.7 FEEDCOW -0.6 -0.4 0.3 0.1 0.2 -0.1 0.2 -0.5 0.1 -0.1 0.3 -0.1 0.4 -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 -0.1 0.1 -0.2 0.4 -0.2 1.1 -0.5 -0.6 -0.6 0.1 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 0.1 0.1 0.2 -0.3 0.1 0.1 0.2 0.2 0.2 0.2 1.1 0.5 0.6 0.6 0.3 -0.2 0.7 -0.4 0.1 GASOLINE 0.6 0.6 0.3 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 -0.0 0.0 -0.1 0.1 0.2 0.2 0.2 0.1 0.2 0.1 -0.1 0.1 -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 -0.6 0.3 -0.2 0.3 -0.5 GBP -0.5 -0.1 0.1 0.1 -0.2 0.3 -0.1 0.3 -0.0 -0.1 0.1 -0.2 0.5 -0.2 0.0 -0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.1 0.0 -0.1 0.3 -0.1 0.5 -0.1 0.3 -0.0 -0.2 -0.4 0.2 -0.3 -0.2 -0.1 -0.3 GOLD_micro 0.1 -0.6 -0.6 0.0 -0.0 0.2 -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 0.3 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 -0.0 -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 -1.2 0.2 0.2 0.2 0.2 0.2 0.2 1.1 0.5 0.6 0.4 0.1 0.0 0.3 -0.3 -0.3 JGB-SGX-mini 0.5 0.6 0.2 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.0 -0.3 0.0 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 -0.0 -0.1 -0.2 -0.0 -0.4 -0.0 0.4 0.2 0.2 -0.0 -0.6 -0.1 -0.7 -0.1 -0.7 JPY -0.5 0.1 0.0 0.1 -0.1 0.2 -0.1 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 -0.2 -0.2 -0.2 -0.4 -0.1 -0.5 -0.2 -0.3 -0.3 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.0 0.0 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 -0.3 -0.4 -0.4 0.1 0.2 -0.0 0.4 0.0 -1.0 0.1 -0.2 0.5 -0.1 0.6 0.0 -1.0 -0.5 -0.4 0.1 0.6 -0.4 0.3 -0.2 0.5 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 0.3 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 -0.6 -0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.4 0.0 0.0 0.1 0.2 -0.2 0.2 -0.6 0.2 0.2 -0.5 -0.1 -0.7 -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 0.2 -0.5 0.1 -0.8 -0.1 -1.2 -0.1 -0.7 -0.6 -0.4 0.1 0.8 0.2 0.8 MXP -0.6 -0.5 -0.0 0.1 -0.0 0.3 -0.1 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 0.1 -0.2 0.3 -0.1 -0.1 0.1 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 0.2 -0.1 -2.7 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.2 0.5 0.3 -0.3 -0.5 0.4 -0.7 0.3 -0.7 NIKKEI -0.6 -0.3 -0.3 0.0 -0.1 0.1 -0.1 0.1 -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 -1.3 0.0 -0.0 0.2 -0.1 0.3 -0.0 1.1 -0.0 -0.0 0.3 0.2 -0.4 -0.1 -0.6 0.0 NZD -0.5 0.2 0.5 0.1 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.1 -0.1 0.0 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 1.5 0.0 -0.1 