******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260319_203927 produced at 2026-03-19 21:36:07.659656 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.03 0.0 0.00 0.00 0.00 0.00 -10.18 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.35 0.0 0.00 0.00 0.00 0.00 -10.24 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.28 0.0 0.00 0.00 0.00 0.00 -3.27 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -2.21 24.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.09 0.0 1.13 -1.13 0.00 0.00 -1.97 25.0 0 0 caleb_strategy_v3 CHF False False 0.07 0.00 -0.08 0.0 0.87 -0.87 0.00 -0.07 -1.19 13.0 0 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -25.30 59.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.07 0.0 0.67 -0.67 0.00 0.00 -4.75 48.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.12 -0.07 0.0 0.85 -0.85 -0.12 -0.12 -1.19 14.0 -2 -2 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.06 0.0 0.23 -0.23 0.00 0.00 -3.66 13.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.06 0.0 0.64 -0.64 -0.01 -0.01 -6.61 66.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.12 -0.05 0.0 0.47 -0.47 -0.12 -0.16 -2.29 23.0 -6 -8 caleb_strategy_v3 BTP False False 0.06 0.00 -0.05 0.0 0.56 -0.56 0.00 0.00 -0.82 10.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.79 -0.79 0.00 0.00 -1.04 17.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.17 -0.04 0.0 0.57 -0.57 -0.17 -0.10 -1.26 17.0 -5 -3 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.62 -0.62 -0.05 -0.05 -0.91 13.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.03 0.0 0.64 -0.64 -0.02 -0.02 -2.29 58.0 -2 -2 caleb_strategy_v3 SP400 False False 0.14 -0.14 -0.03 0.0 0.28 -0.28 -0.14 -0.14 -0.22 2.0 -1 -1 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.03 0.0 1.05 -1.05 -0.06 -0.06 -0.59 19.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.05 -0.03 0.0 0.36 -0.36 -0.05 -0.04 -4.96 68.0 -9 -7 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.16 -0.16 -0.04 -0.04 -1.33 11.0 -3 -3 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 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.48 3.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.04 -0.04 0.00 0.00 -2.20 4.0 0 0 caleb_strategy_v3 OJ False True 0.01 -0.01 -0.01 0.0 0.00 -0.01 -0.01 -0.01 -0.76 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.37 -0.37 -0.03 -0.03 -0.79 26.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.10 -0.01 0.0 0.29 -0.29 -0.10 -0.10 -0.30 6.0 -2 -2 caleb_strategy_v3 GBP False False 0.04 0.00 -0.01 0.0 0.77 -0.77 0.00 0.00 -0.29 22.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.47 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.01 0.0 1.10 -1.10 0.00 0.00 -0.64 56.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.01 0.0 0.50 -0.50 0.00 0.00 -1.01 36.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 -0.02 -0.01 0.0 0.35 -0.35 -0.02 -0.02 -0.39 23.0 -1 -1 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.01 999999999.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 0.00 0.0 0.13 -0.13 -0.01 -0.01 0.12 18.0 -2 -1 caleb_strategy_v3 CAD False False 0.03 0.00 0.00 0.0 0.88 -0.88 0.00 0.00 0.08 29.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.01 6.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.00 0.0 0.57 -0.57 0.00 0.00 0.06 8.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.21 9.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.01 2.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.11 -0.00 0.0 0.21 -0.21 -0.11 -0.11 -0.05 4.0 -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 0.57 26.0 1 1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.03 0.00 0.0 0.11 -0.11 0.03 0.03 0.37 8.0 2 2 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.30 10.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.60 -0.60 0.00 0.00 0.06 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 1.66 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.02 0.27 7.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.23 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.08 0.01 0.0 0.53 -0.53 0.08 0.08 0.35 20.0 3 3 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.01 0.0 0.66 -0.66 0.00 0.00 0.14 17.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 2.26 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.35 9.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.02 0.0 0.52 -0.52 0.02 0.02 0.64 21.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.59 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 6.50 51.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.04 0.0 0.12 -0.12 0.04 0.04 3.97 12.0 4 4 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.04 12.