******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260326_203957 produced at 2026-03-26 21:37:02.316383 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.53 0.0 0.00 0.00 0.00 0.00 -15.02 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.40 0.0 0.00 0.00 0.00 0.00 -11.49 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.27 0.0 0.00 0.00 0.00 0.00 -3.10 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -2.16 24.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.10 0.0 0.23 -0.23 0.00 0.00 -5.70 13.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.10 0.0 1.14 -1.14 -0.23 -0.32 -2.09 25.0 -5 -7 caleb_strategy_v3 CHF False False 0.07 -0.13 -0.09 0.0 0.87 -0.87 -0.13 -0.20 -1.40 13.0 -2 -3 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.07 0.0 0.66 -0.66 0.00 0.00 -5.06 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 -23.03 59.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.06 -0.07 0.0 0.86 -0.86 -0.06 0.00 -1.09 14.0 -1 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.06 0.0 0.79 -0.79 0.00 0.00 -1.18 17.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.06 0.0 0.56 -0.56 0.00 0.00 -1.12 10.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.06 0.0 0.65 -0.65 0.00 0.00 -6.35 66.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.08 -0.05 0.0 0.46 -0.46 -0.08 -0.12 -2.71 23.0 -4 -6 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.62 -0.62 -0.05 -0.05 -1.06 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.57 -0.57 -0.03 0.00 -1.16 17.0 -1 0 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.04 0.0 0.89 -0.89 -0.03 -0.03 -1.43 29.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -3.19 4.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.03 0.0 0.64 -0.64 -0.02 -0.01 -2.67 58.0 -2 -1 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.03 0.0 1.07 -1.07 -0.06 -0.06 -0.55 19.0 -1 -1 caleb_strategy_v3 SP400 False False 0.14 -0.29 -0.02 0.0 0.29 -0.29 -0.29 -0.29 -0.16 2.0 -2 -2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 -0.02 0.0 1.19 -1.19 0.00 0.00 -0.14 10.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.34 9.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 -0.02 0.0 0.36 -0.36 -0.01 0.00 -3.68 68.0 -1 0 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.02 0.0 0.50 -0.50 0.00 0.00 -1.68 36.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.04 -1.04 -0.02 -0.04 -1.26 56.0 -1 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -3.39 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.42 23.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.03 -0.01 0.0 0.17 -0.17 -0.03 -0.05 -0.93 11.0 -2 -3 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -0.91 26.0 -2 -2 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.79 3.0 -1 -1 caleb_strategy_v3 GBP False False 0.04 -0.07 -0.01 0.0 0.77 -0.77 -0.07 -0.07 -0.33 22.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.10 -0.01 0.0 0.29 -0.29 -0.10 -0.15 -0.30 6.0 -2 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.55 9.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.02 2.0 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 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.01 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 0.13 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 -0.12 26.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.21 -0.21 -0.05 -0.05 -0.01 4.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.01 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 -0.03 10.0 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 -0.04 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.05 -0.00 0.0 0.54 -0.54 0.05 0.03 -0.11 20.0 2 1 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.00 0.0 0.11 -0.11 0.01 0.00 0.14 8.0 1 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.51 -0.51 0.02 0.02 0.30 21.0 1 1 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.01 0.0 0.14 -0.14 0.02 0.02 1.13 18.0 2 2 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.42 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.01 0.0 0.29 -0.29 0.00 0.00 0.13 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.02 0.29 7.0 1 1 caleb_strategy_v3 OAT False False 0.06 0.12 0.02 0.0 0.58 -0.58 0.12 0.12 0.33 10.0 2 2 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.02 0.0 999.00 -999.00 0.05 0.05 0.42 999999999.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.51 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.02 0.0 0.59 -0.59 0.00 0.00 0.23 8.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.28 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.58 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.68 -0.68 0.00 0.00 0.72 17.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.12 0.03 0.0 0.19 -0.19 0.12 0.12 0.51 3.0 2 2 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 5.81 51.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.04 0.0 0.13 -0.13 0.04 0.04 3.97 12.