******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260318_203928 produced at 2026-03-18 21:36:02.392272 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.83 0.0 0.00 0.00 0.00 0.00 -8.23 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.28 0.0 0.00 0.00 0.00 0.00 -8.13 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -2.93 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.92 24.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.12 -0.09 0.0 0.84 -0.84 -0.12 -0.12 -1.49 14.0 -2 -2 caleb_strategy_v3 CHF False False 0.07 0.00 -0.08 0.0 0.87 -0.87 0.00 0.00 -1.18 13.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.08 0.0 1.14 -1.14 0.00 0.00 -1.76 25.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.07 0.0 0.56 -0.56 -0.10 -0.17 -2.11 17.0 -3 -5 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -23.81 59.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.03 -0.06 0.0 0.64 -0.64 -0.03 -0.01 -6.16 66.0 -3 -1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.06 0.0 0.67 -0.67 0.00 0.00 -4.23 48.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.05 0.0 0.23 -0.23 0.00 0.00 -2.97 13.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.62 -0.62 -0.05 -0.05 -0.84 13.0 -1 -1 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.04 0.0 0.57 -0.57 -0.06 0.00 -0.65 10.0 -1 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.79 -0.79 0.00 0.00 -0.92 17.0 0 0 caleb_strategy_v3 NASDAQ_micro False True 0.02 -0.14 -0.04 0.0 0.00 -0.14 -0.14 -0.12 -2.04 23.0 -7 -6 caleb_strategy_v3 RUSSELL False False 0.01 -0.06 -0.03 0.0 0.36 -0.36 -0.06 -0.05 -4.99 68.0 -12 -9 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -3.56 3.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.03 0.0 1.06 -1.06 -0.06 -0.06 -0.58 19.0 -1 -1 caleb_strategy_v3 SP400 False False 0.14 0.00 -0.03 0.0 0.28 -0.28 0.00 -0.14 -0.22 2.0 0 -1 caleb_strategy_v3 GBP False False 0.03 0.00 -0.02 0.0 0.76 -0.76 0.00 0.00 -0.71 22.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.04 -0.04 0.00 0.00 -2.08 4.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.10 -0.02 0.0 0.29 -0.29 -0.10 -0.10 -0.33 6.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.35 9.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.02 -1.90 58.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.16 -0.16 -0.04 -0.04 -1.41 11.0 -3 -3 caleb_strategy_v3 BUXL False False 0.05 -0.11 -0.01 0.0 0.21 -0.21 -0.11 -0.11 -0.12 4.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.01 0.0 1.15 -1.15 -0.02 0.00 -0.41 56.0 -1 0 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.01 0.0 0.51 -0.51 0.00 0.00 -0.75 36.0 0 0 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 0.36 -0.36 -0.03 -0.03 -0.82 26.0 -2 -2 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.66 3.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.01 -0.01 -0.01 0.0 0.34 -0.34 -0.01 -0.01 -0.44 23.0 -1 -1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.43 -0.43 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.19 9.0 0 0 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 GAS_US_mini False True 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.48 26.0 1 1 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.00 0.0 0.13 -0.13 -0.01 -0.01 -0.49 18.0 -1 -2 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.00 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.06 6.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.01 0.0 0.89 -0.89 0.00 0.00 0.41 29.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 -0.04 0.01 0.0 0.67 -0.67 -0.04 0.00 0.17 17.0 -1 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.01 0.0 0.59 -0.59 0.00 0.00 0.13 8.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.51 -0.51 0.02 0.02 0.58 21.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.02 0.26 7.0 1 1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.34 10.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.08 0.01 0.0 0.54 -0.54 0.08 0.08 0.39 20.0 3 3 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.49 2.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.33 999999999.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.58 4.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 1.94 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.42 9.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 6.39 51.0 1 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.04 0.0 0.12 -0.12 0.04 0.04 3.76 12.0 4 4 caleb_strategy_v3 HEATOIL False False 0.06 0.13 0.04 0.0 0.19 -0.19 0.13 0.19 0.66 3.0 2 3 caleb_strategy_v3 OAT False False 0.06 0.23 0.04 0.0 0.58 -0.58 0.23 0.23 0.77 10.0 4 4 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.04 0.0 999.00 -999.00 0.05 0.05 0.72 999999999.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.33 12.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.52 999999999.