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.04 0.0 999.00 -999.00 0.05 0.05 0.69 999999999.0 1 1 caleb_strategy_v3 HEATOIL False False 0.06 0.19 0.04 0.0 0.19 -0.19 0.19 0.19 0.64 3.0 3 3 caleb_strategy_v3 OAT False False 0.06 0.23 0.05 0.0 0.57 -0.57 0.23 0.23 0.89 10.0 4 4 caleb_strategy_v3 DX False False 0.04 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 1.29 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 2.45 19.0 1 1 caleb_strategy_v3 MXP False False 0.01 0.18 0.08 0.0 0.70 -0.70 0.18 0.16 6.74 60.0 15 14 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.16 0.0 1.16 -1.16 0.00 0.00 1.37 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.06 0.19 0.0 0.16 -0.16 0.06 0.06 5.97 5.0 2 2 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.0 Shocked risk 32.7 Sum abs risk 35.2 Leverage 3.75 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2395956.0, 'annual_cash_vol_target': 598989.0, 'daily_cash_vol_target': 37436.8125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0053 0.7076 0.7462 11.9385 BITCOIN 2059.9872 70520.0000 2.9211 46.7382 BOBL 0.2402 115.8400 0.2073 3.3176 BTP 0.5856 117.4600 0.4985 7.9763 BUND 0.4220 126.1300 0.3346 5.3536 BUXL 0.7900 110.5000 0.7149 11.4386 CAC 62.5443 7859.0000 0.7958 12.7333 CAD 0.0028 0.7307 0.3803 6.0841 CANOLA 10.0322 741.3000 1.3533 21.6532 CHF 0.0070 1.2801 0.5438 8.7009 COCOA 110.1818 3408.0000 3.2330 51.7285 COFFEE 4.7460 295.3000 1.6072 25.7149 COPPER 0.0984 5.5770 1.7653 28.2445 CORN 4.8052 494.5000 0.9717 15.5478 COTTON2 0.8706 67.7100 1.2858 20.5727 CRUDE_W 1.2258 77.4400 1.5829 25.3272 DAX 249.6568 23032.0000 1.0840 17.3433 DOW 355.1032 46353.0000 0.7661 12.2574 DX 0.4435 99.0000 0.4480 7.1676 EUR 0.0062 1.1632 0.5359 8.5749 EURIBOR-ICE 0.0529 97.3800 0.0543 0.8686 EUROSTX 62.2944 5584.0000 1.1156 17.8494 FEEDCOW 3.3653 343.3750 0.9801 15.6808 GASOIL 42.4282 1012.0000 4.1925 67.0801 GASOLINE 0.0580 2.9975 1.9357 30.9719 GAS_US_mini 0.1590 3.1000 5.1294 82.0702 GBP 0.0076 1.3431 0.5653 9.0450 GOLD_micro 82.4404 4686.5000 1.7591 28.1457 HEATOIL 0.0948 3.6002 2.6334 42.1337 JGB-SGX-mini 0.2689 131.2800 0.2048 3.2774 JPY 0.0000 0.0064 0.6517 10.4272 LEANHOG 1.1250 104.7250 1.0742 17.1878 LIVECOW 2.0157 231.7500 0.8698 13.9165 LUMBER-new 6.7581 609.0000 1.1097 17.7553 MXP 0.0004 0.0559 0.7897 12.6356 NASDAQ_micro 212.8541 24360.2500 0.8738 13.9804 NIKKEI 792.9394 52795.0000 1.5019 24.0307 NZD 0.0047 0.5893 0.8001 12.8018 OAT 0.4976 119.8700 0.4151 6.6417 OATIES 6.2292 361.0000 1.7255 27.6085 OJ 6.9504 169.0500 4.1114 65.7830 PALLAD 53.2006 1469.0000 3.6216 57.9449 PLAT 68.9194 1988.6000 3.4657 55.4516 REDWHEAT 11.1606 645.0000 1.7303 27.6852 RICE 0.1447 11.6850 1.2384 19.8151 ROBUSTA 69.8881 3671.0000 1.9038 30.4606 RUSSELL 28.0589 2513.0000 1.1166 17.8648 SHATZ 0.0929 105.8850 0.0877 1.4033 SILVER-mini 3.4059 72.7625 4.6808 74.8933 SMI 122.8304 12338.0000 0.9955 15.9287 SOFR 0.0540 96.5500 0.0559 0.8946 SOYBEAN 10.7141 1147.5000 0.9337 14.9390 SOYMEAL 4.8104 329.0000 1.4621 23.3942 SOYOIL 0.9808 65.0100 1.5086 24.1378 SP400 31.7850 3392.2000 0.9370 14.9920 SP500_micro 46.7984 6657.7500 0.7029 11.2466 SUGAR11 0.2489 15.5100 1.6050 25.6805 US10 0.3503 111.4062 0.3144 5.0310 US10U 0.4420 113.9844 0.3878 6.2041 US2 0.0956 103.7422 0.0921 1.4738 US20 0.6568 114.6250 0.5730 9.1682 US30 0.9050 117.6562 0.7692 12.3069 US5 0.2344 108.3359 0.2164 3.4618 VIX 0.8526 23.6000 3.6128 57.8053 WHEAT 10.3171 652.0000 1.5824 25.3180 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 707.55 0.75 527.94 1.00 527.94 37436.81 70.91 13.30 94.34 BITCOIN 70.52 2.92 206.00 1.00 206.00 37436.81 181.73 -12.84 -233.29 BOBL 1158.40 0.21 240.19 1.15 277.31 37436.81 135.00 -4.30 -58.00 BTP 1174.60 0.50 585.56 1.15 676.04 37436.81 55.38 -4.32 -23.90 BUND 1261.30 0.33 422.03 1.15 487.25 37436.81 76.83 0.78 5.97 BUXL 1105.00 0.71 789.98 1.15 912.05 37436.81 41.05 -1.29 -5.31 CAC 785.90 0.80 625.44 1.15 722.09 37436.81 51.85 5.88 30.51 CAD 730.70 0.38 277.85 1.00 277.85 37436.81 134.74 0.21 2.89 CANOLA 148.26 1.35 200.64 0.73 146.40 37436.81 255.72 10.44 266.85 CHF 1600.19 0.54 870.19 1.00 870.19 37436.81 43.02 -10.64 -45.75 COCOA 340.80 3.23 1101.82 1.00 1101.82 37436.81 33.98 -9.59 -32.60 COFFEE 1107.38 1.61 1779.75 1.00 1779.75 37436.81 21.03 -0.45 -0.95 COPPER 1394.25 1.77 2461.25 1.00 2461.25 37436.81 15.21 1.36 2.07 CORN 247.25 0.97 240.26 1.00 240.26 37436.81 155.82 10.46 162.95 COTTON2 338.55 1.29 435.30 1.00 435.30 37436.81 86.00 -6.34 -54.50 CRUDE_W 774.40 1.58 1225.84 1.00 1225.84 37436.81 30.54 18.03 55.06 DAX 230.32 1.08 249.66 1.15 288.24 37436.81 129.88 -5.15 -66.94 DOW 231.76 0.77 177.55 1.00 177.55 37436.81 210.85 -13.47 -283.92 DX 990.00 0.45 443.49 1.00 443.49 37436.81 84.41 5.90 49.82 EUR 1454.00 0.54 779.24 1.00 779.24 37436.81 48.04 -9.50 -45.64 EURIBOR-ICE 2434.50 0.05 132.16 1.15 152.58 37436.81 245.36 1.63 40.04 EUROSTX 558.40 1.12 622.94 1.15 719.20 37436.81 52.05 1.97 10.26 FEEDCOW 1716.88 0.98 1682.63 1.00 1682.63 37436.81 22.25 0.85 1.89 GASOIL 1012.00 4.19 4242.82 1.00 4242.82 37436.81 8.82 15.42 13.61 GASOLINE 1258.95 1.94 2437.01 1.00 2437.01 37436.81 15.36 10.39 15.95 GAS_US_mini 77.50 5.13 397.53 1.00 397.53 37436.81 94.17 0.56 5.27 GBP 839.44 0.57 474.54 1.00 474.54 37436.81 78.89 -1.39 -10.98 GOLD_micro 468.65 1.76 824.40 1.00 824.40 37436.81 45.41 -4.10 -18.63 HEATOIL 1512.08 2.63 3981.86 1.00 3981.86 37436.81 9.40 15.68 14.74 JGB-SGX-mini 131280.00 0.20 26891.16 0.01 