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.03 0.04 0.0 0.55 -0.55 0.03 0.00 1.53 19.0 1 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.04 0.0 999.00 -999.00 0.00 0.00 4.12 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.15 0.05 0.0 0.70 -0.70 0.15 0.15 4.64 60.0 13 13 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.60 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.16 0.0 0.16 -0.16 0.03 0.03 4.93 5.0 1 1 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.9 Shocked risk 31.4 Sum abs risk 36.8 Leverage 4.16 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2361324.06, 'annual_cash_vol_target': 590331.015, 'daily_cash_vol_target': 36895.6884375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0051 0.6871 0.7478 11.9646 BITCOIN 1894.2345 68795.0000 2.7534 44.0552 BOBL 0.2723 114.9300 0.2370 3.7912 BTP 0.6778 115.2100 0.5883 9.4131 BUND 0.4906 124.7300 0.3934 6.2939 BUXL 0.9426 109.2800 0.8625 13.8002 CAC 72.2670 7744.0000 0.9332 14.9312 CAD 0.0027 0.7242 0.3685 5.8965 CANOLA 9.3503 741.4000 1.2612 20.1787 CHF 0.0065 1.2680 0.5108 8.1729 COCOA 101.9881 3221.0000 3.1663 50.6616 COFFEE 5.0337 301.7000 1.6684 26.6952 COPPER 0.1001 5.5050 1.8184 29.0946 CORN 4.6832 493.7500 0.9485 15.1760 COTTON2 0.8518 71.5400 1.1906 19.0495 CRUDE_W 1.3320 77.2400 1.7245 27.5917 DAX 263.9607 22709.0000 1.1624 18.5978 DOW 361.3016 46193.0000 0.7822 12.5145 DX 0.4592 99.8100 0.4601 7.3618 EUR 0.0058 1.1564 0.5036 8.0575 EURIBOR-ICE 0.0579 97.1750 0.0596 0.9528 EUROSTX 64.2504 5469.0000 1.1748 18.7970 FEEDCOW 3.0843 350.5250 0.8799 14.0787 GASOIL 43.5931 1030.2500 4.2313 67.7009 GASOLINE 0.0756 2.8691 2.6338 42.1411 GAS_US_mini 0.1444 2.9250 4.9364 78.9821 GBP 0.0074 1.3309 0.5547 8.8754 GOLD_micro 79.6898 4389.9000 1.8153 29.0448 HEATOIL 0.1114 3.4716 3.2102 51.3627 JGB-SGX-mini 0.2796 130.6000 0.2141 3.4253 JPY 0.0000 0.0063 0.6428 10.2849 LEANHOG 1.0321 104.3250 0.9893 15.8295 LIVECOW 1.8418 234.8250 0.7843 12.5492 LUMBER-new 7.4622 611.0000 1.2213 19.5410 MXP 0.0004 0.0553 0.7765 12.4246 NASDAQ_micro 234.3817 23781.5000 0.9856 15.7690 NIKKEI 859.2564 52160.0000 1.6473 26.3576 NZD 0.0045 0.5767 0.7821 12.5143 OAT 0.5734 117.8700 0.4865 7.7836 OATIES 6.5481 341.2500 1.9188 30.7016 OJ 6.8928 179.7500 3.8346 61.3541 PALLAD 49.0409 1349.0000 3.6354 58.1657 PLAT 63.1724 1824.9000 3.4617 55.3871 REDWHEAT 11.3914 641.7500 1.7751 28.4009 RICE 0.1424 11.3300 1.2571 20.1138 ROBUSTA 63.0354 3515.0000 1.7933 28.6932 RUSSELL 30.1831 2506.0000 1.2044 19.2709 SHATZ 0.1041 105.5150 0.0987 1.5786 SILVER-mini 3.1285 68.0000 4.6007 73.6106 SMI 123.6594 12404.0000 0.9969 15.9509 SOFR 0.0605 96.3800 0.0628 1.0049 SOYBEAN 9.9806 1151.2500 0.8669 13.8710 SOYMEAL 4.5396 319.0000 1.4231 22.7691 SOYOIL 0.9001 67.7400 1.3288 21.2603 SP400 35.1966 3380.8000 1.0411 16.6572 SP500_micro 51.3160 6518.5000 0.7872 12.5958 SUGAR11 0.2527 16.0000 1.5793 25.2687 US10 0.4050 110.1250 0.3678 5.8846 US10U 0.5103 112.5000 0.4536 7.2574 US2 0.1100 103.3555 0.1064 1.7023 US20 0.7677 112.6562 0.6814 10.9030 US30 0.9866 115.7188 0.8526 13.6409 US5 0.2682 107.4453 0.2496 3.9943 VIX 0.8163 24.6000 3.3184 53.0944 WHEAT 9.9342 646.0000 1.5378 24.6049 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 687.10 0.75 513.80 1.00 513.80 36895.69 71.81 8.21 58.93 BITCOIN 68.80 2.75 189.42 1.00 189.42 36895.69 194.78 -10.90 -212.34 BOBL 1149.30 0.24 272.33 1.16 315.90 36895.69 116.79 -4.62 -53.92 BTP 1152.10 0.59 677.81 1.16 786.25 36895.69 46.93 -6.99 -32.79 BUND 1247.30 0.39 490.65 1.16 569.15 36895.69 64.83 -0.47 -3.04 BUXL 1092.80 0.86 942.55 1.16 1093.36 36895.69 33.75 -0.35 -1.17 CAC 774.40 0.93 722.67 1.16 838.30 36895.69 44.01 3.40 14.95 CAD 724.20 0.37 266.89 1.00 266.89 36895.69 138.24 -3.99 -55.14 CANOLA 148.28 1.26 187.01 0.73 135.77 36895.69 271.75 8.78 238.53 CHF 1585.00 0.51 809.62 1.00 809.62 36895.69 45.57 -11.86 -54.05 COCOA 322.10 3.17 1019.88 1.00 1019.88 36895.69 36.18 -10.33 -37.37 COFFEE 1131.38 1.67 1887.64 1.00 1887.64 36895.69 19.55 4.88 9.55 COPPER 1376.25 1.82 2502.59 1.00 2502.59 36895.69 14.74 -0.14 -0.20 CORN 246.88 0.95 234.16 1.00 234.16 36895.69 157.57 10.33 162.77 COTTON2 357.70 1.19 425.88 1.00 425.88 36895.69 86.63 -4.39 -38.03 CRUDE_W 772.40 1.72 1331.99 1.00 1331.99 36895.69 27.70 16.42 45.47 DAX 227.09 1.16 263.96 1.16 306.19 36895.69 120.50 -6.48 -78.07 DOW 230.96 0.78 180.65 1.00 180.65 36895.69 204.24 -13.35 -272.68 DX 998.10 0.46 459.24 1.00 459.24 36895.69 80.34 7.65 61.44 EUR 1445.50 0.50 727.94 1.00 727.94 36895.69 50.68 -8.28 -41.94 EURIBOR-ICE 2429.38 0.06 144.67 1.16 167.82 36895.69 219.85 -0.18 -3.96 EUROSTX 546.90 1.17 642.50 1.16 745.31 36895.69 49.50 -0.64 -3.16 FEEDCOW 1752.62 0.88 1542.17 1.00 1542.17 36895.69 23.92 2.95 7.05 GASOIL 1030.25 4.23 4359.31 1.00 4359.31 36895.69 8.46 15.70 13.29 GASOLINE 1205.02 2.63 3173.81 1.00 3173.81 36895.69 11.63 8.38 9.75 GAS_US_mini 73.12 4.94 360.97 1.00 360.97 36895.69 102.21 -0.11 -1.09 GBP 831.81 0.55 461.42 1.00 461.42 36895.69 79.96 -1.61 -12.88 GOLD_micro 438.99 1.82 796.90 1.00 796.90 36895.69 46.30 -7.95 -36.83 HEATOIL 1458.07 3.21 4680.65 1.00 4680.65 36895.69 7.88 14.84 11.70 JGB-SGX-mini 130600.00 0.21 27959.37 0.01 175.88 36895.69 209.78 -5.05 -105.97 JPY 787.38 0.64 506.13 1.00 506.13 36895.69 