******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260313_203957 produced at 2026-03-13 21:36:23.829205 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.81 0.0 0.00 0.00 0.00 0.00 -7.86 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 -3.00 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -5.46 16.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.97 24.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.18 -0.10 0.0 0.85 -0.85 -0.18 -0.18 -1.64 14.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -25.38 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.08 0.0 1.15 -1.15 0.00 0.00 -1.78 25.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.07 0.0 0.88 -0.88 0.00 0.00 -1.09 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 -1.84 17.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.06 0.0 0.66 -0.66 -0.04 -0.08 -5.84 66.0 -4 -8 caleb_strategy_v3 SP500_micro False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -4.23 48.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.05 0.0 0.15 -0.15 -0.04 -0.04 -3.50 11.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False True 0.02 -0.15 -0.04 0.0 0.00 -0.15 -0.15 -0.15 -2.07 23.0 -7 -7 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.04 0.0 1.08 -1.08 -0.06 -0.06 -0.70 19.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.81 -0.81 0.00 0.00 -0.95 17.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.04 0.0 0.57 -0.57 -0.06 -0.06 -0.66 10.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.63 -0.63 -0.05 -0.05 -0.79 13.0 -1 -1 caleb_strategy_v3 SP400 False True 0.14 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.19 2.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.02 -0.03 0.0 0.00 -0.02 -0.02 -0.02 -2.57 58.0 -2 -2 caleb_strategy_v3 GBP False False 0.04 0.00 -0.03 0.0 0.77 -0.77 0.00 0.00 -0.75 22.0 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 -4.75 3.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -1.89 4.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.02 0.0 0.24 -0.24 0.00 0.00 -1.12 13.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.06 -0.02 0.0 0.36 -0.36 -0.06 -0.06 -4.16 68.0 -11 -12 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.33 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.34 -0.34 0.00 -0.01 -0.38 23.0 0 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.59 9.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.36 -0.36 -0.03 -0.03 -0.83 26.0 -2 -2 caleb_strategy_v3 NIKKEI False False 0.01 -0.01 -0.01 0.0 0.51 -0.51 -0.01 0.00 -0.95 36.0 -1 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.01 0.0 1.21 -1.21 0.00 -0.02 -0.31 56.0 0 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.13 -0.13 -0.02 -0.01 -0.83 18.0 -3 -2 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 BUXL False False 0.05 -0.11 -0.01 0.0 0.21 -0.21 -0.11 -0.11 -0.11 4.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.05 -0.01 0.0 0.30 -0.30 -0.05 -0.10 -0.28 6.0 -1 -2 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.25 9.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.09 -0.09 0.00 0.00 0.71 26.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 -0.00 0.0 0.66 -0.66 0.00 -0.04 -0.08 17.0 0 -1 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.09 6.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.00 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.43 -0.43 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.00 0.0 0.58 -0.58 0.00 0.00 0.04 8.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.47 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.77 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.01 0.0 0.11 -0.11 0.01 0.03 0.38 8.0 1 2 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.61 -0.61 0.00 0.00 0.11 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 0.20 20.0 3 3 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.02 0.0 0.16 -0.16 0.04 0.00 0.56 4.0 1 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.52 -0.52 0.00 0.02 0.71 21.0 0 1 caleb_strategy_v3 VIX False False 0.01 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 1.92 999999999.0 0 0 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 0.46 9.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.10 0.03 0.0 999.00 -999.00 0.10 0.05 0.62 999999999.0 2 1 caleb_strategy_v3 CAD False False 0.03 0.03 0.03 0.0 0.90 -0.90 0.03 0.00 0.87 29.0 1 0 caleb_strategy_v3 HEATOIL False False 0.06 0.06 0.04 0.0 0.18 -0.18 0.06 0.12 0.69 3.0 1 2 caleb_strategy_v3 OAT False False 0.06 0.17 0.04 0.0 0.58 -0.58 0.17 0.17 0.70 10.0 3 3 caleb_strategy_v3 COPPER False False 0.06 0.06 0.04 0.0 999.00 -999.00 0.06 0.00 0.70 999999999.0 1 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.31 12.