169.44 37436.81 220.95 -4.27 -94.41 JPY 799.00 0.65 520.71 1.00 520.71 37436.81 71.90 -6.76 -48.60 LEANHOG 418.90 1.07 450.00 1.00 450.00 37436.81 83.19 -7.23 -60.12 LIVECOW 927.00 0.87 806.28 1.00 806.28 37436.81 46.43 0.89 4.12 LUMBER-new 167.48 1.11 185.85 1.00 185.85 37436.81 201.44 -7.09 -142.86 MXP 279.60 0.79 220.81 1.00 220.81 37436.81 169.54 2.70 45.84 NASDAQ_micro 487.20 0.87 425.71 1.00 425.71 37436.81 87.94 -11.19 -98.37 NIKKEI 52795.00 1.50 79293.94 0.01 499.62 37436.81 74.93 -1.24 -9.32 NZD 589.30 0.80 471.51 1.00 471.51 37436.81 79.40 3.08 24.45 OAT 1198.70 0.42 497.59 1.15 574.48 37436.81 65.17 3.99 25.97 OATIES 180.50 1.73 311.46 1.00 311.46 37436.81 120.20 5.68 68.30 OJ 253.58 4.11 1042.56 1.00 1042.56 37436.81 35.91 -8.68 -31.16 PALLAD 1469.00 3.62 5320.06 1.00 5320.06 37436.81 7.04 0.29 0.21 PLAT 994.30 3.47 3445.97 1.00 3445.97 37436.81 10.86 1.31 1.42 REDWHEAT 322.50 1.73 558.03 1.00 558.03 37436.81 67.09 4.12 27.63 RICE 233.70 1.24 289.42 1.00 289.42 37436.81 129.35 -6.99 -90.39 ROBUSTA 367.10 1.90 698.88 1.00 698.88 37436.81 53.57 -5.54 -29.66 RUSSELL 125.65 1.12 140.29 1.00 140.29 37436.81 266.84 -5.60 -149.53 SHATZ 1058.85 0.09 92.87 1.15 107.22 37436.81 349.17 -6.24 -217.93 SILVER-mini 1819.06 4.68 8514.72 1.00 8514.72 37436.81 4.40 -0.50 -0.22 SMI 1233.80 1.00 1228.30 1.27 1563.79 37436.81 23.94 4.33 10.36 SOFR 2413.75 0.06 134.96 1.00 134.96 37436.81 277.39 -6.03 -167.23 SOYBEAN 573.75 0.93 535.70 1.00 535.70 37436.81 69.88 4.13 28.89 SOYMEAL 329.00 1.46 481.04 1.00 481.04 37436.81 77.82 -6.43 -50.02 SOYOIL 390.06 1.51 588.45 1.00 588.45 37436.81 63.62 5.01 31.87 SP400 3392.20 0.94 3178.50 1.00 3178.50 37436.81 11.78 -5.62 -6.62 SP500_micro 332.89 0.70 233.99 1.00 233.99 37436.81 159.99 -12.75 -204.02 SUGAR11 173.71 1.61 278.81 1.00 278.81 37436.81 134.27 0.37 4.92 US10 1114.06 0.31 350.30 1.00 350.30 37436.81 106.87 -7.70 -82.32 US10U 1139.84 0.39 441.98 1.00 441.98 37436.81 84.70 -8.51 -72.10 US2 2074.84 0.09 191.12 1.00 191.12 37436.81 195.88 -13.15 -257.57 US20 1146.25 0.57 656.82 1.00 656.82 37436.81 57.00 -4.70 -26.81 US30 1176.56 0.77 904.99 1.00 904.99 37436.81 41.37 -5.63 -23.27 US5 1083.36 0.22 234.39 1.00 234.39 37436.81 159.72 -9.74 -155.50 VIX 236.00 3.61 852.63 1.00 852.63 37436.81 43.91 2.08 9.15 WHEAT 326.00 1.58 515.86 1.00 515.86 37436.81 72.57 2.13 15.46 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 94.342 0.010 2.5 2.451 BITCOIN -233.285 0.043 2.5 -25.297 BOBL -58.002 0.004 2.5 -0.589 BTP -23.897 0.014 2.5 -0.816 BUND 5.970 0.004 2.5 0.061 BUXL -5.314 0.004 2.5 -0.054 CAC 30.506 0.014 2.5 1.042 CAD 2.887 0.010 2.5 0.075 CANOLA 266.849 0.010 2.5 6.501 CHF -45.754 0.010 2.5 -1.189 COCOA -32.597 0.010 2.5 -0.794 COFFEE -0.950 0.005 2.5 -0.013 COPPER 2.075 0.043 2.5 0.225 CORN 162.946 0.010 2.5 3.970 COTTON2 -54.500 0.010 2.5 -1.328 CRUDE_W 55.061 0.043 2.5 5.971 DAX -66.939 0.014 2.5 -2.286 DOW -283.924 0.009 2.5 -6.608 DX 49.815 0.010 2.5 1.294 EUR -45.636 0.010 2.5 -1.186 EURIBOR-ICE 40.036 0.014 2.5 1.367 EUROSTX 10.255 0.014 2.5 0.350 FEEDCOW 1.894 0.013 2.5 0.063 GASOIL 13.608 0.017 2.5 0.591 GASOLINE 15.955 0.017 2.5 0.693 GAS_US_mini 5.273 0.043 2.5 0.572 GBP -10.977 0.010 2.5 -0.285 GOLD_micro -18.635 0.014 2.5 -0.637 HEATOIL 14.742 0.017 2.5 0.640 JGB-SGX-mini -94.407 0.043 2.5 -10.237 JPY -48.596 0.010 2.5 -1.263 LEANHOG -60.123 0.024 2.5 -3.659 LIVECOW 4.122 0.013 2.5 0.137 LUMBER-new -142.861 0.010 2.5 -3.481 MXP 45.839 0.059 2.5 6.737 NASDAQ_micro -98.372 0.009 2.5 -2.289 NIKKEI -9.315 0.043 2.5 -1.010 NZD 24.451 0.010 2.5 0.635 OAT 25.969 0.014 2.5 0.887 OATIES 68.303 0.010 2.5 1.664 OJ -31.163 0.010 2.5 -0.759 PALLAD 0.206 0.014 2.5 0.007 PLAT 1.424 0.014 2.5 0.049 REDWHEAT 27.631 0.005 2.5 0.367 RICE -90.387 0.010 2.5 -2.202 ROBUSTA -29.656 0.005 2.5 -0.394 RUSSELL -149.535 0.013 2.5 -4.962 SHATZ -217.926 0.004 2.5 -2.213 SILVER-mini -0.220 0.014 2.5 -0.008 SMI 10.356 0.014 2.5 0.354 SOFR -167.232 0.024 2.5 -10.178 SOYBEAN 28.886 0.004 2.5 0.269 SOYMEAL -50.024 0.004 2.5 -0.466 SOYOIL 31.866 0.004 2.5 0.297 SP400 -6.625 0.013 2.5 -0.220 SP500_micro -204.018 0.009 2.5 -4.748 SUGAR11 4.916 0.010 2.5 0.120 US10 -82.316 0.005 2.5 -1.045 US10U -72.103 0.005 2.5 -0.915 US2 -257.571 0.005 2.5 -3.268 US20 -26.808 0.005 2.5 -0.340 US30 -23.270 0.005 2.5 -0.295 US5 -155.501 0.005 2.5 -1.973 VIX 9.146 0.099 2.5 2.261 WHEAT 15.464 0.005 2.5 0.205 ===================== Position diags ===================== AUD 1.84 BITCOIN 19.71 BOBL 1.37 BTP 1.89 BUND 0.78 BUXL 0.42 CAC 1.77 CAD 3.50 CANOLA 6.23 CHF 1.12 COCOA 0.83 COFFEE 0.28 COPPER 1.65 CORN 3.80 COTTON2 2.10 CRUDE_W 3.31 DAX 4.44 DOW 4.91 DX 2.19 EUR 1.25 EURIBOR-ICE 8.38 EUROSTX 1.78 FEEDCOW 0.74 GASOIL 0.38 GASOLINE 0.67 GAS_US_mini 10.21 GBP 2.05 GOLD_micro 1.55 HEATOIL 0.41 JGB-SGX-mini 23.96 JPY 1.87 LEANHOG 5.06 LIVECOW 1.54 LUMBER-new 4.91 MXP 24.92 NASDAQ_micro 2.05 NIKKEI 8.13 NZD 2.06 OAT 2.23 OATIES 2.93 OJ 0.87 PALLAD 0.24 PLAT 0.37 REDWHEAT 0.89 RICE 3.15 ROBUSTA 0.71 RUSSELL 8.85 SHATZ 3.55 SILVER-mini 0.15 SMI 0.82 SOFR 16.88 SOYBEAN 0.65 SOYMEAL 0.72 SOYOIL 0.59 