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.07 0.0 0.56 -0.56 0.03 0.03 2.49 19.0 1 1 caleb_strategy_v3 MXP False False 0.01 0.19 0.08 0.0 0.70 -0.70 0.19 0.17 6.61 60.0 16 15 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.15 0.0 1.18 -1.18 0.00 0.00 1.24 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.07 0.20 0.0 0.16 -0.16 0.07 0.07 6.24 5.0 2 2 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.6 Shocked risk 32.8 Sum abs risk 34.8 Leverage 3.48 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2385978.21, 'annual_cash_vol_target': 596494.5525, 'daily_cash_vol_target': 37280.90953125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0052 0.7026 0.7414 11.8617 BITCOIN 2119.7466 71345.0000 2.9711 47.5379 BOBL 0.2546 115.7800 0.2199 3.5188 BTP 0.5907 117.9600 0.5008 8.0127 BUND 0.4394 125.8400 0.3491 5.5864 BUXL 0.7868 109.7000 0.7173 11.4762 CAC 60.1659 7912.5000 0.7604 12.1663 CAD 0.0028 0.7314 0.3847 6.1549 CANOLA 10.4255 738.0000 1.4127 22.6026 CHF 0.0069 1.2738 0.5405 8.6479 COCOA 112.0381 3309.0000 3.3859 54.1738 COFFEE 4.6076 292.5500 1.5750 25.1996 COPPER 0.0978 5.5600 1.7586 28.1383 CORN 4.8601 490.5000 0.9908 15.8535 COTTON2 0.8459 68.7000 1.2313 19.7011 CRUDE_W 1.1451 78.3200 1.4620 23.3925 DAX 247.2633 23728.0000 1.0421 16.6732 DOW 364.9730 46506.0000 0.7848 12.5566 DX 0.4404 99.9650 0.4406 7.0491 EUR 0.0056 1.1515 0.4880 7.8083 EURIBOR-ICE 0.0566 97.3450 0.0581 0.9296 EUROSTX 63.3050 5615.0000 1.1274 18.0388 FEEDCOW 3.2428 350.2500 0.9259 14.8138 GASOIL 44.0232 1019.2500 4.3192 69.1068 GASOLINE 0.0553 3.0442 1.8173 29.0761 GAS_US_mini 0.1620 3.1300 5.1768 82.8296 GBP 0.0067 1.3274 0.5061 8.0980 GOLD_micro 79.0462 4881.4000 1.6193 25.9094 HEATOIL 0.0917 3.6347 2.5234 40.3748 JGB-SGX-mini 0.2733 131.2200 0.2083 3.3327 JPY 0.0000 0.0063 0.5842 9.3474 LEANHOG 1.0156 107.4250 0.9454 15.1269 LIVECOW 2.0146 234.2250 0.8601 13.7617 LUMBER-new 6.8021 612.0000 1.1115 17.7834 MXP 0.0004 0.0556 0.7884 12.6144 NASDAQ_micro 218.0875 24428.5000 0.8928 14.2841 NIKKEI 806.6925 53470.0000 1.5087 24.1389 NZD 0.0045 0.5821 0.7653 12.2454 OAT 0.5164 119.4300 0.4324 6.9185 OATIES 6.3595 358.7500 1.7727 28.3629 OJ 6.8590 180.5500 3.7990 60.7832 PALLAD 53.7308 1507.0000 3.5654 57.0466 PLAT 70.1192 2028.3000 3.4570 55.3127 REDWHEAT 11.3815 639.7500 1.7790 28.4648 RICE 0.1475 11.7050 1.2604 20.1660 ROBUSTA 69.2816 3576.0000 1.9374 30.9985 RUSSELL 28.3432 2495.4000 1.1358 18.1731 SHATZ 0.0980 105.9450 0.0925 1.4799 SILVER-mini 3.4537 76.5375 4.5125 72.1992 SMI 124.7050 12491.0000 0.9984 15.9737 SOFR 0.0549 96.5650 0.0569 0.9103 SOYBEAN 10.9025 1143.0000 0.9538 15.2616 SOYMEAL 4.5568 319.3000 1.4271 22.8339 SOYOIL 0.9977 65.3700 1.5262 24.4197 SP400 32.4376 3385.1000 0.9582 15.3319 SP500_micro 47.9495 6675.5000 0.7183 11.4926 SUGAR11 0.2305 14.9600 1.5410 24.6555 US10 0.3593 111.4844 0.3223 5.1570 US10U 0.4517 113.9688 0.3964 6.3417 US2 0.0981 103.8203 0.0945 1.5120 US20 0.6626 114.1875 0.5803 9.2841 US30 0.8986 116.7812 0.7695 12.3122 US5 0.2413 108.4375 0.2225 3.5606 VIX 0.8579 23.9000 3.5896 57.4338 WHEAT 10.4931 645.2500 1.6262 26.0193 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 702.55 0.74 520.84 1.00 520.84 37280.91 71.58 13.39 95.83 BITCOIN 71.34 2.97 211.97 1.00 211.97 37280.91 175.87 -12.48 -219.58 BOBL 1157.80 0.22 254.63 1.15 292.41 37280.91 127.50 -4.49 -57.19 BTP 1179.60 0.50 590.73 1.15 678.38 37280.91 54.96 -3.44 -18.89 BUND 1258.40 0.35 439.37 1.15 504.56 37280.91 73.89 0.48 3.57 BUXL 1097.00 0.72 786.83 1.15 903.57 37280.91 41.26 -2.76 -11.38 CAC 791.25 0.76 601.66 1.15 690.92 37280.91 53.96 7.21 38.91 CAD 731.40 0.38 281.35 1.00 281.35 37280.91 132.51 1.19 15.83 CANOLA 147.60 1.41 208.51 0.73 152.27 37280.91 244.83 10.71 262.24 CHF 1592.31 0.54 860.63 1.00 860.63 37280.91 43.32 -10.52 -45.56 COCOA 330.90 3.39 1120.38 1.00 1120.38 37280.91 33.28 -10.12 -33.66 COFFEE 1097.06 1.57 1727.85 1.00 1727.85 37280.91 21.58 -2.04 -4.40 COPPER 1390.00 1.76 2444.52 1.00 2444.52 37280.91 15.25 2.02 3.09 CORN 245.25 0.99 243.00 1.00 243.00 37280.91 153.42 10.05 154.18 COTTON2 343.50 1.23 422.96 1.00 422.96 37280.91 88.14 -6.56 -57.78 CRUDE_W 783.20 1.46 1145.06 1.00 1145.06 37280.91 32.56 17.66 57.50 DAX 237.28 1.04 247.26 1.15 282.71 37280.91 131.87 -4.22 -55.65 DOW 232.53 0.78 182.49 1.00 182.49 37280.91 204.29 -12.95 -264.52 DX 999.65 0.44 440.42 1.00 440.42 37280.91 84.65 6.90 58.40 EUR 1439.38 0.49 702.44 1.00 702.44 37280.91 53.07 -10.79 -57.24 EURIBOR-ICE 2433.62 0.06 141.40 1.15 162.38 37280.91 229.60 1.58 36.19 EUROSTX 561.50 1.13 633.05 1.15 726.97 37280.91 51.28 2.20 11.28 FEEDCOW 1751.25 0.93 1621.41 1.00 1621.41 37280.91 22.99 1.73 3.97 GASOIL 1019.25 4.32 4402.32 1.00 4402.32 37280.91 8.47 15.76 13.34 GASOLINE 1278.56 1.82 2323.48 1.00 2323.48 37280.91 16.05 10.36 16.62 GAS_US_mini 78.25 5.18 405.09 1.00 405.09 37280.91 92.03 0.48 4.41 GBP 829.62 0.51 419.89 1.00 419.89 37280.91 88.79 -3.09 -27.44 GOLD_micro 488.14 1.62 790.46 1.00 790.46 37280.91 47.16 -2.56 -12.07 HEATOIL 1526.57 2.52 3852.19 1.00 3852.19 37280.91 9.68 15.65 15.14 JGB-SGX-mini 131220.00 0.21 27332.59 0.01 171.52 37280.91 217.35 -3.45 -74.97 JPY 787.88 0.58 460.29 1.00 460.29 37280.91 80.99 -10.01 -81.06 LEANHOG 429.70 0.95 406.25 1.00 406.25 37280.91 91.77 -5.32 -48.84 LIVECOW 936.90 0.86 805.84 1.00 805.84 37280.91 46.26 1.13 5.24 LUMBER-new 168.30 1.11 187.06 1.00 187.06 37280.91 199.30 -7.33 -146.04 MXP 278.15 0.79 219.29 1.00 219.29 37280.91 170.01 2.64 44.96 NASDAQ_micro 488.57 0.89 436.18 1.00 436.18 37280.91 85.47 -10.27 -87.77 NIKKEI 53470.00 1.51 80669.25 0.01 506.23 37280.91 73.64 -0.94 -6.94 NZD 582.15 0.77 445.54 1.00 445.54 37280.91 83.68 2.67 22.30 OAT 1194.30 0.43 516.42 1.15 593.04 37280.91 62.86 3.56 22.41 OATIES 179.38 1.77 317.97 1.00 317.97 37280.91 117.24 5.20 60.98 OJ 270.82 3.80 1028.85 1.00 1028.85 37280.91 36.24 -7.52 -27.26 PALLAD 1507.00 3.57 5373.08 1.00 5373.08 37280.91 6.94 0.97 0.67 PLAT 1014.15 3.46 3505.96 1.00 3505.96 37280.91 10.63 1.85 1.97 REDWHEAT 319.88 1.78 569.07 1.00 569.07 37280.91 65.51 3.96 25.96 RICE 234.10 1.26 295.05 1.00 295.05 37280.91 126.35 -6.76 -85.39 ROBUSTA 357.60 1.94 692.82 1.00 692.82 37280.91 53.81 -6.21 -33.42 RUSSELL 124.77 1.14 141.72 1.00 141.72 37280.91 263.07 -5.71 -150.30 SHATZ 1059.45 0.09 97.99 1.15 112.53 37280.91 331.30 -5.70 -188.84 SILVER-mini 1913.44 4.51 8634.29 1.00 8634.29 37280.91 4.32 0.21 0.09 SMI 1249.10 1.00 1247.05 1.27 1580.82 37280.91 23.58 5.24 12.37 SOFR 2414.12 0.06 137.34 1.00 137.34 37280.91 271.45 -4.98 -135.27 SOYBEAN 571.50 0.95 545.12 1.00 545.12 37280.91 68.39 4.06 27.79 SOYMEAL 319.30 1.43 455.68 1.00 455.68 37280.91 81.81 -8.46 -69.19 SOYOIL 392.22 1.53 598.62 1.00 598.62 37280.91 62.28 5.83 36.33 SP400 3385.10 0.96 3243.76 1.00 3243.76 37280.91 11.49 -5.65 -6.49 SP500_micro 333.78 0.72 239.75 1.00 239.75 37280.91 155.50 -11.70 -181.90 SUGAR11 167.55 1.54 258.19 1.00 258.19 37280.91 144.39 -1.41 -20.31 US10 1114.84 0.32 359.33 1.00 359.33 37280.91 103.75 -6.97 -72.34 US10U 1139.69 0.40 451.72 1.00 451.72 37280.91 82.53 -7.97 -65.81 US2 2076.41 0.09 196.22 1.00 196.22 37280.91 190.00 -12.17 -231.23 US20 1141.88 0.58 662.58 1.00 662.58 37280.91 56.27 -4.89 -27.53 US30 1167.81 0.77 898.65 1.00 898.65 37280.91 41.49 -6.22 -25.81 US5 1084.38 0.22 241.31 1.00 241.31 37280.91 154.49 -8.95 -138.33 VIX 239.00 3.59 857.92 1.00 857.92 37280.91 43.46 1.80 7.84 WHEAT 322.62 1.63 524.65 1.00 524.65 37280.91 71.06 1.98 14.04 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 95.835 0.010 2.5 2.490 BITCOIN -219.577 0.043 2.5 -23.811 BOBL -57.194 0.004 2.5 -0.581 BTP -18.889 0.014 2.5 -0.645 BUND 3.568 0.004 2.5 0.036 BUXL -11.380 0.004 2.5 -0.116 CAC 38.910 0.014 2.5 1.329 CAD 15.829 0.010 2.5 0.411 CANOLA 262.243 0.010 2.5 6.389 CHF -45.556 0.010 2.5 -1.184 COCOA -33.660 0.010 2.5 -0.820 COFFEE -4.404 0.005 2.5 -0.059 COPPER 3.088 0.043 2.5 0.335 CORN 154.178 0.010 2.5 3.756 COTTON2 -57.781 0.010 2.5 -1.408 CRUDE_W 57.500 0.043 2.5 6.235 DAX -55.651 0.014 2.5 -1.901 DOW -264.520 0.009 2.5 -6.156 DX 58.400 0.010 2.5 1.517 EUR -57.242 0.010 2.5 -1.487 EURIBOR-ICE 36.194 0.014 2.5 1.236 EUROSTX 11.275 0.014 2.5 0.385 FEEDCOW 3.968 0.013 2.5 0.132 GASOIL 13.343 0.017 2.5 0.579 GASOLINE 16.620 0.017 2.5 0.721 GAS_US_mini 4.411 0.043 2.5 0.478 GBP -27.440 0.010 2.5 -0.713 GOLD_micro -12.074 0.014 2.5 -0.412 HEATOIL 15.143 0.017 2.5 0.657 JGB-SGX-mini -74.972 0.043 2.5 -8.130 JPY -81.059 0.010 2.5 -2.106 LEANHOG -48.835 0.024 2.5 -2.972 LIVECOW 5.241 0.013 2.5 0.174 LUMBER-new -146.037 0.010 2.5 -3.558 MXP 44.965 0.059 2.5 6.609 NASDAQ_micro -87.768 0.009 2.5 -2.043 NIKKEI -6.943 0.043 2.5 -0.753 NZD 22.303 0.010 2.5 0.580 OAT 22.405 0.014 2.5 0.765 OATIES 60.982 0.010 2.5 1.486 OJ -27.259 0.010 2.5 -0.664 PALLAD 0.672 0.014 2.5 0.023 PLAT 1.968 0.014 2.5 0.067 REDWHEAT 25.964 0.005 2.5 0.345 RICE -85.385 0.010 2.5 -2.080 ROBUSTA -33.420 0.005 2.5 -0.444 RUSSELL -150.304 0.013 2.5 -4.988 SHATZ -188.837 0.004 2.5 -1.918 SILVER-mini 0.089 0.014 2.5 0.003 SMI 12.366 0.014 2.5 0.422 SOFR -135.265 0.024 2.5 -8.232 SOYBEAN 27.794 0.004 2.5 0.259 SOYMEAL -69.190 0.004 2.5 -0.644 SOYOIL 36.326 0.004 2.5 0.339 SP400 -6.488 0.013 2.5 -0.215 SP500_micro -181.902 0.009 2.5 -4.233 SUGAR11 -20.314 0.010 2.5 -0.495 US10 -72.342 0.005 2.5 -0.918 US10U -65.815 0.005 2.5 -0.835 US2 -231.228 0.005 2.5 -2.934 US20 -27.529 0.005 2.5 -0.349 US30 -25.811 0.005 2.5 -0.328 US5 -138.332 0.005 2.5 -1.755 VIX 7.836 0.099 2.5 1.937 WHEAT 14.038 0.005 2.5 0.186 ===================== Position diags ===================== AUD 1.86 BITCOIN 19.07 BOBL 1.29 BTP 1.88 BUND 0.75 BUXL 0.42 CAC 1.84 CAD 3.44 CANOLA 5.96 CHF 1.13 COCOA 0.81 COFFEE 0.29 COPPER 1.65 CORN 3.74 COTTON2 2.15 CRUDE_W 3.53 DAX 4.50 DOW 4.75 DX 2.20 EUR 1.38 EURIBOR-ICE 7.84 EUROSTX 1.75 FEEDCOW 0.76 GASOIL 0.37 GASOLINE 0.70 GAS_US_mini 9.98 GBP 2.31 GOLD_micro 1.61 HEATOIL 0.42 JGB-SGX-mini 23.57 JPY 2.10 LEANHOG 5.58 LIVECOW 1.54 LUMBER-new 4.86 MXP 24.99 NASDAQ_micro 1.99 NIKKEI 7.99 NZD 2.17 OAT 2.15 OATIES 2.86 OJ 0.88 PALLAD 0.24 PLAT 0.36 REDWHEAT 0.87 RICE 3.08 ROBUSTA 0.71 RUSSELL 8.73 SHATZ 3.36 SILVER-mini 0.15 SMI 0.81 SOFR 16.52 SOYBEAN 0.64 SOYMEAL 0.76 SOYOIL 0.58 SP400 0.38 SP500_micro 3.62 SUGAR11 3.52 US10 1.32 US10U 1.05 US2 2.41 US20 0.71 US30 0.53 US5 1.96 VIX 10.74 WHEAT 0.94 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.5 2.3 2.7 1.0 1 BITCOIN -23.8 -25.7 -21.9 0.0 0 BOBL -0.6 -0.7 -0.5 -1.0 -1 BTP -0.6 -0.8 -0.5 -1.0 -1 BUND 0.0 -0.0 0.1 0.0 0 BUXL -0.1 -0.2 -0.1 -2.0 -2 CAC 1.3 1.1 1.5 0.0 0 CAD 0.4 0.1 0.8 0.0 0 CANOLA 6.4 5.8 7.0 1.0 1 CHF -1.2 -1.3 -1.1 0.0 0 COCOA -0.8 -0.9 -0.7 -2.0 -2 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER 0.3 0.2 0.5 0.0 0 CORN 3.8 3.4 4.1 4.0 4 COTTON2 -1.4 -1.6 -1.2 -3.0 -3 CRUDE_W 6.2 5.9 6.6 2.0 2 DAX -1.9 -2.4 -1.5 -2.0 -2 DOW -6.2 -6.6 -5.7 -3.0 -3 DX 1.5 1.3 1.7 0.0 0 EUR -1.5 -1.6 -1.3 -2.0 -2 EURIBOR-ICE 1.2 0.5 2.0 0.0 0 EUROSTX 0.4 0.2 0.6 3.0 3 FEEDCOW 0.1 0.1 0.2 0.0 0 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.7 0.7 0.8 1.0 1 GAS_US_mini 0.5 -0.5 1.5 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 0.7 0.6 0.7 2.0 2 JGB-SGX-mini -8.1 -10.5 -5.8 0.0 0 JPY -2.1 -2.3 -1.9 -3.0 -3 LEANHOG -3.0 -3.5 -2.4 0.0 0 LIVECOW 0.2 0.0 0.3 -1.0 -1 LUMBER-new -3.6 -4.0 -3.1 0.0 0 MXP 6.6 4.1 9.1 16.0 16 NASDAQ_micro -2.0 -2.2 -1.8 -7.0 -7 NIKKEI -0.8 -1.6 0.0 0.0 0 NZD 0.6 0.4 0.8 1.0 1 OAT 0.8 0.6 1.0 4.0 4 OATIES 1.5 1.2 1.8 NaN 0 OJ -0.7 -0.8 -0.6 -1.0 -1 PALLAD 0.0 -0.0 0.0 0.0 0 PLAT 0.1 0.0 0.1 0.0 0 REDWHEAT 0.3 0.3 0.4 2.0 2 RICE -2.1 -2.4 -1.8 0.0 0 ROBUSTA -0.4 -0.5 -0.4 -1.0 -1 RUSSELL -5.0 -5.9 -4.1 -12.0 -12 SHATZ -1.9 -2.3 -1.6 NaN 0 SILVER-mini 0.0 -0.0 0.0 0.0 0 SMI 0.4 0.3 0.5 0.0 0 SOFR -8.2 -9.9 -6.6 NaN 0 SOYBEAN 0.3 0.2 0.3 1.0 1 SOYMEAL -0.6 -0.7 -0.6 0.0 0 SOYOIL 0.3 0.3 0.4 0.0 0 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -4.2 -4.6 -3.9 0.0 0 SUGAR11 -0.5 -0.8 -0.1 -1.0 -1 US10 -0.9 -1.0 -0.8 0.0 0 US10U -0.8 -0.9 -0.7 -1.0 -1 US2 -2.9 -3.2 -2.7 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -2.0 -2 US5 -1.8 -2.0 -1.6 0.0 0 VIX 1.9 0.9 3.0 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 -0.5 0.1 0.5 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 0.3 -0.0 0.4 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.0 1.3 0.1 -0.0 0.3 -0.0 0.3 0.0 0.3 0.2 0.4 0.6 0.5 -0.2 0.7 0.0 0.7 BITCOIN -0.6 -0.6 -0.6 0.0 -0.1 0.2 -0.1 0.5 -0.0 0.0 -0.3 0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.0 -0.4 -0.1 -1.4 -0.1 0.0 -0.3 0.0 -0.3 0.0 0.0 0.4 0.5 -0.1 -0.6 -0.3 0.0 -0.7 -0.5 BOBL -0.6 0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.8 -0.3 -0.4 -0.2 -0.2 0.4 0.7 0.6 0.7 BTP -0.6 -0.3 -0.2 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 0.4 -0.1 -0.0 0.2 0.2 0.2 0.2 -0.1 0.0 -0.2 0.1 -0.2 -2.7 -0.1 -0.1 0.0 -0.2 0.2 -0.2 0.7 -0.1 -0.5 -0.3 0.1 0.3 0.7 0.5 0.7 BUND -0.6 0.2 0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.0 0.2 0.2 0.3 0.2 -0.1 -0.0 -0.2 -0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.6 -0.2 -0.2 -0.0 -0.1 0.3 0.7 0.4 0.7 BUXL -0.2 0.3 0.2 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.0 -0.3 -0.2 -0.7 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.4 -0.1 0.6 -0.0 -0.1 -0.2 -0.2 -0.5 -0.1 -0.0 0.3 0.4 -0.0 -0.1 -0.2 0.6 -0.1 0.3 CAC -0.6 -0.4 -0.2 -0.0 -0.1 0.2 -0.2 0.4 -0.2 -0.1 0.1 -0.2 0.6 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 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 0.2 0.3 0.7 0.2 0.7 CAD -0.1 0.1 0.3 0.0 -0.1 0.2 -0.2 0.2 -0.1 -0.2 0.1 -0.1 0.2 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.0 -0.0 2.7 0.1 -0.2 0.2 -0.1 0.1 -0.0 -0.3 0.2 0.5 0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.0 0.6 0.4 0.1 0.2 -0.1 0.2 -0.4 0.2 -0.0 0.1 0.1 0.0 0.1 0.1 -0.3 -0.3 -0.4 -0.3 0.1 0.1 0.1 0.1 0.1 1.3 0.1 -0.0 0.2 0.1 0.1 0.1 -0.5 -0.0 0.6 0.6 0.4 0.2 0.7 0.2 0.7 CHF -0.6 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -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 -0.1 -1.1 -0.1 -0.2 0.1 -0.0 -0.5 -0.7 -0.4 -0.7 COCOA 0.4 -0.6 -0.6 0.0 0.1 -0.0 0.1 -0.2 0.1 0.0 -0.2 0.0 -0.2 -0.0 -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 -0.1 -0.3 -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 0.1 -0.1 0.1 0.1 -0.2 -0.2 0.3 0.4 0.4 0.4 -0.2 -0.2 0.0 -0.0 -0.1 -2.7 -0.1 0.0 -0.2 0.1 0.3 0.0 1.1 -0.4 -0.3 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.3 -0.3 0.2 0.0 -0.1 0.1 -0.0 0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 -0.1 -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 -0.1 0.2 -0.7 0.2 0.1 0.4 0.2 -0.2 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 0.1 0.3 0.2 0.1 0.2 -1.0 0.4 0.6 0.6 0.3 0.2 -0.1 0.3 0.1 COTTON2 0.5 0.3 0.4 0.1 0.2 -0.1 0.2 -0.7 0.2 0.2 -0.4 0.2 -0.7 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.2 -0.4 0.2 -0.7 0.1 0.2 -0.1 0.2 -0.4 0.2 -1.0 0.5 0.6 -0.3 -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 0.5 0.2 0.2 0.3 0.2 -0.1 0.2 0.2 0.4 0.1 0.2 0.1 0.2 0.2 0.2 0.1 0.2 1.0 0.2 0.2 0.5 0.2 0.2 0.2 -0.0 0.3 -0.5 -0.5 -0.4 0.3 0.7 0.0 0.2 DAX -0.6 -0.5 -0.3 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.0 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 0.2 -0.3 -0.5 -0.1 0.5 0.7 0.4 0.7 DOW -0.6 -0.6 -0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.0 -0.1 -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 -0.3 -0.5 -0.4 -0.2 -0.0 -0.7 -0.3 -0.7 DX 0.6 0.3 0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.1 0.1 0.1 -0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.1 -2.0 0.1 0.1 0.0 0.1 -0.1 0.1 0.8 0.5 0.6 -0.2 -0.4 0.2 0.7 0.3 0.7 EUR -0.6 -0.4 -0.3 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 -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 -0.2 -0.6 -0.4 -0.2 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE -0.6 0.1 -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 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.7 -0.3 -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 -0.1 0.2 -0.1 0.4 -0.1 -0.0 0.1 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 0.2 -0.2 -0.1 0.1 0.3 0.7 0.2 0.7 FEEDCOW -0.6 -0.5 0.2 0.1 0.2 -0.1 0.2 -0.5 0.2 0.0 0.2 -0.1 0.4 -0.1 0.1 0.2 0.2 0.3 0.3 0.0 0.1 -0.0 0.5 -0.1 -2.7 -0.1 0.1 0.0 -0.0 0.4 -0.1 1.1 -0.5 -0.6 -0.6 0.1 0.7 0.7 0.6 0.7 GASOIL 0.6 0.5 0.2 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 0.1 0.1 0.1 0.1 0.2 -0.2 0.1 0.1 0.2 0.1 0.2 0.2 1.1 -0.3 0.6 0.5 0.3 -0.1 0.6 -0.3 0.1 GASOLINE 0.6 0.6 0.5 0.2 0.2 0.5 0.2 0.4 0.2 0.1 0.4 0.2 0.3 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 0.2 0.2 0.2 -1.8 0.2 0.2 0.5 0.2 0.3 0.2 -1.1 0.4 0.5 0.2 -0.0 0.1 0.7 -0.1 0.5 GAS_US_mini 0.1 -0.1 -0.0 0.2 0.1 0.3 0.2 0.2 0.2 -0.0 -0.1 0.0 -0.2 -0.0 -0.0 0.2 -0.1 0.4 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 1.