******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260401_203959 produced at 2026-04-01 21:37:30.602816 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.43 0.0 0.00 0.00 0.00 0.00 -13.95 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.44 0.0 0.00 0.00 0.00 0.00 -12.57 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -2.54 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -2.09 24.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.27 -0.11 0.0 0.88 -0.88 -0.27 -0.20 -1.60 13.0 -4 -3 caleb_strategy_v3 LEANHOG False False 0.02 -0.02 -0.10 0.0 0.23 -0.23 -0.02 -0.02 -5.70 13.0 -1 -1 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.09 0.0 0.89 -0.89 -0.09 -0.09 -2.98 29.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -29.18 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.32 -0.08 0.0 1.15 -1.15 -0.32 -0.28 -1.80 25.0 -7 -6 caleb_strategy_v3 EUR False False 0.06 0.00 -0.06 0.0 0.86 -0.86 0.00 0.00 -0.96 14.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.05 0.0 0.57 -0.57 0.00 0.00 -0.92 10.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.05 0.0 0.67 -0.67 0.00 0.00 -3.90 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.14 -0.05 0.0 0.47 -0.47 -0.14 -0.16 -2.32 23.0 -7 -8 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.80 -0.80 0.00 0.00 -1.04 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.66 -0.66 0.00 0.00 -5.21 66.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.63 -0.63 -0.05 -0.05 -0.87 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.03 0.0 0.57 -0.57 -0.03 -0.03 -0.96 17.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -2.62 4.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.03 0.0 0.52 -0.52 0.00 0.00 -2.06 36.0 0 0 caleb_strategy_v3 SP400 False False 0.14 -0.29 -0.03 0.0 0.29 -0.29 -0.29 -0.14 -0.18 2.0 -2 -1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.14 -1.14 0.00 0.00 -0.99 56.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.02 0.0 1.08 -1.08 -0.06 -0.06 -0.41 19.0 -1 -1 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.02 0.0 0.78 -0.78 -0.04 0.00 -0.62 22.0 -1 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.02 0.0 0.36 -0.36 0.00 0.00 -3.63 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.01 -0.02 0.0 0.67 -0.67 -0.01 -0.02 -2.07 58.0 -1 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.07 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 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.59 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.38 -0.38 -0.03 -0.03 -0.85 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 -0.25 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.24 6.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 -0.01 -0.60 9.0 0 -1 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.05 6.0 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 -0.00 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 -0.59 26.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.42 -0.42 0.00 0.00 0.06 10.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.08 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.00 0.0 0.51 -0.51 0.00 0.00 0.03 21.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.22 -0.22 0.00 0.00 0.05 4.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.06 9.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.02 -0.00 0.0 0.17 -0.17 -0.02 -0.02 -0.06 11.0 -1 -1 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.62 -0.62 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.03 0.00 0.0 0.55 -0.55 0.03 0.03 0.12 20.0 1 1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.11 8.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.67 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 0.45 10.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.00 0.89 18.0 1 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.40 7.0 2 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.02 0.0 1.19 -1.19 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.02 0.0 0.12 -0.12 0.04 0.04 2.12 12.0 4 4 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.38 999999999.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 6.51 51.0 0 0 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.03 0.0 0.18 -0.18 0.00 0.00 0.61 4.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.44 9.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.18 0.03 0.0 0.18 -0.18 0.18 0.18 0.50 3.0 3 3 caleb_strategy_v3 OAT False False 0.06 0.12 0.03 0.0 0.59 -0.59 0.12 0.12 0.48 10.0 2 2 caleb_strategy_v3 VIX False False 0.01 0.00 0.04 0.0 999.00 -999.00 0.00 0.00 4.03 999999999.