******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260330_204000 produced at 2026-03-30 21:37:02.900695 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.48 0.0 0.00 0.00 0.00 0.00 -14.75 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 -11.68 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -2.70 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -2.30 24.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.26 -0.11 0.0 0.85 -0.85 -0.26 -0.20 -1.64 13.0 -4 -3 caleb_strategy_v3 US5 False False 0.04 -0.36 -0.09 0.0 1.12 -1.12 -0.36 -0.36 -1.91 25.0 -8 -8 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.09 0.0 0.23 -0.23 0.00 -0.02 -5.34 13.0 0 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -27.98 59.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.08 0.0 0.64 -0.64 0.00 0.00 -5.68 48.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.08 0.0 0.84 -0.84 0.00 0.00 -1.26 14.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.06 -0.07 0.0 0.87 -0.87 -0.06 -0.06 -2.36 29.0 -2 -2 caleb_strategy_v3 BTP False False 0.06 0.00 -0.07 0.0 0.55 -0.55 0.00 0.00 -1.28 10.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.07 0.0 0.62 -0.62 0.00 0.00 -7.06 66.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.17 -0.06 0.0 0.44 -0.44 -0.17 -0.21 -3.19 23.0 -9 -11 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.61 -0.61 -0.05 -0.05 -0.98 13.0 -1 -1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 -0.05 0.0 1.16 -1.16 0.00 0.00 -0.41 10.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.78 -0.78 0.00 0.00 -1.12 17.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.00 -0.04 0.0 0.56 -0.56 0.00 0.00 -1.23 17.0 0 0 caleb_strategy_v3 GBP False False 0.03 -0.07 -0.03 0.0 0.75 -0.75 -0.07 -0.03 -0.73 22.0 -2 -1 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.03 0.0 1.05 -1.05 -0.06 -0.06 -0.58 19.0 -1 -1 caleb_strategy_v3 SP400 False False 0.14 -0.27 -0.03 0.0 0.27 -0.27 -0.27 -0.27 -0.24 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 -2.46 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 -2.79 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.03 0.0 0.34 -0.34 0.00 0.00 -5.28 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.03 0.0 0.63 -0.63 0.00 0.00 -2.95 58.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.06 -1.06 -0.04 -0.02 -1.17 56.0 -2 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.98 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.32 -0.32 0.00 0.00 -0.50 23.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.05 -0.01 0.0 0.17 -0.17 -0.05 -0.02 -0.50 11.0 -3 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -1.00 26.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.28 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.29 -0.29 -0.15 -0.15 -0.26 6.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.82 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.63 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.05 6.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.14 -0.00 0.0 0.68 -0.68 0.14 0.05 -0.14 60.0 12 4 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.00 0.0 999.00 -999.00 0.00 -0.06 -0.02 999999999.0 0 -1 caleb_strategy_v3 NZD False False 0.02 0.02 0.00 0.0 0.50 -0.50 0.02 0.02 0.07 21.0 1 1 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.21 -0.21 -0.05 -0.05 -0.02 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 0.08 9.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.00 2.0 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 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.08 -0.08 0.00 0.00 0.00 26.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.44 2.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.00 -0.00 0.0 0.52 -0.52 0.00 0.00 -0.18 20.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 -0.00 0.0 0.60 -0.60 0.00 0.00 -0.06 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.21 8.0 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 0.11 0.01 0.0 0.57 -0.57 0.11 0.11 0.26 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 1.29 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 0.56 10.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.57 12.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.48 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.32 9.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.03 0.0 0.12 -0.12 0.04 0.04 2.94 12.0 4 4 caleb_strategy_v3 FEEDCOW False False 0.07 0.07 0.03 0.0 0.60 -0.60 0.07 0.07 0.39 8.0 1 1 caleb_strategy_v3 GASOIL False False 0.05 0.05 0.03 0.0 0.18 -0.18 0.05 0.00 0.58 4.0 1 0 caleb_strategy_v3 HEATOIL False False 0.06 0.12 0.03 0.0 0.19 -0.19 0.12 0.19 0.55 3.0 2 3 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 6.31 51.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.04 0.0 0.54 -0.54 0.00 0.00 1.42 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.68 -0.68 0.00 0.00 1.17 17.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 6.50 999999999.