SP400 0.39 SP500_micro 3.72 SUGAR11 3.27 US10 1.36 US10U 1.07 US2 2.49 US20 0.72 US30 0.52 US5 2.03 VIX 10.85 WHEAT 0.96 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.5 2.3 2.6 1.0 1 BITCOIN -25.3 -27.3 -23.3 0.0 0 BOBL -0.6 -0.7 -0.5 -1.0 -1 BTP -0.8 -1.0 -0.6 0.0 0 BUND 0.1 -0.0 0.1 0.0 0 BUXL -0.1 -0.1 -0.0 -2.0 -2 CAC 1.0 0.9 1.2 0.0 0 CAD 0.1 -0.3 0.4 0.0 0 CANOLA 6.5 5.9 7.1 0.0 0 CHF -1.2 -1.3 -1.1 0.0 0 COCOA -0.8 -0.9 -0.7 -2.0 -2 COFFEE -0.0 -0.0 0.0 0.0 0 COPPER 0.2 0.1 0.4 0.0 0 CORN 4.0 3.6 4.3 4.0 4 COTTON2 -1.3 -1.5 -1.1 -3.0 -3 CRUDE_W 6.0 5.6 6.3 2.0 2 DAX -2.3 -2.7 -1.8 -2.0 -2 DOW -6.6 -7.1 -6.1 -1.0 -1 DX 1.3 1.1 1.5 0.0 0 EUR -1.2 -1.3 -1.1 -2.0 -2 EURIBOR-ICE 1.4 0.5 2.2 0.0 0 EUROSTX 0.4 0.2 0.5 3.0 3 FEEDCOW 0.1 -0.0 0.1 0.0 0 GASOIL 0.6 0.6 0.6 0.0 0 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini 0.6 -0.4 1.6 1.0 1 GBP -0.3 -0.5 -0.1 0.0 0 GOLD_micro -0.6 -0.8 -0.5 0.0 0 HEATOIL 0.6 0.6 0.7 3.0 3 JGB-SGX-mini -10.2 -12.6 -7.8 0.0 0 JPY -1.3 -1.4 -1.1 -5.0 -5 LEANHOG -3.7 -4.2 -3.2 0.0 0 LIVECOW 0.1 -0.0 0.3 0.0 0 LUMBER-new -3.5 -4.0 -3.0 0.0 0 MXP 6.7 4.2 9.2 15.0 15 NASDAQ_micro -2.3 -2.5 -2.1 -6.0 -6 NIKKEI -1.0 -1.8 -0.2 0.0 0 NZD 0.6 0.4 0.8 1.0 1 OAT 0.9 0.7 1.1 4.0 4 OATIES 1.7 1.4 2.0 NaN 0 OJ -0.8 -0.8 -0.7 -1.0 -1 PALLAD 0.0 -0.0 0.0 0.0 0 PLAT 0.0 0.0 0.1 0.0 0 REDWHEAT 0.4 0.3 0.5 2.0 2 RICE -2.2 -2.5 -1.9 0.0 0 ROBUSTA -0.4 -0.5 -0.3 -1.0 -1 RUSSELL -5.0 -5.8 -4.1 -9.0 -9 SHATZ -2.2 -2.6 -1.9 NaN 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SMI 0.4 0.3 0.4 0.0 0 SOFR -10.2 -11.9 -8.5 NaN 0 SOYBEAN 0.3 0.2 0.3 1.0 1 SOYMEAL -0.5 -0.5 -0.4 0.0 0 SOYOIL 0.3 0.2 0.4 0.0 0 SP400 -0.2 -0.3 -0.2 -1.0 -1 SP500_micro -4.7 -5.1 -4.4 0.0 0 SUGAR11 0.1 -0.2 0.4 -2.0 -2 US10 -1.0 -1.2 -0.9 0.0 0 US10U -0.9 -1.0 -0.8 -1.0 -1 US2 -3.3 -3.5 -3.0 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.3 -0.2 -2.0 -2 US5 -2.0 -2.2 -1.8 0.0 0 VIX 2.3 1.2 3.3 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 -0.0 0.1 -0.1 0.1 -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 0.3 0.3 0.6 0.5 -0.1 0.7 0.1 0.7 BITCOIN -0.6 -0.6 -0.6 0.0 -0.1 0.2 -0.1 0.5 -0.1 -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 0.3 0.6 0.0 -0.6 -0.3 0.0 -0.7 -0.5 BOBL -0.6 0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.1 -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 -0.2 -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 -0.1 0.1 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 0.1 -0.2 0.7 -0.1 -0.6 -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 -0.1 0.2 0.2 0.3 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.6 -0.0 -0.2 -0.0 -0.1 0.3 0.7 0.4 0.7 BUXL -0.2 0.3 0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.1 -0.3 -0.1 -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 -0.1 -0.5 -0.1 -0.0 0.4 0.5 0.0 -0.1 -0.2 0.6 -0.1 0.3 CAC -0.6 -0.4 -0.2 -0.1 -0.2 0.1 -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 -0.2 0.2 -0.2 0.9 0.1 -0.1 0.2 -0.1 0.2 0.0 0.2 0.2 0.6 0.6 0.2 0.3 0.7 0.2 0.7 CAD -0.2 0.0 0.3 0.0 -0.1 0.2 -0.1 0.2 -0.1 -0.2 0.1 -0.2 0.2 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.0 -0.1 2.7 0.1 -0.2 0.2 -0.1 0.1 -0.0 -0.3 0.0 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.0 0.6 0.5 0.1 0.2 -0.0 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 1.2 0.1 0.0 0.2 0.1 0.1 0.1 -0.5 -0.2 0.6 0.6 0.4 0.2 0.7 0.3 0.7 CHF -0.6 -0.1 -0.1 0.0 -0.0 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 0.5 -0.6 -0.6 0.1 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 0.9 -0.1 -0.2 -0.6 -0.4 0.2 0.0 0.4 0.2 COFFEE 0.5 -0.6 -0.6 0.2 0.2 -0.1 0.2 -0.7 0.2 0.1 -0.1 0.2 0.1 -0.1 -0.2 0.2 0.4 0.4 0.4 -0.2 -0.2 0.1 -0.0 -0.1 -2.7 -0.1 0.2 -0.2 0.1 0.3 0.0 1.1 -0.2 -0.3 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.4 -0.3 0.1 0.0 -0.1 0.1 -0.1 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 0.0 -0.1 0.1 -0.1 -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 0.4 CORN 0.5 0.5 0.3 0.2 0.2 -0.1 0.2 -0.7 0.2 0.2 0.4 0.2 -0.2 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.0 0.2 1.5 0.2 0.2 0.3 0.2 0.1 0.2 -1.0 0.2 0.6 0.6 0.3 0.2 -0.1 0.3 0.1 COTTON2 0.5 0.3 0.4 0.2 0.2 -0.1 0.2 -0.7 0.2 0.1 -0.3 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 -0.6 0.1 0.2 -0.1 0.2 -0.4 0.2 -1.1 0.5 0.5 -0.2 -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 0.1 0.3 0.2 -0.0 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 0.5 -0.5 -0.5 -0.4 0.3 0.7 0.0 0.2 DAX -0.6 -0.6 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 -0.0 -0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.0 -0.1 0.1 -0.1 -1.