72.90 -6.14 -44.74 LEANHOG 417.30 0.99 412.85 1.00 412.85 36895.69 89.37 -10.47 -93.60 LIVECOW 939.30 0.78 736.71 1.00 736.71 36895.69 50.08 4.34 21.72 LUMBER-new 168.02 1.22 205.21 1.00 205.21 36895.69 179.79 -7.75 -139.25 MXP 276.65 0.78 214.83 1.00 214.83 36895.69 171.75 1.84 31.55 NASDAQ_micro 475.63 0.99 468.76 1.00 468.76 36895.69 78.71 -14.78 -116.36 NIKKEI 52160.00 1.65 85925.64 0.01 540.52 36895.69 68.26 -2.27 -15.51 NZD 576.70 0.78 451.06 1.00 451.06 36895.69 81.80 1.41 11.50 OAT 1178.70 0.49 573.41 1.16 665.16 36895.69 55.47 1.72 9.53 OATIES 170.62 1.92 327.40 1.00 327.40 36895.69 112.69 0.48 5.37 OJ 269.62 3.83 1033.91 1.00 1033.91 36895.69 35.69 -9.04 -32.25 PALLAD 1349.00 3.64 4904.09 1.00 4904.09 36895.69 7.52 -0.73 -0.55 PLAT 912.45 3.46 3158.62 1.00 3158.62 36895.69 11.68 0.16 0.19 REDWHEAT 320.88 1.78 569.57 1.00 569.57 36895.69 64.78 1.62 10.52 RICE 226.60 1.26 284.86 1.00 284.86 36895.69 129.52 -10.12 -131.13 ROBUSTA 351.50 1.79 630.35 1.00 630.35 36895.69 58.53 -5.39 -31.52 RUSSELL 125.30 1.20 150.92 1.00 150.92 36895.69 244.48 -4.54 -110.92 SHATZ 1055.15 0.10 104.10 1.16 120.76 36895.69 305.54 -6.98 -213.20 SILVER-mini 1700.00 4.60 7821.13 1.00 7821.13 36895.69 4.72 -2.40 -1.13 SMI 1240.40 1.00 1236.59 1.27 1566.38 36895.69 23.55 3.43 8.09 SOFR 2409.50 0.06 151.32 1.00 151.32 36895.69 243.82 -10.12 -246.72 SOYBEAN 575.62 0.87 499.03 1.00 499.03 36895.69 73.93 4.21 31.09 SOYMEAL 319.00 1.42 453.96 1.00 453.96 36895.69 81.28 -7.32 -59.47 SOYOIL 406.44 1.33 540.06 1.00 540.06 36895.69 68.32 6.55 44.73 SP400 3380.80 1.04 3519.66 1.00 3519.66 36895.69 10.48 -4.74 -4.97 SP500_micro 325.92 0.79 256.58 1.00 256.58 36895.69 143.80 -15.13 -217.56 SUGAR11 179.20 1.58 283.01 1.00 283.01 36895.69 130.37 3.56 46.42 US10 1101.25 0.37 405.02 1.00 405.02 36895.69 91.10 -10.22 -93.11 US10U 1125.00 0.45 510.29 1.00 510.29 36895.69 72.30 -11.51 -83.24 US2 2067.11 0.11 219.93 1.00 219.93 36895.69 167.76 -14.54 -243.91 US20 1126.56 0.68 767.68 1.00 767.68 36895.69 48.06 -5.52 -26.53 US30 1157.19 0.85 986.57 1.00 986.57 36895.69 37.40 -6.39 -23.91 US5 1074.45 0.25 268.23 1.00 268.23 36895.69 137.55 -11.98 -164.77 VIX 246.00 3.32 816.33 1.00 816.33 36895.69 45.20 3.69 16.68 WHEAT 323.00 1.54 496.71 1.00 496.71 36895.69 74.28 0.06 0.42 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 58.928 0.010 2.5 1.531 BITCOIN -212.342 0.043 2.5 -23.026 BOBL -53.916 0.004 2.5 -0.548 BTP -32.795 0.014 2.5 -1.120 BUND -3.041 0.004 2.5 -0.031 BUXL -1.168 0.004 2.5 -0.012 CAC 14.955 0.014 2.5 0.511 CAD -55.139 0.010 2.5 -1.433 CANOLA 238.527 0.010 2.5 5.811 CHF -54.050 0.010 2.5 -1.404 COCOA -37.368 0.010 2.5 -0.910 COFFEE 9.547 0.005 2.5 0.127 COPPER -0.200 0.043 2.5 -0.022 CORN 162.769 0.010 2.5 3.966 COTTON2 -38.030 0.010 2.5 -0.927 CRUDE_W 45.473 0.043 2.5 4.931 DAX -78.071 0.014 2.5 -2.667 DOW -272.679 0.009 2.5 -6.346 DX 61.443 0.010 2.5 1.596 EUR -41.942 0.010 2.5 -1.090 EURIBOR-ICE -3.958 0.014 2.5 -0.135 EUROSTX -3.157 0.014 2.5 -0.108 FEEDCOW 7.051 0.013 2.5 0.234 GASOIL 13.287 0.017 2.5 0.577 GASOLINE 9.747 0.017 2.5 0.423 GAS_US_mini -1.094 0.043 2.5 -0.119 GBP -12.880 0.010 2.5 -0.335 GOLD_micro -36.828 0.014 2.5 -1.258 HEATOIL 11.700 0.017 2.5 0.508 JGB-SGX-mini -105.968 0.043 2.5 -11.491 JPY -44.744 0.010 2.5 -1.163 LEANHOG -93.595 0.024 2.5 -5.696 LIVECOW 21.720 0.013 2.5 0.721 LUMBER-new -139.253 0.010 2.5 -3.393 MXP 31.547 0.059 2.5 4.637 NASDAQ_micro -116.358 0.009 2.5 -2.708 NIKKEI -15.514 0.043 2.5 -1.682 NZD 11.502 0.010 2.5 0.299 OAT 9.530 0.014 2.5 0.326 OATIES 5.375 0.010 2.5 0.131 OJ -32.252 0.010 2.5 -0.786 PALLAD -0.552 0.014 2.5 -0.019 PLAT 0.185 0.014 2.5 0.006 REDWHEAT 10.515 0.005 2.5 0.140 RICE -131.128 0.010 2.5 -3.195 ROBUSTA -31.520 0.005 2.5 -0.419 RUSSELL -110.921 0.013 2.5 -3.681 SHATZ -213.199 0.004 2.5 -2.165 SILVER-mini -1.133 0.014 2.5 -0.039 SMI 8.091 0.014 2.5 0.276 SOFR -246.723 0.024 2.5 -15.016 SOYBEAN 31.091 0.004 2.5 0.290 SOYMEAL -59.467 0.004 2.5 -0.554 SOYOIL 44.725 0.004 2.5 0.417 SP400 -4.966 0.013 2.5 -0.165 SP500_micro -217.563 0.009 2.5 -5.063 SUGAR11 46.424 0.010 2.5 1.131 US10 -93.106 0.005 2.5 -1.181 US10U -83.239 0.005 2.5 -1.056 US2 -243.910 0.005 2.5 -3.095 US20 -26.527 0.005 2.5 -0.337 US30 -23.914 0.005 2.5 -0.303 US5 -164.775 0.005 2.5 -2.091 VIX 16.684 0.099 2.5 4.124 WHEAT 0.420 0.005 2.5 0.006 ===================== Position diags ===================== AUD 1.87 BITCOIN 21.12 BOBL 1.19 BTP 1.60 BUND 0.66 BUXL 0.34 CAC 1.50 CAD 3.59 CANOLA 6.62 CHF 1.18 COCOA 0.88 COFFEE 0.26 COPPER 1.60 CORN 3.84 COTTON2 2.11 CRUDE_W 3.00 DAX 4.12 DOW 4.75 DX 2.09 EUR 1.32 EURIBOR-ICE 7.51 EUROSTX 1.69 FEEDCOW 0.79 GASOIL 0.37 GASOLINE 0.50 GAS_US_mini 11.08 GBP 2.08 GOLD_micro 1.58 HEATOIL 0.34 JGB-SGX-mini 22.75 JPY 1.89 LEANHOG 5.44 LIVECOW 1.66 LUMBER-new 4.38 MXP 25.24 NASDAQ_micro 1.83 NIKKEI 7.40 NZD 2.13 OAT 1.89 OATIES 2.75 OJ 0.87 PALLAD 0.26 PLAT 0.40 REDWHEAT 0.86 RICE 3.16 ROBUSTA 0.78 RUSSELL 8.11 SHATZ 3.10 SILVER-mini 0.16 SMI 0.80 SOFR 14.84 SOYBEAN 0.69 SOYMEAL 0.76 SOYOIL 0.64 SP400 0.35 SP500_micro 3.35 SUGAR11 3.18 US10 1.16 US10U 0.92 US2 2.13 US20 0.61 US30 0.47 US5 