******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260327_203953 produced at 2026-03-27 21:36:47.688469 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.61 0.0 0.00 0.00 0.00 0.00 -15.91 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.43 0.0 0.00 0.00 0.00 0.00 -12.58 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -2.93 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -2.42 24.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.20 -0.10 0.0 0.86 -0.86 -0.20 -0.26 -1.55 13.0 -3 -4 caleb_strategy_v3 US5 False False 0.04 -0.31 -0.10 0.0 1.12 -1.12 -0.31 -0.36 -2.13 25.0 -7 -8 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.10 0.0 0.23 -0.23 0.00 0.00 -5.43 13.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 -0.08 0.0 1.17 -1.17 0.00 0.00 -0.72 10.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.07 0.0 0.55 -0.55 0.00 0.00 -1.32 10.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.07 0.0 0.64 -0.64 0.00 0.00 -5.28 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 -25.92 59.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.07 0.0 0.85 -0.85 0.00 0.00 -1.14 14.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.06 0.0 0.63 -0.63 0.00 0.00 -6.60 66.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.06 0.0 0.88 -0.88 -0.03 -0.06 -1.93 29.0 -1 -2 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.12 -0.06 0.0 0.45 -0.45 -0.12 -0.18 -2.94 23.0 -6 -9 caleb_strategy_v3 US10 False False 0.05 0.00 -0.06 0.0 0.78 -0.78 0.00 0.00 -1.25 17.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.61 -0.61 -0.05 -0.05 -1.13 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 0.00 -0.04 0.0 0.56 -0.56 0.00 0.00 -1.31 17.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.04 0.0 1.05 -1.05 -0.06 -0.06 -0.65 19.0 -1 -1 caleb_strategy_v3 SP400 False False 0.14 -0.28 -0.03 0.0 0.28 -0.28 -0.28 -0.28 -0.20 2.0 -2 -2 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.03 0.0 0.48 -0.48 0.00 0.00 -2.13 36.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -2.86 4.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.01 -0.03 0.0 0.63 -0.63 -0.01 0.00 -2.97 58.0 -1 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -3.69 3.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.02 0.0 0.35 -0.35 0.00 0.00 -4.27 68.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.36 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.06 -1.06 -0.04 -0.04 -1.13 56.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.14 -0.02 0.0 0.29 -0.29 -0.14 -0.14 -0.33 6.0 -3 -3 caleb_strategy_v3 GBP False False 0.03 -0.07 -0.02 0.0 0.76 -0.76 -0.07 -0.07 -0.45 22.0 -2 -2 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.83 3.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.01 0.0 0.16 -0.16 -0.04 -0.04 -0.74 11.0 -3 -3 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.44 23.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -0.93 26.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.62 9.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.03 -0.01 0.0 0.52 -0.52 0.03 0.00 -0.23 20.0 1 0 caleb_strategy_v3 BUND False False 0.06 0.00 -0.01 0.0 0.60 -0.60 0.00 0.00 -0.09 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.00 2.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.21 -0.21 -0.05 -0.05 -0.04 4.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.16 2.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.01 999999999.0 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 -0.02 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.10 6.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.20 8.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.09 -0.09 0.00 0.00 0.47 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 0.00 9.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.51 -0.51 0.02 0.02 0.22 21.0 1 1 caleb_strategy_v3 OAT False False 0.06 0.11 0.01 0.0 0.57 -0.57 0.11 0.11 0.22 10.0 2 2 caleb_strategy_v3 SUGAR11 False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.01 1.30 18.0 2 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.02 0.27 7.0 1 1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.43 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.15 0.01 0.0 0.69 -0.69 0.15 0.14 1.18 60.0 13 12 caleb_strategy_v3 SMI False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.28 9.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.02 0.0 999.00 -999.00 0.05 0.00 0.45 999999999.0 1 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.43 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.02 0.0 0.60 -0.60 0.00 0.07 0.29 8.0 0 1 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.03 0.0 0.18 -0.18 0.00 0.05 0.58 4.0 0 1 caleb_strategy_v3 HEATOIL False False 0.06 0.13 0.03 0.0 0.19 -0.19 0.13 0.13 0.54 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 5.83 51.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.04 0.0 0.55 -0.55 0.00 0.00 1.51 19.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.04 0.0 0.12 -0.12 0.04 0.04 3.64 12.0 4 4 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.04 0.0 0.68 -0.68 0.00 0.00 0.92 17.