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.3 -0.5 -0.6 -0.6 -0.6 0.3 -0.1 0.3 -0.5 GBP -0.5 -0.3 0.0 0.0 -0.1 0.2 -0.2 0.2 -0.1 -0.1 0.0 -0.1 0.5 -0.2 -0.1 0.0 0.0 0.0 0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.2 0.4 -0.1 0.3 0.1 -0.1 -0.3 0.2 -0.4 -0.2 -0.2 -0.3 GOLD_micro -0.2 0.2 -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 -0.1 0.3 -0.0 -2.5 0.1 -0.1 0.3 -0.0 0.5 0.0 -0.2 -0.1 0.0 0.5 0.4 0.6 0.2 -0.1 -0.7 HEATOIL 0.6 0.6 0.4 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 0.2 0.2 -1.2 0.2 0.1 0.3 0.2 0.2 0.2 1.1 -0.0 0.6 0.4 0.1 -0.0 0.3 -0.4 -0.3 JGB-SGX-mini 0.0 0.6 0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.0 -0.2 -0.1 -0.4 -0.0 0.4 0.1 0.2 0.1 -0.5 -0.1 -0.7 -0.1 -0.7 JPY -0.6 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 -0.3 -0.1 -0.5 -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 -0.2 -0.5 -0.1 -0.4 -0.3 -0.6 -0.1 -0.5 0.1 -0.6 LEANHOG -0.2 -0.1 0.4 0.2 0.2 -0.1 0.2 -0.7 0.2 -0.2 0.4 -0.2 0.7 -0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.2 -0.2 0.5 -0.1 -1.1 0.1 -0.2 0.4 -0.2 0.6 -0.1 -1.1 -0.5 -0.6 -0.6 0.6 -0.5 0.2 -0.3 0.5 LIVECOW -0.6 -0.3 0.1 0.1 0.2 -0.1 0.2 -0.5 0.2 0.1 0.2 -0.0 0.4 -0.1 0.1 0.3 0.1 0.2 0.1 0.0 0.1 0.0 0.3 -0.0 -2.7 -0.1 0.1 -0.0 0.0 0.2 -0.1 1.1 -0.5 -0.6 -0.5 -0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.1 0.1 0.1 0.2 0.2 -0.1 0.2 -0.7 0.2 0.2 -0.5 0.2 -0.7 -0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 0.2 -0.6 0.1 NaN -0.1 0.2 -0.5 0.2 -0.8 0.1 -1.2 0.4 -0.7 -0.7 -0.3 0.2 0.8 0.3 0.8 MXP -0.6 -0.5 -0.2 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 0.3 -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 0.3 -0.1 0.6 -0.1 1.1 0.1 -0.3 -0.1 0.4 0.3 0.2 0.7 0.3 NASDAQ_micro -0.1 -0.6 -0.4 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.0 -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 0.3 0.5 -0.3 -0.5 0.4 -0.7 0.3 -0.7 NIKKEI -0.6 -0.4 -0.3 -0.0 -0.0 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 -0.0 0.2 -0.0 -1.3 0.0 -0.0 0.2 -0.0 0.3 -0.0 1.1 0.1 0.0 0.3 0.2 -0.4 -0.1 -0.6 0.0 NZD -0.6 -0.1 0.4 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 1.3 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.1 0.0 -0.2 0.7 0.2 0.7 OAT -0.6 -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 -0.0 0.2 0.3 0.3 0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.1 -0.1 0.8 -0.2 -0.3 0.1 0.2 0.2 0.7 0.4 0.7 OATIES 0.6 0.6 0.4 0.1 0.2 -0.1 0.2 -0.5 0.2 0.0 -0.0 0.1 -0.3 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.0 0.2 -0.1 0.2 -0.2 0.2 0.0 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 0.1 -0.2 0.6 0.0 0.1 -0.0 0.1 -0.2 0.1 -0.0 -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 -0.3 -0.3 -0.3 0.1 -0.3 -0.4 -0.3 -0.5 PALLAD -0.5 -0.4 -0.2 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.0 0.0 -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 0.0 -0.1 0.2 -0.1 0.2 -0.1 -0.2 -0.2 -0.2 0.6 0.1 0.1 -0.2 PLAT -0.1 -0.3 -0.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -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 0.0 0.0 -0.1 0.1 0.7 0.3 0.2 -0.1 REDWHEAT 0.4 0.6 0.6 0.1 0.2 -0.1 0.2 -0.5 0.2 0.1 0.2 0.1 -0.3 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.2 0.1 0.1 -0.0 0.2 0.8 0.2 0.1 0.3 0.1 0.1 0.2 -0.4 0.3 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.4 0.4 0.6 0.1 0.1 -0.0 0.2 -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 -0.4 0.1 0.2 0.0 0.0 -0.1 0.1 -0.5 0.1 -0.7 -0.0 -0.2 0.0 0.1 -0.6 -0.5 -0.5 -0.5 ROBUSTA 0.1 -0.4 -0.4 0.1 0.1 -0.0 0.2 -0.3 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.6 -0.6 -0.5 0.2 0.1 0.5 0.3 RUSSELL -0.6 -0.6 0.0 -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 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.3 -0.2 0.8 -0.1 -0.1 0.1 -0.2 0.3 -0.1 0.1 -0.1 -0.2 -0.3 0.0 -0.1 -0.7 -0.3 -0.7 SHATZ -0.6 0.0 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 -1.0 -0.5 -0.6 -0.5 -0.3 0.5 0.7 0.6 0.7 SILVER-mini -0.1 -0.1 -0.5 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 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 0.1 -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 0.7 0.0 -0.1 0.2 -0.1 0.3 -0.1 1.1 -0.2 -0.2 0.0 0.3 -0.2 0.7 -0.2 0.7 SOFR -0.2 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 0.2 0.3 0.4 0.6 0.3 -0.5 -0.4 -0.7 -0.7 SOYBEAN 0.1 0.5 0.1 0.1 0.2 -0.1 0.2 -0.7 0.2 -0.0 0.4 0.0 0.4 0.2 0.2 0.1 -0.1 0.0 -0.0 0.2 0.1 0.0 0.1 0.1 -0.9 0.2 -0.1 0.3 -0.0 0.2 0.1 0.8 -0.5 0.1 0.6 0.2 -0.4 -0.5 -0.3 -0.4 SOYMEAL 0.1 