******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260316_204017 produced at 2026-03-16 23:48:14.866846 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.75 0.0 0.00 0.00 0.00 0.00 -7.31 11.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -2.84 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -6.71 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 -1.88 24.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.18 -0.09 0.0 0.86 -0.86 -0.18 -0.18 -1.52 14.0 -3 -3 caleb_strategy_v3 CHF False False 0.07 0.00 -0.08 0.0 0.89 -0.89 0.00 0.00 -1.10 13.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.08 0.0 1.16 -1.16 0.00 0.00 -1.63 25.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -23.68 59.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.06 0.0 0.57 -0.57 -0.03 -0.07 -1.87 17.0 -1 -2 caleb_strategy_v3 DOW False False 0.01 -0.08 -0.06 0.0 0.66 -0.66 -0.08 -0.05 -5.72 66.0 -8 -5 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.06 0.0 0.69 -0.69 0.00 0.00 -3.98 48.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.81 -0.81 0.00 0.00 -0.88 17.0 0 0 caleb_strategy_v3 NASDAQ_micro False True 0.02 -0.15 -0.04 0.0 0.00 -0.15 -0.15 -0.15 -1.98 23.0 -7 -7 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.04 0.0 0.57 -0.57 -0.06 -0.06 -0.70 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 False 0.14 0.00 -0.03 0.0 0.29 -0.29 0.00 0.00 -0.21 2.0 0 0 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 GBP False False 0.04 0.00 -0.03 0.0 0.78 -0.78 0.00 0.00 -0.72 22.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.03 0.0 0.24 -0.24 0.00 0.00 -1.65 13.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.33 3.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.03 0.0 0.16 -0.16 -0.04 -0.04 -1.80 11.0 -3 -3 caleb_strategy_v3 RUSSELL False False 0.01 -0.06 -0.02 0.0 0.37 -0.37 -0.06 -0.05 -4.41 68.0 -12 -10 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -1.94 4.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.02 -2.17 58.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.34 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 -0.01 -0.01 0.0 0.34 -0.34 -0.01 -0.01 -0.43 23.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.64 9.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.38 -0.38 -0.03 -0.03 -0.80 26.0 -2 -2 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.01 0.0 0.52 -0.52 0.00 0.00 -0.67 36.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.01 0.0 1.21 -1.21 -0.02 -0.02 -0.42 56.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -1.10 18.0 -2 -1 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.52 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 -0.14 4.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.10 -0.01 0.0 0.30 -0.30 -0.10 -0.10 -0.30 6.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.17 9.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.62 -0.62 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.21 26.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 -0.04 -0.00 0.0 0.67 -0.67 -0.04 -0.04 -0.01 17.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.03 0.00 0.0 0.11 -0.11 0.03 0.03 0.34 8.0 2 2 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.45 -0.45 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.00 0.0 0.59 -0.59 0.00 0.00 0.03 8.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.05 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 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.02 0.37 7.0 2 1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.36 10.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.30 2.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.08 0.01 0.0 0.56 -0.56 0.08 0.08 0.36 20.0 3 3 caleb_strategy_v3 VIX False False 0.01 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 1.37 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.02 0.0 0.53 -0.53 0.03 0.03 0.70 21.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.16 -0.16 0.00 0.00 0.55 4.0 0 0 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 CANOLA False False 0.00 0.01 0.03 0.0 0.23 -0.23 0.01 0.00 6.50 51.0 2 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.03 0.0 0.91 -0.91 0.00 0.00 0.82 29.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.03 0.0 999.00 -999.00 0.05 0.05 0.60 999999999.0 1 1 caleb_strategy_v3 OAT False False 0.06 0.18 0.04 0.0 0.58 -0.58 0.18 0.18 0.75 10.0 3 3 caleb_strategy_v3 HEATOIL False False 0.06 0.12 0.04 0.0 0.18 -0.18 0.12 0.12 0.63 3.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.00 0.04 0.0 999.00 -999.00 0.00 0.00 0.70 999999999.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.04 0.0 0.12 -0.12 0.04 0.04 3.47 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 1.22 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.20 0.05 0.0 0.72 -0.72 0.20 0.20 4.53 60.0 17 17 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.42 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.08 0.0 0.57 -0.57 0.03 0.03 2.55 19.