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.08 0.0 999.00 -999.00 0.00 0.00 1.84 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.17 0.0 0.16 -0.16 0.03 0.06 5.17 5.0 1 2 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.9 Shocked risk 37.0 Sum abs risk 39.0 Leverage 4.20 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2403094.41, 'annual_cash_vol_target': 600773.6025, 'daily_cash_vol_target': 37548.35015625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.6845 0.7187 11.4988 BITCOIN 1866.0626 66800.0000 2.7935 44.6961 BOBL 0.2580 115.2600 0.2238 3.5808 BTP 0.6543 115.5800 0.5661 9.0570 BUND 0.4779 125.0300 0.3823 6.1161 BUXL 0.9604 109.2200 0.8794 14.0697 CAC 69.0105 7737.0000 0.8920 14.2713 CAD 0.0026 0.7205 0.3630 5.8086 CANOLA 8.9692 739.0000 1.2137 19.4192 CHF 0.0063 1.2612 0.4976 7.9611 COCOA 98.0344 3192.0000 3.0713 49.1401 COFFEE 5.1410 288.2000 1.7838 28.5415 COPPER 0.0954 5.5430 1.7205 27.5287 CORN 4.8919 483.2500 1.0123 16.1967 COTTON2 0.8287 72.3000 1.1462 18.3397 CRUDE_W 1.2862 76.9800 1.6709 26.7338 DAX 253.8503 22608.0000 1.1228 17.9653 DOW 366.0208 45471.0000 0.8050 12.8793 DX 0.4411 100.3550 0.4396 7.0329 EUR 0.0057 1.1500 0.4919 7.8699 EURIBOR-ICE 0.0555 97.2550 0.0571 0.9139 EUROSTX 61.1311 5442.0000 1.1233 17.9731 FEEDCOW 3.2123 360.2000 0.8918 14.2692 GASOIL 43.7841 1097.5000 3.9894 63.8310 GASOLINE 0.0736 2.9922 2.4598 39.3564 GAS_US_mini 0.1430 3.0450 4.6963 75.1414 GBP 0.0073 1.3181 0.5536 8.8582 GOLD_micro 78.3653 4532.6000 1.7289 27.6628 HEATOIL 0.1083 3.5708 3.0329 48.5270 JGB-SGX-mini 0.3020 130.3400 0.2317 3.7077 JPY 0.0000 0.0063 0.6301 10.0811 LEANHOG 1.0702 105.9250 1.0104 16.1659 LIVECOW 1.8974 240.4000 0.7893 12.6284 LUMBER-new 7.4950 619.5000 1.2098 19.3574 MXP 0.0004 0.0548 0.7708 12.3326 NASDAQ_micro 233.2487 23121.2500 1.0088 16.1409 NIKKEI 819.2989 51150.0000 1.6018 25.6281 NZD 0.0043 0.5730 0.7552 12.0839 OAT 0.5497 118.1800 0.4651 7.4422 OATIES 6.6341 355.5000 1.8661 29.8583 OJ 6.6339 179.2000 3.7020 59.2312 PALLAD 47.5408 1420.0000 3.3479 53.5671 PLAT 60.8304 1896.2000 3.2080 51.3283 REDWHEAT 11.0600 642.0000 1.7227 27.5639 RICE 0.1472 11.6950 1.2588 20.1405 ROBUSTA 65.1429 3368.0000 1.9342 30.9468 RUSSELL 29.9777 2429.9000 1.2337 19.7392 SHATZ 0.0991 105.7150 0.0937 1.4992 SILVER-mini 2.9577 70.7250 4.1820 66.9120 SMI 119.9751 12486.0000 0.9609 15.3740 SOFR 0.0608 96.4700 0.0630 1.0080 SOYBEAN 9.8354 1143.0000 0.8605 13.7678 SOYMEAL 4.5222 312.5000 1.4471 23.1537 SOYOIL 0.8829 68.4300 1.2902 20.6437 SP400 34.7647 3303.0000 1.0525 16.8403 SP500_micro 51.2870 6381.5000 0.8037 12.8589 SUGAR11 0.2518 15.7700 1.5965 25.5443 US10 0.4129 110.8125 0.3726 5.9622 US10U 0.5260 113.2188 0.4646 7.4338 US2 0.1146 103.6836 0.1105 1.7678 US20 0.8000 113.5625 0.7044 11.2707 US30 1.0281 116.4062 0.8832 14.1314 US5 0.2742 108.0469 0.2538 4.0603 VIX 0.8087 25.7000 3.1467 50.3465 WHEAT 9.5591 648.7500 1.4735 23.5755 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 684.50 0.72 491.94 1.00 491.94 37548.35 76.33 7.15 54.60 BITCOIN 66.80 2.79 186.61 1.00 186.61 37548.35 201.22 -12.82 -257.99 BOBL 1152.60 0.22 257.96 1.15 297.53 37548.35 126.20 -4.56 -57.60 BTP 1155.80 0.57 654.25 1.15 754.63 37548.35 49.76 -7.53 -37.46 BUND 1250.30 0.38 477.93 1.15 551.26 37548.35 68.11 -0.84 -5.71 BUXL 1092.20 0.88 960.43 1.15 1107.79 37548.35 33.89 -0.59 -2.01 CAC 773.70 0.89 690.11 1.15 795.98 37548.35 47.17 3.52 16.58 CAD 720.50 0.36 261.57 1.00 261.57 37548.35 143.55 -6.33 -90.84 CANOLA 147.80 1.21 179.38 0.72 129.50 37548.35 289.95 8.94 259.13 CHF 1576.56 0.50 784.45 1.00 784.45 37548.35 47.87 -13.16 -63.01 COCOA 319.20 3.07 980.34 1.00 980.34 37548.35 38.30 -10.77 -41.23 COFFEE 1080.75 1.78 1927.89 1.00 1927.89 37548.35 19.48 1.84 3.58 COPPER 1385.75 1.72 2384.25 1.00 2384.25 37548.35 15.75 -0.13 -0.21 CORN 241.62 1.01 244.60 1.00 244.60 37548.35 153.51 7.86 120.70 COTTON2 361.50 1.15 414.36 1.00 414.36 37548.35 90.62 -2.26 -20.51 CRUDE_W 769.80 1.67 1286.23 1.00 1286.23 37548.35 29.19 16.34 47.71 DAX 226.08 1.12 253.85 1.15 292.80 37548.35 128.24 -6.73 -86.34 DOW 227.36 0.80 183.01 1.00 183.01 37548.35 205.17 -14.79 -303.39 DX 1003.55 0.44 441.11 1.00 441.11 37548.35 85.12 8.32 70.80 EUR 1437.44 0.49 707.03 1.00 707.03 37548.35 53.11 -9.11 -48.38 EURIBOR-ICE 2431.38 0.06 138.87 1.15 160.18 37548.35 234.41 -0.51 -11.93 EUROSTX 544.20 1.12 611.31 1.15 705.10 37548.35 53.25 -0.99 -5.28 FEEDCOW 1801.00 0.89 1606.17 1.00 1606.17 37548.35 23.38 4.99 11.65 GASOIL 1097.50 3.99 4378.41 1.00 4378.41 37548.35 8.58 15.58 13.36 GASOLINE 1256.72 2.46 3091.26 1.00 3091.26 37548.35 12.15 9.01 10.95 GAS_US_mini 76.12 4.70 357.51 1.00 357.51 37548.35 105.03 0.00 0.04 GBP 823.81 0.55 456.09 1.00 456.09 37548.35 82.33 -3.42 -28.19 GOLD_micro 453.26 1.73 783.65 1.00 783.65 37548.35 47.91 -7.18 -34.39 HEATOIL 1499.74 3.03 4548.61 1.00 4548.61 37548.35 8.25 15.26 12.60 JGB-SGX-mini 130340.00 0.23 30203.53 0.01 189.06 37548.35 198.60 -5.43 -107.75 JPY 788.12 