1.75 VIX 11.17 WHEAT 0.99 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.5 1.3 1.7 1.0 1 BITCOIN -23.0 -25.1 -20.9 0.0 0 BOBL -0.5 -0.7 -0.4 -1.0 -1 BTP -1.1 -1.3 -1.0 0.0 0 BUND -0.0 -0.1 0.0 0.0 0 BUXL -0.0 -0.0 0.0 -1.0 -1 CAC 0.5 0.4 0.7 0.0 0 CAD -1.4 -1.8 -1.1 -1.0 -1 CANOLA 5.8 5.1 6.5 0.0 0 CHF -1.4 -1.5 -1.3 -2.0 -2 COCOA -0.9 -1.0 -0.8 -2.0 -2 COFFEE 0.1 0.1 0.2 0.0 0 COPPER -0.0 -0.2 0.1 0.0 0 CORN 4.0 3.6 4.3 4.0 4 COTTON2 -0.9 -1.1 -0.7 -2.0 -2 CRUDE_W 4.9 4.6 5.2 1.0 1 DAX -2.7 -3.1 -2.3 -2.0 -2 DOW -6.3 -6.8 -5.9 0.0 0 DX 1.6 1.4 1.8 0.0 0 EUR -1.1 -1.2 -1.0 -1.0 -1 EURIBOR-ICE -0.1 -0.9 0.6 0.0 0 EUROSTX -0.1 -0.3 0.1 2.0 2 FEEDCOW 0.2 0.2 0.3 0.0 0 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.4 0.4 0.5 1.0 1 GAS_US_mini -0.1 -1.2 1.0 0.0 0 GBP -0.3 -0.5 -0.1 -2.0 -2 GOLD_micro -1.3 -1.4 -1.1 -1.0 -1 HEATOIL 0.5 0.5 0.5 2.0 2 JGB-SGX-mini -11.5 -13.8 -9.2 0.0 0 JPY -1.2 -1.4 -1.0 -1.0 -1 LEANHOG -5.7 -6.2 -5.2 0.0 0 LIVECOW 0.7 0.6 0.9 0.0 0 LUMBER-new -3.4 -3.8 -3.0 0.0 0 MXP 4.6 2.1 7.2 13.0 13 NASDAQ_micro -2.7 -2.9 -2.5 -4.0 -4 NIKKEI -1.7 -2.4 -0.9 0.0 0 NZD 0.3 0.1 0.5 1.0 1 OAT 0.3 0.1 0.5 2.0 2 OATIES 0.1 -0.1 0.4 NaN 0 OJ -0.8 -0.9 -0.7 -1.0 -1 PALLAD -0.0 -0.0 0.0 0.0 0 PLAT 0.0 -0.0 0.0 0.0 0 REDWHEAT 0.1 0.1 0.2 1.0 1 RICE -3.2 -3.5 -2.9 0.0 0 ROBUSTA -0.4 -0.5 -0.3 0.0 0 RUSSELL -3.7 -4.5 -2.9 -1.0 -1 SHATZ -2.2 -2.5 -1.9 NaN 0 SILVER-mini -0.0 -0.1 -0.0 0.0 0 SMI 0.3 0.2 0.4 0.0 0 SOFR -15.0 -16.5 -13.5 NaN 0 SOYBEAN 0.3 0.2 0.4 1.0 1 SOYMEAL -0.6 -0.6 -0.5 0.0 0 SOYOIL 0.4 0.4 0.5 0.0 0 SP400 -0.2 -0.2 -0.1 -2.0 -2 SP500_micro -5.1 -5.4 -4.7 0.0 0 SUGAR11 1.1 0.8 1.4 2.0 2 US10 -1.2 -1.3 -1.1 0.0 0 US10U -1.1 -1.1 -1.0 -1.0 -1 US2 -3.1 -3.3 -2.9 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -2.0 -2 US5 -2.1 -2.3 -1.9 -5.0 -5 VIX 4.1 3.0 5.2 0.0 0 WHEAT 0.0 -0.1 0.1 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 -0.1 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 1.1 0.1 -0.1 0.3 -0.1 0.3 -0.0 0.3 -0.2 0.1 0.4 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 0.6 -0.6 -0.3 -0.0 -0.7 -0.5 BOBL -0.6 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.2 -0.0 -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 -0.1 -0.6 -0.1 -0.5 -0.2 -0.2 0.4 0.7 0.6 0.7 BTP -0.6 -0.5 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.3 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 -0.2 0.0 -0.2 -2.7 -0.1 -0.1 -0.1 -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 0.0 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 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.5 0.0 -0.2 -0.0 -0.0 0.3 0.7 0.5 0.7 BUXL -0.3 0.4 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 -0.0 -0.3 -0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.3 -0.1 -0.0 0.5 0.6 0.3 0.1 -0.2 0.5 -0.2 0.3 CAC -0.6 -0.6 -0.3 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.1 -0.0 -0.1 0.4 -0.2 -0.1 0.2 -0.0 0.0 -0.0 -0.2 -0.1 -0.1 0.1 -0.2 0.8 0.0 -0.1 0.1 -0.1 0.1 -0.1 0.4 -0.4 0.4 0.6 0.1 0.3 0.7 0.2 0.7 CAD -0.4 -0.1 0.2 -0.0 -0.2 0.1 -0.2 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 -0.2 0.0 -0.2 2.7 -0.0 -0.2 0.2 -0.2 0.1 -0.2 -0.3 -0.4 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 0.6 0.5 0.1 0.1 0.0 0.1 -0.3 0.2 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 0.1 1.0 0.1 0.0 0.2 0.0 0.1 0.1 -0.6 -0.3 0.3 0.6 0.4 0.2 0.7 0.3 0.7 CHF -0.6 -0.3 -0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 0.1 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -1.1 -0.0 -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 0.8 -0.2 -0.3 -0.5 -0.4 0.3 0.0 0.4 0.2 COFFEE 0.6 -0.3 -0.6 0.2 0.1 0.0 0.2 -0.6 0.2 0.1 -0.2 0.2 0.1 -0.0 -0.1 0.3 0.4 0.3 0.4 -0.1 -0.2 0.2 -0.0 0.1 -2.7 0.0 0.1 -0.1 0.2 0.3 0.2 1.1 0.5 0.3 -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 -0.0 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 -0.0 0.0 -0.1 0.2 -0.1 -0.1 -0.0 -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 0.1 0.4 0.2 -0.1 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 0.0 0.2 1.5 0.2 0.1 0.4 0.2 0.1 0.2 -1.1 -0.1 0.6 0.6 0.3 0.2 -0.1 0.4 0.1 COTTON2 0.6 0.5 0.4 0.2 0.1 0.0 0.2 -0.6 0.2 0.2 -0.2 0.2 -0.6 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.3 0.2 -0.6 0.1 0.2 -0.0 0.2 -0.4 0.2 -1.1 0.5 0.0 0.1 -0.1 -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 0.8 0.2 0.1 0.5 0.2 0.2 0.2 -0.0 0.1 -0.4 -0.3 -0.3 0.3 0.7 -0.0 0.2 DAX -0.6 -0.6 -0.5 -0.0 -0.0 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 -0.1 0.0 -0.2 -0.9 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.2 -0.5 -0.4 -0.1 0.5 0.7 0.5 0.7 DOW -0.6 -0.6 -0.4 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.0 0.0 -0.1 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.2 -1.