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 5.27 999999999.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.64 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 5.08 5.0 1 1 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.1 Shocked risk 34.5 Sum abs risk 38.3 Leverage 4.38 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2389444.1, 'annual_cash_vol_target': 597361.025, 'daily_cash_vol_target': 37335.0640625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0050 0.6864 0.7296 11.6742 BITCOIN 1909.6088 66205.0000 2.8844 46.1502 BOBL 0.2537 114.9500 0.2207 3.5311 BTP 0.6431 114.9000 0.5597 8.9548 BUND 0.4691 124.4500 0.3769 6.0310 BUXL 0.9422 108.3000 0.8700 13.9196 CAC 72.3230 7655.5000 0.9447 15.1155 CAD 0.0026 0.7226 0.3653 5.8450 CANOLA 9.2380 734.1000 1.2584 20.1345 CHF 0.0064 1.2628 0.5057 8.0913 COCOA 99.9987 3226.0000 3.0998 49.5964 COFFEE 5.0813 295.2500 1.7210 27.5361 COPPER 0.0974 5.5215 1.7638 28.2213 CORN 4.7349 490.0000 0.9663 15.4610 COTTON2 0.8374 71.6700 1.1684 18.6948 CRUDE_W 1.3050 77.1900 1.6907 27.0505 DAX 260.8163 22388.0000 1.1650 18.6397 DOW 376.9236 45354.0000 0.8311 13.2971 DX 0.4398 99.9450 0.4401 7.0410 EUR 0.0057 1.1558 0.4931 7.8900 EURIBOR-ICE 0.0538 97.1750 0.0554 0.8866 EUROSTX 63.6701 5394.0000 1.1804 18.8862 FEEDCOW 3.3001 358.2250 0.9213 14.7400 GASOIL 43.5895 1081.2500 4.0314 64.5024 GASOLINE 0.0747 2.9635 2.5203 40.3253 GAS_US_mini 0.1438 3.1700 4.5361 72.5779 GBP 0.0073 1.3269 0.5487 8.7786 GOLD_micro 81.3926 4543.9000 1.7912 28.6600 HEATOIL 0.1089 3.5779 3.0429 48.6864 JGB-SGX-mini 0.2949 129.9500 0.2270 3.6313 JPY 0.0000 0.0063 0.6338 10.1416 LEANHOG 1.0793 105.9750 1.0185 16.2959 LIVECOW 1.9297 238.8250 0.8080 12.9277 LUMBER-new 7.3372 609.5000 1.2038 19.2610 MXP 0.0004 0.0548 0.7888 12.6215 NASDAQ_micro 236.9259 23350.5000 1.0147 16.2344 NIKKEI 842.2833 51390.0000 1.6390 26.2240 NZD 0.0044 0.5759 0.7623 12.1960 OAT 0.5458 117.5000 0.4645 7.4322 OATIES 6.4182 343.5000 1.8685 29.8957 OJ 6.8332 172.9000 3.9521 63.2336 PALLAD 48.1009 1394.0000 3.4506 55.2091 PLAT 62.2688 1876.7000 3.3180 53.0879 REDWHEAT 11.1942 648.5000 1.7262 27.6187 RICE 0.1480 11.5750 1.2789 20.4626 ROBUSTA 61.5578 3510.0000 1.7538 28.0605 RUSSELL 30.1364 2466.9000 1.2216 19.5461 SHATZ 0.0981 105.6200 0.0929 1.4867 SILVER-mini 3.0423 70.6125 4.3084 68.9347 SMI 121.9899 12356.0000 0.9873 15.7967 SOFR 0.0597 96.4000 0.0619 0.9911 SOYBEAN 9.9980 1144.2500 0.8738 13.9801 SOYMEAL 4.6256 312.8000 1.4788 23.6601 SOYOIL 0.8992 67.2500 1.3372 21.3946 SP400 35.5394 3325.2000 1.0688 17.1006 SP500_micro 52.9133 6404.2500 0.8262 13.2195 SUGAR11 0.2511 15.9500 1.5746 25.1928 US10 0.3955 110.2188 0.3589 5.7420 US10U 0.4976 112.4219 0.4426 7.0818 US2 0.1122 103.5352 0.1084 1.7345 US20 0.7553 112.2188 0.6731 10.7689 US30 0.9792 115.0000 0.8514 13.6232 US5 0.2657 107.4844 0.2472 3.9558 VIX 0.8255 25.6500 3.2184 51.4941 WHEAT 9.7431 646.2500 1.5076 24.1222 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 686.35 0.73 500.79 1.00 500.79 37335.06 74.55 7.78 57.98 BITCOIN 66.20 2.88 190.96 1.00 190.96 37335.06 195.51 -12.23 -239.05 BOBL 1149.50 0.22 253.69 1.16 293.22 37335.06 127.33 -5.05 -64.34 BTP 1149.00 0.56 643.07 1.16 743.29 37335.06 50.23 -7.67 -38.51 BUND 1244.50 0.38 469.10 1.16 542.21 37335.06 68.86 -1.34 -9.23 BUXL 1083.00 0.87 942.18 1.16 1089.02 37335.06 34.28 -1.25 -4.30 CAC 765.55 0.94 723.23 1.16 835.94 37335.06 44.66 2.80 12.51 CAD 722.65 0.37 263.99 1.00 263.99 37335.06 141.42 -5.24 -74.11 CANOLA 146.82 1.26 184.76 0.72 133.66 37335.06 279.32 8.57 239.27 CHF 1578.44 0.51 798.22 1.00 798.22 37335.06 46.77 -12.74 -59.60 COCOA 322.60 3.10 999.99 1.00 999.99 37335.06 37.34 -10.25 -38.27 COFFEE 1107.19 1.72 1905.48 1.00 1905.48 37335.06 19.59 3.99 7.81 COPPER 1380.38 1.76 2434.75 1.00 2434.75 37335.06 15.33 -0.06 -0.08 CORN 245.00 0.97 236.75 1.00 236.75 37335.06 157.70 9.47 149.37 COTTON2 358.35 1.17 418.71 1.00 418.71 37335.06 89.17 -3.42 -30.50 CRUDE_W 771.90 1.69 1305.02 1.00 1305.02 37335.06 28.61 16.38 46.85 DAX 223.88 1.16 260.82 1.16 301.46 37335.06 123.85 -7.02 -86.98 DOW 226.77 0.83 188.46 1.00 188.46 37335.06 198.10 -14.32 -283.67 DX 999.45 0.44 439.82 1.00 439.82 37335.06 84.89 7.44 63.12 EUR 1444.75 0.49 712.45 1.00 712.45 37335.06 52.40 -8.38 -43.90 EURIBOR-ICE 2429.38 0.06 134.61 1.16 155.59 37335.06 239.96 -0.87 -20.96 EUROSTX 539.40 1.18 636.70 1.16 735.93 37335.06 50.73 -1.30 -6.60 FEEDCOW 1791.12 0.92 1650.07 1.00 1650.07 37335.06 22.63 3.92 8.88 GASOIL 1081.25 4.03 4358.95 1.00 4358.95 37335.06 8.57 15.47 13.25 GASOLINE 1244.67 2.52 3136.98 1.00 3136.98 37335.06 11.90 8.70 10.35 GAS_US_mini 79.25 4.54 359.49 1.00 359.49 37335.06 103.86 0.42 4.37 GBP 829.31 0.55 455.01 1.00 455.01 37335.06 82.05 -2.09 -17.17 GOLD_micro 454.39 1.79 813.93 1.00 813.93 37335.06 45.87 -7.23 -33.16 HEATOIL 1502.72 3.04 4572.62 1.00 4572.62 37335.06 8.16 15.33 12.52 JGB-SGX-mini 129950.00 0.23 29492.77 0.01 185.08 37335.06 201.73 -5.75 -116.03 