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.04 0.0 0.56 -0.56 0.00 0.00 1.48 19.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.90 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.05 0.0 0.62 -0.62 0.08 0.08 0.59 8.0 1 1 caleb_strategy_v3 MXP False False 0.01 0.05 0.06 0.0 0.71 -0.71 0.05 0.05 5.23 60.0 4 4 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.07 0.0 0.71 -0.71 0.04 0.04 1.60 17.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.62 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.09 0.0 0.15 -0.15 0.03 0.00 3.06 5.0 1 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.6 Shocked risk 27.2 Sum abs risk 36.2 Leverage 4.03 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2355348.55, 'annual_cash_vol_target': 588837.1375, 'daily_cash_vol_target': 36802.32109375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.6912 0.7045 11.2728 BITCOIN 1799.0077 68370.0000 2.6313 42.1005 BOBL 0.2571 115.6000 0.2224 3.5586 BTP 0.6699 117.0600 0.5722 9.1559 BUND 0.4782 125.7200 0.3804 6.0863 BUXL 0.9616 110.5200 0.8700 13.9207 CAC 73.6153 7967.5000 0.9239 14.7831 CAD 0.0026 0.7222 0.3565 5.7039 CANOLA 8.9673 731.7000 1.2255 19.6086 CHF 0.0062 1.2685 0.4921 7.8730 COCOA 99.2041 3425.0000 2.8965 46.3435 COFFEE 5.0762 292.9500 1.7328 27.7248 COPPER 0.0958 5.6625 1.6911 27.0581 CORN 4.7591 480.2500 0.9910 15.8556 COTTON2 0.8166 72.8800 1.1204 17.9269 CRUDE_W 1.5224 71.4400 2.1310 34.0961 DAX 268.0033 23396.0000 1.1455 18.3281 DOW 412.6558 46837.0000 0.8810 14.0967 DX 0.4401 99.4250 0.4427 7.0825 EUR 0.0058 1.1621 0.4977 7.9635 EURIBOR-ICE 0.0550 97.3200 0.0565 0.9045 EUROSTX 65.6623 5645.0000 1.1632 18.6111 FEEDCOW 3.1531 366.8500 0.8595 13.7520 GASOIL 42.2756 1071.0000 3.9473 63.1568 GASOLINE 0.0759 2.8230 2.6899 43.0385 GAS_US_mini 0.1373 2.9400 4.6702 74.7229 GBP 0.0073 1.3297 0.5477 8.7638 GOLD_micro 80.5211 4780.3000 1.6844 26.9510 HEATOIL 0.1078 3.4410 3.1324 50.1188 JGB-SGX-mini 0.2905 130.5500 0.2225 3.5604 JPY 0.0000 0.0063 0.6209 9.9336 LEANHOG 1.0440 105.2000 0.9924 15.8785 LIVECOW 1.8697 244.2250 0.7656 12.2490 LUMBER-new 7.5752 621.5000 1.2189 19.5018 MXP 0.0004 0.0557 0.7717 12.3474 NASDAQ_micro 269.1905 24158.5000 1.1143 17.8283 NIKKEI 922.8212 54105.0000 1.7056 27.2898 NZD 0.0042 0.5762 0.7314 11.7029 OAT 0.5553 119.2100 0.4658 7.4535 OATIES 6.4806 351.7500 1.8424 29.4782 OJ 6.7777 199.5000 3.3973 54.3571 PALLAD 47.4946 1483.0000 3.2026 51.2417 PLAT 59.1195 1959.4000 3.0172 48.2756 REDWHEAT 11.5869 627.5000 1.8465 29.5443 RICE 0.1432 11.6700 1.2272 19.6346 ROBUSTA 64.8421 3421.0000 1.8954 30.3266 RUSSELL 32.8726 2527.0000 1.3009 20.8137 SHATZ 0.0978 105.8000 0.0925 1.4794 SILVER-mini 2.9680 76.2500 3.8924 62.2792 SMI 123.9805 12854.0000 0.9645 15.4325 SOFR 0.0590 96.4700 0.0612 0.9787 SOYBEAN 9.8552 1154.0000 0.8540 13.6640 SOYMEAL 4.3786 316.3000 1.3843 22.1493 SOYOIL 0.9261 67.0900 1.3803 22.0851 SP400 38.5734 3396.5000 1.1357 18.1709 SP500_micro 60.4355 6615.7500 0.9135 14.6162 SUGAR11 0.2515 15.4300 1.6300 26.0796 US10 0.4010 110.9531 0.3614 5.7829 US10U 0.5117 113.4219 0.4511 7.2179 US2 0.1103 103.7148 0.1064 1.7019 US20 0.7716 113.7500 0.6783 10.8535 US30 0.9937 116.4375 0.8534 13.6541 US5 0.2652 108.1094 0.2453 3.9252 VIX 0.8319 24.2000 3.4376 55.0024 WHEAT 9.8564 638.2500 1.5443 24.7086 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 691.25 0.70 487.02 1.00 487.02 36802.32 75.57 7.54 56.98 BITCOIN 68.37 2.63 179.90 1.00 179.90 36802.32 204.57 -13.15 -269.10 BOBL 1156.00 0.22 257.11 1.15 294.71 36802.32 124.88 -3.19 -39.89 BTP 1170.60 0.57 669.87 1.15 767.83 36802.32 47.93 -5.61 -26.87 BUND 1257.20 0.38 478.23 1.15 548.17 36802.32 67.14 0.43 2.91 BUXL 1105.20 0.87 961.57 1.15 1102.20 36802.32 33.39 1.39 4.64 CAC 796.75 0.92 736.15 1.15 843.81 36802.32 43.61 6.06 26.44 CAD 722.15 0.36 257.44 1.00 257.44 36802.32 142.95 -8.03 -114.76 CANOLA 146.34 1.23 179.35 0.72 128.70 36802.32 285.95 9.35 267.25 CHF 1585.62 0.49 780.23 1.00 780.23 36802.32 47.17 -13.02 -61.43 COCOA 342.50 2.90 992.04 1.00 992.04 36802.32 37.10 -9.40 -34.86 COFFEE 1098.56 1.73 1903.59 1.00 1903.59 36802.32 19.33 1.81 3.51 COPPER 1415.62 1.69 2394.01 1.00 2394.01 36802.32 15.37 0.48 0.74 CORN 240.12 0.99 237.96 1.00 237.96 36802.32 154.66 5.63 87.03 COTTON2 364.40 1.12 408.28 1.00 408.28 36802.32 90.14 -0.26 -2.31 CRUDE_W 714.40 2.13 1522.39 1.00 1522.39 36802.32 24.17 11.67 28.20 DAX 233.96 1.15 268.00 1.15 307.20 36802.32 119.80 -5.07 -60.72 DOW 234.18 0.88 206.33 1.00 206.33 36802.32 178.37 -12.54 -223.68 DX 994.25 0.44 440.11 1.00 440.11 36802.32 