0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.3 0.0 0.0 -0.2 0.7 0.2 0.7 OAT -0.6 0.2 0.2 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 0.2 -0.1 0.1 -0.1 0.0 0.2 0.3 0.3 0.3 0.0 0.0 -0.2 0.0 -0.1 -0.1 0.0 -0.2 0.1 -0.2 0.1 -0.1 0.8 -0.5 -0.3 0.2 0.2 0.2 0.7 0.4 0.7 OATIES 0.6 0.6 0.3 0.1 0.2 -0.2 0.2 -0.6 0.2 0.2 -0.1 0.2 -0.4 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.0 0.2 -0.2 0.2 -0.3 0.2 0.2 0.0 0.2 -0.4 0.2 -0.0 0.5 0.6 0.6 0.2 -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 0.1 0.1 -0.1 0.0 -0.2 -0.0 -0.0 0.1 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 -0.1 -0.3 0.1 -0.4 -0.5 -0.3 -0.5 PALLAD -0.3 -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 0.3 -0.0 0.2 -0.1 -0.2 -0.3 -0.3 0.5 0.1 0.1 -0.1 PLAT -0.0 -0.5 -0.4 0.0 -0.0 0.2 -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 0.1 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 -0.2 0.5 0.6 0.0 0.1 -0.1 0.1 -0.3 0.1 0.1 -0.2 0.1 -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 0.1 -0.6 0.3 -0.2 0.1 0.1 -0.6 -0.6 -0.4 -0.6 ROBUSTA -0.0 -0.3 -0.4 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.0 -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 -0.1 -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 -0.6 -0.5 0.1 0.0 -0.1 0.1 -0.2 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 -0.2 0.3 -0.1 0.9 -0.0 -0.2 0.1 -0.2 0.3 -0.1 0.1 -0.0 -0.2 -0.1 0.1 -0.1 -0.7 -0.3 -0.7 SHATZ -0.6 0.2 0.1 0.0 -0.2 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 -0.2 1.1 -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 0.0 -0.6 -0.2 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 0.1 0.6 0.6 0.3 0.5 -0.1 -0.1 SMI -0.6 -0.5 0.1 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 -0.1 0.3 -0.1 0.0 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 -0.4 -0.0 0.0 0.5 -0.2 0.7 -0.2 0.7 SOFR 0.1 0.4 -0.2 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.4 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 0.1 0.0 -2.7 0.1 -0.2 0.2 -0.1 0.2 0.0 0.3 0.2 0.4 0.5 0.3 -0.5 -0.4 -0.7 -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 0.6 0.2 0.8 0.5 0.6 0.6 0.5 -0.5 -0.5 -0.4 -0.4 SOYMEAL 0.3 0.3 0.0 0.0 0.2 -0.1 0.2 -0.5 0.1 0.1 -0.1 0.0 -0.3 0.1 -0.0 -0.2 -0.3 -0.2 -0.2 0.0 0.0 0.0 -0.1 0.1 -1.7 0.1 0.1 0.2 0.1 0.1 0.1 -0.2 -0.5 0.3 0.3 0.0 -0.6 -0.6 -0.5 -0.6 SOYOIL 0.6 0.6 0.6 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 0.1 -0.2 0.3 -0.1 -0.1 0.3 -0.1 0.4 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.2 0.2 -0.1 0.4 0.0 -0.2 0.1 -0.2 0.2 -0.1 -0.1 -0.3 -0.3 