******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260331_204007 produced at 2026-03-31 21:37:05.897883 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.41 0.0 0.00 0.00 0.00 0.00 -14.05 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 -12.71 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 -2.62 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.20 -0.11 0.0 0.85 -0.85 -0.20 -0.26 -1.74 13.0 -3 -4 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -2.00 24.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.02 -0.10 0.0 0.23 -0.23 -0.02 -0.02 -5.66 13.0 -1 -1 caleb_strategy_v3 CAD False False 0.03 -0.06 -0.09 0.0 0.87 -0.87 -0.06 -0.09 -2.88 29.0 -2 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -28.07 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.36 -0.08 0.0 1.13 -1.13 -0.36 -0.32 -1.85 25.0 -8 -7 caleb_strategy_v3 EUR False False 0.06 0.00 -0.07 0.0 0.85 -0.85 0.00 0.00 -1.11 14.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.06 0.0 0.66 -0.66 0.00 0.00 -4.44 48.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.06 0.0 0.64 -0.64 0.00 0.00 -5.72 66.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.79 -0.79 0.00 0.00 -1.07 17.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.05 0.0 0.56 -0.56 0.00 0.00 -0.93 10.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.22 -0.05 0.0 0.46 -0.46 -0.22 -0.14 -2.56 23.0 -11 -7 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.62 -0.62 -0.05 -0.05 -0.92 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 0.00 -0.03 0.0 0.56 -0.56 0.00 -0.03 -1.05 17.0 0 -1 caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -2.63 4.0 0 0 caleb_strategy_v3 SP400 False False 0.14 -0.28 -0.03 0.0 0.28 -0.28 -0.28 -0.28 -0.19 2.0 -2 -2 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.03 0.0 0.76 -0.76 -0.03 -0.03 -0.80 22.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 0.00 -0.03 0.0 0.64 -0.64 0.00 -0.01 -2.36 58.0 0 -1 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.03 0.0 0.50 -0.50 0.00 0.00 -2.02 36.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.10 -1.10 -0.02 0.00 -1.09 56.0 -1 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.02 0.0 1.05 -1.05 -0.06 -0.06 -0.39 19.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.02 0.0 0.36 -0.36 0.00 0.00 -4.18 68.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.23 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.33 -0.33 0.00 0.00 -0.52 23.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.02 -0.01 0.0 0.17 -0.17 -0.02 -0.02 -0.35 11.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.36 -0.36 -0.03 -0.03 -0.92 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 -0.26 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 -0.25 6.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.71 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 -0.62 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.03 6.0 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 -0.22 26.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.06 10.0 0 0 caleb_strategy_v3 COPPER False False 0.06 -0.06 0.00 0.0 999.00 -999.00 -0.06 0.00 0.04 999999999.0 -1 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.00 0.0 0.50 -0.50 0.02 0.00 0.03 21.0 1 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 0.00 0.0 0.21 -0.21 -0.05 0.00 0.04 4.0 -1 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.22 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 0.02 2.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.01 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.00 0.00 0.0 0.53 -0.53 0.00 0.03 0.03 20.0 0 1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.31 8.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.60 -0.60 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.73 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.62 10.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.01 1.25 18.0 2 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.05 0.39 7.0 1 2 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.45 999999999.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.11 0.03 0.0 0.57 -0.57 0.11 0.11 0.48 10.0 2 2 caleb_strategy_v3 MXP False False 0.01 0.05 0.03 0.0 0.69 -0.69 0.05 0.05 2.31 60.0 4 4 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 7.16 51.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.39 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.18 -0.18 0.00 0.00 0.57 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.03 0.0 0.12 -0.12 0.04 0.04 2.88 12.0 4 4 caleb_strategy_v3 CAC False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.81 12.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.18 0.03 0.0 0.18 -0.18 0.18 0.18 0.52 3.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.04 0.0 0.61 -0.61 0.08 0.08 0.50 8.0 1 1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.04 0.0 1.16 -1.16 0.00 0.00 0.37 10.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.04 0.0 0.55 -0.55 0.00 0.00 1.42 19.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 5.19 999999999.