******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260324_204022 produced at 2026-03-24 23:48:37.914610 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.36 0.0 0.00 0.00 0.00 0.00 -13.45 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.42 0.0 0.00 0.00 0.00 0.00 -12.25 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 -0.12 0.0 0.00 0.00 0.00 0.00 -2.30 24.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.18 -0.10 0.0 1.13 -1.13 -0.18 -0.23 -2.24 25.0 -4 -5 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.09 0.0 0.23 -0.23 0.00 0.00 -5.11 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.13 -0.08 0.0 0.87 -0.87 -0.13 -0.13 -1.26 13.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.07 0.0 0.66 -0.66 0.00 0.00 -4.99 48.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -22.72 59.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.07 0.0 0.56 -0.56 0.00 0.00 -1.23 10.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.06 0.0 0.64 -0.64 0.00 0.00 -6.43 66.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.06 0.0 0.79 -0.79 0.00 0.00 -1.26 17.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.06 -0.06 0.0 0.85 -0.85 -0.06 -0.06 -1.03 14.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.10 -0.05 0.0 0.47 -0.47 -0.10 -0.10 -2.59 23.0 -5 -5 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 JPY False False 0.03 -0.03 -0.04 0.0 0.56 -0.56 -0.03 -0.03 -1.06 17.0 -1 -1 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.04 0.0 1.07 -1.07 -0.06 -0.06 -0.66 19.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.03 0.0 0.64 -0.64 -0.02 -0.02 -2.79 58.0 -2 -2 caleb_strategy_v3 SP400 False False 0.14 -0.29 -0.03 0.0 0.29 -0.29 -0.29 -0.29 -0.18 2.0 -2 -2 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.04 3.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -2.84 4.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.10 -0.02 0.0 0.29 -0.29 -0.10 -0.10 -0.34 6.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.40 9.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 -0.02 0.0 0.36 -0.36 -0.01 -0.01 -4.02 68.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.01 -0.02 0.0 0.16 -0.16 -0.01 -0.01 -1.45 11.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.04 -1.04 -0.02 -0.02 -1.14 56.0 -1 -1 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.02 0.0 0.50 -0.50 0.00 0.00 -1.35 36.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.35 -0.35 0.00 0.00 -0.37 23.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.01 0.0 0.89 -0.89 0.00 0.00 -0.46 29.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.84 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.36 -0.36 -0.03 -0.03 -0.89 26.0 -2 -2 caleb_strategy_v3 GBP False False 0.04 -0.07 -0.01 0.0 0.77 -0.77 -0.07 -0.07 -0.20 22.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.49 9.0 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 BUXL False False 0.05 -0.11 -0.00 0.0 0.21 -0.21 -0.11 -0.11 -0.09 4.0 -2 -2 caleb_strategy_v3 COPPER False False 0.06 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.00 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.32 2.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.57 26.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.09 9.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 -0.00 0.0 0.61 -0.61 0.00 0.00 -0.07 10.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.05 -0.00 0.0 0.54 -0.54 0.05 0.05 -0.04 20.0 2 2 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.00 2.0 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 FEEDCOW False False 0.07 0.00 0.01 0.0 0.59 -0.59 0.00 0.00 0.14 8.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.01 0.01 0.0 0.14 -0.14 0.01 0.02 0.87 18.0 1 2 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.01 0.0 0.29 -0.29 0.00 0.00 0.11 6.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.34 10.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.51 -0.51 0.02 0.02 0.52 21.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.24 7.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.17 0.02 0.0 0.58 -0.58 0.17 0.17 0.34 10.0 3 3 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.67 -0.67 0.00 0.00 0.58 17.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.45 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 0.43 999999999.0 1 1 caleb_strategy_v3 SMI False True 0.07 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.24 9.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 3.12 999999999.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.13 0.03 0.0 0.19 -0.19 0.13 0.13 0.48 3.0 2 2 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.60 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 6.20 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 3.51 12.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.04 0.0 1.18 -1.18 0.00 0.00 0.31 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.15 0.06 0.0 0.70 -0.70 0.15 0.15 5.56 60.0 13 13 caleb_strategy_v3 AUD False False 0.03 0.03 0.06 0.0 0.55 -0.55 0.03 0.03 1.95 19.