83.62 7.48 62.52 EUR 1452.62 0.50 723.00 1.00 723.00 36802.32 50.90 -7.23 -36.78 EURIBOR-ICE 2433.00 0.06 137.54 1.15 157.66 36802.32 233.43 0.19 4.34 EUROSTX 564.50 1.16 656.62 1.15 752.65 36802.32 48.90 0.74 3.64 FEEDCOW 1834.25 0.86 1576.54 1.00 1576.54 36802.32 23.34 7.59 17.72 GASOIL 1071.00 3.95 4227.56 1.00 4227.56 36802.32 8.71 16.08 14.00 GASOLINE 1185.66 2.69 3189.31 1.00 3189.31 36802.32 11.54 7.49 8.64 GAS_US_mini 73.50 4.67 343.26 1.00 343.26 36802.32 107.21 -0.51 -5.48 GBP 831.06 0.55 455.21 1.00 455.21 36802.32 80.85 -2.95 -23.86 GOLD_micro 478.03 1.68 805.21 1.00 805.21 36802.32 45.71 -6.37 -29.10 HEATOIL 1445.22 3.13 4527.04 1.00 4527.04 36802.32 8.13 14.08 11.44 JGB-SGX-mini 130550.00 0.22 29050.42 0.01 181.95 36802.32 202.26 -5.73 -115.90 JPY 791.94 0.62 491.68 1.00 491.68 36802.32 74.85 -4.95 -37.05 LEANHOG 420.80 0.99 417.60 1.00 417.60 36802.32 88.13 -10.63 -93.64 LIVECOW 976.90 0.77 747.88 1.00 747.88 36802.32 49.21 9.81 48.26 LUMBER-new 170.91 1.22 208.32 1.00 208.32 36802.32 176.66 -4.81 -85.03 MXP 278.50 0.77 214.92 1.00 214.92 36802.32 171.24 2.08 35.56 NASDAQ_micro 483.17 1.11 538.38 1.00 538.38 36802.32 68.36 -14.56 -99.53 NIKKEI 54105.00 1.71 92282.12 0.01 578.00 36802.32 63.67 -2.98 -18.99 NZD 576.20 0.73 421.45 1.00 421.45 36802.32 87.32 0.14 1.25 OAT 1192.10 0.47 555.33 1.15 636.55 36802.32 57.82 2.45 14.16 OATIES 175.88 1.84 324.03 1.00 324.03 36802.32 113.58 2.44 27.70 OJ 299.25 3.40 1016.65 1.00 1016.65 36802.32 36.20 -6.70 -24.27 PALLAD 1483.00 3.20 4749.46 1.00 4749.46 36802.32 7.75 1.00 0.77 PLAT 979.70 3.02 2955.97 1.00 2955.97 36802.32 12.45 1.52 1.89 REDWHEAT 313.75 1.85 579.34 1.00 579.34 36802.32 63.52 1.25 7.96 RICE 233.40 1.23 286.42 1.00 286.42 36802.32 128.49 -8.39 -107.74 ROBUSTA 342.10 1.90 648.42 1.00 648.42 36802.32 56.76 -6.93 -39.35 RUSSELL 126.35 1.30 164.36 1.00 164.36 36802.32 223.91 -4.88 -109.30 SHATZ 1058.00 0.09 97.82 1.15 112.13 36802.32 328.21 -6.28 -206.00 SILVER-mini 1906.25 3.89 7419.98 1.00 7419.98 36802.32 4.96 -0.19 -0.10 SMI 1285.40 0.96 1239.81 1.25 1551.19 36802.32 23.73 5.46 12.96 SOFR 2411.75 0.06 147.52 1.00 147.52 36802.32 249.47 -9.19 -229.29 SOYBEAN 577.00 0.85 492.76 1.00 492.76 36802.32 74.69 5.72 42.73 SOYMEAL 316.30 1.38 437.86 1.00 437.86 36802.32 84.05 -7.69 -64.62 SOYOIL 402.54 1.38 555.63 1.00 555.63 36802.32 66.23 7.33 48.52 SP400 3396.50 1.14 3857.34 1.00 3857.34 36802.32 9.54 -5.81 -5.54 SP500_micro 330.79 0.91 302.18 1.00 302.18 36802.32 121.79 -13.77 -167.69 SUGAR11 172.82 1.63 281.69 1.00 281.69 36802.32 130.65 2.79 36.47 US10 1109.53 0.36 401.02 1.00 401.02 36802.32 91.77 -8.93 -81.99 US10U 1134.22 0.45 511.67 1.00 511.67 36802.32 71.93 -9.58 -68.94 US2 2074.30 0.11 220.63 1.00 220.63 36802.32 166.80 -12.00 -200.17 US20 1137.50 0.68 771.61 1.00 771.61 36802.32 47.70 -4.08 -19.45 US30 1164.38 0.85 993.65 1.00 993.65 36802.32 37.04 -5.19 -19.24 US5 1081.09 0.25 265.22 1.00 265.22 36802.32 138.76 -10.20 -141.59 VIX 242.00 3.44 831.91 1.00 831.91 36802.32 44.24 3.69 16.30 WHEAT 319.12 1.54 492.82 1.00 492.82 36802.32 74.68 0.58 4.34 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 56.981 0.010 2.5 1.481 BITCOIN -269.098 0.043 2.5 -29.181 BOBL -39.887 0.004 2.5 -0.405 BTP -26.867 0.014 2.5 -0.918 BUND 2.905 0.004 2.5 0.030 BUXL 4.637 0.004 2.5 0.047 CAC 26.445 0.014 2.5 0.903 CAD -114.759 0.010 2.5 -2.982 CANOLA 267.246 0.010 2.5 6.511 CHF -61.434 0.010 2.5 -1.596 COCOA -34.861 0.010 2.5 -0.849 COFFEE 3.509 0.005 2.5 0.047 COPPER 0.739 0.043 2.5 0.080 CORN 87.028 0.010 2.5 2.120 COTTON2 -2.305 0.010 2.5 -0.056 CRUDE_W 28.203 0.043 2.5 3.058 DAX -60.719 0.014 2.5 -2.074 DOW -223.684 0.009 2.5 -5.206 DX 62.516 0.010 2.5 1.624 EUR -36.783 0.010 2.5 -0.956 EURIBOR-ICE 4.344 0.014 2.5 0.148 EUROSTX 3.639 0.014 2.5 0.124 FEEDCOW 17.724 0.013 2.5 0.588 GASOIL 13.999 0.017 2.5 0.608 GASOLINE 8.642 0.017 2.5 0.375 GAS_US_mini -5.483 0.043 2.5 -0.595 GBP -23.858 0.010 2.5 -0.620 GOLD_micro -29.099 0.014 2.5 -0.994 HEATOIL 11.444 0.017 2.5 0.497 JGB-SGX-mini -115.897 0.043 2.5 -12.568 JPY -37.046 0.010 2.5 -0.963 LEANHOG -93.642 0.024 2.5 -5.699 LIVECOW 48.257 0.013 2.5 1.601 LUMBER-new -85.035 0.010 2.5 -2.072 MXP 35.565 0.059 2.5 5.227 NASDAQ_micro -99.529 0.009 2.5 -2.316 NIKKEI -18.991 0.043 2.5 -2.059 NZD 1.246 0.010 2.5 0.032 OAT 14.158 0.014 2.5 0.484 OATIES 27.703 0.010 2.5 0.675 OJ -24.271 0.010 2.5 -0.591 PALLAD 0.775 0.014 2.5 0.026 PLAT 1.886 0.014 2.5 0.064 REDWHEAT 7.955 0.005 2.5 0.106 RICE -107.742 0.010 2.5 -2.625 ROBUSTA -39.352 0.005 2.5 -0.523 RUSSELL -109.302 0.013 2.5 -3.627 SHATZ -206.004 0.004 