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.06 0.17 0.0 0.16 -0.16 0.06 0.06 5.20 5.0 2 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.20 0.0 1.19 -1.19 0.00 0.00 1.66 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.7 Shocked risk 28.7 Sum abs risk 33.4 Leverage 3.33 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2346829.71, 'annual_cash_vol_target': 586707.4275, 'daily_cash_vol_target': 36669.21421875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0052 0.7064 0.7336 11.7384 BITCOIN 2064.6631 74325.0000 2.7779 44.4462 BOBL 0.2500 116.2200 0.2151 3.4414 BTP 0.6024 118.0000 0.5105 8.1687 BUND 0.4352 126.2500 0.3447 5.5155 BUXL 0.7918 109.3200 0.7243 11.5884 CAC 61.2194 7946.0000 0.7704 12.3271 CAD 0.0029 0.7337 0.3931 6.2892 CANOLA 10.4573 712.4000 1.4679 23.4864 CHF 0.0067 1.2824 0.5221 8.3533 COCOA 114.1542 3392.0000 3.3654 53.8463 COFFEE 4.7954 293.1000 1.6361 26.1774 COPPER 0.0908 5.8960 1.5399 24.6391 CORN 4.7787 480.0000 0.9956 15.9292 COTTON2 0.8977 68.4400 1.3116 20.9861 CRUDE_W 1.1703 75.0500 1.5593 24.9487 DAX 251.9502 23627.0000 1.0664 17.0618 DOW 353.9915 47285.0000 0.7486 11.9781 DX 0.4643 99.5350 0.4664 7.4631 EUR 0.0056 1.1556 0.4849 7.7579 EURIBOR-ICE 0.0557 97.4600 0.0572 0.9146 EUROSTX 64.5339 5750.0000 1.1223 17.9573 FEEDCOW 3.2844 345.5500 0.9505 15.2079 GASOIL 45.3042 915.0000 4.9513 79.2205 GASOLINE 0.0561 2.8472 1.9692 31.5068 GAS_US_mini 0.1698 3.0100 5.6400 90.2400 GBP 0.0068 1.3325 0.5076 8.1208 GOLD_micro 78.4016 5056.5000 1.5505 24.8082 HEATOIL 0.0921 3.2736 2.8141 45.0252 JGB-SGX-mini 0.2835 131.1400 0.2162 3.4588 JPY 0.0000 0.0063 0.5909 9.4552 LEANHOG 1.0424 107.2500 0.9720 15.5515 LIVECOW 2.0847 231.8500 0.8992 14.3865 LUMBER-new 6.8942 603.0000 1.1433 18.2931 MXP 0.0004 0.0561 0.7943 12.7094 NASDAQ_micro 217.3820 24664.2500 0.8814 14.1018 NIKKEI 844.5968 54215.0000 1.5579 24.9258 NZD 0.0045 0.5880 0.7681 12.2900 OAT 0.5200 119.9400 0.4336 6.9370 OATIES 6.4788 358.7500 1.8059 28.8949 OJ 6.7558 199.8500 3.3804 54.0872 PALLAD 53.4637 1625.0000 3.2901 52.6412 PLAT 72.3688 2114.0000 3.4233 54.7730 REDWHEAT 11.1323 631.7500 1.7621 28.1941 RICE 0.1531 11.3300 1.3512 21.6199 ROBUSTA 70.7830 3475.0000 2.0369 32.5907 RUSSELL 28.4909 2519.4000 1.1309 18.0938 SHATZ 0.0923 106.2150 0.0869 1.3908 SILVER-mini 3.5983 81.8750 4.3949 70.3185 SMI 119.5421 12756.0000 0.9371 14.9943 SOFR 0.0546 96.6150 0.0565 0.9041 SOYBEAN 10.9543 1122.2500 0.9761 15.6176 SOYMEAL 4.5061 312.8000 1.4406 23.0489 SOYOIL 0.9852 63.6200 1.5486 24.7770 SP400 32.7458 3386.4000 0.9670 15.4717 SP500_micro 47.1153 6756.5000 0.6973 11.1573 SUGAR11 0.2240 14.3900 1.5564 24.9025 US10 0.3553 111.8594 0.3176 5.0821 US10U 0.4491 114.3281 0.3928 6.2853 US2 0.0957 104.0039 0.0920 1.4717 US20 0.6647 114.5000 0.5806 9.2888 US30 0.9091 117.1875 0.7757 12.4120 US5 0.2372 108.7969 0.2180 3.4884 VIX 0.8819 22.8500 3.8594 61.7510 WHEAT 10.5013 638.0000 1.6460 26.3354 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 706.45 0.73 518.29 1.00 518.29 36669.21 70.75 13.87 98.11 BITCOIN 74.32 2.78 206.47 1.00 206.47 36669.21 177.60 -12.29 -218.33 BOBL 1162.20 0.22 249.98 1.15 286.95 36669.21 127.79 -4.49 -57.34 BTP 1180.00 0.51 602.44 1.15 691.54 36669.21 53.03 -3.88 -20.58 BUND 1262.50 0.34 435.21 1.15 499.57 36669.21 73.40 1.03 7.58 BUXL 1093.20 0.72 791.78 1.15 908.88 36669.21 40.35 -3.49 -14.10 CAC 794.60 0.77 612.19 1.15 702.73 36669.21 52.18 7.94 41.44 CAD 733.70 0.39 288.40 1.00 288.40 36669.21 127.15 2.48 31.49 CANOLA 142.48 1.47 209.15 0.73 153.17 36669.21 239.40 11.14 266.71 CHF 1603.06 0.52 836.92 1.00 836.92 36669.21 43.81 -9.69 -42.45 COCOA 339.20 3.37 1141.54 1.00 1141.54 36669.21 32.12 -10.23 -32.85 COFFEE 1099.13 1.64 1798.26 1.00 1798.26 36669.21 20.39 -1.81 -3.68 COPPER 1474.00 1.54 2269.87 1.00 2269.87 36669.21 16.15 4.01 6.48 CORN 240.00 1.00 238.94 1.00 238.94 36669.21 153.47 9.29 142.51 COTTON2 342.20 1.31 448.84 1.00 448.84 36669.21 81.70 -9.04 -73.84 CRUDE_W 750.50 1.56 1170.25 1.00 1170.25 36669.21 31.33 15.29 47.91 DAX 236.27 1.07 251.95 1.15 289.21 36669.21 126.79 -5.01 -63.58 DOW 236.42 0.75 177.00 1.00 177.00 36669.21 207.18 -11.85 -245.57 DX 995.35 0.47 464.27 1.00 464.27 36669.21 78.98 5.97 47.11 EUR 1444.50 0.48 700.40 1.00 700.40 36669.21 52.35 -11.20 -58.64 EURIBOR-ICE 2436.50 0.06 139.28 1.15 159.88 36669.21 229.35 2.12 48.59 EUROSTX 575.00 1.12 645.34 1.15 740.78 36669.21 49.50 2.14 10.57 FEEDCOW 1727.75 0.95 1642.21 1.00 1642.21 36669.21 22.33 0.44 0.98 GASOIL 915.00 4.95 4530.42 1.00 4530.42 36669.21 8.09 15.78 12.77 GASOLINE 1195.82 1.97 2354.79 1.00 2354.79 36669.21 15.57 8.81 13.73 GAS_US_mini 75.25 5.64 424.41 1.00 424.41 36669.21 86.40 0.22 1.93 GBP 832.81 0.51 422.70 1.00 422.70 36669.21 86.75 -3.18 -27.62 GOLD_micro 505.65 1.55 784.02 1.00 784.02 36669.21 46.77 -2.62 -12.26 HEATOIL 1374.91 2.81 3869.10 1.00 3869.10 36669.21 9.48 15.25 14.45 JGB-SGX-mini 131140.00 0.22 28349.57 0.01 177.85 36669.21 206.18 -3.00 -61.83 JPY 791.62 0.59 467.81 1.00 467.81 36669.21 78.38 -9.17 -71.87 LEANHOG 429.00 0.97 416.97 1.00 416.97 36669.21 87.94 -3.09 -27.15 LIVECOW 