0.1 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.4 -0.6 -0.3 0.0 -0.2 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 -0.1 0.0 -0.2 0.4 -0.1 -2.2 -0.1 -0.2 -0.0 -0.2 0.2 -0.1 -0.3 0.2 -0.1 -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 -0.0 0.2 0.3 0.3 0.3 -0.0 -0.1 0.1 -0.4 0.1 -2.7 0.0 0.1 -0.1 0.1 -0.3 0.1 1.1 -0.1 0.4 -0.2 0.1 0.1 -0.6 0.2 -0.4 US10 -0.0 0.2 -0.2 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -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 0.0 -0.2 0.1 -0.1 0.2 -0.0 -0.2 0.0 0.2 0.1 0.1 -0.3 -0.7 -0.4 -0.7 US10U -0.0 0.2 -0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 0.2 -0.2 0.4 -0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.0 -0.2 0.1 -0.1 -1.9 0.1 -0.2 0.2 -0.2 0.3 -0.0 -0.2 0.1 0.2 0.0 0.3 -0.3 -0.2 -0.6 -0.7 US2 -0.3 0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.2 -0.0 -0.1 1.3 -0.0 -0.2 -0.1 -0.2 -0.0 -0.1 -1.1 -0.2 -0.4 -0.3 -0.1 -0.2 -0.7 -0.3 -0.7 US20 -0.1 0.2 -0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 0.2 -0.1 0.2 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.2 0.0 -0.1 -1.3 0.0 -0.2 0.2 -0.2 0.2 -0.1 0.0 -0.1 -0.0 -0.0 0.2 -0.2 0.5 -0.3 -0.6 US30 -0.0 0.2 -0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 0.0 -0.1 -0.1 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.2 -0.0 -0.0 -0.8 0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.3 0.1 0.0 0.0 0.2 -0.3 0.4 -0.2 -0.5 US5 -0.1 0.2 -0.2 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.2 0.0 -0.1 -0.9 0.0 -0.2 0.1 -0.2 0.1 -0.0 -0.5 -0.0 0.0 -0.0 0.1 -0.3 -0.7 -0.4 -0.7 VIX 0.9 1.0 0.2 0.1 0.1 0.1 0.2 -0.1 0.2 0.1 -0.2 0.1 -0.5 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 0.1 0.2 -0.1 0.2 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT 0.5 0.6 0.5 0.1 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 -0.3 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 0.1 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 -7.5 10.9 16.9 6.4 -13.4 8.1 -8.6 6.3 -1.5 3.9 14.6 5.1 12.9 13.0 14.7 1.2 -0.2 0.9 0.4 15.9 16.8 4.6 11.9 9.1 11.5 16.6 2.1 17.7 4.0 11.8 8.9 6.3 11.8 8.1 20.0 18.7 -4.8 20.0 0.6 20.0 BITCOIN -20.0 -20.0 -20.0 5.4 -2.0 10.5 -0.6 13.6 1.6 2.6 -11.9 3.1 -5.7 -10.0 -10.7 -2.3 -5.7 -3.4 -4.5 -20.0 -20.0 -1.4 -12.1 -14.0 -9.5 -8.2 1.5 -12.2 0.5 -7.1 -2.2 0.3 20.0 4.6 -14.9 -20.0 -8.4 0.4 -20.0 -17.8 BOBL -14.2 9.0 1.2 0.7 -20.0 0.2 -15.2 -1.3 -4.5 -12.5 -4.4 -12.2 -3.1 -7.2 -1.9 -8.5 -4.8 -14.6 -9.4 -3.5 -1.9 -20.0 -2.5 -11.2 2.5 -2.4 -20.0 -1.9 -18.6 -2.6 -9.1 -18.1 -18.6 -12.0 -1.8 -5.4 10.5 20.0 16.8 20.0 BTP -19.3 -3.5 -4.7 0.9 -20.0 0.3 -19.3 -1.7 -5.7 -15.5 8.9 -14.8 14.7 -9.0 0.4 10.6 11.7 13.8 13.0 -2.7 2.6 -20.0 5.2 -13.6 -20.0 -2.0 -20.0 3.2 -20.0 5.4 -13.6 13.9 -20.0 -18.7 -4.7 4.2 8.0 20.0 15.2 20.0 BUND -8.4 10.2 2.7 0.9 -20.0 0.2 -18.2 -1.6 -5.4 -15.1 -3.1 -14.4 -8.3 -6.5 0.2 13.6 9.8 16.1 13.2 -1.2 -1.1 -20.0 -3.6 -9.3 0.2 0.0 -20.0 -0.4 -20.0 -2.7 -8.2 12.1 -15.0 -4.4 1.6 -2.5 6.9 20.0 12.1 20.0 BUXL 3.5 11.1 4.1 1.1 -20.0 0.3 -20.0 -2.0 -7.0 -19.7 -11.5 -14.0 -20.0 -0.2 -3.3 4.1 3.9 4.6 4.5 -0.5 -6.9 -17.6 -16.1 -4.0 4.7 1.3 -20.0 -5.5 -20.0 -13.5 -4.8 -0.2 6.5 9.9 -0.1 -5.8 -5.0 20.0 -1.9 10.5 CAC -20.0 -8.8 -2.6 0.6 -20.0 8.1 -20.0 11.2 -11.1 0.6 10.1 -16.3 17.7 -15.2 -6.9 -3.5 -3.3 -4.8 -4.3 -10.4 3.0 -19.3 8.7 -20.0 7.5 13.4 -0.5 9.5 6.8 5.9 13.7 3.2 20.0 20.0 15.9 2.6 12.0 20.0 8.7 20.0 CAD -2.7 6.4 11.0 8.8 -18.4 11.1 -11.7 8.6 -2.0 2.1 6.2 4.7 5.0 5.8 9.7 -6.7 -7.4 -7.0 -7.3 7.4 6.5 5.1 1.9 5.8 20.0 12.3 0.8 10.2 7.5 4.3 9.8 -6.5 20.0 11.7 3.3 3.9 -20.0 -20.0 -20.0 -20.0 CANOLA 10.4 20.0 9.1 4.4 20.0 -6.2 20.0 -15.9 12.4 7.6 3.1 12.8 -0.2 16.7 17.5 -18.2 -15.7 -18.9 -18.0 20.0 9.3 20.0 1.7 20.0 13.2 19.2 16.0 8.9 20.0 1.4 20.0 -9.1 20.0 20.0 20.0 19.2 4.2 20.0 7.1 20.0 CHF -13.1 5.3 1.0 4.2 -8.7 5.3 -5.6 4.1 -0.9 -8.6 1.1 -8.5 7.2 -0.6 0.6 -12.8 -15.6 -14.0 -14.7 1.3 3.4 -7.1 4.3 -3.3 -1.6 3.5 -9.0 5.3 -5.8 5.6 -1.3 -19.8 -4.1 -3.1 3.4 -0.0 -13.2 -20.0 -12.8 -20.0 COCOA -3.1 -20.0 -20.0 2.1 8.2 -2.1 8.3 -6.0 5.4 4.5 -6.9 -0.2 -5.8 -5.2 -6.4 -7.0 2.5 -5.6 -2.9 -17.1 -18.5 1.4 -12.9 -8.8 -20.0 -9.9 4.6 -11.4 2.8 -7.1 -4.1 19.4 -1.3 -8.1 -19.3 -13.7 6.4 1.4 11.2 6.0 COFFEE 3.7 -20.0 -20.0 6.6 20.0 -6.7 20.0 -18.7 16.8 5.1 -3.5 6.0 3.9 -15.3 -18.6 11.6 17.8 18.3 19.8 -20.0 -20.0 2.4 0.8 -14.0 -20.0 -13.5 2.1 -10.1 6.5 9.6 -1.6 20.0 -12.5 8.3 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -3.3 -8.2 10.5 3.9 -1.4 7.6 -0.4 9.9 1.2 -6.2 5.6 -1.3 5.2 -4.5 3.4 -6.0 -6.2 -6.2 -6.3 3.1 6.7 -1.9 7.1 -0.6 -1.0 3.1 -2.8 5.9 -1.4 7.9 0.4 -1.6 -1.7 -3.2 -2.8 -2.4 13.6 20.0 8.3 16.3 CORN 19.4 14.0 7.4 7.5 20.0 -7.6 20.0 -20.0 19.1 20.0 12.8 20.0 -8.0 20.0 16.6 -20.0 -20.0 -20.0 -20.0 18.4 6.6 20.0 -4.2 20.0 12.6 20.0 20.0 11.8 20.0 0.3 20.0 -18.8 20.0 20.0 20.0 11.2 4.6 -4.6 8.6 1.8 COTTON2 11.3 0.5 6.3 7.2 20.0 -7.3 20.0 -20.0 18.2 8.8 -18.1 3.1 -20.0 -1.6 -6.9 -20.0 -20.0 -20.0 -20.0 -6.0 -12.3 5.2 -19.7 0.0 -5.7 -3.1 12.9 -12.5 9.1 -20.0 4.5 -18.3 -20.0 11.3 -18.3 -8.1 -8.2 -15.6 -7.5 -8.6 CRUDE_W 20.0 20.0 15.9 20.0 20.0 20.0 20.0 9.6 20.0 19.5 7.3 