0.63 496.57 1.00 496.57 37548.35 75.61 -6.24 -47.20 LEANHOG 423.70 1.01 428.09 1.00 428.09 37548.35 87.71 -10.01 -87.82 LIVECOW 961.60 0.79 758.97 1.00 758.97 37548.35 49.47 7.13 35.28 LUMBER-new 170.36 1.21 206.11 1.00 206.11 37548.35 182.18 -6.72 -122.46 MXP 274.10 0.77 211.27 1.00 211.27 37548.35 177.72 -0.06 -0.98 NASDAQ_micro 462.42 1.01 466.50 1.00 466.50 37548.35 80.49 -17.04 -137.12 NIKKEI 51150.00 1.60 81929.89 0.01 512.85 37548.35 73.21 -3.10 -22.68 NZD 573.05 0.76 432.79 1.00 432.79 37548.35 86.76 0.33 2.86 OAT 1181.80 0.47 549.70 1.15 634.03 37548.35 59.22 1.28 7.59 OATIES 177.75 1.87 331.71 1.00 331.71 37548.35 113.20 1.60 18.06 OJ 268.80 3.70 995.08 1.00 995.08 37548.35 37.73 -8.95 -33.78 PALLAD 1420.00 3.35 4754.08 1.00 4754.08 37548.35 7.90 0.13 0.10 PLAT 948.10 3.21 3041.52 1.00 3041.52 37548.35 12.35 1.07 1.32 REDWHEAT 321.00 1.72 553.00 1.00 553.00 37548.35 67.90 2.36 16.04 RICE 233.90 1.26 294.43 1.00 294.43 37548.35 127.53 -8.96 -114.32 ROBUSTA 336.80 1.93 651.43 1.00 651.43 37548.35 57.64 -6.57 -37.87 RUSSELL 121.50 1.23 149.89 1.00 149.89 37548.35 250.51 -6.35 -159.19 SHATZ 1057.15 0.09 99.06 1.15 114.25 37548.35 328.64 -6.91 -226.98 SILVER-mini 1768.12 4.18 7394.30 1.00 7394.30 37548.35 5.08 -1.06 -0.54 SMI 1248.60 0.96 1199.75 1.26 1507.18 37548.35 24.91 3.81 9.49 SOFR 2411.75 0.06 151.95 1.00 151.95 37548.35 247.12 -9.81 -242.39 SOYBEAN 571.50 0.86 491.77 1.00 491.77 37548.35 76.35 4.05 30.89 SOYMEAL 312.50 1.45 452.22 1.00 452.22 37548.35 83.03 -8.20 -68.09 SOYOIL 410.58 1.29 529.74 1.00 529.74 37548.35 70.88 8.46 59.96 SP400 3303.00 1.05 3476.47 1.00 3476.47 37548.35 10.80 -6.58 -7.10 SP500_micro 319.08 0.80 256.43 1.00 256.43 37548.35 146.42 -16.67 -244.11 SUGAR11 176.62 1.60 281.98 1.00 281.98 37548.35 133.16 3.96 52.76 US10 1108.12 0.37 412.93 1.00 412.93 37548.35 90.93 -9.72 -88.40 US10U 1132.19 0.46 526.03 1.00 526.03 37548.35 71.38 -10.77 -76.89 US2 2073.67 0.11 229.11 1.00 229.11 37548.35 163.89 -12.96 -212.38 US20 1135.62 0.70 799.96 1.00 799.96 37548.35 46.94 -4.77 -22.37 US30 1164.06 0.88 1028.12 1.00 1028.12 37548.35 36.52 -5.67 -20.71 US5 1080.47 0.25 274.19 1.00 274.19 37548.35 136.94 -11.01 -150.81 VIX 257.00 3.15 808.69 1.00 808.69 37548.35 46.43 5.66 26.29 WHEAT 324.38 1.47 477.96 1.00 477.96 37548.35 78.56 0.76 6.00 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 54.605 0.010 2.5 1.419 BITCOIN -257.989 0.043 2.5 -27.976 BOBL -57.604 0.004 2.5 -0.585 BTP -37.458 0.014 2.5 -1.279 BUND -5.713 0.004 2.5 -0.058 BUXL -2.011 0.004 2.5 -0.020 CAC 16.584 0.014 2.5 0.566 CAD -90.844 0.010 2.5 -2.360 CANOLA 259.127 0.010 2.5 6.313 CHF -63.011 0.010 2.5 -1.637 COCOA -41.234 0.010 2.5 -1.005 COFFEE 3.579 0.005 2.5 0.048 COPPER -0.212 0.043 2.5 -0.023 CORN 120.702 0.010 2.5 2.941 COTTON2 -20.511 0.010 2.5 -0.500 CRUDE_W 47.713 0.043 2.5 5.174 DAX -86.339 0.014 2.5 -2.949 DOW -303.387 0.009 2.5 -7.061 DX 70.795 0.010 2.5 1.839 EUR -48.377 0.010 2.5 -1.257 EURIBOR-ICE -11.926 0.014 2.5 -0.407 EUROSTX -5.284 0.014 2.5 -0.180 FEEDCOW 11.654 0.013 2.5 0.387 GASOIL 13.359 0.017 2.5 0.580 GASOLINE 10.947 0.017 2.5 0.475 GAS_US_mini 0.041 0.043 2.5 0.004 GBP -28.186 0.010 2.5 -0.732 GOLD_micro -34.391 0.014 2.5 -1.175 HEATOIL 12.595 0.017 2.5 0.547 JGB-SGX-mini -107.745 0.043 2.5 -11.684 JPY -47.199 0.010 2.5 -1.226 LEANHOG -87.819 0.024 2.5 -5.345 LIVECOW 35.279 0.013 2.5 1.171 LUMBER-new -122.463 0.010 2.5 -2.984 MXP -0.982 0.059 2.5 -0.144 NASDAQ_micro -137.123 0.009 2.5 -3.191 NIKKEI -22.682 0.043 2.5 -2.460 NZD 2.860 0.010 2.5 0.074 OAT 7.590 0.014 2.5 0.259 OATIES 18.065 0.010 2.5 0.440 OJ -33.777 0.010 2.5 -0.823 PALLAD 0.103 0.014 2.5 0.004 PLAT 1.319 0.014 2.5 0.045 REDWHEAT 16.043 0.005 2.5 0.213 RICE -114.321 0.010 2.5 -2.785 ROBUSTA -37.869 0.005 2.5 -0.503 RUSSELL -159.190 0.013 2.5 -5.283 SHATZ -226.977 0.004 2.5 -2.305 SILVER-mini -0.540 0.014 2.5 -0.018 SMI 9.487 0.014 2.5 0.324 SOFR -242.389 0.024 2.5 -14.752 SOYBEAN 30.888 0.004 2.5 0.288 SOYMEAL -68.094 0.004 2.5 -0.634 SOYOIL 59.964 0.004 2.5 0.559 SP400 -7.104 0.013 2.5 -0.236 SP500_micro -244.113 0.009 2.5 -5.681 SUGAR11 52.759 0.010 2.5 1.285 US10 -88.403 0.005 2.5 -1.122 US10U -76.895 0.005 2.5 -0.976 US2 -212.385 0.005 2.5 -2.695 US20 -22.369 0.005 2.5 -0.284 US30 -20.709 0.005 2.5 -0.263 US5 -150.806 0.005 2.5 -1.914 VIX 26.295 0.099 2.5 6.500 WHEAT 6.001 0.005 2.5 0.080 ===================== Position diags ===================== AUD 1.98 BITCOIN 21.82 BOBL 1.28 BTP 1.70 BUND 0.69 BUXL 0.34 CAC 1.61 CAD 3.73 CANOLA 7.06 CHF 1.24 COCOA 0.93 COFFEE 0.26 COPPER 1.71 CORN 3.74 COTTON2 2.21 CRUDE_W 3.17 DAX 4.38 DOW 4.77 DX 2.21 EUR 1.38 EURIBOR-ICE 8.01 EUROSTX 1.82 FEEDCOW 0.78 GASOIL 0.37 GASOLINE 0.53 GAS_US_mini 11.39 GBP 2.14 GOLD_micro 1.64 HEATOIL 0.36 JGB-SGX-mini 21.54 JPY 1.96 LEANHOG 5.34 LIVECOW 1.64 LUMBER-new 4.44 MXP 26.12 NASDAQ_micro 1.87 NIKKEI 7.94 NZD 2.25 OAT 2.02 OATIES 2.76 OJ 0.92 PALLAD 0.27 PLAT 0.42 REDWHEAT 0.90 RICE 3.11 ROBUSTA 0.77 RUSSELL 8.31 SHATZ 