927.40 0.90 833.88 1.00 833.88 36669.21 43.97 -0.05 -0.22 LUMBER-new 165.82 1.14 189.59 1.00 189.59 36669.21 193.41 -9.19 -177.80 MXP 280.35 0.79 222.69 1.00 222.69 36669.21 164.66 1.87 30.80 NASDAQ_micro 493.28 0.88 434.76 1.00 434.76 36669.21 84.34 -10.10 -85.18 NIKKEI 54215.00 1.56 84459.68 0.01 529.84 36669.21 69.21 -0.90 -6.22 NZD 587.95 0.77 451.62 1.00 451.62 36669.21 81.19 3.33 27.02 OAT 1199.40 0.43 520.01 1.15 596.92 36669.21 61.43 3.56 21.88 OATIES 179.38 1.81 323.94 1.00 323.94 36669.21 113.20 4.73 53.55 OJ 299.78 3.38 1013.37 1.00 1013.37 36669.21 36.19 -5.90 -21.33 PALLAD 1625.00 3.29 5346.37 1.00 5346.37 36669.21 6.86 1.35 0.92 PLAT 1057.00 3.42 3618.44 1.00 3618.44 36669.21 10.13 1.44 1.46 REDWHEAT 315.88 1.76 556.61 1.00 556.61 36669.21 65.88 3.90 25.71 RICE 226.60 1.35 306.19 1.00 306.19 36669.21 119.76 -6.66 -79.73 ROBUSTA 347.50 2.04 707.83 1.00 707.83 36669.21 51.81 -6.26 -32.44 RUSSELL 125.97 1.13 142.45 1.00 142.45 36669.21 257.41 -5.16 -132.81 SHATZ 1062.15 0.09 92.33 1.15 105.98 36669.21 345.99 -5.34 -184.71 SILVER-mini 2046.88 4.39 8995.83 1.00 8995.83 36669.21 4.08 -0.12 -0.05 SMI 1275.60 0.94 1195.42 1.27 1517.08 36669.21 24.17 5.91 14.29 SOFR 2415.38 0.06 136.49 1.00 136.49 36669.21 268.67 -4.47 -120.14 SOYBEAN 561.12 0.98 547.72 1.00 547.72 36669.21 66.95 5.99 40.09 SOYMEAL 312.80 1.44 450.61 1.00 450.61 36669.21 81.38 -8.49 -69.06 SOYOIL 381.72 1.55 591.12 1.00 591.12 36669.21 62.03 6.25 38.76 SP400 3386.40 0.97 3274.58 1.00 3274.58 36669.21 11.20 -5.77 -6.46 SP500_micro 337.82 0.70 235.58 1.00 235.58 36669.21 155.66 -11.00 -171.17 SUGAR11 161.17 1.56 250.84 1.00 250.84 36669.21 146.18 -3.10 -45.25 US10 1118.59 0.32 355.30 1.00 355.30 36669.21 103.21 -6.72 -69.31 US10U 1143.28 0.39 449.12 1.00 449.12 36669.21 81.65 -7.65 -62.50 US2 2080.08 0.09 191.33 1.00 191.33 36669.21 191.66 -11.67 -223.64 US20 1145.00 0.58 664.73 1.00 664.73 36669.21 55.16 -4.84 -26.68 US30 1171.88 0.78 909.08 1.00 909.08 36669.21 40.34 -5.81 -23.45 US5 1087.97 0.22 237.20 1.00 237.20 36669.21 154.59 -8.33 -128.82 VIX 228.50 3.86 881.88 1.00 881.88 36669.21 41.58 1.33 5.54 WHEAT 319.00 1.65 525.06 1.00 525.06 36669.21 69.84 1.85 12.91 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 98.106 0.010 2.5 2.549 BITCOIN -218.326 0.043 2.5 -23.675 BOBL -57.338 0.004 2.5 -0.582 BTP -20.582 0.014 2.5 -0.703 BUND 7.579 0.004 2.5 0.077 BUXL -14.097 0.004 2.5 -0.143 CAC 41.442 0.014 2.5 1.416 CAD 31.491 0.010 2.5 0.818 CANOLA 266.710 0.010 2.5 6.498 CHF -42.450 0.010 2.5 -1.103 COCOA -32.848 0.010 2.5 -0.800 COFFEE -3.682 0.005 2.5 -0.049 COPPER 6.476 0.043 2.5 0.702 CORN 142.515 0.010 2.5 3.472 COTTON2 -73.845 0.010 2.5 -1.799 CRUDE_W 47.912 0.043 2.5 5.196 DAX -63.583 0.014 2.5 -2.172 DOW -245.567 0.009 2.5 -5.715 DX 47.113 0.010 2.5 1.224 EUR -58.635 0.010 2.5 -1.524 EURIBOR-ICE 48.587 0.014 2.5 1.660 EUROSTX 10.570 0.014 2.5 0.361 FEEDCOW 0.977 0.013 2.5 0.032 GASOIL 12.775 0.017 2.5 0.555 GASOLINE 13.726 0.017 2.5 0.596 GAS_US_mini 1.927 0.043 2.5 0.209 GBP -27.616 0.010 2.5 -0.718 GOLD_micro -12.260 0.014 2.5 -0.419 HEATOIL 14.451 0.017 2.5 0.627 JGB-SGX-mini -61.834 0.043 2.5 -6.705 JPY -71.868 0.010 2.5 -1.867 LEANHOG -27.149 0.024 2.5 -1.652 LIVECOW -0.222 0.013 2.5 -0.007 LUMBER-new -177.800 0.010 2.5 -4.332 MXP 30.803 0.059 2.5 4.527 NASDAQ_micro -85.182 0.009 2.5 -1.982 NIKKEI -6.219 0.043 2.5 -0.674 NZD 27.020 0.010 2.5 0.702 OAT 21.883 0.014 2.5 0.747 OATIES 53.551 0.010 2.5 1.305 OJ -21.334 0.010 2.5 -0.520 PALLAD 0.925 0.014 2.5 0.032 PLAT 1.463 0.014 2.5 0.050 REDWHEAT 25.713 0.005 2.5 0.342 RICE -79.728 0.010 2.5 -1.942 ROBUSTA -32.437 0.005 2.5 -0.431 RUSSELL -132.811 0.013 2.5 -4.407 SHATZ -184.707 0.004 2.5 -1.876 SILVER-mini -0.048 0.014 2.5 -0.002 SMI 14.285 0.014 2.5 0.488 SOFR -120.138 0.024 2.5 -7.312 SOYBEAN 40.089 0.004 2.5 0.373 SOYMEAL -69.056 0.004 2.5 -0.643 SOYOIL 38.756 0.004 2.5 0.361 SP400 -6.463 0.013 2.5 -0.214 SP500_micro -171.168 0.009 2.5 -3.984 SUGAR11 -45.250 0.010 2.5 -1.102 US10 -69.306 0.005 2.5 -0.879 US10U -62.499 0.005 2.5 -0.793 US2 -223.638 0.005 2.5 -2.838 US20 -26.682 0.005 2.5 -0.339 US30 -23.448 0.005 2.5 -0.298 US5 -128.819 0.005 2.5 -1.635 VIX 5.543 0.099 2.5 1.370 WHEAT 12.908 0.005 2.5 0.171 ===================== Position diags ===================== AUD 1.84 BITCOIN 19.26 BOBL 1.30 BTP 1.81 BUND 0.75 BUXL 0.41 CAC 1.78 CAD 3.30 CANOLA 5.83 CHF 1.14 COCOA 0.78 COFFEE 0.27 COPPER 1.75 CORN 3.74 COTTON2 1.99 CRUDE_W 3.40 DAX 4.33 DOW 4.82 DX 2.05 EUR 1.36 EURIBOR-ICE 7.83 EUROSTX 1.69 FEEDCOW 0.74 GASOIL 0.35 GASOLINE 0.68 GAS_US_mini 9.37 GBP 2.25 GOLD_micro 1.60 HEATOIL 0.41 JGB-SGX-mini 22.36 JPY 2.04 LEANHOG 5.35 LIVECOW 1.46 LUMBER-new 4.71 MXP 24.20 NASDAQ_micro 1.96 NIKKEI 7.50 NZD 2.11 OAT 2.10 OATIES 2.76 OJ 0.88 PALLAD 0.23 PLAT 0.35 REDWHEAT 0.88 RICE 2.92 ROBUSTA 0.69 RUSSELL 8.54 SHATZ 3.51 SILVER-mini 0.14 SMI 0.83 SOFR 16.35 SOYBEAN 0.62 SOYMEAL 0.76 SOYOIL 0.58 SP400 0.37 SP500_micro 3.62 SUGAR11 3.56 US10 1.31 US10U 1.04 US2 2.43 US20 0.70 US30 0.51 US5 1.96 VIX 10.28 WHEAT 0.93 