20.0 -4.1 20.0 20.0 14.6 5.5 8.1 5.6 20.0 13.5 20.0 1.9 20.0 7.8 20.0 20.0 13.0 20.0 1.0 20.0 -0.1 -20.0 -20.0 -20.0 -11.7 11.9 20.0 2.1 6.7 DAX -20.0 -18.1 -7.7 0.3 -13.1 4.3 -11.6 5.9 -5.9 -8.5 1.9 -8.9 9.1 -7.6 -1.4 -7.2 -7.5 -8.1 -7.7 -5.3 0.2 -15.3 4.4 -12.4 -8.2 -4.8 -8.1 -0.4 -12.5 2.6 -10.5 -3.3 -15.3 -11.2 -17.7 -4.2 13.8 20.0 12.2 20.0 DOW -20.0 -16.8 -1.9 0.4 -14.8 4.9 -13.0 6.7 -6.6 -11.6 8.3 -12.3 11.8 -10.7 1.5 -6.3 -7.8 -6.9 -7.2 -5.0 4.7 -20.0 9.8 -15.7 -7.9 -4.9 -20.0 2.7 -18.5 6.9 -13.0 -3.3 -8.7 -17.0 -9.8 -3.3 -1.7 -20.0 -9.1 -20.0 DX 20.0 3.1 3.1 4.9 -10.3 6.2 -6.6 4.8 -1.1 8.4 2.2 9.6 -8.2 8.6 3.7 4.5 5.9 5.1 5.4 4.4 0.3 12.2 -2.4 10.2 -16.4 2.6 9.5 -1.4 11.4 -2.7 9.1 15.9 20.0 20.0 -13.4 -16.1 5.5 20.0 10.8 20.0 EUR -20.0 -6.1 -6.5 6.5 -13.6 8.2 -8.7 6.4 -1.5 -14.4 -4.0 -15.7 11.2 -14.1 -8.6 -6.5 -7.8 -7.1 -7.5 -7.4 -0.3 -20.0 5.3 -16.0 5.9 -3.6 -20.0 3.7 -20.0 7.4 -14.0 -6.9 -20.0 -20.0 -12.6 -4.3 -10.3 -20.0 -7.4 -20.0 EURIBOR-ICE -19.7 8.2 -3.2 0.5 -17.2 0.2 -11.4 -1.0 -3.4 -9.2 -2.1 -8.9 2.5 -5.3 -1.1 7.7 11.5 10.9 11.8 -2.7 -0.8 -17.2 0.1 -9.2 -2.1 -1.7 -14.9 -0.9 -13.5 -0.8 -6.9 13.2 -20.0 -12.1 -1.3 -4.2 20.0 20.0 20.0 20.0 EUROSTX -20.0 -18.6 -5.4 0.4 -14.3 4.7 -12.6 6.4 -6.4 -8.3 8.8 -8.8 11.5 -6.3 2.9 7.8 2.4 7.2 4.7 -1.5 5.1 -14.1 8.0 -10.1 -5.3 -1.1 -7.9 4.4 -12.0 5.9 -8.6 15.2 -15.9 -6.9 -5.5 2.3 8.8 20.0 6.5 20.0 FEEDCOW -20.0 -12.0 10.7 4.7 18.2 -4.8 18.6 -13.3 11.9 -13.0 10.0 -13.1 12.5 -9.8 10.3 13.6 11.3 15.1 14.2 1.4 12.6 -20.0 20.0 -12.9 -20.0 -6.5 -16.4 2.0 -17.6 11.2 -14.0 20.0 -20.0 -20.0 -20.0 4.0 20.0 20.0 20.0 20.0 GASOIL 16.3 12.9 0.3 14.5 20.0 8.2 20.0 3.9 20.0 4.1 6.3 5.8 5.9 7.1 7.1 20.0 19.0 20.0 20.0 10.3 5.4 15.5 2.6 15.5 -1.9 12.6 8.5 7.5 16.2 4.2 17.3 20.0 20.0 20.0 18.1 9.1 -5.2 20.0 -11.3 2.0 GASOLINE 20.0 20.0 10.3 20.0 20.0 15.7 20.0 7.5 20.0 14.9 12.8 16.1 7.8 16.8 16.5 -20.0 -20.0 -20.0 -20.0 20.0 14.5 20.0 6.2 20.0 -13.9 20.0 20.0 13.8 20.0 5.4 20.0 -20.0 10.3 7.4 -0.1 -2.1 5.6 20.0 -2.6 18.2 GAS_US_mini -0.9 1.5 -1.7 12.0 20.0 6.8 20.0 3.3 17.4 6.4 -2.9 5.2 -4.6 -3.0 -2.8 14.3 -6.4 20.0 18.9 -1.0 -1.3 1.6 -1.7 0.0 12.0 -1.8 1.4 -2.0 0.3 -1.8 -0.9 -3.6 -20.0 -20.0 -20.0 -17.5 8.8 -5.3 8.1 -15.6 GBP -16.0 -4.0 4.0 9.0 -18.8 11.3 -12.0 8.8 -2.0 -15.1 3.5 -17.5 14.2 -18.3 0.3 -0.1 0.0 0.0 0.1 -4.0 3.3 -12.4 7.6 -12.0 -0.5 3.9 -14.2 11.3 -11.5 13.7 -7.2 6.3 -1.6 -5.8 -12.3 6.7 -9.6 -6.5 -4.3 -9.0 GOLD_micro 2.8 -18.3 -18.1 2.8 -1.0 5.6 -0.3 7.2 0.9 -4.7 5.5 1.1 6.1 2.4 4.3 -4.7 -8.9 -5.8 -7.1 7.0 9.2 0.1 9.3 3.4 -18.2 7.8 -1.7 11.5 