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.06 0.0 0.69 -0.69 0.00 0.04 1.42 17.0 0 1 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.74 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.06 0.11 0.0 0.15 -0.15 0.06 0.03 3.59 5.0 2 1 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.0 Shocked risk 30.1 Sum abs risk 37.4 Leverage 4.06 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2398076.93, 'annual_cash_vol_target': 599519.2325, 'daily_cash_vol_target': 37469.95203125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.6885 0.7133 11.4125 BITCOIN 1845.2884 68090.0000 2.7101 43.3612 BOBL 0.2668 115.6700 0.2307 3.6905 BTP 0.7012 116.9700 0.5995 9.5916 BUND 0.4949 125.7800 0.3935 6.2956 BUXL 0.9999 110.8200 0.9023 14.4362 CAC 72.6926 7890.0000 0.9213 14.7412 CAD 0.0026 0.7198 0.3577 5.7238 CANOLA 8.7786 744.9000 1.1785 18.8558 CHF 0.0062 1.2596 0.4883 7.8131 COCOA 99.1616 3339.0000 2.9698 47.5168 COFFEE 5.1608 290.3000 1.7777 28.4440 COPPER 0.0965 5.6765 1.7006 27.2092 CORN 4.7637 485.0000 0.9822 15.7154 COTTON2 0.8212 72.1000 1.1390 18.2239 CRUDE_W 1.5083 72.9900 2.0665 33.0640 DAX 264.6960 23132.0000 1.1443 18.3086 DOW 411.5125 46500.0000 0.8850 14.1596 DX 0.4430 99.7450 0.4442 7.1068 EUR 0.0058 1.1582 0.5003 8.0044 EURIBOR-ICE 0.0574 97.3450 0.0590 0.9433 EUROSTX 63.8386 5570.0000 1.1461 18.3378 FEEDCOW 3.2192 364.5250 0.8831 14.1298 GASOIL 43.1390 1078.7500 3.9990 63.9837 GASOLINE 0.0751 2.9114 2.5804 41.2869 GAS_US_mini 0.1403 3.0150 4.6545 74.4725 GBP 0.0072 1.3223 0.5475 8.7594 GOLD_micro 81.4070 4699.0000 1.7324 27.7189 HEATOIL 0.1095 3.4643 3.1596 50.5533 JGB-SGX-mini 0.2957 130.4600 0.2266 3.6260 JPY 0.0000 0.0063 0.6273 10.0374 LEANHOG 1.0674 104.8500 1.0180 16.2887 LIVECOW 1.9122 243.3000 0.7859 12.5749 LUMBER-new 7.5796 625.0000 1.2127 19.4037 MXP 0.0004 0.0554 0.7802 12.4837 NASDAQ_micro 266.2799 23859.0000 1.1161 17.8569 NIKKEI 797.2627 52885.0000 1.5075 24.1206 NZD 0.0043 0.5751 0.7417 11.8666 OAT 0.5770 119.2400 0.4839 7.7425 OATIES 6.4318 356.0000 1.8067 28.9069 OJ 6.7415 190.1000 3.5463 56.7406 PALLAD 48.8673 1493.0000 3.2731 52.3695 PLAT 60.8717 1967.6000 3.0937 49.4992 REDWHEAT 10.9885 651.0000 1.6879 27.0070 RICE 0.1444 11.7700 1.2271 19.6333 ROBUSTA 65.7871 3392.0000 1.9395 31.0317 RUSSELL 33.0030 2506.2000 1.3169 21.0696 SHATZ 0.1009 105.8400 0.0953 1.5249 SILVER-mini 3.0234 75.6500 3.9966 63.9452 SMI 124.1810 12716.0000 0.9766 15.6252 SOFR 0.0599 96.5000 0.0621 0.9933 SOYBEAN 9.9961 1157.7500 0.8634 13.8145 SOYMEAL 4.4442 314.3000 1.4140 22.6239 SOYOIL 0.8657 68.9800 1.2550 20.0802 SP400 37.9936 3389.1000 1.1211 17.9369 SP500_micro 60.0085 6558.7500 0.9149 14.6390 SUGAR11 0.2492 15.6700 1.5903 25.4440 US10 0.4079 111.0156 0.3674 5.8786 US10U 0.5199 113.4688 0.4582 7.3309 US2 0.1127 103.7266 0.1087 1.7386 US20 0.7858 113.8750 0.6901 11.0414 US30 1.0094 116.5625 0.8660 13.8562 US5 0.2702 108.1719 0.2498 3.9966 VIX 0.8343 24.5000 3.4055 54.4877 WHEAT 9.4820 657.0000 1.4432 23.0917 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 688.50 0.71 491.10 1.00 491.10 37469.95 76.30 7.16 54.65 BITCOIN 68.09 2.71 184.53 1.00 184.53 37469.95 203.06 -12.75 -258.82 BOBL 1156.70 0.23 266.80 1.15 306.73 37469.95 122.16 -3.14 -38.30 BTP 1169.70 0.60 701.20 1.15 806.15 37469.95 46.48 -5.83 -27.09 BUND 1257.80 0.39 494.91 1.15 568.98 37469.95 65.85 0.54 3.57 BUXL 1108.20 0.90 999.88 1.15 1149.53 37469.95 32.60 1.34 4.36 CAC 789.00 0.92 726.93 1.15 835.72 37469.95 44.84 5.32 23.84 CAD 719.85 0.36 257.52 1.00 257.52 37469.95 145.51 -7.63 -110.95 CANOLA 148.98 1.18 175.57 0.72 126.22 37469.95 296.87 9.90 293.86 CHF 1574.56 0.49 768.89 1.00 768.89 37469.95 48.73 -13.73 -66.92 COCOA 333.90 2.97 991.62 1.00 991.62 37469.95 37.79 -10.01 -37.84 COFFEE 1088.62 1.78 1935.30 1.00 1935.30 37469.95 19.36 1.21 2.35 COPPER 1419.12 1.70 2413.33 1.00 2413.33 37469.95 15.53 0.22 0.35 CORN 242.50 0.98 238.19 1.00 238.19 37469.95 157.31 7.52 118.26 COTTON2 360.50 1.14 410.61 1.00 410.61 37469.95 91.26 -1.57 -14.37 CRUDE_W 729.90 2.07 1508.34 1.00 1508.34 37469.95 24.84 13.32 33.08 DAX 231.32 1.14 264.70 1.15 304.31 37469.95 123.13 -5.61 -69.12 DOW 232.50 0.88 205.76 1.00 205.76 37469.95 182.11 -13.49 -245.72 DX 997.45 0.44 443.04 1.00 443.04 37469.95 84.57 7.94 67.15 EUR 1447.75 0.50 724.27 1.00 724.27 37469.95 51.73 -8.25 -42.67 EURIBOR-ICE 2433.62 0.06 143.48 1.15 164.95 37469.95 227.16 0.48 10.79 EUROSTX 557.00 1.15 638.39 1.15 733.93 37469.95 51.05 0.16 0.80 FEEDCOW 1822.62 0.88 1609.58 1.00 1609.58 37469.95 23.28 6.53 15.21 GASOIL 1078.75 4.00 4313.90 1.00 4313.90 37469.95 8.69 15.23 13.23 GASOLINE 1222.79 2.58 3155.32 1.00 3155.32 37469.95 11.88 8.66 10.29 GAS_US_mini 75.38 4.65 350.84 1.00 350.84 37469.95 106.80 -0.19 -2.04 GBP 826.44 0.55 452.45 1.00 452.45 37469.95 82.82 -3.71 -30.71 GOLD_micro 469.90 1.73 814.07 1.00 814.07 37469.95 46.03 -6.94 -31.94 HEATOIL 1455.01 3.16 4597.21 1.00 4597.21 37469.95 8.15 14.74 12.01 JGB-SGX-mini 130460.00 0.23 29565.60 0.01 185.07 37469.95 202.46 -5.79 -117.18 JPY 791.88 0.63 496.77 1.00 496.77 37469.95 75.43 -5.38 -40.54 LEANHOG 419.40 1.02 426.97 1.00 426.97 37469.95 87.76 -10.60 -93.02 LIVECOW 973.20 0.79 764.87 1.00 764.87 37469.95 48.99 