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.5 2.4 2.7 1.0 1 BITCOIN -23.7 -25.6 -21.7 0.0 0 BOBL -0.6 -0.7 -0.5 -1.0 -1 BTP -0.7 -0.9 -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 1.4 1.2 1.6 0.0 0 CAD 0.8 0.5 1.1 0.0 0 CANOLA 6.5 5.9 7.1 2.0 2 CHF -1.1 -1.2 -1.0 0.0 0 COCOA -0.8 -0.9 -0.7 -2.0 -2 COFFEE -0.0 -0.1 -0.0 0.0 0 COPPER 0.7 0.5 0.9 0.0 0 CORN 3.5 3.1 3.8 4.0 4 COTTON2 -1.8 -2.0 -1.6 -3.0 -3 CRUDE_W 5.2 4.9 5.5 2.0 2 DAX -2.2 -2.6 -1.7 -2.0 -2 DOW -5.7 -6.2 -5.2 -8.0 -8 DX 1.2 1.0 1.4 0.0 0 EUR -1.5 -1.7 -1.4 -3.0 -3 EURIBOR-ICE 1.7 0.9 2.4 0.0 0 EUROSTX 0.4 0.2 0.5 3.0 3 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.6 0.5 0.7 1.0 1 GAS_US_mini 0.2 -0.7 1.1 1.0 1 GBP -0.7 -0.9 -0.5 0.0 0 GOLD_micro -0.4 -0.6 -0.3 -1.0 -1 HEATOIL 0.6 0.6 0.7 2.0 2 JGB-SGX-mini -6.7 -8.9 -4.5 0.0 0 JPY -1.9 -2.1 -1.7 -1.0 -1 LEANHOG -1.7 -2.2 -1.1 0.0 0 LIVECOW -0.0 -0.2 0.1 -1.0 -1 LUMBER-new -4.3 -4.8 -3.9 0.0 0 MXP 4.5 2.1 6.9 17.0 17 NASDAQ_micro -2.0 -2.2 -1.8 -7.0 -7 NIKKEI -0.7 -1.4 0.1 0.0 0 NZD 0.7 0.5 0.9 1.0 1 OAT 0.7 0.5 1.0 3.0 3 OATIES 1.3 1.0 1.6 NaN 0 OJ -0.5 -0.6 -0.4 -1.0 -1 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.0 0.0 0.1 0.0 0 REDWHEAT 0.3 0.3 0.4 2.0 2 RICE -1.9 -2.2 -1.7 0.0 0 ROBUSTA -0.4 -0.5 -0.4 -1.0 -1 RUSSELL -4.4 -5.3 -3.6 -12.0 -12 SHATZ -1.9 -2.2 -1.5 NaN 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SMI 0.5 0.4 0.6 0.0 0 SOFR -7.3 -8.9 -5.7 NaN 0 SOYBEAN 0.4 0.3 0.4 2.0 2 SOYMEAL -0.6 -0.7 -0.6 0.0 0 SOYOIL 0.4 0.3 0.4 0.0 0 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -4.0 -4.3 -3.6 0.0 0 SUGAR11 -1.1 -1.5 -0.7 -2.0 -2 US10 -0.9 -1.0 -0.7 0.0 0 US10U -0.8 -0.9 -0.7 -1.0 -1 US2 -2.8 -3.1 -2.6 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.3 -0.2 -2.0 -2 US5 -1.6 -1.8 -1.4 0.0 0 VIX 1.4 0.3 2.4 0.0 0 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 -0.4 0.1 0.5 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.4 -0.0 0.4 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.3 0.1 1.4 0.1 -0.0 0.4 -0.0 0.3 0.0 0.3 0.1 0.3 0.6 0.6 -0.2 0.7 0.0 0.7 BITCOIN -0.6 -0.6 -0.6 0.0 -0.0 0.2 -0.0 0.5 -0.0 0.1 -0.3 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.0 -0.4 -0.1 -1.3 -0.1 0.1 -0.3 0.0 -0.3 -0.0 0.0 0.5 0.4 -0.2 -0.6 -0.3 0.0 -0.7 -0.5 BOBL -0.6 0.2 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 -0.1 -0.0 -0.2 -0.1 -0.1 0.3 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.9 -0.4 -0.4 -0.1 -0.2 0.4 0.7 0.6 0.7 BTP -0.6 -0.2 -0.2 -0.0 -0.1 -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 -0.1 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 -0.5 0.3 0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.1 -0.0 0.2 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 -0.0 -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 -0.1 -0.3 -0.2 -0.7 -0.1 -0.1 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 0.0 0.4 -0.1 -0.1 -0.2 0.6 -0.1 0.3 CAC -0.6 -0.3 -0.1 -0.0 -0.1 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 0.3 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 0.0 -0.1 0.2 -0.2 0.2 -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 -0.1 0.0 0.0 2.7 0.1 -0.1 0.2 -0.1 0.1 0.0 -0.3 0.4 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.1 0.6 0.4 0.1 0.1 -0.1 0.2 -0.5 0.1 -0.1 0.1 0.1 0.0 0.1 0.1 -0.3 -0.3 -0.4 -0.4 0.2 0.1 0.1 0.0 0.2 1.4 0.2 -0.1 0.2 0.1 0.1 0.2 -0.5 0.2 0.6 0.6 0.5 0.2 0.7 0.2 0.7 CHF -0.5 0.0 -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 -0.2 0.1 -0.0 -0.5 -0.7 -0.4 -0.7 COCOA 0.1 -0.6 -0.6 0.0 0.0 -0.0 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 0.4 -0.6 -0.6 0.1 0.2 -0.1 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 -0.1 -2.7 -0.1 0.0 -0.2 0.0 0.3 -0.0 1.1 -0.3 0.2 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.2 -0.3 0.3 0.0 -0.0 0.2 -0.0 0.3 -0.0 -0.0 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 -0.0 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 0.5 0.5 0.3 0.1 0.2 -0.2 0.2 -0.7 0.2 0.1 0.4 0.2 -0.3 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.1 0.2 1.6 0.2 0.0 0.3 0.2 0.0 0.2 -1.0 0.3 0.6 0.6 0.4 0.2 -0.1 0.3 0.1 COTTON2 0.4 0.2 0.4 0.1 0.2 -0.2 0.2 -0.7 0.2 0.2 -0.4 0.1 -0.7 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.2 -0.4 0.1 -0.7 0.0 0.2 -0.2 0.2 -0.4 0.1 -1.0 0.2 0.6 -0.4 -0.2 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.6 0.6 0.6 0.2 0.2 0.5 0.2 0.4 0.2 0.1 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 -0.2 -0.6 -0.6 -0.4 0.4 0.7 0.0 0.2 DAX -0.6 -0.5 -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 -1.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.3 -0.5 -0.1 0.5 0.7 0.4 0.7 DOW -0.6 -0.6 -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 0.0 -0.2 0.2 -0.2 -1.0 -0.1 -0.1 0.0 -0.2 0.2 -0.2 -0.2 -0.1 -0.6 -0.3 -0.1 -0.1 -0.7 -0.3 -0.7 DX 0.6 0.2 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 0.1 0.1 -0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.1 -2.