3.34 SILVER-mini 0.17 SMI 0.85 SOFR 15.04 SOYBEAN 0.71 SOYMEAL 0.77 SOYOIL 0.66 SP400 0.36 SP500_micro 3.41 SUGAR11 3.24 US10 1.15 US10U 0.91 US2 2.08 US20 0.60 US30 0.46 US5 1.74 VIX 11.48 WHEAT 1.04 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.4 1.2 1.6 0.0 0 BITCOIN -28.0 -30.2 -25.8 0.0 0 BOBL -0.6 -0.7 -0.5 -1.0 -1 BTP -1.3 -1.4 -1.1 0.0 0 BUND -0.1 -0.1 0.0 0.0 0 BUXL -0.0 -0.1 0.0 -1.0 -1 CAC 0.6 0.4 0.7 0.0 0 CAD -2.4 -2.7 -2.0 -2.0 -2 CANOLA 6.3 5.6 7.0 0.0 0 CHF -1.6 -1.8 -1.5 -4.0 -4 COCOA -1.0 -1.1 -0.9 -2.0 -2 COFFEE 0.0 0.0 0.1 0.0 0 COPPER -0.0 -0.2 0.1 0.0 0 CORN 2.9 2.6 3.3 4.0 4 COTTON2 -0.5 -0.7 -0.3 -3.0 -3 CRUDE_W 5.2 4.9 5.5 1.0 1 DAX -2.9 -3.4 -2.5 0.0 0 DOW -7.1 -7.5 -6.6 0.0 0 DX 1.8 1.6 2.1 0.0 0 EUR -1.3 -1.4 -1.1 0.0 0 EURIBOR-ICE -0.4 -1.2 0.4 0.0 0 EUROSTX -0.2 -0.4 0.0 0.0 0 FEEDCOW 0.4 0.3 0.5 1.0 1 GASOIL 0.6 0.5 0.6 1.0 1 GASOLINE 0.5 0.4 0.5 0.0 0 GAS_US_mini 0.0 -1.1 1.1 0.0 0 GBP -0.7 -0.9 -0.5 -2.0 -2 GOLD_micro -1.2 -1.3 -1.0 -2.0 -2 HEATOIL 0.5 0.5 0.6 2.0 2 JGB-SGX-mini -11.7 -13.8 -9.5 0.0 0 JPY -1.2 -1.4 -1.0 0.0 0 LEANHOG -5.3 -5.9 -4.8 0.0 0 LIVECOW 1.2 1.0 1.3 0.0 0 LUMBER-new -3.0 -3.4 -2.5 0.0 0 MXP -0.1 -2.8 2.5 12.0 12 NASDAQ_micro -3.2 -3.4 -3.0 -9.0 -9 NIKKEI -2.5 -3.3 -1.7 0.0 0 NZD 0.1 -0.2 0.3 1.0 1 OAT 0.3 0.1 0.5 2.0 2 OATIES 0.4 0.2 0.7 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 -2.8 -3.1 -2.5 0.0 0 ROBUSTA -0.5 -0.6 -0.4 0.0 0 RUSSELL -5.3 -6.1 -4.5 0.0 0 SHATZ -2.3 -2.6 -2.0 NaN 0 SILVER-mini -0.0 -0.0 -0.0 0.0 0 SMI 0.3 0.2 0.4 0.0 0 SOFR -14.8 -16.3 -13.2 NaN 0 SOYBEAN 0.3 0.2 0.4 1.0 1 SOYMEAL -0.6 -0.7 -0.6 0.0 0 SOYOIL 0.6 0.5 0.6 0.0 0 SP400 -0.2 -0.3 -0.2 -2.0 -2 SP500_micro -5.7 -6.0 -5.3 0.0 0 SUGAR11 1.3 1.0 1.6 2.0 2 US10 -1.1 -1.2 -1.0 0.0 0 US10U -1.0 -1.1 -0.9 -1.0 -1 US2 -2.7 -2.9 -2.5 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.9 -2.1 -1.7 -8.0 -8 VIX 6.5 5.4 7.6 0.0 0 WHEAT 0.1 -0.0 0.2 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 -0.2 0.4 -0.0 -0.1 0.0 -0.2 0.1 -0.1 -0.1 0.2 -0.1 0.3 -0.1 0.1 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.1 1.1 0.0 -0.1 0.3 -0.1 0.3 -0.1 0.3 -0.1 0.1 0.3 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 -0.1 -0.3 -0.1 -0.3 -0.1 -0.0 -0.0 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 -0.1 -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 -0.1 -0.1 -0.2 0.3 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.6 -0.1 -0.4 -0.3 -0.1 0.4 0.7 0.6 0.7 BTP -0.6 -0.6 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.2 0.1 -0.2 0.6 -0.2 -0.6 -0.4 -0.0 0.3 0.7 0.5 0.7 BUND -0.6 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.5 0.0 -0.2 -0.1 -0.0 0.3 0.7 0.5 0.7 BUXL -0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.3 -0.1 -0.6 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.3 -0.1 0.5 -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 -0.1 0.0 -0.2 0.8 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.4 -0.1 0.5 0.6 0.2 0.3 0.7 0.2 0.7 CAD -0.5 -0.2 0.2 -0.1 -0.2 0.1 -0.2 0.2 -0.2 -0.2 0.0 -0.2 0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.0 -0.2 2.7 -0.1 -0.2 0.1 -0.2 0.1 -0.2 -0.3 -0.4 0.2 0.1 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.3 0.6 0.6 0.1 0.0 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 -0.2 0.2 0.6 0.4 0.2 0.7 0.3 0.7 CHF -0.6 -0.4 -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 -0.0 -0.1 -0.0 0.0 -0.5 -0.7 -0.4 -0.7 COCOA 0.5 -0.6 -0.6 0.1 0.0 0.0 0.1 -0.2 0.1 -0.1 -0.2 -0.0 -0.2 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.4 -0.1 -2.7 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.8 -0.3 -0.2 -0.5 -0.5 0.3 0.0 0.4 0.2 COFFEE 0.6 -0.2 -0.6 0.2 0.1 0.1 0.2 -0.6 0.2 -0.1 -0.2 0.1 0.1 -0.0 -0.1 0.3 0.3 0.3 0.4 -0.1 -0.1 0.0 -0.0 0.1 -2.7 0.0 -0.1 -0.1 0.1 0.3 0.1 1.1 0.1 0.0 -0.6 -0.6 0.7 0.7 0.7 0.7 COPPER -0.6 -0.4 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 -0.0 0.1 -0.1 0.3 0.7 0.1 0.4 CORN 0.3 0.6 0.4 0.2 0.1 0.1 0.2 -0.6 0.2 -0.1 0.4 0.1 -0.1 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.0 0.0 0.2 1.4 0.2 -0.1 0.4 0.1 0.2 0.2 -1.1 -0.1 0.3 0.6 0.3 0.3 -0.1 0.4 0.1 COTTON2 0.6 0.6 0.5 0.2 0.1 0.1 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 0.1 0.2 -0.4 0.2 -1.1 0.5 0.3 0.2 -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 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.8 0.2 0.1 0.5 0.2 0.3 0.2 -0.0 -0.2 -0.4 -0.3 -0.3 0.3 0.7 -0.0 0.1 DAX -0.6 -0.6 -0.5 -0.1 -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 -0.1 -0.1 0.0 -0.2 -0.9 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.4 -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 -0.2 -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 0.4 0.5 0.3 -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 0.1 -1.8 0.1 0.1 0.1 0.1 -0.0 0.1 0.8 0.5 0.6 0.6 -0.2 0.1 0.6 0.3 0.7 EUR -0.4 -0.5 -0.4 -0.0 -0.1 0.0 -0.2 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 -0.0 -0.1 0.0 -0.1 0.6 -0.1 -0.1 