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.2 0.1 -0.4 -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 0.1 -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 -0.2 -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 -0.0 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 -0.0 0.1 -1.9 0.1 -0.0 0.0 0.1 -0.1 0.1 0.8 0.3 0.6 -0.1 -0.4 0.1 0.7 0.3 0.7 EUR -0.6 -0.4 -0.4 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.7 -0.1 0.0 0.0 -0.1 0.1 -0.1 -0.4 -0.0 -0.5 -0.4 -0.2 -0.3 -0.7 -0.2 -0.7 EURIBOR-ICE -0.6 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -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 -0.1 -0.1 -0.0 -0.1 0.7 -0.1 -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 -0.6 0.2 0.1 0.2 -0.0 0.2 -0.4 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 -0.1 0.5 -0.1 -2.7 -0.1 -0.0 0.0 -0.1 0.3 -0.1 1.1 -0.5 -0.6 -0.6 0.1 0.7 0.7 0.6 0.7 GASOIL 0.6 0.6 0.2 0.2 0.1 0.3 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 -0.4 0.6 0.4 0.3 -0.1 0.6 -0.3 0.1 GASOLINE 0.6 0.6 0.6 0.2 0.2 0.5 0.2 0.4 0.2 0.1 0.4 0.2 0.3 0.2 0.2 -0.3 -0.4 -0.4 -0.4 0.2 0.2 0.2 0.2 0.2 -1.7 0.2 0.2 0.5 0.2 0.3 0.2 -1.1 0.3 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 -0.4 GBP -0.4 -0.3 0.0 0.0 -0.1 0.2 -0.1 0.2 -0.1 0.1 0.0 -0.1 0.4 -0.2 -0.1 0.0 0.0 0.0 0.0 -0.1 0.0 -0.0 0.1 -0.1 -0.1 -0.0 0.0 0.1 -0.1 0.3 -0.1 0.3 0.3 0.0 -0.2 0.1 -0.4 -0.2 -0.2 -0.3 GOLD_micro -0.4 0.2 -0.6 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.2 -0.1 -0.1 0.0 0.1 -0.1 0.2 -0.0 -2.5 0.1 -0.1 0.3 -0.1 0.5 -0.0 -0.3 -0.2 -0.1 0.5 0.4 0.6 0.2 -0.1 -0.7 HEATOIL 0.6 0.6 0.4 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 0.2 0.2 -1.2 0.2 0.1 0.3 0.2 0.2 0.2 1.1 0.0 0.6 0.5 0.2 -0.0 0.3 -0.4 -0.3 JGB-SGX-mini -0.1 0.6 0.0 -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 -0.0 -0.3 -0.0 0.2 -0.0 -0.0 -0.2 -0.0 -0.4 -0.0 0.4 0.0 0.2 0.0 -0.5 -0.1 -0.7 -0.1 -0.7 JPY -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.3 -0.1 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.3 -0.1 2.7 -0.1 0.0 -0.2 -0.1 -0.4 -0.1 -0.5 0.1 -0.3 -0.2 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.3 -0.2 0.3 0.2 0.2 -0.1 0.2 -0.7 0.2 -0.2 0.4 -0.2 0.7 -0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.0 0.1 -0.2 0.4 -0.1 -1.1 0.0 -0.2 0.3 -0.2 0.5 -0.2 -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 -0.4 0.2 0.0 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 0.0 -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 0.2 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 -0.0 0.2 -0.5 0.2 -0.8 0.1 -1.2 0.1 -0.7 -0.7 -0.3 0.2 0.8 0.3 0.8 MXP -0.6 -0.5 -0.2 0.0 -0.0 0.1 -0.1 0.2 -0.1 0.0 0.3 -0.1 0.5 -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 0.2 -0.3 -0.2 0.4 0.3 0.2 0.7 0.3 NASDAQ_micro -0.2 -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 -0.1 -0.1 0.2 -0.1 -0.2 0.1 0.5 -0.3 -0.5 0.4 -0.7 0.3 -0.7 NIKKEI -0.6 -0.4 -0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.2 -0.1 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 -0.1 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 -0.0 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 -0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.0 -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 -0.0 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 -0.1 0.1 -0.1 0.8 -0.0 -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 -0.2 0.1 0.1 -0.1 -0.2 -0.1 -0.2 0.2 0.0 0.2 -0.1 0.2 -0.2 0.2 0.1 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 -0.2 0.5 0.1 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 -0.1 -0.0 -0.0 -0.1 -0.0 1.1 -0.4 -0.4 -0.4 0.1 -0.3 -0.4 -0.3 -0.5 PALLAD -0.5 -0.4 -0.2 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 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 -0.2 -0.3 -0.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.1 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 -0.1 0.1 -0.0 0.3 -0.0 0.2 0.0 0.0 -0.1 0.1 0.7 0.3 0.3 -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 0.2 0.1 0.2 -0.4 0.2 0.5 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.5 0.4 0.5 0.1 0.1 -0.0 0.2 -0.3 0.1 0.0 -0.2 0.1 -0.3 0.1 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.1 -0.4 0.1 0.3 0.1 0.0 -0.1 0.1 -0.5 0.1 -0.7 -0.2 -0.1 -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 -0.0 -0.1 -0.1 -2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.5 -0.5 -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 -0.2 0.3 -0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.3 -0.2 0.8 -0.1 -0.1 0.1 -0.1 0.3 -0.1 0.1 -0.0 -0.1 -0.4 0.0 -0.0 -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 -0.2 -0.2 -0.2 -0.2 -1.0 -0.5 -0.6 -0.5 -0.4 0.5 0.7 0.6 0.7 SILVER-mini -0.2 -0.1 -0.5 0.0 -0.1 0.1 -0.0 0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.2 -0.0 -1.0 0.0 -0.1 0.2 -0.0 0.4 -0.0 -0.0 -0.0 0.0 -0.0 0.3 0.3 0.4 0.1 0.0 SMI -0.6 -0.5 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 -0.1 0.3 -0.1 -0.0 0.2 0.2 0.2 0.2 -0.0 0.0 -0.1 0.2 -0.1 0.7 -0.0 -0.1 0.2 -0.1 0.3 -0.1 1.1 -0.2 -0.3 0.0 0.3 -0.1 0.7 -0.2 0.7 SOFR -0.3 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 0.1 0.4 0.6 0.3 -0.5 -0.4 -0.7 -0.7 SOYBEAN 0.0 0.5 0.2 0.2 0.2 -0.1 0.2 -0.6 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 -0.0 0.3 0.0 0.2 0.1 0.8 -0.5 -0.1 0.6 0.2 -0.3 -0.5 -0.3 -0.3 SOYMEAL 0.0 0.4 0.1 0.1 0.2 -0.0 0.2 -0.4 0.2 0.1 -0.0 0.0 -0.2 0.1 0.0 -0.1 -0.3 -0.2 -0.2 0.0 0.0 0.1 -0.1 0.0 -1.5 0.1 0.1 0.1 0.1 0.1 0.1 -0.2 -0.1 -0.2 0.2 -0.1 -0.5 -0.6 -0.4 -0.6 SOYOIL 0.0 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 -2.1 0.2 -0.0 0.5 0.1 0.4 0.2 0.5 -0.5 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 -0.1 -0.3 -0.1 0.1 -0.0 -0.7 -0.3 -0.7 SP500_micro -0.6 -0.6 -0.4 -0.0 -0.1 0.1 -0.2 0.3 -0.1 -0.1 0.2 -0.2 0.6 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.2 0.3 -0.2 -2.1 -0.1 -0.2 -0.1 -0.2 0.2 -0.2 -0.3 -0.2 -0.0 -0.4 -0.5 0.6 -0.7 0.5 -0.7 SUGAR11 0.6 0.3 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 0.2 -0.3 0.1 -2.7 0.1 0.2 -0.0 0.2 -0.3 0.1 1.1 0.5 0.3 -0.2 0.1 0.0 -0.6 0.1 -0.4 US10 -0.4 0.1 -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 0.1 0.0 0.1 0.0 -0.0 -0.0 -0.1 0.0 -0.1 -1.