8.72 42.72 LUMBER-new 171.88 1.21 208.44 1.00 208.44 37469.95 179.76 -5.08 -91.40 MXP 276.90 0.78 216.05 1.00 216.05 37469.95 173.44 0.91 15.74 NASDAQ_micro 477.18 1.12 532.56 1.00 532.56 37469.95 70.36 -15.66 -110.17 NIKKEI 52885.00 1.51 79726.27 0.01 499.07 37469.95 75.08 -2.48 -18.59 NZD 575.10 0.74 426.53 1.00 426.53 37469.95 87.85 0.15 1.33 OAT 1192.40 0.48 577.01 1.15 663.37 37469.95 56.48 2.47 13.98 OATIES 178.00 1.81 321.59 1.00 321.59 37469.95 116.52 2.58 30.08 OJ 285.15 3.55 1011.22 1.00 1011.22 37469.95 37.05 -7.83 -29.00 PALLAD 1493.00 3.27 4886.73 1.00 4886.73 37469.95 7.67 0.76 0.58 PLAT 983.80 3.09 3043.58 1.00 3043.58 37469.95 12.31 1.44 1.77 REDWHEAT 325.50 1.69 549.42 1.00 549.42 37469.95 68.20 3.42 23.29 RICE 235.40 1.23 288.85 1.00 288.85 37469.95 129.72 -8.31 -107.84 ROBUSTA 339.20 1.94 657.87 1.00 657.87 37469.95 56.96 -6.86 -39.09 RUSSELL 125.31 1.32 165.01 1.00 165.01 37469.95 227.07 -5.55 -125.93 SHATZ 1058.40 0.10 100.87 1.15 115.97 37469.95 323.10 -6.08 -196.60 SILVER-mini 1891.25 4.00 7558.52 1.00 7558.52 37469.95 4.96 -0.50 -0.25 SMI 1271.60 0.98 1241.81 1.25 1552.49 37469.95 24.14 4.76 11.48 SOFR 2412.50 0.06 149.78 1.00 149.78 37469.95 250.17 -9.23 -230.89 SOYBEAN 578.88 0.86 499.81 1.00 499.81 37469.95 74.97 5.56 41.71 SOYMEAL 314.30 1.41 444.42 1.00 444.42 37469.95 84.31 -7.89 -66.53 SOYOIL 413.88 1.26 519.42 1.00 519.42 37469.95 72.14 9.15 65.99 SP400 3389.10 1.12 3799.36 1.00 3799.36 37469.95 9.86 -5.95 -5.87 SP500_micro 327.94 0.91 300.04 1.00 300.04 37469.95 124.88 -15.28 -190.87 SUGAR11 175.50 1.59 279.10 1.00 279.10 37469.95 134.25 3.81 51.14 US10 1110.16 0.37 407.89 1.00 407.89 37469.95 91.86 -9.22 -84.69 US10U 1134.69 0.46 519.90 1.00 519.90 37469.95 72.07 -10.04 -72.33 US2 2074.53 0.11 225.42 1.00 225.42 37469.95 166.22 -12.42 -206.51 US20 1138.75 0.69 785.84 1.00 785.84 37469.95 47.68 -4.27 -20.36 US30 1165.62 0.87 1009.44 1.00 1009.44 37469.95 37.12 -5.28 -19.58 US5 1081.72 0.25 270.20 1.00 270.20 37469.95 138.67 -10.51 -145.72 VIX 245.00 3.41 834.34 1.00 834.34 37469.95 44.91 4.67 20.98 WHEAT 328.50 1.44 474.10 1.00 474.10 37469.95 79.03 2.12 16.79 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 54.654 0.010 2.5 1.420 BITCOIN -258.821 0.043 2.5 -28.066 BOBL -38.298 0.004 2.5 -0.389 BTP -27.087 0.014 2.5 -0.925 BUND 3.574 0.004 2.5 0.036 BUXL 4.364 0.004 2.5 0.044 CAC 23.837 0.014 2.5 0.814 CAD -110.952 0.010 2.5 -2.883 CANOLA 293.859 0.010 2.5 7.159 CHF -66.915 0.010 2.5 -1.739 COCOA -37.837 0.010 2.5 -0.922 COFFEE 2.350 0.005 2.5 0.031 COPPER 0.348 0.043 2.5 0.038 CORN 118.260 0.010 2.5 2.881 COTTON2 -14.366 0.010 2.5 -0.350 CRUDE_W 33.079 0.043 2.5 3.587 DAX -69.123 0.014 2.5 -2.361 DOW -245.719 0.009 2.5 -5.719 DX 67.151 0.010 2.5 1.745 EUR -42.674 0.010 2.5 -1.109 EURIBOR-ICE 10.792 0.014 2.5 0.369 EUROSTX 0.799 0.014 2.5 0.027 FEEDCOW 15.212 0.013 2.5 0.505 GASOIL 13.231 0.017 2.5 0.574 GASOLINE 10.287 0.017 2.5 0.447 GAS_US_mini -2.044 0.043 2.5 -0.222 GBP -30.713 0.010 2.5 -0.798 GOLD_micro -31.942 0.014 2.5 -1.091 HEATOIL 12.015 0.017 2.5 0.522 JGB-SGX-mini -117.182 0.043 2.5 -12.707 JPY -40.542 0.010 2.5 -1.053 LEANHOG -93.016 0.024 2.5 -5.661 LIVECOW 42.725 0.013 2.5 1.418 LUMBER-new -91.400 0.010 2.5 -2.227 MXP 15.743 0.059 2.5 2.314 NASDAQ_micro -110.169 0.009 2.5 -2.564 NIKKEI -18.589 0.043 2.5 -2.016 NZD 1.325 0.010 2.5 0.034 OAT 13.979 0.014 2.5 0.477 OATIES 30.076 0.010 2.5 0.733 OJ -28.995 0.010 2.5 -0.706 PALLAD 0.585 0.014 2.5 0.020 PLAT 1.767 0.014 2.5 0.060 REDWHEAT 23.291 0.005 2.5 0.309 RICE -107.839 0.010 2.5 -2.627 ROBUSTA -39.094 0.005 2.5 -0.519 RUSSELL -125.925 0.013 2.5 -4.179 SHATZ -196.600 0.004 2.5 -1.996 SILVER-mini -0.249 0.014 2.5 -0.008 SMI 11.483 0.014 2.5 0.392 SOFR -230.891 0.024 2.5 -14.052 SOYBEAN 41.707 0.004 2.5 0.388 SOYMEAL -66.526 0.004 2.5 -0.620 SOYOIL 65.994 0.004 2.5 0.615 SP400 -5.870 0.013 2.5 -0.195 SP500_micro -190.871 0.009 2.5 -4.442 SUGAR11 51.144 0.010 2.5 1.246 US10 -84.689 0.005 2.5 -1.075 US10U -72.326 0.005 2.5 -0.918 US2 -206.513 0.005 2.5 -2.621 US20 -20.362 0.005 2.5 -0.258 US30 -19.583 0.005 2.5 -0.249 US5 -145.716 0.005 2.5 -1.849 VIX 20.983 0.099 2.5 5.187 WHEAT 16.790 0.005 2.5 0.223 ===================== Position diags ===================== AUD 1.98 BITCOIN 22.02 BOBL 1.24 BTP 1.59 BUND 0.67 BUXL 0.33 CAC 1.53 CAD 3.78 CANOLA 7.23 CHF 1.27 COCOA 0.92 COFFEE 0.26 COPPER 1.68 CORN 3.83 COTTON2 2.22 CRUDE_W 2.69 DAX 4.21 DOW 4.24 DX 2.20 EUR 1.34 EURIBOR-ICE 7.76 EUROSTX 1.74 FEEDCOW 0.77 GASOIL 0.38 GASOLINE 0.52 GAS_US_mini 11.58 GBP 2.15 GOLD_micro 1.57 HEATOIL 0.35 JGB-SGX-mini 21.95 JPY 1.96 LEANHOG 5.34 LIVECOW 1.63 LUMBER-new 4.38 MXP 25.49 NASDAQ_micro 1.64 NIKKEI 8.14 NZD 2.28 OAT 1.93 OATIES 2.84 OJ 0.90 PALLAD 0.26 PLAT 0.42 REDWHEAT 0.91 RICE 3.16 ROBUSTA 0.76 RUSSELL 7.54 SHATZ 3.28 SILVER-mini 0.17 SMI 0.82 SOFR 15.23 SOYBEAN 0.70 SOYMEAL 0.79 SOYOIL 0.67 SP400 0.33 SP500_micro 2.91 SUGAR11 3.27 US10 1.17 US10U 0.91 US2 2.11 US20 0.61 US30 0.47 US5 1.76 VIX 11.10 WHEAT 1.05 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 -28.1 -30.3 -25.9 0.0 0 BOBL -0.4 -0.5 -0.3 -1.0 -1 BTP -0.9 -1.1 -0.8 0.0 0 BUND 0.0 -0.0 0.1 