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.63 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.15 0.0 0.16 -0.16 0.03 0.03 4.72 5.0 1 1 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.3 Shocked risk 29.7 Sum abs risk 35.5 Leverage 4.00 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2385165.04, 'annual_cash_vol_target': 596291.26, 'daily_cash_vol_target': 37268.20375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0052 0.6961 0.7430 11.8886 BITCOIN 1905.7019 69635.0000 2.7367 43.7872 BOBL 0.2434 115.3100 0.2111 3.3777 BTP 0.6080 115.7400 0.5253 8.4048 BUND 0.4237 125.2800 0.3382 5.4110 BUXL 0.8054 109.5600 0.7351 11.7618 CAC 68.9705 7738.0000 0.8913 14.2612 CAD 0.0027 0.7292 0.3672 5.8753 CANOLA 9.4852 736.8000 1.2873 20.5975 CHF 0.0067 1.2770 0.5225 8.3597 COCOA 104.7186 3292.0000 3.1810 50.8961 COFFEE 5.0476 311.6500 1.6196 25.9140 COPPER 0.1031 5.5120 1.8704 29.9270 CORN 4.7918 488.2500 0.9814 15.7029 COTTON2 0.8408 69.7100 1.2062 19.2987 CRUDE_W 1.4030 76.3800 1.8369 29.3907 DAX 259.9759 22770.0000 1.1417 18.2680 DOW 362.1786 46429.0000 0.7801 12.4811 DX 0.4411 99.2100 0.4446 7.1143 EUR 0.0060 1.1630 0.5143 8.2280 EURIBOR-ICE 0.0522 97.2650 0.0537 0.8585 EUROSTX 63.7314 5502.0000 1.1583 18.5333 FEEDCOW 3.2239 350.3000 0.9203 14.7253 GASOIL 42.3347 1003.2500 4.2198 67.5161 GASOLINE 0.0802 2.9704 2.7016 43.2250 GAS_US_mini 0.1509 2.8950 5.2128 83.4044 GBP 0.0076 1.3378 0.5684 9.0936 GOLD_micro 79.5434 4431.2000 1.7951 28.7212 HEATOIL 0.1170 3.5686 3.2782 52.4518 JGB-SGX-mini 0.2699 131.0400 0.2060 3.2953 JPY 0.0000 0.0063 0.6584 10.5351 LEANHOG 1.0647 104.0250 1.0235 16.3764 LIVECOW 1.9150 234.4500 0.8168 13.0686 LUMBER-new 7.3694 584.5000 1.2608 20.1729 MXP 0.0004 0.0558 0.7801 12.4816 NASDAQ_micro 222.2241 24202.0000 0.9182 14.6913 NIKKEI 859.9941 52455.0000 1.6395 26.2318 NZD 0.0046 0.5836 0.7872 12.5949 OAT 0.4998 118.2900 0.4225 6.7607 OATIES 6.7220 336.2500 1.9991 31.9857 OJ 6.9195 171.9500 4.0241 64.3858 PALLAD 50.3249 1417.5000 3.5503 56.8041 PLAT 64.1601 1906.8000 3.3648 53.8369 REDWHEAT 11.5654 621.2500 1.8616 29.7862 RICE 0.1477 11.3250 1.3045 20.8728 ROBUSTA 65.4083 3583.0000 1.8255 29.2083 RUSSELL 29.8870 2521.3000 1.1854 18.9661 SHATZ 0.0990 105.6350 0.0937 1.4994 SILVER-mini 3.2050 70.1000 4.5720 73.1516 SMI 122.2637 12328.0000 0.9918 15.8681 SOFR 0.0577 96.4850 0.0598 0.9568 SOYBEAN 10.3107 1143.0000 0.9021 14.4332 SOYMEAL 4.6983 320.0000 1.4682 23.4913 SOYOIL 0.9164 65.5800 1.3974 22.3584 SP400 35.1987 3406.2000 1.0334 16.5340 SP500_micro 48.9212 6608.0000 0.7403 11.8453 SUGAR11 0.2477 16.0300 1.5455 24.7280 US10 0.3822 110.3906 0.3462 5.5391 US10U 0.4849 112.7500 0.4300 6.8807 US2 0.1050 103.4883 0.1015 1.6238 US20 0.7463 112.6875 0.6623 10.5963 US30 0.9830 115.5938 0.8504 13.6065 US5 0.2516 107.7188 0.2335 3.7366 VIX 0.8294 23.8000 3.4850 55.7599 WHEAT 10.2582 635.0000 1.6155 25.8474 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 696.10 0.74 517.23 1.00 517.23 37268.2 72.05 10.40 74.92 BITCOIN 69.64 2.74 190.57 1.00 190.57 37268.2 195.56 -10.71 -209.53 BOBL 1153.10 0.21 243.42 1.15 280.75 37268.2 132.74 -4.93 -65.41 BTP 1157.40 0.53 607.98 1.15 701.22 37268.2 53.15 -6.80 -36.13 BUND 1252.80 0.34 423.69 1.15 488.66 37268.2 76.27 -0.87 -6.61 BUXL 1095.60 0.74 805.39 1.15 928.90 37268.2 40.12 -2.30 -9.23 CAC 773.80 0.89 689.71 1.15 795.48 37268.2 46.85 2.79 13.07 CAD 729.20 0.37 267.77 1.00 267.77 37268.2 139.18 -1.27 -17.63 CANOLA 147.36 1.29 189.70 0.73 138.13 37268.2 269.81 9.43 254.46 CHF 1596.31 0.52 834.05 1.00 834.05 37268.2 44.68 -10.86 -48.52 COCOA 329.20 3.18 1047.19 1.00 1047.19 37268.2 35.59 -10.23 -36.39 COFFEE 1168.69 1.62 1892.83 1.00 1892.83 37268.2 19.69 4.07 8.02 COPPER 1378.00 1.87 2577.46 1.00 2577.46 37268.2 14.46 0.01 0.02 CORN 244.12 0.98 239.59 1.00 239.59 37268.2 155.55 9.26 143.98 COTTON2 348.55 1.21 420.41 1.00 420.41 37268.2 88.65 -6.73 -59.65 CRUDE_W 763.80 1.84 1403.04 1.00 1403.04 37268.2 26.56 16.39 43.53 DAX 227.70 1.14 259.98 1.15 299.84 37268.2 124.29 -6.57 -81.72 DOW 232.14 0.78 181.09 1.00 181.09 37268.2 205.80 -13.43 -276.42 DX 992.10 0.44 441.13 1.00 441.13 37268.2 84.48 7.43 62.75 EUR 1453.69 0.51 747.56 1.00 747.56 37268.2 49.85 -7.98 -39.76 EURIBOR-ICE 2431.62 0.05 130.48 1.15 150.49 37268.2 247.65 0.36 8.98 EUROSTX 550.20 1.16 637.31 1.15 735.05 37268.2 50.70 -0.24 -1.23 FEEDCOW 1751.50 0.92 1611.96 1.00 1611.96 37268.2 23.12 1.86 4.30 GASOIL 1003.25 4.22 4233.47 1.00 4233.47 37268.2 8.80 15.71 13.83 GASOLINE 1247.57 2.70 3370.38 1.00 3370.38 37268.2 11.06 9.05 10.01 GAS_US_mini 72.38 5.21 377.27 1.00 377.27 37268.2 98.78 -0.53 -5.23 GBP 836.12 0.57 475.21 1.00 475.21 37268.2 78.42 -0.99 -7.77 GOLD_micro 443.12 1.80 795.43 1.00 795.43 37268.2 46.85 -7.11 -33.31 HEATOIL 1498.81 3.28 4913.46 1.00 4913.46 37268.2 7.58 14.70 11.15 JGB-SGX-mini 131040.00 0.21 26988.13 0.01 169.27 37268.2 220.17 -5.13 -112.99 