0.1 13.2 3.4 -4.6 0.8 3.0 17.2 12.4 17.5 6.3 -1.4 -13.9 HEATOIL 20.0 20.0 6.7 15.2 20.0 8.6 20.0 4.1 20.0 8.2 6.7 9.0 5.7 9.3 8.5 20.0 20.0 20.0 20.0 19.5 10.3 20.0 5.0 20.0 -9.3 15.2 20.0 8.7 20.0 4.6 20.0 20.0 20.0 20.0 12.7 3.4 1.3 9.3 -10.1 -10.1 JGB-SGX-mini 15.5 20.0 6.9 0.4 -12.9 0.1 -8.5 -0.7 -2.5 -6.1 -6.1 -3.7 -7.4 1.1 -3.6 6.9 10.1 5.2 7.0 -1.9 -6.4 -4.0 -8.9 -0.4 1.0 -3.0 -6.1 -7.8 -3.4 -9.7 -0.6 7.7 8.2 7.5 -1.1 -17.2 -3.7 -20.0 -2.2 -20.0 JPY -14.5 3.4 1.1 5.3 -11.1 6.7 -7.1 5.2 -1.2 -11.8 -11.2 -12.9 -11.8 -10.5 -8.3 -8.1 -10.0 -8.6 -9.1 -7.9 -10.0 -13.8 -12.4 -10.7 20.0 -6.3 -17.2 -9.0 -15.3 -11.9 -10.1 -10.1 -7.6 -10.6 -10.4 -16.4 -2.5 -15.3 2.8 -18.7 LEANHOG -1.4 0.4 11.9 8.1 20.0 -8.2 20.0 -20.0 20.0 -20.0 17.0 7.3 19.8 4.6 17.9 -20.0 -12.7 -20.0 -20.0 13.1 16.6 -5.4 16.7 4.5 -7.6 11.7 -20.0 17.0 -8.2 15.9 1.1 -19.2 -20.0 -11.2 2.0 20.0 -13.0 7.5 -7.0 16.3 LIVECOW -20.0 -6.4 5.2 4.5 17.5 -4.6 17.8 -12.7 11.4 -6.6 7.4 -9.6 10.6 -7.4 9.2 16.9 7.1 8.4 5.4 0.6 6.7 -11.2 12.4 -7.3 -20.0 -5.3 -6.1 -1.0 -9.7 5.8 -8.9 20.0 -20.0 -20.0 -18.0 -1.9 20.0 20.0 20.0 20.0 LUMBER-new -11.1 0.5 0.0 5.5 20.0 -5.5 20.0 -15.4 13.8 15.8 -16.2 -4.1 -15.8 -9.6 -10.9 -20.0 -20.0 -20.0 -20.0 -10.8 -16.4 3.8 -20.0 -6.2 NaN -10.7 14.6 -16.2 6.7 -18.1 -4.5 -20.0 -4.8 -19.6 -15.7 -9.9 2.8 20.0 5.6 20.0 MXP -20.0 -16.0 -0.4 8.6 -5.3 9.6 -4.9 7.3 0.7 -8.6 15.3 -9.7 17.3 -1.0 11.3 8.6 12.3 10.4 11.4 6.9 15.9 -12.2 18.3 -5.9 -20.0 7.6 -7.9 17.1 -12.4 19.4 -6.0 20.0 -20.0 -15.3 3.9 15.0 9.4 7.4 20.0 10.0 NASDAQ_micro -1.6 -18.5 -14.0 0.4 -15.8 5.2 -14.0 7.1 -7.1 -7.7 3.0 -6.7 11.4 -9.7 -5.7 -7.1 -8.4 -7.6 -7.9 -5.4 0.7 -6.1 9.2 -6.1 -20.0 -5.3 -8.5 -0.9 -5.0 5.7 -5.3 -4.4 20.0 9.3 -10.6 -15.9 11.2 -20.0 10.0 -20.0 NIKKEI -19.1 -9.1 -10.4 0.2 -8.9 2.9 -7.8 4.0 -4.0 -2.8 6.7 -3.5 7.4 -1.1 3.6 4.9 7.6 7.0 7.1 3.6 7.7 -7.0 8.9 -2.5 -10.0 3.8 -4.5 7.6 -5.0 9.0 -1.2 20.0 -1.4 -0.4 8.7 6.2 -12.1 -1.6 -17.8 1.3 NZD -15.9 7.0 14.7 5.0 -10.4 6.3 -6.7 4.9 -1.1 -9.2 4.3 -9.5 0.7 -0.0 5.4 -2.9 -3.5 -3.5 -3.7 1.9 3.2 -7.9 0.5 -4.0 11.3 2.0 -11.4 3.1 -8.6 -0.2 -4.3 0.0 -5.0 -9.3 0.8 1.1 -4.8 20.0 5.9 20.0 OAT -18.6 5.2 5.8 0.7 -20.0 0.2 -15.9 -1.4 -4.7 -12.8 6.9 -12.0 2.1 -5.8 3.1 11.2 12.6 12.6 13.4 0.5 2.8 -20.0 1.1 -8.6 -0.9 1.9 -20.0 4.0 -18.9 2.3 -7.5 15.6 -20.0 -7.9 6.2 7.4 5.4 20.0 12.2 20.0 OATIES 20.0 20.0 8.9 5.9 20.0 -6.0 20.0 -16.7 15.0 17.4 -4.6 18.6 -10.5 18.0 13.6 -5.8 -10.7 -9.0 -11.6 18.3 1.6 20.0 -8.9 20.0 -2.0 19.6 20.0 1.7 20.0 -9.9 20.0 -0.3 20.0 20.0 20.0 5.2 -4.7 -18.3 -2.1 -20.0 OJ -1.0 -2.5 