JPY 785.62 0.63 497.97 1.00 497.97 37335.06 74.98 -6.72 -50.35 LEANHOG 423.90 1.02 431.74 1.00 431.74 37335.06 86.48 -10.32 -89.25 LIVECOW 955.30 0.81 771.86 1.00 771.86 37335.06 48.37 5.72 27.69 LUMBER-new 167.61 1.20 201.77 1.00 201.77 37335.06 185.03 -8.18 -151.44 MXP 273.85 0.79 216.03 1.00 216.03 37335.06 172.83 0.46 8.03 NASDAQ_micro 467.01 1.01 473.85 1.00 473.85 37335.06 78.79 -16.02 -126.24 NIKKEI 51390.00 1.64 84228.33 0.01 528.56 37335.06 70.64 -2.78 -19.67 NZD 575.90 0.76 438.98 1.00 438.98 37335.06 85.05 0.99 8.42 OAT 1175.00 0.46 545.80 1.16 630.86 37335.06 59.18 1.09 6.46 OATIES 171.75 1.87 320.91 1.00 320.91 37335.06 116.34 0.57 6.69 OJ 259.35 3.95 1024.98 1.00 1024.98 37335.06 36.43 -9.34 -34.01 PALLAD 1394.00 3.45 4810.09 1.00 4810.09 37335.06 7.76 -0.06 -0.04 PLAT 938.35 3.32 3113.44 1.00 3113.44 37335.06 11.99 1.03 1.23 REDWHEAT 324.25 1.73 559.71 1.00 559.71 37335.06 66.70 2.23 14.90 RICE 231.50 1.28 296.07 1.00 296.07 37335.06 126.10 -9.33 -117.60 ROBUSTA 351.00 1.75 615.58 1.00 615.58 37335.06 60.65 -5.40 -32.76 RUSSELL 123.34 1.22 150.68 1.00 150.68 37335.06 247.77 -5.19 -128.63 SHATZ 1056.20 0.09 98.14 1.16 113.44 37335.06 329.13 -7.25 -238.67 SILVER-mini 1765.31 4.31 7605.71 1.00 7605.71 37335.06 4.91 -1.28 -0.63 SMI 1235.60 0.99 1219.90 1.26 1539.44 37335.06 24.25 3.36 8.16 SOFR 2410.00 0.06 149.28 1.00 149.28 37335.06 250.11 -10.45 -261.49 SOYBEAN 572.12 0.87 499.90 1.00 499.90 37335.06 74.69 3.82 28.55 SOYMEAL 312.80 1.48 462.56 1.00 462.56 37335.06 80.71 -8.23 -66.45 SOYOIL 403.50 1.34 539.54 1.00 539.54 37335.06 69.20 6.71 46.41 SP400 3325.20 1.07 3553.94 1.00 3553.94 37335.06 10.51 -5.72 -6.01 SP500_micro 320.21 0.83 264.57 1.00 264.57 37335.06 141.12 -16.07 -226.76 SUGAR11 178.64 1.57 281.28 1.00 281.28 37335.06 132.73 4.02 53.30 US10 1102.19 0.36 395.55 1.00 395.55 37335.06 94.39 -10.41 -98.26 US10U 1124.22 0.44 497.60 1.00 497.60 37335.06 75.03 -11.83 -88.75 US2 2070.70 0.11 224.47 1.00 224.47 37335.06 166.32 -13.89 -231.04 US20 1122.19 0.67 755.29 1.00 755.29 37335.06 49.43 -5.72 -28.25 US30 1150.00 0.85 979.17 1.00 979.17 37335.06 38.13 -6.88 -26.24 US5 1074.84 0.25 265.74 1.00 265.74 37335.06 140.49 -11.95 -167.94 VIX 256.50 3.22 825.52 1.00 825.52 37335.06 45.23 4.71 21.32 WHEAT 323.12 1.51 487.16 1.00 487.16 37335.06 76.64 0.00 0.01 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 57.981 0.010 2.5 1.506 BITCOIN -239.048 0.043 2.5 -25.922 BOBL -64.345 0.004 2.5 -0.653 BTP -38.506 0.014 2.5 -1.315 BUND -9.226 0.004 2.5 -0.094 BUXL -4.302 0.004 2.5 -0.044 CAC 12.512 0.014 2.5 0.427 CAD -74.106 0.010 2.5 -1.925 CANOLA 239.268 0.010 2.5 5.829 CHF -59.604 0.010 2.5 -1.549 COCOA -38.266 0.010 2.5 -0.932 COFFEE 7.808 0.005 2.5 0.104 COPPER -0.085 0.043 2.5 -0.009 CORN 149.369 0.010 2.5 3.639 COTTON2 -30.501 0.010 2.5 -0.743 CRUDE_W 46.853 0.043 2.5 5.081 DAX -86.980 0.014 2.5 -2.971 DOW -283.666 0.009 2.5 -6.602 DX 63.122 0.010 2.5 1.640 EUR -43.903 0.010 2.5 -1.141 EURIBOR-ICE -20.955 0.014 2.5 -0.716 EUROSTX -6.597 0.014 2.5 -0.225 FEEDCOW 8.877 0.013 2.5 0.295 GASOIL 13.249 0.017 2.5 0.575 GASOLINE 10.352 0.017 2.5 0.449 GAS_US_mini 4.372 0.043 2.5 0.474 GBP -17.168 0.010 2.5 -0.446 GOLD_micro -33.155 0.014 2.5 -1.132 HEATOIL 12.519 0.017 2.5 0.543 JGB-SGX-mini -116.032 0.043 2.5 -12.582 JPY -50.353 0.010 2.5 -1.308 LEANHOG -89.249 0.024 2.5 -5.432 LIVECOW 27.689 0.013 2.5 0.919 LUMBER-new -151.436 0.010 2.5 -3.689 MXP 8.025 0.059 2.5 1.180 NASDAQ_micro -126.240 0.009 2.5 -2.938 NIKKEI -19.671 0.043 2.5 -2.133 NZD 8.422 0.010 2.5 0.219 OAT 6.464 0.014 2.5 0.221 OATIES 6.688 0.010 2.5 0.163 OJ -34.014 0.010 2.5 -0.829 PALLAD -0.043 0.014 2.5 -0.001 PLAT 1.232 0.014 2.5 0.042 REDWHEAT 14.899 0.005 2.5 0.198 RICE -117.595 0.010 2.5 -2.865 ROBUSTA -32.762 0.005 2.5 -0.435 RUSSELL -128.630 0.013 2.5 -4.268 SHATZ -238.673 0.004 2.5 -2.424 SILVER-mini -0.628 0.014 2.5 -0.021 SMI 8.160 0.014 2.5 0.279 SOFR -261.486 0.024 2.5 -15.914 SOYBEAN 28.550 0.004 2.5 0.266 SOYMEAL -66.453 0.004 2.5 -0.619 SOYOIL 46.408 0.004 2.5 0.433 SP400 -6.006 0.013 2.5 -0.199 SP500_micro -226.756 0.009 2.5 -5.277 SUGAR11 53.297 0.010 2.5 1.298 US10 -98.260 0.005 2.5 -1.247 US10U -88.750 0.005 2.5 -1.126 US2 -231.036 0.005 2.5 -2.932 US20 -28.251 0.005 2.5 -0.358 US30 -26.240 0.005 2.5 -0.333 US5 -167.941 0.005 2.5 -2.131 VIX 21.317 0.099 2.5 5.269 WHEAT 0.007 0.005 2.5 0.000 ===================== Position diags ===================== AUD 1.94 BITCOIN 21.20 BOBL 1.29 BTP 1.72 BUND 0.70 BUXL 0.35 CAC 1.53 CAD 3.67 CANOLA 6.81 CHF 1.22 COCOA 0.91 COFFEE 0.26 COPPER 1.66 CORN 3.84 COTTON2 2.17 CRUDE_W 3.10 DAX 4.23 DOW 4.61 DX 2.21 EUR 1.36 EURIBOR-ICE 8.20 EUROSTX 1.73 FEEDCOW 0.75 GASOIL 0.37 GASOLINE 0.52 GAS_US_mini 11.26 GBP 2.13 GOLD_micro 1.57 HEATOIL 0.35 JGB-SGX-mini 21.88 JPY 1.95 LEANHOG 5.26 LIVECOW 1.61 LUMBER-new 4.51 MXP 25.40 NASDAQ_micro 1.83 NIKKEI 7.66 NZD 2.21 OAT 2.02 OATIES 2.83 OJ 0.89 PALLAD 0.27 PLAT 0.41 REDWHEAT 0.89 RICE 3.07 ROBUSTA 0.81 RUSSELL 8.22 SHATZ 3.34 SILVER-mini 0.17 SMI 0.83 SOFR 15.22 SOYBEAN 0.70 SOYMEAL 