******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260323_203956 produced at 2026-03-23 21:36:41.574941 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.44 0.0 0.00 0.00 0.00 0.00 -14.53 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -11.40 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.29 0.0 0.00 0.00 0.00 0.00 -3.43 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 -1.90 24.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.09 -0.10 0.0 1.11 -1.11 -0.09 -0.18 -2.26 25.0 -2 -4 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.08 0.0 0.22 -0.22 0.00 0.00 -4.76 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.13 -0.08 0.0 0.86 -0.86 -0.13 -0.13 -1.23 13.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.07 0.0 0.65 -0.65 0.00 0.00 -5.00 48.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.06 0.0 0.63 -0.63 0.00 0.00 -6.66 66.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -22.15 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.06 0.0 0.78 -0.78 0.00 0.00 -1.27 17.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.12 -0.06 0.0 0.84 -0.84 -0.12 -0.06 -1.06 14.0 -2 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.61 -0.61 -0.05 -0.05 -1.11 13.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.04 -0.05 0.0 0.46 -0.46 -0.04 -0.10 -2.47 23.0 -2 -5 caleb_strategy_v3 BTP False False 0.06 0.00 -0.05 0.0 0.56 -0.56 0.00 0.00 -0.92 10.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.56 -0.56 -0.03 -0.03 -1.10 17.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.03 0.0 0.63 -0.63 -0.02 -0.02 -2.45 58.0 -2 -2 caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -2.72 4.0 0 0 caleb_strategy_v3 BOBL False False 0.05 -0.05 -0.03 0.0 1.04 -1.04 -0.05 -0.05 -0.52 19.0 -1 -1 caleb_strategy_v3 SP400 False False 0.14 -0.28 -0.03 0.0 0.28 -0.28 -0.28 -0.28 -0.22 2.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.40 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.10 -0.02 0.0 0.29 -0.29 -0.10 -0.10 -0.34 6.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.02 -1.02 0.00 -0.02 -1.04 56.0 0 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 -0.02 0.0 0.35 -0.35 -0.01 -0.01 -4.57 68.0 -2 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.16 -0.16 -0.04 -0.01 -1.51 11.0 -3 -1 caleb_strategy_v3 NIKKEI False False 0.01 -0.01 -0.02 0.0 0.49 -0.49 -0.01 0.00 -1.67 36.0 -1 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.53 3.0 0 0 caleb_strategy_v3 GBP False False 0.03 -0.07 -0.01 0.0 0.76 -0.76 -0.07 -0.07 -0.19 22.0 -2 -2 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.90 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -0.88 26.0 -2 -2 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 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.39 23.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.07 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.03 999999999.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.01 0.60 18.0 0 1 caleb_strategy_v3 CAD False False 0.03 0.00 -0.00 0.0 0.87 -0.87 0.00 0.00 -0.09 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 0.06 6.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.02 999999999.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.07 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 -0.10 -0.00 0.0 0.21 -0.21 -0.10 -0.10 -0.07 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 -0.36 26.0 1 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.00 0.0 0.10 -0.10 0.01 0.01 0.01 8.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.08 0.00 0.0 0.53 -0.53 0.08 0.05 0.08 20.0 3 2 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.60 -0.60 0.00 0.00 0.00 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.00 0.26 7.0 1 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.01 0.0 0.57 -0.57 0.00 0.00 0.11 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 0.61 21.0 1 1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.73 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.33 10.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.66 -0.66 0.00 0.00 0.52 17.0 0 0 caleb_strategy_v3 SMI False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.25 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.16 -0.16 0.00 0.00 0.52 4.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.60 12.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.02 0.0 999.00 -999.00 0.05 0.05 0.46 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.22 -0.22 0.00 0.00 5.65 51.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.03 0.0 0.12 -0.12 0.04 0.04 3.48 12.0 4 4 caleb_strategy_v3 VIX False False 0.01 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 2.63 999999999.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.18 0.03 0.0 0.18 -0.18 0.18 0.12 0.48 3.0 3 2 caleb_strategy_v3 OAT False False 0.06 0.17 0.04 0.0 0.57 -0.57 0.17 0.17 0.62 10.0 3 3 caleb_strategy_v3 AUD False False 0.03 0.03 0.06 0.0 0.55 -0.55 0.03 0.03 2.18 19.0 1 1 caleb_strategy_v3 MXP False False 0.01 0.15 0.06 0.0 0.69 -0.69 0.15 0.15 5.35 60.0 13 13 caleb_strategy_v3 DX False False 0.04 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.39 999999999.