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.8 0.5 0.6 -0.3 -0.5 0.2 0.7 0.4 0.7 EUR -0.6 -0.3 -0.3 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 0.7 -0.1 -0.1 0.0 -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 -0.1 -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 -0.1 -0.0 -0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.7 -0.4 -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 -0.1 0.2 -0.1 -0.0 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 -0.0 0.1 -0.1 0.2 -0.1 0.8 -0.1 -0.2 -0.2 0.1 0.3 0.7 0.2 0.7 FEEDCOW -0.6 -0.6 0.3 0.1 0.1 -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 -0.1 0.5 -0.1 -2.7 -0.1 -0.0 0.0 -0.1 0.4 -0.1 1.1 -0.5 -0.6 -0.6 0.1 0.7 0.7 0.7 0.7 GASOIL 0.6 0.5 0.1 0.2 0.1 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 0.0 0.2 0.1 0.2 0.2 1.1 0.0 0.6 0.5 0.3 -0.2 0.6 -0.3 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 0.3 0.4 0.1 -0.0 0.2 0.7 -0.1 0.6 GAS_US_mini 0.0 -0.0 -0.0 0.1 0.1 0.2 0.2 0.1 0.2 -0.0 -0.1 0.0 -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 -0.3 0.1 0.0 -0.1 0.2 -0.2 0.2 -0.1 -0.1 0.1 -0.2 0.5 -0.2 -0.0 -0.0 0.0 0.0 0.0 -0.1 0.0 -0.1 0.2 -0.2 -0.1 0.0 -0.1 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 -0.5 -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 -0.1 0.1 0.6 0.5 0.6 0.2 -0.1 -0.7 HEATOIL 0.6 0.6 0.3 0.2 0.1 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 0.1 0.3 0.2 0.2 0.2 1.1 0.2 0.6 0.4 0.1 0.0 0.3 -0.3 -0.3 JGB-SGX-mini 0.2 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 -0.3 -0.0 0.2 -0.0 -0.1 -0.2 -0.1 -0.4 -0.0 0.4 0.0 0.2 0.0 -0.5 -0.1 -0.7 -0.1 -0.7 JPY -0.5 -0.0 0.0 0.0 -0.1 0.1 -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 -0.1 -0.3 -0.2 -0.5 -0.1 -0.5 -0.1 -0.4 -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 -0.1 0.7 -0.0 0.2 -0.4 -0.3 -0.4 -0.4 0.1 0.2 -0.2 0.5 -0.0 -1.0 0.1 -0.2 0.4 -0.2 0.6 -0.1 -1.1 -0.5 -0.2 -0.3 0.6 -0.5 0.2 -0.3 0.5 LIVECOW -0.6 -0.3 0.1 0.1 0.1 -0.1 0.2 -0.4 0.1 -0.0 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 0.0 -0.0 -0.1 0.2 -0.1 1.1 -0.4 -0.6 -0.5 -0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.2 0.0 0.0 0.1 0.2 -0.1 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 -0.0 NaN -0.1 0.2 -0.5 0.2 -0.8 0.0 -1.2 0.2 -0.7 -0.7 -0.3 0.1 0.8 0.2 0.8 MXP -0.6 -0.6 -0.2 0.0 -0.1 0.2 -0.1 0.2 -0.1 0.0 0.4 -0.1 0.6 -0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.1 0.4 -0.1 -2.7 0.0 -0.0 0.4 -0.1 0.6 -0.1 1.1 -0.4 -0.4 -0.1 0.4 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 0.4 -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 -0.0 0.2 -0.0 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 0.0 0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 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 1.4 -0.0 -0.1 0.0 -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 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 -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 -0.1 0.1 -0.2 0.1 -0.1 0.8 -0.4 -0.3 0.1 0.2 0.2 0.7 0.4 0.7 OATIES 0.6 0.6 0.5 0.1 0.1 -0.1 0.2 -0.6 0.2 0.1 -0.1 0.2 -0.3 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.0 0.2 -0.2 0.2 -0.2 0.2 0.2 0.1 0.2 -0.2 0.2 -0.0 0.5 0.6 0.6 0.2 -0.1 -0.6 -0.0 -0.7 OJ 0.0 -0.1 0.6 0.0 0.0 -0.0 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 0.0 -0.1 -0.3 0.1 -0.4 -0.4 -0.3 -0.5 PALLAD -0.3 -0.6 -0.1 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 1.5 -0.0 -0.0 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 -0.1 -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 0.4 0.6 0.6 0.1 0.1 -0.1 0.2 -0.5 0.2 0.1 0.2 0.1 -0.3 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 0.1 0.3 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 0.1 0.4 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 0.1 0.2 0.0 0.1 -0.1 0.1 -0.4 0.1 -0.6 0.1 -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 -0.1 -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 -0.5 -0.5 -0.5 0.2 0.1 0.5 0.4 RUSSELL -0.6 -0.6 0.0 -0.0 -0.1 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 -0.1 0.1 -0.2 0.3 -0.1 0.1 -0.0 -0.2 -0.2 0.0 -0.1 -0.7 -0.3 -0.7 SHATZ -0.6 0.1 0.1 -0.0 -0.1 -0.0 -0.1 -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 1.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -1.1 -0.5 -0.6 -0.4 -0.3 0.5 0.7 0.6 0.7 SILVER-mini 0.0 -0.6 -0.5 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 0.0 0.4 0.3 0.4 0.0 -0.0 SMI -0.6 -0.4 0.0 -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 -0.1 0.2 -0.1 0.8 0.0 -0.1 0.2 -0.1 0.3 -0.1 1.1 -0.3 -0.1 0.0 0.4 -0.2 0.7 -0.2 0.7 SOFR -0.1 0.4 -0.2 -0.0 -0.1 -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 -0.1 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 0.2 0.5 0.1 0.1 0.2 -0.2 0.2 -0.7 0.2 -0.1 0.5 0.1 0.5 0.2 0.2 0.1 -0.1 0.0 -0.0 0.2 0.1 0.1 0.1 0.2 -1.0 0.2 -0.2 0.4 0.1 0.3 0.2 0.8 -0.5 0.6 0.6 0.4 -0.4 -0.5 -0.4 -0.4 SOYMEAL 0.2 0.4 0.1 0.1 0.1 -0.1 0.2 -0.4 0.1 -0.0 -0.0 -0.0 -0.2 0.1 -0.0 -0.2 -0.3 -0.2 -0.2 0.0 0.0 0.0 -0.1 0.0 -1.7 0.1 -0.1 0.2 0.0 0.1 0.1 -0.1 -0.5 0.1 0.3 -0.0 -0.6 -0.6 -0.5 -0.6 SOYOIL 0.3 0.6 0.4 0.1 0.2 -0.2 0.2 -0.7 0.2 -0.0 0.5 0.2 0.6 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -2.6 0.2 -0.1 0.5 0.2 0.4 0.2 0.5 0.3 0.6 0.6 0.6 -0.3 -0.7 -0.4 -0.7 SP400 -0.6 -0.3 0.2 -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 -0.2 0.4 -0.0 -0.1 0.1 -0.2 0.2 -0.1 -0.1 -0.4 -0.4 0.0 0.2 -0.0 -0.7 -0.3 -0.7 SP500_micro -0.4 -0.6 -0.4 -0.0 -0.1 0.1 -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 0.3 -0.2 -2.1 -0.1 -0.1 -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 0.1 -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 0.0 -0.1 0.1 -0.3 0.1 1.1 -0.1 0.4 -0.2 0.1 0.0 -0.6 0.2 -0.4 US10 -0.2 0.2 -0.2 -0.0 -0.1 -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 -0.1 -1.