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.05 0.0 0.13 -0.13 0.04 0.04 4.63 12.0 4 4 caleb_strategy_v3 DX False False 0.04 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 1.15 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.21 0.05 0.0 0.70 -0.70 0.21 0.20 4.42 60.0 18 17 caleb_strategy_v3 CANOLA False False 0.00 0.03 0.05 0.0 0.24 -0.24 0.03 0.01 10.09 51.0 6 2 caleb_strategy_v3 AUD False False 0.03 0.03 0.09 0.0 0.56 -0.56 0.03 0.03 2.91 19.0 1 1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.15 0.0 1.19 -1.19 0.00 0.00 1.27 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.17 0.0 0.16 -0.16 0.03 0.06 5.15 5.0 1 2 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.6 Shocked risk 29.6 Sum abs risk 34.5 Leverage 3.42 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2350560.62, 'annual_cash_vol_target': 587640.155, 'daily_cash_vol_target': 36727.5096875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.6986 0.6983 11.1721 BITCOIN 2059.3055 71350.0000 2.8862 46.1792 BOBL 0.2489 115.8900 0.2148 3.4368 BTP 0.5955 117.2700 0.5078 8.1254 BUND 0.4374 125.7400 0.3478 5.5655 BUXL 0.7932 108.6600 0.7300 11.6804 CAC 64.3944 7884.0000 0.8168 13.0684 CAD 0.0029 0.7312 0.4029 6.4469 CANOLA 8.7431 748.2000 1.1685 18.6968 CHF 0.0067 1.2767 0.5229 8.3667 COCOA 114.9091 3298.0000 3.4842 55.7473 COFFEE 4.6408 285.1500 1.6275 26.0396 COPPER 0.0869 5.7585 1.5091 24.1456 CORN 4.0897 491.0000 0.8329 13.3271 COTTON2 0.7142 65.8000 1.0855 17.3676 CRUDE_W 1.1319 75.9500 1.4903 23.8455 DAX 255.1561 23378.0000 1.0914 17.4630 DOW 349.0872 46880.0000 0.7446 11.9142 DX 0.4653 100.2050 0.4644 7.4300 EUR 0.0053 1.1473 0.4579 7.3258 EURIBOR-ICE 0.0558 97.3650 0.0573 0.9168 EUROSTX 65.7051 5698.0000 1.1531 18.4500 FEEDCOW 3.1688 340.0000 0.9320 14.9118 GASOIL 45.5516 941.5000 4.8382 77.4111 GASOLINE 0.0540 2.8950 1.8637 29.8184 GAS_US_mini 0.1735 3.1250 5.5531 88.8491 GBP 0.0064 1.3226 0.4839 7.7427 GOLD_micro 80.5705 5060.3000 1.5922 25.4753 HEATOIL 0.0887 3.4053 2.6037 41.6596 JGB-SGX-mini 0.2948 131.0000 0.2251 3.6012 JPY 0.0000 0.0063 0.5942 9.5070 LEANHOG 1.0616 107.2500 0.9899 15.8377 LIVECOW 2.0509 228.8500 0.8962 14.3386 LUMBER-new 6.9674 598.0000 1.1651 18.6418 MXP 0.0004 0.0552 0.7519 12.0305 NASDAQ_micro 215.7665 24383.5000 0.8849 14.1582 NIKKEI 853.0903 52940.0000 1.6114 25.7829 NZD 0.0042 0.5800 0.7173 11.4768 OAT 0.5107 119.1200 0.4287 6.8598 OATIES 5.2757 374.5000 1.4087 22.5398 OJ 6.9163 198.4500 3.4852 55.7626 PALLAD 52.9935 1564.5000 3.3873 54.1960 PLAT 72.5650 2021.6000 3.5895 57.4317 REDWHEAT 11.0371 642.2500 1.7185 27.4961 RICE 0.1556 11.3750 1.3675 21.8798 ROBUSTA 72.2161 3454.0000 2.0908 33.4527 RUSSELL 28.6063 2493.0000 1.1475 18.3595 SHATZ 0.0928 106.0700 0.0875 1.4006 SILVER-mini 3.7037 80.7500 4.5866 73.3863 SMI 119.6697 12804.0000 0.9346 14.9540 SOFR 0.0547 96.5900 0.0566 0.9058 SOYBEAN 7.2692 1160.0000 0.6267 10.0265 SOYMEAL 3.9956 323.5000 1.2351 19.7617 SOYOIL 0.6925 67.1300 1.0316 16.5053 SP400 33.0245 3340.0000 0.9888 15.8201 SP500_micro 45.7796 6632.0000 0.6903 11.0445 SUGAR11 0.2238 14.6200 1.5307 24.4909 US10 0.3464 111.4219 0.3109 4.9738 US10U 0.4373 113.7812 0.3843 6.1490 US2 0.0941 103.8984 0.0906 1.4494 US20 0.6468 113.7188 0.5688 9.1005 US30 0.8959 116.3750 0.7698 12.3172 US5 0.2309 108.5000 0.2128 3.4044 VIX 0.8706 24.1000 3.6123 57.7962 WHEAT 10.1124 653.5000 1.5474 24.7587 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 698.55 0.70 487.77 1.00 487.77 36727.51 75.30 14.88 112.03 BITCOIN 71.35 2.89 205.93 1.00 205.93 36727.51 178.35 -13.12 -234.04 BOBL 1158.90 0.21 248.93 1.15 287.51 36727.51 127.74 -5.40 -68.92 BTP 1172.70 0.51 595.54 1.15 687.84 36727.51 53.40 -3.64 -19.42 BUND 1257.40 0.35 437.38 1.15 505.16 36727.51 72.70 1.43 10.37 BUXL 1086.60 0.73 793.24 1.15 916.18 36727.51 40.09 -2.73 -10.93 CAC 788.40 0.82 643.94 1.15 743.74 36727.51 49.38 7.79 38.44 CAD 731.25 0.40 294.64 1.00 294.64 36727.51 124.65 2.68 33.44 CANOLA 149.64 1.17 174.86 0.74 128.71 36727.51 285.34 14.52 414.25 CHF 1595.88 0.52 834.51 1.00 834.51 36727.51 44.01 -9.49 -41.77 COCOA 329.80 3.48 1149.09 1.00 1149.09 36727.51 31.96 -10.72 -34.25 COFFEE 1069.31 1.63 1740.28 1.00 1740.28 36727.51 21.10 -3.08 -6.51 COPPER 1439.62 1.51 2172.54 1.00 2172.54 36727.51 16.91 3.79 6.41 CORN 245.50 0.83 204.49 1.00 204.49 36727.51 179.61 10.58 189.94 COTTON2 329.00 1.09 357.12 1.00 357.12 36727.51 102.84 -13.97 -143.68 CRUDE_W 759.50 1.49 1131.92 1.00 1131.92 36727.51 32.45 14.65 47.52 DAX 233.78 1.09 255.16 1.15 294.70 36727.51 124.63 -6.04 -75.29 DOW 234.40 0.74 174.54 1.00 174.54 36727.51 210.42 -11.93 -251.00 DX 1002.05 0.46 465.32 1.00 465.32 36727.51 78.93 5.61 44.27 EUR 1434.12 0.46 656.63 1.00 656.63 36727.51 55.93 -11.26 -62.97 EURIBOR-ICE 2434.12 0.06 139.47 1.15 161.09 36727.51 227.99 1.64 37.29 EUROSTX 569.80 1.15 657.05 1.15 758.88 36727.51 48.40 1.22 5.89 FEEDCOW 1700.00 0.93 1584.38 1.00 1584.38 36727.51 23.18 0.50 1.17 GASOIL 941.50 4.84 4555.16 1.00 4555.16 36727.51 8.06 16.14 13.01 GASOLINE 1215.90 1.86 2266.01 1.00 2266.01 36727.51 16.21 8.79 14.24 GAS_US_mini 78.12 5.55 433.83 1.00 433.83 36727.51 84.66 0.77 6.56 GBP 826.62 0.48 400.02 1.00 400.02 36727.51 91.81 -3.16 -28.99 GOLD_micro 506.03 1.59 805.70 1.00 805.70 36727.51 45.58 -2.00 -9.11 HEATOIL 1430.23 2.60 3723.92 1.00 3723.92 36727.51 9.86 16.00 15.78 JGB-SGX-mini 131000.00 0.23 29484.93 0.01 185.51 36727.51 197.98 -2.54 -50.38 JPY 789.00 0.59 468.81 1.00 468.81 36727.51 78.34 -9.05 -70.91 LEANHOG 429.00 0.99 424.65 1.00 424.65 36727.51 86.49 -2.13 -18.46 