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.14 0.0 1.16 -1.16 0.00 0.00 1.19 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.15 0.0 0.15 -0.15 0.03 0.03 4.79 5.0 1 1 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.8 Shocked risk 28.2 Sum abs risk 34.8 Leverage 4.07 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2427823.61, 'annual_cash_vol_target': 606955.9025, 'daily_cash_vol_target': 37934.74390625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0052 0.7004 0.7450 11.9202 BITCOIN 1938.9009 71010.0000 2.7305 43.6874 BOBL 0.2546 115.6500 0.2201 3.5219 BTP 0.6310 116.8600 0.5400 8.6398 BUND 0.4382 125.6600 0.3488 5.5800 BUXL 0.8304 109.8400 0.7560 12.0968 CAC 74.6974 7797.0000 0.9580 15.3284 CAD 0.0027 0.7313 0.3687 5.8998 CANOLA 9.8498 732.5000 1.3447 21.5149 CHF 0.0067 1.2838 0.5240 8.3836 COCOA 106.5169 3238.0000 3.2896 52.6334 COFFEE 4.7297 300.0000 1.5766 25.2248 COPPER 0.1053 5.5335 1.9024 30.4382 CORN 4.8725 486.2500 1.0020 16.0328 COTTON2 0.8515 69.3800 1.2273 19.6369 CRUDE_W 1.4091 74.2000 1.8991 30.3860 DAX 272.3408 22963.0000 1.1860 18.9760 DOW 365.3939 46440.0000 0.7868 12.5889 DX 0.4554 98.9050 0.4605 7.3677 EUR 0.0061 1.1660 0.5209 8.3348 EURIBOR-ICE 0.0543 97.3500 0.0558 0.8930 EUROSTX 67.1471 5543.0000 1.2114 19.3822 FEEDCOW 3.2787 348.2250 0.9415 15.0645 GASOIL 46.0977 959.0000 4.8069 76.9097 GASOLINE 0.0796 2.8637 2.7786 44.4578 GAS_US_mini 0.1544 2.9000 5.3246 85.1931 GBP 0.0077 1.3428 0.5736 9.1783 GOLD_micro 81.6854 4440.9000 1.8394 29.4302 HEATOIL 0.1205 3.4092 3.5340 56.5437 JGB-SGX-mini 0.2749 131.0700 0.2097 3.3559 JPY 0.0000 0.0064 0.6637 10.6185 LEANHOG 1.0839 104.3750 1.0385 16.6159 LIVECOW 1.9604 234.7000 0.8353 13.3646 LUMBER-new 7.1196 596.0000 1.1946 19.1130 MXP 0.0004 0.0558 0.7952 12.7224 NASDAQ_micro 225.6024 24407.7500 0.9243 14.7889 NIKKEI 898.6370 53015.0000 1.6951 27.1210 NZD 0.0046 0.5879 0.7889 12.6217 OAT 0.5138 119.1000 0.4314 6.9029 OATIES 6.9331 338.2500 2.0497 32.7952 OJ 6.7864 163.2500 4.1571 66.5131 PALLAD 51.4986 1437.0000 3.5838 57.3402 PLAT 65.7952 1890.6000 3.4801 55.6820 REDWHEAT 11.7832 620.0000 1.9005 30.4082 RICE 0.1502 11.2900 1.3302 21.2825 ROBUSTA 66.7191 3559.0000 1.8747 29.9945 RUSSELL 30.8077 2515.4000 1.2248 19.5962 SHATZ 0.1022 105.8600 0.0965 1.5441 SILVER-mini 3.2946 70.3625 4.6824 74.9183 SMI 124.6346 12287.0000 1.0144 16.2298 SOFR 0.0570 96.4600 0.0591 0.9450 SOYBEAN 10.5041 1148.5000 0.9146 14.6335 SOYMEAL 4.7363 323.6000 1.4636 23.4180 SOYOIL 0.9370 65.4400 1.4319 22.9100 SP400 35.2209 3375.0000 1.0436 16.6973 SP500_micro 49.4866 6625.5000 0.7469 11.9506 SUGAR11 0.2475 15.6900 1.5772 25.2347 US10 0.3727 110.7969 0.3364 5.3823 US10U 0.4772 113.2031 0.4215 6.7447 US2 0.1003 103.6367 0.0968 1.5483 US20 0.7565 113.1875 0.6684 10.6940 US30 0.9944 116.2500 0.8554 13.6858 US5 0.2450 108.0000 0.2269 3.6297 VIX 0.8482 23.3500 3.6327 58.1231 WHEAT 10.4286 632.7500 1.6481 26.3702 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 700.40 0.75 521.80 1.00 521.80 37934.74 72.70 11.55 83.94 BITCOIN 71.01 2.73 193.89 1.00 193.89 37934.74 195.65 -10.44 -204.26 BOBL 1156.50 0.22 254.56 1.16 294.28 37934.74 128.91 -3.94 -50.84 BTP 1168.60 0.54 631.03 1.16 729.49 37934.74 52.00 -5.20 -27.06 BUND 1256.60 0.35 438.24 1.16 506.62 37934.74 74.88 0.02 0.18 BUXL 1098.40 0.76 830.44 1.16 960.02 37934.74 39.51 -1.84 -7.25 CAC 779.70 0.96 746.97 1.16 863.52 37934.74 43.93 4.02 17.65 CAD 731.30 0.37 269.66 1.00 269.66 37934.74 140.68 -0.26 -3.63 CANOLA 146.50 1.34 197.00 0.73 143.39 37934.74 264.56 8.76 231.71 CHF 1604.69 0.52 840.82 1.00 840.82 37934.74 45.12 -10.50 -47.38 COCOA 323.80 3.29 1065.17 1.00 1065.17 37934.74 35.61 -10.09 -35.94 COFFEE 1125.00 1.58 1773.62 1.00 1773.62 37934.74 21.39 2.07 4.42 COPPER 1383.38 1.90 2631.71 1.00 2631.71 37934.74 14.41 0.14 0.20 CORN 243.12 1.00 243.62 1.00 243.62 37934.74 155.71 9.17 142.73 COTTON2 346.90 1.23 425.75 1.00 425.75 37934.74 89.10 -6.95 -61.95 CRUDE_W 742.00 1.90 1409.15 1.00 1409.15 37934.74 26.92 16.41 44.17 DAX 229.63 1.19 272.34 1.16 314.83 37934.74 120.49 -5.96 -71.83 DOW 232.20 0.79 182.70 1.00 182.70 37934.74 207.64 -13.78 -286.13 DX 989.05 0.46 455.44 1.00 455.44 37934.74 83.29 6.40 53.31 EUR 1457.44 0.52 759.22 1.00 759.22 37934.74 49.97 -8.19 -40.92 EURIBOR-ICE 2433.75 0.06 135.84 1.16 157.03 37934.74 241.57 1.44 34.91 EUROSTX 554.30 1.21 671.47 1.16 776.24 37934.74 48.87 0.49 2.41 FEEDCOW 1741.12 0.94 1639.33 1.00 1639.33 37934.74 23.14 1.41 3.27 GASOIL 959.00 4.81 4609.77 1.00 4609.77 37934.74 8.23 14.46 11.90 GASOLINE 1202.75 2.78 3341.99 1.00 3341.99 37934.74 11.35 9.29 10.55 GAS_US_mini 72.50 5.32 386.03 1.00 386.03 37934.74 98.27 -0.34 -3.33 GBP 839.25 0.57 481.43 1.00 481.43 37934.74 78.80 -0.92 -7.28 GOLD_micro 444.09 1.84 816.85 1.00 816.85 37934.74 46.44 -6.54 -30.35 HEATOIL 1431.86 3.53 5060.18 1.00 5060.18 37934.74 7.50 14.60 10.95 JGB-SGX-mini 131070.00 0.21 27491.37 0.01 173.52 37934.74 218.62 -4.81 -105.14 JPY 795.00 0.66 527.61 1.00 527.61 37934.74 71.90 -5.89 -42.38 LEANHOG 417.50 1.04 433.57 1.00 433.57 37934.74 87.49 -8.93 -78.16 LIVECOW 938.80 0.84 784.17 1.00 784.17 37934.74 48.38 3.23 15.62 LUMBER-new 163.90 1.19 195.79 1.00 195.79 37934.74 193.75 -7.48 -144.99 MXP 278.95 0.80 221.81 1.00 221.81 37934.74 171.03 2.13 36.40 NASDAQ_micro 488.16 0.92 451.20 1.00 451.20 37934.74 84.07 -12.62 -106.07 NIKKEI 53015.00 1.70 