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.0 0.1 0.1 0.1 -0.3 -0.7 -0.4 -0.7 US10U -0.2 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.2 -0.2 0.4 -0.1 -0.0 0.1 0.0 0.1 0.0 -0.0 0.0 -0.2 0.1 -0.1 -1.8 0.0 -0.2 0.2 -0.2 0.3 -0.1 -0.2 0.0 0.1 0.1 0.2 -0.3 -0.1 -0.6 -0.7 US2 -0.4 0.0 -0.2 -0.0 -0.1 -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 -0.1 1.2 -0.1 -0.1 -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 -0.3 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.2 0.0 -0.1 -1.2 0.0 -0.2 0.1 -0.2 0.2 -0.1 0.0 -0.1 -0.2 -0.0 0.2 -0.2 0.5 -0.3 -0.6 US30 -0.2 0.2 -0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.2 -0.0 -0.1 -0.7 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 -0.3 -0.5 US5 -0.3 0.1 -0.2 -0.0 -0.1 -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 -0.1 0.0 -0.1 -0.8 -0.0 -0.1 0.0 -0.2 0.1 -0.1 -0.5 -0.0 -0.0 0.0 0.1 -0.3 -0.7 -0.4 -0.7 VIX 0.9 1.0 0.3 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 0.4 0.6 0.6 0.1 0.1 -0.1 0.2 -0.5 0.1 0.1 0.1 0.1 -0.3 0.1 0.1 -0.3 -0.4 -0.3 -0.3 0.1 0.0 0.1 -0.1 0.2 0.9 0.2 0.1 0.2 0.1 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 -13.5 3.1 14.4 3.0 -9.5 5.4 -10.2 4.6 -4.3 -2.0 13.1 -0.9 11.9 10.2 12.8 1.3 -0.2 0.9 0.4 11.6 13.4 -1.2 9.8 4.7 10.6 11.9 -3.6 13.8 -1.6 9.6 4.4 6.4 5.5 8.7 19.5 17.6 -4.7 20.0 1.0 20.0 BITCOIN -20.0 -20.0 -20.0 2.4 -3.2 8.7 -3.2 13.3 -1.4 8.9 -12.4 8.9 -6.4 -9.1 -10.6 -2.6 -5.7 -3.5 -4.5 -20.0 -20.0 3.3 -13.7 -10.6 -10.1 -7.0 9.9 -12.1 4.4 -7.5 -0.2 0.1 20.0 11.1 -6.7 -20.0 -8.7 0.3 -20.0 -15.4 BOBL -19.5 6.2 1.3 -1.0 -11.7 -0.4 -13.9 -1.4 -6.7 -9.0 -5.0 -11.2 -3.2 -8.4 -3.7 -3.6 -4.4 -12.4 -8.4 -5.1 -2.7 -18.0 -2.7 -12.4 2.4 -3.9 -11.0 -2.5 -15.9 -2.8 -10.4 -17.0 -16.3 -11.0 -3.4 -5.3 10.7 20.0 17.0 20.0 BTP -20.0 -6.2 -5.2 -1.3 -14.9 -0.5 -17.6 -1.8 -8.5 -11.2 6.0 -14.0 13.0 -10.6 -2.5 9.1 11.5 13.0 12.7 -5.2 1.1 -20.0 4.3 -15.8 -20.0 -4.4 -16.9 1.9 -20.0 4.7 -15.6 13.6 -20.0 -17.7 -7.6 3.4 8.1 20.0 15.0 20.0 BUND -14.1 8.1 2.8 -1.2 -14.2 -0.5 -16.9 -1.7 -8.1 -11.6 -4.1 -14.0 -8.0 -9.1 -2.5 11.1 9.6 15.0 12.7 -3.3 -1.9 -20.0 -3.8 -11.6 0.2 -2.2 -16.7 -1.2 -20.0 -2.9 -10.8 11.7 -14.9 -4.6 -0.4 -2.3 7.3 20.0 12.5 20.0 BUXL -1.3 10.3 4.1 -1.6 -19.1 -0.7 -20.0 -2.3 -10.9 -15.2 -12.1 -16.8 -20.0 -4.9 -5.4 4.0 3.9 4.6 4.4 -2.7 -7.5 -18.6 -16.4 -7.8 4.7 -1.8 -20.0 -6.6 -20.0 -14.3 -10.6 -0.2 1.8 11.0 -1.6 -4.5 -5.2 19.4 -2.6 9.8 CAC -20.0 -9.9 -3.7 -1.9 -15.8 6.8 -20.0 10.7 -13.8 -11.3 7.3 -18.0 16.5 -17.0 -10.2 -3.3 -3.3 -4.6 -4.2 -13.0 0.8 -19.0 7.6 -20.0 7.2 11.7 -6.5 9.5 0.3 6.1 8.9 3.2 20.0 20.0 19.7 3.6 11.2 20.0 7.8 20.0 CAD -4.2 2.8 10.4 4.3 -14.0 7.9 -15.0 6.7 -6.3 -11.8 5.8 -7.6 4.9 1.1 8.3 -6.6 -7.4 -7.0 -7.3 5.0 5.5 -5.9 1.7 0.4 20.0 8.9 -14.7 8.7 -5.6 3.9 3.1 -6.4 16.1 12.6 5.0 4.3 -20.0 -20.0 -20.0 -20.0 CANOLA 2.6 20.0 11.2 6.3 11.5 -3.7 16.9 -12.7 13.4 -6.8 3.7 5.5 0.4 10.8 13.1 -16.3 -15.6 -18.1 -17.6 14.1 7.4 6.9 1.8 15.0 10.6 14.3 -5.9 7.5 8.4 1.7 15.5 -8.5 7.8 20.0 20.0 15.1 4.7 20.0 7.4 20.0 CHF -15.8 1.1 -0.1 2.1 -6.8 3.8 -7.2 3.3 -3.0 -6.3 0.3 -8.5 7.0 -3.5 -0.7 -13.2 -15.6 -14.0 -14.8 -0.3 2.7 -10.5 4.0 -6.0 -1.7 1.9 -10.0 4.6 -9.0 5.4 -3.9 -19.8 -5.0 -4.8 3.3 -0.0 -13.6 -20.0 -13.2 -20.0 COCOA 3.4 -20.0 -20.0 3.0 5.4 -1.8 7.9 -6.0 6.3 4.0 -6.9 2.2 -5.9 -4.7 -6.3 -7.3 2.3 -5.8 -3.1 -16.3 -18.7 1.3 -13.4 -7.4 -20.0 -9.1 3.5 -11.1 2.5 -7.2 -3.1 19.3 0.7 -5.7 -17.9 -13.6 6.8 1.4 11.6 6.0 COFFEE 10.9 -20.0 -20.0 9.1 16.7 -5.4 20.0 -18.5 19.4 3.4 -4.1 6.0 3.4 -15.1 -18.2 11.4 17.7 18.0 19.6 -20.0 -20.0 1.1 0.1 -11.8 -20.0 -11.3 3.5 -9.0 3.7 8.3 -1.6 20.0 -13.2 4.8 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -5.4 -9.1 8.3 1.7 -2.2 6.0 -2.2 9.2 -0.9 -0.6 5.4 -3.4 5.2 -5.5 2.8 -6.1 -6.3 -6.3 -6.3 2.0 5.9 -3.8 6.6 -2.0 -1.1 2.0 -3.0 5.0 -3.2 7.0 -1.1 -1.8 -0.0 -1.7 2.1 -0.0 12.5 20.0 6.9 13.8 CORN 16.8 14.2 9.1 10.1 18.4 -6.0 20.0 -20.0 20.0 6.4 13.1 17.3 -7.0 20.0 16.6 -20.0 -20.0 -20.0 -20.0 16.7 6.7 20.0 -2.8 20.0 12.2 20.0 4.6 10.6 20.0 1.1 20.0 -18.5 13.1 20.0 20.0 11.3 5.2 -4.4 9.1 2.1 COTTON2 13.4 5.4 10.9 9.7 17.6 -5.7 20.0 -19.6 20.0 19.0 -15.9 12.6 -20.0 5.7 -2.3 -20.0 -20.0 -20.0 -20.0 -1.2 -8.0 20.0 -14.4 7.6 -5.3 1.7 20.0 -6.1 20.0 -12.1 11.0 -18.3 7.6 20.0 -12.5 -6.9 -8.6 -15.4 -8.1 -8.7 CRUDE_W 20.0 20.0 18.2 20.0 20.0 20.0 20.0 10.8 20.0 16.0 8.5 20.0 -2.7 20.0 20.0 16.7 5.8 9.3 6.3 20.0 16.0 20.0 3.3 20.0 7.6 20.0 20.0 15.5 20.0 2.5 