20.0 2.1 8.2 -2.1 8.3 -6.0 5.3 5.6 -3.7 1.7 -5.7 -1.8 -0.0 2.5 2.6 2.0 1.3 -1.2 -2.8 3.1 -5.2 0.1 -20.0 -1.1 4.8 -1.4 2.0 -3.2 -0.8 20.0 -3.4 -2.9 -8.1 3.7 -10.8 -13.8 -8.0 -14.6 PALLAD -8.2 -15.7 -2.9 3.2 -1.2 6.2 -0.4 8.0 1.0 -6.7 2.4 -6.5 3.9 -6.8 -1.4 -3.3 -3.1 -3.1 -3.1 -1.2 3.3 -5.2 5.3 -4.5 11.3 -2.5 -4.0 2.4 -4.5 7.0 -4.4 3.9 -6.0 -6.5 -10.6 -9.1 15.6 2.8 4.0 -4.3 PLAT -0.3 -15.5 -10.9 2.9 -1.0 5.6 -0.3 7.2 0.9 -3.5 2.2 -0.9 4.0 -3.5 0.4 -2.1 -3.3 -2.4 -2.8 1.2 4.5 -1.2 5.9 -0.8 -1.0 1.1 -1.6 5.5 -1.1 8.9 -0.9 3.9 -1.4 -0.5 -8.4 1.6 20.0 9.7 6.7 -1.1 REDWHEAT 14.6 16.9 19.8 4.9 19.0 -5.0 19.4 -13.9 12.4 9.2 4.9 12.0 -10.2 12.9 12.2 -12.3 -15.7 -14.0 -15.1 13.0 5.5 18.8 -3.0 18.0 5.7 15.0 11.8 8.5 18.0 0.6 18.4 -7.0 16.7 20.0 20.0 14.7 -20.0 -20.0 -20.0 -20.0 RICE -5.9 14.3 19.1 2.7 10.4 -2.7 10.6 -7.6 6.8 7.5 -5.6 5.0 -7.5 2.3 1.9 -20.0 -15.2 -20.0 -20.0 0.0 -4.9 8.0 -11.1 3.5 1.5 2.1 8.8 -3.1 9.1 -10.8 5.1 -11.6 14.1 -5.9 2.0 3.0 -18.1 -16.7 -13.3 -17.0 ROBUSTA -0.1 -8.1 -13.8 3.3 12.9 -3.4 13.2 -9.4 8.5 -5.4 -0.8 0.2 -3.3 -5.8 -7.2 12.1 15.4 17.5 16.2 -6.8 -6.5 -5.1 -3.8 -5.0 -20.0 -5.5 -7.6 -5.2 -4.5 -2.9 -4.2 20.0 -17.5 -9.1 -12.4 -13.6 6.6 3.6 16.4 10.9 RUSSELL -18.4 -16.7 2.5 0.4 -16.2 5.3 -14.3 7.3 -7.3 -11.9 9.8 -11.4 12.5 -9.4 5.1 -4.2 -5.1 -4.6 -4.8 -1.7 6.9 -19.1 10.4 -11.9 6.4 -2.3 -18.1 4.8 -15.9 7.8 -10.3 1.1 -2.0 -5.8 -4.0 2.2 -2.4 -20.0 -10.2 -20.0 SHATZ -18.7 7.6 3.1 0.6 -19.3 0.2 -12.8 -1.1 -3.8 -10.3 -7.6 -10.2 -8.1 -7.2 -4.4 0.3 -10.1 0.1 -4.5 -7.1 -4.4 -20.0 -3.7 -14.6 8.3 -6.6 -20.0 -4.8 -19.7 -4.2 -13.0 -20.0 -20.0 -20.0 -12.5 -10.9 14.0 20.0 17.6 20.0 SILVER-mini 1.2 -20.0 -7.5 2.8 -1.0 5.5 -0.3 7.2 0.9 -3.1 2.7 1.1 4.2 -2.5 0.8 -3.3 -5.8 -4.3 -5.1 3.5 6.9 -0.1 7.3 0.6 -8.3 10.4 -0.9 15.1 0.5 15.2 4.2 -0.3 0.3 2.0 19.1 20.0 10.1 13.5 -2.4 -3.0 SMI -20.0 -14.7 1.6 0.3 -12.7 4.2 -11.2 5.7 -5.7 -9.8 8.4 -9.9 9.7 -5.4 3.4 11.1 7.7 11.6 9.9 1.1 7.4 -19.2 8.4 -10.0 6.1 3.0 -12.9 8.6 -14.4 8.7 -6.7 20.0 -17.5 -1.1 0.6 14.5 -6.4 20.0 -7.0 20.0 SOFR 4.0 13.3 -6.8 0.8 -20.0 0.2 -17.9 -1.6 -5.3 -15.0 1.8 -10.3 11.4 3.0 3.9 5.7 6.6 7.1 7.2 5.0 3.5 -11.8 4.2 0.5 -20.0 8.4 -20.0 6.3 -10.3 5.6 3.2 4.8 7.5 13.4 14.4 8.1 -13.6 -11.5 -19.5 -20.0 SOYBEAN 20.0 20.0 5.7 8.0 20.0 -8.1 20.0 -20.0 20.0 20.0 19.4 20.0 14.5 20.0 20.0 6.7 -3.4 1.5 -1.4 20.0 20.0 20.0 7.6 20.0 -8.3 20.0 20.0 20.0 20.0 16.1 20.0 15.1 20.0 20.0 20.0 15.1 -14.7 -14.9 -13.0 -11.7 SOYMEAL 8.4 10.7 0.4 4.5 17.6 -4.6 18.0 -12.8 11.5 6.0 -2.0 2.8 -7.2 8.3 -1.4 -9.2 -13.6 -10.9 -12.4 4.5 1.2 5.0 -3.2 5.9 -13.0 8.6 