0.0 0 BUXL 0.0 0.0 0.1 -1.0 -1 CAC 0.8 0.7 1.0 0.0 0 CAD -2.9 -3.3 -2.5 -2.0 -2 CANOLA 7.2 6.4 7.9 0.0 0 CHF -1.7 -1.9 -1.6 -3.0 -3 COCOA -0.9 -1.0 -0.8 -2.0 -2 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 0.0 -0.1 0.2 -1.0 -1 CORN 2.9 2.5 3.3 4.0 4 COTTON2 -0.3 -0.6 -0.1 -1.0 -1 CRUDE_W 3.6 3.3 3.9 2.0 2 DAX -2.4 -2.8 -1.9 0.0 0 DOW -5.7 -6.1 -5.3 0.0 0 DX 1.7 1.5 2.0 0.0 0 EUR -1.1 -1.2 -1.0 0.0 0 EURIBOR-ICE 0.4 -0.4 1.1 0.0 0 EUROSTX 0.0 -0.1 0.2 0.0 0 FEEDCOW 0.5 0.4 0.6 1.0 1 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.4 0.4 0.5 0.0 0 GAS_US_mini -0.2 -1.4 0.9 0.0 0 GBP -0.8 -1.0 -0.6 -1.0 -1 GOLD_micro -1.1 -1.2 -0.9 -1.0 -1 HEATOIL 0.5 0.5 0.6 3.0 3 JGB-SGX-mini -12.7 -14.9 -10.5 0.0 0 JPY -1.1 -1.2 -0.9 0.0 0 LEANHOG -5.7 -6.2 -5.1 -1.0 -1 LIVECOW 1.4 1.3 1.6 0.0 0 LUMBER-new -2.2 -2.7 -1.8 0.0 0 MXP 2.3 -0.2 4.9 4.0 4 NASDAQ_micro -2.6 -2.7 -2.4 -11.0 -11 NIKKEI -2.0 -2.8 -1.2 0.0 0 NZD 0.0 -0.2 0.3 1.0 1 OAT 0.5 0.3 0.7 2.0 2 OATIES 0.7 0.4 1.0 NaN 0 OJ -0.7 -0.8 -0.6 -1.0 -1 PALLAD 0.0 -0.0 0.0 0.0 0 PLAT 0.1 0.0 0.1 0.0 0 REDWHEAT 0.3 0.2 0.4 0.0 0 RICE -2.6 -2.9 -2.3 0.0 0 ROBUSTA -0.5 -0.6 -0.4 0.0 0 RUSSELL -4.2 -4.9 -3.4 0.0 0 SHATZ -2.0 -2.3 -1.7 NaN 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SMI 0.4 0.3 0.5 0.0 0 SOFR -14.1 -15.6 -12.5 NaN 0 SOYBEAN 0.4 0.3 0.5 1.0 1 SOYMEAL -0.6 -0.7 -0.5 0.0 0 SOYOIL 0.6 0.5 0.7 0.0 0 SP400 -0.2 -0.2 -0.2 -2.0 -2 SP500_micro -4.4 -4.7 -4.2 0.0 0 SUGAR11 1.2 0.9 1.6 2.0 2 US10 -1.1 -1.2 -1.0 0.0 0 US10U -0.9 -1.0 -0.8 -1.0 -1 US2 -2.6 -2.8 -2.4 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.8 -2.0 -1.7 -8.0 -8 VIX 5.2 4.1 6.3 0.0 0 WHEAT 0.2 0.1 0.3 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 -0.1 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 1.2 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 0.0 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 -0.4 -0.1 -0.3 -0.1 -0.0 -0.2 0.6 0.5 -0.6 -0.3 -0.0 -0.7 -0.5 BOBL -0.6 -0.3 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -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 -0.1 0.3 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 -0.6 -0.0 -0.3 -0.2 -0.1 0.4 0.7 0.6 0.7 BTP -0.6 -0.6 -0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 0.2 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 -0.1 0.0 -0.2 -2.7 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.6 -0.1 -0.4 -0.4 -0.0 0.3 0.7 0.5 0.7 BUND -0.6 -0.1 0.1 -0.1 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 0.2 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.5 0.1 -0.1 -0.0 -0.0 0.3 0.7 0.5 0.7 BUXL -0.2 0.3 0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 0.1 -0.3 -0.0 -0.6 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.0 -0.3 -0.0 0.5 -0.0 0.1 -0.1 -0.0 -0.3 -0.0 -0.0 0.5 0.6 0.4 0.2 -0.2 0.5 -0.2 0.2 CAC -0.4 -0.6 -0.4 -0.1 -0.0 0.0 -0.1 0.2 -0.1 0.0 -0.1 -0.1 0.4 -0.1 -0.1 0.3 -0.0 0.1 0.0 -0.1 -0.1 -0.0 0.0 -0.1 0.8 0.0 0.0 0.1 -0.0 0.1 -0.0 0.4 -0.0 0.4 0.6 0.2 0.3 0.7 0.2 0.7 CAD -0.6 -0.3 0.2 -0.1 -0.2 0.1 -0.2 0.2 -0.2 -0.2 0.0 -0.2 0.1 -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 -0.5 -0.0 0.1 0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.3 0.6 0.6 0.1 0.1 0.0 0.1 -0.3 0.2 0.1 0.2 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 1.1 0.1 0.0 0.2 0.0 0.1 0.1 -0.6 0.1 0.1 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 0.0 -0.2 0.2 -0.1 -1.1 -0.1 -0.2 -0.1 0.0 -0.5 -0.7 -0.4 -0.7 COCOA 0.6 -0.6 -0.6 0.1 0.1 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 -0.5 0.3 0.0 0.4 0.2 COFFEE 0.6 -0.2 -0.6 0.2 0.2 0.1 0.2 -0.6 0.2 -0.1 -0.2 0.0 0.1 -0.0 -0.1 0.3 0.3 0.3 0.4 -0.1 -0.1 -0.0 -0.0 0.0 -2.7 -0.0 -0.1 -0.1 0.0 0.3 0.1 1.1 -0.1 -0.1 -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 -0.0 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 -0.0 0.1 -0.1 -0.1 -0.0 0.0 0.0 -0.0 0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.3 0.7 0.1 0.4 CORN 0.2 0.6 0.4 0.2 0.2 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 0.0 0.2 0.2 -1.1 -0.2 0.1 0.6 0.3 0.3 -0.1 0.4 0.1 COTTON2 0.6 0.6 0.5 0.2 0.2 0.1 0.2 -0.6 0.2 0.2 -0.1 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 -0.5 0.2 0.2 0.1 0.2 -0.3 0.2 -1.1 0.2 0.5 0.3 -0.0 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.3 0.6 0.6 0.2 0.0 0.5 0.2 0.4 0.2 -0.1 0.3 0.1 0.1 0.1 0.2 0.4 0.1 0.3 0.2 0.2 0.2 0.1 0.2 0.2 0.8 0.2 -0.1 0.4 0.1 0.2 0.2 -0.0 -0.5 -0.4 -0.4 -0.3 0.3 0.7 -0.0 0.1 DAX -0.6 -0.6 -0.5 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.9 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.2 -0.3 -0.2 0.5 0.7 0.5 0.7 DOW -0.6 -0.6 -0.6 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.1 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 -0.9 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 -0.2 -0.1 -0.3 -0.4 -0.2 -0.0 -0.7 -0.4 -0.7 DX 0.3 0.5 0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.0 0.2 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 0.0 0.1 0.1 -0.0 0.1 0.8 0.4 0.6 0.6 -0.2 0.1 0.6 0.3 0.7 EUR -0.3 -0.5 -0.4 -0.0 -0.1 0.0 -0.2 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 0.0 -0.1 0.6 