JPY 791.81 0.66 521.37 1.00 521.37 37268.2 71.48 -5.70 -40.75 LEANHOG 416.10 1.02 425.89 1.00 425.89 37268.2 87.51 -9.59 -83.93 LIVECOW 937.80 0.82 765.98 1.00 765.98 37268.2 48.65 3.58 17.43 LUMBER-new 160.74 1.26 202.66 1.00 202.66 37268.2 183.90 -9.03 -165.97 MXP 278.75 0.78 217.45 1.00 217.45 37268.2 171.38 2.21 37.83 NASDAQ_micro 484.04 0.92 444.45 1.00 444.45 37268.2 83.85 -13.28 -111.34 NIKKEI 52455.00 1.64 85999.41 0.01 539.39 37268.2 69.09 -1.81 -12.48 NZD 583.60 0.79 459.40 1.00 459.40 37268.2 81.12 2.46 19.96 OAT 1182.90 0.42 499.83 1.15 576.48 37268.2 64.65 1.53 9.86 OATIES 168.12 2.00 336.10 1.00 336.10 37268.2 110.88 1.19 13.17 OJ 257.92 4.02 1037.92 1.00 1037.92 37268.2 35.91 -9.65 -34.66 PALLAD 1417.50 3.55 5032.49 1.00 5032.49 37268.2 7.41 -0.13 -0.10 PLAT 953.40 3.36 3208.00 1.00 3208.00 37268.2 11.62 0.79 0.92 REDWHEAT 310.62 1.86 578.27 1.00 578.27 37268.2 64.45 -0.09 -0.58 RICE 226.50 1.30 295.48 1.00 295.48 37268.2 126.13 -9.26 -116.74 ROBUSTA 358.30 1.83 654.08 1.00 654.08 37268.2 56.98 -4.87 -27.75 RUSSELL 126.06 1.19 149.44 1.00 149.44 37268.2 249.39 -4.86 -121.24 SHATZ 1056.35 0.09 98.99 1.15 114.17 37268.2 326.41 -6.92 -226.03 SILVER-mini 1752.50 4.57 8012.39 1.00 8012.39 37268.2 4.65 -2.00 -0.93 SMI 1232.80 0.99 1222.64 1.27 1548.04 37268.2 24.07 2.89 6.97 SOFR 2412.12 0.06 144.24 1.00 144.24 37268.2 258.37 -8.56 -221.06 SOYBEAN 571.50 0.90 515.54 1.00 515.54 37268.2 72.29 3.61 26.11 SOYMEAL 320.00 1.47 469.83 1.00 469.83 37268.2 79.32 -6.62 -52.53 SOYOIL 393.48 1.40 549.85 1.00 549.85 37268.2 67.78 5.42 36.70 SP400 3406.20 1.03 3519.87 1.00 3519.87 37268.2 10.59 -4.98 -5.28 SP500_micro 330.40 0.74 244.61 1.00 244.61 37268.2 152.36 -14.07 -214.41 SUGAR11 179.54 1.55 277.47 1.00 277.47 37268.2 134.31 2.66 35.75 US10 1103.91 0.35 382.17 1.00 382.17 37268.2 97.52 -10.21 -99.53 US10U 1127.50 0.43 484.87 1.00 484.87 37268.2 76.86 -11.36 -87.32 US2 2069.77 0.10 210.06 1.00 210.06 37268.2 177.42 -14.53 -257.84 US20 1126.88 0.66 746.30 1.00 746.30 37268.2 49.94 -6.32 -31.55 US30 1155.94 0.85 983.02 1.00 983.02 37268.2 37.91 -7.09 -26.89 US5 1077.19 0.23 251.56 1.00 251.56 37268.2 148.15 -11.89 -176.18 VIX 238.00 3.48 829.43 1.00 829.43 37268.2 44.93 2.81 12.61 WHEAT 317.50 1.62 512.91 1.00 512.91 37268.2 72.66 -0.88 -6.42 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 74.921 0.010 2.5 1.947 BITCOIN -209.535 0.043 2.5 -22.722 BOBL -65.411 0.004 2.5 -0.664 BTP -36.135 0.014 2.5 -1.234 BUND -6.611 0.004 2.5 -0.067 BUXL -9.232 0.004 2.5 -0.094 CAC 13.074 0.014 2.5 0.447 CAD -17.628 0.010 2.5 -0.458 CANOLA 254.459 0.010 2.5 6.199 CHF -48.525 0.010 2.5 -1.261 COCOA -36.395 0.010 2.5 -0.887 COFFEE 8.021 0.005 2.5 0.107 COPPER 0.015 0.043 2.5 0.002 CORN 143.984 0.010 2.5 3.508 COTTON2 -59.650 0.010 2.5 -1.453 CRUDE_W 43.526 0.043 2.5 4.720 DAX -81.717 0.014 2.5 -2.791 DOW -276.421 0.009 2.5 -6.433 DX 62.749 0.010 2.5 1.630 EUR -39.760 0.010 2.5 -1.033 EURIBOR-ICE 8.982 0.014 2.5 0.307 EUROSTX -1.232 0.014 2.5 -0.042 FEEDCOW 4.304 0.013 2.5 0.143 GASOIL 13.833 0.017 2.5 0.600 GASOLINE 10.006 0.017 2.5 0.434 GAS_US_mini -5.229 0.043 2.5 -0.567 GBP -7.767 0.010 2.5 -0.202 GOLD_micro -33.313 0.014 2.5 -1.138 HEATOIL 11.148 0.017 2.5 0.484 JGB-SGX-mini -112.995 0.043 2.5 -12.253 JPY -40.750 0.010 2.5 -1.059 LEANHOG -83.930 0.024 2.5 -5.108 LIVECOW 17.434 0.013 2.5 0.579 LUMBER-new -165.973 0.010 2.5 -4.044 MXP 37.828 0.059 2.5 5.560 NASDAQ_micro -111.345 0.009 2.5 -2.591 NIKKEI -12.477 0.043 2.5 -1.353 NZD 19.958 0.010 2.5 0.519 OAT 9.863 0.014 2.5 0.337 OATIES 13.173 0.010 2.5 0.321 OJ -34.661 0.010 2.5 -0.844 PALLAD -0.099 0.014 2.5 -0.003 PLAT 0.918 0.014 2.5 0.031 REDWHEAT -0.580 0.005 2.5 -0.008 RICE -116.740 0.010 2.5 -2.844 ROBUSTA -27.754 0.005 2.5 -0.369 RUSSELL -121.244 0.013 2.5 -4.023 SHATZ -226.032 0.004 2.5 -2.295 SILVER-mini -0.930 0.014 2.5 -0.032 SMI 6.968 0.014 2.5 0.238 SOFR -221.055 0.024 2.5 -13.453 SOYBEAN 26.110 0.004 2.5 0.243 SOYMEAL -52.534 0.004 2.5 -0.489 SOYOIL 36.703 0.004 2.5 0.342 SP400 -5.277 0.013 2.5 -0.175 SP500_micro -214.415 0.009 2.5 -4.990 SUGAR11 35.753 0.010 2.5 0.871 US10 -99.530 0.005 2.5 -1.263 US10U -87.317 0.005 2.5 -1.108 US2 -257.844 0.005 2.5 -3.272 US20 -31.553 0.005 2.5 -0.400 US30 -26.892 0.005 2.5 -0.341 US5 -176.179 0.005 2.5 -2.236 VIX 12.610 0.099 2.5 3.117 WHEAT -6.424 0.005 2.5 -0.085 ===================== Position diags ===================== AUD 1.87 BITCOIN 21.21 BOBL 1.35 BTP 1.82 BUND 0.77 BUXL 0.41 CAC 1.60 CAD 3.62 CANOLA 6.57 CHF 1.16 COCOA 0.87 COFFEE 0.26 COPPER 1.57 CORN 3.79 COTTON2 2.16 CRUDE_W 2.88 DAX 4.25 DOW 4.79 DX 2.20 EUR 1.30 EURIBOR-ICE 8.46 EUROSTX 1.73 FEEDCOW 0.77 GASOIL 0.38 GASOLINE 0.48 GAS_US_mini 10.71 GBP 2.04 GOLD_micro 1.60 HEATOIL 0.33 JGB-SGX-mini 23.88 JPY 1.86 LEANHOG 5.33 LIVECOW 1.61 LUMBER-new 4.48 MXP 25.19 NASDAQ_micro 1.95 NIKKEI 7.49 NZD 2.11 OAT 2.21 OATIES 2.70 OJ 0.87 PALLAD 0.25 PLAT 0.40 REDWHEAT 0.86 RICE 3.07 ROBUSTA 0.76 RUSSELL 8.28 SHATZ 3.31 SILVER-mini 