7.2 7.1 5.7 2.5 8.0 -3.1 -20.0 9.1 8.1 0.7 -17.3 -18.4 -14.8 -17.9 SOYOIL 20.0 20.0 18.0 7.5 20.0 -7.6 20.0 -20.0 18.9 20.0 18.7 20.0 17.3 20.0 20.0 -2.8 -6.0 -6.0 -6.6 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 17.6 20.0 8.8 20.0 20.0 20.0 20.0 -10.3 -20.0 -11.7 -20.0 SP400 -20.0 -7.5 8.5 0.4 -16.2 5.3 -14.3 7.3 -7.3 -12.5 10.8 -11.8 11.9 -6.3 8.3 -5.8 -6.3 -6.3 -6.2 1.7 8.4 -20.0 8.9 -11.1 3.2 0.7 -20.0 5.1 -18.6 4.8 -9.1 -1.1 -11.0 -8.6 3.8 6.4 -1.9 -20.0 -9.8 -20.0 SP500_micro -10.9 -17.6 -10.4 0.5 -19.4 6.4 -17.2 8.8 -8.7 -13.5 11.1 -13.1 16.6 -12.1 1.5 -8.1 -9.3 -8.7 -8.9 -6.0 4.1 -18.5 14.0 -13.2 -16.2 -7.6 -20.0 -0.6 -15.9 6.4 -12.3 -6.0 7.1 -4.4 -15.2 -14.4 16.1 -20.0 17.6 -20.0 SUGAR11 13.4 4.6 6.3 4.6 17.9 -4.7 18.3 -13.1 11.7 9.6 -12.0 10.4 -14.2 4.6 -3.4 9.2 13.1 15.5 14.1 -1.8 -8.5 11.5 -14.0 5.3 -20.0 1.7 15.0 -4.0 13.4 -9.5 7.3 20.0 -3.0 11.6 -6.5 4.5 1.5 -19.2 5.8 -12.2 US10 -0.8 5.8 -5.2 0.8 -20.0 0.2 -16.2 -1.4 -4.8 -13.5 3.8 -11.7 8.6 -1.4 0.1 2.4 1.4 2.7 2.4 0.9 1.6 -14.0 2.5 -3.8 -8.4 3.4 -20.0 3.7 -13.0 4.3 -1.7 -3.8 1.0 4.9 1.8 4.3 -8.1 -20.0 -11.5 -20.0 US10U -0.7 4.8 -3.8 1.1 -20.0 0.3 -20.0 -2.1 -7.0 -19.7 8.1 -16.0 11.7 -0.9 1.4 2.3 0.9 2.7 2.1 2.1 3.3 -20.0 3.8 -5.1 -14.2 5.7 -20.0 7.6 -20.0 8.6 -3.3 -4.6 2.3 6.1 0.9 8.4 -8.7 -4.6 -18.1 -20.0 US2 -10.2 1.7 -4.6 0.8 -20.0 0.2 -17.1 -1.5 -5.1 -14.2 -6.0 -14.3 -0.1 -10.4 -8.3 -10.4 -13.0 -10.5 -10.9 -6.5 -3.6 -20.0 -1.8 -12.7 10.1 -3.9 -20.0 -2.1 -18.7 -0.1 -9.4 -20.0 -6.8 -11.3 -8.4 -2.6 -7.2 -20.0 -9.2 -20.0 US20 -2.9 5.6 -0.6 0.8 -20.0 0.2 -17.6 -1.5 -5.3 -14.9 6.0 -11.8 4.4 -0.4 2.2 4.9 4.1 5.1 4.8 2.1 3.0 -17.9 1.8 -4.7 -9.4 3.7 -20.0 6.0 -20.0 5.6 -5.1 0.5 -3.7 -0.9 -0.1 6.7 -5.9 15.8 -9.5 -17.8 US30 -0.6 6.2 -0.4 1.0 -20.0 0.3 -20.0 -1.9 -6.4 -18.0 0.8 -12.7 -3.7 0.6 2.0 2.2 -0.1 2.2 1.3 1.9 1.3 -17.2 -1.5 -3.8 -5.7 4.0 -20.0 5.4 -20.0 3.8 -5.1 -6.3 5.9 1.4 0.3 5.0 -9.2 12.4 -7.1 -15.6 US5 -3.4 5.3 -5.2 0.8 -20.0 0.2 -17.6 -1.5 -5.2 -14.5 1.2 -13.8 9.0 -4.0 -1.9 -0.1 -1.6 0.1 -0.3 -0.7 0.5 -17.2 1.8 -6.3 -6.4 1.9 -20.0 2.6 -15.6 3.7 -3.9 -8.8 -1.9 1.0 -0.3 3.8 -8.3 -20.0 -11.6 -20.0 VIX 17.6 20.0 3.6 6.7 9.2 1.3 13.3 -0.9 12.0 6.3 -4.2 7.8 -9.4 8.3 1.2 6.8 -20.0 -20.0 -20.0 6.7 0.7 15.2 -2.0 13.0 NaN 7.5 9.9 1.5 14.0 -1.0 12.9 NaN NaN NaN NaN NaN -4.2 -20.0 NaN NaN WHEAT 16.1 20.0 16.7 4.8 18.7 -4.9 19.1 -13.6 12.2 4.9 0.9 9.5 -10.8 11.4 10.0 -14.2 -18.1 -16.8 -17.4 11.8 4.2 14.3 -3.8 15.8 7.4 15.3 8.5 8.3 14.8 0.9 17.7 -10.8 5.3 20.0 20.0 12.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3