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.2 -0.1 -0.3 -0.4 -0.2 -0.0 -0.7 -0.4 -0.7 DX 0.5 0.4 0.2 -0.0 -0.1 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 -1.8 0.1 0.0 0.0 0.0 -0.0 0.1 0.8 0.5 0.6 0.6 -0.3 0.1 0.6 0.3 0.7 EUR -0.4 -0.5 -0.4 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 -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 -0.1 0.1 -0.1 -0.4 0.3 -0.2 -0.3 -0.2 -0.4 -0.7 -0.3 -0.7 EURIBOR-ICE -0.6 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.1 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 -0.2 -0.2 0.7 0.7 0.7 0.7 EUROSTX -0.6 -0.6 -0.3 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.6 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.8 -0.1 -0.4 -0.2 0.0 0.3 0.7 0.2 0.7 FEEDCOW -0.5 -0.6 0.2 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 -0.0 -2.7 -0.1 0.0 -0.0 0.0 0.4 -0.1 1.1 0.2 -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 0.3 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 0.1 0.1 0.1 0.1 0.1 -0.3 0.1 0.0 0.3 0.1 0.2 0.1 1.1 0.1 0.5 0.5 0.3 -0.1 0.5 -0.3 0.0 GASOLINE 0.5 0.6 0.6 0.2 0.0 0.4 0.1 0.3 0.2 -0.0 0.3 0.1 0.2 0.1 0.1 0.1 -0.4 -0.4 -0.4 0.2 0.1 0.1 0.2 0.2 -1.3 0.2 0.0 0.4 0.1 0.2 0.2 -1.1 0.1 0.4 0.3 0.1 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 -0.0 -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 1.9 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.4 -0.3 -0.6 -0.6 -0.6 0.3 -0.1 0.3 -0.4 GBP -0.2 -0.4 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.0 0.3 -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 -0.2 -0.6 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.1 -0.1 0.2 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.1 -2.5 0.0 -0.1 0.2 -0.1 0.5 -0.1 -0.2 -0.4 -0.3 0.1 0.4 0.6 0.2 -0.1 -0.7 HEATOIL 0.6 0.6 0.5 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 -0.4 0.6 0.1 -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 -0.1 -0.1 -0.1 -0.3 -0.1 0.2 -0.1 -0.1 -0.2 -0.1 -0.4 -0.0 0.4 0.0 0.2 0.1 -0.4 -0.1 -0.7 -0.2 -0.7 JPY -0.3 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.3 -0.1 2.7 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.5 0.3 0.0 -0.1 -0.4 -0.1 -0.5 0.1 -0.6 LEANHOG -0.6 -0.4 0.3 0.2 0.1 0.0 0.2 -0.7 0.2 -0.2 0.3 -0.2 0.7 -0.2 0.0 -0.4 -0.4 -0.4 -0.4 -0.1 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 -0.2 -0.2 0.1 0.2 0.1 0.0 0.2 -0.5 0.2 0.1 0.2 0.1 0.4 -0.0 0.1 0.2 0.1 0.2 0.1 0.0 0.1 0.1 0.4 0.0 -2.7 -0.0 0.1 -0.0 0.0 0.2 -0.0 1.1 0.2 -0.6 -0.6 -0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.5 0.1 0.3 0.2 0.1 0.0 0.2 -0.6 0.2 -0.0 -0.5 0.0 -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 -0.1 -0.3 -0.0 -0.6 0.0 -1.2 -0.3 -0.5 -0.7 -0.3 0.2 0.8 0.3 0.8 MXP -0.6 -0.5 -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 -0.1 0.3 -0.1 0.6 -0.1 1.1 0.3 -0.2 -0.1 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.3 -0.6 -0.6 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.2 0.2 -0.2 -2.6 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.2 -0.4 0.2 -0.4 -0.5 0.4 -0.7 0.2 -0.7 NIKKEI -0.6 -0.3 -0.5 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.1 -0.0 0.2 -0.0 0.0 0.0 0.1 0.1 0.1 -0.0 0.1 -0.0 0.2 -0.0 -1.3 0.0 -0.0 0.2 -0.0 0.3 -0.0 1.1 0.0 0.0 0.3 0.2 -0.4 -0.1 -0.6 0.0 NZD -0.6 -0.3 0.4 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 1.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 -0.3 0.7 0.1 0.7 OAT -0.6 -0.3 0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.8 -0.0 -0.4 -0.1 0.1 0.2 0.7 0.4 0.7 OATIES 0.4 0.6 0.5 0.1 0.1 0.0 0.1 -0.4 0.2 -0.1 0.0 -0.0 -0.2 0.0 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 -0.5 0.1 0.5 0.1 -0.0 -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 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.3 -0.4 -0.6 0.1 -0.4 -0.4 -0.3 -0.4 PALLAD -0.6 -0.6 -0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -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 0.2 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 0.4 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 0.1 -0.0 0.1 0.7 0.2 0.1 0.3 0.1 0.1 0.1 -0.5 -0.1 0.2 0.5 0.4 -0.7 -0.7 -0.7 -0.7 RICE 0.4 0.2 0.6 0.1 0.1 0.0 0.1 -0.3 0.2 -0.1 -0.2 0.0 -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 -0.1 -0.5 0.0 -0.8 -0.4 -0.0 -0.2 0.1 -0.7 -0.5 -0.5 -0.5 ROBUSTA 0.0 -0.3 -0.4 0.1 0.1 0.0 0.1 -0.3 0.2 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 -0.2 -0.0 -0.1 -0.0 1.1 -0.2 -0.5 -0.6 -0.6 0.2 0.1 0.4 0.3 RUSSELL -0.6 -0.6 -0.2 -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 -0.1 -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 -0.3 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -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 -0.6 -0.2 -0.6 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -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 -0.0 -0.0 -0.2 0.3 0.4 0.4 0.1 0.0 SMI -0.6 -0.6 -0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.1 -0.0 0.1 0.1 0.2 0.2 -0.1 0.0 -0.1 0.1 -0.1 0.7 -0.0 -0.0 0.1 -0.1 0.2 -0.1 1.1 -0.0 -0.4 0.1 0.2 -0.1 0.7 -0.1 0.7 SOFR -0.6 0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 0.4 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.2 0.1 -0.1 -2.6 -0.0 -0.2 0.1 -0.2 0.1 -0.1 0.2 -0.0 0.1 0.5 0.2 -0.5 -0.4 -0.6 -0.7 SOYBEAN -0.1 0.5 0.2 0.2 0.1 0.0 0.2 -0.5 0.2 0.1 0.4 0.0 0.4 0.1 0.1 0.1 -0.1 0.0 -0.0 0.2 0.1 0.1 0.1 0.1 -0.8 0.1 0.0 0.3 0.0 0.3 0.1 0.7 -0.5 -0.3 0.6 0.1 -0.2 -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 -0.2 -0.5 