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.3 0.4 0.0 -0.2 -0.2 -0.4 -0.7 -0.3 -0.7 EURIBOR-ICE -0.6 -0.4 -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 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.6 -0.0 -0.3 -0.2 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.6 -0.6 -0.4 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.0 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 -0.1 -0.6 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.8 -0.0 -0.1 -0.2 0.0 0.3 0.7 0.3 0.7 FEEDCOW -0.1 -0.6 0.0 0.2 0.1 0.1 0.2 -0.4 0.2 0.1 0.3 0.1 0.4 0.0 0.1 0.1 0.2 0.2 0.2 0.0 0.1 0.2 0.5 0.1 -2.7 -0.0 0.2 0.0 0.2 0.3 0.0 1.1 0.5 -0.4 -0.6 -0.0 0.7 0.7 0.6 0.7 GASOIL 0.3 0.6 0.4 0.2 0.0 0.3 0.1 0.2 0.1 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 0.2 0.1 0.5 0.3 -0.1 0.5 -0.3 0.0 GASOLINE 0.5 0.6 0.6 0.2 0.0 0.4 0.1 0.3 0.2 0.0 0.2 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 0.0 0.4 0.1 0.2 0.2 -1.1 0.0 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 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -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 -0.2 -0.6 -0.6 -0.6 0.4 -0.1 0.3 -0.3 GBP -0.2 -0.5 -0.1 -0.1 -0.1 0.0 -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 -0.4 -0.0 0.0 0.1 -0.0 0.2 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -2.5 0.0 0.0 0.2 -0.1 0.4 -0.1 -0.2 -0.2 -0.3 0.0 0.4 0.7 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 0.3 0.2 1.1 0.2 0.4 0.5 0.2 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.5 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 0.0 0.1 -0.4 -0.1 -0.7 -0.2 -0.7 JPY -0.2 -0.2 0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.3 -0.1 2.7 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 -0.5 0.4 0.2 -0.0 -0.4 -0.1 -0.5 0.1 -0.7 LEANHOG -0.6 -0.4 0.2 0.2 0.2 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 -0.1 0.4 -0.2 -1.1 -0.1 -0.0 0.1 -0.2 0.4 -0.2 -1.1 -0.5 -0.6 -0.6 0.4 -0.6 0.2 -0.4 0.4 LIVECOW 0.2 -0.2 0.1 0.2 0.1 0.1 0.2 -0.5 0.2 0.1 0.3 0.2 0.5 0.1 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 -0.1 -0.5 -0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.5 0.2 0.3 0.2 0.2 0.1 0.2 -0.6 0.2 0.1 -0.5 0.1 -0.7 0.0 -0.0 -0.5 -0.5 -0.5 -0.5 -0.0 -0.1 0.1 -0.6 0.0 NaN -0.0 0.2 -0.3 0.1 -0.6 0.1 -1.2 -0.3 -0.2 -0.7 -0.3 0.2 0.8 0.3 0.8 MXP -0.5 -0.6 -0.4 -0.1 -0.1 0.0 -0.2 0.1 -0.1 -0.0 0.2 -0.1 0.5 -0.1 0.0 0.1 0.2 0.2 0.2 -0.0 0.1 -0.1 0.3 -0.1 -2.7 -0.0 -0.0 0.2 -0.1 0.5 -0.1 1.1 0.2 -0.0 -0.1 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.4 -0.6 -0.6 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -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 -2.4 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.2 -0.5 -0.0 -0.5 -0.5 0.4 -0.7 0.2 -0.7 NIKKEI -0.6 -0.4 -0.5 -0.0 -0.0 0.0 -0.0 0.1 -0.1 0.0 0.1 -0.0 0.2 -0.0 -0.0 0.0 0.1 0.1 0.1 -0.0 0.1 -0.0 0.2 -0.1 -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 -0.7 -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 -0.0 -0.1 -0.0 -0.3 0.7 0.1 0.7 OAT -0.6 -0.4 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -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 0.0 -0.0 -0.1 0.0 -0.1 0.8 0.0 -0.2 -0.1 0.1 0.2 0.7 0.4 0.7 OATIES 0.2 0.6 0.5 0.1 0.1 0.1 0.1 -0.3 0.2 0.0 0.0 0.0 -0.1 0.0 0.1 -0.0 -0.2 -0.1 -0.2 0.1 0.0 0.0 -0.1 0.1 -0.1 0.1 0.1 0.1 0.0 -0.1 0.1 -0.0 -0.2 0.3 0.5 0.1 0.0 -0.5 0.1 -0.6 OJ -0.0 -0.1 0.4 0.1 0.1 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 -0.2 -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 -0.0 0.2 -0.0 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 -0.0 0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.1 -0.2 -0.0 0.0 0.1 -0.0 0.3 -0.1 0.2 -0.0 -0.0 -0.1 0.1 0.7 0.4 0.3 -0.0 REDWHEAT 0.3 0.6 0.6 0.2 0.1 0.1 0.2 -0.4 0.2 0.1 0.3 0.1 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.2 0.1 0.1 0.0 0.2 0.8 0.2 0.1 0.3 0.1 0.1 0.2 -0.5 0.1 0.2 0.6 0.4 -0.7 -0.7 -0.7 -0.7 RICE 0.2 0.2 0.6 0.1 0.1 0.1 0.1 -0.3 0.2 0.1 -0.2 0.1 -0.3 0.0 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.0 -0.4 0.0 0.3 0.0 0.1 -0.1 0.1 -0.5 0.0 -0.9 -0.1 -0.1 -0.3 0.1 -0.7 -0.5 -0.6 -0.5 ROBUSTA -0.1 -0.2 -0.4 0.1 0.1 0.0 0.1 -0.3 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 1.1 -0.2 -0.6 -0.6 -0.6 0.1 0.1 0.3 0.3 RUSSELL -0.6 -0.6 -0.3 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.7 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.1 0.1 0.0 -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 -0.0 -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 -0.1 -1.0 -0.2 -0.6 -0.6 -0.4 0.5 0.6 0.6 0.7 SILVER-mini -0.6 -0.2 -0.0 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.1 -1.1 -0.0 0.0 0.2 -0.0 0.4 -0.0 0.0 0.0 -0.0 -0.1 0.3 0.4 0.4 0.2 0.0 SMI -0.6 -0.6 -0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.1 0.1 -0.0 0.2 -0.1 -0.0 0.1 0.1 0.2 0.2 -0.1 0.0 -0.0 0.1 -0.1 0.7 -0.0 0.1 0.1 -0.0 0.2 -0.1 1.1 0.1 -0.2 0.1 0.2 -0.0 0.7 -0.1 0.7 SOFR -0.6 0.0 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -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 -0.1 0.1 0.4 0.2 -0.4 -0.4 -0.6 -0.7 SOYBEAN -0.3 0.4 0.3 0.2 0.1 0.1 0.2 -0.5 0.2 0.1 0.4 0.1 0.4 0.1 0.1 