LIVECOW 915.40 0.90 820.35 1.00 820.35 36727.51 44.77 -0.51 -2.28 LUMBER-new 164.45 1.17 191.60 1.00 191.60 36727.51 191.69 -10.18 -195.16 MXP 276.10 0.75 207.60 1.00 207.60 36727.51 176.91 1.70 30.06 NASDAQ_micro 487.67 0.88 431.53 1.00 431.53 36727.51 85.11 -10.47 -89.10 NIKKEI 52940.00 1.61 85309.03 0.01 536.74 36727.51 68.43 -1.28 -8.77 NZD 580.05 0.72 416.07 1.00 416.07 36727.51 88.27 3.11 27.43 OAT 1191.20 0.43 510.71 1.15 589.86 36727.51 62.26 3.30 20.54 OATIES 187.25 1.41 263.79 1.00 263.79 36727.51 139.23 4.33 60.35 OJ 297.68 3.49 1037.45 1.00 1037.45 36727.51 35.40 -6.23 -22.07 PALLAD 1564.50 3.39 5299.35 1.00 5299.35 36727.51 6.93 1.34 0.93 PLAT 1010.80 3.59 3628.25 1.00 3628.25 36727.51 10.12 1.39 1.40 REDWHEAT 321.12 1.72 551.86 1.00 551.86 36727.51 66.55 4.24 28.24 RICE 227.50 1.37 311.10 1.00 311.10 36727.51 118.06 -6.58 -77.73 ROBUSTA 345.40 2.09 722.16 1.00 722.16 36727.51 50.86 -5.66 -28.81 RUSSELL 124.65 1.15 143.03 1.00 143.03 36727.51 256.78 -4.88 -125.26 SHATZ 1060.70 0.09 92.85 1.15 107.24 36727.51 342.48 -5.66 -193.73 SILVER-mini 2018.75 4.59 9259.28 1.00 9259.28 36727.51 3.97 0.07 0.03 SMI 1280.40 0.93 1196.70 1.28 1531.26 36727.51 23.99 5.60 13.42 SOFR 2414.75 0.06 136.71 1.00 136.71 36727.51 268.66 -4.81 -129.18 SOYBEAN 580.00 0.63 363.46 1.00 363.46 36727.51 101.05 12.35 124.83 SOYMEAL 323.50 1.24 399.56 1.00 399.56 36727.51 91.92 -6.86 -63.09 SOYOIL 402.78 1.03 415.50 1.00 415.50 36727.51 88.39 9.37 82.86 SP400 3340.00 0.99 3302.45 1.00 3302.45 36727.51 11.12 -5.19 -5.77 SP500_micro 331.60 0.69 228.90 1.00 228.90 36727.51 160.45 -11.33 -181.87 SUGAR11 163.74 1.53 250.64 1.00 250.64 36727.51 146.54 -2.33 -34.17 US10 1114.22 0.31 346.37 1.00 346.37 36727.51 106.04 -7.04 -74.62 US10U 1137.81 0.38 437.27 1.00 437.27 36727.51 83.99 -7.37 -61.90 US2 2077.97 0.09 188.24 1.00 188.24 36727.51 195.11 -12.10 -236.05 US20 1137.19 0.57 646.81 1.00 646.81 36727.51 56.78 -4.56 -25.89 US30 1163.75 0.77 895.89 1.00 895.89 36727.51 41.00 -5.29 -21.68 US5 1085.00 0.21 230.86 1.00 230.86 36727.51 159.09 -8.81 -140.22 VIX 241.00 3.61 870.55 1.00 870.55 36727.51 42.19 1.84 7.78 WHEAT 326.75 1.55 505.62 1.00 505.62 36727.51 72.64 2.58 18.76 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 112.026 0.010 2.5 2.911 BITCOIN -234.041 0.043 2.5 -25.379 BOBL -68.923 0.004 2.5 -0.700 BTP -19.418 0.014 2.5 -0.663 BUND 10.372 0.004 2.5 0.105 BUXL -10.927 0.004 2.5 -0.111 CAC 38.444 0.014 2.5 1.313 CAD 33.444 0.010 2.5 0.869 CANOLA 414.252 0.010 2.5 10.092 CHF -41.774 0.010 2.5 -1.085 COCOA -34.255 0.010 2.5 -0.835 COFFEE -6.507 0.005 2.5 -0.086 COPPER 6.414 0.043 2.5 0.696 CORN 189.941 0.010 2.5 4.628 COTTON2 -143.680 0.010 2.5 -3.500 CRUDE_W 47.525 0.043 2.5 5.154 DAX -75.291 0.014 2.5 -2.572 DOW -250.999 0.009 2.5 -5.841 DX 44.272 0.010 2.5 1.150 EUR -62.975 0.010 2.5 -1.636 EURIBOR-ICE 37.287 0.014 2.5 1.274 EUROSTX 5.888 0.014 2.5 0.201 FEEDCOW 1.165 0.013 2.5 0.039 GASOIL 13.010 0.017 2.5 0.565 GASOLINE 14.240 0.017 2.5 0.618 GAS_US_mini 6.560 0.043 2.5 0.711 GBP -28.991 0.010 2.5 -0.753 GOLD_micro -9.107 0.014 2.5 -0.311 HEATOIL 15.780 0.017 2.5 0.685 JGB-SGX-mini -50.383 0.043 2.5 -5.464 JPY -70.906 0.010 2.5 -1.842 LEANHOG -18.461 0.024 2.5 -1.124 LIVECOW -2.280 0.013 2.5 -0.076 LUMBER-new -195.157 0.010 2.5 -4.755 MXP 30.063 0.059 2.5 4.419 NASDAQ_micro -89.096 0.009 2.5 -2.074 NIKKEI -8.765 0.043 2.5 -0.950 NZD 27.426 0.010 2.5 0.713 OAT 20.544 0.014 2.5 0.702 OATIES 60.345 0.010 2.5 1.470 OJ -22.072 0.010 2.5 -0.538 PALLAD 0.929 0.014 2.5 0.032 PLAT 1.404 0.014 2.5 0.048 REDWHEAT 28.241 0.005 2.5 0.375 RICE -77.730 0.010 2.5 -1.894 ROBUSTA -28.806 0.005 2.5 -0.383 RUSSELL -125.257 0.013 2.5 -4.157 SHATZ -193.731 0.004 2.5 -1.967 SILVER-mini 0.027 0.014 2.5 0.001 SMI 13.424 0.014 2.5 0.459 SOFR -129.181 0.024 2.5 -7.862 SOYBEAN 124.831 0.004 2.5 1.163 SOYMEAL -63.093 0.004 2.5 -0.588 SOYOIL 82.861 0.004 2.5 0.772 SP400 -5.767 0.013 2.5 -0.191 SP500_micro -181.870 0.009 2.5 -4.233 SUGAR11 -34.172 0.010 2.5 -0.833 US10 -74.624 0.005 2.5 -0.947 US10U -61.900 0.005 2.5 -0.785 US2 -236.054 0.005 2.5 -2.995 US20 -25.891 0.005 2.5 -0.329 US30 -21.680 0.005 2.5 -0.275 US5 -140.220 0.005 2.5 -1.779 VIX 7.778 0.099 2.5 1.923 WHEAT 18.757 0.005 2.5 0.249 ===================== Position diags ===================== AUD 1.96 BITCOIN 19.34 BOBL 1.30 BTP 1.82 BUND 0.74 BUXL 0.41 CAC 1.69 CAD 3.24 CANOLA 6.95 CHF 1.14 COCOA 0.78 COFFEE 0.28 COPPER 1.83 CORN 4.38 COTTON2 2.51 CRUDE_W 3.52 DAX 4.26 DOW 4.90 DX 2.05 EUR 1.45 EURIBOR-ICE 7.79 EUROSTX 1.65 FEEDCOW 0.77 GASOIL 0.35 GASOLINE 0.70 GAS_US_mini 9.18 GBP 2.39 GOLD_micro 1.56 HEATOIL 0.43 JGB-SGX-mini 21.47 JPY 2.04 LEANHOG 5.26 LIVECOW 1.49 LUMBER-new 4.67 MXP 26.00 NASDAQ_micro 1.98 NIKKEI 7.42 NZD 2.29 OAT 2.13 OATIES 3.39 OJ 0.86 PALLAD 0.24 PLAT 0.35 REDWHEAT 0.88 RICE 2.88 ROBUSTA 0.68 RUSSELL 8.52 SHATZ 3.48 SILVER-mini 0.14 SMI 0.82 SOFR 16.35 SOYBEAN 0.94 SOYMEAL 0.86 SOYOIL 0.82 SP400 0.37 SP500_micro 3.73 SUGAR11 3.57 US10 1.35 US10U 1.07 US2 2.48 US20 0.72 US30 0.52 US5 2.02 VIX 10.43 WHEAT 0.96 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.9 2.7 3.1 1.0 1 BITCOIN -25.4 -27.3 -23.4 0.0 0 BOBL -0.7 -0.8 -0.6 -1.0 -1 BTP -0.7 -0.8 -0.5 -1.0 -1 BUND 0.1 0.0 0.2 0.0 0 BUXL -0.1 -0.2 -0.1 -2.0 -2 CAC 1.3 1.1 1.5 0.0 0 CAD 0.9 0.5 1.2 1.0 1 CANOLA 10.1 9.4 10.8 6.0 6 CHF -1.1 -1.2 -1.0 0.0 0 COCOA -0.8 -0.9 -0.8 -2.0 -2 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER 0.7 0.5 0.9 1.0 1 CORN 4.6 4.2 5.1 4.0 4 COTTON2 -3.5 -3.8 -3.2 -3.0 -3 CRUDE_W 5.2 4.8 5.5 1.0 1 DAX -2.6 -3.0 -2.1 -2.0 -2 DOW -5.8 -6.3 -5.4 -4.0 -4 DX 1.2 0.9 1.4 0.0 0 EUR -1.6 -1.8 -1.5 -3.0 -3 EURIBOR-ICE 1.3 0.5 2.1 0.0 0 EUROSTX 0.2 0.0 0.4 3.0 3 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 0.6 0.5 0.6 1.0 1 GASOLINE 0.6 0.5 0.7 2.0 2 GAS_US_mini 0.7 -0.2 1.6 1.0 1 GBP -0.8 -1.0 -0.5 0.0 0 GOLD_micro -0.3 -0.5 -0.2 0.0 0 HEATOIL 0.7 0.6 0.7 1.0 1 JGB-SGX-mini -5.5 -7.6 -3.3 0.0 0 JPY -1.8 -2.0 -1.6 -1.0 -1 LEANHOG -1.1 -1.6 -0.6 0.0 0 LIVECOW -0.1 -0.2 0.1 0.0 0 LUMBER-new -4.8 -5.2 -4.3 0.0 0 MXP 4.4 1.8 7.0 18.0 18 NASDAQ_micro -2.1 -2.3 -1.9 -7.0 -7 NIKKEI -1.0 -1.7 -0.2 -1.0 -1 NZD 0.7 0.5 0.9 0.0 0 OAT 0.7 0.5 0.9 3.0 3 OATIES 1.5 1.1 1.8 NaN 0 OJ -0.5 -0.6 -0.5 -1.0 -1 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.0 0.0 0.1 0.0 0 REDWHEAT 0.4 0.3 0.5 1.0 1 RICE -1.9 -2.2 -1.6 0.0 0 ROBUSTA -0.4 -0.5 -0.3 0.0 0 RUSSELL -4.2 -5.0 -3.3 -11.0 -11 SHATZ -2.0 -2.3 -1.6 NaN 0 SILVER-mini 0.0 -0.0 0.0 0.0 0 SMI 0.5 0.4 0.5 0.0 0 SOFR -7.9 -9.5 -6.2 NaN 0 SOYBEAN 1.2 1.1 1.3 2.0 2 SOYMEAL -0.6 -0.7 -0.5 0.0 0 SOYOIL 0.8 0.7 0.9 0.0 0 SP400 -0.2 -0.2 -0.2 0.0 0 SP500_micro -4.2 -4.6 -3.9 0.0 0 SUGAR11 -0.8 -1.2 -0.5 -3.0 -3 US10 -0.9 -1.1 -0.8 0.0 0 US10U -0.8 -0.9 -0.7 -1.0 -1 US2 -3.0 -3.2 -2.7 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.3 -0.2 -1.0 -1 US5 -1.8 -2.0 -1.6 0.0 0 VIX 1.9 0.9 3.0 0.0 0 WHEAT 0.2 0.2 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 -0.4 0.2 0.5 0.0 -0.2 0.2 -0.2 0.2 -0.1 -0.1 0.4 -0.0 0.4 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.2 -0.0 0.3 0.1 1.5 0.2 -0.1 0.4 -0.0 0.4 0.1 0.3 0.3 0.3 0.6 0.6 -0.2 0.7 0.0 0.7 BITCOIN -0.6 -0.6 -0.6 0.0 -0.1 0.2 -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 -0.4 -0.1 -1.3 -0.1 0.0 -0.3 0.0 -0.3 -0.0 0.0 0.5 0.3 -0.3 -0.6 -0.3 0.0 -0.7 -0.5 BOBL -0.6 0.2 0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.3 -0.2 -0.1 -0.0 -0.2 -0.1 -0.1 0.3 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -1.0 -0.5 -0.4 -0.1 -0.2 0.4 0.7 0.6 0.7 BTP -0.6 -0.2 -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 -0.2 -2.7 -0.0 -0.2 0.1 -0.2 0.2 -0.2 0.7 -0.5 -0.6 -0.2 0.1 0.3 0.7 0.5 0.7 BUND -0.4 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 -0.3 -0.1 0.0 -0.1 0.2 0.7 0.4 0.7 BUXL 0.0 0.3 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 -0.1 0.6 -0.0 -0.2 -0.2 -0.2 -0.5 -0.1 -0.0 0.3 0.4 -0.0 -0.2 -0.2 0.7 -0.1 0.3 CAC -0.6 -0.3 -0.1 -0.0 -0.2 0.2 -0.2 0.4 -0.1 -0.1 0.2 -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 -0.1 0.2 0.0 0.2 0.1 0.2 0.5 0.6 0.6 0.1 0.4 0.7 0.3 0.7 CAD -0.1 0.1 0.3 0.1 -0.2 0.2 -0.2 0.3 -0.1 -0.1 0.2 -0.1 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.0 0.0 2.7 0.1 -0.2 0.2 -0.0 0.1 0.0 -0.3 0.5 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 0.6 0.4 0.1 0.2 -0.1 0.2 -0.5 0.2 0.1 0.1 0.1 0.0 0.2 0.2 -0.3 -0.3 -0.4 -0.4 0.2 0.1 0.2 0.1 0.2 1.5 0.2 0.1 0.3 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 -0.5 0.1 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 -0.1 -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 0.0 -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 0.0 -0.1 -0.1 -0.2 -0.2 0.0 -0.4 -0.1 -2.7 -0.1 0.0 -0.3 0.0 -0.3 -0.0 1.0 0.0 -0.2 -0.6 -0.4 0.2 0.0 0.4 0.2 COFFEE 0.2 -0.6 -0.6 0.1 0.2 -0.2 0.2 -0.7 0.2 -0.1 -0.1 0.0 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 -0.1 -0.3 0.0 0.3 -0.0 1.1 -0.4 0.1 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.1 -0.3 0.3 0.0 -0.1 0.2 -0.0 0.3 -0.0 -0.1 0.1 -0.0 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.2 -0.0 -0.2 0.0 -0.1 0.1 -0.0 0.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.4 0.7 0.2 0.5 CORN 0.6 0.5 0.3 0.1 0.2 -0.2 0.2 -0.7 0.2 0.2 0.4 0.2 -0.3 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.1 0.2 1.7 0.2 0.2 0.4 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 0.2 -0.5 0.1 -0.7 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.5 0.0 -0.7 -0.0 0.2 -0.3 0.2 -0.7 0.1 -1.0 -0.5 0.4 -0.6 -0.3 -0.3 -0.5 -0.2 -0.3 CRUDE_W 0.6 0.6 0.6 0.2 0.2 0.5 0.2 0.4 0.2 0.2 0.2 0.2 -0.1 0.2 0.2 0.3 0.1 0.2 0.1 0.2 0.2 0.2 0.1 0.2 1.0 0.2 0.2 0.4 0.2 0.1 0.2 -0.0 -0.4 -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 0.0 -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 -0.6 -0.1 -0.0 -0.1 0.1 -0.2 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 0.0 -0.2 0.3 -0.2 -1.1 -0.1 -0.2 0.1 -0.2 0.2 -0.2 -0.2 -0.2 -0.6 -0.3 -0.1 -0.1 -0.7 -0.3 -0.7 DX 0.6 0.2 0.1 0.0 -0.2 0.1 -0.1 0.1 -0.0 0.1 0.1 0.1 -0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.1 -2.1 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 -0.3 -0.2 0.0 -0.2 0.2 -0.2 0.2 -0.1 -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 -0.1 -0.2 0.1 -0.2 0.2 -0.2 -0.4 -0.5 -0.6 -0.4 -0.2 