2.5 -2.092 SILVER-mini -0.096 0.014 2.5 -0.003 SMI 12.956 0.014 2.5 0.443 SOFR -229.289 0.024 2.5 -13.954 SOYBEAN 42.729 0.004 2.5 0.398 SOYMEAL -64.619 0.004 2.5 -0.602 SOYOIL 48.518 0.004 2.5 0.452 SP400 -5.541 0.013 2.5 -0.184 SP500_micro -167.694 0.009 2.5 -3.903 SUGAR11 36.474 0.010 2.5 0.889 US10 -81.995 0.005 2.5 -1.040 US10U -68.941 0.005 2.5 -0.875 US2 -200.171 0.005 2.5 -2.540 US20 -19.450 0.005 2.5 -0.247 US30 -19.240 0.005 2.5 -0.244 US5 -141.592 0.005 2.5 -1.797 VIX 16.303 0.099 2.5 4.030 WHEAT 4.339 0.005 2.5 0.058 ===================== Position diags ===================== AUD 1.96 BITCOIN 22.18 BOBL 1.27 BTP 1.64 BUND 0.68 BUXL 0.34 CAC 1.49 CAD 3.71 CANOLA 6.97 CHF 1.23 COCOA 0.90 COFFEE 0.26 COPPER 1.67 CORN 3.77 COTTON2 2.20 CRUDE_W 2.62 DAX 4.09 DOW 4.15 DX 2.17 EUR 1.32 EURIBOR-ICE 7.97 EUROSTX 1.67 FEEDCOW 0.77 GASOIL 0.38 GASOLINE 0.50 GAS_US_mini 11.63 GBP 2.10 GOLD_micro 1.56 HEATOIL 0.35 JGB-SGX-mini 21.93 JPY 1.94 LEANHOG 5.36 LIVECOW 1.63 LUMBER-new 4.30 MXP 25.17 NASDAQ_micro 1.59 NIKKEI 6.90 NZD 2.27 OAT 1.97 OATIES 2.77 OJ 0.88 PALLAD 0.26 PLAT 0.43 REDWHEAT 0.84 RICE 3.13 ROBUSTA 0.75 RUSSELL 7.43 SHATZ 3.33 SILVER-mini 0.17 SMI 0.81 SOFR 15.18 SOYBEAN 0.70 SOYMEAL 0.78 SOYOIL 0.62 SP400 0.32 SP500_micro 2.83 SUGAR11 3.18 US10 1.16 US10U 0.91 US2 2.12 US20 0.61 US30 0.47 US5 1.76 VIX 10.94 WHEAT 0.99 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.5 1.3 1.7 0.0 0 BITCOIN -29.2 -31.4 -27.0 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 0.0 0 CAC 0.9 0.8 1.1 0.0 0 CAD -3.0 -3.4 -2.6 -3.0 -3 CANOLA 6.5 5.8 7.2 0.0 0 CHF -1.6 -1.7 -1.5 -4.0 -4 COCOA -0.8 -0.9 -0.8 -2.0 -2 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 0.1 -0.1 0.2 0.0 0 CORN 2.1 1.7 2.5 4.0 4 COTTON2 -0.1 -0.3 0.2 -1.0 -1 CRUDE_W 3.1 2.8 3.3 1.0 1 DAX -2.1 -2.5 -1.7 -1.0 -1 DOW -5.2 -5.6 -4.8 0.0 0 DX 1.6 1.4 1.8 0.0 0 EUR -1.0 -1.1 -0.8 0.0 0 EURIBOR-ICE 0.1 -0.6 0.9 0.0 0 EUROSTX 0.1 -0.0 0.3 1.0 1 FEEDCOW 0.6 0.5 0.7 1.0 1 GASOIL 0.6 0.6 0.6 0.0 0 GASOLINE 0.4 0.3 0.4 0.0 0 GAS_US_mini -0.6 -1.8 0.6 0.0 0 GBP -0.6 -0.8 -0.4 -1.0 -1 GOLD_micro -1.0 -1.2 -0.8 0.0 0 HEATOIL 0.5 0.5 0.5 3.0 3 JGB-SGX-mini -12.6 -14.8 -10.4 0.0 0 JPY -1.0 -1.2 -0.8 -1.0 -1 LEANHOG -5.7 -6.2 -5.2 -1.0 -1 LIVECOW 1.6 1.4 1.8 1.0 1 LUMBER-new -2.1 -2.5 -1.6 0.0 0 MXP 5.2 2.7 7.7 4.0 4 NASDAQ_micro -2.3 -2.5 -2.2 -7.0 -7 NIKKEI -2.1 -2.7 -1.4 0.0 0 NZD 0.0 -0.2 0.3 0.0 0 OAT 0.5 0.3 0.7 2.0 2 OATIES 0.7 0.4 1.0 NaN 0 OJ -0.6 -0.7 -0.5 -1.0 -1 PALLAD 0.0 -0.0 0.1 0.0 0 PLAT 0.1 0.0 0.1 0.0 0 REDWHEAT 0.1 0.0 0.2 0.0 0 RICE -2.6 -2.9 -2.3 0.0 0 ROBUSTA -0.5 -0.6 -0.4 0.0 0 RUSSELL -3.6 -4.4 -2.9 0.0 0 SHATZ -2.1 -2.4 -1.8 NaN 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SMI 0.4 0.4 0.5 0.0 0 SOFR -14.0 -15.5 -12.4 NaN 0 SOYBEAN 0.4 0.3 0.5 2.0 2 SOYMEAL -0.6 -0.7 -0.5 0.0 0 SOYOIL 0.5 0.4 0.5 0.0 0 SP400 -0.2 -0.2 -0.2 -2.0 -2 SP500_micro -3.9 -4.2 -3.6 0.0 0 SUGAR11 0.9 0.6 1.2 1.0 1 US10 -1.0 -1.2 -0.9 0.0 0 US10U -0.9 -1.0 -0.8 -1.0 -1 US2 -2.5 -2.8 -2.3 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.8 -2.0 -1.6 -7.0 -7 VIX 4.0 2.9 5.1 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 -0.0 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 -0.0 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 -0.0 0.5 -0.1 -0.0 -0.4 -0.1 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -1.5 -0.1 -0.0 -0.4 -0.1 -0.4 -0.1 -0.0 -0.3 0.5 0.4 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 -0.5 -0.1 -0.3 -0.3 -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 0.0 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 0.0 -0.2 -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 -0.1 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 0.4 0.6 0.4 0.2 -0.2 0.5 -0.2 0.2 CAC -0.4 -0.6 -0.4 -0.1 0.1 0.0 -0.0 0.2 -0.1 0.1 -0.1 -0.0 0.3 -0.1 -0.1 0.3 -0.0 0.1 0.0 -0.1 -0.1 -0.0 0.0 -0.1 0.7 0.0 0.1 0.1 0.0 0.1 -0.0 0.5 -0.2 0.3 0.6 0.2 0.3 0.7 0.2 0.7 CAD -0.6 -0.3 0.2 -0.1 -0.1 0.1 -0.2 0.2 -0.2 -0.1 -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 0.0 -0.2 0.1 -0.2 -0.3 -0.5 -0.1 0.1 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.0 0.6 0.6 0.1 0.1 0.1 0.1 -0.3 0.2 -0.0 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 0.0 0.6 0.4 0.2 0.7 0.3 0.7 CHF -0.6 -0.4 -0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 0.1 -0.1 -0.3 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -1.0 0.0 -0.1 -0.1 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 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 0.0 -0.4 -0.1 -2.7 -0.1 0.0 -0.3 0.0 -0.3 -0.0 0.8 -0.0 -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 -0.5 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 -0.5 -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 -0.0 0.0 0.1 -0.0 0.1 -0.0 -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 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 0.3 0.7 0.1 0.4 CORN 0.1 0.6 0.4 0.2 0.1 0.1 0.2 -0.5 0.2 -0.2 0.4 0.0 -0.1 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 -0.0 0.0 0.1 1.4 0.2 -0.1 0.4 -0.0 0.2 0.2 -1.1 -0.5 0.0 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 -0.1 0.2 -0.6 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.0 0.2 -0.3 0.2 -0.6 0.2 0.2 0.1 0.2 -0.3 0.2 -1.1 0.4 0.6 0.4 -0.0 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.1 0.6 0.6 0.2 -0.0 0.5 0.1 0.4 0.2 -0.1 0.2 0.0 0.1 0.1 0.1 0.4 0.1 0.3 0.2 0.2 0.2 -0.0 0.2 0.2 0.7 0.2 -0.1 0.4 -0.0 0.2 0.2 -0.0 -0.5 -0.3 -0.4 -0.3 0.3 0.7 -0.0 0.1 DAX -0.6 -0.6 -0.5 -0.0 0.1 0.0 -0.0 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 -0.1 -0.0 0.0 -0.1 -0.9 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.1 -0.2 -0.2 -0.3 -0.2 0.5 0.7 0.5 0.7 DOW -0.6 -0.6 -0.6 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.9 -0.1 0.0 -0.1 -0.1 0.1 -0.1 -0.2 -0.0 -0.3 -0.4 -0.2 -0.1 -0.7 -0.4 -0.7 DX 0.3 0.6 0.3 -0.0 -0.0 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 0.0 -0.0 0.1 -1.8 0.1 -0.0 0.1 0.0 -0.0 0.1 0.8 0.2 0.6 0.6 -0.2 0.1 0.6 0.3 0.7 EUR -0.2 -0.5 -0.4 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.0 -0.2 -0.0 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 0.6 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.3 0.5 0.1 -0.2 -0.2 -0.4 -0.7 -0.3 -0.7 EURIBOR-ICE -0.6 -0.5 -0.2 -0.1 0.0 -0.1 -0.0 -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 -0.1 -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 0.1 0.0 -0.0 0.1 -0.1 0.0 0.0 -0.1 0.3 -0.1 -0.1 0.0 0.0 0.1 0.1 -0.1 -0.0 -0.0 0.1 -0.1 -0.6 -0.1 0.1 -0.0 -0.0 0.1 -0.1 0.8 -0.1 -0.0 -0.2 0.0 0.3 0.7 0.3 0.7 FEEDCOW 0.1 -0.6 0.1 0.2 0.1 0.1 0.2 -0.4 0.2 0.1 0.3 0.1 0.5 0.0 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.2 0.5 0.1 -2.7 -0.0 0.2 0.0 0.2 0.4 0.1 1.1 0.5 -0.3 -0.6 -0.0 0.7 0.7 0.6 0.7 GASOIL 0.6 0.6 0.4 0.1 -0.0 0.3 0.0 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 0.4 0.1 0.5 0.3 -0.1 0.5 -0.3 0.0 GASOLINE 0.3 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 0.3 -0.4 -0.4 -0.4 0.2 0.1 0.1 0.2 0.2 -1.1 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 0.4 GAS_US_mini -0.1 -0.2 -0.1 0.2 -0.0 0.4 0.1 0.3 0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.4 0.2 -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 -0.1 -0.6 -0.6 -0.6 0.4 -0.1 0.4 -0.3 GBP -0.2 -0.5 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.0 -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 -0.0 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 -0.4 -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 -0.0 0.2 -0.1 -2.5 0.0 0.0 0.2 -0.0 0.4 -0.0 -0.2 -0.1 -0.3 0.0 0.4 0.7 0.2 -0.1 -0.7 HEATOIL 0.5 0.6 0.6 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 0.2 0.1 0.1 0.2 0.2 -1.1 0.2 0.0 0.3 0.1 0.3 0.1 1.1 0.1 0.3 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 -0.0 -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 -0.3 -0.1 0.3 -0.1 -0.0 -0.2 -0.1 -0.4 -0.1 0.4 -0.1 0.0 0.1 -0.4 -0.0 -0.7 -0.2 -0.7 JPY -0.2 -0.2 0.0 -0.0 -0.0 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 -0.3 -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 0.1 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 -0.0 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 0.3 -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 0.2 -2.7 0.0 0.2 0.0 0.2 0.3 0.1 1.1 0.5 -0.0 -0.5 -0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.5 0.2 0.3 0.2 0.1 0.1 0.2 -0.6 0.2 0.1 -0.5 0.1 -0.7 0.1 -0.0 -0.5 -0.5 -0.5 -0.5 -0.0 -0.1 0.1 -0.6 0.1 NaN -0.0 0.1 -0.3 0.1 -0.6 0.1 -1.2 -0.4 -0.1 -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 -0.1 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 -0.0 0.3 -0.1 -2.7 -0.0 0.0 0.2 -0.1 0.5 -0.1 1.1 0.2 0.1 -0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.4 -0.6 -0.6 -0.1 0.1 0.0 -0.0 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 -0.1 0.1 -0.1 -2.4 -0.1 0.0 -0.1 -0.1 0.1 -0.1 -0.2 -0.5 -0.1 -0.4 -0.5 0.4 -0.7 0.2 -0.7 NIKKEI -0.6 -0.6 -0.6 -0.0 0.0 0.0 -0.0 0.1 -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 -0.0 0.2 -0.0 -1.3 0.0 0.0 0.1 -0.0 0.3 -0.0 1.1 -0.0 0.0 0.2 0.2 -0.4 -0.1 -0.7 -0.0 NZD -0.6 -0.4 0.3 -0.0 -0.0 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 -0.1 -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 -0.5 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 0.1 0.6 0.6 0.1 0.1 0.1 0.1 -0.3 0.2 0.0 0.0 0.0 -0.1 0.0 0.1 -0.1 -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 -0.2 0.3 0.5 0.2 0.0 -0.5 0.1 -0.6 OJ 0.0 -0.1 0.4 0.1 0.0 0.0 0.1 -0.2 0.1 0.1 -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 0.1 -0.1 0.0 -0.1 -0.0 1.0 0.1 -0.3 -0.4 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 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 1.5 -0.1 0.0 -0.0 -0.0 0.2 -0.1 0.2 -0.0 -0.1 -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 -0.0 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.2 -0.1 -0.2 -0.0 0.0 0.1 -0.0 0.3 -0.1 0.2 -0.1 -0.1 -0.1 0.1 0.7 0.4 0.3 -0.0 REDWHEAT 0.1 0.6 0.6 0.2 0.1 0.1 0.2 -0.4 0.2 0.0 0.2 0.1 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.0 0.1 0.8 0.2 -0.0 0.3 0.1 0.1 0.1 -0.5 -0.2 0.1 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 -0.4 0.0 0.1 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.1 -0.4 0.0 0.4 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 0.1 0.1 -0.3 0.2 -0.0 -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 -0.5 -0.6 -0.3 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.0 0.1 -0.0 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.7 -0.1 0.0 -0.0 -0.0 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 -0.5 -0.0 -0.1 0.0 -0.1 -0.0 -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 -0.3 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 -0.0 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 -0.0 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 -0.1 0.1 0.2 -0.0 0.7 -0.1 0.7 SOFR -0.6 0.0 -0.3 -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 -0.3 -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 0.2 0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 0.2 0.1 -0.8 0.1 0.0 0.3 0.0 0.3 0.1 0.7 0.1 -0.4 0.5 0.1 -0.1 -0.4 -0.1 -0.3 SOYMEAL -0.1 0.3 0.1 0.1 0.1 0.1 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 -0.5 0.1 -0.1 -0.4 -0.5 -0.4 -0.5 SOYOIL -0.5 0.6 0.6 0.2 0.1 0.1 0.2 -0.5 0.2 0.1 0.4 0.1 0.5 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.5 0.2 -2.1 0.2 0.0 0.5 0.1 0.5 0.2 0.4 0.3 0.4 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 -0.1 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 -0.0 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 -0.1 0.1 -0.2 -1.6 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.3 -0.4 -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 0.1 -0.0 0.1 0.1 -0.2 0.2 1.1 0.4 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 -0.0 -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 -0.2 -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 -1.4 -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 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 0.9 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -1.1 -0.1 -0.2 -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 -0.1 -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 -0.0 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 -0.1 -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 -0.0 -0.1 -0.1 -0.6 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.3 0.2 0.2 0.1 0.1 -0.1 0.5 -0.3 -0.3 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 -0.0 -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 -0.1 -0.7 -0.3 -0.7 VIX 0.6 1.0 0.7 0.2 -0.0 0.2 0.1 0.1 0.2 -0.0 0.2 0.1 -0.4 0.2 0.1 0.3 -0.6 -0.3 -0.6 0.2 0.1 0.1 0.0 0.2 NaN 0.2 -0.0 0.3 0.1 0.1 0.2 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT 0.1 0.6 0.6 0.2 0.1 0.1 0.2 -0.4 0.2 0.0 0.2 0.1 -0.3 0.1 0.1 -0.2 -0.4 -0.3 -0.3 0.1 0.1 0.0 -0.0 0.1 0.9 0.2 -0.0 0.3 0.0 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 -7.0 12.1 -4.3 -5.0 1.1 -11.0 2.9 -10.4 -5.8 8.8 -9.0 9.7 -6.5 5.5 1.5 -0.0 1.2 0.6 2.1 8.4 -10.0 8.2 -6.8 8.7 3.2 -3.6 9.6 -9.2 8.8 -6.1 6.5 -4.4 2.6 9.2 13.1 -4.0 20.0 4.3 20.0 BITCOIN 14.7 -20.0 -20.0 -4.0 7.1 5.7 -2.9 13.7 -7.8 -3.6 -14.9 -8.7 -10.0 -10.6 -13.5 -3.5 -5.5 -3.6 -4.4 -20.0 -20.0 -8.0 -20.0 -11.3 -10.9 -7.9 -3.8 -13.3 -7.3 -10.0 -5.8 -0.2 -11.5 14.1 13.6 -18.5 -9.9 -0.5 -20.0 -16.3 BOBL -20.0 -10.3 -1.0 -6.1 1.7 -3.2 -5.8 -2.1 -8.7 3.3 -7.1 -7.0 -4.8 -9.2 -8.0 15.5 -1.5 0.0 -2.2 -10.9 -6.5 -8.2 -4.1 -13.4 2.1 -9.7 1.5 -6.0 -7.6 -4.2 -12.2 -9.9 -3.2 -10.4 -8.1 -3.8 10.9 20.0 16.8 20.0 BTP -20.0 -20.0 -9.6 -7.4 2.0 -3.8 -6.9 -2.5 -10.4 5.0 -2.7 -7.1 6.5 -10.3 -8.6 5.1 10.7 9.7 10.9 -11.2 -4.4 -8.1 0.6 -14.6 -20.0 -10.8 4.3 -3.8 -8.4 1.2 -14.5 11.7 -2.8 -11.2 -12.2 -0.2 8.8 20.0 