0.16 SMI 0.82 SOFR 15.72 SOYBEAN 0.67 SOYMEAL 0.74 SOYOIL 0.63 SP400 0.35 SP500_micro 3.55 SUGAR11 3.27 US10 1.24 US10U 0.98 US2 2.25 US20 0.63 US30 0.48 US5 1.88 VIX 11.11 WHEAT 0.97 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.9 1.8 2.1 1.0 1 BITCOIN -22.7 -24.8 -20.6 0.0 0 BOBL -0.7 -0.8 -0.5 -1.0 -1 BTP -1.2 -1.4 -1.1 0.0 0 BUND -0.1 -0.1 0.0 0.0 0 BUXL -0.1 -0.1 -0.1 -2.0 -2 CAC 0.4 0.3 0.6 0.0 0 CAD -0.5 -0.8 -0.1 0.0 0 CANOLA 6.2 5.5 6.9 0.0 0 CHF -1.3 -1.4 -1.1 -2.0 -2 COCOA -0.9 -1.0 -0.8 -2.0 -2 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 0.0 -0.2 0.2 0.0 0 CORN 3.5 3.1 3.9 4.0 4 COTTON2 -1.5 -1.7 -1.2 -1.0 -1 CRUDE_W 4.7 4.4 5.0 1.0 1 DAX -2.8 -3.2 -2.4 -2.0 -2 DOW -6.4 -6.9 -6.0 0.0 0 DX 1.6 1.4 1.8 0.0 0 EUR -1.0 -1.2 -0.9 -1.0 -1 EURIBOR-ICE 0.3 -0.5 1.2 0.0 0 EUROSTX -0.0 -0.2 0.1 2.0 2 FEEDCOW 0.1 0.1 0.2 0.0 0 GASOIL 0.6 0.6 0.6 0.0 0 GASOLINE 0.4 0.4 0.5 1.0 1 GAS_US_mini -0.6 -1.6 0.5 0.0 0 GBP -0.2 -0.4 0.0 -2.0 -2 GOLD_micro -1.1 -1.3 -1.0 -1.0 -1 HEATOIL 0.5 0.5 0.5 2.0 2 JGB-SGX-mini -12.3 -14.6 -9.9 0.0 0 JPY -1.1 -1.2 -0.9 -1.0 -1 LEANHOG -5.1 -5.6 -4.6 0.0 0 LIVECOW 0.6 0.4 0.7 0.0 0 LUMBER-new -4.0 -4.5 -3.6 0.0 0 MXP 5.6 3.0 8.1 13.0 13 NASDAQ_micro -2.6 -2.8 -2.4 -5.0 -5 NIKKEI -1.4 -2.1 -0.6 0.0 0 NZD 0.5 0.3 0.7 1.0 1 OAT 0.3 0.1 0.6 3.0 3 OATIES 0.3 0.1 0.6 NaN 0 OJ -0.8 -0.9 -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 -2.8 -3.2 -2.5 0.0 0 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL -4.0 -4.9 -3.2 -1.0 -1 SHATZ -2.3 -2.6 -2.0 NaN 0 SILVER-mini -0.0 -0.0 -0.0 0.0 0 SMI 0.2 0.2 0.3 0.0 0 SOFR -13.5 -15.0 -11.9 NaN 0 SOYBEAN 0.2 0.2 0.3 0.0 0 SOYMEAL -0.5 -0.6 -0.4 0.0 0 SOYOIL 0.3 0.3 0.4 0.0 0 SP400 -0.2 -0.2 -0.1 -2.0 -2 SP500_micro -5.0 -5.3 -4.6 0.0 0 SUGAR11 0.9 0.5 1.2 1.0 1 US10 -1.3 -1.4 -1.1 0.0 0 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -3.3 -3.5 -3.0 NaN 0 US20 -0.4 -0.5 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -2.0 -2 US5 -2.2 -2.4 -2.0 -4.0 -4 VIX 3.1 2.0 4.2 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 0.0 0.4 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.3 -0.1 0.4 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.1 0.2 0.0 1.2 0.1 -0.1 0.3 -0.1 0.3 0.0 0.3 0.0 0.2 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 -0.1 -0.3 -0.0 -0.3 -0.0 -0.0 0.5 0.6 0.4 -0.6 -0.3 -0.0 -0.7 -0.5 BOBL -0.6 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.7 -0.1 -0.4 -0.2 -0.2 0.4 0.7 0.6 0.7 BTP -0.6 -0.4 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.2 0.3 -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 -0.2 -0.0 -0.2 0.1 -0.2 0.7 -0.2 -0.6 -0.4 0.0 0.3 0.7 0.5 0.7 BUND -0.6 0.1 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.2 -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 -0.0 0.3 0.7 0.4 0.7 BUXL -0.4 0.3 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 -0.3 -0.2 -0.7 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.4 -0.1 0.6 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -0.0 0.5 0.6 0.2 0.0 -0.2 0.6 -0.2 0.3 CAC -0.6 -0.6 -0.3 -0.1 -0.1 0.1 -0.2 0.3 -0.2 -0.1 -0.0 -0.2 0.4 -0.2 -0.1 0.1 -0.0 -0.0 -0.0 -0.2 -0.0 -0.2 0.1 -0.2 0.8 0.0 -0.2 0.1 -0.2 0.2 -0.1 0.3 -0.3 0.4 0.6 0.1 0.3 0.7 0.2 0.7 CAD -0.2 -0.0 0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.2 0.1 -0.2 0.2 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.1 2.7 0.0 -0.2 0.2 -0.2 0.2 -0.1 -0.3 -0.2 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 0.1 -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 -0.2 0.4 0.6 0.4 0.2 0.7 0.3 0.7 CHF -0.6 -0.2 -0.1 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -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 -0.0 -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 -0.2 -0.2 -0.5 -0.4 0.3 0.0 0.4 0.2 COFFEE 0.6 -0.5 -0.6 0.2 0.1 -0.0 0.2 -0.6 0.2 0.2 -0.1 0.2 0.1 -0.1 -0.2 0.3 0.4 0.3 0.4 -0.1 -0.2 0.2 -0.0 0.1 -2.7 -0.0 0.2 -0.1 0.2 0.3 0.1 1.1 0.5 0.2 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.6 -0.4 0.0 -0.0 -0.1 0.1 -0.1 0.3 -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 0.1 -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 0.1 0.4 CORN 0.5 0.6 0.4 0.2 0.1 -0.0 0.2 -0.6 0.2 0.0 0.4 0.1 -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 0.4 0.2 0.1 0.2 -1.1 0.0 0.6 0.6 0.3 0.2 -0.1 0.3 0.1 COTTON2 0.5 0.4 0.4 0.2 0.1 -0.0 0.2 -0.6 0.2 0.1 -0.3 0.1 -0.6 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 -0.0 0.2 -0.4 0.2 -1.1 0.5 -0.0 -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 0.1 0.0 0.2 0.2 0.4 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.9 0.2 0.0 0.5 0.2 0.2 0.2 -0.0 0.3 -0.5 -0.4 -0.3 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 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 -0.9 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.2 -0.4 -0.4 -0.1 0.5 0.7 0.4 0.7 DOW -0.6 -0.6 -0.4 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.0 0.1 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 -1.0 