20.0 -0.1 -9.9 -18.3 -19.6 -11.2 11.0 20.0 1.5 6.3 DAX -20.0 -16.1 -8.6 -1.0 -8.3 3.6 -11.2 5.6 -7.3 -6.3 0.7 -9.1 8.4 -8.2 -3.0 -7.0 -7.5 -8.0 -7.7 -6.3 -0.6 -12.9 3.9 -12.5 -7.8 -5.6 -4.7 -1.0 -10.4 2.3 -10.5 -3.3 -5.3 -10.3 -16.6 -3.9 13.6 20.0 12.4 20.0 DOW -20.0 -20.0 -3.8 -1.2 -9.7 4.2 -13.0 6.5 -8.5 -8.9 7.0 -11.6 11.4 -11.1 -1.1 -6.2 -7.8 -6.8 -7.2 -7.4 3.2 -20.0 9.2 -18.0 -7.8 -6.8 -13.4 1.6 -18.1 6.4 -14.9 -3.2 -4.7 -17.5 -10.8 -4.1 -1.6 -20.0 -9.3 -20.0 DX 20.0 7.3 4.4 2.4 -7.6 4.3 -8.1 3.6 -3.4 5.4 2.9 9.1 -7.6 8.8 4.7 3.9 5.8 4.8 5.3 5.5 1.1 13.0 -1.9 11.1 -15.3 3.8 9.7 -0.6 12.1 -2.3 9.9 15.8 20.0 20.0 -9.7 -14.8 5.2 20.0 10.6 20.0 EUR -20.0 -10.0 -9.0 3.1 -10.1 5.7 -10.8 4.9 -4.5 -6.6 -4.9 -13.3 10.4 -13.6 -9.4 -6.3 -7.7 -7.0 -7.4 -9.0 -1.6 -20.0 4.0 -17.3 5.6 -5.6 -16.7 1.7 -20.0 5.6 -15.2 -6.8 -19.2 -20.0 -12.5 -5.2 -10.4 -20.0 -7.4 -20.0 EURIBOR-ICE -20.0 4.8 -3.1 -0.8 -8.8 -0.3 -10.5 -1.1 -5.0 -6.7 -2.7 -8.5 2.0 -6.3 -2.6 6.6 11.4 10.3 11.5 -3.9 -1.4 -13.9 -0.2 -9.8 -2.1 -2.7 -7.2 -1.4 -11.1 -0.9 -7.5 12.9 -16.2 -11.3 -2.0 -4.3 20.0 20.0 20.0 20.0 EUROSTX -20.0 -18.2 -5.9 -1.1 -9.1 3.9 -12.2 6.1 -7.9 -5.2 7.7 -9.1 10.8 -7.4 1.1 7.7 2.5 7.1 4.7 -2.7 4.3 -12.2 7.6 -10.6 -5.1 -2.1 -5.1 3.8 -10.2 5.7 -8.9 15.4 -2.9 -4.7 -5.1 2.4 8.8 20.0 6.6 20.0 FEEDCOW -20.0 -17.0 8.2 6.4 11.6 -3.8 17.1 -12.9 13.5 -7.7 9.3 -11.7 12.0 -10.3 9.3 11.1 11.2 14.0 13.7 -0.4 10.9 -15.2 18.9 -12.5 -20.0 -7.1 -3.5 1.1 -12.3 10.3 -13.0 20.0 -20.0 -20.0 -20.0 3.1 20.0 20.0 19.6 20.0 GASOIL 17.1 14.1 2.8 15.2 14.4 8.7 20.0 4.2 20.0 2.4 5.9 5.4 5.5 6.3 6.5 20.0 19.3 20.0 20.0 10.9 6.0 13.1 2.9 14.9 -1.8 12.9 5.2 8.0 12.8 4.4 16.1 20.0 1.1 20.0 15.7 8.6 -4.7 19.4 -10.4 1.8 GASOLINE 20.0 20.0 13.1 20.0 20.0 17.3 20.0 8.3 20.0 12.4 12.8 15.2 8.0 16.0 16.0 -20.0 -20.0 -20.0 -20.0 20.0 16.5 20.0 7.2 20.0 -13.3 20.0 20.0 15.6 20.0 6.4 20.0 -20.0 14.1 11.2 2.3 -1.0 4.7 20.0 -3.2 17.3 GAS_US_mini 0.3 -0.8 -1.5 13.7 13.0 7.9 19.6 3.8 18.8 -3.5 -3.0 3.0 -4.7 -3.8 -3.0 10.4 -6.2 20.0 18.0 -1.1 -1.4 -0.2 -1.8 -0.5 12.3 -2.1 -2.0 -2.2 -0.9 -2.0 -1.3 -4.6 -20.0 -20.0 -20.0 -20.0 9.0 -4.8 8.5 -14.6 GBP -15.3 -8.4 2.0 4.3 -13.9 7.8 -14.9 6.7 -6.2 -6.3 2.1 -15.1 13.3 -17.8 -2.3 -0.0 0.0 0.0 0.1 -5.8 1.6 -16.3 6.0 -13.9 -0.6 0.2 -16.0 7.5 -16.3 10.3 -10.3 6.3 -0.9 -7.0 -11.6 5.8 -10.1 -6.5 -4.7 -8.9 GOLD_micro -0.8 -15.5 -20.0 1.2 -1.6 4.4 -1.6 6.7 -0.7 -6.1 5.4 -1.3 6.1 1.3 3.9 -4.8 -8.8 -5.8 -7.0 6.3 9.2 -2.9 9.6 1.6 -18.5 7.4 -3.7 11.8 -1.8 13.9 2.2 -4.7 -4.0 1.9 19.4 14.0 17.9 6.4 -3.5 -20.0 HEATOIL 20.0 20.0 9.5 16.6 15.8 9.5 20.0 4.6 20.0 6.5 6.7 8.5 5.7 8.9 8.3 20.0 20.0 20.0 20.0 20.0 11.3 20.0 5.5 20.0 -9.0 16.0 11.3 9.5 19.8 5.1 20.0 20.0 8.3 20.0 12.5 3.7 0.5 8.7 -10.4 -10.0 JGB-SGX-mini 7.5 20.0 7.4 -0.6 -7.0 -0.2 -8.3 -0.9 -4.0 -7.1 -6.2 -6.1 -7.4 -0.5 -4.0 6.9 10.1 5.2 7.0 -2.7 -6.8 -6.5 -9.3 -2.3 1.2 -3.7 -7.2 -8.3 -5.4 -10.3 -2.2 7.8 1.4 7.6 0.4 -16.4 -3.6 -20.0 -2.9 -20.0 JPY -16.3 -0.2 0.6 2.8 -9.0 5.1 -9.6 4.3 -4.0 -9.2 -12.0 -13.0 -12.4 -11.8 -9.6 -8.2 -10.0 -8.6 -9.0 -9.6 -11.1 -14.0 -13.4 -12.5 20.0 -8.3 -11.8 -10.3 -16.0 -13.1 -12.6 -10.0 -2.9 -12.3 -10.3 -16.9 -2.5 -15.4 3.0 -18.7 LEANHOG -3.1 -0.7 11.5 11.3 20.0 -6.7 20.0 -20.0 20.0 -20.0 16.4 -6.6 19.7 -1.7 16.1 -20.0 -15.8 -20.0 -20.0 9.7 15.6 -17.4 16.7 -3.0 -7.8 8.1 -20.0 15.9 -20.0 16.1 -6.8 -20.0 -20.0 -7.2 -8.8 20.0 -13.6 7.1 -7.7 15.7 LIVECOW -20.0 -8.6 3.9 6.1 11.2 -3.6 16.4 -12.4 13.0 -1.4 7.0 -8.1 10.2 -7.4 8.7 15.3 7.1 8.5 5.5 -0.0 6.0 -6.2 12.0 -6.3 -20.0 -5.4 1.5 -1.3 -5.7 5.5 -7.8 20.0 -17.5 -20.0 -16.5 -1.9 20.0 20.0 20.0 20.0 LUMBER-new -5.4 0.9 0.8 8.0 14.6 -4.8 20.0 -16.1 17.0 16.9 -16.9 2.9 -16.6 -7.1 -9.5 -20.0 -20.0 -20.0 -20.0 -9.2 -16.7 10.6 -20.0 -1.5 NaN -8.6 20.0 -16.5 15.0 -19.5 1.2 -20.0 6.3 -17.4 -18.7 -9.1 3.6 20.0 6.3 20.0 MXP -20.0 -18.5 -5.2 3.3 -10.7 6.1 -11.5 5.2 -4.8 0.5 13.3 -10.7 16.1 -6.2 8.3 8.1 12.2 10.1 11.2 3.0 12.4 -11.9 15.6 -8.2 -20.0 3.8 -4.4 13.6 -11.4 16.8 -7.9 20.0 -15.7 -13.4 -3.0 12.5 9.3 7.3 20.0 9.8 NASDAQ_micro -2.4 -20.0 -15.6 -1.2 -10.5 4.5 -14.0 7.0 -9.1 -5.9 2.2 -8.2 11.2 -10.5 -7.0 -7.0 -8.4 -7.6 -7.9 -6.4 0.0 -8.6 8.8 -7.9 -20.0 -6.0 -6.6 -1.4 -7.0 5.4 -6.7 -4.4 20.0 11.4 -9.3 -15.4 11.4 -20.0 9.6 -20.0 NIKKEI -20.0 -9.6 -11.3 -0.7 -5.8 2.5 -7.7 3.9 -5.1 -0.7 6.3 -3.7 7.2 -2.0 2.9 4.2 7.5 6.6 6.9 2.8 7.3 -5.7 8.9 -3.1 -9.9 3.2 -1.7 7.4 -4.1 9.1 -1.7 20.0 1.5 -0.5 8.4 6.1 -12.2 -1.8 -18.0 1.1 NZD -18.2 1.3 14.0 2.3 -7.5 4.2 -8.0 3.6 -3.4 -3.1 3.4 -8.0 0.5 -2.8 3.6 -3.2 -3.5 -3.5 -3.7 0.0 2.0 -9.3 0.2 -5.6 10.6 -0.0 -8.7 1.7 -9.6 -0.3 -5.8 0.0 -5.3 -9.2 -0.4 0.7 -5.0 20.0 5.9 20.0 OAT -20.0 1.9 5.5 -1.0 -12.0 -0.4 -14.3 -1.5 -6.9 -8.4 5.0 -11.0 1.7 -7.5 0.3 11.3 12.6 12.6 13.4 -1.6 1.7 -17.8 0.7 -10.5 -0.9 -0.2 -12.8 2.9 -16.6 1.9 -9.3 15.6 -18.5 -8.0 3.6 6.5 5.8 20.0 12.4 20.0 OATIES 20.0 20.0 14.3 7.8 14.2 -4.6 20.0 -15.8 16.5 9.7 -2.3 14.7 -9.0 16.2 13.4 -7.1 -10.8 -9.4 -11.8 17.3 3.3 20.0 -5.9 20.0 -1.9 16.8 17.9 3.1 20.0 -6.1 20.0 -0.3 20.0 20.0 20.0 7.1 -4.0 -17.7 -1.5 -20.0 OJ 1.5 -4.3 20.0 3.0 5.4 -1.8 8.0 -6.0 6.3 6.2 -3.5 3.2 -5.8 -1.2 