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.0 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.6 -0.1 -0.4 -0.2 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.6 -0.6 -0.3 -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 0.2 -0.1 0.8 -0.1 -0.3 -0.2 0.0 0.3 0.7 0.3 0.7 FEEDCOW -0.3 -0.6 0.1 0.2 0.1 0.0 0.2 -0.4 0.2 0.1 0.2 0.1 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 0.2 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 0.2 0.0 0.3 0.1 0.2 0.1 1.1 0.1 0.2 0.5 0.3 -0.1 0.5 -0.3 0.0 GASOLINE 0.4 0.6 0.6 0.2 0.1 0.4 0.1 0.3 0.2 0.1 0.3 0.1 0.2 0.1 0.1 0.2 -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 -0.1 -0.2 -0.1 0.2 0.0 0.3 0.1 0.2 0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.0 0.0 -0.1 0.4 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 -0.3 -0.6 -0.6 -0.6 0.4 -0.1 0.3 -0.3 GBP -0.2 -0.4 -0.1 -0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.1 -0.0 -0.1 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.3 0.3 0.3 -0.1 0.1 -0.5 -0.2 -0.3 -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 0.5 -0.1 -0.2 -0.3 -0.3 0.0 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 0.2 0.5 0.5 0.2 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.4 0.5 0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -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 -0.2 0.0 -0.0 -0.1 0.0 -0.2 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 -0.0 -0.2 -0.1 -0.4 -0.1 -0.5 0.3 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 -0.0 0.3 -0.2 0.7 -0.2 0.0 -0.4 -0.4 -0.4 -0.4 -0.1 0.1 -0.1 0.4 -0.2 -1.1 -0.1 0.1 0.2 -0.2 0.4 -0.2 -1.1 -0.5 -0.6 -0.6 0.5 -0.5 0.2 -0.4 0.4 LIVECOW 0.0 -0.2 0.1 0.2 0.1 0.1 0.2 -0.5 0.2 0.1 0.2 0.1 0.4 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.1 -2.7 -0.0 0.2 -0.0 0.2 0.2 0.1 1.1 0.5 -0.3 -0.5 -0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.5 0.1 0.3 0.2 0.1 0.1 0.2 -0.6 0.2 0.0 -0.5 0.1 -0.7 0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -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 -0.4 -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 0.2 -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 0.1 -0.2 -0.1 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.5 -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 -2.5 -0.1 -0.2 -0.1 -0.2 0.1 -0.2 -0.2 -0.5 0.0 -0.5 -0.5 0.4 -0.7 0.2 -0.7 NIKKEI -0.6 -0.4 -0.6 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.1 -0.0 0.0 0.1 0.1 0.1 -0.0 0.1 -0.1 0.2 -0.1 -1.3 0.0 -0.1 0.2 -0.1 0.3 -0.0 1.1 0.0 0.0 0.3 0.2 -0.4 -0.1 -0.7 0.0 NZD -0.6 -0.4 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 0.0 -0.1 -0.1 -0.0 -0.3 0.7 0.1 0.7 OAT -0.6 -0.4 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 0.3 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 -0.4 0.3 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 -0.2 -0.0 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.3 -0.3 -0.5 0.1 -0.4 -0.4 -0.4 -0.4 PALLAD -0.6 -0.6 0.0 -0.0 -0.0 0.1 -0.1 0.3 -0.1 -0.0 -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 -0.0 -0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.2 -0.2 -0.3 0.7 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 -0.0 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 0.2 0.1 0.1 0.0 0.1 0.8 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 0.1 -0.1 0.0 -0.4 0.0 -0.9 -0.2 -0.1 -0.3 0.1 -0.7 -0.5 -0.6 -0.5 ROBUSTA -0.0 -0.2 -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 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 1.1 -0.1 -0.6 -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 -0.1 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 0.1 0.1 -0.2 -0.0 -0.0 -0.7 -0.3 -0.7 SHATZ -0.6 -0.4 -0.0 -0.1 -0.0 -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 -0.1 -0.1 -0.2 0.9 -0.1 -0.0 -0.2 -0.1 -0.2 -0.2 -1.0 -0.2 -0.6 -0.6 -0.4 0.5 0.6 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 -0.0 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 -0.3 -0.1 -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 0.1 -0.3 0.1 0.2 -0.1 0.7 -0.1 0.7 SOFR -0.6 0.1 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 0.1 -0.1 -2.5 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.2 0.4 0.2 -0.5 -0.4 -0.6 -0.7 SOYBEAN -0.2 0.4 0.3 0.2 0.1 0.1 0.2 -0.5 0.2 0.0 0.4 0.0 0.4 0.1 0.1 0.1 -0.1 0.0 -0.0 0.1 0.1 0.0 0.2 0.1 -0.8 0.1 -0.0 0.3 -0.0 0.3 0.1 0.7 -0.2 -0.5 0.6 0.1 -0.2 -0.4 -0.1 -0.3 SOYMEAL -0.1 0.3 0.1 0.1 0.0 0.0 0.1 -0.3 0.2 -0.1 -0.0 -0.1 -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 -0.2 -0.6 0.1 -0.1 -0.4 -0.5 -0.4 -0.5 SOYOIL -0.3 0.6 0.6 0.2 0.1 0.1 0.2 -0.5 0.2 0.1 0.4 0.2 0.5 0.2 0.2 0.0 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -2.1 0.2 0.1 0.5 0.2 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 -0.1 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 0.1 -0.1 0.1 0.1 0.0 -0.7 -0.3 -0.7 SP500_micro -0.6 -0.6 -0.6 -0.1 -0.1 0.0 -0.2 0.2 -0.1 -0.1 -0.0 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.2 