0.4 0.1 0.1 0.2 -0.1 0.2 -0.4 0.2 -0.0 -0.0 -0.0 -0.2 0.1 -0.0 -0.1 -0.3 -0.2 -0.2 0.0 0.0 -0.0 -0.1 0.0 -1.6 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.2 -0.4 -0.2 0.2 -0.1 -0.5 -0.6 -0.4 -0.6 SOYOIL 0.1 0.6 0.5 0.1 0.2 -0.1 0.2 -0.6 0.2 0.0 0.4 0.1 0.5 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.4 0.2 -2.2 0.2 -0.0 0.5 0.1 0.4 0.2 0.5 -0.1 0.6 0.6 0.6 -0.3 -0.7 -0.3 -0.7 SP400 -0.6 -0.4 0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 -0.1 0.4 -0.1 0.0 -0.1 -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 -0.2 -0.3 -0.1 0.1 -0.0 -0.7 -0.3 -0.7 SP500_micro -0.5 -0.6 -0.4 -0.0 -0.1 0.1 -0.2 0.3 -0.1 -0.1 0.2 -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 -0.1 -0.2 0.2 -0.2 -0.3 -0.1 -0.0 -0.5 -0.5 0.6 -0.7 0.6 -0.7 SUGAR11 0.5 0.2 0.3 0.1 0.2 -0.1 0.2 -0.5 0.2 0.1 -0.3 0.1 -0.5 0.1 0.0 0.0 0.2 0.2 0.2 0.0 -0.1 0.1 -0.4 0.1 -2.7 0.0 0.2 -0.1 0.2 -0.3 0.1 1.1 0.2 0.2 -0.2 0.1 0.0 -0.6 0.1 -0.4 US10 -0.4 0.2 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.3 -0.1 -0.0 0.0 0.0 0.1 0.0 -0.0 0.0 -0.1 0.0 -0.1 -1.1 0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.7 -0.4 -0.7 US10U -0.4 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.2 0.4 -0.1 -0.0 0.1 0.0 0.1 0.0 -0.0 0.0 -0.1 0.1 -0.1 -1.8 0.0 -0.1 0.1 -0.2 0.3 -0.1 -0.2 0.1 0.1 0.1 0.2 -0.3 -0.1 -0.6 -0.7 US2 -0.5 -0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -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 1.2 -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 -0.5 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 -0.1 0.0 -0.1 -1.2 -0.0 -0.1 0.1 -0.2 0.2 -0.1 0.0 -0.1 -0.1 -0.0 0.2 -0.2 0.5 -0.3 -0.5 US30 -0.3 0.2 -0.0 -0.0 -0.1 -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 -0.1 -0.1 -0.1 -0.7 -0.0 -0.1 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 -0.4 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 -0.1 -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 -0.1 0.1 -0.1 -0.5 -0.0 -0.0 0.1 0.1 -0.2 -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 -0.4 0.1 0.1 0.2 -0.6 -0.5 -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 -0.3 -1.1 NaN NaN WHEAT 0.3 0.6 0.6 0.1 0.2 -0.1 0.2 -0.4 0.2 0.0 0.1 0.1 -0.3 0.1 0.1 -0.3 -0.4 -0.3 -0.3 0.1 0.1 0.1 -0.1 0.1 0.9 0.2 0.0 0.2 0.1 0.1 0.2 -0.6 0.1 0.6 0.6 0.4 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -14.3 3.4 14.3 1.6 -9.7 4.5 -9.7 4.2 -5.3 -2.2 12.2 -0.8 11.2 8.6 11.8 1.3 -0.2 1.0 0.5 10.2 12.3 -1.0 9.2 3.7 9.8 10.4 -3.6 12.7 -1.5 9.1 3.4 6.5 8.9 11.0 18.6 16.8 -4.5 20.0 1.5 20.0 BITCOIN -19.9 -20.0 -20.0 1.5 -10.1 8.2 -6.3 13.0 -3.0 2.6 -12.7 8.0 -7.0 -8.4 -10.5 -2.9 -5.7 -3.5 -4.5 -20.0 -20.0 2.7 -14.2 -8.0 -10.3 -5.6 0.9 -11.1 3.2 -7.3 0.6 0.1 14.9 16.3 -1.8 -20.0 -8.8 0.1 -20.0 -15.5 BOBL -20.0 3.9 1.6 -2.1 -10.7 -0.9 -12.1 -1.5 -7.4 -10.1 -5.5 -11.1 -3.4 -9.3 -5.1 0.8 -3.9 -10.1 -7.4 -6.3 -3.3 -16.7 -2.8 -13.0 2.3 -5.1 -12.2 -3.0 -14.7 -2.9 -11.1 -15.8 -13.7 -11.8 -5.3 -5.2 10.9 20.0 17.1 20.0 BTP -20.0 -7.9 -5.4 -2.7 -13.6 -1.1 -15.5 -1.9 -9.4 -7.1 4.1 -12.0 11.9 -10.5 -4.1 7.8 11.4 12.3 12.3 -6.3 0.2 -17.3 3.8 -15.1 -20.0 -5.7 -8.8 1.0 -17.5 4.3 -15.2 13.2 -5.8 -15.9 -8.0 2.9 8.2 20.0 14.8 20.0 BUND -19.5 6.5 3.2 -2.6 -13.1 -1.1 -14.9 -1.8 -9.1 -12.2 -5.0 -13.5 -7.8 -10.5 -4.5 9.1 9.4 14.0 12.3 -4.7 -2.6 -17.2 -3.8 -12.2 0.2 -3.8 -13.8 -1.9 -17.4 -3.0 -11.7 11.3 -9.8 -5.4 -1.4 -2.2 7.6 20.0 12.9 20.0 BUXL -5.0 10.2 5.1 -3.6 -18.3 -1.5 -20.0 -2.5 -12.7 -5.1 -12.4 -14.6 -20.0 -6.5 -6.1 3.7 3.8 4.4 4.4 -3.5 -7.7 -12.2 -16.3 -7.7 4.7 -3.2 -7.6 -7.1 -17.8 -14.4 -10.6 -0.2 12.6 12.8 -0.3 -2.9 -5.8 18.5 -3.4 9.2 CAC -20.0 -11.4 -4.6 -3.6 -14.8 5.7 -18.9 10.1 -14.6 -14.7 5.1 -18.7 15.8 -18.0 -12.5 -3.0 -3.3 -4.5 -4.2 -14.4 -0.9 -16.3 6.9 -20.0 7.2 10.7 -7.3 9.7 -1.8 6.4 6.4 3.3 20.0 20.0 20.0 4.8 10.5 20.0 6.9 20.0 CAD -4.5 2.0 9.9 2.5 -15.3 7.2 -15.4 6.6 -8.3 -17.1 5.5 -13.8 5.0 -3.9 6.7 -6.6 -7.4 -7.0 -7.3 3.5 5.1 -10.1 1.7 -2.8 20.0 7.3 -17.7 8.5 -10.8 4.1 -0.8 -6.4 7.9 14.4 5.7 4.5 -20.0 -20.0 -20.0 -20.0 CANOLA -0.2 20.0 13.3 8.1 17.2 -2.3 19.2 -11.5 15.5 -1.8 4.1 4.8 0.8 9.2 11.6 -15.3 -15.5 -17.7 -17.4 13.0 7.2 6.4 2.0 13.0 9.5 13.4 -0.7 7.5 6.6 2.0 13.4 -9.2 -1.3 20.0 20.0 13.3 5.0 20.0 7.5 20.0 CHF -17.8 -1.1 -1.2 1.2 -7.3 3.4 -7.4 3.2 -4.0 -7.3 -0.3 -8.3 6.9 -5.4 -1.7 -13.1 -15.6 -14.0 -14.7 -1.5 2.0 -10.5 3.7 -7.0 -1.7 0.7 -9.9 3.9 -9.1 5.0 -5.0 -19.8 -4.7 -5.3 2.2 -0.1 -13.8 -20.0 -13.4 -20.0 COCOA 12.2 -20.0 -20.0 4.2 9.0 -1.2 10.1 -6.0 8.1 1.1 -6.9 2.8 -5.9 -4.4 -6.2 -7.1 2.1 -5.8 -3.3 -15.7 -18.8 -0.0 -13.9 -6.7 -20.0 -8.6 -1.1 -11.0 0.9 -7.4 -2.8 18.0 -3.7 -8.7 -17.7 -13.4 7.2 1.3 11.9 5.9 COFFEE 12.3 -20.0 -20.0 13.1 20.0 -3.8 20.0 -18.7 20.0 6.4 -4.6 10.2 3.0 -14.3 -17.8 12.6 17.7 17.9 19.5 -20.0 -20.0 4.2 -0.4 -9.0 -20.0 -10.4 5.5 -9.1 6.0 8.6 0.2 20.0 -15.9 -8.3 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -9.0 -8.3 5.4 1.0 -6.6 5.3 -4.1 8.5 -1.9 -6.2 4.9 -5.7 4.9 -6.4 1.6 -6.2 -6.3 -6.3 -6.3 0.5 4.7 -8.3 5.8 -4.2 -1.1 0.7 -11.6 3.8 -6.9 5.9 -3.0 -1.9 -6.0 -3.3 2.5 -0.4 11.4 20.0 6.0 13.5 CORN 16.2 15.4 10.0 13.7 20.0 -3.9 20.0 -19.4 20.0 13.9 13.3 16.7 -6.0 19.6 16.5 -20.0 -20.0 -20.0 -20.0 16.7 7.4 19.7 -2.0 20.0 11.7 20.0 13.8 11.2 20.0 1.8 20.0 -19.3 15.3 20.0 20.0 10.5 5.8 -4.1 9.7 2.3 COTTON2 