89863.70 0.01 567.20 37934.74 66.88 -2.31 -15.44 NZD 587.90 0.79 463.77 1.00 463.77 37934.74 81.80 2.88 23.59 OAT 1191.00 0.43 513.84 1.16 594.01 37934.74 63.86 2.86 18.26 OATIES 169.12 2.05 346.66 1.00 346.66 37934.74 109.43 2.74 30.03 OJ 244.88 4.16 1017.96 1.00 1017.96 37934.74 37.27 -9.92 -36.98 PALLAD 1437.00 3.58 5149.86 1.00 5149.86 37934.74 7.37 -0.35 -0.26 PLAT 945.30 3.48 3289.76 1.00 3289.76 37934.74 11.53 0.96 1.10 REDWHEAT 310.00 1.90 589.16 1.00 589.16 37934.74 64.39 0.16 1.02 RICE 225.80 1.33 300.35 1.00 300.35 37934.74 126.30 -8.84 -111.60 ROBUSTA 355.90 1.87 667.19 1.00 667.19 37934.74 56.86 -5.12 -29.10 RUSSELL 125.77 1.22 154.04 1.00 154.04 37934.74 246.27 -5.60 -137.80 SHATZ 1058.60 0.10 102.16 1.16 118.10 37934.74 321.21 -5.83 -187.33 SILVER-mini 1759.06 4.68 8236.62 1.00 8236.62 37934.74 4.61 -1.60 -0.74 SMI 1228.70 1.01 1246.35 1.27 1578.02 37934.74 24.04 3.08 7.40 SOFR 2411.50 0.06 142.43 1.00 142.43 37934.74 266.34 -8.96 -238.69 SOYBEAN 574.25 0.91 525.21 1.00 525.21 37934.74 72.23 3.92 28.29 SOYMEAL 323.60 1.46 473.63 1.00 473.63 37934.74 80.09 -6.32 -50.60 SOYOIL 392.64 1.43 562.21 1.00 562.21 37934.74 67.47 5.20 35.10 SP400 3375.00 1.04 3522.09 1.00 3522.09 37934.74 10.77 -6.26 -6.74 SP500_micro 331.28 0.75 247.43 1.00 247.43 37934.74 153.31 -14.03 -215.04 SUGAR11 175.73 1.58 277.15 1.00 277.15 37934.74 136.87 1.81 24.78 US10 1107.97 0.34 372.71 1.00 372.71 37934.74 101.78 -9.83 -100.06 US10U 1132.03 0.42 477.20 1.00 477.20 37934.74 79.49 -11.02 -87.58 US2 2072.73 0.10 200.58 1.00 200.58 37934.74 189.13 -14.31 -270.68 US20 1131.88 0.67 756.52 1.00 756.52 37934.74 50.14 -6.28 -31.48 US30 1162.50 0.86 994.36 1.00 994.36 37934.74 38.15 -7.06 -26.94 US5 1080.00 0.23 245.00 1.00 245.00 37934.74 154.83 -11.50 -178.03 VIX 233.50 3.63 848.23 1.00 848.23 37934.74 44.72 2.38 10.65 WHEAT 316.38 1.65 521.43 1.00 521.43 37934.74 72.75 -0.70 -5.10 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 83.938 0.010 2.5 2.181 BITCOIN -204.262 0.043 2.5 -22.150 BOBL -50.842 0.004 2.5 -0.516 BTP -27.062 0.014 2.5 -0.924 BUND 0.179 0.004 2.5 0.002 BUXL -7.253 0.004 2.5 -0.074 CAC 17.649 0.014 2.5 0.603 CAD -3.634 0.010 2.5 -0.094 CANOLA 231.714 0.010 2.5 5.645 CHF -47.384 0.010 2.5 -1.231 COCOA -35.943 0.010 2.5 -0.876 COFFEE 4.418 0.005 2.5 0.059 COPPER 0.202 0.043 2.5 0.022 CORN 142.727 0.010 2.5 3.477 COTTON2 -61.947 0.010 2.5 -1.509 CRUDE_W 44.166 0.043 2.5 4.789 DAX -71.827 0.014 2.5 -2.453 DOW -286.125 0.009 2.5 -6.659 DX 53.315 0.010 2.5 1.385 EUR -40.915 0.010 2.5 -1.063 EURIBOR-ICE 34.907 0.014 2.5 1.192 EUROSTX 2.415 0.014 2.5 0.082 FEEDCOW 3.267 0.013 2.5 0.108 GASOIL 11.899 0.017 2.5 0.517 GASOLINE 10.548 0.017 2.5 0.458 GAS_US_mini -3.331 0.043 2.5 -0.361 GBP -7.275 0.010 2.5 -0.189 GOLD_micro -30.349 0.014 2.5 -1.037 HEATOIL 10.945 0.017 2.5 0.475 JGB-SGX-mini -105.140 0.043 2.5 -11.401 JPY -42.377 0.010 2.5 -1.101 LEANHOG -78.161 0.024 2.5 -4.757 LIVECOW 15.615 0.013 2.5 0.518 LUMBER-new -144.989 0.010 2.5 -3.532 MXP 36.403 0.059 2.5 5.350 NASDAQ_micro -106.066 0.009 2.5 -2.468 NIKKEI -15.442 0.043 2.5 -1.674 NZD 23.586 0.010 2.5 0.613 OAT 18.255 0.014 2.5 0.624 OATIES 30.033 0.010 2.5 0.732 OJ -36.982 0.010 2.5 -0.901 PALLAD -0.256 0.014 2.5 -0.009 PLAT 1.103 0.014 2.5 0.038 REDWHEAT 1.023 0.005 2.5 0.014 RICE -111.597 0.010 2.5 -2.719 ROBUSTA -29.099 0.005 2.5 -0.387 RUSSELL -137.805 0.013 2.5 -4.573 SHATZ -187.327 0.004 2.5 -1.902 SILVER-mini -0.736 0.014 2.5 -0.025 SMI 7.403 0.014 2.5 0.253 SOFR -238.692 0.024 2.5 -14.527 SOYBEAN 28.292 0.004 2.5 0.263 SOYMEAL -50.605 0.004 2.5 -0.471 SOYOIL 35.097 0.004 2.5 0.327 SP400 -6.741 0.013 2.5 -0.224 SP500_micro -215.036 0.009 2.5 -5.004 SUGAR11 24.776 0.010 2.5 0.604 US10 -100.065 0.005 2.5 -1.270 US10U -87.578 0.005 2.5 -1.111 US2 -270.679 0.005 2.5 -3.435 US20 -31.480 0.005 2.5 -0.399 US30 -26.942 0.005 2.5 -0.342 US5 -178.028 0.005 2.5 -2.259 VIX 10.653 0.099 2.5 2.633 WHEAT -5.101 0.005 2.5 -0.068 ===================== Position diags ===================== AUD 1.89 BITCOIN 21.22 BOBL 1.31 BTP 1.78 BUND 0.76 BUXL 0.40 CAC 1.50 CAD 3.66 CANOLA 6.45 CHF 1.17 COCOA 0.87 COFFEE 0.28 COPPER 1.56 CORN 3.79 COTTON2 2.17 CRUDE_W 2.92 DAX 4.12 DOW 4.83 DX 2.16 EUR 1.30 EURIBOR-ICE 8.25 EUROSTX 1.67 FEEDCOW 0.77 GASOIL 0.36 GASOLINE 0.49 GAS_US_mini 10.66 GBP 2.05 GOLD_micro 1.59 HEATOIL 0.33 JGB-SGX-mini 23.71 JPY 1.87 LEANHOG 5.32 LIVECOW 1.61 LUMBER-new 4.72 MXP 25.14 NASDAQ_micro 1.96 NIKKEI 7.25 NZD 2.13 OAT 2.18 OATIES 2.67 OJ 0.91 PALLAD 0.25 PLAT 0.39 REDWHEAT 0.86 RICE 3.08 ROBUSTA 0.76 RUSSELL 8.17 SHATZ 3.26 SILVER-mini 0.16 SMI 0.82 SOFR 16.21 SOYBEAN 0.67 SOYMEAL 0.75 SOYOIL 0.63 SP400 0.36 SP500_micro 3.57 SUGAR11 3.33 US10 1.29 US10U 1.01 US2 2.40 US20 0.64 US30 0.48 US5 1.96 VIX 11.05 WHEAT 0.97 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.2 2.0 2.4 1.0 1 BITCOIN -22.2 -24.3 -20.0 0.0 0 BOBL -0.5 -0.6 -0.4 -1.0 -1 BTP -0.9 -1.1 -0.7 0.0 0 BUND 0.0 -0.1 0.1 0.0 0 BUXL -0.1 -0.1 -0.0 -2.0 -2 CAC 0.6 0.5 0.8 0.0 0 CAD -0.1 -0.5 0.3 0.0 0 CANOLA 5.6 5.0 6.3 0.0 0 CHF -1.2 -1.3 -1.1 -2.0 -2 COCOA -0.9 -1.0 -0.8 -2.0 -2 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 0.0 -0.1 0.2 0.0 0 CORN 3.5 3.1 3.9 4.0 4 COTTON2 -1.5 -1.7 -1.3 -3.0 -3 CRUDE_W 4.8 4.5 5.1 1.0 1 DAX -2.5 -2.9 -2.0 -2.0 -2 DOW -6.7 -7.1 -6.2 0.0 0 DX 1.4 1.2 1.6 0.0 0 EUR -1.1 -1.2 -0.9 -2.0 -2 EURIBOR-ICE 1.2 0.4 2.0 0.0 0 EUROSTX 0.1 -0.1 0.2 3.0 3 FEEDCOW 0.1 0.0 0.2 0.0 0 GASOIL 0.5 0.5 0.6 0.0 0 GASOLINE 0.5 0.4 0.5 1.0 1 GAS_US_mini -0.4 -1.4 0.7 1.0 1 GBP -0.2 -0.4 0.0 -2.0 -2 GOLD_micro -1.0 -1.2 -0.9 0.0 0 HEATOIL 0.5 0.4 0.5 3.0 3 JGB-SGX-mini -11.4 -13.8 -9.0 0.0 0 JPY -1.1 -1.3 -0.9 -1.0 -1 LEANHOG -4.8 -5.3 -4.2 0.0 0 LIVECOW 0.5 0.4 0.7 0.0 0 LUMBER-new -3.5 -4.0 -3.1 0.0 0 MXP 5.4 2.8 7.9 13.0 13 NASDAQ_micro -2.5 -2.7 -2.3 -2.0 -2 NIKKEI -1.7 -2.4 -0.9 -1.0 -1 NZD 0.6 0.4 0.8 1.0 1 OAT 0.6 0.4 0.8 3.0 3 OATIES 0.7 0.5 1.0 NaN 0 OJ -0.9 -1.0 -0.8 -1.0 -1 PALLAD -0.0 -0.0 0.0 0.0 0 PLAT 0.0 -0.0 0.1 0.0 0 REDWHEAT 0.0 -0.1 0.1 1.0 1 RICE -2.7 -3.0 -2.4 0.0 0 ROBUSTA -0.4 -0.5 -0.3 0.0 0 RUSSELL -4.6 -5.4 -3.8 -2.0 -2 SHATZ -1.9 -2.2 -1.6 NaN 0 SILVER-mini -0.0 -0.0 -0.0 0.0 0 SMI 0.3 0.2 0.3 0.0 0 SOFR -14.5 -16.1 -12.9 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 0.3 0.4 0.0 0 SP400 -0.2 -0.3 -0.2 -2.0 -2 SP500_micro -5.0 -5.4 -4.6 0.0 0 SUGAR11 0.6 0.3 0.9 0.0 0 US10 -1.3 -1.4 -1.1 0.0 0 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -3.4 -3.7 -3.2 NaN 0 US20 -0.4 -0.5 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -2.0 -2 US5 -2.3 -2.5 -2.1 -2.0 -2 VIX 2.6 1.5 3.7 0.0 0 WHEAT -0.1 -0.2 0.0 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 -0.6 0.1 0.4 0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.1 0.3 -0.0 0.4 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.0 1.2 0.1 -0.0 0.3 -0.0 0.3 0.0 0.3 0.2 0.3 0.5 0.5 -0.1 0.7 0.1 0.7 BITCOIN 0.6 -0.6 -0.6 -0.0 -0.1 0.2 -0.2 0.5 -0.1 -0.1 -0.4 0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.5 -0.1 -1.4 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.0 0.5 0.6 0.3 -0.6 -0.3 -0.0 -0.7 -0.5 BOBL -0.6 0.0 0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.7 -0.0 -0.4 -0.2 -0.2 0.4 0.7 0.6 0.7 BTP -0.6 -0.4 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.2 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 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 -0.2 -0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.6 0.1 -0.2 -0.0 -0.1 0.3 0.7 0.4 0.7 BUXL -0.3 0.3 0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 -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 -0.0 -0.2 -0.1 -0.5 -0.1 -0.0 0.5 0.6 0.1 0.0 -0.2 0.6 -0.1 0.3 CAC -0.6 -0.5 -0.3 -0.1 -0.1 0.1 -0.2 0.3 -0.2 -0.1 0.0 -0.1 0.5 -0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 0.8 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.2 0.0 0.6 0.6 0.1 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 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.1 2.7 0.1 -0.1 0.2 -0.1 0.2 -0.1 -0.3 -0.1 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.0 0.6 0.5 0.1 0.1 -0.0 0.2 -0.3 0.2 0.0 0.1 0.0 0.0 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.1 0.1 1.1 0.1 -0.0 0.2 0.0 0.1 0.1 -0.5 -0.5 0.4 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 -0.0 -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 -0.0 0.1 -0.1 0.2 -0.1 -1.1 -0.1 -0.1 0.0 -0.0 -0.5 -0.7 -0.4 -0.7 COCOA 0.6 -0.6 -0.6 0.1 0.0 -0.0 0.1 -0.2 0.1 -0.1 -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 -0.2 -0.3 -0.5 -0.4 0.3 0.0 0.4 0.2 COFFEE 0.6 -0.6 -0.6 0.2 0.1 -0.0 0.2 -0.6 0.2 0.1 -0.1 0.2 0.1 -0.1 -0.2 0.3 0.4 0.4 0.4 -0.2 -0.2 0.2 -0.0 0.0 -2.7 -0.1 0.2 -0.2 0.2 0.3 0.1 1.1 0.1 0.0 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.6 -0.3 0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.0 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 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.3 0.7 0.2 0.4 CORN 0.5 0.5 0.4 0.2 0.1 -0.0 0.2 -0.6 0.2 0.0 0.4 0.2 -0.2 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.1 -0.0 0.2 1.5 0.2 0.0 0.3 0.2 0.1 0.2 -1.1 -0.1 0.6 0.6 0.3 0.2 -0.1 0.3 0.1 COTTON2 0.4 0.4 0.4 0.2 0.1 -0.0 0.2 -0.6 0.2 0.0 -0.3 0.1 -0.7 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.1 -0.3 0.2 -0.6 0.1 0.1 -0.1 0.2 -0.4 0.2 -1.1 0.5 0.1 -0.1 -0.2 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.6 0.6 0.6 0.2 0.0 0.5 0.2 0.4 0.2 0.0 0.3 0.2 0.0 0.2 0.2 0.4 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.9 0.2 0.0 0.5 0.2 0.2 0.2 -0.0 0.3 -0.6 -0.4 -0.4 0.3 0.7 0.0 0.2 DAX -0.6 -0.6 -0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 -0.9 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.0 -0.4 -0.4 -0.1 0.5 0.7 0.4 0.7 DOW -0.6 -0.6 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.1 -0.1 0.4 -0.1 -0.1 -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 -0.4 -0.4 -0.2 -0.0 -0.7 -0.4 -0.7 DX 0.6 0.4 0.