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.2 0.0 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 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.2 0.4 -0.1 -0.1 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 -0.6 -0.1 -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 -0.1 -0.2 -0.1 -0.2 1.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 -1.1 -0.3 -0.5 -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 -0.0 0.1 -0.1 0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.0 -0.1 -1.2 -0.0 -0.1 0.1 -0.2 0.2 -0.1 0.0 -0.0 -0.1 -0.0 0.2 -0.2 0.5 -0.3 -0.5 US30 -0.4 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.7 -0.0 -0.0 0.1 -0.2 0.1 -0.1 -0.3 0.1 0.1 -0.0 0.2 -0.3 0.4 -0.3 -0.5 US5 -0.5 0.1 -0.2 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -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 -0.2 0.1 -0.1 -0.5 -0.1 -0.1 0.0 0.1 -0.2 -0.7 -0.4 -0.7 VIX 1.0 1.0 0.4 0.1 0.1 0.1 0.1 -0.0 0.2 0.0 -0.0 0.1 -0.4 0.1 0.1 0.2 -0.6 -0.5 -0.6 0.1 0.0 0.1 -0.0 0.2 NaN 0.2 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 -0.0 0.2 -0.4 0.2 0.1 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 0.1 0.2 0.1 0.1 0.2 -0.6 0.1 0.5 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 -14.8 2.4 14.0 1.1 -3.9 4.0 -7.4 3.8 -4.8 0.5 11.8 0.0 10.8 7.8 11.3 1.3 -0.2 1.0 0.5 9.4 11.6 -0.0 8.8 3.5 9.5 9.7 -0.2 12.1 -0.7 8.8 3.2 6.5 12.8 10.5 17.3 16.3 -4.4 20.0 1.9 20.0 BITCOIN -19.8 -20.0 -20.0 0.6 -14.5 7.8 -9.6 13.0 -4.8 -2.7 -12.7 5.1 -7.2 -8.6 -10.5 -2.9 -5.6 -3.5 -4.4 -20.0 -20.0 0.0 -14.9 -8.2 -10.2 -5.8 -4.1 -11.5 0.6 -7.7 -0.1 0.1 14.4 18.7 1.3 -20.0 -8.9 0.0 -20.0 -15.5 BOBL -20.0 2.7 1.3 -2.8 -10.1 -1.2 -12.3 -1.6 -8.2 -10.6 -5.9 -11.5 -3.6 -9.9 -5.8 3.3 -3.6 -8.8 -6.8 -7.2 -3.8 -16.4 -3.1 -13.8 2.3 -5.9 -11.2 -3.5 -14.5 -3.2 -11.9 -15.1 -7.4 -11.8 -5.5 -5.2 10.9 20.0 17.2 20.0 BTP -20.0 -8.8 -5.6 -3.5 -12.7 -1.5 -15.4 -2.1 -10.4 -11.5 3.0 -13.2 11.4 -11.5 -5.3 7.5 11.3 12.0 12.2 -7.3 -0.4 -18.6 3.6 -16.1 -20.0 -6.8 -12.4 0.4 -18.4 4.0 -16.1 13.1 -6.2 -17.5 -9.0 2.4 8.3 20.0 14.8 20.0 BUND -20.0 5.9 3.0 -3.4 -12.4 -1.4 -15.1 -2.0 -10.1 -9.3 -5.4 -13.1 -7.9 -10.8 -5.3 8.2 9.3 13.5 12.0 -5.3 -2.9 -15.1 -4.1 -12.3 0.2 -4.4 -9.3 -2.3 -15.6 -3.3 -12.0 11.1 -1.9 -4.8 -1.2 -2.0 7.8 20.0 13.2 20.0 BUXL -5.6 10.4 4.9 -4.8 -17.3 -2.0 -20.0 -2.8 -14.1 6.9 -12.3 -11.2 -20.0 -5.6 -5.7 3.5 3.8 4.3 4.3 -3.1 -7.5 -6.0 -16.1 -5.7 4.8 -2.7 7.8 -6.8 -8.7 -14.2 -7.7 -0.2 18.7 15.9 1.2 -1.8 -6.0 18.0 -3.7 8.9 CAC -20.0 -12.5 -5.8 -4.8 -17.4 5.2 -20.0 10.1 -16.1 -14.3 4.0 -18.4 15.3 -17.9 -13.1 -2.8 -3.2 -4.4 -4.1 -14.4 -1.6 -17.2 6.1 -20.0 7.1 9.1 -14.4 8.8 -5.0 6.0 4.0 3.3 8.2 20.0 20.0 5.3 10.2 20.0 6.5 20.0 CAD -5.4 1.1 9.6 1.8 -6.5 6.5 -12.2 6.2 -8.0 -18.7 5.3 -16.5 5.0 -7.5 5.5 -6.6 -7.4 -7.0 -7.2 2.5 4.7 -12.6 1.6 -4.8 20.0 6.1 -19.4 8.2 -13.9 4.1 -3.2 -6.4 0.9 11.8 5.5 4.3 -20.0 -20.0 -20.0 -20.0 CANOLA -0.6 20.0 14.7 8.9 18.7 -1.6 20.0 -10.8 16.4 0.6 4.2 4.8 0.9 8.5 10.9 -15.0 -15.5 -17.5 -17.3 12.8 7.3 6.7 2.2 12.5 9.0 13.2 1.6 7.6 6.3 2.1 12.6 -9.6 -7.2 18.3 20.0 12.4 5.2 20.0 7.7 20.0 CHF -18.8 -2.3 -1.7 0.8 -3.0 3.1 -5.8 2.9 -3.8 -5.6 -0.6 -7.7 6.8 -5.8 -2.2 -13.2 -15.6 -14.0 -14.7 -1.9 1.7 -9.3 3.5 -7.1 -1.7 0.3 -6.3 3.5 -8.1 4.8 -5.2 -19.8 -5.1 -5.4 1.8 -0.2 -13.9 -20.0 -13.3 -20.0 COCOA 15.9 -20.0 -20.0 4.9 10.3 -0.9 11.1 -6.0 9.1 0.7 -6.9 3.4 -5.9 -4.1 -6.1 -7.0 2.0 -5.9 -3.4 -15.4 -19.0 0.5 -14.2 -6.2 -20.0 -8.2 0.7 -11.0 1.3 -7.5 -2.4 17.5 -2.4 -7.4 -17.5 -13.3 7.4 1.3 12.0 5.8 COFFEE 16.5 -20.0 -20.0 15.2 20.0 -2.8 20.0 -18.4 20.0 15.3 -4.8 14.2 2.8 -13.0 -17.0 12.4 17.6 17.6 19.3 -20.0 -19.9 10.8 -0.5 -4.9 -20.0 -8.3 18.4 -8.0 11.8 8.1 3.1 20.0 -8.2 -8.6 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -12.0 -8.6 4.4 0.4 -9.2 5.0 -6.1 8.2 -3.1 -6.2 4.6 -6.3 4.7 -6.6 0.8 -6.2 -6.3 -6.3 -6.3 -0.3 4.2 -9.9 5.4 -5.5 -1.0 -0.0 -11.3 3.3 -8.3 5.5 -4.1 -2.0 -4.6 -3.3 3.2 -0.5 11.0 20.0 5.5 13.4 CORN 16.8 16.4 10.6 15.5 20.0 -2.8 20.0 -18.9 20.0 17.8 13.6 18.4 -5.5 20.0 16.9 -20.0 -20.0 -20.0 -20.0 17.9 8.1 20.0 -1.5 20.0 11.5 20.0 20.0 12.1 20.0 2.3 20.0 -19.7 9.8 20.0 20.0 10.6 6.1 -4.0 9.9 2.4 COTTON2 14.1 9.3 12.0 15.2 20.0 -2.8 20.0 -18.4 20.0 13.2 -12.3 15.4 -19.0 11.6 3.6 -20.0 -20.0 -20.0 -20.0 3.9 -5.4 20.0 -13.1 15.5 -4.7 7.5 20.0 -3.4 20.0 -11.2 20.0 -19.7 20.0 15.4 -7.6 -5.2 -9.4 -15.0 -9.1 -8.7 CRUDE_W 20.0 20.0 20.0 20.0 20.0 20.0 20.0 12.7 20.0 14.7 10.3 19.2 -0.8 20.0 20.0 18.7 6.3 