0.2 -0.1 -0.4 -0.5 -0.4 -0.5 SOYOIL -0.3 0.6 0.6 0.2 0.1 0.0 0.2 -0.5 0.2 0.1 0.4 0.1 0.5 0.2 0.2 0.0 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -2.0 0.2 0.1 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 -0.5 0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.0 0.1 -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 0.0 -0.1 0.2 -0.1 -0.1 0.0 -0.1 0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.2 0.2 -0.2 -1.9 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.3 -0.4 -0.2 -0.6 -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 0.1 -0.4 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 0.1 0.2 -0.2 0.2 1.1 0.5 0.6 0.2 0.2 -0.0 -0.6 0.1 -0.4 US10 -0.6 -0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 0.0 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.9 -0.1 -0.1 -0.0 -0.2 0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.0 -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 -1.6 -0.1 -0.2 0.0 -0.2 0.1 -0.2 -0.2 -0.0 -0.0 0.1 0.1 -0.2 -0.1 -0.7 -0.7 US2 -0.6 -0.3 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 0.9 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -1.1 -0.3 -0.4 -0.3 -0.2 -0.1 -0.7 -0.2 -0.7 US20 -0.6 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.9 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.1 -0.0 0.1 -0.1 0.6 -0.3 -0.5 US30 -0.6 0.1 -0.0 -0.1 -0.1 -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 -0.1 -0.0 -0.1 -0.1 -0.1 -0.7 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.3 0.3 0.3 0.1 0.2 -0.2 0.4 -0.3 -0.4 US5 -0.6 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.0 -0.2 0.0 -0.1 -0.5 -0.2 -0.2 0.0 -0.0 -0.2 -0.7 -0.4 -0.7 VIX 0.9 1.0 0.6 0.2 0.1 0.2 0.1 0.0 0.2 0.1 0.1 0.2 -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 0.1 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 0.0 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 0.2 0.0 0.3 0.1 0.1 0.1 -0.6 -0.1 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 -20.0 -1.9 12.9 -1.5 -11.8 2.4 -10.3 3.2 -7.3 -10.5 9.8 -9.4 9.8 -2.3 7.9 1.4 -0.1 1.1 0.6 5.1 9.4 -10.8 8.1 -3.3 8.6 5.7 -14.9 10.2 -9.8 8.3 -2.8 6.5 -7.4 3.7 11.6 14.1 -4.0 20.0 3.4 20.0 BITCOIN 17.7 -20.0 -20.0 -3.4 -13.0 6.5 -14.0 13.7 -10.8 -11.9 -14.1 -1.1 -8.9 -9.8 -11.9 -3.4 -5.6 -3.6 -4.4 -20.0 -20.0 -4.9 -18.9 -9.0 -10.9 -6.5 -7.9 -12.6 -4.4 -9.2 -2.6 -0.1 20.0 20.0 18.0 -19.5 -9.3 -0.2 -20.0 -15.8 BOBL -20.0 -3.9 0.4 -5.3 -11.2 -2.4 -12.3 -1.8 -10.1 -8.7 -6.9 -10.7 -4.4 -10.4 -7.8 11.6 -2.4 -3.5 -4.1 -9.9 -5.3 -17.3 -3.5 -15.8 2.1 -8.5 -13.6 -4.8 -15.1 -3.5 -13.7 -12.2 -5.1 -14.1 -7.0 -5.1 11.0 20.0 17.0 20.0 BTP -20.0 -15.1 -8.2 -6.5 -13.7 -2.9 -15.1 -2.2 -12.3 -10.6 -1.2 -12.9 8.3 -12.5 -8.5 5.5 10.9 10.5 11.4 -10.5 -3.1 -19.9 1.5 -18.1 -20.0 -9.9 -15.7 -2.4 -18.4 2.0 -17.3 12.2 -6.9 -20.0 -11.6 0.4 8.8 20.0 14.7 20.0 BUND -20.0 1.1 2.7 -6.4 -13.7 -2.9 -15.0 -2.2 -12.3 -9.1 -7.0 -12.6 -8.0 -12.1 -8.4 4.2 8.9 11.1 10.9 -7.8 -4.2 -15.0 -4.0 -13.4 0.1 -7.1 -13.4 -3.7 -14.6 -3.2 -13.0 9.9 0.8 -6.4 -1.0 -1.0 8.4 20.0 13.8 20.0 BUXL -9.8 11.0 7.4 -9.1 -19.3 -4.1 -20.0 -3.1 -17.4 -3.1 -12.1 -11.0 -18.6 -7.3 -6.7 3.7 3.8 4.3 4.3 -3.2 -6.0 -3.0 -12.3 -4.0 4.4 -3.0 -2.5 -5.0 -3.6 -9.5 -4.8 -0.2 20.0 20.0 9.6 3.4 -6.2 16.0 -5.0 7.5 CAC -20.0 -20.0 -10.5 -6.7 -7.2 1.6 -12.1 6.5 -13.2 -6.2 -1.6 -9.8 11.0 -14.2 -12.4 12.1 -1.6 2.4 -0.7 -14.7 -5.0 -14.7 2.4 -18.2 5.9 0.9 -8.1 4.0 -9.6 3.7 -5.1 7.1 -16.5 13.6 20.0 4.1 10.4 20.0 5.7 20.0 CAD -10.9 -3.4 7.1 -2.9 -20.0 4.5 -19.4 5.9 -13.8 -20.0 3.4 -20.0 4.7 -17.6 -1.6 -6.6 -7.4 -6.9 -7.2 -3.2 2.5 -20.0 1.0 -14.3 20.0 -0.7 -20.0 5.9 -20.0 3.7 -15.3 -6.5 -17.9 10.8 5.2 4.0 -20.0 -20.0 -20.0 -20.0 CANOLA -4.9 20.0 16.2 10.3 6.3 0.5 11.8 -8.9 14.4 5.8 4.8 3.8 1.5 6.9 9.2 -14.6 -15.5 -17.0 -17.1 11.3 7.5 3.7 2.7 9.0 7.8 11.9 1.0 8.0 3.2 2.8 9.1 -10.4 -12.3 7.9 20.0 11.4 6.1 20.0 8.3 20.0 CHF -18.4 -7.8 -2.9 -1.4 -10.4 2.1 -9.0 2.8 -6.4 -8.4 -2.2 -8.8 6.6 -8.2 -4.3 -13.2 -15.5 -13.9 -14.6 -4.0 0.5 -10.0 3.3 -8.7 -1.9 -1.8 -10.2 2.7 -9.3 5.0 -7.2 -19.8 -1.2 -3.8 -0.4 -0.0 -14.5 -20.0 -13.0 -20.0 COCOA 20.0 -20.0 -20.0 6.5 4.0 0.3 7.5 -5.7 9.2 -5.4 -6.9 0.5 -6.1 -4.4 -6.2 -6.8 1.7 -6.0 -3.6 -15.1 -20.0 -3.2 -15.8 -6.8 -20.0 -7.8 -3.7 -10.8 -2.8 -7.8 -3.7 15.8 -9.7 -7.8 -15.8 -13.6 8.4 1.2 12.7 5.5 COFFEE 20.0 -9.1 -20.0 20.0 12.3 1.0 20.0 -17.4 20.0 11.9 -5.6 16.6 2.5 -0.6 -12.5 13.3 17.6 17.2 19.0 -9.7 -14.8 20.0 -0.2 11.2 -20.0 0.7 14.4 -3.9 20.0 7.9 15.1 20.0 20.0 9.2 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -19.1 -12.6 -0.7 -1.8 -6.9 3.5 -7.4 7.3 -5.7 -2.8 3.2 -4.6 3.9 -5.7 -1.9 -6.0 -6.3 -6.2 -6.3 -2.6 2.2 -7.5 4.3 -7.0 -0.8 -2.1 -4.3 1.8 -6.5 4.4 -5.7 -2.2 -0.8 -2.3 4.4 -1.1 8.9 20.0 3.6 12.7 CORN 13.9 18.9 12.1 19.6 12.0 1.0 20.0 -17.0 20.0 15.2 14.6 17.1 -3.6 18.6 17.4 -20.0 -20.0 -20.0 -20.0 19.0 10.3 17.0 0.1 20.0 11.0 20.0 12.2 14.8 17.9 4.1 20.0 -20.0 -4.3 17.7 20.0 10.6 7.2 -3.4 10.9 3.0 COTTON2 18.0 15.2 13.5 20.0 12.2 1.0 20.0 -17.3 20.0 16.8 -8.6 16.2 -17.5 14.8 8.8 -20.0 -20.0 -20.0 -20.0 8.1 -2.6 20.0 -11.8 18.0 -4.2 12.8 20.0 -0.1 20.0 -10.1 20.0 -20.0 20.0 1.0 1.9 -3.6 -9.9 -14.3 -9.9 -8.7 CRUDE_W 20.0 20.0 