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 0.1 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.0 -0.0 0.1 -1.9 0.1 -0.0 0.0 0.0 -0.1 0.1 0.8 0.2 0.6 0.1 -0.4 0.1 0.6 0.3 0.7 EUR -0.6 -0.4 -0.4 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 0.6 -0.1 0.0 0.0 -0.0 0.1 -0.1 -0.4 0.2 -0.3 -0.3 -0.2 -0.4 -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 0.0 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.6 0.1 -0.4 -0.1 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.6 -0.6 -0.3 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.6 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.8 0.2 -0.3 -0.1 0.1 0.3 0.7 0.2 0.7 FEEDCOW -0.6 -0.6 0.1 0.1 0.1 -0.0 0.2 -0.4 0.2 0.0 0.2 -0.1 0.4 -0.1 0.1 0.1 0.2 0.2 0.3 -0.0 0.1 -0.0 0.5 -0.1 -2.7 -0.1 0.0 0.0 -0.0 0.3 -0.1 1.1 -0.2 -0.6 -0.6 0.1 0.7 0.7 0.6 0.7 GASOIL 0.6 0.5 0.2 0.1 0.0 0.2 0.1 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 0.1 -0.2 0.1 0.0 0.2 0.1 0.2 0.1 1.1 -0.5 0.6 0.4 0.3 -0.1 0.6 -0.3 0.0 GASOLINE 0.6 0.6 0.5 0.2 0.0 0.4 0.2 0.3 0.2 0.0 0.3 0.1 0.3 0.1 0.2 -0.1 -0.4 -0.4 -0.4 0.2 0.2 0.2 0.2 0.2 -1.6 0.2 0.0 0.4 0.2 0.2 0.2 -1.1 0.4 0.5 0.3 0.0 0.1 0.7 -0.1 0.5 GAS_US_mini 0.0 -0.2 -0.0 0.2 0.0 0.2 0.1 0.2 0.2 -0.1 -0.1 0.0 -0.2 -0.1 -0.0 0.1 -0.1 0.4 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 1.8 -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 -0.3 -0.3 -0.0 0.0 -0.0 0.1 -0.1 0.2 -0.1 0.1 0.0 -0.0 0.4 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.1 -0.0 0.1 0.1 -0.0 0.2 -0.0 0.3 0.3 0.1 -0.2 0.1 -0.4 -0.2 -0.2 -0.3 GOLD_micro -0.6 0.0 -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 -0.2 0.2 -0.1 -2.5 0.0 -0.1 0.3 -0.1 0.5 -0.0 -0.2 -0.4 -0.2 0.4 0.4 0.6 0.2 -0.1 -0.7 HEATOIL 0.6 0.6 0.4 0.2 0.0 0.3 0.1 0.2 0.2 0.0 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.1 0.2 0.2 0.2 -1.2 0.2 0.0 0.3 0.1 0.2 0.2 1.1 0.1 0.6 0.5 0.2 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.3 0.6 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.3 -0.0 -0.1 0.1 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.3 -0.1 0.2 -0.1 -0.0 -0.2 -0.1 -0.4 -0.0 0.4 0.1 0.1 0.1 -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 -0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.3 -0.1 2.7 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 -0.5 0.2 -0.2 -0.2 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.5 -0.3 0.3 0.2 0.1 -0.0 0.2 -0.7 0.2 -0.2 0.4 -0.2 0.7 -0.2 0.1 -0.4 -0.4 -0.4 -0.4 -0.0 0.1 -0.2 0.4 -0.2 -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 -0.4 -0.2 0.1 0.1 0.1 -0.0 0.2 -0.4 0.2 0.1 0.2 0.0 0.4 -0.0 0.1 0.2 0.1 0.2 0.1 0.0 0.1 0.0 0.3 -0.0 -2.7 -0.0 0.1 -0.0 0.0 0.2 -0.0 1.1 0.1 -0.6 -0.6 -0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.4 0.2 0.2 0.2 0.1 -0.0 0.2 -0.7 0.2 -0.0 -0.5 0.1 -0.7 0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 0.1 -0.6 0.1 NaN -0.0 -0.1 -0.4 0.1 -0.7 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 -0.3 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 0.0 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 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.2 -0.6 -0.5 -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 -0.1 -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 -0.6 -0.5 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 -0.1 0.2 -0.1 -1.3 0.0 -0.0 0.2 -0.1 0.3 -0.0 1.1 0.1 0.1 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 -0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 1.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.0 -0.2 0.7 0.2 0.7 OAT -0.6 -0.1 0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 0.0 -0.1 0.8 0.1 -0.3 -0.0 0.2 0.2 0.7 0.4 0.7 OATIES 0.5 0.6 0.5 0.1 0.1 -0.0 0.2 -0.4 0.2 -0.1 0.0 0.0 -0.2 0.1 0.1 -0.0 -0.2 -0.1 -0.2 0.1 0.0 0.0 -0.1 0.1 -0.2 0.1 -0.1 0.1 0.0 -0.1 0.1 -0.0 -0.1 0.4 0.6 0.2 -0.1 -0.5 0.0 -0.6 OJ -0.1 -0.2 0.4 0.1 0.0 -0.0 0.1 -0.2 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 1.1 -0.3 -0.5 -0.5 0.1 -0.3 -0.4 -0.3 -0.4 PALLAD -0.6 -0.5 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 1.5 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.2 -0.1 -0.2 -0.2 -0.2 0.6 0.1 0.2 -0.2 PLAT -0.4 -0.3 -0.2 -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 -0.1 0.2 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.3 -0.1 0.2 -0.0 0.0 -0.1 0.1 0.7 0.3 0.3 -0.1 REDWHEAT 0.3 0.6 0.6 0.1 0.1 -0.0 0.2 -0.4 0.2 -0.1 0.2 0.1 -0.3 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 -0.0 0.1 0.7 0.2 -0.0 0.3 0.1 0.1 0.1 -0.5 -0.4 0.1 0.6 0.4 -0.7 -0.7 -0.7 -0.7 RICE 0.5 0.3 0.6 0.1 0.1 -0.0 0.1 -0.3 0.1 -0.1 -0.2 0.1 -0.3 0.0 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 -0.0 -0.4 0.0 0.3 0.0 -0.1 -0.1 -0.0 -0.4 0.0 -0.8 -0.4 -0.1 -0.1 0.1 -0.7 -0.5 -0.5 -0.5 ROBUSTA 0.1 -0.3 -0.4 0.1 0.1 -0.0 0.1 -0.3 0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 0.0 -0.1 -0.0 -2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.4 -0.4 -0.6 -0.6 0.2 0.1 0.4 0.3 RUSSELL -0.6 -0.6 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 0.2 -0.1 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.8 -0.1 -0.0 0.0 -0.1 0.2 -0.1 0.1 0.1 0.0 -0.3 0.0 -0.0 -0.7 -0.3 -0.7 SHATZ -0.6 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.9 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -1.0 -0.2 -0.6 -0.5 -0.4 0.5 0.7 0.6 0.7 SILVER-mini -0.5 -0.1 -0.6 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -1.0 0.0 -0.1 0.2 -0.1 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 0.3 0.3 0.4 0.1 0.0 SMI -0.6 -0.6 -0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.1 0.3 -0.1 -0.0 0.1 0.1 0.2 0.2 -0.1 0.0 -0.2 0.2 -0.2 0.7 -0.0 -0.1 0.1 -0.2 0.2 -0.1 1.1 -0.1 -0.4 0.0 0.3 -0.1 0.7 -0.1 0.7 SOFR -0.6 0.3 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 0.4 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.2 0.1 -0.1 -2.7 0.0 -0.2 0.1 -0.2 0.2 -0.1 0.2 -0.1 0.2 0.5 0.2 -0.5 -0.4 -0.7 -0.7 SOYBEAN -0.0 0.5 