0.75 SOYOIL 0.65 SP400 0.35 SP500_micro 3.28 SUGAR11 3.23 US10 1.20 US10U 0.95 US2 2.11 US20 0.63 US30 0.48 US5 1.78 VIX 11.18 WHEAT 1.02 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.5 1.3 1.7 0.0 0 BITCOIN -25.9 -28.0 -23.8 0.0 0 BOBL -0.7 -0.8 -0.5 -1.0 -1 BTP -1.3 -1.5 -1.1 0.0 0 BUND -0.1 -0.2 -0.0 0.0 0 BUXL -0.0 -0.1 -0.0 -1.0 -1 CAC 0.4 0.3 0.6 0.0 0 CAD -1.9 -2.3 -1.6 -1.0 -1 CANOLA 5.8 5.1 6.5 0.0 0 CHF -1.5 -1.7 -1.4 -3.0 -3 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 3.6 3.3 4.0 4.0 4 COTTON2 -0.7 -1.0 -0.5 -3.0 -3 CRUDE_W 5.1 4.8 5.4 1.0 1 DAX -3.0 -3.4 -2.5 -1.0 -1 DOW -6.6 -7.1 -6.1 0.0 0 DX 1.6 1.4 1.9 0.0 0 EUR -1.1 -1.3 -1.0 0.0 0 EURIBOR-ICE -0.7 -1.5 0.1 0.0 0 EUROSTX -0.2 -0.4 -0.1 1.0 1 FEEDCOW 0.3 0.2 0.4 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 0.5 -0.7 1.6 0.0 0 GBP -0.4 -0.7 -0.2 -2.0 -2 GOLD_micro -1.1 -1.3 -1.0 -2.0 -2 HEATOIL 0.5 0.5 0.6 2.0 2 JGB-SGX-mini -12.6 -14.8 -10.4 0.0 0 JPY -1.3 -1.5 -1.1 0.0 0 LEANHOG -5.4 -6.0 -4.9 0.0 0 LIVECOW 0.9 0.8 1.1 0.0 0 LUMBER-new -3.7 -4.1 -3.2 0.0 0 MXP 1.2 -1.4 3.7 13.0 13 NASDAQ_micro -2.9 -3.1 -2.8 -6.0 -6 NIKKEI -2.1 -2.9 -1.4 0.0 0 NZD 0.2 -0.0 0.4 1.0 1 OAT 0.2 0.0 0.4 2.0 2 OATIES 0.2 -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 0.1 0.0 0 REDWHEAT 0.2 0.1 0.3 0.0 0 RICE -2.9 -3.2 -2.6 0.0 0 ROBUSTA -0.4 -0.5 -0.4 0.0 0 RUSSELL -4.3 -5.1 -3.4 0.0 0 SHATZ -2.4 -2.8 -2.1 NaN 0 SILVER-mini -0.0 -0.0 -0.0 0.0 0 SMI 0.3 0.2 0.4 0.0 0 SOFR -15.9 -17.4 -14.4 NaN 0 SOYBEAN 0.3 0.2 0.3 1.0 1 SOYMEAL -0.6 -0.7 -0.5 0.0 0 SOYOIL 0.4 0.4 0.5 0.0 0 SP400 -0.2 -0.2 -0.2 -2.0 -2 SP500_micro -5.3 -5.6 -4.9 0.0 0 SUGAR11 1.3 1.0 1.6 2.0 2 US10 -1.2 -1.4 -1.1 0.0 0 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -2.9 -3.1 -2.7 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -3.0 -3 US5 -2.1 -2.3 -2.0 -7.0 -7 VIX 5.3 4.2 6.4 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 0.3 -0.0 0.1 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.1 1.1 0.1 -0.1 0.3 -0.1 0.3 -0.0 0.3 -0.1 0.1 0.4 0.4 -0.1 0.7 0.1 0.7 BITCOIN 0.5 -0.6 -0.6 -0.0 -0.1 0.2 -0.1 0.5 -0.1 -0.1 -0.4 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -1.4 -0.1 -0.2 -0.3 -0.1 -0.3 -0.1 -0.0 0.1 0.6 0.5 -0.6 -0.3 -0.0 -0.7 -0.5 BOBL -0.6 -0.2 -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 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.3 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.6 -0.1 -0.4 -0.2 -0.2 0.4 0.7 0.6 0.7 BTP -0.6 -0.6 -0.3 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -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 -0.2 -0.1 -0.2 0.1 -0.2 0.6 -0.1 -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 -0.1 -0.2 -0.1 -0.2 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.5 0.0 -0.2 -0.0 -0.0 0.3 0.7 0.5 0.7 BUXL -0.3 0.3 0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.3 -0.1 -0.7 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.3 -0.1 0.6 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.0 0.5 0.6 0.3 0.1 -0.2 0.5 -0.2 0.2 CAC -0.6 -0.6 -0.4 -0.1 -0.1 0.0 -0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.4 -0.2 -0.1 0.3 -0.0 0.1 -0.0 -0.2 -0.1 -0.2 0.1 -0.2 0.8 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.4 -0.3 0.4 0.6 0.1 0.3 0.7 0.2 0.7 CAD -0.4 -0.2 0.2 -0.0 -0.2 0.1 -0.2 0.2 -0.2 -0.2 0.1 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.0 -0.2 2.7 -0.0 -0.2 0.1 -0.2 0.1 -0.2 -0.3 -0.5 0.3 0.1 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 0.6 0.5 0.1 0.0 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 0.1 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 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 0.0 -0.1 0.1 -0.1 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -1.1 -0.1 -0.2 -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 -0.2 -0.5 -0.4 0.3 0.0 0.4 0.2 COFFEE 0.6 -0.2 -0.6 0.2 0.1 0.0 0.2 -0.6 0.2 0.0 -0.2 0.1 0.1 0.0 -0.1 0.3 0.4 0.3 0.4 -0.1 -0.2 0.1 -0.0 0.1 -2.7 0.0 -0.0 -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 0.1 -0.0 -0.0 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 0.4 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 0.1 0.0 0.2 1.5 0.2 0.0 0.4 0.2 0.2 0.2 -1.1 -0.3 0.5 0.6 0.3 0.2 -0.1 0.4 0.1 COTTON2 0.6 0.5 0.5 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 0.2 0.2 0.0 0.2 -0.4 0.2 -1.1 0.5 0.1 0.1 -0.1 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.6 0.6 0.6 0.2 0.1 0.5 0.2 0.5 0.2 0.0 0.3 0.1 0.1 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 -0.1 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 -0.1 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 -0.5 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.1 0.0 -0.1 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 -0.9 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.2 -0.2 -0.3 -0.4 -0.2 -0.0 -0.7 -0.4 -0.7 DX 0.5 0.5 0.2 -0.0 -0.1 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 0.1 0.1 0.0 0.1 -0.0 0.1 -1.8 0.1 0.1 0.0 0.1 -0.0 0.1 0.8 0.2 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 -0.2 -0.0 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.6 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.3 0.4 -0.1 -0.2 -0.2 -0.4 -0.7 -0.3 -0.7 EURIBOR-ICE -0.6 -0.3 -0.2 -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 0.2 0.2 0.2 -0.1 -0.0 -0.1 -0.0 -0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.6 -0.1 -0.5 -0.2 -0.2 0.7 0.7 0.7 0.7 EUROSTX -0.6 -0.6 -0.4 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.1 0.3 -0.1 -0.1 0.0 0.0 0.1 0.1 -0.1 -0.0 -0.1 0.1 -0.2 -0.6 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.8 -0.1 -0.4 -0.2 0.0 0.3 0.7 0.3 0.7 FEEDCOW -0.5 -0.6 0.1 0.2 0.1 0.0 0.2 -0.4 0.2 0.1 0.2 0.0 0.4 -0.0 0.1 0.1 0.2 0.2 0.2 0.0 0.1 0.1 0.5 -0.0 -2.7 -0.0 0.1 0.0 0.1 0.3 -0.0 1.1 0.5 -0.6 -0.6 -0.0 0.7 0.7 0.6 0.7 GASOIL 0.5 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 0.1 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 0.3 0.5 0.3 -0.1 0.5 -0.3 0.0 GASOLINE 0.5 0.6 0.6 0.2 0.1 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 -1.2 0.2 0.1 0.4 0.1 0.2 0.2 -1.1 0.1 0.3 0.3 0.1 0.2 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 2.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.4 -0.2 -0.6 -0.6 -0.6 0.3 -0.1 0.3 -0.4 GBP -0.2 -0.4 -0.1 -0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.1 -0.0 -0.0 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.3 0.4 0.3 -0.1 0.1 -0.4 -0.2 -0.2 -0.3 GOLD_micro -0.6 -0.3 -0.3 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.0 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 -0.0 0.2 -0.1 0.4 -0.1 -0.2 -0.3 -0.3 0.1 0.4 0.6 0.2 -0.1 -0.7 HEATOIL 0.6 0.6 0.6 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 0.5 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -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 -0.1 0.4 -0.1 0.1 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 0.2 0.1 -0.1 -0.4 -0.1 -0.5 0.1 -0.6 LEANHOG -0.6 -0.4 0.2 0.2 0.1 0.1 0.2 -0.7 0.2 -0.1 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 0.0 0.2 -0.2 0.4 -0.2 -1.1 -0.5 -0.6 -0.6 0.6 -0.5 0.2 -0.4 0.4 LIVECOW -0.1 -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 0.1 0.1 0.0 0.1 0.1 0.4 0.1 -2.7 -0.0 0.2 -0.0 0.1 0.2 0.0 1.1 0.5 -0.6 -0.5 -0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.5 0.1 0.2 0.2 0.1 0.0 0.2 -0.6 0.2 -0.1 -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 -0.4 -0.0 -0.7 0.0 -1.2 -0.4 -0.5 -0.7 -0.3 0.2 0.8 0.3 0.8 MXP -0.6 -0.6 -0.3 -0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.1 0.3 -0.1 0.5 -0.1 0.0 0.1 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 0.2 -0.2 -0.1 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.4 -0.6 -0.6 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.2 0.1 -0.2 -2.6 -0.1 -0.2 -0.1 -0.2 0.1 -0.1 -0.2 -0.4 0.2 -0.5 -0.5 0.4 -0.7 0.2 -0.7 NIKKEI -0.6 -0.4 -0.5 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.0 0.1 0.1 0.1 -0.0 0.1 -0.1 0.2 -0.1 -1.3 0.0 -0.0 0.2 -0.0 0.3 -0.0 1.1 0.0 0.0 0.3 0.2 -0.4 -0.1 -0.6 0.0 NZD -0.5 -0.3 0.3 -0.0 -0.1 0.0 -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 0.1 -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 -0.2 0.0 -0.1 0.8 -0.0 -0.4 -0.1 0.1 0.2 0.7 0.4 0.7 OATIES 0.3 0.6 0.5 0.1 0.0 0.0 0.1 -0.3 0.2 -0.0 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 -0.0 0.1 -0.0 -0.1 0.1 -0.0 -0.5 0.1 0.5 0.1 -0.0 -0.5 0.1 -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 0.1 -0.0 -0.0 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 -0.3 0.6 0.2 0.2 -0.2 PLAT -0.6 -0.4 0.2 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -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 -0.1 -0.1 0.1 0.7 0.4 0.3 -0.1 REDWHEAT 0.3 0.6 0.6 0.2 0.1 0.0 0.2 -0.4 0.2 0.1 0.2 0.1 -0.2 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 0.6 0.4 -0.7 -0.7 -0.7 -0.7 RICE 0.3 0.2 0.6 0.1 0.0 0.0 0.1 -0.3 0.2 -0.0 -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 0.0 -0.1 -0.0 -0.4 0.0 -0.9 -0.3 -0.0 -0.3 0.1 -0.7 -0.5 -0.6 -0.5 ROBUSTA 0.0 -0.3 -0.4 0.1 0.0 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 0.0 -0.5 -0.6 -0.6 0.1 0.1 0.3 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 -0.1 0.0 -0.1 0.2 -0.1 0.1 0.2 0.2 -0.2 0.0 -0.0 -0.7 -0.3 -0.7 SHATZ -0.6 -0.4 -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 0.0 -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 -0.3 -0.6 -0.6 -0.4 0.5 0.7 0.6 0.7 SILVER-mini -0.6 -0.2 -0.1 -0.0 -0.0 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 -0.1 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 0.1 -0.3 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.2 0.1 -0.1 -2.5 -0.0 -0.1 0.1 -0.2 0.1 -0.1 0.2 -0.0 0.2 0.5 0.2 -0.5 -0.4 -0.6 -0.7 SOYBEAN -0.2 0.5 0.3 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 0.1 0.1 0.0 0.1 0.1 -0.8 0.1 -0.0 0.3 0.0 0.3 0.1 0.7 -0.5 -0.4 0.6 0.1 -0.2 -0.4 -0.1 -0.3 SOYMEAL -0.0 0.3 0.1 0.1 0.0 0.0 0.1 -0.3 0.2 -0.1 -0.0 -0.0 -0.2 0.0 0.0 -0.0 -0.2 -0.1 -0.2 0.0 0.0 -0.0 -0.0 0.0 -1.4 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 -0.4 -0.6 0.2 -0.1 -0.4 -0.5 -0.4 -0.5 SOYOIL -0.2 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 0.5 0.2 0.4 -0.4 0.6 0.6 0.6 -0.2 -0.7 -0.2 -0.7 SP400 -0.6 -0.6 0.0 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.4 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.0 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 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.2 0.2 -0.2 -1.8 -0.1 -0.2 -0.2 -0.2 0.1 -0.2 -0.3 -0.5 -0.3 -0.6 -0.5 0.6 -0.7 0.5 -0.7 SUGAR11 0.6 0.6 0.4 0.2 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 -0.1 -0.3 -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 0.1 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 -0.0 -0.1 0.1 0.0 -0.2 -0.7 -0.4 -0.7 US10U -0.6 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -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 -1.5 -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 -0.6 -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 -0.1 -0.1 -0.2 0.9 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -1.1 -0.1 -0.4 -0.3 -0.2 -0.1 -0.7 -0.2 -0.7 US20 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.9 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.0 0.1 -0.0 -0.0 0.1 -0.1 0.6 -0.3 -0.4 US30 -0.6 0.0 -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 -0.1 -0.0 -0.2 0.0 -0.2 -0.3 0.3 0.3 0.1 0.2 -0.2 0.5 -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 -0.4 -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 0.2 0.0 0.2 0.1 0.1 0.2 -0.4 0.2 0.1 0.2 -0.6 -0.3 -0.6 0.2 0.1 0.2 -0.0 0.2 NaN 0.2 0.2 0.2 0.2 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 0.1 -0.0 0.1 0.9 0.2 0.0 0.3 0.1 0.1 0.1 -0.6 -0.2 -0.1 0.6 0.4 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -19.1 -3.5 12.9 -2.4 -13.6 2.1 -12.3 3.1 -8.7 -10.7 9.4 -10.2 9.7 -4.2 7.1 1.4 -0.1 1.1 0.6 4.1 9.1 -12.8 8.1 -5.0 8.6 5.0 -15.1 10.1 -11.7 8.5 -4.4 6.5 -4.7 3.1 11.0 13.7 -3.9 20.0 3.6 20.0 BITCOIN 15.8 -20.0 -20.0 -3.9 -8.3 6.2 -12.4 13.7 -10.8 -13.1 -14.1 -5.9 -9.0 -10.7 -12.3 -3.5 -5.6 -3.6 -4.4 -20.0 -20.0 -9.5 -18.9 -10.4 -10.7 -7.2 -16.9 -12.8 -9.2 -9.3 -4.7 -0.1 5.3 20.0 16.4 -18.7 -9.4 -0.3 -20.0 -15.9 BOBL -20.0 -6.4 -0.5 -6.3 -13.8 -2.9 -14.2 -2.0 -11.5 -9.9 -7.1 -11.0 -4.6 -10.7 -8.2 13.6 -2.0 -1.7 -3.1 -11.3 -6.2 -18.6 -3.9 -17.4 2.1 -9.8 -14.0 -5.6 -16.3 -4.0 -15.3 -11.1 -4.9 -13.8 -7.3 -5.0 11.0 20.0 16.9 20.0 BTP -20.0 -17.1 -8.6 -7.6 -16.8 -3.5 -17.2 -2.4 -14.0 -12.0 -1.9 -13.3 7.8 -12.8 -9.1 5.3 10.9 10.3 11.2 -12.0 -3.9 -20.0 1.2 -19.9 -20.0 -11.3 -18.3 -3.1 -20.0 1.9 -19.1 12.1 -4.9 -19.0 -11.7 0.1 8.7 20.0 14.6 20.0 BUND -20.0 -0.7 2.1 -7.5 -16.5 -3.4 -17.0 -2.4 -13.8 -11.3 -7.3 -12.9 -8.0 -12.4 -8.9 3.6 8.8 10.6 10.6 -9.0 -4.8 -17.5 -4.3 -15.1 0.1 -8.3 -17.5 -4.3 -17.2 -3.6 -14.7 9.7 0.6 -6.5 -1.1 -0.9 8.4 20.0 13.9 20.0 BUXL -9.8 10.3 7.4 -10.5 -20.0 -4.8 -20.0 -3.3 -19.2 -12.0 -12.1 -13.2 -18.1 -9.3 -7.7 3.7 3.8 4.2 4.3 -3.9 -6.1 -8.1 -12.0 -5.8 4.2 -3.9 -15.0 -5.2 -9.1 -9.4 -6.7 -0.2 20.0 20.0 10.4 4.0 -6.1 15.6 -5.1 7.3 CAC -20.0 -20.0 -11.1 -7.4 -14.9 1.0 -14.8 6.0 -14.1 -11.2 -2.4 -11.3 10.4 -14.2 -12.5 12.8 -1.4 3.0 -0.3 -15.0 -5.5 -16.8 2.0 -18.6 5.8 -0.1 -13.9 3.5 -11.6 3.5 -6.3 7.6 -11.9 12.8 20.0 4.3 10.4 20.0 5.6 20.0 CAD -12.7 -4.9 6.4 -4.5 -20.0 3.9 -20.0 5.9 -16.5 -20.0 2.6 -20.0 4.5 -18.8 -3.8 -6.6 -7.4 -6.9 -7.2 -5.3 1.6 -20.0 0.7 -17.8 20.0 -3.3 -20.0 4.9 -20.0 3.5 -19.9 -6.5 -20.0 8.6 4.2 2.8 -20.0 -20.0 -20.0 -20.0 CANOLA -7.1 20.0 16.9 10.6 4.9 0.9 10.9 -8.7 14.2 3.9 4.9 2.7 1.5 6.6 9.0 -14.6 -15.5 -16.9 -17.0 11.0 7.6 2.5 2.9 8.2 7.8 11.7 -0.7 8.1 2.3 3.0 8.4 -10.5 -11.7 7.8 20.0 11.8 6.2 20.0 8.4 20.0 CHF -19.1 -9.3 -3.6 -2.1 -12.1 1.8 -10.9 2.8 -7.8 -9.2 -2.7 -9.5 6.6 -8.8 -5.1 -13.3 -15.5 -13.9 -14.6 -4.9 0.1 -12.4 3.2 -10.2 -1.9 -2.7 -13.5 2.4 -11.7 5.0 -8.7 -19.8 -2.8 -5.2 -1.1 0.1 -14.7 -20.0 -13.0 -20.0 COCOA 20.0 -20.0 -20.0 6.8 3.2 0.6 7.1 -5.6 9.1 -5.1 -6.9 -0.4 -6.2 -4.4 -6.2 -6.8 1.6 -6.0 -3.7 -15.1 -20.0 -3.2 -16.2 -6.8 -20.0 -7.8 -2.8 -10.8 -2.7 -7.9 -3.7 15.6 -8.1 -6.8 -15.7 -13.9 8.7 1.2 12.8 5.5 COFFEE 20.0 -7.2 -20.0 20.0 9.6 1.7 20.0 -17.0 20.0 0.2 -5.9 11.6 2.4 0.4 -12.1 13.1 17.5 17.0 18.8 -9.1 -14.2 14.4 -0.3 8.8 -20.0 0.8 -1.7 -3.6 14.2 7.7 12.7 20.0 20.0 6.7 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -19.1 -13.5 2.7 -2.1 -4.5 3.3 -6.6 7.3 -5.8 -2.7 3.0 -4.3 3.8 -5.5 -2.3 -6.0 -6.3 -6.2 -6.3 -2.9 2.1 -6.9 4.3 -7.0 -0.8 -2.4 -3.6 1.6 -6.1 4.5 -5.8 -2.2 -0.3 -2.1 2.9 -1.4 8.6 20.0 3.3 12.6 CORN 12.5 19.0 12.0 20.0 9.5 1.7 20.0 -16.7 20.0 10.2 14.8 16.1 -3.3 18.4 17.5 -20.0 -20.0 -20.0 -20.0 18.7 10.4 13.6 0.4 20.0 11.0 20.0 4.0 14.9 14.3 4.4 20.0 -20.0 -11.4 14.7 20.0 10.6 7.4 -3.3 11.1 3.2 COTTON2 20.0 16.2 14.0 20.0 9.7 1.7 20.0 -17.2 20.0 18.6 -7.6 18.1 -17.2 16.3 10.2 -20.0 -20.0 -20.0 -20.0 9.7 -1.8 20.0 -11.7 20.0 -4.2 14.8 20.0 0.9 20.0 -10.0 20.0 -20.0 20.0 3.3 4.4 -2.8 -10.0 -14.2 -10.0 -8.7 CRUDE_W 20.0 20.0 20.0 20.0 10.3 20.0 20.0 12.5 20.0 2.7 10.3 12.4 1.5 14.6 16.2 18.7 7.0 12.3 8.4 20.0 19.0 20.0 6.9 20.0 6.2 20.0 8.1 19.0 18.8 6.5 20.0 -0.1 -5.3 -13.4 -10.1 -9.7 8.7 20.0 -1.1 4.6 DAX -20.0 -20.0 -15.1 -4.4 -8.9 0.6 -8.9 3.6 -8.4 -7.7 -3.0 -8.7 5.7 -8.7 -6.6 -5.6 -7.3 -7.1 -7.3 -10.8 -4.2 -15.4 1.4 -15.7 -6.7 -8.9 -9.7 -3.7 -11.5 0.7 -12.4 -2.9 -9.2 -15.2 -11.6 -4.5 13.9 20.0 13.6 20.0 DOW -20.0 -20.0 -14.6 -5.5 -11.1 0.7 -11.1 4.5 -10.5 -8.7 0.9 -10.3 9.2 -10.9 -7.2 -5.8 -7.6 -6.5 -7.0 -13.5 -2.6 -18.8 5.3 -19.9 -7.0 -11.5 -15.3 -2.9 -15.4 3.5 -16.3 -3.0 -6.7 -9.9 -12.5 -7.2 -1.1 -20.0 -11.8 -20.0 DX 13.9 14.6 7.3 -2.2 -12.7 1.9 -11.5 2.9 -8.1 5.9 5.1 6.7 -6.7 8.5 7.1 3.6 5.6 4.5 5.1 7.1 3.1 5.6 -0.8 8.3 -13.9 5.8 6.1 1.5 5.5 -1.4 7.9 15.3 9.6 20.0 20.0 -8.8 2.7 18.6 8.9 20.0 EUR -11.6 -15.0 -12.8 -2.6 -14.8 2.2 -13.3 3.4 -9.4 -1.2 -5.7 -4.5 7.9 -8.2 -8.2 -5.5 -7.6 -6.5 -7.1 -7.9 -3.3 -5.7 2.0 -8.7 4.4 -6.0 -5.5 -0.7 -5.7 3.6 -8.1 -6.6 17.2 -4.1 -7.6 -5.3 -12.0 -20.0 -7.9 -20.0 EURIBOR-ICE -20.0 -9.5 -4.9 -4.9 -10.8 -2.3 -11.1 -1.6 -9.0 -7.8 -5.0 -8.7 -0.4 -8.5 -6.5 2.5 10.6 7.6 9.8 -9.2 -4.5 -15.3 -1.6 -14.3 -2.1 -7.2 -10.6 -3.9 -11.9 -2.0 -11.3 11.0 -3.7 -13.9 -5.6 -4.9 20.0 20.0 20.0 20.0 EUROSTX -20.0 -20.0 -11.1 -5.0 -10.0 0.7 -10.0 4.0 -9.5 -8.1 2.7 -9.4 8.3 -9.2 -5.5 2.1 2.2 4.8 3.8 -8.1 -0.0 -14.4 5.1 -14.2 -4.5 -6.6 -10.4 0.4 -11.5 4.1 -11.7 14.4 -6.0 -13.1 -4.8 0.8 9.2 20.0 7.6 20.0 FEEDCOW -14.0 -20.0 1.9 14.3 6.7 1.2 14.8 -11.8 19.2 13.0 8.8 4.5 11.7 -3.2 7.2 5.6 10.4 10.7 11.9 1.0 9.0 8.9 17.3 -0.1 -20.0 -4.6 15.4 0.1 6.4 9.1 -2.2 20.0 20.0 -20.0 -20.0 -0.3 20.0 20.0 17.2 20.0 GASOIL 15.5 19.2 10.8 14.7 4.3 10.0 8.3 5.2 14.2 3.6 5.8 5.7 5.3 6.2 6.3 20.0 20.0 20.0 20.0 12.1 8.0 8.4 4.2 12.5 -1.9 13.8 3.6 10.3 6.5 6.1 12.3 20.0 3.4 9.6 14.5 9.2 -3.2 15.9 -8.3 0.9 GASOLINE 14.8 20.0 18.9 20.0 6.8 15.8 13.1 8.2 20.0 2.4 9.5 8.1 6.6 9.5 10.5 5.6 -20.0 -20.0 -20.0 20.0 13.6 14.9 6.7 20.0 -9.4 20.0 5.7 13.5 11.7 6.5 19.7 -20.0 3.0 10.7 8.7 1.9 4.7 20.0 -3.2 14.1 GAS_US_mini -0.1 -5.2 -2.0 17.7 5.2 12.1 10.0 6.3 17.1 -1.2 -4.1 -3.6 -5.7 -6.0 -4.4 2.9 -5.6 20.0 14.5 -2.1 -2.3 -1.7 -2.6 -2.0 15.1 -3.3 0.7 -3.6 -1.8 -3.3 -2.6 -7.7 -9.8 -20.0 -20.0 -20.0 10.5 -2.7 10.1 -10.7 GBP -5.7 -12.2 -1.7 -3.1 -17.8 2.7 -16.0 4.0 -11.4 -7.2 -0.4 -3.8 9.2 -10.0 -6.6 0.7 0.1 0.3 0.2 -4.6 -0.5 -5.9 3.2 -6.4 -0.8 -1.5 -8.7 3.3 -5.5 6.3 -5.0 6.3 16.3 8.7 -1.8 3.1 -13.4 -6.9 -7.2 -9.2 GOLD_micro -20.0 -8.5 -8.7 -1.8 -3.8 2.8 -5.6 6.2 -4.9 -4.3 3.7 -5.8 5.3 -4.9 -0.8 -4.7 -8.5 -5.5 -6.7 -2.1 4.9 -13.1 7.8 -10.4 -18.5 0.9 -4.7 8.3 -8.8 12.4 -6.3 -4.6 -13.7 -9.1 1.8 11.2 19.3 6.8 -3.3 -20.0 HEATOIL 20.0 20.0 18.1 16.3 4.8 11.1 9.3 5.8 15.8 4.3 6.7 6.7 5.7 7.3 7.5 20.0 20.0 20.0 20.0 19.7 12.9 14.3 6.8 20.0 -8.2 16.3 5.0 11.5 9.4 6.6 15.6 20.0 6.2 20.0 15.2 6.7 -1.1 6.6 -10.9 -9.7 JGB-SGX-mini -13.1 16.1 6.0 -4.4 -9.7 -2.0 -10.0 -1.4 -8.1 -6.4 -6.9 -7.0 -7.7 -5.2 -5.6 3.8 9.7 4.3 6.5 -5.2 -7.2 -10.0 -9.3 -6.6 1.7 -5.5 -13.0 -8.3 -8.8 -10.2 -5.8 7.1 -2.8 4.4 3.6 -12.2 -2.4 -20.0 -5.1 -20.0 JPY -9.4 -4.3 0.2 -2.5 -14.3 2.2 -12.8 3.2 -9.1 -10.6 -11.6 -10.6 -11.7 -11.3 -10.4 -8.3 -9.9 -8.6 -9.0 -9.2 -10.4 -8.0 -12.0 -9.2 20.0 -7.7 -8.7 -8.9 -8.0 -10.6 -8.4 -10.1 7.6 2.0 -2.7 -13.3 -3.3 -16.0 3.7 -19.3 LEANHOG -20.0 -12.6 6.8 20.0 12.0 2.1 20.0 -20.0 20.0 -6.8 11.5 -20.0 18.6 -19.8 3.7 -20.0 -20.0 -20.0 -20.0 -6.0 7.2 -20.0 13.4 -20.0 -8.4 -8.5 1.7 6.0 -20.0 11.7 -20.0 -20.0 -20.0 -20.0 -20.0 17.4 -16.1 5.8 -10.7 13.5 LIVECOW -3.7 -7.0 2.6 16.0 7.5 1.3 16.6 -13.2 20.0 14.5 8.6 11.5 11.9 1.5 9.6 8.2 6.9 7.3 5.3 3.7 7.5 12.3 14.4 4.9 -20.0 -2.5 17.2 -1.1 9.7 6.3 1.8 20.0 20.0 -17.6 -16.7 -2.4 20.0 20.0 20.0 20.0 LUMBER-new 12.2 3.2 5.7 18.8 8.8 1.6 19.4 -15.4 20.0 -5.5 -16.4 3.0 -16.9 -0.6 -5.8 -20.0 -20.0 -20.0 -20.0 -4.8 -13.3 -2.3 -20.0 -0.6 NaN -3.4 -7.0 -11.3 -3.2 -15.7 0.3 -20.0 -15.5 -13.5 -20.0 -8.9 5.7 20.0 8.3 20.0 MXP -18.7 -18.7 -9.2 -3.0 -17.1 2.6 -15.4 3.9 -10.9 -10.8 9.5 -11.6 13.9 -10.3 2.3 7.3 11.8 9.3 10.5 -1.5 8.1 -11.3 13.2 -9.0 -20.0 -0.7 -14.2 9.9 -10.6 15.4 -8.7 20.0 6.5 -7.4 -1.9 9.4 9.0 7.0 20.0 9.5 NASDAQ_micro -13.3 -18.9 -20.0 -6.0 -12.0 0.8 -11.9 4.9 -11.3 -11.2 -2.6 -11.6 9.6 -12.1 -10.3 -6.9 -8.3 -7.4 -7.8 -11.3 -3.6 -20.0 5.4 -16.7 -19.2 -9.7 -20.0 -4.0 -17.6 2.9 -13.5 -4.3 -16.5 5.1 -14.0 -15.1 11.4 -20.0 7.0 -20.0 NIKKEI -20.0 -11.9 -17.0 -3.4 -6.9 0.5 -6.8 2.8 -6.5 -2.9 4.7 -4.7 6.5 -4.5 0.1 1.1 6.9 4.6 5.7 -0.6 4.9 -6.0 7.8 -5.1 -9.8 0.4 -4.9 5.7 -4.5 8.6 -3.6 20.0 1.3 1.1 8.3 6.9 -12.6 -2.5 -19.4 0.1 NZD -17.0 -10.0 10.8 -1.9 -11.0 1.7 -9.9 2.5 -7.0 -8.1 1.2 -7.8 -0.1 -7.0 -2.7 -2.7 -3.4 -3.3 -3.5 -3.1 -0.1 -8.9 -0.4 -7.2 9.0 -3.2 -9.8 -0.4 -8.8 -0.9 -7.3 0.0 2.5 -2.2 -3.2 -0.9 -7.8 20.0 3.6 20.0 OAT -20.0 -10.1 2.9 -6.1 -13.4 -2.8 -13.8 -1.9 -11.2 -9.4 -1.0 -10.5 -0.2 -10.0 -6.4 11.7 12.6 12.5 13.2 -7.3 -2.0 -15.8 -0.7 -13.6 -0.9 -5.9 -13.8 -0.8 -14.1 0.4 -12.3 15.6 -0.2 -11.7 -3.4 4.2 7.1 20.0 13.2 20.0 OATIES 10.8 20.0 15.0 11.6 5.4 1.0 11.9 -9.5 15.4 -5.4 0.8 -0.6 -4.4 3.4 6.2 -2.0 -9.7 -6.2 -9.6 8.7 3.5 -2.8 -2.5 5.7 -0.8 9.6 -3.1 3.9 -1.2 -2.7 7.0 -0.3 -20.0 3.8 14.7 3.5 -0.6 -14.9 1.8 -17.9 OJ -3.3 -3.0 11.9 6.7 3.1 0.6 6.9 -5.5 9.0 -1.6 -3.8 -2.0 -5.8 -3.6 -2.0 1.0 2.5 1.6 1.2 -2.7 -3.4 -2.6 -5.4 -3.3 -20.0 -2.5 -0.8 -2.1 -2.4 -3.4 -3.2 20.0 -14.0 -12.4 -17.6 2.6 -10.6 -12.0 -10.4 -12.4 PALLAD -20.0 -18.1 2.4 -2.0 -4.2 3.1 -6.2 6.9 -5.4 -5.8 -0.0 -7.1 2.6 -7.5 -5.5 -3.1 -3.1 -3.1 -3.1 -7.1 -0.3 -11.2 4.0 -11.4 11.1 -7.2 -6.9 -0.9 -10.1 5.2 -10.2 3.2 -3.2 -6.1 -5.5 -7.8 19.4 4.8 6.1 -4.9 PLAT -17.5 -11.4 6.6 -1.8 -3.8 2.9 -5.7 6.3 -5.0 -4.9 0.7 -6.2 3.2 -6.3 -2.7 -1.8 -3.2 -2.2 -2.6 -3.3 2.3 -8.8 5.6 -7.6 -1.3 -2.5 -5.6 3.5 -7.1 8.7 -6.1 3.5 -1.0 -1.8 -3.2 3.7 20.0 10.7 9.3 -1.7 REDWHEAT 10.5 19.2 20.0 14.4 6.7 1.2 14.9 -11.8 19.2 10.7 8.3 11.2 -6.9 11.9 12.3 -13.1 -15.6 -13.9 -14.8 13.6 8.2 10.6 -0.2 13.2 5.5 15.3 10.9 11.1 9.7 3.1 13.4 -9.0 -3.3 5.6 17.2 13.1 -20.0 -20.0 -20.0 -20.0 RICE 9.4 6.3 19.0 10.9 5.1 0.9 11.3 -9.0 14.6 -0.2 -6.5 3.7 -9.3 2.6 3.6 -20.0 -16.5 -20.0 -20.0 0.6 -5.0 -0.8 -13.8 0.7 2.4 2.4 3.1 -2.5 -1.0 -12.3 1.1 -16.1 -13.5 -1.0 -7.8 2.4 -20.0 -15.7 -16.7 -15.7 ROBUSTA 0.3 -7.9 -12.2 10.7 5.0 0.9 11.0 -8.8 14.3 4.0 -3.5 0.6 -3.9 -5.6 -7.1 13.3 15.3 15.7 15.6 -6.8 -7.6 -0.9 -5.0 -3.5 -20.0 -6.0 -2.1 -6.4 -1.2 -4.1 -3.4 20.0 1.7 -15.7 -20.0 -18.5 4.2 2.6 10.3 9.9 RUSSELL -20.0 -20.0 -5.7 -6.0 -12.0 0.8 -12.0 4.9 -11.4 -4.8 4.5 -8.5 10.3 -9.4 -5.4 -4.1 -5.1 -4.5 -4.7 -7.3 1.3 -9.2 7.0 -11.5 5.8 -6.7 -7.9 0.4 -7.9 5.2 -10.0 1.2 10.2 5.4 -6.6 0.2 -0.1 -20.0 -9.9 -20.0 SHATZ -20.0 -11.4 -0.2 -4.8 -10.7 -2.2 -11.0 -1.6 -8.9 -7.4 -7.3 -8.5 -6.9 -8.5 -7.2 0.3 -9.3 0.0 -3.8 -13.5 -8.0 -18.3 -4.9 -18.9 6.7 -12.0 -9.3 -7.8 -14.6 -5.3 -16.0 -18.4 -10.7 -20.0 -18.8 -11.5 14.1 19.5 18.1 20.0 SILVER-mini -18.2 -6.3 -3.0 -1.7 -3.7 2.8 -5.6 6.1 -4.9 -4.7 1.1 -5.8 3.0 -5.9 -2.3 -1.9 -5.4 -3.0 -4.2 -2.2 3.5 -7.6 5.9 -7.0 -7.8 -0.1 -2.9 6.8 -4.8 11.3 -4.3 0.1 -1.7 -0.7 -5.5 8.9 11.2 11.8 4.0 0.9 SMI -20.0 -20.0 -7.6 -4.3 -8.6 0.6 -8.5 3.5 -8.1 -2.0 3.0 -6.7 6.6 -7.3 -4.3 4.8 7.2 8.6 8.5 -6.5 1.3 -9.4 5.1 -12.2 5.1 -3.7 -2.8 3.6 -7.5 6.3 -9.4 20.0 1.2 -13.1 2.9 7.2 -2.0 20.0 -2.9 20.0 SOFR -20.0 4.1 -7.8 -8.2 -18.1 -3.8 -18.6 -2.6 -15.1 -11.6 -3.3 -13.7 9.6 -10.5 -5.8 4.3 6.4 6.0 6.6 -4.6 -0.6 -16.9 2.3 -12.1 -19.1 -2.3 -14.2 1.9 -16.5 3.7 -10.8 4.3 -1.1 4.8 14.3 6.2 -13.8 -10.8 -19.3 -20.0 SOYBEAN -4.8 14.6 7.8 17.9 8.3 1.5 18.5 -14.7 20.0 7.5 13.5 3.3 11.3 11.9 13.6 3.4 -2.9 1.6 -0.8 13.6 11.3 4.4 5.5 10.2 -5.9 12.5 -1.3 12.0 0.9 7.6 7.2 13.7 -20.0 -12.6 17.8 2.7 -6.1 -11.8 -4.4 -8.6 SOYMEAL -0.5 10.6 4.0 11.1 5.2 0.9 11.5 -9.1 14.8 -6.8 -0.5 -3.8 -4.8 4.3 2.4 -0.1 -12.0 -6.2 -9.6 2.7 1.4 -2.6 -1.5 1.5 -10.3 4.5 -7.2 4.9 -2.2 2.3 2.1 -1.9 -15.3 -19.4 4.9 -4.1 -12.3 -16.2 -13.0 -15.6 SOYOIL -6.0 20.0 20.0 16.5 7.7 1.4 17.0 -13.6 20.0 11.6 14.3 13.2 13.2 15.4 16.5 0.1 -5.3 -3.6 -5.2 20.0 20.0 17.3 16.3 20.0 -15.3 20.0 9.5 20.0 11.4 12.9 19.6 8.2 -16.4 19.6 20.0 20.0 -6.2 -20.0 -7.1 -20.0 SP400 -20.0 -18.7 0.8 -5.8 -11.7 0.8 -11.6 4.7 -11.0 -5.1 5.0 -8.7 9.6 -8.7 -3.3 -5.8 -6.3 -6.2 -6.2 -5.7 2.1 -10.3 5.6 -11.4 3.1 -5.3 -8.8 0.5 -8.8 2.7 -9.8 -1.2 9.3 -1.3 1.5 3.4 0.6 -20.0 -9.5 -20.0 SP500_micro -20.0 -20.0 -20.0 -6.8 -13.6 0.9 -13.5 5.5 -12.8 -12.5 0.8 -13.3 12.9 -13.4 -9.0 -7.4 -9.2 -8.2 -8.6 -14.7 -3.5 -20.0 7.0 -20.0 -13.8 -13.7 -20.0 -5.6 -20.0 2.1 -19.1 -5.8 -18.8 -8.3 -19.1 -16.2 16.8 -20.0 14.2 -20.0 SUGAR11 20.0 18.4 13.1 14.4 6.7 1.2 14.9 -11.8 19.2 12.1 -6.1 13.7 -12.2 13.1 7.9 -2.2 11.3 7.8 10.2 11.0 -0.6 20.0 -9.3 20.0 -20.0 13.7 16.7 3.3 20.0 -5.1 20.0 20.0 20.0 19.4 7.6 6.4 -0.5 -19.0 1.7 -13.0 US10 -20.0 -2.6 -8.5 -6.3 -13.9 -2.9 -14.3 -2.0 -11.6 -9.6 -3.0 -10.8 5.4 -9.8 -7.3 2.4 1.5 2.6 2.5 -6.8 -2.4 -15.0 0.2 -12.4 -6.5 -5.4 -11.9 -1.0 -14.4 1.6 -11.3 -3.5 -1.3 -1.8 3.1 0.9 -5.5 -20.0 -12.7 -20.0 US10U -20.0 -2.2 -6.9 -9.7 -20.0 -4.4 -20.0 -3.1 -17.8 -15.3 -2.6 -16.7 7.8 -14.9 -10.6 2.8 1.1 2.8 2.3 -9.3 -2.8 -20.0 0.7 -17.5 -11.6 -7.9 -19.3 -0.2 -20.0 3.9 -17.5 -4.2 1.1 0.1 3.8 3.6 -5.9 -3.5 -19.4 -20.0 US2 -20.0 -9.8 -8.7 -6.0 -13.3 -2.8 -13.6 -1.9 -11.1 -6.4 -7.0 -9.4 -2.4 -9.7 -8.8 -5.4 -12.1 -8.2 -9.6 -11.5 -6.4 -16.4 -3.0 -16.4 6.9 -9.8 -8.5 -5.2 -14.5 -1.9 -14.4 -20.0 -5.4 -11.3 -8.9 -5.9 -3.9 -20.0 -6.1 -20.0 US20 -20.0 -2.5 -2.8 -6.3 -14.0 -2.9 -14.4 -2.0 -11.7 -9.2 -1.4 -10.3 1.9 -9.3 -6.5 4.2 4.1 4.8 4.7 -5.8 -1.6 -12.5 -0.2 -10.9 -6.7 -5.7 -10.6 -0.4 -13.3 1.9 -11.7 0.6 4.1 -1.1 -0.3 3.2 -1.8 17.3 -7.8 -13.1 US30 -18.4 0.7 -0.8 -9.0 -19.8 -4.1 -20.0 -2.9 -16.5 -12.4 -5.2 -14.5 -4.0 -12.8 -9.1 1.4 -0.0 1.8 1.3 -6.3 -2.6 -13.4 -2.4 -11.6 -4.9 -7.1 -14.5 -0.9 -16.7 1.0 -14.5 -6.0 12.0 9.9 2.6 4.8 -4.7 13.6 -8.1 -11.4 US5 -20.0 -3.1 -8.5 -5.7 -11.2 -2.6 -12.9 -1.9 -10.8 -9.8 -4.1 -11.2 5.4 -10.2 -7.8 0.0 -1.4 0.1 -0.3 -8.0 -3.3 -17.7 -0.4 -14.2 -5.0 -6.3 -15.0 -1.8 -16.3 1.0 -12.7 -8.4 -7.0 -6.6 -0.0 -0.3 -5.1 -20.0 -10.7 -20.0 VIX 17.0 20.0 11.6 10.3 10.2 4.6 9.5 0.6 11.8 9.9 2.3 10.7 -6.7 10.6 7.7 7.5 -20.0 -10.1 -20.0 10.7 4.5 11.9 -0.1 13.2 NaN 11.3 11.4 5.3 10.3 0.8 12.7 NaN NaN NaN NaN NaN -5.8 -20.0 NaN NaN WHEAT 6.0 20.0 20.0 13.5 6.3 1.1 14.0 -11.1 18.1 4.2 5.4 7.6 -7.3 10.0 10.4 -12.6 -17.6 -15.2 -16.5 11.2 6.4 5.8 -1.2 9.8 6.7 14.6 4.9 10.7 6.1 3.2 11.5 -12.0 -8.8 -2.5 17.4 11.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3