0.2 -0.2 -1.8 -0.2 -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 -0.1 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 -2.7 0.2 0.1 0.1 0.2 -0.2 0.2 1.1 0.5 0.6 0.3 0.2 -0.0 -0.6 0.0 -0.4 US10 -0.6 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.8 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 -0.0 -0.0 0.1 0.0 -0.2 -0.7 -0.4 -0.7 US10U -0.6 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.3 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.2 -1.5 -0.1 -0.0 -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 -0.0 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -1.1 -0.1 -0.3 -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 -0.1 -0.1 -0.1 -0.0 -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 -0.0 -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 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -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 -0.6 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.3 0.3 0.3 0.1 0.2 -0.1 0.5 -0.3 -0.4 US5 -0.6 -0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.6 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.4 -0.1 -0.1 0.0 -0.0 -0.2 -0.7 -0.4 -0.7 VIX 0.8 1.0 0.7 0.2 0.2 0.2 0.2 0.0 0.2 0.2 0.1 0.2 -0.4 0.2 0.1 0.3 -0.6 -0.3 -0.6 0.2 0.1 0.2 0.0 0.3 NaN 0.2 0.2 0.3 0.2 0.1 0.2 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT 0.2 0.6 0.6 0.2 0.1 0.0 0.1 -0.4 0.2 0.1 0.2 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 0.1 0.3 0.1 0.1 0.1 -0.6 -0.1 -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 -20.0 -4.9 12.5 -3.3 -15.2 1.7 -14.3 3.0 -10.3 -10.8 9.1 -10.9 9.7 -5.7 6.3 1.5 -0.1 1.1 0.6 3.2 8.8 -14.3 8.2 -6.6 8.6 4.1 -15.0 10.0 -13.1 8.6 -5.9 6.5 -4.5 2.1 10.5 13.5 -4.0 20.0 3.8 20.0 BITCOIN 14.1 -20.0 -20.0 -4.5 -5.7 6.0 -11.4 13.9 -11.1 -12.3 -14.3 -8.4 -9.3 -11.2 -12.7 -3.5 -5.6 -3.6 -4.4 -20.0 -20.0 -10.9 -19.6 -11.4 -10.7 -7.6 -14.8 -12.9 -10.5 -9.5 -5.8 -0.1 -0.2 20.0 15.0 -18.4 -9.6 -0.4 -20.0 -16.0 BOBL -20.0 -7.6 -0.4 -6.2 -6.0 -2.9 -11.0 -2.0 -10.5 -7.0 -7.2 -10.2 -4.7 -10.4 -8.3 13.7 -2.0 -1.7 -3.1 -11.3 -6.3 -15.5 -4.0 -16.4 2.1 -9.8 -7.6 -5.8 -13.7 -4.0 -14.5 -11.0 -4.5 -13.5 -7.8 -4.5 11.0 20.0 16.9 20.0 BTP -20.0 -18.6 -9.0 -7.4 -7.3 -3.5 -13.3 -2.4 -12.6 -8.9 -2.4 -12.2 7.2 -12.4 -9.2 5.3 10.8 10.1 11.1 -12.2 -4.2 -19.4 0.9 -19.2 -20.0 -11.5 -11.6 -3.5 -17.9 1.6 -18.4 12.0 -6.7 -18.9 -12.4 -0.2 8.7 20.0 14.5 20.0 BUND -20.0 -1.9 2.3 -7.3 -7.1 -3.5 -13.0 -2.3 -12.3 -7.3 -7.3 -11.6 -7.9 -11.8 -8.9 3.1 8.7 10.2 10.4 -8.9 -4.9 -14.7 -4.2 -14.2 0.1 -8.3 -9.8 -4.4 -14.5 -3.6 -13.9 9.4 0.8 -7.2 -1.6 -0.6 8.5 20.0 14.0 20.0 BUXL -9.5 9.9 8.2 -10.1 -9.9 -4.8 -18.0 -3.2 -17.1 -7.5 -11.9 -11.3 -17.5 -9.5 -7.9 3.6 3.8 4.2 4.3 -4.0 -5.9 -7.1 -11.3 -5.7 4.1 -4.0 -7.9 -5.1 -8.0 -8.9 -6.6 -0.2 20.0 20.0 10.2 4.4 -5.8 15.2 -5.2 7.0 CAC -20.0 -20.0 -11.4 -8.5 -15.1 0.6 -16.2 6.1 -15.4 -8.7 -3.1 -10.6 10.2 -14.1 -12.7 13.7 -1.2 3.8 0.1 -15.6 -6.2 -14.4 1.8 -18.3 5.8 -0.4 -8.2 3.5 -10.0 3.7 -6.4 8.0 -3.1 14.5 20.0 4.8 10.3 20.0 5.4 20.0 CAD -15.8 -6.4 5.7 -6.4 -20.0 3.2 -20.0 5.7 -19.5 -20.0 1.6 -20.0 4.2 -19.9 -5.9 -6.7 -7.4 -6.9 -7.2 -7.6 0.6 -20.0 0.3 -20.0 20.0 -6.2 -20.0 3.7 -20.0 3.1 -20.0 -6.6 -17.0 4.9 3.4 1.8 -20.0 -20.0 -20.0 -20.0 CANOLA -8.7 20.0 17.9 11.2 4.3 1.3 10.6 -8.8 14.4 7.3 5.2 3.0 1.7 6.9 9.1 -14.7 -15.5 -16.9 -17.0 11.5 8.0 3.8 3.1 8.8 7.8 12.1 1.0 8.6 3.2 3.3 8.8 -10.7 -9.4 6.8 20.0 12.6 6.4 20.0 8.5 20.0 CHF -20.0 -11.0 -3.8 -3.0 -13.7 1.5 -12.9 2.7 -9.3 -9.6 -3.2 -10.1 6.5 -9.4 -5.8 -13.2 -15.5 -13.9 -14.6 -5.8 -0.3 -14.1 3.1 -11.6 -2.0 -3.6 -14.0 2.0 -13.4 5.0 -10.1 -19.8 -0.3 -4.3 -1.2 0.3 -14.9 -20.0 -12.9 -20.0 COCOA 16.3 -20.0 -20.0 7.2 2.8 0.8 6.8 -5.6 9.2 -5.9 -6.9 -1.4 -6.2 -4.5 -6.3 -6.8 1.5 -6.0 -3.7 -15.2 -20.0 -3.4 -16.6 -6.9 -20.0 -7.8 -3.3 -10.9 -3.0 -8.1 -3.9 15.3 -10.7 -7.2 -16.0 -14.2 8.9 1.2 13.0 5.4 COFFEE 20.0 -6.0 -20.0 20.0 8.2 2.4 20.0 -16.7 20.0 -11.0 -6.3 5.4 2.1 -0.2 -12.0 13.0 17.5 16.9 18.7 -9.2 -13.7 3.6 -0.5 5.0 -20.0 0.3 -15.0 -3.5 4.9 7.3 9.1 20.0 5.1 0.1 -20.0 -20.0 20.0 20.0 20.0 20.0 COPPER -19.3 -13.0 2.8 -2.4 -3.1 3.2 -6.1 7.4 -5.9 -1.9 2.9 -4.0 3.7 -5.4 -2.6 -6.0 -6.3 -6.2 -6.3 -3.2 1.9 -6.3 4.2 -7.0 -0.8 -2.6 -2.5 1.5 -5.5 4.5 -5.8 -2.3 -1.5 -1.5 1.9 -1.7 8.2 20.0 2.9 12.5 CORN 8.3 18.0 12.3 20.0 8.1 2.4 19.9 -16.5 20.0 -6.8 14.5 11.3 -3.1 16.4 16.8 -20.0 -20.0 -20.0 -20.0 16.9 9.9 5.4 0.5 16.2 10.8 20.0 -10.1 14.1 6.2 4.3 19.1 -20.0 -6.2 8.9 20.0 10.0 7.6 -3.1 11.3 3.3 COTTON2 20.0 17.5 14.6 20.0 8.6 2.5 20.0 -17.4 20.0 19.3 -6.4 19.5 -16.9 17.6 11.6 -20.0 -20.0 -20.0 -20.0 11.6 -0.9 20.0 -11.5 20.0 -4.1 17.2 20.0 2.1 20.0 -9.8 20.0 -20.0 20.0 10.1 7.4 -1.7 -10.1 -14.0 -10.1 -8.7 CRUDE_W 20.0 20.0 20.0 20.0 10.8 20.0 20.0 13.0 20.0 2.7 10.6 12.5 1.9 14.6 16.1 19.1 7.1 12.7 8.7 20.0 19.8 19.1 7.4 20.0 6.2 20.0 6.4 19.9 17.6 7.0 20.0 -0.1 -9.2 -13.0 -10.3 -9.8 8.7 20.0 -1.3 4.5 DAX -20.0 -20.0 -15.9 -5.1 -9.0 0.3 -9.7 3.6 -9.2 -7.6 -3.3 -8.7 5.6 -8.8 -6.9 -5.4 -7.3 -7.0 -7.2 -11.4 -4.7 -14.3 