15.1 7.8 11.1 13.4 20.0 -3.9 20.0 -19.1 20.0 19.3 -13.4 17.6 -19.8 11.3 2.5 -20.0 -20.0 -20.0 -20.0 3.0 -6.3 20.0 -14.1 15.9 -4.9 6.7 20.0 -4.4 20.0 -12.2 20.0 -19.3 20.0 20.0 -8.5 -5.4 -9.2 -15.1 -8.9 -8.7 CRUDE_W 20.0 20.0 20.0 20.0 20.0 20.0 20.0 12.7 20.0 18.7 10.0 20.0 -1.4 20.0 20.0 18.2 6.2 10.4 7.0 20.0 19.7 20.0 5.1 20.0 7.6 20.0 20.0 19.5 20.0 4.3 20.0 -0.1 14.4 -16.8 -16.1 -11.7 10.2 20.0 1.0 6.0 DAX -20.0 -16.1 -8.8 -1.3 -4.1 3.4 -9.3 5.6 -7.2 -4.0 0.3 -8.7 8.2 -8.2 -3.6 -6.9 -7.5 -7.9 -7.7 -6.6 -0.9 -10.7 3.8 -12.0 -7.8 -5.9 -2.0 -1.3 -8.8 2.2 -10.2 -3.3 6.8 -10.3 -16.2 -3.8 13.6 20.0 12.6 20.0 DOW -20.0 -20.0 -6.5 -2.2 -9.1 3.5 -11.7 6.2 -9.0 -10.2 5.8 -11.5 11.0 -11.3 -3.2 -6.1 -7.8 -6.8 -7.1 -9.0 1.8 -20.0 8.2 -18.7 -7.7 -8.0 -15.8 0.4 -17.5 5.7 -15.4 -3.2 -13.1 -16.4 -11.9 -5.1 -1.4 -20.0 -9.6 -20.0 DX 20.0 9.9 5.3 1.4 -8.2 3.9 -8.3 3.6 -4.5 8.1 3.8 9.9 -7.4 9.7 6.1 4.2 5.8 4.9 5.3 7.2 2.0 14.0 -1.6 13.0 -15.0 5.4 9.3 0.2 13.1 -2.1 11.8 15.8 20.0 20.0 -5.0 -13.4 4.6 19.8 10.1 20.0 EUR -20.0 -11.3 -10.2 1.7 -10.6 5.0 -10.6 4.6 -5.8 -5.4 -5.4 -10.8 9.7 -12.6 -9.5 -6.1 -7.7 -6.9 -7.3 -9.7 -2.5 -16.8 3.4 -16.5 5.3 -6.7 -11.6 0.7 -16.4 5.0 -14.8 -6.7 -7.9 -17.2 -12.8 -5.9 -10.3 -20.0 -7.0 -20.0 EURIBOR-ICE -20.0 2.1 -3.1 -1.6 -8.1 -0.7 -9.2 -1.1 -5.6 -7.7 -3.3 -8.5 1.4 -7.1 -3.8 5.7 11.2 9.8 11.2 -4.9 -2.0 -13.4 -0.4 -10.5 -2.0 -3.6 -8.7 -1.8 -10.6 -1.1 -8.1 12.6 -12.3 -12.5 -3.6 -4.4 20.0 20.0 20.0 20.0 EUROSTX -20.0 -19.2 -6.0 -2.1 -8.4 3.2 -10.8 5.8 -8.3 -8.2 6.7 -9.8 10.3 -8.5 -1.1 6.6 2.5 6.8 4.7 -3.8 3.5 -11.6 7.2 -10.8 -4.9 -3.0 -6.4 3.2 -9.6 5.5 -9.2 15.3 9.8 -5.9 -4.5 2.3 8.8 20.0 6.8 20.0 FEEDCOW -20.0 -14.7 7.2 8.9 19.0 -2.6 20.0 -12.7 17.2 2.3 9.1 -6.5 11.8 -7.6 8.9 9.2 11.0 13.1 13.2 0.0 10.5 -3.4 18.5 -8.0 -20.0 -6.5 7.6 0.8 -3.4 10.0 -9.3 20.0 -20.0 -20.0 -20.0 3.0 20.0 20.0 18.8 20.0 GASOIL 18.1 16.0 5.0 16.6 15.5 9.7 20.0 4.7 20.0 5.6 5.8 6.2 5.4 6.4 6.5 20.0 19.9 20.0 20.0 11.7 6.6 13.8 3.2 15.3 -1.8 13.4 6.1 8.6 11.7 4.8 15.5 20.0 -11.2 19.9 14.0 8.4 -4.3 18.6 -9.7 1.6 GASOLINE 20.0 20.0 16.4 20.0 20.0 20.0 20.0 9.8 20.0 14.4 13.2 15.8 8.4 16.3 16.2 -18.8 -20.0 -20.0 -20.0 20.0 19.6 20.0 8.8 20.0 -13.2 20.0 20.0 18.6 20.0 7.9 20.0 -20.0 18.0 14.7 5.8 -0.3 3.9 20.0 -3.7 16.4 GAS_US_mini 2.1 -4.1 -1.4 16.2 15.1 9.5 20.0 4.6 20.0 -1.3 -3.1 2.6 -4.8 -4.4 -3.1 8.6 -6.0 20.0 17.3 -1.2 -1.5 -0.2 -1.9 -0.5 12.8 -2.2 -0.1 -2.5 -0.7 -2.2 -1.4 -5.3 -20.0 -20.0 -20.0 -20.0 9.3 -4.3 8.9 -13.7 GBP -14.8 -9.7 1.3 2.4 -14.6 6.9 -14.7 6.3 -8.0 -6.0 1.2 -12.3 12.6 -16.7 -4.7 0.1 0.0 0.1 0.1 -6.7 0.7 -14.1 5.5 -13.7 -0.7 -1.3 -13.0 6.4 -14.6 9.8 -11.0 6.4 5.3 -4.1 -9.7 4.7 -10.5 -6.4 -4.8 -8.7 GOLD_micro -7.4 6.7 -20.0 0.7 -5.0 4.0 -3.1 6.4 -1.5 -6.3 5.3 -4.4 6.1 -0.1 3.4 -4.8 -8.8 -5.8 -7.0 5.1 8.7 -6.2 9.5 -0.6 -18.7 6.3 -6.9 11.3 -4.0 13.7 0.5 -4.7 -4.2 0.2 16.7 13.7 18.3 6.5 -3.3 -20.0 HEATOIL 20.0 20.0 12.9 18.9 17.7 11.1 20.0 5.4 20.0 7.9 7.0 8.7 5.9 9.0 8.5 20.0 20.0 20.0 20.0 20.0 13.0 20.0 6.3 20.0 -9.0 17.8 14.5 10.9 20.0 5.8 20.0 20.0 -0.6 20.0 13.6 4.3 -0.1 8.2 -10.7 -10.0 JGB-SGX-mini 0.5 20.0 7.4 -1.3 -6.8 -0.5 -7.7 -0.9 -4.7 -6.1 -6.3 -6.7 -7.5 -1.4 -4.3 6.3 10.0 5.1 6.9 -3.2 -7.1 -5.8 -9.7 -3.1 1.3 -4.2 -4.3 -8.7 -4.9 -10.9 -2.9 7.6 3.6 6.3 1.7 -15.5 -3.4 -20.0 -3.5 -20.0 JPY -17.2 -3.1 -0.0 1.7 -10.2 4.8 -10.2 4.4 -5.5 -11.2 -12.7 -13.2 -13.0 -12.8 -10.8 -8.4 -10.0 -8.7 -9.1 -10.9 -12.2 -13.6 -14.4 -13.5 20.0 -10.0 -12.8 -11.4 -16.0 -14.1 -14.0 -10.0 -4.2 -11.8 -9.2 -17.4 -2.4 -15.5 3.3 -18.8 LEANHOG -4.8 -2.7 11.7 16.2 20.0 -4.7 20.0 -20.0 20.0 -20.0 15.9 -14.3 19.7 -5.1 14.7 -20.0 -19.0 -20.0 -20.0 7.6 15.0 -16.7 16.9 -6.1 -8.1 5.8 -19.3 15.3 -20.0 16.5 -10.0 -20.0 -20.0 -20.0 -18.9 20.0 -14.1 6.8 -8.4 15.2 LIVECOW -19.9 -8.9 3.9 8.8 18.7 -2.5 20.0 -12.5 16.9 7.7 7.1 -3.5 10.3 -4.9 8.8 13.8 7.1 8.4 5.6 0.8 6.3 2.0 12.4 -2.8 -20.0 -4.9 9.0 -1.4 0.6 5.6 -5.0 20.0 -20.0 -20.0 -15.9 -1.3 20.0 20.0 20.0 20.0 LUMBER-new 1.9 1.9 1.5 12.1 20.0 -3.5 20.0 -17.1 20.0 17.9 -17.4 12.5 -17.4 -1.7 -7.3 -20.0 -20.0 -20.0 -20.0 -6.6 -16.5 18.7 -20.0 4.6 NaN -5.2 20.0 -16.0 20.0 -20.0 8.8 -20.0 15.1 -20.0 -20.0 -8.5 4.3 20.0 6.9 20.0 MXP -20.0 -14.6 -6.2 1.9 -11.3 5.3 -11.4 4.9 -6.2 -0.2 12.3 -9.1 15.4 -6.7 6.9 8.0 12.1 10.0 11.1 2.0 11.3 -9.1 15.0 -7.7 -20.0 2.8 -4.6 12.8 -8.8 16.5 -7.5 20.0 4.4 -10.6 -4.5 11.4 9.2 7.1 20.0 9.7 NASDAQ_micro -2.4 -20.0 -13.4 -2.4 -9.9 3.8 -12.7 6.8 -9.8 -7.9 1.4 -8.6 11.1 -10.8 -7.8 -7.0 -8.4 -7.5 -7.9 -6.8 -0.5 -8.4 8.4 -8.2 -20.0 -6.3 -7.4 -1.8 -6.9 5.1 -6.9 -4.4 12.8 14.9 -8.0 -15.0 11.5 -20.0 9.1 -20.0 NIKKEI -20.0 -11.6 -9.7 -1.4 -5.5 2.1 -7.0 3.7 -5.4 -0.0 6.0 -4.0 7.1 -2.7 2.3 3.1 7.3 6.0 6.6 2.2 7.2 -5.3 9.1 -3.5 -10.0 2.7 -2.4 7.5 -3.8 9.5 -2.1 20.0 3.5 1.0 8.2 6.4 -12.3 -2.0 -18.3 0.8 NZD -18.7 -1.6 13.8 1.3 -7.7 3.6 -7.8 3.3 -4.2 -4.7 2.8 -6.8 0.3 -4.3 1.8 -3.2 -3.5 -3.5 -3.7 -1.0 1.4 -9.0 0.1 -6.3 10.0 -1.1 -8.7 1.1 -9.3 -0.4 -6.5 0.0 -4.2 -6.5 -1.6 0.3 -5.6 20.0 5.3 20.0 OAT -20.0 -0.6 5.3 -2.1 -10.8 -0.9 -12.3 -1.5 -7.5 -8.4 3.5 -10.3 1.3 -8.2 -1.7 11.7 12.6 12.6 13.4 -3.0 0.8 -14.9 0.4 -10.8 -0.9 -1.6 -10.0 2.1 -14.0 1.6 -9.8 15.7 -8.1 -9.2 2.0 5.6 6.2 20.0 12.7 20.0 OATIES 20.0 20.0 12.5 9.9 20.0 -2.8 20.0 -14.0 18.9 3.7 -0.8 9.4 -7.3 12.5 11.6 -4.3 -10.4 -8.1 -11.0 