14.3 20.0 BUND -19.7 -4.3 2.0 -7.1 2.0 -3.7 -6.7 -2.5 -10.0 4.7 -7.1 -6.7 -7.6 -9.8 -8.2 2.1 8.5 9.4 10.0 -8.3 -4.9 -6.6 -4.2 -10.9 0.1 -7.9 2.3 -4.6 -7.1 -3.6 -11.1 9.0 1.1 -4.9 -1.5 0.1 8.6 20.0 14.1 20.0 BUXL -7.1 9.0 8.5 -9.7 2.7 -5.0 -9.1 -3.4 -13.8 6.7 -11.1 -0.4 -16.5 -6.7 -6.5 3.6 3.8 4.2 4.2 -2.9 -5.2 0.8 -10.5 -2.4 3.8 -2.9 7.5 -4.6 0.3 -8.3 -3.2 -0.2 17.9 19.8 11.6 5.3 -5.7 14.5 -5.4 6.5 CAC -11.0 -20.0 -12.2 -6.7 9.3 0.3 -3.3 5.1 -9.5 8.8 -3.5 -2.4 9.6 -11.4 -11.2 15.9 -0.9 5.0 0.8 -12.4 -5.6 -0.1 1.4 -10.9 5.6 0.4 12.3 3.3 1.0 3.4 -2.3 8.8 -8.6 9.5 20.0 5.8 10.2 20.0 5.3 20.0 CAD -20.0 -8.6 4.7 -8.2 -9.4 2.1 -20.0 5.4 -19.8 -16.3 -0.0 -20.0 3.8 -20.0 -9.0 -6.7 -7.4 -7.0 -7.2 -10.7 -1.0 -20.0 -0.3 -20.0 20.0 -10.3 -20.0 1.8 -20.0 2.5 -20.0 -6.6 -20.0 -2.8 2.0 -0.2 -20.0 -20.0 -20.0 -20.0 CANOLA -1.2 20.0 19.0 11.9 6.3 2.1 11.2 -8.2 14.7 -3.1 5.7 1.4 2.0 6.6 9.2 -14.8 -15.5 -16.8 -16.9 11.1 8.2 2.0 3.4 7.7 7.9 11.9 -2.3 8.9 1.8 3.6 7.8 -10.8 -2.5 0.9 19.6 13.5 6.6 20.0 8.8 20.0 CHF -20.0 -13.4 -4.7 -4.0 -4.6 1.0 -10.1 2.6 -9.6 -5.8 -4.1 -9.6 6.6 -9.9 -6.9 -12.8 -15.4 -13.7 -14.4 -6.9 -1.0 -11.4 2.9 -12.0 -2.1 -4.6 -4.4 1.4 -10.7 4.9 -10.5 -19.6 0.7 -3.8 -1.6 0.5 -15.3 -20.0 -12.9 -20.0 COCOA 16.2 -20.0 -20.0 7.6 4.0 1.3 7.2 -5.3 9.4 4.7 -6.9 1.2 -6.3 -3.9 -6.2 -6.7 1.4 -6.1 -3.8 -13.8 -20.0 0.9 -16.6 -4.7 -20.0 -6.9 5.3 -10.6 1.5 -8.1 -2.0 14.9 -1.4 -4.9 -15.2 -15.1 9.6 1.1 13.5 5.3 COFFEE 20.0 -4.8 -20.0 20.0 11.5 3.8 20.0 -15.0 20.0 -9.5 -6.9 0.0 1.8 -0.1 -11.6 13.2 17.4 16.7 18.6 -9.0 -13.2 -1.1 -0.7 1.8 -20.0 -0.1 -7.4 -3.3 0.4 7.1 5.9 20.0 4.3 -4.5 -14.9 -20.0 20.0 20.0 20.0 20.0 COPPER -18.1 -13.7 1.8 -2.1 3.7 3.0 -1.5 7.1 -4.0 5.2 2.8 -1.6 3.7 -4.1 -2.7 -6.0 -6.3 -6.2 -6.2 -2.9 1.7 -1.8 4.1 -5.1 -0.8 -2.4 2.6 1.3 -1.8 4.4 -4.3 -2.4 2.7 -1.9 -0.0 -1.8 7.6 20.0 2.3 12.4 CORN 3.6 17.8 12.8 20.0 11.6 3.8 20.0 -15.2 20.0 -16.7 14.1 1.1 -2.7 13.4 15.7 -20.0 -20.0 -20.0 -20.0 15.4 10.0 -3.1 0.8 11.1 10.7 20.0 -16.6 14.5 -2.3 4.8 14.1 -20.0 -19.6 1.1 20.0 8.7 7.9 -2.9 11.6 3.5 COTTON2 20.0 20.0 15.8 20.0 12.7 4.2 20.0 -16.5 20.0 19.5 -4.1 20.0 -16.4 19.6 14.0 -20.0 -20.0 -20.0 -20.0 14.9 0.9 20.0 -11.0 20.0 -4.1 20.0 20.0 4.4 20.0 -9.2 20.0 -20.0 17.3 20.0 13.6 -0.2 -10.2 -13.8 -10.4 -8.7 CRUDE_W 3.3 20.0 20.0 20.0 -3.4 20.0 9.9 11.7 20.0 -12.0 9.1 3.7 1.9 10.0 12.9 18.2 7.2 12.8 8.9 20.0 14.5 -2.2 5.8 15.2 5.5 20.0 -16.3 14.7 -0.0 5.5 15.9 -0.1 -20.0 -10.0 -11.8 -10.0 9.3 20.0 -1.3 4.2 DAX -19.2 -20.0 -16.8 -4.1 5.7 0.2 -2.0 3.1 -5.8 4.2 -3.6 -4.9 5.3 -7.8 -6.8 -5.2 -7.2 -6.8 -7.1 -10.3 -4.7 -5.4 0.9 -11.9 -6.6 -8.5 4.6 -4.1 -4.2 0.3 -9.5 -2.8 -9.4 -5.0 -10.5 -5.1 13.9 20.0 14.1 20.0 DOW -20.0 -20.0 -17.7 -4.9 6.8 0.2 -2.4 3.7 -6.9 7.8 -0.5 -5.6 8.4 -9.1 -7.2 -5.5 -7.6 -6.3 -6.9 -11.6 -3.1 -6.0 4.0 -13.7 -6.6 -9.8 5.0 -3.2 -5.1 2.5 -11.2 -2.9 -1.5 -9.6 -12.8 -7.3 -1.9 -20.0 -12.8 -20.0 DX 9.9 17.4 8.4 -3.9 -4.5 1.0 -10.1 2.6 -9.5 0.4 5.8 5.4 -6.4 8.8 7.9 3.5 5.6 4.4 5.0 7.5 3.7 4.2 -0.4 8.0 -13.6 6.3 -1.0 2.1 4.2 -1.0 7.7 15.1 10.3 20.0 20.0 -6.2 2.0 18.0 8.6 20.0 EUR -7.2 -16.4 -13.8 -4.6 -5.3 1.1 -11.7 3.0 -11.1 3.4 -6.3 -0.6 7.6 -8.0 -8.5 -5.4 -7.5 -6.4 -7.0 -7.7 -3.7 -2.7 1.6 -7.4 4.3 -6.0 3.3 -1.3 -2.7 3.2 -7.0 -6.5 19.2 4.2 -5.1 -4.9 -13.1 -20.0 -8.6 -20.0 EURIBOR-ICE -20.0 -13.9 -5.4 -4.9 1.4 -2.5 -4.6 -1.7 -6.9 2.9 -5.1 -5.4 -0.8 -7.3 -6.3 1.7 10.3 6.8 9.3 -8.9 -4.9 -6.7 -1.9 -11.1 -2.1 -7.2 1.0 -4.3 -5.6 -2.2 -9.0 10.4 -1.5 -9.5 -6.6 -3.5 19.7 20.0 20.0 20.0 EUROSTX -18.0 -20.0 -12.3 -4.7 6.5 0.2 -2.3 3.6 -6.7 4.6 1.8 -5.0 8.0 -8.7 -6.3 1.0 2.1 4.1 3.5 -7.8 -0.7 -4.1 4.6 -10.4 -4.5 -6.3 6.4 -0.2 -3.3 3.7 -8.6 14.1 -5.9 -1.0 -5.3 0.7 9.2 20.0 8.0 20.0 FEEDCOW 1.9 -19.7 2.1 16.6 8.8 2.9 15.6 -11.5 20.0 13.9 10.0 12.3 12.5 4.6 9.6 5.1 10.3 10.0 11.5 5.7 11.0 20.0 19.2 10.6 -20.0 -1.1 20.0 1.3 19.0 10.2 6.1 20.0 20.0 -9.9 -20.0 -0.2 20.0 20.0 17.1 20.0 GASOIL 18.5 20.0 13.7 13.9 -1.6 10.2 4.6 5.5 11.7 4.5 6.0 6.2 5.4 6.6 6.6 20.0 20.0 20.0 20.0 13.1 9.0 9.1 4.8 13.1 -2.0 14.3 2.5 11.2 6.3 6.9 12.0 20.0 15.3 2.9 15.8 10.0 -2.9 14.8 -8.1 0.5 GASOLINE 9.6 20.0 20.0 20.0 -2.3 14.7 6.7 7.9 16.8 -2.6 8.7 6.2 6.3 8.5 9.4 14.3 -20.0 -20.0 -20.0 18.6 12.9 8.1 6.7 17.2 -8.5 18.1 -1.5 13.1 6.7 6.7 15.6 -20.0 -0.7 8.6 8.4 2.5 5.3 20.0 -2.7 13.2 GAS_US_mini -2.8 -5.9 -2.5 17.8 -2.0 13.0 5.9 7.0 14.9 -8.0 -4.7 -7.5 -6.2 -7.2 -5.2 -3.6 -6.0 18.9 12.1 -2.9 -2.8 -4.1 -3.0 -3.3 16.1 -4.1 -5.3 -4.3 -4.3 -3.8 -3.8 -10.1 -2.1 -20.0 -20.0 -20.0 11.1 -2.1 10.5 -9.5 GBP -6.8 -14.3 -2.9 -5.4 -6.2 1.4 -13.7 3.6 -13.0 -3.9 -1.5 -6.3 8.6 -11.0 -8.4 0.8 0.1 0.4 0.3 -5.9 -1.4 -7.7 2.7 -8.3 -0.9 -3.0 -2.9 2.3 -7.1 