1.3 -15.9 -6.7 -9.3 -6.9 -4.0 -10.7 0.5 -12.5 -2.9 -6.2 -11.2 -11.0 -4.6 13.9 20.0 13.7 20.0 DOW -20.0 -20.0 -15.7 -6.3 -11.2 0.4 -12.0 4.5 -11.4 -9.8 0.2 -10.8 9.0 -11.2 -7.7 -5.7 -7.6 -6.5 -6.9 -14.6 -3.3 -19.9 5.1 -20.0 -7.0 -12.5 -14.6 -3.5 -16.4 3.3 -17.3 -3.0 -8.2 -9.5 -13.0 -7.4 -1.2 -20.0 -12.1 -20.0 DX 12.9 16.0 7.8 -3.1 -14.1 1.5 -13.2 2.8 -9.5 8.7 5.5 8.4 -6.5 9.1 7.7 3.6 5.6 4.5 5.0 7.7 3.5 9.1 -0.6 9.7 -13.8 6.5 10.8 1.9 8.7 -1.2 9.2 15.2 18.9 20.0 20.0 -7.6 2.4 18.4 8.8 20.0 EUR -11.2 -16.1 -13.1 -3.6 -16.5 1.8 -15.5 3.3 -11.1 -8.5 -6.1 -6.3 7.8 -9.0 -8.7 -5.5 -7.5 -6.5 -7.0 -8.5 -3.6 -8.7 1.8 -9.9 4.4 -6.7 -10.5 -1.1 -8.5 3.5 -9.3 -6.5 15.6 -2.4 -7.1 -5.3 -12.4 -20.0 -8.1 -20.0 EURIBOR-ICE -20.0 -10.7 -4.9 -4.9 -4.8 -2.3 -8.7 -1.6 -8.3 -5.0 -5.1 -7.9 -0.5 -8.2 -6.5 2.2 10.5 7.3 9.6 -9.1 -4.6 -12.5 -1.7 -13.4 -2.1 -7.2 -5.3 -4.0 -9.9 -2.1 -10.6 10.8 -2.8 -13.3 -6.1 -4.4 20.0 20.0 20.0 20.0 EUROSTX -20.0 -20.0 -10.7 -5.8 -10.3 0.4 -11.0 4.1 -10.5 -9.1 2.3 -10.0 8.3 -9.7 -6.2 1.7 2.1 4.6 3.7 -8.9 -0.4 -13.7 5.2 -14.7 -4.6 -7.2 -7.8 0.1 -11.0 4.2 -12.1 14.3 -2.3 -8.3 -4.8 0.8 9.2 20.0 7.7 20.0 FEEDCOW -8.8 -20.0 2.1 15.3 5.9 1.7 14.4 -12.0 19.6 13.4 9.1 8.1 12.0 -0.9 7.8 5.4 10.4 10.5 11.8 2.3 9.6 14.1 18.1 3.0 -20.0 -3.7 19.4 0.4 10.5 9.5 0.1 20.0 20.0 -18.7 -20.0 -0.5 20.0 20.0 17.1 20.0 GASOIL 15.0 20.0 11.7 14.8 4.5 10.2 8.4 5.4 14.0 5.3 5.9 6.2 5.3 6.4 6.4 20.0 20.0 20.0 20.0 12.4 8.2 9.8 4.3 12.9 -2.0 13.9 4.6 10.5 7.0 6.3 12.3 20.0 3.4 7.7 14.2 9.3 -3.1 15.5 -8.2 0.7 GASOLINE 13.6 20.0 20.0 20.0 6.9 15.8 12.9 8.3 20.0 5.6 9.3 8.7 6.6 9.6 10.3 8.8 -20.0 -20.0 -20.0 20.0 13.9 16.1 6.9 20.0 -9.1 20.0 6.8 13.7 11.9 6.8 19.3 -20.0 3.2 9.8 8.8 2.2 4.9 20.0 -3.0 13.8 GAS_US_mini -1.6 -5.2 -2.0 18.3 5.6 12.7 10.4 6.7 17.3 -4.2 -4.2 -4.7 -5.9 -6.1 -4.6 0.1 -5.7 20.0 13.6 -2.3 -2.4 -2.2 -2.7 -2.2 15.5 -3.4 -1.7 -3.7 -2.2 -3.4 -2.7 -8.7 -12.7 -20.0 -20.0 -20.0 10.7 -2.5 10.3 -10.3 GBP -6.7 -13.2 -2.2 -4.3 -19.5 2.1 -18.3 3.9 -13.1 -12.0 -0.9 -8.0 8.9 -11.1 -7.5 0.7 0.1 0.4 0.2 -5.4 -0.9 -10.6 3.0 -8.4 -0.8 -2.4 -15.9 2.8 -9.9 6.0 -7.0 6.3 13.2 8.3 -2.1 2.8 -13.7 -7.0 -7.6 -9.3 GOLD_micro -20.0 -8.8 -9.4 -2.0 -2.6 2.7 -5.2 6.3 -5.0 -4.0 3.6 -5.6 5.2 -5.0 -1.2 -4.6 -8.5 -5.5 -6.7 -2.7 4.7 -11.9 8.0 -10.6 -18.6 0.6 -3.4 8.3 -8.0 12.8 -6.5 -4.6 -11.1 -9.9 1.3 11.1 19.5 6.9 -3.3 -20.0 HEATOIL 20.0 20.0 19.4 16.4 5.0 11.4 9.3 6.0 15.5 5.0 6.7 6.9 5.7 7.4 7.6 20.0 20.0 20.0 20.0 19.9 13.3 14.3 7.1 20.0 -8.1 16.4 4.7 11.9 9.2 6.9 15.4 20.0 6.7 15.0 15.4 6.9 -1.1 6.5 -10.9 -9.6 JGB-SGX-mini -12.9 16.1 7.7 -4.3 -4.3 -2.1 -7.8 -1.4 -7.4 -4.1 -6.8 -6.4 -7.6 -5.3 -5.6 3.8 9.7 4.3 6.5 -5.4 -7.1 -9.6 -9.0 -6.9 1.8 -5.6 -9.1 -8.1 -8.5 -9.9 -6.2 7.1 -2.2 2.3 2.8 -11.9 -2.1 -20.0 -5.1 -20.0 JPY -8.5 -5.2 0.5 -3.5 -16.0 1.7 -15.0 3.2 -10.8 -7.7 -11.7 -9.9 -11.8 -11.4 -10.6 -8.3 -9.9 -8.6 -9.0 -9.3 -10.6 -7.3 -12.1 -9.1 20.0 -7.9 -5.1 -9.1 -7.3 -10.7 -8.4 -10.1 13.7 4.6 -1.7 -12.9 -3.5 -16.1 3.8 -19.4 LEANHOG -20.0 -11.4 6.5 20.0 10.5 3.1 20.0 -20.0 20.0 -1.8 11.2 -18.0 18.5 -18.9 3.0 -20.0 -20.0 -20.0 -20.0 -6.0 6.9 -13.7 13.3 -18.6 -8.5 -8.5 7.4 5.6 -14.9 11.6 -20.0 -20.0 -20.0 -20.0 -20.0 15.6 -16.3 5.7 -11.0 13.2 LIVECOW 0.4 -6.8 2.8 17.2 6.6 2.0 16.2 -13.5 20.0 15.0 9.1 13.4 12.3 4.4 10.6 7.1 6.8 6.9 5.2 5.2 8.3 18.1 15.0 8.3 -20.0 -1.2 20.0 -0.7 14.8 6.6 4.7 20.0 20.0 -10.1 -16.5 -2.4 20.0 20.0 20.0 20.0 LUMBER-new 13.1 4.0 7.4 19.7 7.6 2.2 18.5 -15.4 20.0 2.9 -16.1 5.8 -16.8 0.7 -5.2 -20.0 -20.0 -20.0 -20.0 -4.0 -12.6 2.1 -19.3 0.8 NaN -2.6 5.9 -10.5 1.8 -14.9 1.6 -20.0 -11.3 -9.4 -20.0 -9.2 6.0 20.0 8.5 20.0 MXP -17.9 -20.0 -9.5 -4.2 -19.1 2.1 -17.9 3.8 -12.9 -12.5 9.2 -12.8 13.8 -11.3 1.3 7.4 11.8 9.3 10.5 -2.4 7.8 -13.1 13.4 -10.4 -20.0 -1.5 -14.0 9.8 -12.3 15.8 -10.0 20.0 4.9 -6.9 -1.8 9.4 9.0 7.0 20.0 9.6 NASDAQ_micro -16.1 -19.1 -20.0 -6.7 -11.9 0.4 -12.8 4.8 -12.2 -11.5 -3.1 -11.9 9.3 -12.2 -10.5 -6.8 -8.3 -7.4 -7.7 -12.9 -4.5 -20.0 4.9 -19.6 -18.8 -11.0 -20.0 -4.7 -20.0 2.6 -15.8 -4.3 -20.0 1.5 -15.1 -15.4 11.4 -20.0 6.8 -20.0 NIKKEI -20.0 -12.8 -17.5 -3.9 -7.0 0.3 -7.5 2.8 -7.1 -4.1 4.6 -5.0 6.5 -4.8 -0.2 0.9 6.8 4.4 5.6 -1.0 4.8 -6.7 7.9 -5.6 -9.9 0.1 -5.7 5.7 -5.0 8.8 -4.0 20.0 0.3 1.2 8.4 7.1 -12.6 -2.6 -19.6 0.0 NZD -17.6 -11.6 10.4 -2.7 -12.2 1.3 -11.5 2.4 -8.2 -8.5 0.9 -8.4 -0.3 -7.6 -3.4 -2.7 -3.4 -3.2 -3.5 -3.8 -0.5 -10.5 -0.5 -8.3 9.0 -3.9 -11.4 -0.7 -10.4 -1.0 -8.4 0.0 1.4 -2.0 -3.5 -1.1 -8.2 20.0 3.3 20.0 OAT -20.0 -11.7 2.6 -6.0 -5.8 -2.8 -10.7 -1.9 -10.1 -6.7 -1.4 -9.6 -0.4 -9.7 -6.6 11.7 12.6 12.4 13.2 -7.5 -2.3 -13.7 -0.9 -13.1 -0.9 -6.2 -8.3 -1.1 -12.3 0.3 -11.9 15.5 -1.1 -11.5 -4.1 4.0 7.2 20.0 13.2 20.0 OATIES 8.2 20.0 16.0 12.0 4.6 1.4 11.3 -9.4 15.3 2.3 1.1 0.9 -4.2 3.8 6.2 -2.2 -9.7 -6.1 -9.5 8.5 3.6 2.0 -2.2 6.5 -0.7 9.4 5.4 3.9 2.4 -2.4 7.4 -0.3 -16.4 7.8 14.7 4.0 -0.3 -14.6 2.1 -17.5 OJ -2.6 -3.1 11.8 7.1 2.7 0.8 6.7 -5.5 9.1 0.8 -3.8 -1.1 -5.8 -3.1 -2.0 0.5 2.4 1.4 1.1 -2.6 -3.4 -1.3 -5.6 -2.8 -20.0 -2.4 1.0 -2.2 -1.3 -3.5 -2.8 20.0 -12.7 -10.5 -16.5 