16.3 4.1 20.0 -4.7 20.0 -1.6 16.0 5.4 3.9 19.5 -4.9 20.0 -0.3 20.0 20.0 20.0 6.4 -3.2 -17.1 -0.7 -20.0 OJ 1.9 -5.6 20.0 4.3 9.0 -1.2 10.1 -6.0 8.2 -3.3 -3.5 0.8 -5.8 -1.8 -0.0 2.8 2.6 2.2 1.4 -0.9 -2.7 -0.6 -5.3 -0.1 -20.0 -0.9 -4.7 -1.4 -1.0 -3.2 -1.0 20.0 -12.1 -10.4 -10.5 4.1 -10.4 -13.1 -8.6 -13.7 PALLAD -13.9 -11.3 -5.5 0.8 -5.5 4.5 -3.4 7.1 -1.6 -5.4 1.7 -6.4 3.6 -7.1 -2.9 -3.3 -3.1 -3.2 -3.1 -2.8 2.2 -7.8 4.8 -6.5 11.3 -3.6 -8.1 1.4 -6.8 6.0 -5.8 3.6 -3.6 -7.4 -6.6 -7.5 16.9 3.5 4.1 -5.6 PLAT -3.8 -9.0 -12.7 0.7 -5.0 4.0 -3.1 6.4 -1.5 -4.1 1.8 -4.4 3.8 -4.6 -0.3 -2.2 -3.3 -2.4 -2.8 0.2 4.0 -3.7 5.8 -2.6 -1.2 0.3 -3.8 4.9 -3.0 8.7 -2.2 3.7 1.3 0.4 -4.5 3.5 20.0 10.0 7.4 -2.5 REDWHEAT 12.1 17.3 20.0 9.5 20.0 -2.7 20.0 -13.5 18.3 10.1 6.7 11.8 -8.9 13.1 12.7 -12.6 -15.7 -13.9 -15.0 14.0 6.9 14.2 -1.7 17.1 5.7 15.8 8.4 9.7 13.6 1.7 17.2 -7.5 12.4 19.3 20.0 14.7 -20.0 -20.0 -20.0 -20.0 RICE 11.8 12.1 17.7 6.2 13.2 -1.8 14.8 -8.8 11.9 6.7 -6.0 8.7 -8.6 4.5 3.8 -20.0 -15.7 -20.0 -20.0 1.8 -5.0 7.4 -13.2 5.7 1.8 4.4 4.6 -2.7 8.6 -13.1 7.7 -12.9 -0.4 -5.2 0.2 3.3 -18.9 -16.3 -14.4 -16.4 ROBUSTA 2.0 -11.6 -12.6 6.2 13.2 -1.8 14.8 -8.8 11.9 -3.4 -1.6 -4.5 -3.4 -7.3 -7.6 12.6 15.3 16.5 15.9 -7.6 -6.6 -6.9 -4.0 -7.3 -20.0 -6.2 -2.7 -5.4 -6.0 -3.0 -6.2 20.0 -20.0 -17.9 -17.4 -16.0 6.5 3.2 15.1 10.5 RUSSELL -20.0 -20.0 0.1 -2.5 -10.1 3.8 -12.9 6.9 -9.9 -11.1 7.8 -11.9 11.9 -11.4 -0.8 -4.2 -5.1 -4.6 -4.8 -5.6 4.6 -17.2 9.6 -15.0 6.3 -5.4 -10.9 3.0 -14.5 7.2 -12.9 1.1 -4.9 -5.0 -10.3 0.4 -1.6 -20.0 -9.8 -20.0 SHATZ -20.0 1.1 3.2 -1.7 -8.7 -0.7 -9.9 -1.2 -6.0 -8.7 -7.3 -9.5 -7.4 -8.3 -6.0 -0.6 -9.9 -0.3 -4.4 -9.0 -5.3 -18.4 -3.8 -15.2 7.3 -8.3 -13.3 -5.5 -15.4 -4.3 -13.4 -19.6 -20.0 -20.0 -15.7 -10.6 14.3 20.0 18.1 20.0 SILVER-mini -4.2 -3.5 -14.4 0.7 -4.8 3.9 -3.0 6.2 -1.4 -6.0 2.2 -3.9 3.8 -3.8 -0.0 -2.0 -5.6 -3.6 -4.7 1.3 5.0 -5.0 5.9 -2.3 -7.5 2.2 -4.3 7.6 -3.0 10.5 -1.4 -0.1 0.0 0.7 -0.5 10.8 10.0 12.5 2.0 -0.1 SMI -20.0 -13.2 -1.4 -1.8 -7.3 2.8 -9.3 5.0 -7.2 -8.1 6.2 -9.3 8.3 -7.6 -0.8 9.1 7.6 10.8 9.6 -2.2 4.8 -14.4 6.9 -11.1 5.6 0.2 -9.3 6.4 -11.0 7.5 -7.9 20.0 -6.5 -6.8 0.9 10.7 -4.6 20.0 -5.3 20.0 SOFR -7.5 12.5 -6.4 -2.8 -14.3 -1.2 -16.3 -2.0 -9.9 -8.8 0.9 -11.9 11.5 -0.4 1.6 5.1 6.5 6.6 7.0 2.5 2.8 -9.5 4.1 -2.9 -20.0 5.8 -9.9 5.8 -8.7 5.7 -0.7 4.7 11.2 13.6 17.3 8.4 -14.4 -11.2 -19.7 -20.0 SOYBEAN 2.2 15.7 4.5 12.9 20.0 -3.7 20.0 -18.3 20.0 -3.7 15.5 2.8 12.1 15.1 16.1 5.4 -3.2 1.7 -1.1 15.6 11.0 2.8 4.7 13.7 -6.8 14.9 -11.6 11.7 -0.6 6.7 11.9 14.9 -20.0 1.7 20.0 7.2 -11.1 -14.0 -9.3 -10.6 SOYMEAL 2.1 11.7 2.1 8.2 17.3 -2.3 19.4 -11.6 15.7 -1.0 -1.6 -2.6 -6.2 6.0 -0.5 -6.5 -13.1 -9.6 -11.7 3.0 1.1 -0.1 -2.3 2.6 -11.9 5.7 -0.8 5.4 -0.3 2.1 3.6 -2.8 -16.5 -7.3 6.9 -3.0 -15.2 -17.6 -13.4 -17.0 SOYOIL 3.5 20.0 14.4 11.6 20.0 -3.3 20.0 -16.5 20.0 0.6 15.0 12.5 13.9 17.0 18.7 -1.1 -5.7 -4.9 -6.0 20.0 20.0 14.8 14.1 20.0 -16.8 20.0 -3.6 19.4 10.3 10.4 20.0 8.8 -3.3 20.0 20.0 20.0 -8.9 -20.0 -10.2 -20.0 SP400 -20.0 -11.7 6.5 -2.5 -10.0 3.8 -12.7 6.8 -9.8 -8.8 8.5 -11.4 11.2 -9.3 2.6 -5.7 -6.3 -6.3 -6.2 -2.9 5.9 -18.3 8.1 -14.7 3.2 -3.0 -9.0 3.3 -15.0 4.3 -12.1 -1.1 -9.3 -9.4 -1.5 4.2 -1.1 -20.0 -9.5 -20.0 SP500_micro -14.8 -20.0 -12.8 -2.9 -11.8 4.5 -15.1 8.1 -11.7 -12.0 7.9 -12.9 15.6 -12.9 -3.9 -7.8 -9.3 -8.5 -8.8 -9.4 1.4 -19.3 11.7 -16.7 -15.7 -10.0 -15.2 -2.5 -16.3 5.0 -14.8 -5.9 -3.0 -0.0 -14.0 -15.2 16.7 -20.0 16.7 -20.0 SUGAR11 15.7 7.0 8.1 9.3 19.7 -2.7 20.0 -13.2 17.8 12.5 -11.2 12.3 -14.0 9.2 0.6 2.5 12.4 12.1 12.5 1.0 -6.8 13.5 -13.2 8.5 -20.0 4.4 18.5 -2.4 15.2 -8.7 10.5 20.0 9.7 7.6 -6.7 2.7 1.0 -19.0 4.5 -12.5 US10 -11.1 4.8 -6.0 -2.4 -12.0 -1.0 -13.6 -1.7 -8.3 -8.3 0.9 -10.9 7.8 -6.6 -3.4 2.5 1.5 2.7 2.4 -1.9 0.3 -11.1 1.8 -6.8 -7.9 0.1 -9.8 2.2 -10.7 3.5 -5.3 -3.6 4.0 3.4 4.1 3.4 -7.2 -20.0 -12.1 -20.0 US10U -11.1 3.9 -4.5 -3.5 -17.7 -1.4 -20.0 -2.4 -12.3 -11.2 4.4 -15.5 10.7 -8.8 -4.1 2.6 1.0 2.8 2.2 -2.2 1.3 -16.4 2.9 -9.9 -13.5 0.5 -14.6 5.1 -17.3 7.3 -9.1 -4.4 3.2 3.5 4.0 7.0 -7.9 -4.1 -19.1 -20.0 US2 -16.2 -0.8 -5.9 -2.3 -11.7 -0.9 -13.3 -1.6 -8.1 -9.6 -6.5 -11.1 -0.9 -10.1 -8.5 -8.5 -12.7 -9.7 -10.5 -8.5 -4.6 -17.2 -2.2 -14.0 8.6 -6.4 -14.6 -3.2 -15.6 -0.8 -11.7 -20.0 -6.7 -12.7 -7.1 -3.8 -5.8 -20.0 -7.9 -20.0 US20 -14.3 3.6 -1.0 -2.5 -12.9 -1.0 -14.6 -1.8 -8.9 -7.8 3.2 -11.0 3.7 -6.7 -2.7 4.6 4.1 5.0 4.8 -1.9 1.1 -14.7 1.1 -9.1 -8.7 -1.1 -12.5 3.5 -16.6 4.5 -10.1 0.6 -3.0 -3.3 -0.1 5.5 -4.8 16.3 -10.4 -16.0 US30 -10.0 4.8 -0.4 -3.2 -16.3 -1.3 -18.5 -2.2 -11.3 -11.6 -1.5 -14.2 -3.7 -7.8 -3.7 1.8 -0.1 2.1 1.3 -2.3 -0.4 -15.7 -1.9 -9.2 -5.5 -1.7 -16.6 3.0 -20.0 2.9 -12.3 -6.1 3.8 1.0 0.0 5.0 -8.0 12.7 -8.1 -13.9 US5 -13.2 3.6 -6.2 -2.5 -12.4 -1.0 -14.1 -1.7 -8.6 -9.4 -1.4 -11.3 7.7 -7.9 -5.0 -0.2 -1.5 0.0 -0.3 -3.6 -0.9 -13.3 1.0 -9.0 -5.8 -1.6 -12.0 0.9 -12.6 2.6 -7.3 -8.6 -0.9 -1.2 1.7 2.3 -7.0 -20.0 -11.1 -20.0 VIX 18.3 20.0 6.5 7.7 5.2 2.4 9.1 -0.4 11.1 4.2 -1.5 7.5 -7.7 7.9 3.5 5.4 -20.0 -16.6 -20.0 7.9 2.0 10.5 -1.2 12.0 NaN 8.6 5.6 2.8 9.6 -0.4 11.9 NaN NaN NaN NaN NaN -4.8 -20.0 NaN NaN WHEAT 9.2 19.9 19.6 8.6 18.3 -2.5 20.0 -12.2 16.5 4.7 2.9 8.3 -8.8 10.4 9.8 -13.3 -17.9 -16.1 -17.0 11.0 4.8 8.8 -2.4 12.6 6.7 14.0 4.5 8.5 9.3 1.7 14.2 -11.0 5.0 19.7 20.0 11.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3