0.2 0.2 0.1 -0.0 0.2 -0.6 0.2 0.0 0.4 0.0 0.4 0.1 0.2 0.1 -0.1 0.0 -0.0 0.2 0.1 0.0 0.1 0.1 -0.8 0.1 -0.0 0.3 0.0 0.2 0.1 0.7 -0.5 -0.2 0.6 0.1 -0.3 -0.4 -0.2 -0.3 SOYMEAL -0.0 0.4 0.1 0.1 0.1 -0.0 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 0.1 -0.0 0.1 -1.4 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.3 0.2 -0.1 -0.5 -0.6 -0.4 -0.5 SOYOIL -0.1 0.6 0.6 0.1 0.1 -0.0 0.2 -0.5 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 -2.0 0.2 -0.0 0.5 0.1 0.4 0.2 0.4 -0.5 0.6 0.6 0.6 -0.3 -0.7 -0.3 -0.7 SP400 -0.6 -0.5 0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 0.2 -0.1 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.2 0.4 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 0.1 -0.0 -0.7 -0.3 -0.7 SP500_micro -0.6 -0.6 -0.5 -0.1 -0.1 0.1 -0.2 0.2 -0.1 -0.1 0.1 -0.1 0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.2 0.3 -0.2 -2.0 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.3 -0.3 -0.0 -0.5 -0.5 0.6 -0.7 0.5 -0.7 SUGAR11 0.6 0.4 0.3 0.1 0.1 -0.0 0.2 -0.4 0.2 0.1 -0.2 0.1 -0.5 0.1 0.0 0.0 0.2 0.2 0.2 0.1 -0.0 0.2 -0.3 0.2 -2.7 0.1 0.2 0.0 0.2 -0.2 0.2 1.1 0.5 0.5 -0.0 0.1 0.0 -0.6 0.1 -0.4 US10 -0.6 0.1 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -1.0 -0.0 -0.2 0.0 -0.2 0.1 -0.1 -0.2 -0.1 -0.0 0.1 0.1 -0.2 -0.7 -0.4 -0.7 US10U -0.6 0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.2 0.3 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.2 0.0 -0.2 -1.7 -0.0 -0.2 0.1 -0.2 0.2 -0.2 -0.2 -0.1 -0.0 0.1 0.2 -0.2 -0.1 -0.6 -0.7 US2 -0.6 -0.2 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 1.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -1.1 -0.4 -0.5 -0.3 -0.2 -0.2 -0.7 -0.2 -0.7 US20 -0.6 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 0.0 -0.1 -1.0 -0.0 -0.1 0.0 -0.2 0.1 -0.1 0.0 -0.2 -0.1 -0.1 0.1 -0.1 0.6 -0.3 -0.5 US30 -0.5 0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.7 -0.0 -0.1 0.0 -0.2 0.1 -0.1 -0.3 -0.0 0.2 -0.0 0.2 -0.2 0.4 -0.3 -0.4 US5 -0.6 0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.7 -0.1 -0.2 -0.0 -0.2 0.1 -0.1 -0.5 -0.2 -0.2 0.0 0.0 -0.2 -0.7 -0.4 -0.7 VIX 1.0 1.0 0.5 0.1 0.0 0.1 0.1 0.0 0.2 0.0 0.0 0.1 -0.4 0.1 0.1 0.2 -0.6 -0.4 -0.6 0.1 0.0 0.1 -0.0 0.2 NaN 0.2 0.0 0.2 0.1 0.0 0.2 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT 0.2 0.6 0.6 0.1 0.1 -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 0.0 -0.0 0.1 0.9 0.1 -0.0 0.2 0.1 0.1 0.1 -0.6 -0.3 0.1 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 -17.8 1.8 13.9 0.2 -3.5 3.3 -6.5 3.4 -5.0 -5.9 10.9 -4.0 10.3 4.2 10.1 1.3 -0.1 1.0 0.5 7.9 10.7 -3.2 8.5 1.5 9.0 8.3 -5.3 11.3 -3.3 8.5 1.4 6.4 7.4 8.1 15.0 15.4 -4.2 20.0 2.5 20.0 BITCOIN 20.0 -20.0 -20.0 -1.3 -16.1 7.3 -14.4 13.3 -8.5 -8.8 -13.2 2.9 -7.9 -9.0 -11.0 -3.1 -5.6 -3.5 -4.4 -20.0 -20.0 -1.7 -16.9 -8.4 -10.5 -6.1 -3.3 -12.2 -1.1 -8.5 -0.9 0.0 20.0 20.0 8.8 -20.0 -9.1 -0.1 -20.0 -15.6 BOBL -20.0 0.0 1.3 -4.2 -12.0 -1.8 -14.0 -1.7 -9.9 -7.6 -6.2 -10.7 -3.9 -10.0 -6.7 9.0 -2.9 -5.4 -5.1 -8.5 -4.5 -17.7 -3.2 -15.1 2.2 -7.2 -11.6 -4.1 -15.6 -3.3 -13.2 -13.3 -0.7 -12.4 -5.3 -5.1 10.9 20.0 17.0 20.0 BTP -20.0 -11.4 -6.3 -5.2 -15.0 -2.2 -17.4 -2.1 -12.3 -9.5 1.1 -12.8 10.0 -11.9 -6.7 6.2 11.1 11.2 11.8 -8.9 -1.6 -20.0 2.6 -17.4 -20.0 -8.2 -14.7 -0.9 -19.5 3.1 -17.0 12.7 2.5 -18.3 -9.9 1.6 8.4 20.0 14.7 20.0 BUND -20.0 3.7 2.8 -5.2 -14.9 -2.2 -17.3 -2.1 -12.2 -9.6 -6.2 -13.2 -8.0 -11.8 -7.0 6.4 9.1 12.5 11.6 -7.0 -3.7 -17.2 -4.2 -14.2 0.2 -6.3 -13.2 -3.1 -17.7 -3.4 -14.0 10.6 3.6 -5.5 -0.7 -1.7 8.0 20.0 13.4 20.0 BUXL -10.0 10.2 4.9 -7.3 -20.0 -3.1 -20.0 -3.0 -17.2 -2.3 -12.6 -13.5 -19.7 -7.9 -6.9 3.6 3.8 4.3 4.3 -4.0 -7.3 -7.6 -15.0 -6.6 4.7 -4.0 -4.1 -6.6 -10.7 -12.6 -8.8 -0.2 20.0 19.3 4.2 0.2 -6.2 17.2 -4.2 8.3 CAC -20.0 -15.4 -8.8 -5.8 -13.6 2.9 -18.2 7.5 -15.0 -9.1 1.0 -13.6 12.8 -15.8 -12.6 3.6 -2.7 -1.9 -2.9 -13.8 -3.3 -20.0 3.6 -19.7 6.3 3.3 -16.6 5.2 -11.9 4.1 -3.0 4.6 0.7 17.3 20.0 4.3 10.2 20.0 6.1 20.0 CAD -6.6 0.1 8.6 0.4 -6.1 5.8 -11.6 6.0 -8.9 -17.0 5.0 -18.0 5.0 -12.1 3.7 -6.6 -7.4 -6.9 -7.2 1.2 4.3 -11.7 1.5 -6.5 20.0 4.8 -11.5 8.0 -13.3 4.3 -5.5 -6.5 -4.6 13.2 7.0 4.4 -20.0 -20.0 -20.0 -20.0 CANOLA -1.3 20.0 14.7 9.2 6.9 -0.6 14.5 -9.5 14.9 0.9 4.4 4.0 1.1 7.5 9.9 -14.8 -15.5 -17.3 -17.2 11.8 7.2 4.8 2.3 10.6 8.3 12.2 -0.8 7.5 4.4 2.4 10.7 -10.1 -20.0 12.6 20.0 11.2 5.6 20.0 7.9 20.0 CHF -20.0 -4.0 -1.8 0.2 -2.8 2.7 -5.4 2.8 -4.1 -2.4 -1.1 -6.5 6.6 -6.3 -2.8 -13.4 -15.5 -14.0 -14.7 -2.4 1.4 -6.5 3.4 -6.7 -1.7 -0.3 -1.5 3.3 -5.8 4.9 -5.1 -19.9 -2.4 -3.7 1.3 -0.1 -14.1 -20.0 -13.2 -20.0 COCOA 19.7 -20.0 -20.0 5.5 4.1 -0.4 8.7 -5.7 8.9 -5.6 -6.9 2.0 -6.0 -4.2 -6.1 -6.9 1.9 -5.9 -3.5 -15.3 -19.4 -1.9 -14.9 -6.5 -20.0 -8.0 -3.9 -10.9 -1.3 -7.6 -3.0 16.6 -6.8 -7.8 -16.7 -13.4 7.8 1.3 12.2 5.7 COFFEE 20.0 -18.8 -20.0 17.1 12.9 -1.2 20.0 -17.8 20.0 16.4 -5.3 17.2 2.7 -10.0 -15.5 13.0 17.6 17.5 19.2 -17.3 -18.6 20.0 -0.5 2.8 -20.0 -4.8 20.0 -6.7 20.0 8.3 9.3 20.0 4.3 0.8 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -18.0 -10.5 1.2 -0.8 -9.3 4.2 -8.3 7.7 -4.9 -4.6 3.8 -6.1 4.3 -6.6 -0.7 -6.1 -6.3 -6.2 -6.3 -1.7 2.9 -10.8 4.5 -7.2 -0.9 -1.3 -8.5 2.3 -9.0 4.6 -5.6 -2.1 -4.0 -2.6 4.0 -0.8 10.1 20.0 4.7 13.1 CORN 14.8 16.9 11.3 16.8 12.7 -1.2 20.0 -17.5 20.0 2.2 13.7 14.7 -4.7 18.0 16.5 -20.0 -20.0 -20.0 -20.0 17.4 8.6 15.5 -0.9 20.0 