0.3 3.1 2.7 2.2 1.4 -0.7 -2.7 4.1 -5.5 1.2 -20.0 -0.7 4.1 -1.3 2.9 -3.3 0.1 20.0 1.2 -3.4 -8.4 4.3 -10.5 -13.4 -8.2 -14.1 PALLAD -10.6 -17.4 -3.7 1.4 -1.8 4.9 -1.8 7.5 -0.8 -3.0 2.1 -6.1 3.8 -6.9 -2.1 -3.3 -3.1 -3.2 -3.1 -2.0 2.7 -6.2 5.1 -5.4 11.2 -3.0 -4.1 1.9 -5.3 6.5 -5.0 3.7 -4.0 -7.0 -7.0 -7.3 16.2 3.1 3.5 -5.8 PLAT -1.9 -19.6 -11.0 1.2 -1.6 4.4 -1.6 6.7 -0.7 -1.9 2.0 -3.1 3.9 -4.2 0.0 -2.1 -3.3 -2.4 -2.8 0.6 4.2 -3.0 5.7 -1.9 -1.2 0.6 -2.5 5.1 -2.4 8.6 -1.7 3.8 -2.9 -0.2 -5.1 3.4 20.0 9.8 6.8 -2.7 REDWHEAT 12.3 17.2 20.0 6.8 12.5 -4.1 18.3 -13.8 14.5 10.4 6.0 12.9 -9.6 13.5 12.8 -12.4 -15.7 -13.9 -15.0 14.2 6.5 18.2 -2.3 18.9 5.7 16.1 10.5 9.4 17.3 1.2 19.0 -6.7 12.7 20.0 20.0 15.2 -20.0 -20.0 -20.0 -20.0 RICE 3.3 13.3 18.7 3.9 7.2 -2.3 10.6 -8.0 8.4 7.4 -5.7 7.2 -7.9 3.5 2.8 -20.0 -15.3 -20.0 -20.0 1.0 -4.8 8.2 -11.9 4.9 1.6 3.3 6.9 -2.8 9.3 -11.6 6.6 -11.5 5.3 -3.3 1.8 3.0 -18.4 -16.6 -13.8 -16.7 ROBUSTA 1.1 -10.3 -13.2 4.4 8.0 -2.6 11.8 -8.9 9.4 -8.0 -1.2 -5.1 -3.3 -7.1 -7.5 12.3 15.4 16.9 16.0 -7.3 -6.4 -10.2 -3.7 -7.5 -20.0 -5.9 -11.6 -5.1 -8.6 -2.8 -6.3 20.0 -20.0 -15.2 -15.0 -14.8 6.8 3.4 16.3 10.7 RUSSELL -20.0 -19.8 1.3 -1.3 -10.6 4.6 -14.2 7.2 -9.3 -10.3 8.7 -11.9 12.1 -10.7 1.9 -4.3 -5.1 -4.7 -4.8 -4.1 5.7 -19.6 10.0 -14.6 6.3 -4.2 -12.9 3.9 -16.4 7.5 -12.5 1.1 -2.1 -7.6 -6.9 1.3 -2.1 -20.0 -10.0 -20.0 SHATZ -20.0 3.9 2.8 -0.8 -9.7 -0.3 -11.5 -1.2 -5.5 -8.0 -7.4 -9.6 -7.7 -7.8 -5.2 -1.2 -10.1 -0.5 -4.6 -8.3 -5.0 -18.9 -3.9 -15.0 7.7 -7.6 -10.6 -5.2 -16.2 -4.3 -13.2 -20.0 -20.0 -20.0 -13.2 -10.7 14.1 20.0 17.8 20.0 SILVER-mini 0.0 -20.0 -14.9 1.2 -1.6 4.3 -1.6 6.5 -0.7 -5.0 2.4 -1.0 3.9 -3.1 0.4 -2.1 -5.7 -3.8 -4.8 2.1 5.2 -2.6 5.8 -0.9 -7.4 2.6 -2.4 7.6 -1.6 10.2 -0.6 -0.1 -0.4 0.9 0.8 11.2 9.8 12.7 1.3 -0.4 SMI -20.0 -12.3 1.1 -0.9 -8.0 3.4 -10.7 5.4 -7.0 -7.3 7.2 -9.5 8.9 -6.8 1.2 10.9 7.8 11.5 9.9 -0.8 6.2 -15.6 7.8 -10.9 5.8 1.5 -6.5 7.7 -11.8 8.3 -7.5 20.0 -14.5 -3.4 0.5 12.4 -5.5 20.0 -6.1 20.0 SOFR -1.6 13.3 -6.4 -1.3 -14.8 -0.5 -17.6 -1.8 -8.5 -8.2 1.3 -11.2 11.4 0.9 2.5 5.4 6.6 6.9 7.1 3.6 3.1 -10.5 4.2 -1.7 -20.0 7.0 -8.5 6.2 -9.4 5.7 0.8 4.7 8.2 12.6 16.7 8.2 -14.0 -11.4 -19.7 -20.0 SOYBEAN 5.6 15.6 3.7 10.3 18.7 -6.1 20.0 -20.0 20.0 -8.5 17.8 9.3 13.6 20.0 19.7 6.7 -3.2 1.9 -1.1 19.0 12.4 8.0 5.0 20.0 -7.7 18.3 -20.0 13.1 7.5 7.1 18.8 15.7 -19.9 20.0 20.0 11.4 -13.0 -14.6 -11.2 -11.2 SOYMEAL 5.2 11.0 1.6 6.1 11.2 -3.7 16.4 -12.4 13.0 -4.3 -1.8 -0.4 -6.8 7.5 -0.8 -8.1 -13.4 -10.4 -12.1 3.7 1.2 0.7 -2.6 4.0 -12.7 6.8 -6.1 6.0 0.9 2.2 5.3 -2.5 -20.0 3.2 8.9 -1.2 -16.6 -18.2 -14.3 -17.5 SOYOIL 9.5 20.0 12.8 9.5 17.3 -5.6 20.0 -19.2 20.0 -1.9 17.3 16.5 16.0 20.0 20.0 -1.8 -5.8 -5.4 -6.3 20.0 20.0 20.0 15.9 20.0 -19.6 20.0 -8.6 20.0 18.5 11.2 20.0 9.4 10.8 20.0 20.0 20.0 -9.8 -20.0 -11.3 -20.0 SP400 -20.0 -10.7 7.5 -1.2 -10.5 4.6 -14.1 7.1 -9.2 -11.0 9.4 -12.3 11.4 -8.6 5.0 -5.7 -6.3 -6.3 -6.2 -1.3 7.0 -20.0 8.5 -14.7 3.2 -1.7 -15.9 4.1 -19.1 4.6 -12.0 -1.1 -16.0 -12.3 0.9 5.1 -1.5 -20.0 -9.6 -20.0 SP500_micro -13.7 -20.0 -13.0 -1.5 -12.7 5.5 -17.0 8.5 -11.1 -9.1 9.5 -12.8 16.1 -12.7 -1.6 -7.9 -9.3 -8.6 -8.8 -8.1 2.6 -20.0 12.8 -15.9 -15.9 -9.1 -13.6 -1.7 -16.9 5.6 -14.3 -5.9 5.7 -2.9 -15.1 -14.7 16.4 -20.0 17.2 -20.0 SUGAR11 14.4 5.7 6.6 6.5 11.8 -3.8 17.3 -13.1 13.7 6.3 -11.7 9.6 -14.1 6.2 -2.0 5.1 12.7 13.6 13.2 -0.8 -8.0 8.7 -14.0 5.8 -20.0 2.7 5.0 -3.5 10.5 -9.5 7.9 20.0 -4.3 13.6 -6.5 3.5 1.2 -19.1 5.1 -12.4 US10 -6.3 5.1 -5.6 -1.1 -12.9 -0.4 -15.3 -1.6 -7.3 -8.0 2.1 -11.4 8.1 -4.6 -2.1 2.4 1.4 2.7 2.4 -0.9 0.8 -13.2 2.1 -6.4 -8.1 1.3 -10.7 2.7 -12.6 3.8 -4.5 -3.7 0.7 2.6 3.2 3.7 -7.6 -20.0 -11.8 -20.0 US10U -6.3 4.0 -4.2 -1.6 -18.9 -0.7 -20.0 -2.3 -10.8 -12.6 5.9 -16.3 11.1 -6.0 -2.0 2.5 0.9 2.8 2.2 -0.8 2.1 -20.0 3.2 -9.2 -13.8 2.3 -18.5 6.1 -20.0 7.8 -8.0 -4.6 2.0 2.0 2.5 7.5 -8.3 -4.3 -18.6 -20.0 US2 -13.2 0.6 -5.1 -1.1 -12.9 -0.4 -15.4 -1.6 -7.4 -6.8 -6.2 -11.4 -0.5 -9.9 -8.3 -9.8 -12.9 -10.3 -10.8 -7.7 -4.1 -18.6 -2.0 -13.7 9.2 -5.4 -13.4 -2.7 -16.7 -0.5 -10.9 -20.0 -7.1 -12.7 -7.2 -3.4 -6.5 -20.0 -8.5 -20.0 US20 -9.4 4.2 -0.8 -1.2 -13.9 -0.5 -16.5 -1.7 -8.0 -10.1 4.3 -12.1 4.0 -4.9 -0.9 4.7 4.1 5.1 4.8 -0.6 1.8 -18.6 1.4 -8.6 -9.0 0.5 -19.5 4.4 -20.0 4.9 -9.4 0.5 -5.0 -4.7 -0.6 5.9 -5.4 16.0 -9.9 -16.8 US30 -5.9 5.2 -0.4 -1.5 -17.2 -0.6 -20.0 -2.1 -9.8 -12.8 -0.6 -14.4 -3.7 -4.9 -1.5 2.0 -0.1 2.2 1.3 -0.8 0.3 -18.6 -1.7 -8.1 -5.6 0.4 -20.0 3.9 -20.0 3.2 -10.5 -6.2 4.5 -0.8 -0.2 4.8 -8.6 12.6 -7.6 -14.7 US5 -8.4 4.4 -5.6 -1.2 -13.6 -0.5 -16.1 -1.6 -7.7 -7.3 -0.2 -11.7 8.2 -6.4 -3.7 0.0 -1.5 0.1 -0.3 -2.6 -0.4 -14.9 1.3 -8.4 -6.1 -0.3 -11.1 1.6 -13.9 3.0 -6.4 -8.7 -0.4 -1.3 1.2 2.9 -7.6 -20.0 -11.3 -20.0 VIX 18.3 20.0 5.1 7.2 4.1 1.8 10.4 -0.6 11.3 4.2 -2.7 7.3 -8.4 7.9 2.5 6.7 -20.0 -18.2 -20.0 7.2 1.4 11.7 -1.5 12.3 NaN 7.9 4.3 2.1 10.9 -0.7 12.2 NaN NaN NaN NaN NaN -4.5 -20.0 NaN NaN WHEAT 12.3 20.0 18.0 6.4 11.6 -3.8 17.0 -12.9 13.5 6.6 2.1 10.2 -9.7 11.4 10.2 -13.7 -18.0 -16.4 -17.2 11.5 4.6 12.3 -2.9 14.6 7.0 14.6 5.7 8.4 12.5 1.3 16.1 -10.4 1.1 20.0 20.0 12.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3