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE -0.6 0.2 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 0.1 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 -0.1 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.6 -0.6 -0.2 -0.0 -0.1 0.1 -0.2 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 0.0 -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 -0.5 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 0.2 0.2 0.3 0.3 0.0 0.1 -0.2 0.5 -0.2 -2.7 -0.1 -0.1 0.0 -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 0.6 0.5 0.0 0.2 0.2 0.2 0.2 0.2 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 -0.2 0.1 0.1 0.2 0.2 0.2 0.2 1.1 0.1 0.6 0.5 0.3 -0.2 0.7 -0.4 0.1 GASOLINE 0.6 0.6 0.4 0.2 0.2 0.5 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 -1.8 0.2 0.2 0.4 0.2 0.2 0.2 -1.1 0.4 0.3 0.0 -0.0 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 0.0 -0.1 0.1 -0.2 -0.0 -0.0 0.2 -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 -0.2 0.1 0.1 -0.2 0.2 -0.2 0.3 -0.1 -0.2 0.1 -0.2 0.5 -0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.2 0.2 -0.2 -0.1 0.0 -0.2 0.2 -0.2 0.4 -0.1 0.3 0.0 -0.2 -0.4 0.2 -0.3 -0.2 -0.2 -0.3 GOLD_micro 0.0 -0.4 -0.6 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 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 -2.5 0.1 -0.0 0.3 -0.0 0.5 0.0 -0.2 0.0 0.1 0.6 0.5 0.6 0.2 -0.1 -0.7 HEATOIL 0.6 0.6 0.3 0.2 0.2 0.3 0.2 0.2 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 0.3 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 0.4 0.6 0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 0.0 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.2 -0.0 0.1 -0.0 -0.1 -0.2 -0.1 -0.4 -0.0 0.4 0.1 0.3 -0.0 -0.5 -0.1 -0.7 -0.1 -0.7 JPY -0.5 0.0 0.0 0.0 -0.2 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 -0.4 -0.1 2.7 -0.1 -0.2 -0.3 -0.2 -0.5 -0.1 -0.5 -0.0 -0.3 -0.3 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.1 0.0 0.4 0.1 0.2 -0.2 0.2 -0.7 0.2 -0.2 0.4 -0.0 0.7 0.0 0.2 -0.4 -0.3 -0.4 -0.4 0.1 0.2 -0.1 0.4 0.0 -1.0 0.1 -0.2 0.4 -0.2 0.6 -0.0 -1.1 -0.5 -0.3 -0.1 0.6 -0.4 0.2 -0.2 0.5 LIVECOW -0.6 -0.2 0.2 0.1 0.1 -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 -0.3 0.0 0.0 0.1 0.2 -0.2 0.2 -0.7 0.2 0.2 -0.5 -0.0 -0.7 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 0.1 -0.6 -0.1 NaN -0.1 0.2 -0.5 0.1 -0.8 -0.0 -1.2 -0.1 -0.7 -0.7 -0.4 0.1 0.8 0.2 0.8 MXP -0.6 -0.5 -0.1 0.0 -0.2 0.2 -0.2 0.2 -0.1 -0.1 0.4 -0.1 0.6 -0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.2 -0.2 0.5 -0.1 -2.7 0.1 -0.2 0.4 -0.2 0.7 -0.1 1.1 -0.4 -0.5 -0.1 0.4 0.3 0.2 0.7 0.3 NASDAQ_micro -0.1 -0.6 -0.5 -0.0 -0.2 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 -0.4 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.2 -0.0 0.3 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.2 -0.0 -1.3 0.0 -0.1 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 -0.6 0.1 0.5 0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.1 1.5 0.0 -0.2 0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.3 0.0 0.0 -0.2 0.7 0.2 0.7 OAT -0.6 0.1 0.2 -0.0 -0.2 -0.0 -0.2 -0.1 -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 -0.1 0.2 -0.6 0.2 0.2 -0.1 0.2 -0.4 0.2 0.2 -0.1 -0.2 -0.2 -0.2 0.2 0.0 0.2 -0.2 0.2 -0.3 0.2 0.2 0.1 0.2 -0.3 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 0.1 -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 -0.1 0.1 -0.1 1.5 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.2 -0.1 -0.2 -0.2 -0.2 0.5 0.1 0.1 -0.2 PLAT -0.0 -0.6 -0.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.0 -0.0 0.2 -0.0 -0.2 0.0 -0.0 0.1 -0.0 0.3 -0.0 0.2 -0.1 -0.0 -0.2 0.1 0.7 0.3 0.2 -0.1 REDWHEAT 0.5 0.6 0.6 0.1 0.2 -0.1 0.2 -0.5 0.2 0.1 0.2 0.1 -0.4 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.2 0.1 0.2 -0.1 0.2 0.8 0.2 0.2 0.2 0.2 0.0 0.2 -0.4 0.3 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.0 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 -0.1 0.1 0.1 -0.6 -0.6 -0.5 -0.6 ROBUSTA 0.0 -0.3 -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 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.4 -0.4 -0.5 0.2 0.1 0.6 0.4 RUSSELL -0.6 -0.6 0.1 -0.0 -0.2 0.1 -0.2 0.3 -0.1 -0.1 0.2 -0.1 0.4 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 0.3 -0.2 0.8 -0.0 -0.2 0.1 -0.2 0.3 -0.1 0.1 0.0 -0.2 -0.2 0.1 -0.1 -0.7 -0.3 -0.7 SHATZ -0.6 0.2 0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -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 -0.