0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 0.2 0.1 -0.8 0.1 0.1 0.3 0.0 0.3 0.1 0.7 0.1 -0.5 0.6 0.1 -0.2 -0.4 -0.1 -0.3 SOYMEAL -0.1 0.3 0.1 0.1 0.1 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 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.1 -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 -2.2 0.2 0.2 0.5 0.2 0.5 0.2 0.4 0.5 0.6 0.6 0.6 -0.2 -0.7 -0.2 -0.7 SP400 -0.6 -0.6 -0.0 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.4 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.2 0.1 0.1 0.0 -0.7 -0.3 -0.7 SP500_micro -0.6 -0.6 -0.6 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.0 -0.0 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.2 0.1 -0.2 -1.7 -0.1 -0.1 -0.1 -0.2 0.0 -0.2 -0.3 -0.5 -0.4 -0.6 -0.5 0.5 -0.7 0.4 -0.7 SUGAR11 0.6 0.6 0.4 0.2 0.1 0.1 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 0.1 -0.2 0.2 -2.7 0.2 0.0 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 -0.2 -0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 -0.1 0.0 0.0 0.1 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 -0.1 -0.0 0.1 0.0 -0.2 -0.7 -0.4 -0.7 US10U -0.6 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -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 -0.1 -1.5 -0.1 0.0 -0.0 -0.1 0.1 -0.1 -0.2 -0.0 0.0 0.1 0.1 -0.2 -0.1 -0.7 -0.7 US2 -0.6 -0.4 -0.3 -0.1 0.0 -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 -0.1 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 -0.2 -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 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.8 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.0 0.1 -0.0 0.0 0.1 -0.0 0.6 -0.2 -0.4 US30 -0.5 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -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 0.2 0.3 0.1 0.1 -0.1 0.5 -0.3 -0.4 US5 -0.6 -0.2 -0.3 -0.1 0.0 -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 -0.3 -0.7 VIX 0.7 1.0 0.7 0.2 0.1 0.2 0.2 0.1 0.2 0.0 0.1 0.2 -0.4 0.2 0.2 0.3 -0.6 -0.3 -0.6 0.2 0.1 0.2 0.0 0.2 NaN 0.2 0.1 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 0.1 0.2 -0.4 0.2 0.1 0.2 0.1 -0.3 0.1 0.1 -0.2 -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 -0.0 0.6 0.4 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -20.0 -6.5 12.1 -3.9 -10.2 1.3 -13.2 2.9 -10.6 -8.4 8.9 -10.3 9.6 -6.4 5.8 1.6 -0.0 1.2 0.6 2.5 8.5 -12.7 8.1 -7.1 8.6 3.5 -9.2 9.7 -11.7 8.7 -6.3 6.5 -5.2 2.3 9.7 13.2 -4.0 20.0 4.0 20.0 BITCOIN 15.1 -20.0 -20.0 -4.1 4.3 5.6 -6.0 13.3 -9.0 -6.8 -14.5 -8.7 -9.6 -10.9 -13.0 -3.5 -5.5 -3.6 -4.4 -20.0 -20.0 -9.5 -20.0 -11.3 -10.7 -7.8 -7.8 -13.1 -8.9 -9.7 -5.9 -0.2 -7.6 20.0 14.1 -18.4 -9.7 -0.4 -20.0 -16.1 BOBL -20.0 -8.4 -0.3 -5.9 0.3 -2.9 -7.4 -2.0 -9.1 0.3 -7.0 -8.0 -4.6 -9.4 -7.9 14.6 -1.7 -0.8 -2.6 -10.4 -6.1 -9.4 -3.9 -13.6 2.1 -9.1 1.1 -5.6 -8.6 -3.9 -12.2 -10.5 -2.1 -9.8 -7.5 -4.1 10.9 20.0 16.8 20.0 BTP -20.0 -19.0 -9.4 -7.1 0.4 -3.5 -8.9 -2.4 -10.9 0.7 -2.5 -9.1 6.8 -10.9 -8.6 5.2 10.8 9.9 11.0 -10.7 -4.0 -10.9 0.7 -15.2 -20.0 -10.2 1.2 -3.3 -10.7 1.3 -14.9 11.9 -3.1 -12.3 -12.0 -0.2 8.6 20.0 14.2 20.0 BUND -20.0 -2.7 2.5 -6.9 0.3 -3.4 -8.6 -2.3 -10.6 2.8 -7.0 -8.5 -7.6 -10.3 -8.3 2.6 8.6 9.8 10.2 -8.0 -4.6 -8.2 -4.0 -11.4 0.1 -7.6 1.1 -4.2 -8.6 -3.4 -11.3 9.2 2.6 -4.3 -1.2 -0.2 8.5 20.0 14.0 20.0 BUXL -7.7 9.7 9.1 -9.5 0.5 -4.7 -11.8 -3.2 -14.6 6.5 -11.2 -3.8 -16.7 -7.1 -6.6 3.6 3.8 4.2 4.3 -3.0 -5.2 -0.2 -10.3 -2.9 3.9 -2.9 7.7 -4.4 -0.8 -8.0 -3.6 -0.2 20.0 20.0 11.2 4.9 -6.0 14.8 -5.3 6.8 CAC -12.7 -20.0 -12.0 -7.3 -0.2 0.3 -9.1 5.3 -11.9 2.0 -3.2 -5.8 9.8 -12.4 -11.8 14.6 -1.1 4.1 0.3 -13.5 -5.7 -5.5 1.5 -13.7 5.6 0.1 5.4 3.3 -3.2 3.5 -3.9 8.2 -1.2 11.5 20.0 5.4 10.3 20.0 5.3 20.0 CAD -18.7 -7.9 5.0 -7.5 -19.4 2.5 -20.0 5.5 -20.0 -20.0 0.6 -20.0 4.0 -20.0 -7.7 -6.7 -7.4 -6.9 -7.2 -9.7 -0.4 -20.0 -0.0 -20.0 20.0 -9.1 -20.0 2.6 -20.0 2.7 -20.0 -6.5 -19.1 -0.7 2.4 0.6 -20.0 -20.0 -20.0 -20.0 CANOLA -9.3 20.0 19.0 11.9 9.7 1.8 12.5 -8.6 15.2 9.4 5.6 3.7 1.9 7.2 9.4 -14.8 -15.5 -16.9 -17.0 11.9 8.5 4.9 3.4 9.2 7.9 12.6 2.9 9.1 4.1 3.6 9.1 -10.7 2.5 4.3 20.0 13.2 6.5 20.0 8.7 20.0 CHF -20.0 -12.8 -4.3 -3.6 -9.3 1.2 -12.0 2.7 -9.7 -9.9 -3.7 -10.6 6.6 -10.0 -6.5 -13.2 -15.5 -13.9 -14.5 -6.8 -0.8 -15.1 3.0 -12.9 -2.0 -4.5 -13.5 1.7 -14.5 5.1 -11.5 -19.7 -3.9 -4.9 -1.7 0.4 -15.1 -20.0 -12.9 -20.0 COCOA 17.7 -20.0 -20.0 7.6 6.2 1.1 8.0 -5.5 9.7 0.2 -6.9 -0.5 -6.2 -4.3 -6.3 -6.8 1.5 -6.1 -3.8 -14.5 -20.0 -1.3 -16.5 -5.9 -20.0 -7.5 1.7 -10.8 -0.9 -8.1 -3.1 15.1 -7.5 -6.4 -15.9 -14.6 9.3 1.2 13.2 5.4 COFFEE 20.0 -4.8 -20.0 20.0 17.7 3.2 20.0 -15.7 20.0 -12.3 -6.6 1.0 1.9 -0.7 -11.8 13.1 17.5 16.8 18.6 -9.2 -13.3 -1.3 -0.6 2.4 -20.0 -0.1 -13.7 -3.4 0.5 7.0 6.6 20.0 -3.6 -3.9 -18.1 -20.0 20.0 20.0 20.0 20.0 COPPER -18.5 -13.4 1.9 -2.2 2.3 3.0 -3.2 7.0 -4.8 4.2 2.8 -2.6 3.7 -4.7 -2.7 -6.0 -6.3 -6.2 -6.2 -3.0 1.8 -3.5 4.1 -5.9 -0.8 -2.5 2.0 1.4 -3.2 4.4 -4.9 -2.3 -0.2 -1.7 0.6 -1.7 7.9 20.0 2.6 12.4 CORN 6.6 18.1 12.7 20.0 17.9 3.3 20.0 -15.9 20.0 -11.8 14.5 9.4 -2.9 15.5 16.5 -20.0 -20.0 -20.0 -20.0 16.7 10.2 2.8 0.7 14.6 10.8 20.0 -9.7 14.7 3.5 4.7 17.6 -20.0 -6.3 4.2 20.0 9.3 7.8 -3.0 11.4 3.4 COTTON2 20.0 18.8 15.2 20.0 19.2 3.5 20.0 -17.0 20.0 