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 -0.2 -0.2 -0.3 -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 -0.1 -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 0.1 -0.1 0.1 0.8 0.5 0.6 0.3 -0.4 0.1 0.6 0.3 0.7 EUR -0.5 -0.4 -0.4 -0.0 -0.1 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 -0.2 -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 -0.1 -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 -0.2 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 -0.1 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 -0.2 -0.6 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.8 -0.0 -0.4 -0.2 0.0 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 0.1 0.2 -0.0 0.4 -0.1 0.1 0.1 0.2 0.2 0.2 -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 -0.1 -0.6 -0.6 0.0 0.7 0.7 0.6 0.7 GASOIL 0.6 0.6 0.3 0.2 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 0.2 -0.3 0.2 0.0 0.3 0.1 0.2 0.2 1.1 -0.2 0.6 0.5 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 0.1 -0.1 -0.4 -0.4 -0.4 0.2 0.1 0.2 0.2 0.2 -1.5 0.2 0.0 0.4 0.2 0.2 0.2 -1.1 0.3 0.4 0.3 0.0 0.1 0.7 -0.1 0.5 GAS_US_mini 0.0 -0.2 -0.1 0.2 0.0 0.3 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 -0.1 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 0.0 0.1 -0.0 0.2 -0.0 0.3 0.3 0.2 -0.1 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 -0.1 -0.2 -0.4 -0.3 0.3 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 0.1 0.2 0.2 -1.1 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 0.5 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 0.2 0.1 0.1 -0.4 -0.1 -0.7 -0.2 -0.7 JPY -0.3 -0.0 0.0 -0.0 -0.1 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 -0.1 -0.2 -0.5 -0.1 -0.5 0.1 -0.6 LEANHOG -0.5 -0.4 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 -0.1 -0.2 0.2 -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 -0.3 -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 0.4 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 -0.1 -0.5 0.1 -0.7 -0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.0 -0.6 0.0 NaN -0.0 -0.2 -0.4 -0.0 -0.7 0.0 -1.2 -0.4 -0.7 -0.7 -0.3 0.2 0.8 0.3 0.8 MXP -0.6 -0.4 -0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.3 -0.1 0.5 -0.1 0.0 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 -0.1 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.3 -0.5 -0.6 -0.1 -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 0.1 -0.1 -0.2 -0.2 0.4 -0.3 -0.5 0.4 -0.7 0.3 -0.7 NIKKEI -0.6 -0.2 -0.5 -0.0 -0.0 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 0.0 0.3 0.2 -0.4 -0.1 -0.6 0.0 NZD -0.6 -0.2 0.4 -0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 -0.1 0.0 -0.1 -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 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 -0.2 0.7 0.1 0.7 OAT -0.6 -0.2 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.2 0.0 -0.1 0.8 -0.1 -0.4 -0.1 0.1 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 -0.1 0.1 -0.1 0.1 0.0 -0.1 0.1 -0.0 -0.4 0.2 0.6 0.2 -0.1 -0.5 0.0 -0.6 OJ -0.1 -0.1 0.4 0.1 0.0 -0.0 0.1 -0.2 0.1 -0.0 -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 -0.0 -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 -0.1 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -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 -0.0 -0.2 -0.2 -0.2 0.6 0.1 0.2 -0.2 PLAT -0.5 -0.3 -0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -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 0.1 -0.0 0.3 0.0 0.1 0.1 -0.5 -0.3 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 -0.5 0.0 -0.8 -0.4 -0.1 -0.2 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 0.1 -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 -0.2 0.0 -0.1 -0.0 1.1 -0.3 -0.4 -0.6 -0.6 0.2 0.1 0.4 0.3 RUSSELL -0.6 -0.6 -0.1 -0.1 -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 0.2 0.1 -0.3 0.0 -0.0 -0.7 -0.3 -0.7 SHATZ -0.6 -0.2 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -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 -0.4 -0.6 -0.6 -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 -0.0 0.2 -0.1 0.4 -0.0 0.0 -0.1 -0.0 -0.1 0.3 0.4 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 -0.0 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 -0.1 0.2 -0.1 1.1 -0.1 -0.5 0.0 0.3 -0.1 0.7 -0.1 0.7 SOFR -0.5 0.3 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.4 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.1 -0.1 -2.7 0.0 -0.2 0.1 -0.2 0.2 -0.1 0.2 -0.0 0.2 0.5 0.2 -0.5 -0.4 -0.7 -0.7 SOYBEAN -0.1 0.5 0.2 0.2 0.1 -0.0 0.2 -0.5 0.2 0.0 0.4 0.0 0.4 0.1 0.1 0.1 -0.1 0.0 -0.0 0.1 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 0.1 -0.3 0.2 0.0 -0.0 0.0 -0.2 0.1 0.0 -0.0 -0.2 -0.1 -0.2 0.0 0.0 0.0 -0.0 0.0 -1.4 0.1 0.0 0.1 0.0 0.1 0.0 -0.1 -0.1 -0.3 0.2 -0.1 -0.4 -0.6 -0.4 -0.5 SOYOIL -0.2 0.6 0.6 0.1 0.1 -0.0 0.2 -0.5 0.2 0.0 0.4 0.1 0.4 0.1 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 -0.4 0.6 0.6 0.6 -0.2 -0.7 -0.3 -0.7 SP400 -0.6 -0.4 0.1 -0.1 -0.1 0.0 -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 0.4 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.1 -0.0 0.1 -0.0 -0.7 -0.3 -0.7 SP500_micro -0.6 -0.6 -0.6 -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 -0.1 -0.5 -0.5 0.6 -0.7 0.5 -0.7 SUGAR11 0.6 0.5 0.4 0.1 0.1 -0.0 0.2 -0.4 0.2 0.1 -0.2 0.2 -0.5 0.1 0.1 -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 0.1 0.2 0.0 -0.6 0.1 -0.4 US10 -0.6 0.0 -0.2 -0.1 -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 0.0 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.2 0.3 -0.2 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.2 0.0 -0.2 -1.7 -0.1 -0.2 0.0 -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 -0.1 -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 1.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -1.1 -0.4 -0.4 -0.3 -0.2 -0.2 -0.7 -0.2 -0.7 US20 -0.6 0.0 -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 -0.1 -0.0 -0.1 0.0 -0.1 -1.0 -0.0 -0.1 0.0 -0.2 0.1 -0.1 0.0 -0.1 -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 -0.2 -0.1 -0.1 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.7 -0.1 -0.2 0.0 -0.2 0.1 -0.2 -0.3 0.2 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 -0.2 -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 0.2 0.0 0.1 0.1 0.0 0.2 0.1 0.0 0.1 -0.4 0.2 0.1 0.2 -0.6 -0.4 -0.6 0.2 0.1 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 0.0 -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 0.0 0.1 0.1 -0.6 -0.2 0.0 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 -19.1 1.4 13.5 -0.3 -5.7 3.0 -7.2 3.3 -5.6 -9.3 10.5 -6.7 10.1 1.8 9.4 1.4 -0.1 1.0 0.5 7.1 10.3 -5.7 8.3 0.1 8.8 7.5 -8.5 11.0 -5.3 8.5 0.1 6.5 0.5 7.3 14.1 14.9 -4.1 20.0 2.8 20.0 BITCOIN 20.0 -20.0 -20.0 -2.2 -14.4 7.1 -15.0 13.7 -9.9 -12.0 -13.5 0.9 -8.2 -9.5 -11.3 -3.2 -5.6 -3.5 -4.4 -20.0 -20.0 -3.6 -17.7 -8.9 -10.6 -6.3 -6.6 -12.4 -3.0 -8.7 -1.7 -0.0 20.0 20.0 11.5 -20.0 -9.2 -0.1 -20.0 -15.7 BOBL -20.0 -2.1 0.4 -5.1 -14.2 -2.2 -15.4 -1.9 -11.2 -10.3 -6.7 -11.5 -4.2 -10.7 -7.4 10.1 -2.7 -4.5 -4.6 -10.1 -5.3 -20.0 -3.6 -17.4 2.2 -8.6 -14.7 -4.8 -17.9 -3.7 -15.2 -12.8 -4.9 -13.4 -5.8 -5.2 10.9 20.0 17.0 20.0 BTP -20.0 -13.2 -6.8 -6.3 -17.5 -2.7 -19.0 -2.3 -13.8 -12.9 0.1 -14.0 9.4 -12.8 -7.8 6.0 11.1 11.0 11.6 -10.7 -2.5 -20.0 2.3 -20.0 -20.0 -10.0 -20.0 -1.7 -20.0 2.8 -19.8 12.5 -7.3 -20.0 -11.1 1.1 8.6 20.0 14.7 20.0 BUND -20.0 2.3 2.1 -6.4 -17.6 -2.7 -19.2 -2.3 -13.9 -12.6 -6.8 -14.2 -8.2 -12.8 -8.0 6.4 9.1 12.5 11.6 -8.4 -4.4 -19.3 -4.5 -16.0 0.1 -7.7 -16.0 -3.9 -20.0 -3.8 -16.1 10.6 2.6 -6.1 -0.7 -1.5 8.1 20.0 13.5 20.0 BUXL -11.4 9.9 4.3 -9.0 -20.0 -3.9 -20.0 -3.3 -19.6 -1.7 -12.9 -14.5 -19.8 -9.0 -7.6 3.7 3.8 4.3 4.3 -4.6 -7.7 -8.2 -15.5 -7.3 4.7 -5.0 -5.9 -7.3 -12.0 -13.5 -10.1 -0.2 20.0 20.0 6.0 1.3 -6.2 16.8 -4.5 8.1 CAC -20.0 -17.8 -9.3 -6.7 -10.4 2.5 -17.1 7.4 -15.5 -11.2 -0.2 -14.2 12.2 -16.1 -13.1 6.1 -2.4 -0.7 -2.4 -16.1 -4.5 -20.0 3.3 -20.0 6.2 2.0 -17.5 5.0 -14.8 4.2 -5.5 5.3 -12.8 13.2 20.0 4.0 10.3 20.0 6.0 20.0 CAD -7.4 -0.6 8.1 -0.5 -10.3 5.5 -13.1 6.1 -10.1 -19.3 4.6 -19.8 5.0 -14.4 2.4 -6.6 -7.4 -7.0 -7.2 0.1 3.9 -14.2 1.4 -8.3 20.0 3.4 -18.2 7.6 -16.6 4.2 -7.8 -6.5 -8.7 13.4 7.6 4.2 -20.0 -20.0 -20.0 -20.0 CANOLA -0.0 20.0 15.5 9.5 6.2 -0.3 13.2 -9.3 14.6 3.6 4.6 4.6 1.3 7.6 9.8 -14.8 -15.5 -17.2 -17.2 12.1 7.5 5.3 2.6 10.7 8.1 12.5 0.1 7.9 4.5 2.6 10.6 -10.2 -9.3 11.2 20.0 11.1 5.8 20.0 8.1 20.0 CHF -18.2 -5.1 -2.4 -0.2 -4.8 2.5 -6.1 2.8 -4.7 -4.7 -1.4 -7.2 6.6 -6.9 -3.2 -13.2 -15.5 -13.9 -14.6 -2.8 1.1 -7.2 3.4 -7.1 -1.8 -0.7 -4.4 3.1 -6.5 4.9 -5.6 -19.7 -2.5 -3.8 0.4 -0.1 -14.2 -20.0 -13.1 -20.0 COCOA 18.6 -20.0 -20.0 5.8 3.8 -0.2 8.1 -5.7 8.9 -4.5 -6.9 1.9 -6.0 -4.2 -6.1 -6.9 1.8 -5.9 -3.5 -15.2 -19.6 -1.9 -15.2 -6.4 -20.0 -7.9 -2.5 -10.9 -1.4 -7.7 -3.0 16.3 -9.2 -7.4 -16.6 -13.4 8.0 1.3 12.4 5.7 COFFEE 20.0 -14.1 -20.0 18.0 11.8 -0.5 20.0 -17.6 20.0 18.4 -5.3 18.7 2.6 -6.5 -14.2 13.2 17.6 17.4 19.1 -13.2 -16.3 20.0 -0.3 8.1 -20.0 -1.9 20.0 -5.2 20.0 7.7 13.0 20.0 20.0 6.7 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -19.4 -10.9 0.4 -1.2 -8.0 4.0 -8.4 7.7 -5.5 -3.9 3.5 -5.6 4.1 -6.4 -1.2 -6.0 -6.3 -6.2 -6.3 -2.2 2.6 -9.9 4.4 -7.4 -0.9 -1.7 -6.4 2.1 -8.3 4.5 -5.9 -2.1 -2.8 -2.4 4.5 -0.7 9.7 20.0 4.3 12.9 CORN 14.1 17.4 11.4 17.6 11.5 -0.5 20.0 -17.2 20.0 2.5 13.8 13.6 -4.3 17.3 16.4 -20.0 -20.0 -20.0 -20.0 17.6 9.0 13.5 -0.6 20.0 11.0 20.0 2.6 13.1 14.8 3.2 20.0 -20.0 0.8 18.2 20.0 9.8 6.7 -3.7 10.5 2.8 COTTON2 14.0 12.6 12.5 17.6 11.5 -0.5 20.0 -17.2 20.0 6.8 -10.4 11.3 -18.0 11.6 5.8 -20.0 -20.0 -20.0 -20.0 5.6 -4.1 15.0 -12.6 14.4 -4.3 10.0 9.4 -1.8 20.0 -10.9 19.9 -20.0 20.0 -1.0 -3.3 -4.8 -9.8 -14.6 -9.7 -8.7 CRUDE_W 20.0 20.0 20.0 20.0 5.0 20.0 20.0 11.1 20.0 3.5 10.1 13.5 0.5 16.3 17.7 18.3 6.6 11.5 7.8 20.0 17.2 20.0 5.6 20.0 6.6 20.0 4.1 16.9 20.0 5.0 20.0 -0.1 11.1 -16.4 -12.1 -10.3 9.0 20.0 -0.2 5.2 DAX -20.0 -20.0 -13.2 -3.7 -5.8 1.4 -9.6 4.1 -8.7 -6.8 -2.0 -9.0 6.5 -8.8 -5.9 -6.1 -7.4 -7.4 -7.4 -9.7 -3.1 -17.5 2.1 -15.8 -6.9 -7.9 -10.2 -2.8 -13.0 1.2 -12.4 -3.1 -6.5 -13.6 -13.6 -4.1 13.8 20.0 13.3 20.0 DOW -20.0 -20.0 -11.6 -4.7 -7.3 1.7 -12.0 5.2 -10.8 -5.5 3.0 -10.3 10.0 -11.1 -5.9 -5.9 -7.7 -6.6 -7.0 -12.5 -1.0 -19.0 6.7 -20.0 -7.3 -10.8 -7.6 -1.7 -15.6 4.5 -16.9 -3.1 -7.8 -10.7 -12.3 -6.3 -1.2 -20.0 -11.0 -20.0 DX 20.0 12.4 6.1 -0.3 -5.1 2.7 -6.6 3.0 -5.0 -0.4 4.5 6.3 -6.8 8.5 6.6 3.9 5.7 4.7 5.2 7.0 2.7 4.9 -1.1 9.3 -14.0 5.6 -1.8 1.0 4.9 -1.6 8.7 15.6 19.2 20.0 10.7 -11.4 3.4 19.1 9.2 20.0 EUR -16.5 -12.5 -11.7 -0.3 -6.0 3.2 -7.7 3.6 -5.9 8.3 -5.2 -3.7 8.3 -8.5 -7.9 -5.7 -7.6 -6.7 -7.2 -7.3 -2.6 -2.4 2.3 -8.4 4.6 -5.2 3.2 -0.0 -2.8 3.7 -7.7 -6.6 9.5 -6.8 -9.8 -5.5 -11.1 -20.0 -7.3 -20.0 EURIBOR-ICE -20.0 -4.3 -3.7 -3.9 -10.9 -1.7 -11.8 -1.4 -8.6 -7.9 -4.4 -8.9 0.4 -8.3 -5.6 3.8 10.8 8.5 10.4 -7.9 -3.6 -15.5 -1.1 -13.7 -2.1 -6.0 -9.5 -3.1 -12.0 -1.7 -10.6 11.7 -2.1 -12.6 -3.6 -4.7 20.0 20.0 20.0 20.0 EUROSTX -20.0 -20.0 -9.5 -4.2 -6.5 1.6 -10.7 4.6 -9.7 -6.0 4.2 -9.5 9.0 -9.1 -4.1 3.5 2.3 5.5 4.1 -6.8 1.2 -15.5 5.9 -14.0 -4.6 -5.4 -8.7 1.4 -12.3 4.6 -11.5 14.7 -0.9 -11.4 -5.2 1.3 9.0 20.0 7.2 20.0 FEEDCOW -20.0 -18.3 4.0 11.9 7.8 -0.3 16.5 -11.6 18.3 10.4 8.4 -3.7 11.3 -6.5 7.3 6.5 10.6 11.5 12.4 -0.5 9.0 -0.0 17.4 -5.3 -20.0 -6.2 5.5 0.1 -0.7 9.3 -6.7 20.0 -2.3 -20.0 -20.0 1.3 20.0 20.0 17.7 20.0 GASOIL 20.0 19.7 9.2 14.0 2.0 8.9 10.2 4.5 15.4 4.2 5.8 6.4 5.3 6.5 6.5 20.0 20.0 20.0 20.0 12.9 7.8 11.7 4.0 15.1 -1.9 14.0 2.6 9.7 8.8 5.6 14.2 20.0 -8.9 18.0 14.2 8.8 -3.6 17.0 -8.7 1.2 GASOLINE 20.0 20.0 15.6 20.0 3.6 16.1 18.5 8.1 20.0 2.9 11.1 10.1 7.5 12.0 12.9 -2.6 -20.0 -20.0 -20.0 20.0 13.7 20.0 6.5 20.0 -11.0 20.0 3.3 13.6 17.0 6.3 20.0 -20.0 10.9 13.6 8.8 1.2 3.9 20.0 -3.8 14.9 GAS_US_mini 0.5 -5.2 -1.6 15.1 2.2 9.6 11.0 4.8 16.6 -6.6 -3.5 -2.5 -5.1 -5.7 -3.7 6.6 -5.6 20.0 16.0 -1.7 -1.9 -2.8 -2.2 -1.8 13.6 -2.8 -4.7 -3.0 -3.0 -2.7 -2.4 -6.3 -20.0 -20.0 -20.0 -20.0 9.9 -3.4 9.6 -11.9 GBP -9.1 -10.6 -0.8 -0.4 -7.6 4.0 -9.7 4.5 -7.5 8.6 0.4 -2.1 9.9 -10.3 -5.2 0.4 0.1 0.2 0.2 -4.0 0.1 -0.9 3.6 -5.4 -0.7 -0.7 3.1 3.9 -0.9 6.5 -3.9 6.4 13.2 5.0 -4.4 3.6 -12.2 -6.7 -6.2 -9.0 GOLD_micro -20.0 -0.6 -20.0 -1.0 -6.6 3.3 -7.0 6.4 -4.6 -6.2 4.3 -6.4 5.6 -4.1 0.6 -4.7 -8.6 -5.6 -6.8 -0.1 6.3 -18.1 8.5 -9.6 -18.5 2.6 -13.2 9.5 -12.1 13.1 -5.7 -4.7 -16.5 -8.4 8.2 12.0 18.9 6.7 -3.2 -20.0 HEATOIL 20.0 20.0 13.5 16.0 2.3 10.1 11.6 5.1 17.6 1.9 6.9 6.9 5.8 7.9 8.0 20.0 20.0 20.0 20.0 19.0 11.6 16.2 5.9 20.0 -8.5 15.8 3.0 10.5 11.4 5.8 17.0 20.0 5.1 20.0 15.2 5.9 -0.9 7.2 -10.8 -9.8 JGB-SGX-mini -9.8 16.2 1.1 -3.5 -9.6 -1.5 -10.5 -1.3 -7.6 -3.1 -6.7 -6.5 -7.7 -3.8 -5.0 3.8 9.7 4.3 6.5 -4.5 -7.6 -6.0 -10.1 -4.8 1.6 -5.2 -3.1 -9.1 -5.3 -11.4 -4.4 7.1 8.2 3.9 3.3 -13.7 -3.0 -20.0 -4.5 -20.0 JPY -10.6 -0.0 1.3 -0.3 -5.9 3.1 -7.5 3.5 -5.8 -1.0 -11.5 -7.5 -11.7 -10.4 -9.7 -8.3 -10.0 -8.6 -9.0 -8.3 -9.7 -4.7 -11.4 -8.0 20.0 -6.6 -0.9 -8.0 -4.1 -9.8 -6.8 -10.0 9.0 -4.0 -4.9 -14.4 -2.8 -15.8 3.5 -19.1 LEANHOG -16.9 -11.9 8.3 20.0 14.4 -0.6 20.0 -20.0 20.0 -20.0 13.0 -20.0 19.0 -17.7 8.1 -20.0 -20.0 -20.0 -20.0 -2.8 9.7 -20.0 14.5 -20.0 -8.2 -5.4 -20.0 8.7 -20.0 13.1 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -15.3 6.2 -9.8 14.2 LIVECOW -8.4 -6.8 3.3 12.8 8.3 -0.3 17.7 -12.5 19.6 12.7 7.7 3.6 11.0 -2.4 8.9 10.6 7.0 7.9 5.5 1.8 6.8 5.5 13.5 0.5 -20.0 -4.2 7.0 -1.5 3.7 6.0 -2.1 20.0 5.2 -20.0 -17.5 -1.3 20.0 20.0 20.0 20.0 LUMBER-new 11.2 5.4 6.3 16.6 10.9 -0.5 20.0 -16.2 20.0 -13.2 -17.1 4.4 -17.4 -0.3 -6.1 -20.0 -20.0 -20.0 -20.0 -5.1 -14.2 -2.6 -20.0 0.8 NaN -3.3 -20.0 -12.0 -3.0 -16.2 2.4 -20.0 -15.5 -20.0 -20.0 -8.7 5.3 20.0 7.9 20.0 MXP -20.0 -13.8 -8.5 -0.4 -7.0 3.7 -8.9 4.1 -6.8 0.7 10.5 -9.1 14.2 -8.3 4.4 7.8 11.9 9.6 10.8 0.2 9.3 -6.2 13.7 -7.1 -20.0 0.9 -1.4 11.0 -6.1 15.7 -7.0 20.0 8.9 -9.8 -4.2 9.6 9.0 7.0 20.0 9.6 NASDAQ_micro -8.9 -16.8 -17.2 -5.1 -8.0 1.9 -13.1 5.7 -11.9 -9.3 -0.9 -10.9 10.4 -11.9 -9.6 -7.0 -8.3 -7.5 -7.8 -9.4 -2.2 -15.3 7.0 -13.0 -20.0 -8.3 -12.2 -3.1 -12.6 4.1 -10.7 -4.4 -6.4 12.8 -10.1 -14.7 11.4 -20.0 7.8 -20.0 NIKKEI -20.0 -6.2 -14.5 -2.8 -4.4 1.1 -7.3 3.1 -6.6 -1.0 5.2 -5.0 6.7 -4.3 0.7 1.9 7.1 5.2 6.1 0.0 5.4 -6.6 7.9 -5.2 -9.8 1.0 -3.1 6.1 -4.9 8.5 -3.5 20.0 2.6 1.2 8.7 6.6 -12.5 -2.3 -18.9 0.4 NZD -18.1 -5.5 12.0 -0.2 -4.5 2.4 -5.8 2.7 -4.5 -2.5 2.0 -4.9 0.2 -5.1 -0.5 -3.0 -3.5 -3.4 -3.6 -1.7 0.6 -5.0 -0.1 -5.1 9.1 -1.8 -3.3 0.4 -5.2 -0.6 -5.3 0.0 -0.3 -2.2 -2.3 -0.5 -6.9 20.0 4.3 20.0 OAT -20.0 -5.9 4.0 -5.1 -14.1 -2.2 -15.3 -1.8 -11.1 -10.4 0.7 -11.2 0.5 -10.0 -5.1 11.5 12.6 12.5 13.3 -6.4 -1.1 -18.2 -0.3 -14.4 -0.9 -5.0 -14.8 0.3 -16.7 1.0 -13.2 15.6 -3.5 -11.8 -1.9 4.6 6.8 20.0 13.2 20.0 OATIES 16.1 20.0 14.4 11.0 7.2 -0.3 15.2 -10.7 16.9 -10.7 0.5 1.2 -5.3 6.1 8.1 -1.5 -9.9 -6.5 -10.0 11.0 3.8 -1.9 -2.9 10.3 -1.1 11.4 -13.4 3.9 0.1 -3.2 11.0 -0.3 -16.4 5.6 19.5 4.7 -1.6 -15.8 0.8 -19.0 OJ -2.4 -3.8 12.4 5.7 3.7 -0.2 7.9 -5.6 8.8 -3.9 -3.8 -4.1 -5.8 -4.3 -1.7 2.4 2.6 2.1 1.4 -2.8 -3.3 -6.7 -5.4 -4.4 -20.0 -2.5 -4.7 -2.0 -5.9 -3.3 -4.3 20.0 -13.4 -14.7 -16.7 2.7 -10.5 -12.5 -9.7 -13.0 PALLAD -20.0 -14.8 -3.8 -1.1 -7.3 3.6 -7.7 7.0 -5.0 -6.4 0.7 -7.1 3.0 -7.4 -4.6 -3.1 -3.1 -3.1 -3.1 -5.5 0.7 -11.8 4.3 -10.2 11.1 -5.8 -8.9 0.0 -10.5 5.5 -9.1 3.3 -1.7 -6.7 -5.2 -7.4 18.3 4.2 5.2 -5.1 PLAT -16.0 -8.9 -5.2 -1.0 -6.7 3.4 -7.0 6.4 -4.6 -6.0 1.1 -6.4 3.5 -6.1 -1.7 -1.9 -3.2 -2.3 -2.7 -2.0 3.1 -8.9 5.8 -6.4 -1.2 -1.5 -7.3 4.3 -7.2 9.0 -5.2 3.6 -0.0 0.9 -3.8 3.7 20.0 10.3 8.5 -2.0 REDWHEAT 9.7 17.7 20.0 11.9 7.8 -0.3 16.5 -11.6 18.3 -10.0 6.9 6.4 -7.4 10.0 11.2 -12.9 -15.6 -13.9 -14.9 12.0 6.9 3.3 -0.8 11.0 5.3 13.6 -3.9 9.5 3.7 2.3 11.5 -8.7 -12.3 2.5 17.5 12.8 -20.0 -20.0 -20.0 -20.0 RICE 14.0 8.8 19.1 9.0 5.9 -0.2 12.5 -8.8 13.8 -8.1 -6.3 4.9 -9.0 2.9 3.6 -20.0 -16.1 -20.0 -20.0 0.9 -5.0 -3.2 -13.5 1.4 2.1 3.0 -11.3 -2.6 -4.1 -12.6 2.0 -15.0 -16.5 -2.6 -4.7 2.6 -20.0 -16.0 -15.8 -15.9 ROBUSTA 1.9 -9.0 -11.5 8.7 5.7 -0.2 12.1 -8.5 13.4 8.0 -2.5 1.6 -3.6 -5.8 -7.0 13.7 15.4 16.2 15.8 -6.6 -6.9 1.5 -4.4 -3.4 -20.0 -5.6 4.3 -5.7 0.9 -3.5 -3.2 20.0 -11.0 -11.4 -20.0 -17.3 5.1 2.9 12.2 10.1 RUSSELL -20.0 -18.0 -4.1 -5.1 -7.9 1.9 -13.0 5.6 -11.8 0.7 5.8 -9.2 10.9 -10.3 -4.2 -4.1 -5.1 -4.5 -4.7 -7.1 2.4 -10.1 7.8 -13.2 6.0 -6.5 -0.8 1.2 -8.7 5.8 -11.3 1.1 8.1 2.1 -9.1 0.3 -0.7 -20.0 -9.8 -20.0 SHATZ -20.0 -6.0 1.8 -4.0 -11.0 -1.7 -12.0 -1.4 -8.7 -7.9 -7.3 -8.9 -7.0 -8.6 -6.8 -0.0 -9.5 -0.1 -4.0 -12.1 -6.9 -20.0 -4.4 -19.0 6.8 -10.8 -14.4 -6.9 -17.6 -4.8 -16.1 -18.9 -15.9 -20.0 -17.4 -11.2 14.2 20.0 18.1 20.0 SILVER-mini -16.4 -4.0 -19.4 -1.0 -6.5 3.3 -6.9 6.3 -4.5 -5.3 1.5 -5.9 3.3 -5.5 -1.5 -1.8 -5.5 -3.1 -4.4 -1.1 4.1 -9.5 5.9 -6.5 -7.7 0.6 -5.3 7.1 -5.9 11.0 -4.0 0.0 -2.3 -0.5 -4.0 9.6 10.6 12.1 3.2 0.4 SMI -20.0 -20.0 -5.8 -3.6 -5.6 1.3 -9.2 4.0 -8.3 -5.0 4.0 -8.6 7.1 -8.2 -3.7 6.2 7.4 9.4 8.9 -6.1 2.3 -17.0 5.6 -15.0 5.2 -3.1 -8.2 4.5 -13.2 6.7 -11.2 20.0 -4.1 -14.8 1.1 7.8 -3.0 20.0 -3.9 20.0 SOFR -16.9 8.9 -6.9 -5.8 -17.0 -2.4 -19.4 -2.3 -13.6 -10.2 -0.8 -13.8 10.9 -5.9 -1.7 4.7 6.5 6.4 6.8 -1.0 1.3 -16.2 3.3 -8.2 -20.0 1.8 -17.8 4.0 -15.7 4.8 -6.5 4.5 -0.8 7.7 16.5 7.6 -14.4 -11.0 -19.5 -20.0 SOYBEAN -2.7 15.6 6.6 15.5 10.1 -0.4 20.0 -15.1 20.0 0.1 13.6 1.5 11.0 11.8 13.6 4.1 -3.0 1.7 -0.9 13.6 10.7 3.3 4.9 10.4 -6.0 12.6 -3.1 11.4 -0.7 6.9 7.7 13.9 -20.0 -7.6 20.0 3.2 -8.0 -12.7 -6.3 -9.4 SOYMEAL -0.2 11.9 3.8 9.9 6.4 -0.3 13.7 -9.6 15.2 0.9 -0.5 2.1 -5.1 6.7 2.4 -1.9 -12.4 -7.4 -10.3 3.6 1.6 3.3 -1.6 4.3 -10.6 5.5 0.4 5.2 3.0 2.2 4.6 -2.4 -3.9 -10.1 6.4 -3.5 -13.4 -16.8 -13.0 -16.2 SOYOIL -5.0 20.0 19.8 13.8 9.0 -0.4 19.1 -13.5 20.0 1.0 13.4 8.8 12.5 13.7 15.7 -0.2 -5.4 -4.1 -5.5 20.0 20.0 8.6 14.5 20.0 -14.8 20.0 -0.1 19.4 5.3 11.2 17.7 8.2 -18.2 20.0 20.0 20.0 -7.2 -20.0 -8.3 -20.0 SP400 -20.0 -13.2 2.3 -4.9 -7.7 1.8 -12.7 5.5 -11.5 2.1 6.2 -8.8 10.2 -9.1 -1.5 -5.8 -6.3 -6.2 -6.2 -5.0 3.3 -10.6 6.3 -12.7 3.1 -4.7 -0.9 1.4 -9.2 3.2 -10.7 -1.1 7.2 -3.4 -0.2 3.5 -0.0 -20.0 -9.6 -20.0 SP500_micro -20.0 -20.0 -17.1 -5.9 -9.2 2.2 -15.1 6.5 -13.7 -9.0 3.6 -12.9 14.2 -13.3 -7.4 -7.6 -9.2 -8.4 -8.7 -13.1 -1.6 -20.0 9.3 -20.0 -14.7 -12.8 -13.5 -4.6 -18.5 3.5 -17.9 -5.8 -11.9 -1.8 -15.5 -15.7 16.8 -20.0 15.2 -20.0 SUGAR11 20.0 13.9 11.0 12.6 8.2 -0.3 17.4 -12.3 19.3 13.0 -8.3 14.1 -13.0 12.5 5.6 -0.5 11.7 9.5 11.2 8.0 -2.8 20.0 -10.7 20.0 -20.0 10.9 20.0 1.2 20.0 -6.3 20.0 20.0 20.0 16.6 1.7 5.0 0.2 -19.0 2.8 -12.8 US10 -20.0 0.8 -7.4 -5.4 -15.0 -2.3 -16.3 -2.0 -11.9 -10.4 -1.8 -11.5 6.5 -9.6 -6.3 2.6 1.5 2.7 2.5 -5.5 -1.5 -17.5 0.8 -12.0 -7.2 -3.8 -17.5 0.1 -16.9 2.3 -10.7 -3.5 -4.2 -1.2 3.1 1.8 -6.3 -20.0 -12.6 -20.0 US10U -20.0 1.0 -5.8 -8.2 -20.0 -3.5 -20.0 -3.0 -17.9 -15.6 -0.0 -17.2 9.1 -14.0 -8.8 2.7 1.0 2.8 2.3 -7.2 -1.3 -20.0 1.5 -16.5 -12.5 -5.4 -20.0 1.6 -20.0 5.1 -16.3 -4.3 -2.7 -0.4 2.7 4.8 -6.8 -3.7 -19.4 -20.0 US2 -20.0 -6.2 -7.5 -5.2 -14.4 -2.2 -15.7 -1.9 -11.4 -10.0 -7.0 -11.1 -1.9 -10.5 -9.1 -7.0 -12.5 -9.0 -10.1 -11.3 -6.0 -20.0 -2.8 -18.0 7.6 -9.3 -17.8 -4.7 -19.3 -1.5 -15.4 -20.0 -15.2 -13.5 -8.3 -5.1 -4.7 -20.0 -6.9 -20.0 US20 -20.0 0.6 -2.0 -5.5 -15.3 -2.4 -16.7 -2.0 -12.1 -8.6 0.2 -10.9 2.6 -9.0 -5.5 4.3 4.1 4.8 4.7 -4.8 -0.8 -15.5 0.3 -11.3 -7.4 -4.5 -15.1 0.8 -16.7 2.6 -12.0 0.5 -3.5 -3.1 -1.7 3.9 -2.9 16.9 -8.9 -14.3 US30 -16.9 3.2 -0.4 -7.4 -20.0 -3.2 -20.0 -2.7 -16.2 -11.3 -3.8 -14.4 -3.8 -11.5 -7.3 1.5 -0.1 1.9 1.3 -5.0 -1.8 -15.2 -2.1 -11.3 -5.1 -5.2 -16.7 0.4 -18.9 1.6 -13.9 -6.1 6.6 6.4 -0.2 4.8 -6.0 13.2 -8.1 -12.4 US5 -20.0 -0.7 -7.7 -5.6 -15.4 -2.4 -16.8 -2.0 -12.2 -10.8 -3.5 -11.9 6.2 -10.2 -7.4 -0.2 -1.5 0.0 -0.3 -7.4 -2.8 -19.7 0.0 -14.3 -5.3 -5.5 -18.2 -1.1 -18.3 1.6 -12.6 -8.5 -7.4 -5.3 0.6 0.6 -5.9 -20.0 -11.0 -20.0 VIX 20.0 20.0 9.6 8.9 2.4 3.5 6.9 0.1 10.6 4.2 0.6 8.7 -6.9 8.8 5.7 5.3 -20.0 -13.1 -20.0 9.1 3.2 8.0 -0.6 11.5 NaN 9.8 2.6 4.0 7.3 0.3 11.4 NaN NaN NaN NaN NaN -5.4 -20.0 NaN NaN WHEAT 5.6 20.0 20.0 11.1 7.3 -0.3 15.4 -10.9 17.1 -7.8 4.1 4.6 -7.6 8.9 9.4 -12.7 -17.7 -15.5 -16.7 10.2 5.3 2.8 -1.6 9.1 6.4 13.2 -2.3 9.1 3.7 2.4 10.8 -11.8 -10.3 0.9 18.8 11.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3