11.2 20.0 2.7 12.5 16.7 2.8 20.0 -20.0 -2.8 20.0 20.0 10.1 6.5 -3.8 10.3 2.6 COTTON2 13.4 11.5 12.3 16.7 12.6 -1.2 20.0 -17.3 20.0 5.5 -11.0 11.4 -18.2 11.2 5.0 -20.0 -20.0 -20.0 -20.0 4.9 -4.5 16.1 -12.7 14.3 -4.4 9.0 8.2 -2.3 20.0 -10.9 19.6 -20.0 20.0 2.3 -4.3 -5.0 -9.7 -14.7 -9.5 -8.7 CRUDE_W 20.0 20.0 20.0 20.0 4.2 20.0 20.0 10.9 20.0 4.1 10.3 14.5 0.1 17.6 18.7 18.5 6.5 11.3 7.6 20.0 17.3 20.0 5.4 20.0 6.9 20.0 1.5 16.7 20.0 4.7 20.0 -0.1 13.3 -17.2 -13.1 -10.8 9.2 20.0 0.1 5.4 DAX -20.0 -19.5 -12.8 -3.2 -7.5 1.6 -10.1 4.1 -8.3 -6.1 -1.6 -8.8 6.7 -8.6 -5.4 -6.3 -7.4 -7.6 -7.5 -8.5 -2.5 -16.3 2.3 -14.2 -7.0 -7.0 -10.5 -2.3 -12.2 1.3 -11.3 -3.1 -0.1 -13.0 -13.4 -3.8 13.7 20.0 13.1 20.0 DOW -20.0 -20.0 -10.6 -4.0 -9.4 2.0 -12.6 5.2 -10.4 -7.5 3.7 -11.1 10.2 -11.5 -5.6 -6.0 -7.7 -6.7 -7.1 -12.0 -0.5 -20.0 6.9 -20.0 -7.4 -10.4 -11.6 -1.3 -17.9 4.7 -17.4 -3.1 -11.2 -12.8 -13.1 -6.2 -1.2 -20.0 -10.5 -20.0 DX 20.0 11.4 5.6 0.2 -3.0 2.9 -5.7 3.0 -4.4 -2.3 4.1 5.7 -6.8 8.2 6.1 3.9 5.7 4.7 5.2 6.4 2.3 4.4 -1.2 8.8 -13.9 5.0 -4.0 0.7 4.4 -1.7 8.2 15.5 8.9 20.0 4.6 -11.8 3.6 19.3 9.4 20.0 EUR -18.8 -12.1 -11.3 0.2 -3.7 3.5 -7.0 3.6 -5.4 8.8 -5.2 -4.3 8.5 -9.2 -8.1 -5.8 -7.6 -6.7 -7.2 -7.5 -2.4 -3.2 2.5 -9.3 4.7 -5.2 5.4 0.1 -3.6 3.8 -8.4 -6.7 7.3 -8.9 -10.0 -5.5 -10.8 -20.0 -7.1 -20.0 EURIBOR-ICE -20.0 -2.1 -3.3 -3.2 -9.2 -1.4 -10.7 -1.3 -7.6 -5.8 -4.0 -8.3 0.7 -7.7 -5.1 4.1 10.9 8.8 10.6 -6.7 -3.0 -13.3 -0.9 -12.0 -2.1 -5.1 -6.7 -2.6 -10.4 -1.4 -9.4 11.9 3.5 -11.5 -3.2 -4.5 20.0 20.0 20.0 20.0 EUROSTX -20.0 -20.0 -9.7 -3.6 -8.4 1.8 -11.3 4.6 -9.3 -5.5 4.7 -9.3 9.2 -8.8 -3.4 4.2 2.3 5.8 4.3 -5.7 1.7 -14.4 5.8 -12.6 -4.7 -4.5 -8.9 1.8 -11.5 4.6 -10.4 14.9 6.6 -9.8 -4.5 1.7 8.9 20.0 7.1 20.0 FEEDCOW -20.0 -17.6 4.4 11.2 8.4 -0.8 17.7 -11.6 18.2 5.5 8.4 -5.6 11.3 -7.3 7.4 7.0 10.7 11.9 12.6 -0.8 8.9 -3.0 17.1 -6.7 -20.0 -6.4 2.1 0.1 -3.0 9.2 -7.8 20.0 -6.8 -20.0 -20.0 1.7 20.0 20.0 17.8 20.0 GASOIL 19.9 16.5 7.1 13.6 1.6 8.5 11.3 4.2 15.7 2.5 5.7 5.8 5.2 6.2 6.3 20.0 20.0 20.0 20.0 11.4 6.9 10.2 3.5 13.4 -1.8 13.2 2.2 9.0 8.5 5.2 13.6 20.0 -20.0 17.4 13.3 8.5 -3.7 17.4 -8.8 1.3 GASOLINE 20.0 20.0 14.8 20.0 3.2 16.4 20.0 8.2 20.0 4.1 12.0 11.5 8.0 13.4 14.1 -5.7 -20.0 -20.0 -20.0 20.0 14.4 20.0 6.7 20.0 -11.9 20.0 4.7 14.1 20.0 6.4 20.0 -20.0 14.8 15.0 9.1 1.1 3.6 20.0 -4.1 15.2 GAS_US_mini 1.3 -4.7 -1.5 14.6 1.7 9.0 12.1 4.5 16.8 -5.7 -3.4 0.3 -5.1 -5.2 -3.5 7.0 -5.7 20.0 16.3 -1.4 -1.7 -1.9 -2.1 -1.2 13.5 -2.6 -4.1 -2.8 -2.2 -2.6 -1.9 -6.1 -20.0 -20.0 -20.0 -20.0 9.8 -3.6 9.5 -12.4 GBP -10.8 -10.4 -0.4 0.3 -4.8 4.5 -9.0 4.7 -6.9 11.3 0.5 -2.6 10.4 -11.3 -5.0 0.3 0.1 0.2 0.1 -4.2 0.2 -0.9 3.8 -6.1 -0.7 -0.7 6.5 4.1 -1.0 6.7 -4.4 6.3 12.6 3.7 -5.4 3.7 -11.8 -6.7 -5.8 -8.9 GOLD_micro -20.0 0.8 -20.0 -0.6 -7.6 3.4 -6.8 6.3 -4.0 -6.2 4.5 -6.2 5.7 -3.4 1.3 -4.7 -8.7 -5.7 -6.9 1.1 6.7 -16.9 8.5 -7.8 -18.5 3.4 -14.7 9.7 -11.2 12.9 -4.4 -4.7 -15.1 -7.1 10.8 12.4 18.8 6.6 -3.2 -20.0 HEATOIL 20.0 20.0 11.9 15.9 1.9 9.8 13.2 4.9 18.3 2.8 7.0 7.4 5.9 8.3 8.2 20.0 20.0 20.0 20.0 18.7 11.2 17.9 5.6 20.0 -8.7 15.6 3.4 10.1 12.8 5.5 17.5 20.0 4.8 20.0 15.3 5.7 -0.8 7.4 -10.9 -9.9 JGB-SGX-mini -7.8 20.0 1.3 -2.8 -8.1 -1.2 -9.4 -1.1 -6.7 -4.0 -6.6 -6.9 -7.6 -3.4 -4.9 6.3 10.0 5.1 6.9 -4.2 -7.4 -6.7 -9.8 -4.7 1.5 -4.9 -4.3 -8.9 -5.8 -11.1 -4.2 7.6 3.2 3.2 2.1 -14.2 -3.1 -20.0 -4.3 -20.0 JPY -11.6 -0.0 1.3 0.2 -3.6 3.4 -6.8 3.6 -5.2 2.1 -11.6 -7.6 -11.9 -10.6 -9.7 -8.3 -10.0 -8.6 -9.0 -8.3 -9.7 -4.6 -11.5 -8.2 20.0 -6.5 1.9 -7.9 -3.9 -9.7 -7.0 -10.1 7.5 -6.3 -5.6 -15.0 -2.7 -15.7 3.4 -19.0 LEANHOG -14.5 -10.3 8.7 20.0 15.8 -1.5 20.0 -20.0 20.0 -20.0 13.7 -20.0 19.2 -15.4 9.8 -20.0 -20.0 -20.0 -20.0 -0.6 10.6 -20.0 14.6 -19.1 -8.2 -3.0 -20.0 9.7 -20.0 13.2 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -14.9 6.4 -9.4 14.4 LIVECOW -11.2 -7.0 3.2 11.8 8.9 -0.8 18.7 -12.2 19.2 11.8 7.4 1.9 10.7 -3.1 8.7 11.3 7.1 8.1 5.6 1.4 6.4 4.5 12.9 -0.4 -20.0 -4.3 7.6 -1.5 2.8 5.8 -2.9 20.0 5.5 -20.0 -17.2 -1.2 20.0 20.0 20.0 20.0 LUMBER-new 10.5 4.6 4.7 16.2 12.2 -1.1 20.0 -16.8 20.0 -3.8 -17.5 11.2 -17.9 2.1 -5.4 -20.0 -20.0 -20.0 -20.0 -4.4 -15.0 8.0 -20.0 4.8 NaN -2.4 -7.4 -13.0 9.6 -17.8 7.6 -20.0 2.2 -18.4 -20.0 -8.4 5.1 20.0 7.7 20.0 MXP -20.0 -14.9 -8.2 0.2 -4.2 3.9 -7.9 4.1 -6.1 -1.6 10.8 -9.3 14.3 -8.1 4.8 8.0 12.0 9.8 10.9 0.4 9.5 -7.2 13.6 -7.3 -20.0 1.2 -2.5 11.1 -6.9 15.4 -7.1 20.0 8.6 -10.4 -4.7 9.8 9.0 7.0 20.0 9.6 NASDAQ_micro -7.5 -17.7 -16.2 -4.4 -10.3 2.2 -13.8 5.7 -11.4 -7.6 -0.3 -10.4 10.6 -11.7 -9.2 -7.0 -8.3 -7.5 -7.8 -8.6 -1.8 -14.2 7.2 -11.8 -20.0 -7.7 -11.4 -2.7 -11.6 4.2 -9.7 -4.4 -4.0 14.3 -8.8 -14.6 11.4 -20.0 8.2 -20.0 NIKKEI -20.0 -17.7 -14.5 -2.4 -5.7 1.2 -7.6 3.1 -6.3 -1.5 5.4 -4.9 6.8 -4.1 1.1 2.0 7.1 5.3 6.2 0.4 5.5 -6.6 7.7 -4.8 -9.9 1.3 -3.4 6.0 -4.9 8.3 -3.2 20.0 5.4 2.1 8.5 6.5 -12.5 -2.2 -18.7 0.5 NZD -19.0 -4.5 12.3 0.2 -2.8 2.6 -5.2 2.7 -4.0 -0.2 2.3 -4.2 0.2 -4.6 0.1 -2.7 -3.4 -3.3 -3.6 -1.4 0.8 -4.3 -0.0 -4.8 9.2 -1.5 -0.7 0.6 -4.6 -0.5 -5.1 0.0 0.9 -2.5 -2.5 -0.3 -6.6 20.0 4.5 20.0 OAT -20.0 -4.2 4.5 -4.2 -12.0 -1.8 -14.0 -1.7 -9.9 -8.0 1.5 -10.3 0.8 -9.1 -4.1 11.6 12.6 12.6 13.3 -5.1 -0.5 -15.0 -0.1 -12.4 -0.9 -3.8 -10.2 0.8 -14.0 1.1 -11.3 15.6 3.1 -10.1 -0.6 4.8 6.6 20.0 13.1 20.0 OATIES 16.6 20.0 15.7 11.0 8.3 -0.8 17.5 -11.5 17.9 -8.9 0.4 3.6 -5.7 8.0 9.2 -1.4 -10.0 -6.6 -10.1 12.2 3.9 3.1 -3.1 13.6 -1.2 12.3 -11.3 3.9 4.2 -3.4 13.7 -0.3 -3.0 12.0 20.0 5.4 -1.9 -16.1 0.5 -19.4 OJ -3.2 -5.0 12.2 5.4 4.1 -0.4 8.6 -5.7 8.8 -5.7 -3.7 -4.5 -5.8 -4.1 -1.5 2.4 2.6 2.1 1.4 -2.7 -3.3 -8.3 -5.5 -4.4 -20.0 -2.4 -9.8 -2.0 -7.4 -3.4 -4.4 20.0 -13.9 -14.7 -15.9 2.9 -10.4 -12.6 -9.4 -13.1 PALLAD -20.0 -14.0 -7.8 -0.7 -8.4 3.8 -7.5 6.9 -4.4 -6.0 0.9 -7.0 3.1 -7.4 -4.3 -3.1 -3.1 -3.1 -3.1 -4.9 1.0 -11.7 4.4 -9.6 11.1 -5.3 -9.7 0.4 -10.3 5.6 -8.5 3.4 -3.2 -6.4 -5.8 -7.4 17.9 4.0 4.9 -5.2 PLAT -13.3 -9.0 -5.0 -0.6 -7.7 3.5 -6.8 6.4 -4.1 -6.2 1.3 -6.3 3.6 -5.9 -1.4 -2.0 -3.2 -2.3 -2.7 -1.5 3.3 -8.7 5.8 -5.7 -1.2 -1.1 -8.7 4.4 -7.0 8.9 -4.6 3.6 -0.4 0.8 -4.2 3.6 20.0 10.2 8.2 -2.1 REDWHEAT 10.3 17.4 20.0 11.5 8.7 -0.8 18.3 -11.9 18.7 -10.3 7.0 7.8 -7.7 10.9 11.7 -12.8 -15.6 -13.9 -14.9 12.4 6.8 5.3 -1.0 12.4 5.4 13.9 -4.1 9.3 5.5 2.1 12.7 -8.5 -14.7 3.4 18.6 13.4 -20.0 -20.0 -20.0 -20.0 RICE 15.8 10.1 19.0 8.4 6.4 -0.6 13.4 -8.8 13.7 -8.3 -6.2 5.9 -8.9 3.5 3.8 -20.0 -16.0 -20.0 -20.0 1.3 -4.9 -1.4 -13.3 2.5 2.1 3.4 -12.3 -2.5 -2.0 -12.3 3.3 -14.6 -17.6 -3.7 -3.3 2.9 -19.7 -16.0 -15.4 -16.0 ROBUSTA 3.7 -9.9 -11.6 8.1 6.1 -0.6 12.9 -8.5 13.2 5.2 -2.2 0.5 -3.5 -6.3 -7.1 13.7 15.4 16.4 15.9 -6.7 -6.7 0.3 -4.2 -4.2 -20.0 -5.7 3.7 -5.5 -0.2 -3.3 -3.8 20.0 -16.6 -11.4 -20.0 -17.1 5.4 3.0 12.8 10.2 RUSSELL -20.0 -20.0 -3.7 -4.4 -10.2 2.2 -13.7 5.6 -11.3 -3.1 6.2 -10.5 11.1 -11.0 -3.7 -4.1 -5.1 -4.6 -4.7 -6.8 2.6 -12.9 7.8 -13.8 6.1 -6.2 -4.5 1.4 -10.8 5.7 -11.7 1.1 3.5 0.1 -10.1 0.1 -1.0 -20.0 -9.8 -20.0 SHATZ -20.0 -3.4 3.0 -3.3 -9.5 -1.4 -11.0 -1.3 -7.8 -6.1 -7.2 -8.5 -7.1 -8.2 -6.5 0.2 -9.7 -0.0 -4.1 -10.8 -6.2 -19.6 -4.1 -17.1 6.9 -9.8 -11.5 -6.3 -15.9 -4.5 -14.7 -19.1 -8.3 -20.0 -16.7 -10.9 14.1 20.0 18.0 20.0 SILVER-mini -14.2 -3.8 -17.4 -0.6 -7.5 3.4 -6.7 6.2 -3.9 -5.5 1.6 -5.7 3.4 -5.2 -1.2 -1.9 -5.5 -3.2 -4.5 -0.6 4.3 -9.5 5.8 -5.8 -7.6 0.9 -6.3 7.2 -5.9 10.8 -3.6 -0.0 -2.3 -0.4 -2.6 10.0 10.5 12.2 2.9 0.3 SMI -20.0 -18.9 -5.4 -3.1 -7.2 1.6 -9.7 4.0 -8.0 -6.5 4.5 -9.0 7.3 -8.3 -3.2 6.2 7.4 9.4 8.9 -5.3 2.8 -18.6 5.8 -14.6 5.3 -2.4 -11.9 4.8 -14.2 6.8 -10.8 20.0 -4.5 -12.5 1.1 8.4 -3.4 20.0 -4.2 20.0 SOFR -17.2 8.8 -6.8 -5.7 -16.4 -2.4 -19.1 -2.3 -13.5 -12.6 -0.9 -14.5 10.9 -6.3 -1.9 4.7 6.5 6.4 6.8 -1.2 1.3 -17.7 3.4 -8.9 -20.0 1.7 -20.0 4.1 -17.3 4.9 -7.1 4.5 -3.4 6.8 16.3 7.5 -14.6 -11.1 -19.6 -20.0 SOYBEAN -1.5 15.8 6.2 14.9 11.2 -1.1 20.0 -15.5 20.0 2.2 13.9 3.2 11.1 12.6 14.1 4.5 -3.0 1.7 -0.9 14.0 10.7 4.8 4.8 11.5 -6.1 13.0 -1.3 11.3 0.3 6.8 8.7 14.0 -20.0 -5.3 20.0 3.9 -8.7 -13.0 -7.0 -9.7 SOYMEAL -1.0 12.2 3.8 9.6 7.2 -0.7 15.2 -9.9 15.6 4.5 -0.6 3.8 -5.2 7.3 2.1 -2.7 -12.6 -7.9 -10.6 3.8 1.6 5.6 -1.7 5.0 -10.8 5.8 4.9 5.2 4.9 2.2 5.2 -2.6 -1.3 -8.0 6.6 -3.4 -13.8 -17.0 -13.1 -16.3 SOYOIL -2.8 20.0 18.4 13.2 10.0 -0.9 20.0 -13.7 20.0 0.0 13.4 9.1 12.5 14.0 16.0 -0.3 -5.5 -4.2 -5.6 20.0 20.0 8.9 14.1 20.0 -14.9 20.0 -1.3 19.0 5.5 10.7 18.5 8.2 -20.0 20.0 20.0 20.0 -7.6 -20.0 -8.8 -20.0 SP400 -20.0 -16.7 3.0 -4.3 -10.1 2.2 -13.5 5.5 -11.2 -4.5 6.6 -10.7 10.5 -10.0 -1.0 -5.8 -6.3 -6.3 -6.2 -5.1 3.7 -15.4 6.6 -14.4 3.2 -4.7 -7.6 1.6 -12.8 3.3 -11.9 -1.1 -1.6 -6.3 -1.4 3.3 -0.3 -20.0 -9.5 -20.0 SP500_micro -20.0 -20.0 -15.9 -5.2 -12.0 2.6 -16.1 6.6 -13.2 -9.7 4.6 -13.5 14.6 -13.6 -6.9 -7.7 -9.2 -8.4 -8.7 -12.4 -1.0 -20.0 9.7 -20.0 -15.0 -12.2 -16.4 -4.1 -19.6 3.7 -17.7 -5.8 -14.3 -1.5 -14.9 -15.7 16.7 -20.0 15.6 -20.0 SUGAR11 20.0 11.6 10.0 11.8 8.9 -0.8 18.8 -12.3 19.3 11.7 -9.1 13.5 -13.2 11.7 4.4 0.2 11.9 10.2 11.5 6.2 -3.7 20.0 -11.1 17.2 -20.0 9.1 20.0 0.3 20.0 -6.7 18.8 20.0 20.0 13.9 -0.7 4.2 0.4 -19.0 3.2 -12.7 US10 -20.0 1.8 -7.0 -4.6 -13.2 -1.9 -15.3 -1.9 -10.8 -9.4 -1.2 -11.6 6.9 -9.2 -5.8 2.6 1.5 2.7 2.5 -4.8 -1.1 -17.1 1.1 -11.3 -7.4 -3.0 -17.2 0.6 -16.6 2.7 -10.0 -3.5 -5.2 -0.8 3.0 2.1 -6.5 -20.0 -12.4 -20.0 US10U -20.0 1.9 -5.5 -6.9 -19.7 -2.9 -20.0 -2.8 -16.2 -13.5 1.0 -17.0 9.6 -13.1 -7.8 2.7 1.0 2.8 2.2 -6.1 -0.7 -20.0 1.9 -15.3 -12.8 -4.1 -20.0 2.5 -20.0 5.6 -15.0 -4.3 -6.0 -0.1 2.7 5.2 -7.1 -3.8 -19.3 -20.0 US2 -20.0 -5.2 -7.3 -4.5 -12.7 -1.9 -14.8 -1.8 -10.5 -9.1 -7.0 -11.2 -1.7 -10.6 -9.1 -7.1 -12.5 -9.1 -10.1 -11.2 -6.0 -20.0 -2.8 -18.1 7.9 -9.1 -17.8 -4.6 -20.0 -1.4 -15.5 -20.0 -15.4 -14.5 -8.1 -4.9 -5.0 -20.0 -7.1 -20.0 US20 -20.0 1.6 -1.7 -4.7 -13.5 -2.0 -15.7 -1.9 -11.1 -8.1 0.9 -10.8 2.9 -8.5 -4.9 4.4 4.1 4.9 4.7 -4.1 -0.4 -15.3 0.4 -10.6 -7.8 -3.6 -15.6 1.3 -16.4 2.8 -11.2 0.6 -7.8 -3.5 -1.8 4.2 -3.4 16.7 -9.4 -14.7 US30 -16.1 3.8 -0.2 -6.2 -17.9 -2.6 -20.0 -2.5 -14.7 -9.8 -3.1 -13.8 -3.8 -10.5 -6.4 1.6 -0.1 2.0 1.3 -4.2 -1.4 -14.5 -2.0 -10.3 -5.2 -4.2 -15.4 0.9 -18.0 1.8 -12.7 -6.1 -0.6 5.1 -0.7 4.8 -6.5 13.1 -8.1 -12.8 US5 -20.0 0.4 -7.3 -4.7 -13.6 -2.0 -15.8 -1.9 -11.1 -9.8 -3.1 -11.9 6.6 -10.0 -7.0 0.1 -1.5 0.1 -0.3 -6.7 -2.4 -19.6 0.3 -13.7 -5.5 -4.7 -18.0 -0.6 -18.3 1.9 -12.0 -8.5 -7.9 -5.2 0.8 1.0 -6.2 -20.0 -11.0 -20.0 VIX 20.0 20.0 8.7 8.4 1.8 3.1 7.1 0.0 10.5 2.1 0.1 8.3 -7.0 8.5 5.1 5.1 -20.0 -14.0 -20.0 8.6 2.9 8.2 -0.7 11.4 NaN 9.3 1.9 3.6 7.5 0.1 11.2 NaN NaN NaN NaN NaN -5.3 -20.0 NaN NaN WHEAT 5.7 20.0 20.0 10.6 8.0 -0.7 16.8 -11.0 17.3 -6.9 3.9 5.7 -7.8 9.5 9.6 -12.8 -17.8 -15.6 -16.8 10.4 5.2 4.2 -1.7 10.1 6.4 13.3 -2.6 8.9 4.9 2.2 11.7 -11.8 -13.1 3.4 19.5 11.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3