17.9 -5.4 20.0 -16.7 18.5 12.7 -20.0 -20.0 -20.0 -20.0 13.1 -0.1 20.0 -11.3 20.0 -4.1 19.0 20.0 3.1 20.0 -9.6 20.0 -20.0 9.7 15.2 10.0 -1.2 -10.1 -13.9 -10.2 -8.7 CRUDE_W 9.3 20.0 20.0 20.0 3.1 20.0 15.3 12.3 20.0 -8.7 9.9 8.4 2.0 12.4 14.6 18.9 7.2 12.8 8.8 20.0 15.8 6.2 6.1 20.0 5.9 20.0 -10.0 15.8 6.6 5.8 20.0 -0.1 -19.6 -11.9 -11.2 -9.9 9.0 20.0 -1.3 4.3 DAX -20.0 -20.0 -16.4 -4.5 -0.1 0.2 -5.5 3.2 -7.3 -2.2 -3.5 -6.8 5.4 -8.2 -6.8 -5.3 -7.3 -6.9 -7.1 -10.7 -4.6 -8.9 1.1 -13.4 -6.7 -8.8 0.5 -4.0 -6.8 0.4 -10.7 -2.8 -6.2 -6.2 -10.6 -4.8 13.9 20.0 13.9 20.0 DOW -20.0 -20.0 -17.3 -5.4 -0.1 0.2 -6.7 3.9 -8.9 1.6 -0.2 -8.7 8.6 -10.2 -7.5 -5.6 -7.6 -6.4 -6.9 -12.5 -3.1 -11.7 4.2 -16.4 -6.8 -10.4 -1.0 -3.2 -9.5 2.7 -13.3 -3.0 -5.4 -9.7 -12.7 -7.2 -1.5 -20.0 -12.5 -20.0 DX 10.3 16.7 8.2 -3.6 -9.4 1.2 -12.1 2.7 -9.8 5.0 5.7 7.5 -6.5 9.1 7.8 3.5 5.6 4.4 5.0 7.6 3.6 6.7 -0.5 8.9 -13.7 6.4 3.9 2.0 6.5 -1.1 8.5 15.2 17.0 20.0 20.0 -7.0 2.2 18.2 8.7 20.0 EUR -9.3 -16.4 -13.7 -4.2 -10.9 1.4 -14.1 3.1 -11.4 -2.5 -6.3 -4.0 7.7 -8.7 -8.7 -5.4 -7.5 -6.4 -7.0 -8.2 -3.7 -6.0 1.7 -8.9 4.4 -6.4 -2.5 -1.2 -5.9 3.2 -8.3 -6.5 17.0 1.0 -6.0 -5.0 -12.7 -20.0 -8.3 -20.0 EURIBOR-ICE -20.0 -11.6 -4.8 -4.7 0.2 -2.3 -5.9 -1.6 -7.3 1.3 -5.0 -6.2 -0.6 -7.4 -6.3 1.9 10.4 7.0 9.5 -8.5 -4.5 -7.5 -1.7 -11.1 -2.1 -6.7 1.1 -3.9 -6.2 -2.0 -9.0 10.6 -0.7 -9.3 -6.0 -3.9 19.7 20.0 20.0 20.0 EUROSTX -20.0 -20.0 -11.6 -5.1 -0.1 0.2 -6.3 3.6 -8.3 -2.0 2.0 -7.5 8.1 -9.1 -6.2 1.4 2.1 4.4 3.6 -8.2 -0.5 -8.1 4.8 -12.2 -4.5 -6.7 1.0 -0.0 -6.6 3.9 -10.2 14.2 -1.7 -2.8 -4.9 0.8 9.2 20.0 7.8 20.0 FEEDCOW -3.0 -20.0 1.2 16.2 13.2 2.4 17.1 -11.7 20.0 13.6 9.5 10.5 12.2 2.0 8.7 5.3 10.3 10.3 11.7 3.8 10.1 19.8 18.3 6.7 -20.0 -2.4 20.0 0.8 14.9 9.6 3.1 20.0 20.0 -12.4 -20.0 -0.4 20.0 20.0 17.1 20.0 GASOIL 10.2 20.0 12.8 14.2 1.4 10.1 6.7 5.4 12.8 4.8 5.9 6.2 5.4 6.5 6.5 20.0 20.0 20.0 20.0 12.7 8.6 9.6 4.6 13.0 -2.0 14.1 3.5 10.9 6.7 6.6 12.1 20.0 8.4 3.3 14.8 9.6 -3.0 15.2 -8.1 0.6 GASOLINE 14.6 20.0 20.0 20.0 2.0 15.2 10.0 8.1 19.3 2.9 9.1 8.1 6.5 9.2 10.0 11.9 -20.0 -20.0 -20.0 20.0 13.5 13.1 6.8 20.0 -8.8 19.2 3.0 13.5 9.9 6.8 17.7 -20.0 1.1 10.0 8.8 2.4 5.1 20.0 -2.8 13.5 GAS_US_mini -2.0 -5.4 -2.1 18.0 1.7 12.8 8.5 6.8 16.2 -6.8 -4.4 -6.3 -6.0 -6.4 -4.8 -1.9 -5.9 20.0 12.8 -2.5 -2.6 -2.9 -2.9 -2.6 15.8 -3.7 -3.1 -4.0 -3.0 -3.6 -3.1 -9.4 -7.4 -20.0 -20.0 -20.0 10.9 -2.3 10.4 -9.9 GBP -7.4 -14.1 -2.7 -5.0 -12.9 1.7 -16.7 3.7 -13.4 -10.0 -1.3 -8.7 8.7 -11.5 -8.2 0.7 0.1 0.4 0.2 -5.9 -1.2 -10.9 2.8 -9.2 -0.8 -3.0 -11.9 2.5 -10.3 6.0 -7.8 6.4 10.7 8.2 -2.0 2.6 -14.0 -7.0 -7.8 -9.4 GOLD_micro -20.0 -10.6 -12.0 -1.8 1.9 2.5 -2.7 5.9 -4.0 -0.1 3.5 -4.4 5.1 -4.6 -1.3 -4.6 -8.5 -5.5 -6.6 -2.6 4.3 -7.3 7.6 -8.9 -18.6 0.5 1.8 7.8 -4.8 12.3 -5.4 -4.6 -8.8 -9.3 0.7 11.1 19.6 7.0 -3.3 -20.0 HEATOIL 20.0 20.0 20.0 15.7 1.5 11.2 7.4 5.9 14.2 2.6 6.7 6.5 5.7 7.3 7.5 20.0 20.0 20.0 20.0 19.5 13.3 11.9 7.2 19.3 -8.1 16.2 2.1 12.0 7.8 7.0 14.5 20.0 6.9 11.1 15.7 7.1 -1.2 6.3 -10.9 -9.6 JGB-SGX-mini -14.6 15.3 6.4 -4.3 0.2 -2.1 -5.3 -1.4 -6.6 -2.6 -6.9 -5.8 -7.6 -5.4 -5.7 2.5 9.5 3.9 6.2 -5.8 -7.4 -8.9 -9.2 -7.3 1.8 -6.0 -6.1 -8.4 -8.0 -10.2 -6.6 6.7 -3.3 0.3 2.0 -11.8 -1.7 -20.0 -5.0 -20.0 JPY -7.1 -5.8 1.1 -4.1 -10.7 1.4 -13.8 3.1 -11.1 -2.7 -11.8 -7.8 -11.9 -11.0 -10.6 -8.4 -9.9 -8.6 -9.0 -9.2 -10.6 -4.9 -12.2 -8.3 20.0 -7.8 1.2 -9.1 -4.6 -10.8 -7.5 -10.1 16.9 6.2 -0.3 -12.2 -3.7 -16.1 3.9 -19.6 LEANHOG -20.0 -11.4 6.0 20.0 20.0 4.2 20.0 -20.0 20.0 -9.1 10.7 -19.0 18.4 -19.7 1.6 -20.0 -20.0 -20.0 -20.0 -6.8 6.2 -14.8 13.0 -18.7 -8.5 -9.3 -4.1 5.0 -16.0 11.4 -20.0 -20.0 -20.0 -20.0 -20.0 13.4 -16.6 5.6 -11.3 13.0 LIVECOW 5.7 -6.6 2.4 18.4 14.9 2.7 19.3 -13.3 20.0 15.4 9.7 14.9 12.6 6.9 11.5 6.3 6.7 6.6 5.1 7.1 9.0 20.0 15.4 12.4 -20.0 0.4 20.0 -0.1 20.0 6.8 8.3 20.0 20.0 -3.5 -16.4 -2.3 20.0 20.0 20.0 20.0 LUMBER-new 14.5 4.7 8.6 20.0 16.6 3.0 20.0 -14.7 20.0 11.2 -15.6 10.1 -16.6 3.1 -4.0 -20.0 -20.0 -20.0 -20.0 -2.8 -11.7 7.5 -18.6 3.2 NaN -1.4 14.5 -9.6 7.6 -14.3 4.1 -20.0 -11.6 -4.8 -20.0 -9.2 6.1 20.0 8.6 20.0 MXP -16.5 -20.0 -10.9 -4.9 -12.7 1.7 -16.4 3.6 -13.2 -4.0 8.9 -9.8 13.7 -11.0 0.7 7.3 11.7 9.2 10.5 -2.6 7.2 -9.6 12.9 -9.5 -20.0 -1.7 -4.2 9.1 -9.0 15.2 -9.1 20.0 7.5 -0.8 -1.8 9.4 8.9 7.0 20.0 9.6 NASDAQ_micro -13.7 -17.9 -20.0 -5.7 -0.1 0.2 -7.1 4.1 -9.4 -4.1 -3.3 -9.2 8.9 -10.7 -9.9 -6.7 -8.3 -7.3 -7.7 -11.1 -4.1 -17.1 4.0 -15.7 -18.2 -9.3 -7.7 -4.2 -13.5 2.0 -12.5 -4.3 -20.0 -0.5 -14.1 -15.3 11.0 -20.0 6.4 -20.0 NIKKEI -18.6 -13.9 -16.9 -3.5 -0.1 0.1 -4.3 2.5 -5.7 1.5 4.6 -3.4 6.5 -4.5 -0.2 0.9 6.8 4.3 5.5 -0.9 4.9 -4.0 8.1 -4.7 -10.0 0.2 -0.8 5.8 -3.1 9.1 -3.4 20.0 1.3 1.3 8.4 7.2 -12.7 -2.7 -19.7 -0.1 NZD -18.3 -13.1 9.8 -3.2 -8.2 1.1 -10.6 2.3 -8.5 -7.6 0.6 -8.5 -0.4 -7.9 -4.0 -2.9 -3.4 -3.3 -3.5 -4.3 -0.8 -10.1 -0.6 -8.7 9.0 -4.4 -8.5 -1.0 -10.1 -1.1 -8.9 0.0 1.5 -1.4 -4.0 -1.3 -8.5 20.0 3.1 20.0 OAT -20.0 -12.5 2.6 -5.7 0.3 -2.8 -7.1 -1.9 -8.8 1.7 -1.5 -7.0 -0.5 -8.5 -6.2 11.1 12.5 12.2 13.1 -6.7 -2.2 -7.6 -0.9 -10.4 -1.0 -5.6 1.0 -1.1 -7.2 0.2 -9.7 15.4 1.1 -6.8 -3.9 4.0 7.1 20.0 13.0 20.0 OATIES 6.4 20.0 16.7 12.6 10.3 1.9 13.3 -9.1 16.1 4.8 1.5 1.5 -4.0 4.2 6.3 -2.4 -9.7 -6.0 -9.4 9.0 4.0 4.5 -2.1 