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.2 -0.0 -1.0 0.0 -0.0 0.2 -0.0 0.4 -0.0 -0.0 0.0 0.0 0.1 0.4 0.3 0.4 0.0 -0.0 SMI -0.6 -0.4 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 -0.5 -0.1 0.0 0.4 -0.2 0.7 -0.2 0.7 SOFR 0.0 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 0.0 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 0.4 0.0 0.1 0.2 -0.1 0.2 -0.5 0.1 0.1 -0.0 0.1 -0.3 0.1 -0.0 -0.2 -0.3 -0.2 -0.2 0.1 0.0 0.1 -0.1 0.1 -1.8 0.1 0.1 0.2 0.1 0.1 0.1 -0.1 -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 -0.0 -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 0.7 0.2 0.5 0.5 0.6 0.6 0.6 -0.3 -0.7 -0.4 -0.7 SP400 -0.6 -0.3 0.3 -0.0 -0.2 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 -0.2 -0.3 0.1 0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.4 -0.6 -0.4 -0.0 -0.2 0.2 -0.2 0.3 -0.1 -0.1 0.3 -0.2 0.6 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.2 0.4 -0.2 -2.1 -0.1 -0.2 -0.0 -0.2 0.2 -0.2 -0.3 0.1 -0.1 -0.5 -0.5 0.5 -0.7 0.6 -0.7 SUGAR11 0.5 0.2 0.2 0.1 0.2 -0.1 0.2 -0.5 0.1 0.1 -0.3 0.1 -0.5 0.1 -0.0 0.1 0.3 0.3 0.3 -0.0 -0.1 0.1 -0.4 0.1 -2.7 0.0 0.1 -0.1 0.2 -0.3 0.1 1.1 -0.0 0.4 -0.2 0.1 0.0 -0.6 0.2 -0.4 US10 -0.1 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 -0.2 0.1 -0.1 -1.1 0.0 -0.2 0.1 -0.2 0.1 -0.0 -0.2 0.0 0.1 0.1 0.1 -0.3 -0.7 -0.4 -0.7 US10U -0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 0.2 -0.2 0.4 -0.1 -0.0 0.0 0.0 0.1 0.0 0.0 0.0 -0.2 0.1 -0.1 -1.9 0.0 -0.2 0.2 -0.2 0.3 -0.1 -0.2 0.1 0.1 0.0 0.3 -0.3 -0.1 -0.6 -0.7 US2 -0.4 0.0 -0.2 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.2 -0.1 -0.2 1.3 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 -1.1 -0.2 -0.4 -0.2 -0.1 -0.2 -0.7 -0.3 -0.7 US20 -0.2 0.2 -0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 0.1 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.2 0.0 -0.1 -1.2 0.0 -0.2 0.1 -0.2 0.2 -0.1 0.0 -0.1 -0.1 -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 -0.1 -0.2 -0.0 -0.2 -0.1 -0.0 -0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.2 -0.0 -0.1 -0.8 0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.3 0.2 0.0 -0.0 0.2 -0.3 0.4 -0.2 -0.5 US5 -0.2 0.2 -0.2 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.3 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.2 0.0 -0.1 -0.8 0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.5 -0.1 -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 -0.0 0.2 0.1 -0.1 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 -0.0 0.2 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT 0.5 0.6 0.6 0.1 0.2 -0.1 0.2 -0.5 0.1 0.1 0.0 0.1 -0.4 0.1 0.1 -0.3 -0.4 -0.3 -0.3 0.1 0.1 0.2 -0.1 0.2 1.0 0.2 0.1 0.2 0.2 0.0 0.2 -0.6 0.0 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 -10.9 6.9 15.7 3.8 -20.0 6.3 -14.7 5.3 -4.9 -8.0 13.9 -2.0 12.4 11.0 13.7 1.2 -0.2 0.9 0.4 13.5 15.1 -2.2 10.9 5.7 11.1 13.9 -11.0 15.7 -2.4 10.7 5.6 6.3 11.3 9.1 20.0 18.4 -4.7 20.0 0.8 20.0 BITCOIN -20.0 -20.0 -20.0 2.5 -8.5 8.8 -4.3 13.1 -1.4 2.0 -12.1 4.3 -6.1 -9.9 -10.8 -2.4 -5.7 -3.4 -4.5 -20.0 -20.0 -0.3 -13.1 -13.0 -9.8 -8.1 3.0 -12.6 1.3 -7.5 -1.7 0.2 20.0 8.7 -8.7 -20.0 -8.6 0.3 -20.0 -15.3 BOBL -17.8 7.5 1.2 -0.5 -20.0 -0.2 -17.8 -1.4 -6.9 -12.2 -4.8 -12.4 -3.2 -8.3 -3.1 -8.5 -4.8 -14.6 -9.4 -4.8 -2.5 -20.0 -2.6 -13.2 2.4 -3.5 -20.0 -2.3 -19.6 -2.8 -10.8 -18.1 -19.1 -11.7 -2.6 -5.5 10.6 20.0 16.9 20.0 BTP -20.0 -5.0 -4.8 -0.7 -20.0 -0.3 -20.0 -1.8 -8.8 -15.5 7.3 -15.4 13.8 -10.5 -1.4 9.8 11.6 13.3 12.8 -4.4 1.7 -20.0 4.8 -16.2 -20.0 -3.6 -20.0 2.5 -20.0 5.0 -15.8 13.7 -20.0 -17.9 -6.2 3.8 8.1 20.0 15.1 20.0 BUND -11.7 9.2 2.6 -0.7 -20.0 -0.3 -20.0 -1.7 -8.3 -14.8 -3.6 -14.9 -8.1 -8.3 -1.3 13.6 9.8 16.1 13.2 -2.6 -1.6 -20.0 -3.7 -11.5 0.2 -1.4 -20.0 -0.9 -20.0 -2.8 -10.5 12.1 -13.5 -4.0 0.7 -2.4 7.1 20.0 12.3 20.0 BUXL 0.8 10.7 3.6 -0.9 -20.0 -0.4 -20.0 -2.3 -11.0 -19.7 -11.9 -16.6 -20.0 -3.3 -4.6 4.1 3.9 4.6 4.5 -1.9 -7.3 -20.0 -16.4 -6.9 4.7 -0.6 -20.0 -6.3 -20.0 -14.2 -9.2 -0.2 11.0 11.6 -0.8 -5.0 -5.1 19.9 -2.3 10.2 CAC -20.0 -9.4 -3.5 -1.0 -20.0 7.4 -20.0 10.9 -13.6 -12.5 8.4 -17.7 16.9 -16.3 -8.8 -3.4 -3.3 -4.7 -4.3 -11.9 1.5 -20.0 7.6 -20.0 7.2 11.2 -11.5 8.7 0.2 5.6 9.1 3.2 20.0 20.0 17.2 2.9 11.6 20.0 8.3 20.0 CAD -4.3 4.2 10.6 5.4 -20.0 8.8 -20.0 7.3 -6.8 -13.4 5.8 -5.3 4.8 2.6 8.6 -6.7 -7.4 -7.0 -7.3 5.5 5.6 -5.0 1.7 1.5 20.0 9.2 -20.0 8.5 -4.3 3.7 4.2 -6.5 20.0 13.2 4.7 4.2 -20.0 -20.0 -20.0 -20.0 CANOLA 11.3 20.0 11.1 6.1 18.1 -4.6 20.0 -14.2 14.2 9.1 4.0 11.7 0.4 14.4 15.3 -17.0 -15.6 -18.4 -17.8 20.0 9.9 20.0 2.3 20.0 11.6 19.1 12.9 9.4 20.0 2.0 20.0 -8.7 20.0 20.0 20.0 17.4 4.4 20.0 7.1 20.0 CHF -14.9 3.2 0.4 2.6 -16.6 4.3 -9.9 3.5 -3.3 -9.1 0.7 -9.1 7.1 -2.4 -0.2 -13.0 -15.6 -14.0 -14.7 0.3 3.0 -10.7 4.1 -5.3 -1.6 2.5 -14.1 4.9 -9.2 5.5 -3.2 -19.8 -5.4 -3.4 3.9 0.1 -13.4 -20.0 -13.0 -20.0 COCOA 0.2 -20.0 -20.0 2.6 7.7 -2.0 8.6 -6.0 6.0 2.7 -6.9 0.8 -5.8 -5.0 -6.4 -7.1 2.4 -5.7 -3.0 -16.9 -18.7 0.6 -13.3 -8.4 -20.0 -9.6 2.0 -11.3 1.9 -7.2 -3.9 19.5 0.0 -7.1 -18.7 -13.7 6.6 1.4 11.4 6.0 COFFEE 6.7 -20.0 -20.0 8.1 20.0 -6.1 20.0 -18.7 18.8 -7.1 -3.9 2.5 3.6 -15.6 -18.6 11.3 17.7 18.0 19.6 -20.0 -20.0 -2.7 0.4 -14.3 -20.0 -12.9 -8.8 -9.8 0.9 8.9 -3.0 20.0 -18.7 3.9 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -4.6 -10.1 9.6 1.8 -6.1 6.3 -3.1 9.4 -1.0 -8.0 5.5 -4.3 5.2 -5.6 3.0 -6.1 -6.2 -6.3 -6.3 2.3 6.4 -5.2 7.0 -2.1 -1.2 2.4 -8.8 5.6 -4.5 7.7 -1.1 -1.7 -1.9 -2.1 1.6 -0.1 13.0 20.0 7.4 14.0 CORN 20.0 15.2 8.1 9.2 20.0 -6.9 20.0 -20.0 20.0 20.0 13.5 20.0 -7.5 20.0 17.6 -20.0 -20.0 -20.0 -20.0 20.0 7.8 20.0 -3.7 20.0 12.6 20.0 20.0 13.5 20.0 1.0 20.0 -18.6 20.0 20.0 20.0 11.9 4.8 -4.5 8.8 1.9 COTTON2 12.1 1.3 7.0 8.9 20.0 -6.7 20.0 -20.0 20.0 16.7 -17.8 7.5 -20.0 1.6 -5.4 -20.0 -20.0 -20.0 -20.0 -4.9 -11.8 8.9 -19.4 2.1 -5.6 -1.8 20.0 -11.7 13.9 -20.0 7.0 -18.3 -20.0 13.2 -17.7 -8.3 -8.1 -15.5 -7.4 -8.6 CRUDE_W 