20.0 20.0 4.7 20.0 18.9 11.9 20.0 1.3 10.0 12.1 1.1 14.6 16.3 18.3 6.8 12.0 8.2 20.0 18.2 20.0 6.4 20.0 6.3 20.0 7.7 18.1 19.4 5.9 20.0 -0.1 2.4 -12.8 -10.2 -9.6 8.8 20.0 -0.8 4.8 DAX -20.0 -20.0 -14.4 -3.9 -4.3 0.9 -7.1 3.8 -7.7 -5.9 -2.6 -8.3 6.0 -8.4 -6.2 -5.7 -7.3 -7.2 -7.3 -10.1 -3.7 -13.8 1.7 -14.8 -6.8 -8.3 -6.6 -3.3 -10.4 0.9 -11.7 -3.0 -8.9 -14.0 -12.2 -4.3 13.9 20.0 13.5 20.0 DOW -20.0 -20.0 -13.0 -5.0 -5.4 1.2 -8.9 4.8 -9.7 -4.7 1.7 -9.6 9.6 -10.7 -6.7 -5.8 -7.7 -6.5 -7.0 -13.1 -2.0 -15.4 6.0 -19.3 -7.2 -11.3 -6.7 -2.5 -12.7 4.0 -16.0 -3.0 -4.2 -10.1 -12.3 -6.9 -1.2 -20.0 -11.6 -20.0 DX 15.3 13.3 6.8 -1.4 -10.7 2.2 -9.4 2.9 -6.7 1.3 4.8 5.8 -6.6 8.1 6.7 3.7 5.7 4.6 5.1 6.5 2.7 4.3 -0.8 7.7 -13.6 5.2 3.2 1.2 4.2 -1.4 7.2 15.4 19.0 20.0 18.8 -9.5 2.8 18.7 8.9 20.0 EUR -12.9 -14.1 -12.2 -1.7 -12.7 2.6 -11.1 3.4 -7.9 2.2 -5.5 -4.6 8.0 -8.1 -8.0 -5.6 -7.6 -6.6 -7.1 -7.5 -3.0 -4.6 2.1 -8.3 4.4 -5.6 -4.3 -0.5 -4.7 3.6 -7.7 -6.6 13.7 -5.1 -8.4 -5.4 -11.7 -20.0 -7.6 -20.0 EURIBOR-ICE -20.0 -6.8 -4.3 -4.1 -8.8 -1.9 -9.6 -1.4 -7.9 -7.0 -4.8 -8.5 -0.1 -8.3 -6.1 3.0 10.7 7.9 10.0 -8.0 -3.9 -14.0 -1.3 -12.9 -2.1 -6.2 -10.0 -3.3 -10.9 -1.7 -10.1 11.2 -4.6 -13.8 -5.1 -4.9 20.0 20.0 20.0 20.0 EUROSTX -20.0 -20.0 -10.6 -4.4 -4.8 1.0 -8.0 4.3 -8.7 -5.5 3.2 -8.9 8.6 -8.9 -5.0 2.6 2.2 5.1 3.9 -7.4 0.5 -12.5 5.3 -13.2 -4.5 -6.0 -6.6 0.8 -10.1 4.3 -11.0 14.6 -5.9 -12.8 -4.8 0.9 9.1 20.0 7.5 20.0 FEEDCOW -16.3 -19.6 5.0 13.8 8.4 0.7 15.9 -11.9 19.3 12.4 8.7 -0.6 11.7 -5.5 6.9 5.7 10.5 10.9 12.1 -0.1 9.4 2.3 18.5 -3.6 -20.0 -6.1 5.4 -0.1 1.1 9.9 -5.4 20.0 9.9 -20.0 -20.0 -0.0 20.0 20.0 17.3 20.0 GASOIL 18.3 19.0 10.1 14.3 2.0 9.6 7.8 4.9 14.2 1.4 5.7 5.6 5.3 6.1 6.3 20.0 20.0 20.0 20.0 12.1 7.8 7.8 4.0 12.6 -1.9 13.7 1.7 10.0 6.4 5.9 12.5 20.0 2.9 15.5 14.2 9.1 -3.3 16.3 -8.4 1.0 GASOLINE 16.9 20.0 17.8 20.0 3.2 15.7 12.8 8.1 20.0 -2.9 9.7 7.7 6.7 9.6 10.8 2.7 -20.0 -20.0 -20.0 20.0 13.5 13.4 6.6 20.0 -9.7 20.0 2.1 13.3 11.4 6.4 20.0 -20.0 5.5 11.1 8.6 1.6 4.5 20.0 -3.4 14.4 GAS_US_mini -0.5 -5.3 -2.1 16.3 2.2 10.9 8.9 5.6 16.1 -4.9 -3.8 -4.3 -5.4 -6.4 -4.1 6.5 -5.3 20.0 15.5 -2.1 -2.2 -2.8 -2.5 -2.2 14.2 -3.3 -2.6 -3.4 -3.0 -3.1 -2.8 -6.6 -12.7 -20.0 -20.0 -20.0 10.3 -3.0 9.9 -11.1 GBP -6.4 -11.5 -1.1 -2.0 -15.5 3.1 -13.5 4.1 -9.6 0.9 -0.0 -2.0 9.4 -9.6 -6.0 0.6 0.1 0.3 0.2 -4.2 -0.2 -3.4 3.3 -5.5 -0.8 -1.0 -4.7 3.6 -3.2 6.4 -4.1 6.3 14.0 7.0 -2.5 3.2 -13.0 -6.8 -6.9 -9.1 GOLD_micro -20.0 -5.8 -20.0 -1.5 -5.8 2.9 -6.3 6.1 -4.8 -5.7 3.9 -6.3 5.4 -4.8 -0.4 -4.7 -8.6 -5.5 -6.8 -1.7 5.3 -16.2 8.1 -10.9 -18.5 1.4 -9.6 8.8 -10.9 12.8 -6.6 -4.6 -15.5 -9.4 2.8 11.4 19.2 6.8 -3.2 -20.0 HEATOIL 20.0 20.0 16.4 16.0 2.2 10.7 8.7 5.5 15.8 1.7 6.6 6.3 5.7 7.2 7.5 20.0 20.0 20.0 20.0 19.1 12.3 13.3 6.4 20.0 -8.2 15.9 3.3 11.1 9.1 6.3 15.6 20.0 5.0 20.0 15.2 6.4 -1.0 6.8 -10.9 -9.7 JGB-SGX-mini -11.3 17.5 3.7 -3.7 -8.0 -1.7 -8.7 -1.3 -7.1 -4.6 -6.8 -6.5 -7.7 -4.5 -5.3 3.8 9.7 4.3 6.5 -4.7 -7.4 -6.4 -9.7 -5.1 1.7 -5.2 -6.7 -8.7 -5.6 -10.9 -4.5 7.1 1.2 6.2 3.8 -12.6 -2.7 -20.0 -5.0 -20.0 JPY -9.5 -2.8 0.5 -1.6 -12.3 2.5 -10.7 3.3 -7.7 -9.1 -11.5 -9.5 -11.6 -10.9 -10.1 -8.3 -10.0 -8.6 -9.0 -8.7 -10.0 -6.8 -11.7 -8.5 20.0 -7.2 -6.8 -8.4 -6.5 -10.2 -7.6 -10.1 11.6 0.4 -3.3 -13.6 -3.1 -15.9 3.7 -19.2 LEANHOG -20.0 -13.0 7.9 20.0 15.2 1.2 20.0 -20.0 20.0 -20.0 11.8 -20.0 18.7 -20.0 4.6 -20.0 -20.0 -20.0 -20.0 -6.1 8.0 -20.0 14.2 -20.0 -8.3 -9.2 -20.0 7.0 -20.0 12.9 -20.0 -20.0 -20.0 -20.0 -20.0 19.2 -15.9 6.0 -10.5 13.7 LIVECOW -5.2 -7.1 4.1 15.2 9.3 0.8 17.5 -13.2 20.0 13.7 8.2 8.8 11.7 -1.1 8.9 9.2 7.0 7.6 5.5 2.5 7.4 6.2 14.8 2.0 -20.0 -3.9 6.0 -1.6 4.4 6.6 -0.9 20.0 9.1 -20.0 -18.1 -2.1 20.0 20.0 20.0 20.0 LUMBER-new 13.8 3.9 7.0 18.2 11.1 0.9 20.0 -15.6 20.0 -4.6 -16.5 3.9 -17.0 -0.2 -5.7 -20.0 -20.0 -20.0 -20.0 -4.6 -13.2 -1.5 -19.8 0.1 NaN -3.1 -7.0 -11.1 -2.2 -15.4 1.1 -20.0 -12.4 -14.1 -20.0 -8.5 5.6 20.0 8.2 20.0 MXP -19.5 -16.6 -9.0 -1.9 -14.9 3.0 -13.0 4.0 -9.3 -5.3 10.1 -9.9 14.1 -9.1 3.4 7.9 11.9 9.6 10.7 -0.5 8.8 -6.9 13.7 -7.2 -20.0 0.3 -6.3 10.6 -6.6 15.8 -7.1 20.0 13.9 -7.3 -2.5 9.9 9.0 7.0 20.0 9.5 NASDAQ_micro -10.6 -17.7 -19.0 -5.4 -5.8 1.3 -9.7 5.2 -10.6 -10.2 -2.0 -10.9 10.0 -11.9 -10.0 -6.9 -8.3 -7.4 -7.8 -10.1 -3.0 -16.8 5.9 -14.1 -19.6 -8.8 -15.5 -3.6 -13.6 3.3 -11.5 -4.3 -15.2 7.7 -13.5 -15.0 11.5 -20.0 7.3 -20.0 NIKKEI -20.0 -9.9 -16.9 -3.0 -3.3 0.7 -5.4 2.9 -5.9 0.0 4.9 -4.1 6.6 -4.1 0.4 1.4 6.9 4.8 5.9 -0.2 5.1 -4.6 7.7 -4.5 -9.8 0.7 -2.6 5.8 -3.6 8.5 -3.2 20.0 2.1 0.2 8.4 6.8 -12.5 -2.5 -19.2 0.2 NZD -17.0 -8.4 11.3 -1.2 -9.5 1.9 -8.3 2.5 -5.9 -6.8 1.5 -6.8 -0.0 -6.3 -1.9 -2.8 -3.4 -3.3 -3.5 -2.5 0.1 -7.7 -0.3 -6.3 9.0 -2.7 -9.0 -0.1 -7.6 -0.7 -6.5 0.0 -0.0 -2.4 -2.9 -0.8 -7.5 20.0 3.9 20.0 OAT -20.0 -8.1 3.4 -5.2 -11.1 -2.4 -12.1 -1.8 -9.9 -7.9 -0.4 -10.2 0.1 -9.7 -5.8 11.6 12.6 12.5 13.2 -6.3 -1.5 -13.7 -0.5 -12.2 -0.9 -5.0 -10.8 -0.3 -12.3 0.6 -11.0 15.5 -1.5 -12.3 -3.0 4.4 7.1 20.0 13.4 20.0 OATIES 12.9 20.0 14.6 11.3 6.9 0.6 13.0 -9.8 15.8 -8.6 0.7 -0.7 -4.6 3.8 6.5 -1.9 -9.8 -6.3 -9.7 9.0 3.5 -4.1 -2.6 6.3 -0.9 9.8 -6.8 3.7 -2.1 -2.8 7.5 -0.3 -20.0 3.0 16.2 3.5 -0.9 -15.2 1.5 -18.3 OJ -2.6 -2.7 12.1 6.4 3.9 0.3 7.4 -5.6 