2.5 -10.6 -11.9 -10.6 -12.3 PALLAD -20.0 -18.4 1.5 -2.2 -2.9 3.0 -5.7 7.0 -5.6 -4.6 -0.2 -6.6 2.5 -7.3 -5.7 -3.1 -3.1 -3.1 -3.1 -7.4 -0.6 -9.7 3.9 -11.2 11.2 -7.4 -3.6 -1.1 -8.7 5.1 -10.0 3.2 -2.0 -5.4 -5.8 -7.9 19.7 5.0 6.4 -4.8 PLAT -18.4 -11.3 6.0 -2.1 -2.6 2.8 -5.3 6.4 -5.1 -4.2 0.5 -5.8 3.1 -6.3 -2.9 -1.9 -3.2 -2.2 -2.6 -3.7 2.1 -7.9 5.6 -7.7 -1.3 -2.8 -3.5 3.4 -6.4 8.8 -6.2 3.5 -0.5 -1.9 -3.1 3.7 20.0 10.8 9.7 -1.6 REDWHEAT 9.5 18.8 20.0 15.5 5.9 1.8 14.6 -12.1 19.8 9.3 8.8 11.8 -6.8 12.5 12.8 -13.1 -15.6 -13.9 -14.8 14.1 8.8 10.2 0.0 13.5 5.7 15.8 7.4 11.7 9.4 3.5 13.7 -9.1 -2.3 5.7 17.5 13.4 -20.0 -20.0 -20.0 -20.0 RICE 8.1 6.0 20.0 11.8 4.5 1.3 11.1 -9.2 15.1 5.4 -6.5 4.6 -9.5 3.0 3.9 -20.0 -16.7 -20.0 -20.0 0.9 -5.0 1.9 -14.0 1.5 2.5 2.7 9.4 -2.4 2.2 -12.5 2.0 -16.4 -9.4 -2.4 -8.7 2.2 -20.0 -15.6 -17.0 -15.7 ROBUSTA -0.8 -7.1 -11.5 11.1 4.3 1.3 10.4 -8.7 14.2 -5.1 -3.8 -2.9 -3.9 -6.4 -7.4 13.2 15.3 15.5 15.5 -6.9 -7.3 -5.5 -4.8 -5.0 -20.0 -5.9 -10.7 -6.0 -5.3 -3.8 -4.6 20.0 -4.4 -20.0 -20.0 -18.6 4.1 2.6 9.8 9.8 RUSSELL -20.0 -20.0 -6.4 -6.7 -12.0 0.4 -12.8 4.8 -12.2 -9.5 3.8 -10.0 10.0 -10.1 -6.2 -4.1 -5.0 -4.5 -4.7 -8.2 0.7 -13.4 6.6 -13.2 5.7 -7.4 -13.8 -0.1 -11.2 4.9 -11.3 1.2 4.4 3.0 -6.4 -0.0 -0.0 -20.0 -10.0 -20.0 SHATZ -20.0 -12.6 -0.2 -4.8 -4.7 -2.3 -8.6 -1.5 -8.1 -5.7 -7.3 -8.0 -6.9 -8.3 -7.2 0.2 -9.3 -0.0 -3.8 -13.5 -8.2 -15.2 -5.0 -17.8 6.6 -12.1 -5.0 -8.0 -12.3 -5.4 -15.2 -18.4 -9.6 -20.0 -19.0 -11.3 14.0 19.2 18.1 20.0 SILVER-mini -19.3 -6.0 -2.0 -2.0 -2.6 2.7 -5.1 6.2 -5.0 -4.4 0.9 -5.8 2.9 -6.0 -2.6 -1.9 -5.3 -2.9 -4.2 -2.6 3.3 -7.1 5.9 -7.2 -7.8 -0.3 -2.2 6.8 -4.4 11.6 -4.4 0.1 -0.0 -0.5 -4.8 8.7 11.4 11.8 4.3 1.0 SMI -20.0 -20.0 -8.6 -4.9 -8.7 0.3 -9.3 3.5 -8.9 -0.2 2.8 -5.6 6.5 -6.9 -4.4 4.4 7.2 8.3 8.4 -6.6 1.1 -7.1 5.0 -11.3 5.1 -3.8 -0.0 3.5 -5.8 6.4 -8.7 20.0 4.6 -9.7 3.1 7.2 -1.6 20.0 -2.6 20.0 SOFR -20.0 2.6 -8.0 -8.0 -7.9 -3.8 -14.4 -2.6 -13.7 -6.6 -3.6 -11.7 9.3 -10.3 -6.2 4.2 6.3 5.9 6.5 -4.7 -0.8 -12.4 2.1 -10.9 -18.7 -2.5 -4.6 1.5 -12.3 3.4 -9.8 4.2 -1.6 4.7 13.8 6.1 -13.5 -10.6 -19.2 -20.0 SOYBEAN -6.1 13.8 8.3 18.8 7.2 2.1 17.7 -14.8 20.0 3.6 13.5 2.0 11.4 11.5 13.4 3.2 -2.9 1.6 -0.8 13.4 11.5 2.5 5.7 9.3 -5.9 12.3 -3.4 12.3 -0.4 7.9 6.4 13.7 -7.5 -14.5 17.2 2.6 -5.5 -11.6 -3.9 -8.4 SOYMEAL -1.6 9.6 4.2 11.6 4.5 1.3 10.9 -9.1 14.9 -8.7 -0.6 -6.1 -4.7 3.3 2.1 0.3 -11.9 -5.8 -9.3 2.2 1.3 -4.3 -1.5 0.4 -10.2 4.2 -7.9 4.9 -3.8 2.3 1.1 -1.7 -8.4 -18.9 3.9 -4.4 -12.0 -16.0 -13.2 -15.5 SOYOIL -8.7 20.0 20.0 17.8 6.8 2.0 16.7 -13.9 20.0 14.7 14.9 15.1 13.6 16.3 17.1 0.1 -5.2 -3.5 -5.1 20.0 20.0 20.0 17.4 20.0 -15.7 20.0 14.4 20.0 14.5 13.9 20.0 8.2 16.3 18.8 20.0 20.0 -5.8 -20.0 -6.8 -20.0 SP400 -20.0 -18.9 0.3 -6.6 -11.7 0.4 -12.5 4.7 -11.9 -9.2 4.4 -9.9 9.4 -9.4 -4.2 -5.7 -6.2 -6.2 -6.2 -6.6 1.6 -13.3 5.4 -12.9 3.0 -6.0 -12.2 0.1 -11.1 2.6 -10.9 -1.2 6.2 -3.6 1.7 3.3 0.8 -20.0 -9.6 -20.0 SP500_micro -20.0 -20.0 -20.0 -7.6 -13.5 0.5 -14.5 5.4 -13.8 -12.9 -0.0 -13.6 12.5 -13.5 -9.5 -7.4 -9.2 -8.2 -8.6 -16.5 -4.5 -20.0 6.6 -20.0 -13.5 -15.2 -20.0 -6.5 -20.0 1.8 -20.0 -5.7 -20.0 -10.8 -20.0 -16.5 16.7 -20.0 13.9 -20.0 SUGAR11 20.0 20.0 12.0 15.0 5.8 1.7 14.2 -11.8 19.3 9.6 -5.5 12.9 -11.9 12.9 8.3 -2.8 11.1 7.2 9.9 11.4 -0.0 20.0 -8.9 20.0 -20.0 14.1 8.8 3.8 20.0 -4.8 20.0 20.0 20.0 18.9 8.9 6.5 -0.8 -19.0 1.3 -13.0 US10 -20.0 -3.6 -8.8 -6.1 -6.0 -2.9 -10.9 -2.0 -10.3 -5.2 -3.2 -9.0 5.1 -9.2 -7.1 2.5 1.5 2.7 2.5 -6.4 -2.5 -10.5 0.1 -10.7 -6.3 -5.1 -3.3 -1.1 -10.2 1.4 -9.8 -3.5 -1.7 -1.2 3.2 0.7 -5.3 -20.0 -12.8 -20.0 US10U -20.0 -3.2 -7.2 -9.3 -9.2 -4.4 -16.7 -3.0 -15.9 -7.0 -2.9 -13.7 7.4 -13.8 -10.4 2.8 1.1 2.9 2.3 -8.7 -2.8 -14.8 0.4 -14.9 -11.2 -7.4 -5.2 -0.5 -15.3 3.4 -14.8 -4.1 1.0 0.9 4.2 3.3 -5.7 -3.3 -19.7 -20.0 US2 -20.0 -10.4 -9.0 -5.8 -5.7 -2.8 -10.4 -1.9 -9.9 -2.5 -6.8 -7.5 -2.5 -8.8 -8.3 -5.1 -12.0 -7.9 -9.4 -10.9 -6.3 -11.2 -3.0 -14.2 6.6 -9.4 -1.2 -5.2 -10.3 -2.0 -12.7 -20.0 -4.3 -9.2 -8.6 -5.9 -3.6 -20.0 -5.9 -20.0 US20 -20.0 -3.5 -3.0 -6.1 -6.0 -2.9 -10.9 -2.0 -10.4 -2.6 -1.7 -8.4 1.8 -8.5 -6.3 4.2 4.1 4.7 4.7 -5.3 -1.6 -7.9 -0.2 -9.0 -6.5 -5.2 -1.5 -0.5 -8.7 1.6 -9.7 0.5 4.6 -0.1 0.3 3.2 -1.6 17.5 -7.7 -12.8 US30 -17.3 -0.4 -0.6 -8.7 -8.6 -4.1 -15.6 -2.8 -14.8 -2.2 -5.4 -11.8 -3.9 -11.9 -8.9 1.3 -0.0 1.8 1.3 -5.9 -2.6 -8.9 -2.3 -9.8 -4.8 -6.5 -2.4 -1.1 -11.0 0.8 -12.0 -6.0 12.2 10.1 3.3 4.7 -4.4 13.7 -8.2 -11.0 US5 -20.0 -5.3 -9.3 -6.2 -6.1 -3.0 -11.1 -2.0 -10.6 -4.1 -4.4 -8.7 4.7 -9.3 -7.6 0.1 -1.4 0.1 -0.2 -8.0 -3.6 -11.1 -0.6 -12.2 -4.7 -6.5 -2.6 -2.2 -10.6 0.7 -11.1 -8.3 -2.8 -3.8 0.1 -0.5 -4.8 -20.0 -10.5 -20.0 VIX 15.3 20.0 12.6 11.5 11.5 5.3 11.4 0.8 13.2 11.5 3.0 11.9 -6.7 11.5 8.6 8.6 -20.0 -9.0 -20.0 12.1 5.2 14.5 0.2 15.0 NaN 12.6 12.8 6.1 12.4 1.1 14.3 NaN NaN NaN NaN NaN -5.9 -20.0 NaN NaN WHEAT 5.9 20.0 20.0 14.6 5.6 1.7 13.7 -11.4 18.7 7.3 5.9 9.0 -7.3 10.8 11.0 -12.5 -17.6 -15.1 -16.4 11.8 6.9 6.9 -1.1 10.5 6.9 15.4 5.9 11.5 7.0 3.6 12.1 -12.0 -3.1 -1.9 17.9 12.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3