20.0 20.0 17.4 20.0 20.0 20.0 20.0 10.8 20.0 19.3 8.0 20.0 -3.4 20.0 20.0 15.8 5.6 8.7 6.0 20.0 15.3 20.0 2.7 20.0 7.7 20.0 20.0 14.8 20.0 1.9 20.0 -0.1 -17.2 -19.9 -20.0 -11.3 11.4 20.0 1.8 6.5 DAX -20.0 -19.3 -8.4 -0.5 -14.4 3.9 -13.1 5.8 -7.3 -9.6 1.2 -9.6 8.7 -8.2 -2.4 -7.1 -7.5 -8.1 -7.7 -6.0 -0.3 -15.7 4.1 -13.1 -8.0 -5.3 -8.8 -0.8 -12.4 2.4 -10.9 -3.3 -15.4 -10.9 -17.2 -4.0 13.7 20.0 12.3 20.0 DOW -20.0 -18.7 -2.9 -0.6 -16.5 4.5 -15.0 6.7 -8.4 -11.7 7.6 -12.6 11.6 -11.2 -0.1 -6.4 -7.8 -6.9 -7.2 -6.7 3.9 -20.0 9.6 -18.1 -7.9 -6.2 -20.0 2.1 -20.0 6.8 -15.0 -3.3 -6.4 -17.3 -10.2 -3.7 -1.6 -20.0 -9.2 -20.0 DX 20.0 5.3 3.9 3.0 -19.2 4.9 -11.5 4.1 -3.8 9.4 2.6 9.9 -7.9 8.9 4.4 4.5 5.8 5.1 5.4 5.2 0.8 15.0 -2.1 11.4 -15.9 3.4 15.7 -0.9 13.7 -2.4 10.1 15.9 20.0 20.0 -10.8 -15.2 5.5 20.0 10.8 20.0 EUR -20.0 -8.2 -7.7 4.0 -20.0 6.6 -15.3 5.5 -5.1 -14.3 -4.6 -15.7 10.9 -14.5 -9.3 -6.4 -7.7 -7.1 -7.4 -9.0 -1.2 -20.0 4.7 -18.7 5.8 -5.3 -20.0 2.6 -20.0 6.6 -16.7 -6.8 -20.0 -20.0 -12.4 -4.7 -10.4 -20.0 -7.5 -20.0 EURIBOR-ICE -20.0 6.5 -3.2 -0.4 -17.8 -0.2 -13.4 -1.1 -5.2 -9.2 -2.5 -9.2 2.2 -6.1 -2.1 7.1 11.5 10.6 11.7 -3.6 -1.2 -17.8 -0.1 -10.5 -2.1 -2.4 -14.1 -1.2 -13.8 -0.9 -7.8 13.0 -20.0 -11.7 -1.6 -4.4 20.0 20.0 20.0 20.0 EUROSTX -20.0 -18.5 -5.8 -0.6 -15.6 4.3 -14.2 6.3 -7.9 -9.4 8.1 -9.6 11.0 -7.2 1.9 7.7 2.4 7.1 4.7 -2.3 4.6 -14.5 7.7 -10.9 -5.1 -1.7 -8.8 4.0 -12.0 5.8 -9.1 15.3 -15.5 -5.4 -5.4 2.4 8.8 20.0 6.5 20.0 FEEDCOW -20.0 -14.0 10.4 5.7 16.9 -4.3 19.0 -13.2 13.3 -13.4 9.6 -13.7 12.3 -10.8 9.7 12.2 11.2 14.5 13.9 0.0 12.0 -20.0 20.0 -14.3 -20.0 -7.4 -14.5 1.4 -17.6 11.1 -14.9 20.0 -20.0 -20.0 -20.0 3.1 20.0 20.0 19.9 20.0 GASOIL 17.6 14.0 1.5 15.7 20.0 8.9 20.0 4.3 20.0 4.1 6.1 5.6 5.7 6.6 6.8 20.0 19.1 20.0 20.0 10.9 5.8 14.9 2.8 15.6 -1.8 12.9 7.2 7.8 14.6 4.3 16.8 20.0 2.2 20.0 16.7 8.8 -4.9 19.9 -10.8 1.9 GASOLINE 20.0 20.0 12.1 20.0 20.0 17.5 20.0 8.4 20.0 15.0 12.9 16.2 8.0 16.8 16.5 -20.0 -20.0 -20.0 -20.0 20.0 16.3 20.0 7.0 20.0 -13.7 20.0 20.0 15.3 20.0 6.2 20.0 -20.0 16.8 10.3 1.4 -1.4 5.1 20.0 -2.9 17.7 GAS_US_mini 0.3 0.6 -1.6 13.6 18.9 7.7 20.0 3.7 19.3 2.2 -2.9 4.7 -4.6 -3.3 -2.9 11.9 -6.3 20.0 18.4 -0.9 -1.3 1.0 -1.7 -0.0 12.2 -1.8 0.0 -2.1 -0.0 -1.9 -0.9 -4.1 -20.0 -20.0 -20.0 -18.9 8.9 -5.0 8.3 -15.1 GBP -16.2 -6.4 2.9 5.5 -20.0 9.1 -20.0 7.5 -6.9 -18.1 2.6 -18.9 13.8 -19.0 -1.3 -0.2 0.0 -0.0 0.0 -5.6 2.3 -20.0 6.8 -15.0 -0.6 1.2 -20.0 9.0 -20.0 11.9 -11.0 6.3 1.2 -6.0 -11.8 6.4 -9.8 -6.5 -4.5 -9.0 GOLD_micro 1.1 -13.4 -19.4 1.3 -4.4 4.6 -2.2 6.8 -0.7 -5.7 5.5 -0.3 6.1 1.8 4.1 -4.7 -8.8 -5.8 -7.1 6.6 9.1 -1.9 9.4 2.4 -18.5 7.5 -3.6 11.6 -1.1 13.5 2.7 -4.7 0.7 3.1 20.0 14.1 17.7 6.3 -3.7 -20.0 HEATOIL 20.0 20.0 8.6 16.9 20.0 9.6 20.0 4.6 20.0 8.2 6.8 9.0 5.7 9.3 8.5 20.0 20.0 20.0 20.0 20.0 11.3 20.0 5.5 20.0 -9.2 16.2 17.9 9.4 20.0 5.0 20.0 20.0 20.0 20.0 12.9 3.7 0.9 9.0 -10.3 -10.1 JGB-SGX-mini 11.4 20.0 7.6 -0.3 -13.8 -0.1 -10.3 -0.8 -4.0 -6.8 -6.1 -5.1 -7.4 0.1 -3.9 6.9 10.1 5.2 7.0 -2.3 -6.5 -6.1 -8.9 -1.7 1.1 -3.3 -8.6 -7.9 -5.1 -9.8 -1.6 7.7 6.2 8.4 -0.5 -16.7 -3.6 -20.0 -2.6 -20.0 JPY -15.9 0.9 0.6 3.4 -20.0 5.6 -13.0 4.6 -4.3 -12.1 -11.6 -13.3 -12.1 -11.4 -9.1 -8.2 -10.0 -8.6 -9.1 -9.0 -10.7 -15.3 -13.0 -12.2 20.0 -7.6 -18.3 -9.8 -17.5 -12.7 -12.1 -10.1 -0.2 -10.4 -10.2 -16.6 -2.5 -15.4 2.8 -18.7 LEANHOG -2.2 0.4 11.6 10.0 20.0 -7.5 20.0 -20.0 20.0 -20.0 16.7 -1.0 19.8 1.1 17.0 -20.0 -14.2 -20.0 -20.0 11.2 16.0 -13.5 16.6 0.2 -7.7 9.7 -20.0 16.3 -16.6 15.8 -3.4 -20.0 -20.0 -8.9 -4.1 20.0 -13.3 7.3 -7.3 16.0 LIVECOW -20.0 -7.7 4.9 5.5 16.2 -4.1 18.2 -12.7 12.7 -7.6 7.1 -10.1 10.4 -8.1 8.8 16.1 7.1 8.5 5.5 -0.0 6.4 -10.9 12.4 -7.8 -20.0 -5.7 -6.0 -1.3 -9.5 5.7 -9.2 20.0 -20.0 -20.0 -17.7 -2.4 20.0 20.0 20.0 20.0 LUMBER-new -7.8 0.7 0.3 6.9 20.0 -5.2 20.0 -15.9 15.9 16.4 -16.5 -0.9 -16.1 -8.5 -10.4 -20.0 -20.0 -20.0 -20.0 -10.2 -16.6 6.7 -20.0 -4.1 NaN -9.8 17.4 -16.4 10.2 -18.8 -2.0 -20.0 -2.5 -19.1 -17.7 -9.6 3.2 20.0 6.0 20.0 MXP -20.0 -15.3 -2.4 4.3 -20.0 7.0 -16.3 5.8 -5.4 -14.5 13.9 -13.7 16.6 -6.6 9.0 8.5 12.2 10.3 11.3 3.8 14.0 -18.5 17.4 -10.1 -20.0 4.7 -18.8 15.5 -17.5 18.8 -9.6 20.0 -17.5 -14.6 -1.6 13.2 9.5 7.3 20.0 9.9 NASDAQ_micro -2.2 -20.0 -14.6 -0.7 -17.7 4.9 -16.1 7.2 -9.0 -11.0 2.5 -9.2 11.3 -10.6 -6.6 -7.0 -8.4 -7.6 -7.9 -6.3 0.3 -10.3 9.1 -8.1 -20.0 -6.0 -13.4 -1.3 -8.4 5.6 -6.9 -4.4 20.0 10.4 -9.9 -15.5 11.3 -20.0 9.8 -20.0 NIKKEI -20.0 -9.6 -11.2 -0.4 -9.8 2.7 -9.0 4.0 -5.0 -4.3 6.4 -4.5 7.3 -2.0 3.1 4.0 7.5 6.6 6.9 2.9 7.4 -8.3 8.8 -3.6 -10.0 3.3 -5.6 7.5 -5.7 9.0 -2.0 20.0 -0.0 -1.3 8.6 6.1 -12.1 -1.7 -17.9 1.2 NZD -17.8 4.0 14.2 3.0 -19.3 5.0 -11.5 4.1 -3.8 -10.2 3.7 -10.2 0.6 -2.3 4.3 -3.0 -3.5 -3.5 -3.7 0.5 2.5 -12.4 0.3 -6.2 11.0 0.5 -19.8 2.3 -13.0 -0.3 -6.5 0.0 -5.7 -9.2 0.4 0.9 -4.8 20.0 5.9 20.0 OAT -20.0 3.5 5.5 -0.6 -20.0 -0.2 -18.5 -1.5 -7.2 -12.6 5.7 -12.5 1.8 -7.3 1.4 11.3 12.6 12.6 13.4 -1.0 2.1 -20.0 0.8 -10.9 -0.9 0.5 -20.0 3.4 -20.0 2.1 -9.5 15.6 -20.0 -7.8 5.0 6.9 5.6 20.0 12.3 20.0 OATIES 20.0 20.0 10.6 7.4 20.0 -5.6 20.0 -17.1 17.2 17.7 -3.3 19.2 -10.0 18.7 14.5 -7.1 -10.8 -9.4 -11.8 20.0 3.3 20.0 -8.3 20.0 -2.0 20.0 20.0 3.5 20.0 -9.3 20.0 -0.3 20.0 20.0 20.0 7.0 -4.6 -18.0 -2.0 -20.0 OJ -0.2 -3.5 20.0 2.6 7.7 -2.0 8.6 -6.0 6.1 5.8 -3.6 2.4 -5.7 -1.5 0.1 2.9 2.6 2.1 1.4 -1.0 -2.8 3.5 -5.3 0.6 -20.0 -0.9 4.2 -1.3 2.4 -3.3 -0.4 20.0 -2.8 -3.4 -8.4 3.9 -10.7 -13.6 -8.0 -14.3 PALLAD -9.5 -16.0 -2.6 1.5 -4.9 5.1 -2.5 7.6 -0.8 -6.9 2.2 -6.9 3.8 -7.0 -1.8 -3.3 -3.1 -3.1 -3.1 -1.8 3.0 -7.1 5.2 -5.5 11.2 -2.9 -7.7 2.1 -6.3 6.7 -5.2 3.8 -4.1 -6.5 -7.4 -7.2 15.9 2.9 3.2 -5.9 PLAT -1.3 -18.2 -11.1 1.3 -4.4 4.6 -2.2 6.8 -0.7 -5.4 2.0 -3.0 4.0 -4.1 0.1 -2.1 -3.3 -2.4 -2.8 0.7 4.3 -3.5 5.8 -1.9 -1.1 0.7 -5.2 5.2 -2.9 8.7 -1.7 3.8 -3.0 -0.1 -5.5 3.4 20.0 9.8 6.5 -2.8 REDWHEAT 14.2 17.3 20.0 6.1 17.9 -4.6 20.0 -14.1 14.1 12.8 5.6 13.5 -9.9 13.7 12.8 -12.4 -15.7 -14.0 -15.0 14.0 6.1 20.0 -2.7 19.5 5.7 15.9 17.1 9.1 19.8 0.9 19.6 -6.8 12.6 20.0 20.0 15.1 -20.0 -20.0 -20.0 -20.0 RICE -0.9 14.0 18.9 3.4 10.0 -2.5 11.2 -7.8 7.9 7.9 -5.6 6.4 -7.7 3.0 2.4 -20.0 -15.3 -20.0 -20.0 0.5 -4.9 8.6 -11.5 4.4 1.5 2.8 9.1 -3.0 9.8 -11.2 6.1 -11.5 10.6 -4.2 1.9 3.0 -18.2 -16.6 -13.5 -16.8 ROBUSTA 0.8 -8.9 -13.2 4.0 11.7 -3.0 13.2 -9.2 9.2 -7.8 -1.0 -3.2 -3.3 -6.6 -7.3 12.5 15.4 17.0 16.0 -6.8 -6.2 -8.8 -3.6 -6.4 -20.0 -5.5 -12.7 -4.9 -7.4 -2.7 -5.3 20.0 -20.0 -13.0 -13.9 -14.3 6.8 3.5 16.6 10.8 RUSSELL -20.0 -18.2 2.0 -0.7 -18.0 4.9 -16.4 7.3 -9.1 -12.5 9.1 -12.3 12.3 -10.4 3.5 -4.4 -5.1 -4.7 -4.8 -3.2 6.3 -20.0 10.2 -14.2 6.3 -3.5 -19.9 4.3 -18.2 7.7 -12.2 1.1 1.1 -6.7 -5.4 1.8 -2.2 -20.0 -10.1 -20.0 SHATZ -20.0 5.4 2.8 -0.5 -19.8 -0.2 -14.8 -1.2 -5.7 -10.2 -7.5 -10.3 -7.9 -7.8 -5.0 -0.5 -10.1 -0.2 -4.6 -8.1 -4.8 -20.0 -3.9 -15.9 8.0 -7.4 -18.5 -5.1 -19.5 -4.3 -13.8 -20.0 -20.0 -20.0 -12.6 -10.9 14.1 20.0 17.7 20.0 SILVER-mini 1.0 -20.0 -13.9 1.3 -4.3 4.5 -2.2 6.7 -0.7 -5.4 2.5 -0.4 4.0 -2.9 0.6 -2.2 -5.8 -4.0 -4.9 2.3 5.2 -2.2 5.7 -0.5 -7.4 2.8 -2.8 7.5 -1.4 9.9 -0.3 -0.2 0.4 1.2 1.7 11.5 9.6 12.9 1.0 -0.5 SMI -20.0 -12.6 2.1 -0.5 -13.8 3.8 -12.6 5.6 -7.0 -9.8 7.7 -10.1 9.3 -6.5 2.1 11.0 7.8 11.5 9.9 -0.1 6.8 -19.2 8.2 -11.3 5.9 2.1 -12.1 8.1 -14.4 8.5 -7.7 20.0 -20.0 -2.6 0.4 13.4 -5.9 20.0 -6.5 20.0 SOFR 0.6 13.3 -6.7 -0.7 -20.0 -0.3 -20.0 -1.8 -8.5 -14.3 1.4 -12.2 11.4 1.3 2.9 5.6 6.6 6.9 7.2 3.9 3.2 -13.8 4.2 -1.7 -20.0 7.4 -18.9 6.2 -12.5 5.6 0.9 4.8 9.4 13.2 15.7 8.2 -13.8 -11.5 -19.6 -20.0 SOYBEAN 19.3 20.0 6.2 9.9 20.0 -7.4 20.0 -20.0 20.0 19.4 19.8 20.0 14.9 20.0 20.0 7.2 -3.3 1.9 -1.1 20.0 20.0 20.0 8.1 20.0 -8.3 20.0 20.0 20.0 20.0 17.0 20.0 15.6 19.6 20.0 20.0 14.7 -14.1 -15.0 -12.4 -11.6 SOYMEAL 8.8 11.2 0.7 5.7 16.8 -4.3 18.9 -13.2 13.2 11.1 -1.8 5.6 -7.2 9.4 -0.6 -8.8 -13.5 -10.7 -12.3 5.1 1.6 7.3 -3.1 7.0 -13.3 9.4 10.3 7.7 8.0 2.8 9.2 -2.7 -20.0 8.2 9.6 -0.1 -17.3 -18.4 -14.8 -17.8 SOYOIL 20.0 20.0 19.8 9.3 20.0 -6.9 20.0 -20.0 20.0 20.0 19.2 20.0 17.6 20.0 20.0 -2.1 -5.9 -5.7 -6.4 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 19.1 20.0 9.2 20.0 20.0 20.0 20.0 -10.4 -20.0 -11.9 -20.0 SP400 -20.0 -9.1 7.9 -0.7 -17.9 4.9 -16.3 7.2 -9.1 -12.6 10.0 -12.5 11.6 -7.8 6.6 -5.7 -6.3 -6.3 -6.2 -0.1 7.6 -20.0 8.7 -13.7 3.2 -0.7 -20.0 4.5 -20.0 4.7 -11.2 -1.1 -10.3 -10.4 2.4 5.8 -1.7 -20.0 -9.7 -20.0 SP500_micro -13.0 -19.6 -11.5 -0.8 -20.0 5.9 -19.7 8.7 -10.9 -14.8 10.1 -14.4 16.3 -13.1 -0.5 -8.0 -9.3 -8.6 -8.9 -7.8 3.2 -20.0 13.5 -16.5 -16.1 -9.0 -20.0 -1.3 -20.0 6.1 -15.0 -6.0 3.6 -4.2 -15.4 -14.5 16.3 -20.0 17.5 -20.0 SUGAR11 14.7 5.1 6.2 5.7 16.9 -4.3 19.0 -13.3 13.3 10.8 -11.9 11.2 -14.2 6.2 -2.4 7.0 12.9 14.6 13.6 -1.1 -8.3 12.0 -14.2 6.4 -20.0 2.5 14.3 -3.8 14.1 -9.7 8.6 20.0 -1.1 13.8 -6.3 4.1 1.4 -19.1 5.5 -12.3 US10 -4.4 5.3 -5.4 -0.6 -20.0 -0.2 -19.3 -1.6 -7.5 -13.2 2.7 -12.6 8.3 -3.8 -1.4 2.4 1.4 2.7 2.4 -0.4 1.1 -16.8 2.3 -6.4 -8.2 1.9 -20.0 3.1 -16.0 4.1 -4.4 -3.8 0.4 3.6 2.4 4.0 -7.8 -20.0 -11.6 -20.0 US10U -4.4 4.3 -4.0 -0.9 -20.0 -0.4 -20.0 -2.3 -11.0 -19.7 6.8 -17.9 11.4 -4.7 -0.9 2.5 0.9 2.8 2.2 0.1 2.5 -20.0 3.5 -9.0 -14.0 3.5 -20.0 6.8 -20.0 8.3 -7.7 -4.6 2.6 3.9 1.5 8.0 -8.5 -4.5 -18.4 -20.0 US2 -12.5 1.2 -4.9 -0.6 -20.0 -0.2 -19.8 -1.6 -7.7 -11.6 -6.1 -13.3 -0.3 -10.5 -8.4 -9.8 -12.9 -10.3 -10.8 -7.4 -3.9 -20.0 -1.9 -14.2 9.6 -5.0 -20.0 -2.5 -19.9 -0.3 -11.0 -20.0 -9.2 -12.2 -7.7 -3.1 -6.8 -20.0 -8.8 -20.0 US20 -7.1 4.8 -0.7 -0.6 -20.0 -0.3 -20.0 -1.7 -8.1 -14.6 5.0 -13.1 4.1 -3.5 0.2 4.8 4.1 5.1 4.8 0.3 2.3 -20.0 1.6 -8.1 -9.2 1.6 -20.0 5.2 -20.0 5.4 -8.9 0.5 -3.0 -2.9 -0.7 6.4 -5.6 15.9 -9.7 -17.3 US30 -4.0 5.6 -0.5 -0.8 -20.0 -0.3 -20.0 -2.1 -10.0 -17.9 -0.0 -15.0 -3.7 -3.1 -0.2 2.1 -0.1 2.2 1.3 0.2 0.7 -20.0 -1.7 -7.2 -5.6 1.7 -20.0 4.6 -20.0 3.5 -9.6 -6.3 9.6 0.9 -0.2 5.0 -8.9 12.5 -7.4 -15.2 US5 -6.7 4.8 -5.5 -0.6 -20.0 -0.3 -20.0 -1.7 -8.0 -12.8 0.3 -13.7 8.5 -5.9 -3.1 -0.1 -1.6 0.1 -0.3 -2.2 -0.1 -19.3 1.5 -8.7 -6.2 0.3 -20.0 1.9 -17.8 3.3 -6.4 -8.7 -2.5 -0.4 0.5 3.3 -7.9 -20.0 -11.4 -20.0 VIX 18.3 20.0 4.4 7.3 9.1 1.6 13.1 -0.8 12.4 7.2 -3.4 8.3 -8.9 8.5 2.1 7.8 -20.0 -19.0 -20.0 7.4 1.1 15.4 -1.8 13.6 NaN 8.1 9.8 1.9 13.8 -0.9 13.3 NaN NaN NaN NaN NaN -4.3 -20.0 NaN NaN WHEAT 15.5 20.0 17.5 5.8 17.2 -4.4 19.3 -13.5 13.5 10.9 1.7 11.4 -10.3 12.1 10.5 -14.0 -18.1 -16.6 -17.3 12.4 4.6 16.7 -3.3 16.7 7.2 15.7 14.4 8.7 16.6 1.2 18.3 -10.5 0.8 20.0 20.0 12.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3