10.8 7.3 20.0 19.4 20.0 5.4 20.0 7.4 20.0 20.0 19.0 20.0 4.7 20.0 -0.1 20.0 -15.9 -14.5 -11.4 9.7 20.0 0.7 5.8 DAX -20.0 -17.8 -9.9 -2.5 -9.1 2.7 -10.7 5.3 -8.4 -8.2 -0.8 -9.6 7.7 -9.0 -4.9 -6.8 -7.5 -7.8 -7.6 -7.6 -1.6 -13.2 3.3 -12.9 -7.6 -6.7 -9.3 -1.9 -10.3 1.9 -10.7 -3.3 4.8 -11.3 -14.0 -3.8 13.6 20.0 12.7 20.0 DOW -20.0 -20.0 -7.3 -3.0 -10.8 3.2 -12.6 6.3 -9.9 -11.1 5.1 -11.9 10.7 -11.6 -4.2 -6.1 -7.7 -6.7 -7.1 -10.4 1.0 -20.0 8.0 -20.0 -7.6 -9.2 -17.7 -0.2 -19.3 5.5 -16.9 -3.2 -12.6 -16.2 -12.6 -5.7 -1.3 -20.0 -9.8 -20.0 DX 20.0 10.1 5.3 0.9 -3.4 3.4 -6.4 3.3 -4.2 -1.6 3.7 6.7 -7.2 8.4 5.7 4.0 5.7 4.8 5.3 6.5 1.9 7.2 -1.5 10.3 -14.6 4.9 -1.7 0.2 7.0 -2.0 9.4 15.7 11.4 20.0 -3.8 -13.2 4.2 19.6 9.8 20.0 EUR -19.8 -11.4 -11.2 1.2 -4.2 4.3 -8.0 4.1 -5.2 2.1 -5.3 -8.0 9.2 -11.3 -9.0 -6.0 -7.7 -6.9 -7.3 -8.2 -2.3 -9.6 2.8 -12.6 5.0 -5.6 0.3 0.4 -9.3 4.1 -11.1 -6.7 -1.9 -14.0 -11.8 -5.8 -10.4 -20.0 -7.0 -20.0 EURIBOR-ICE -20.0 0.9 -3.2 -2.1 -7.6 -0.9 -9.3 -1.2 -6.2 -8.3 -3.6 -8.8 1.2 -7.6 -4.4 5.1 11.1 9.4 11.0 -5.6 -2.3 -12.6 -0.6 -11.0 -2.0 -4.1 -6.9 -2.1 -10.0 -1.2 -8.5 12.4 -6.2 -11.8 -3.5 -4.4 20.0 20.0 20.0 20.0 EUROSTX -20.0 -20.0 -6.5 -2.8 -10.0 3.0 -11.7 5.8 -9.3 -8.1 6.3 -10.0 10.1 -8.8 -2.0 6.6 2.5 6.8 4.7 -4.3 3.2 -11.9 7.2 -11.2 -4.9 -3.4 -8.0 2.9 -9.8 5.5 -9.4 15.3 10.1 -5.2 -4.1 2.3 8.8 20.0 7.0 20.0 FEEDCOW -20.0 -17.6 5.4 10.1 20.0 -1.8 20.0 -12.3 18.7 -2.2 8.7 -7.5 11.5 -8.1 8.2 8.4 10.9 12.7 13.0 -0.6 9.4 -6.1 17.2 -8.2 -20.0 -6.4 -2.3 0.5 -5.3 9.3 -9.1 20.0 -20.0 -20.0 -20.0 2.3 20.0 20.0 18.4 20.0 GASOIL 18.5 17.4 6.2 16.3 11.8 9.7 19.1 4.7 20.0 5.1 5.7 6.1 5.3 6.3 6.4 20.0 20.0 20.0 20.0 12.0 7.0 12.7 3.5 15.0 -1.8 13.5 5.2 8.9 10.6 5.0 15.1 20.0 -14.8 17.0 13.1 8.2 -4.1 18.2 -9.4 1.5 GASOLINE 20.0 20.0 17.2 20.0 20.0 20.0 20.0 9.8 20.0 11.8 13.1 14.9 8.5 15.8 15.9 -14.1 -20.0 -20.0 -20.0 20.0 19.6 20.0 8.8 20.0 -13.0 20.0 20.0 18.6 20.0 8.1 20.0 -20.0 13.3 14.7 6.8 0.2 3.5 20.0 -4.0 16.0 GAS_US_mini 2.3 -4.0 -1.2 16.5 12.0 9.8 19.4 4.8 20.0 -1.2 -3.2 3.0 -4.9 -4.5 -3.2 8.2 -5.9 20.0 17.0 -1.1 -1.5 0.0 -2.0 -0.4 13.1 -2.2 0.0 -2.6 -0.5 -2.3 -1.2 -5.6 -20.0 -20.0 -20.0 -20.0 9.5 -4.1 9.1 -13.2 GBP -13.1 -10.6 0.2 1.6 -5.7 5.8 -10.8 5.5 -7.1 8.3 1.0 -6.6 11.7 -14.1 -4.7 0.2 0.0 0.1 0.1 -5.1 0.5 -5.2 4.5 -9.1 -0.7 -0.8 5.2 4.9 -5.3 7.6 -6.8 6.4 12.2 0.3 -7.5 4.3 -10.9 -6.5 -5.2 -8.8 GOLD_micro -13.3 5.0 -20.0 0.3 -7.1 3.9 -4.7 6.4 -2.4 -6.3 5.1 -5.3 5.9 -1.5 2.8 -4.8 -8.7 -5.7 -6.9 3.7 7.8 -10.1 8.9 -2.9 -18.6 5.2 -11.0 10.5 -6.7 13.1 -1.1 -4.7 -8.1 -1.9 14.6 13.3 18.5 6.5 -3.2 -20.0 HEATOIL 20.0 20.0 13.9 18.8 13.7 11.2 20.0 5.5 20.0 6.9 7.0 8.5 5.9 8.9 8.5 20.0 20.0 20.0 20.0 20.0 13.2 20.0 6.5 20.0 -8.9 18.0 12.3 11.2 19.1 6.0 20.0 20.0 0.3 20.0 14.1 4.7 -0.4 7.9 -10.8 -10.0 JGB-SGX-mini -1.6 20.0 0.2 -1.8 -6.5 -0.7 -7.9 -1.1 -5.3 -5.6 -6.4 -6.9 -7.5 -1.8 -4.4 6.3 10.0 5.1 6.9 -3.5 -7.3 -5.3 -9.9 -3.4 1.4 -4.4 -2.9 -9.0 -4.5 -11.3 -3.1 7.7 1.0 5.1 1.5 -15.1 -3.2 -20.0 -3.7 -20.0 JPY -13.2 -0.3 0.7 1.1 -4.1 4.2 -7.8 4.0 -5.1 4.3 -12.2 -9.4 -12.6 -11.4 -10.1 -8.3 -10.0 -8.6 -9.0 -8.9 -10.4 -6.2 -12.3 -9.7 20.0 -7.0 5.0 -8.4 -5.7 -10.4 -8.4 -10.0 2.6 -8.3 -6.6 -16.3 -2.5 -15.6 3.3 -18.8 LEANHOG -9.1 -6.0 9.4 18.7 20.0 -3.4 20.0 -20.0 20.0 -20.0 15.2 -18.4 19.6 -9.3 13.0 -20.0 -20.0 -20.0 -20.0 4.1 12.4 -20.0 14.9 -11.0 -8.1 1.9 -20.0 11.4 -20.0 13.2 -13.9 -20.0 -20.0 -20.0 -20.0 20.0 -14.3 6.7 -8.7 14.9 LIVECOW -19.8 -10.0 3.5 10.2 20.0 -1.9 20.0 -12.4 18.9 5.0 7.1 -3.3 10.3 -4.9 8.6 13.2 7.1 8.4 5.6 0.6 6.1 0.6 12.3 -2.7 -20.0 -4.8 2.5 -1.5 -0.4 5.5 -4.8 20.0 -20.0 -20.0 -16.6 -1.5 20.0 20.0 20.0 20.0 LUMBER-new 5.6 2.5 2.3 14.3 20.0 -2.6 20.0 -17.3 20.0 15.0 -17.6 14.1 -17.7 0.7 -6.3 -20.0 -20.0 -20.0 -20.0 -5.6 -16.3 18.3 -20.0 6.2 NaN -3.8 20.0 -15.7 20.0 -20.0 10.8 -20.0 4.8 -17.7 -20.0 -8.5 4.6 20.0 7.2 20.0 MXP -20.0 -15.0 -6.9 1.3 -4.6 4.7 -8.8 4.5 -5.7 1.9 11.8 -8.5 15.0 -6.9 6.2 7.6 12.0 9.7 10.9 1.5 10.7 -7.5 14.5 -7.2 -20.0 2.3 -1.9 12.2 -7.3 16.0 -7.0 20.0 6.8 -10.1 -4.9 10.9 9.1 7.1 20.0 9.6 NASDAQ_micro -5.2 -19.7 -13.1 -3.3 -11.8 3.5 -13.8 6.9 -10.9 -11.0 0.9 -10.4 11.0 -11.5 -8.5 -7.0 -8.4 -7.5 -7.9 -7.5 -0.8 -10.3 8.3 -9.4 -20.0 -6.9 -9.7 -2.1 -8.5 5.1 -7.9 -4.4 4.8 15.5 -7.7 -14.9 11.5 -20.0 8.9 -20.0 NIKKEI -20.0 -13.2 -8.1 -1.8 -6.5 1.9 -7.6 3.8 -6.0 -2.3 5.9 -4.7 7.1 -3.5 1.9 2.8 7.3 5.8 6.5 1.6 7.0 -6.6 9.2 -4.3 -10.0 2.4 -4.2 7.4 -4.7 9.6 -2.6 20.0 4.1 1.1 8.0 6.5 -12.4 -2.1 -18.4 0.7 NZD -18.6 -3.2 13.7 0.9 -3.1 3.2 -5.9 3.0 -3.8 -0.5 2.6 -5.1 0.3 -4.2 1.2 -3.1 -3.5 -3.5 -3.7 -1.0 1.2 -5.8 0.0 -5.2 9.7 -1.1 -1.7 0.9 -6.2 -0.4 -5.4 0.0 -0.8 -4.8 -2.3 0.1 -6.0 20.0 5.0 20.0 OAT -20.0 -1.2 5.2 -2.8 -10.1 -1.2 -12.3 -1.6 -8.3 -5.1 3.1 -9.3 1.3 -8.0 -2.3 11.7 12.6 12.6 13.4 -3.3 0.6 -12.3 0.3 -10.4 -0.9 -2.0 -5.6 1.9 -11.8 1.6 -9.6 15.7 -1.8 -8.4 1.6 5.5 6.3 20.0 12.9 20.0 OATIES 20.0 20.0 13.4 11.1 20.0 -2.0 20.0 -13.5 20.0 3.3 -0.1 9.0 -6.8 11.8 11.3 -2.8 -10.2 -7.4 -10.6 16.6 4.6 18.9 -4.3 20.0 -1.5 16.4 6.6 4.5 17.9 -4.6 20.0 -0.3 20.0 20.0 20.0 6.5 -2.8 -16.7 -0.3 -20.0 OJ -0.1 -5.4 16.6 4.9 10.3 -0.9 11.1 -6.0 9.1 -5.3 -3.5 -1.8 -5.8 -2.6 -0.5 