7.4 -0.7 9.9 7.3 4.3 4.4 -2.4 8.1 -0.3 -8.9 9.1 14.7 4.4 0.1 -14.3 2.4 -17.2 OJ -0.5 -2.6 12.7 7.4 6.1 1.1 7.8 -5.4 9.5 4.5 -3.7 0.6 -5.8 -2.0 -1.9 0.2 2.4 1.2 1.0 -2.2 -3.3 1.3 -5.5 -1.6 -20.0 -2.0 5.1 -2.1 1.0 -3.4 -1.7 19.7 -6.6 -9.5 -14.7 2.4 -10.6 -11.7 -10.9 -12.1 PALLAD -20.0 -18.4 0.3 -2.0 2.2 2.8 -3.0 6.6 -4.5 2.9 -0.4 -5.2 2.5 -6.8 -5.7 -3.1 -3.1 -3.1 -3.1 -7.1 -0.8 -6.1 3.7 -9.7 11.3 -6.8 2.6 -1.2 -5.0 4.7 -8.3 3.1 -1.5 -4.7 -5.9 -8.1 20.0 5.2 6.7 -4.7 PLAT -18.3 -11.5 5.7 -1.9 2.0 2.6 -2.8 6.1 -4.1 -0.2 0.4 -4.6 3.1 -5.9 -3.1 -1.9 -3.1 -2.2 -2.6 -3.7 2.0 -5.4 5.5 -7.0 -1.3 -2.7 0.8 3.2 -4.1 8.6 -5.4 3.4 -1.4 -1.5 -3.0 3.6 20.0 10.9 10.0 -1.4 REDWHEAT 8.0 19.0 20.0 16.6 13.5 2.5 17.5 -12.0 20.0 12.2 9.4 13.1 -6.7 13.4 13.5 -13.1 -15.6 -13.9 -14.8 14.9 9.4 11.9 0.3 14.5 5.8 16.7 10.3 12.4 11.0 3.9 14.6 -9.2 5.2 5.7 18.1 13.8 -20.0 -20.0 -20.0 -20.0 RICE 7.4 5.6 20.0 12.6 10.3 1.9 13.2 -9.1 16.1 8.9 -6.4 7.0 -9.6 4.0 4.4 -20.0 -16.8 -20.0 -20.0 1.5 -4.9 5.5 -14.4 3.0 2.6 3.4 14.3 -2.2 6.3 -12.9 3.8 -16.8 -5.1 -3.8 -8.8 2.3 -20.0 -15.5 -17.3 -15.6 ROBUSTA -2.3 -7.0 -11.4 11.4 9.3 1.7 12.0 -8.3 14.6 -5.6 -4.1 -4.7 -3.9 -6.8 -7.6 13.3 15.3 15.5 15.5 -7.1 -7.2 -7.1 -4.8 -5.9 -20.0 -6.1 -10.0 -5.9 -6.8 -3.7 -5.5 20.0 -8.8 -20.0 -20.0 -18.7 4.0 2.5 9.4 9.7 RUSSELL -17.2 -20.0 -8.1 -5.8 -0.1 0.2 -7.2 4.1 -9.4 -1.1 3.4 -7.8 9.6 -9.1 -6.1 -4.0 -5.0 -4.4 -4.6 -7.1 0.4 -8.0 5.7 -10.5 5.5 -6.4 -2.1 -0.3 -6.7 4.1 -8.9 1.2 3.5 1.4 -6.2 -0.2 -0.1 -20.0 -10.1 -20.0 SHATZ -20.0 -13.5 -0.3 -4.6 0.2 -2.3 -5.8 -1.6 -7.1 -1.5 -7.1 -6.8 -6.8 -7.7 -6.9 0.3 -9.1 0.0 -3.6 -12.8 -8.0 -10.3 -5.0 -15.6 6.6 -11.6 0.2 -7.9 -8.7 -5.4 -13.5 -18.1 -7.8 -18.0 -18.8 -10.9 13.9 18.8 18.0 20.0 SILVER-mini -19.1 -6.6 -0.9 -1.8 1.9 2.5 -2.7 5.9 -4.0 2.5 0.9 -4.7 2.9 -5.5 -2.7 -1.8 -5.3 -2.8 -4.1 -2.5 3.1 -4.2 5.7 -6.1 -7.9 -0.3 1.8 6.5 -2.4 11.1 -3.6 0.2 1.5 -0.5 -4.1 8.4 11.6 11.7 4.6 1.1 SMI -20.0 -20.0 -9.3 -4.3 -0.1 0.2 -5.3 3.1 -7.0 5.8 2.6 -3.6 6.4 -6.2 -4.3 4.0 7.1 8.0 8.2 -5.8 1.0 -2.2 4.8 -8.7 5.0 -3.3 6.0 3.3 -2.0 6.1 -6.8 20.0 4.7 -5.7 3.2 7.1 -1.3 20.0 -2.2 20.0 SOFR -20.0 1.2 -7.6 -7.8 0.4 -3.9 -9.8 -2.6 -12.0 0.4 -3.9 -9.2 9.2 -9.9 -6.4 4.2 6.3 5.8 6.5 -4.7 -0.9 -8.5 2.0 -9.7 -18.5 -2.7 1.2 1.4 -8.7 3.4 -8.9 4.2 -2.3 3.7 13.1 6.2 -13.3 -10.5 -18.9 -20.0 SOYBEAN -7.7 13.0 8.8 19.7 16.1 2.9 20.0 -14.3 20.0 12.6 13.7 5.6 11.5 12.3 13.8 3.0 -2.8 1.6 -0.7 13.5 11.5 6.4 5.8 10.3 -5.9 12.3 6.3 12.3 3.3 8.0 7.3 13.6 4.9 -14.2 17.3 2.9 -5.0 -11.3 -3.3 -8.2 SOYMEAL -2.1 8.8 4.4 12.2 9.9 1.8 12.8 -8.8 15.6 -8.5 -0.6 -6.7 -4.7 2.4 2.0 0.6 -11.7 -5.5 -9.1 2.0 1.3 -4.2 -1.6 -0.1 -10.2 4.0 -5.4 4.9 -3.7 2.4 0.6 -1.5 -4.9 -19.4 3.6 -4.6 -11.6 -15.8 -13.3 -15.3 SOYOIL -8.6 20.0 20.0 19.1 15.6 2.8 20.0 -13.8 20.0 15.7 15.5 16.3 14.1 17.1 17.8 0.0 -5.2 -3.4 -5.0 20.0 20.0 20.0 18.6 20.0 -16.2 20.0 17.2 20.0 17.2 15.0 20.0 8.1 19.0 18.1 20.0 20.0 -5.5 -20.0 -6.4 -20.0 SP400 -20.0 -20.0 -0.7 -5.7 -0.1 0.2 -7.0 4.1 -9.3 -0.5 4.0 -7.9 9.1 -8.6 -4.3 -5.6 -6.2 -6.1 -6.1 -5.8 1.3 -7.8 4.7 -10.3 3.0 -5.3 -1.2 -0.0 -6.6 2.2 -8.7 -1.2 4.5 -4.8 1.7 3.3 0.8 -20.0 -9.7 -20.0 SP500_micro -19.8 -20.0 -20.0 -6.4 -0.1 0.3 -7.9 4.6 -10.4 -2.6 -0.4 -10.4 11.7 -11.8 -8.9 -7.2 -9.1 -8.1 -8.5 -13.5 -4.0 -18.0 5.1 -19.1 -12.9 -12.2 -5.9 -5.5 -14.6 1.3 -15.9 -5.7 -20.0 -11.1 -19.1 -16.0 16.2 -20.0 13.3 -20.0 SUGAR11 20.0 20.0 12.6 15.7 12.8 2.3 16.5 -11.3 20.0 6.2 -5.0 11.9 -11.7 12.5 8.5 -3.4 10.9 6.6 9.5 11.6 0.4 16.0 -8.7 19.3 -20.0 14.4 3.2 4.2 17.1 -4.6 20.0 20.0 20.0 17.3 8.7 6.6 -1.2 -19.0 0.8 -13.1 US10 -20.0 -4.9 -8.6 -5.8 0.3 -2.9 -7.3 -2.0 -9.0 -0.1 -3.3 -7.1 4.9 -8.5 -6.9 2.5 1.5 2.6 2.5 -6.3 -2.5 -7.0 0.0 -9.4 -6.2 -5.1 1.2 -1.2 -7.1 1.3 -8.8 -3.5 -2.8 -1.3 2.9 0.7 -5.1 -20.0 -12.8 -20.0 US10U -20.0 -4.4 -7.4 -9.0 0.5 -4.5 -11.2 -3.0 -13.8 1.2 -3.2 -10.7 7.2 -12.6 -10.0 2.9 1.1 2.9 2.4 -8.5 -3.0 -9.7 0.3 -13.1 -11.0 -7.4 2.0 -0.7 -10.5 3.3 -13.2 -4.0 -1.1 0.1 4.1 3.1 -5.5 -3.2 -19.6 -20.0 US2 -20.0 -11.8 -9.4 -5.6 0.3 -2.8 -7.0 -1.9 -8.6 2.0 -6.6 -5.7 -2.5 -7.9 -7.8 -4.7 -11.9 -7.7 -9.3 -10.6 -6.3 -7.3 -3.1 -12.6 6.5 -9.3 2.1 -5.3 -7.3 -2.1 -11.5 -20.0 -4.8 -8.4 -8.6 -5.8 -3.4 -20.0 -5.7 -20.0 US20 -20.0 -4.6 -3.1 -5.9 0.3 -2.9 -7.3 -2.0 -9.0 2.6 -1.8 -6.6 1.7 -7.8 -6.2 4.1 4.1 4.7 4.6 -5.1 -1.7 -4.9 -0.3 -7.8 -6.3 -5.2 2.3 -0.7 -5.9 1.5 -8.6 0.5 3.2 -0.5 0.4 3.0 -1.3 17.6 -7.3 -12.4 US30 -17.0 -1.4 -0.6 -8.5 0.4 -4.2 -10.5 -2.8 -13.0 2.2 -5.6 -9.7 -3.9 -11.2 -8.8 1.3 -0.0 1.8 1.3 -5.8 -2.7 -6.1 -2.3 -8.8 -4.8 -6.6 1.9 -1.3 -8.0 0.7 -11.1 -6.0 9.6 8.3 3.2 4.5 -4.1 13.8 -8.1 -10.7 US5 -20.0 -6.6 -9.5 -6.0 0.3 -3.0 -7.4 -2.0 -9.2 1.0 -4.4 -6.7 4.5 -8.4 -7.3 0.1 -1.4 0.1 -0.2 -7.8 -3.7 -7.4 -0.7 -10.8 -4.6 -6.4 1.7 -2.3 -7.4 0.6 -10.0 -8.3 -3.8 -3.8 -0.1 -0.5 -4.5 -20.0 -10.3 -20.0 VIX 13.7 20.0 13.4 11.0 4.0 5.3 8.7 1.0 12.0 3.3 3.3 10.4 -6.4 11.1 8.7 8.7 -20.0 -8.2 -20.0 11.7 5.3 11.0 0.4 13.8 NaN 12.1 4.5 6.1 9.5 1.2 13.0 NaN NaN NaN NaN NaN -6.1 -20.0 NaN NaN WHEAT 5.7 20.0 20.0 15.8 12.8 2.3 16.6 -11.4 20.0 11.1 6.6 11.0 -7.3 11.9 11.7 -12.5 -17.5 -15.0 -16.3 12.6 7.5 9.5 -0.9 11.7 7.1 16.3 10.4 12.3 9.4 4.0 13.3 -12.0 4.8 -0.8 18.6 12.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3