9.0 -0.3 -3.8 -1.7 -5.8 -3.7 -1.8 1.3 2.5 1.7 1.3 -2.6 -3.3 -2.3 -5.4 -3.2 -20.0 -2.4 1.6 -2.0 -2.1 -3.4 -3.2 20.0 -12.1 -12.5 -17.5 2.6 -10.5 -12.2 -10.2 -12.6 PALLAD -20.0 -17.1 -5.7 -1.7 -6.4 3.2 -6.9 6.8 -5.3 -6.6 0.2 -7.2 2.7 -7.5 -5.2 -3.1 -3.1 -3.1 -3.1 -6.6 -0.0 -12.3 4.0 -11.3 11.1 -6.8 -10.3 -0.6 -11.1 5.2 -10.1 3.3 -3.9 -7.1 -5.4 -7.7 19.0 4.6 5.8 -5.0 PLAT -16.8 -10.7 -7.5 -1.6 -5.9 3.0 -6.4 6.2 -4.9 -5.8 0.8 -6.4 3.3 -6.4 -2.4 -1.9 -3.2 -2.2 -2.7 -2.9 2.6 -9.4 5.7 -7.4 -1.2 -2.2 -8.0 3.8 -7.6 8.7 -5.9 3.5 -1.4 -1.1 -3.5 3.6 20.0 10.6 9.1 -1.8 REDWHEAT 9.9 18.7 20.0 13.5 8.3 0.7 15.5 -11.7 18.9 5.6 7.6 9.2 -7.0 10.9 11.7 -13.0 -15.6 -13.9 -14.9 12.6 7.5 7.6 -0.4 11.8 5.4 14.2 7.1 10.2 7.1 2.7 12.1 -8.9 -2.4 6.5 16.9 12.7 -20.0 -20.0 -20.0 -20.0 RICE 11.0 6.6 18.3 10.4 6.4 0.5 12.0 -9.0 14.6 -8.1 -6.5 3.1 -9.3 2.2 3.4 -20.0 -16.4 -20.0 -20.0 0.4 -5.4 -4.3 -14.3 -0.1 2.3 2.4 -8.0 -2.9 -5.4 -13.6 0.2 -15.7 -18.5 -1.3 -7.4 2.3 -20.0 -15.8 -16.4 -15.8 ROBUSTA 1.1 -8.3 -12.1 10.1 6.2 0.5 11.6 -8.7 14.1 5.3 -3.1 1.1 -3.8 -5.7 -7.0 13.3 15.3 15.8 15.6 -6.7 -7.3 -0.0 -4.8 -3.3 -20.0 -5.8 -1.0 -6.1 -0.5 -3.8 -3.2 20.0 -6.3 -14.5 -20.0 -18.0 4.5 2.7 10.9 9.9 RUSSELL -20.0 -20.0 -5.0 -5.4 -5.8 1.3 -9.6 5.2 -10.5 3.2 5.1 -7.0 10.6 -8.9 -4.7 -4.1 -5.1 -4.5 -4.7 -6.8 1.8 -6.1 7.3 -10.7 5.9 -6.3 -1.0 0.8 -5.4 5.4 -9.3 1.2 9.5 3.8 -7.9 0.2 -0.3 -20.0 -9.8 -20.0 SHATZ -20.0 -8.6 1.1 -4.1 -8.7 -1.9 -9.6 -1.4 -7.8 -7.4 -7.2 -8.5 -6.9 -8.4 -7.0 0.1 -9.4 -0.1 -3.9 -12.4 -7.2 -19.4 -4.5 -18.3 6.7 -11.2 -12.4 -7.2 -15.5 -4.9 -15.5 -18.6 -14.8 -20.0 -18.8 -11.5 14.1 19.9 18.1 20.0 SILVER-mini -17.6 -5.6 -20.0 -1.5 -5.8 2.9 -6.2 6.1 -4.8 -5.3 1.2 -5.8 3.1 -5.8 -2.1 -1.9 -5.4 -3.0 -4.3 -1.9 3.6 -8.6 5.8 -7.0 -7.7 0.1 -4.7 6.8 -5.4 11.1 -4.3 0.1 -1.4 -0.7 -6.5 9.2 11.0 11.9 3.7 0.7 SMI -20.0 -20.0 -6.8 -3.8 -4.1 0.9 -6.8 3.6 -7.4 -1.5 3.3 -7.1 6.7 -7.5 -4.1 5.3 7.3 8.9 8.7 -6.3 1.6 -10.5 5.2 -12.7 5.1 -3.4 -2.0 3.8 -8.4 6.4 -9.7 20.0 -1.5 -13.2 2.2 7.2 -2.3 20.0 -3.2 20.0 SOFR -20.0 5.3 -7.6 -7.1 -15.0 -3.2 -16.4 -2.4 -13.4 -11.9 -2.7 -13.9 9.9 -9.8 -4.9 4.3 6.4 6.0 6.6 -3.8 -0.1 -17.2 2.5 -11.3 -19.4 -1.4 -16.9 2.3 -16.7 3.8 -9.9 4.3 -0.9 4.1 15.0 6.3 -14.1 -10.9 -19.5 -20.0 SOYBEAN -3.5 15.4 7.5 17.2 10.6 0.9 19.9 -14.9 20.0 7.1 13.6 4.2 11.2 12.2 13.7 3.7 -2.9 1.7 -0.8 14.0 11.3 6.2 5.4 11.0 -5.9 12.8 2.9 12.0 2.1 7.5 7.9 13.8 -20.0 -10.4 18.5 2.8 -6.7 -12.1 -5.0 -8.9 SOYMEAL 0.1 11.3 3.9 10.9 6.6 0.5 12.5 -9.4 15.2 -1.9 -0.4 -0.6 -4.9 5.6 2.7 -0.7 -12.2 -6.6 -9.8 3.3 1.6 0.5 -1.6 3.0 -10.4 5.3 -2.1 5.3 0.6 2.4 3.5 -2.0 -9.4 -16.8 5.7 -3.9 -12.6 -16.4 -13.0 -15.8 SOYOIL -9.3 20.0 20.0 15.7 9.6 0.8 18.1 -13.6 20.0 13.2 14.1 13.2 12.9 15.1 16.3 0.1 -5.3 -3.7 -5.3 20.0 20.0 17.2 15.8 20.0 -15.1 20.0 12.4 20.0 11.2 12.4 19.4 8.2 -15.0 20.0 20.0 20.0 -6.5 -20.0 -7.5 -20.0 SP400 -20.0 -16.7 1.6 -5.2 -5.6 1.2 -9.4 5.0 -10.2 3.7 5.5 -7.1 9.9 -8.0 -2.3 -5.8 -6.3 -6.2 -6.2 -5.0 2.7 -6.8 5.9 -10.5 3.1 -4.8 -1.5 1.0 -6.2 3.0 -9.1 -1.2 10.0 -1.7 0.7 3.4 0.5 -20.0 -9.5 -20.0 SP500_micro -20.0 -20.0 -19.1 -6.1 -6.6 1.5 -11.1 5.9 -12.1 -10.9 1.8 -12.8 13.5 -13.2 -8.4 -7.6 -9.2 -8.3 -8.6 -13.8 -2.7 -20.0 7.9 -20.0 -14.2 -13.0 -16.3 -5.2 -17.7 2.6 -17.5 -5.8 -17.2 -5.9 -18.1 -16.1 16.8 -20.0 14.5 -20.0 SUGAR11 20.0 16.7 12.4 13.9 8.5 0.7 16.0 -12.0 19.4 12.1 -6.8 13.6 -12.4 12.8 7.1 -1.6 11.4 8.4 10.5 9.9 -1.3 20.0 -9.6 20.0 -20.0 12.6 20.0 2.6 20.0 -5.4 20.0 20.0 20.0 17.9 5.1 5.9 -0.3 -19.0 2.1 -12.9 US10 -20.0 -1.3 -8.1 -5.4 -11.6 -2.5 -12.7 -1.8 -10.4 -9.2 -2.6 -10.7 5.7 -9.6 -6.9 2.4 1.5 2.6 2.5 -6.1 -2.0 -15.1 0.4 -11.8 -6.7 -4.7 -13.5 -0.6 -14.4 1.7 -10.7 -3.5 -3.6 -2.3 3.0 1.0 -5.8 -20.0 -12.8 -20.0 US10U -20.0 -1.0 -6.5 -8.3 -17.7 -3.8 -19.4 -2.8 -15.8 -13.8 -1.7 -16.3 8.2 -14.3 -9.9 2.8 1.1 2.8 2.3 -8.2 -2.2 -20.0 0.9 -16.2 -11.8 -6.7 -18.8 0.4 -20.0 4.1 -16.0 -4.2 -1.1 -1.0 3.3 3.8 -6.1 -3.5 -19.6 -20.0 US2 -20.0 -8.9 -8.3 -5.2 -11.1 -2.4 -12.2 -1.8 -10.0 -9.4 -7.1 -10.6 -2.3 -10.3 -9.0 -5.8 -12.2 -8.4 -9.7 -11.8 -6.4 -20.0 -3.0 -17.8 7.1 -9.9 -16.0 -5.2 -17.8 -1.8 -15.4 -20.0 -11.9 -13.7 -9.1 -6.0 -4.1 -20.0 -6.4 -20.0 US20 -20.0 -1.3 -2.5 -5.5 -11.7 -2.5 -12.8 -1.9 -10.5 -6.8 -0.9 -9.9 2.2 -8.9 -6.0 4.2 4.1 4.8 4.7 -5.2 -1.3 -11.7 -0.0 -10.3 -6.9 -5.1 -8.8 0.0 -12.7 2.1 -11.1 0.5 2.1 -2.3 -0.7 3.4 -2.1 17.2 -8.3 -13.5 US30 -18.0 1.6 -0.6 -7.7 -16.3 -3.5 -17.9 -2.6 -14.6 -7.3 -4.6 -13.5 -3.9 -11.9 -8.3 1.4 -0.0 1.9 1.3 -5.6 -2.2 -11.7 -2.2 -10.6 -5.0 -6.1 -9.6 -0.4 -14.8 1.2 -13.3 -6.1 11.1 7.9 1.6 4.8 -5.1 13.4 -8.2 -11.7 US5 -20.0 -3.1 -8.5 -5.6 -11.9 -2.5 -13.0 -1.9 -10.7 -9.7 -4.1 -11.1 5.4 -10.2 -7.8 -0.0 -1.5 0.1 -0.3 -8.0 -3.3 -17.8 -0.4 -14.2 -5.0 -6.3 -15.5 -1.8 -16.4 1.0 -12.6 -8.5 -6.7 -6.5 0.0 -0.3 -5.3 -20.0 -10.9 -20.0 VIX 18.3 20.0 10.6 9.7 5.2 4.2 7.4 0.4 10.9 8.0 1.7 10.0 -6.8 9.9 6.9 6.0 -20.0 -11.4 -20.0 9.9 4.0 8.9 -0.3 11.9 NaN 10.7 5.8 4.8 7.9 0.6 11.7 NaN NaN NaN NaN NaN -5.7 -20.0 NaN NaN WHEAT 5.8 20.0 20.0 12.7 7.8 0.6 14.7 -11.0 17.8 1.2 4.9 6.4 -7.4 9.5 9.9 -12.6 -17.7 -15.3 -16.5 10.7 5.9 4.9 -1.4 9.4 6.5 13.9 4.1 10.0 5.3 2.9 11.0 -11.9 -4.4 0.8 17.5 11.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3