2.7 2.6 2.2 1.4 -1.5 -2.8 -4.1 -5.3 -1.7 -20.0 -1.4 -9.0 -1.5 -4.0 -3.2 -2.2 20.0 -17.0 -13.0 -12.6 3.6 -10.4 -12.9 -8.9 -13.5 PALLAD -16.7 -12.5 -7.1 0.3 -7.9 4.3 -5.2 7.0 -2.6 -6.4 1.5 -6.8 3.4 -7.2 -3.5 -3.2 -3.1 -3.1 -3.1 -3.5 1.8 -9.8 4.7 -7.6 11.2 -4.1 -10.2 1.0 -8.5 5.8 -6.8 3.5 -3.3 -7.1 -6.4 -7.5 17.3 3.7 4.4 -5.5 PLAT -6.6 -9.4 -13.3 0.3 -7.1 3.9 -4.7 6.4 -2.4 -5.6 1.6 -5.3 3.7 -5.1 -0.7 -2.0 -3.2 -2.4 -2.8 -0.3 3.8 -5.5 5.8 -3.5 -1.2 -0.1 -6.1 4.8 -4.4 8.8 -2.9 3.6 0.9 0.6 -4.5 3.5 20.0 10.1 7.6 -2.4 REDWHEAT 13.6 18.2 20.0 11.1 20.0 -2.0 20.0 -13.5 20.0 12.9 7.2 13.2 -8.7 13.8 13.2 -12.7 -15.7 -13.9 -15.0 15.0 7.6 16.1 -1.5 18.2 5.8 16.8 11.7 10.5 15.1 2.0 18.3 -8.0 7.8 14.1 20.0 15.0 -20.0 -20.0 -20.0 -20.0 RICE 15.1 11.6 15.5 7.5 15.7 -1.4 17.0 -9.1 13.8 3.5 -6.2 9.1 -8.9 4.8 4.2 -20.0 -15.8 -20.0 -20.0 2.1 -5.1 6.7 -13.9 5.9 1.9 4.8 3.2 -2.6 7.7 -13.5 7.7 -13.6 -6.4 -3.7 -0.5 3.4 -19.1 -16.2 -14.7 -16.3 ROBUSTA 2.3 -11.1 -11.9 7.2 15.2 -1.3 16.4 -8.8 13.3 1.1 -1.7 -1.9 -3.4 -6.9 -7.5 13.2 15.4 16.6 15.9 -7.1 -6.5 -2.8 -4.0 -5.8 -20.0 -5.8 3.4 -5.3 -2.7 -3.0 -5.0 20.0 -20.0 -16.3 -18.0 -16.4 6.1 3.1 14.3 10.4 RUSSELL -20.0 -20.0 -0.5 -3.3 -12.0 3.6 -14.0 7.0 -11.1 -8.3 7.5 -11.9 11.8 -11.6 -2.0 -4.1 -5.1 -4.6 -4.7 -6.2 4.2 -15.6 9.4 -15.1 6.3 -6.0 -7.6 2.6 -13.2 7.1 -13.0 1.1 -0.9 -3.9 -11.2 0.2 -1.4 -20.0 -9.6 -20.0 SHATZ -20.0 -0.8 2.5 -2.2 -8.1 -0.9 -9.9 -1.3 -6.6 -9.0 -7.4 -9.6 -7.4 -8.6 -6.4 -0.7 -9.9 -0.4 -4.4 -10.2 -6.0 -20.0 -4.2 -16.7 7.3 -9.3 -14.8 -6.1 -16.4 -4.6 -14.5 -19.6 -19.3 -20.0 -16.5 -10.8 14.2 20.0 18.1 20.0 SILVER-mini -7.5 -4.3 -15.4 0.3 -6.9 3.8 -4.6 6.2 -2.3 -6.1 2.0 -4.9 3.7 -4.4 -0.4 -1.7 -5.6 -3.4 -4.6 0.7 4.8 -7.1 5.9 -3.6 -7.6 1.8 -6.1 7.5 -4.4 10.6 -2.2 -0.1 -1.1 0.4 -1.0 10.6 10.2 12.4 2.3 0.0 SMI -20.0 -14.9 -2.5 -2.4 -8.5 2.5 -9.9 4.9 -7.8 -8.7 5.7 -9.5 8.0 -8.1 -1.8 8.3 7.6 10.4 9.4 -3.2 4.2 -16.5 6.7 -12.4 5.5 -0.6 -13.1 6.0 -12.6 7.4 -9.0 20.0 -8.7 -8.8 0.9 10.0 -4.2 20.0 -4.9 20.0 SOFR -9.5 12.4 -6.2 -3.8 -13.7 -1.6 -16.7 -2.2 -11.2 -13.3 0.5 -13.8 11.5 -1.8 0.8 4.9 6.5 6.5 6.9 1.6 2.5 -11.4 4.1 -4.4 -20.0 5.0 -12.8 5.7 -10.9 5.8 -2.3 4.6 5.1 11.7 17.1 8.3 -14.7 -11.2 -19.7 -20.0 SOYBEAN 1.2 16.1 5.2 14.2 20.0 -2.6 20.0 -17.3 20.0 1.0 14.9 3.8 11.7 14.2 15.4 5.0 -3.1 1.7 -1.0 15.1 10.9 4.7 4.7 13.2 -6.5 14.2 -4.9 11.6 0.2 6.7 10.7 14.5 -20.0 -2.9 20.0 5.8 -10.2 -13.6 -8.5 -10.3 SOYMEAL 1.2 12.7 3.0 9.1 19.1 -1.7 20.0 -11.1 16.8 7.4 -1.1 2.7 -5.8 7.2 0.7 -4.9 -13.0 -9.0 -11.3 3.5 1.3 5.7 -2.0 4.4 -11.5 5.7 10.4 5.2 4.7 2.1 4.9 -2.8 -2.8 -6.0 6.9 -3.1 -14.7 -17.4 -13.3 -16.8 SOYOIL 1.1 20.0 15.6 12.6 20.0 -2.3 20.0 -15.3 20.0 -2.1 14.2 10.6 13.2 15.4 17.4 -0.8 -5.6 -4.7 -5.9 20.0 20.0 11.0 13.8 20.0 -15.9 20.0 -4.5 18.9 7.3 10.3 20.0 8.5 -20.0 20.0 20.0 20.0 -8.5 -20.0 -9.7 -20.0 SP400 -20.0 -12.9 6.1 -3.3 -11.9 3.5 -13.9 6.9 -11.0 -7.0 8.0 -11.4 11.2 -9.8 1.4 -5.7 -6.3 -6.3 -6.2 -3.8 5.6 -16.9 8.1 -15.0 3.3 -3.7 -7.3 3.0 -14.0 4.3 -12.5 -1.1 -5.8 -8.3 -1.7 4.0 -0.8 -20.0 -9.4 -20.0 SP500_micro -17.8 -20.0 -12.7 -3.9 -14.0 4.2 -16.3 8.1 -12.9 -14.0 6.9 -14.2 15.4 -13.7 -5.2 -7.8 -9.3 -8.5 -8.8 -10.8 0.6 -20.0 11.5 -18.6 -15.6 -11.2 -17.5 -3.1 -18.3 4.8 -16.4 -5.9 -9.5 -0.2 -13.9 -15.5 16.7 -20.0 16.5 -20.0 SUGAR11 17.9 8.1 9.2 10.6 20.0 -1.9 20.0 -12.9 19.6 13.1 -10.4 13.2 -13.6 10.3 2.0 1.8 12.2 11.5 12.2 2.7 -5.4 19.6 -11.8 11.3 -20.0 5.6 20.0 -1.3 20.0 -7.3 12.8 20.0 20.0 10.0 -5.5 2.9 0.7 -19.0 4.0 -12.6 US10 -13.1 4.6 -6.0 -3.1 -11.3 -1.3 -13.7 -1.8 -9.2 -10.9 0.2 -11.8 7.7 -8.0 -4.3 2.6 1.5 2.7 2.5 -2.6 -0.0 -12.1 1.7 -7.8 -7.9 -0.6 -11.4 1.9 -11.8 3.5 -6.5 -3.6 1.1 2.2 4.0 3.1 -7.0 -20.0 -12.2 -20.0 US10U -13.1 3.8 -4.5 -4.6 -16.7 -1.9 -20.0 -2.7 -13.7 -12.2 3.6 -16.2 10.6 -10.5 -5.3 2.6 1.0 2.8 2.2 -3.1 0.9 -16.4 2.8 -10.9 -13.5 -0.5 -14.4 4.8 -17.7 7.3 -10.4 -4.4 2.5 3.0 3.8 6.6 -7.7 -4.0 -19.3 -20.0 US2 -18.3 -1.8 -6.4 -3.0 -10.9 -1.3 -13.3 -1.8 -8.9 -11.0 -6.8 -11.7 -1.2 -10.6 -8.9 -7.7 -12.6 -9.4 -10.3 -9.6 -5.2 -19.6 -2.5 -15.6 8.5 -7.5 -18.1 -3.8 -17.6 -1.0 -13.2 -20.0 -11.3 -14.0 -7.6 -4.1 -5.6 -20.0 -7.6 -20.0 US20 -15.9 3.5 -1.0 -3.3 -12.1 -1.4 -14.8 -2.0 -9.9 -5.0 2.8 -10.3 3.7 -7.1 -3.4 4.6 4.1 5.0 4.8 -2.4 0.8 -12.2 1.0 -8.9 -8.6 -1.7 -7.0 3.3 -14.0 4.4 -10.0 0.6 -1.0 -2.4 -0.3 5.4 -4.6 16.4 -10.5 -15.5 US30 -11.1 4.9 -0.3 -4.2 -15.3 -1.8 -18.7 -2.5 -12.5 -5.9 -1.8 -12.6 -3.7 -8.0 -4.2 1.7 -0.1 2.0 1.3 -2.5 -0.5 -11.4 -1.9 -8.4 -5.5 -2.0 -4.8 2.7 -15.2 2.8 -11.1 -6.1 5.3 3.0 -0.1 5.2 -7.6 12.8 -8.2 -13.5 US5 -15.5 3.2 -6.4 -3.2 -11.6 -1.3 -14.1 -1.9 -9.5 -11.3 -2.0 -12.1 7.5 -9.0 -5.9 -0.1 -1.5 0.1 -0.3 -4.6 -1.4 -15.0 0.9 -10.3 -5.8 -2.5 -14.6 0.5 -14.3 2.6 -8.7 -8.5 -3.2 -2.4 1.5 2.0 -6.8 -20.0 -11.1 -20.0 VIX 19.9 20.0 7.0 8.0 4.2 2.6 8.6 -0.2 10.9 2.1 -1.0 7.9 -7.5 8.1 4.1 5.4 -20.0 -15.7 -20.0 8.2 2.3 9.9 -1.0 11.9 NaN 8.8 4.5 3.1 9.1 -0.2 11.7 NaN NaN NaN NaN NaN -5.0 -20.0 NaN NaN WHEAT 9.4 20.0 20.0 9.9 20.0 -1.8 20.0 -12.0 18.3 8.9 3.4 9.9 -8.5 11.0 10.2 -13.1 -17.9 -15.9 -16.9 11.5 5.2 10.7 -2.1 13.3 6.7 14.6 8.2 9.0 10.6 1.9 14.7 -11.4 2.9 14.4 20.0 12.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3