5.8 -7.0 6.4 12.8 9.9 -1.6 2.5 -14.3 -7.0 -8.1 -9.4 GOLD_micro -20.0 -10.9 -12.0 -1.7 3.1 2.5 -1.3 6.0 -3.4 4.1 3.4 -3.2 5.1 -4.1 -1.4 -4.6 -8.4 -5.4 -6.6 -2.4 4.3 -3.6 7.6 -7.4 -18.7 0.6 4.7 7.8 -2.3 12.4 -4.4 -4.6 -5.5 -8.3 0.4 11.1 19.7 7.0 -3.4 -20.0 HEATOIL 16.8 20.0 20.0 15.2 -1.7 11.1 5.1 6.0 12.8 0.8 6.7 5.8 5.7 7.2 7.4 20.0 20.0 20.0 20.0 19.4 13.6 9.7 7.4 18.2 -8.1 16.1 0.6 12.3 6.5 7.3 13.8 20.0 5.7 8.3 16.0 7.4 -1.2 6.1 -11.0 -9.5 JGB-SGX-mini -14.8 14.3 6.9 -4.4 1.2 -2.3 -4.1 -1.5 -6.2 -1.2 -6.8 -5.0 -7.6 -5.3 -5.6 2.5 9.5 3.9 6.2 -6.0 -7.5 -7.4 -9.3 -7.1 1.9 -6.3 -3.3 -8.6 -6.9 -10.4 -6.5 6.7 -4.1 0.0 1.7 -11.7 -1.4 -20.0 -5.1 -20.0 JPY -5.7 -5.9 0.9 -4.5 -5.2 1.1 -11.5 3.0 -10.9 -0.4 -11.9 -5.4 -12.0 -10.7 -10.6 -8.3 -9.9 -8.6 -9.0 -9.1 -10.7 -3.1 -12.4 -7.4 20.0 -7.7 3.1 -9.3 -2.6 -11.1 -6.7 -10.1 15.0 6.9 1.0 -11.7 -3.8 -16.2 4.0 -19.7 LEANHOG -20.0 -11.7 6.0 20.0 15.1 5.0 20.0 -19.8 20.0 -0.7 10.4 -18.1 18.3 -19.7 0.3 -20.0 -20.0 -20.0 -20.0 -7.2 5.9 -12.9 13.1 -18.0 -8.5 -9.9 -2.5 4.6 -14.0 11.6 -20.0 -20.0 -20.0 -20.0 -20.0 11.6 -16.9 5.5 -11.6 12.8 LIVECOW 10.0 -5.2 3.3 18.9 10.0 3.3 17.8 -13.0 20.0 15.8 10.4 16.0 13.1 9.1 12.4 5.5 6.7 6.3 4.9 9.3 10.1 20.0 16.3 16.6 -20.0 2.2 20.0 0.6 20.0 7.4 11.9 20.0 20.0 -0.6 -15.7 -2.0 20.0 20.0 20.0 20.0 LUMBER-new 14.3 5.3 8.9 20.0 10.8 3.6 19.2 -14.0 20.0 10.9 -15.3 10.7 -16.5 4.3 -3.3 -20.0 -20.0 -20.0 -20.0 -2.1 -11.3 8.0 -18.3 4.1 NaN -0.8 10.0 -9.2 8.2 -14.1 4.9 -20.0 -12.8 -2.5 -18.9 -9.3 6.2 20.0 8.6 20.0 MXP -15.5 -20.0 -11.0 -5.3 -6.1 1.3 -13.6 3.5 -12.9 4.3 8.7 -5.6 13.7 -10.1 0.3 7.4 11.7 9.1 10.4 -2.4 7.1 -5.3 12.8 -8.0 -20.0 -1.6 3.0 9.0 -5.1 15.2 -7.8 20.0 9.7 3.5 -1.3 9.6 8.9 7.0 20.0 9.6 NASDAQ_micro -12.8 -18.0 -20.0 -5.2 7.2 0.2 -2.5 3.9 -7.3 1.9 -3.3 -6.0 8.6 -8.8 -9.1 -6.5 -8.2 -7.2 -7.7 -10.4 -4.0 -10.3 3.7 -13.2 -17.7 -8.8 0.7 -4.1 -8.6 1.8 -10.7 -4.2 -18.8 -2.6 -12.0 -15.2 10.6 -20.0 6.1 -20.0 NIKKEI -17.7 -17.5 -20.0 -3.2 4.4 0.1 -1.6 2.4 -4.5 3.1 4.4 -1.9 6.4 -4.5 -0.4 0.9 6.7 4.2 5.5 -0.9 4.0 -2.0 6.9 -3.7 -9.9 0.1 2.6 4.8 -1.6 7.6 -2.7 19.9 -1.0 0.7 7.5 6.9 -13.0 -2.9 -20.0 -0.3 NZD -18.6 -13.7 9.6 -3.5 -4.0 0.9 -8.8 2.3 -8.4 -6.2 0.4 -8.0 -0.5 -8.1 -4.5 -2.8 -3.4 -3.2 -3.5 -4.6 -1.0 -9.0 -0.7 -8.7 9.1 -4.8 -5.6 -1.2 -9.0 -1.2 -8.9 0.0 1.1 -1.7 -4.2 -1.5 -8.7 20.0 2.8 20.0 OAT -20.0 -14.2 2.2 -5.9 1.6 -3.0 -5.5 -2.0 -8.3 3.9 -1.8 -5.7 -0.6 -8.1 -6.2 11.3 12.5 12.3 13.1 -7.0 -2.5 -6.0 -1.0 -10.1 -1.0 -6.0 2.4 -1.4 -5.9 0.1 -9.5 15.4 -0.1 -6.5 -4.3 3.9 7.3 20.0 13.1 20.0 OATIES 3.5 20.0 17.1 12.6 6.7 2.2 11.9 -8.7 15.5 4.0 1.7 0.8 -3.8 4.3 6.3 -2.7 -9.6 -6.0 -9.4 8.9 4.1 4.6 -1.9 7.5 -0.6 9.8 4.4 4.5 4.4 -2.2 8.1 -0.3 -8.7 8.7 14.4 5.1 0.3 -14.1 2.7 -16.8 OJ 0.9 -1.7 13.1 7.6 4.0 1.3 7.1 -5.2 9.3 5.7 -3.6 2.7 -5.9 -0.7 -1.6 0.1 2.3 1.2 1.0 -1.7 -3.1 4.2 -5.4 -0.1 -20.0 -1.5 8.7 -1.9 3.6 -3.4 -0.4 19.6 2.9 -8.4 -12.8 2.7 -10.6 -11.6 -11.1 -12.0 PALLAD -20.0 -19.0 0.3 -2.0 3.5 2.8 -1.4 6.8 -3.9 5.1 -0.5 -4.4 2.4 -6.4 -5.8 -3.2 -3.1 -3.2 -3.1 -7.2 -0.9 -4.4 3.7 -9.1 11.4 -7.0 3.4 -1.4 -3.4 4.8 -7.8 3.0 -1.4 -4.5 -6.1 -8.1 20.0 5.4 7.0 -4.6 PLAT -18.8 -11.9 6.0 -1.8 3.2 2.6 -1.3 6.2 -3.5 2.4 0.3 -4.0 3.0 -5.6 -3.3 -1.9 -3.1 -2.2 -2.6 -3.8 1.9 -4.1 5.6 -6.6 -1.3 -2.8 1.5 3.2 -3.1 8.8 -5.1 3.4 -3.7 -1.7 -3.0 3.6 20.0 11.1 10.3 -1.3 REDWHEAT 4.4 18.1 20.0 16.3 8.6 2.9 15.3 -11.3 20.0 0.4 9.2 8.6 -6.4 12.3 12.9 -13.1 -15.6 -13.9 -14.8 13.2 8.7 5.6 0.4 11.4 5.7 14.5 -2.7 11.3 5.0 3.6 11.4 -9.2 -6.8 4.5 17.1 13.3 -20.0 -20.0 -20.0 -20.0 RICE 6.7 6.0 20.0 12.8 6.8 2.2 12.1 -8.9 15.8 7.4 -6.3 7.2 -9.8 4.4 4.8 -20.0 -16.9 -20.0 -20.0 1.8 -4.7 5.7 -14.5 3.6 2.6 3.8 9.8 -2.0 6.6 -13.0 4.5 -17.1 -3.9 -3.6 -9.2 2.6 -20.0 -15.5 -17.6 -15.6 ROBUSTA -2.9 -7.0 -11.8 11.4 6.0 2.0 10.8 -7.9 14.0 -4.0 -4.4 -4.9 -4.0 -6.6 -7.7 13.5 15.3 15.5 15.5 -7.3 -7.4 -6.5 -4.9 -6.1 -20.0 -6.3 -6.5 -6.1 -6.3 -3.9 -5.7 20.0 -8.3 -20.0 -20.0 -18.8 4.0 2.5 9.0 9.7 RUSSELL -14.9 -20.0 -8.3 -5.2 7.3 0.2 -2.6 4.0 -7.4 4.3 3.1 -4.4 9.3 -7.9 -5.8 -4.0 -5.0 -4.4 -4.6 -6.6 0.3 -3.9 5.5 -8.7 5.4 -6.0 3.3 -0.3 -3.4 4.0 -7.5 1.2 2.3 0.0 -5.6 -0.6 -0.3 -20.0 -10.3 -20.0 SHATZ -20.0 -15.7 -1.3 -4.8 1.3 -2.5 -4.5 -1.7 -6.8 2.6 -7.2 -6.4 -6.9 -7.6 -7.0 0.3 -9.1 0.0 -3.6 -13.3 -8.5 -9.4 -5.3 -15.4 6.6 -12.1 -0.0 -8.4 -8.0 -5.7 -13.4 -18.1 -7.7 -18.0 -19.4 -10.8 13.9 18.5 18.0 20.0 SILVER-mini -19.2 -6.7 -0.7 -1.7 3.1 2.5 -1.2 6.0 -3.4 5.0 0.8 -3.7 2.8 -5.1 -2.8 -1.7 -5.3 -2.7 -4.0 -2.4 3.1 -2.1 5.8 -5.2 -7.9 -0.2 3.2 6.5 -0.9 11.3 -3.0 0.2 0.9 -0.0 -3.6 8.0 11.8 11.7 4.9 1.3 SMI -20.0 -20.0 -9.5 -4.0 5.5 0.1 -2.0 3.0 -5.6 7.6 2.5 -0.7 6.4 -5.4 -4.1 3.7 7.0 7.8 8.1 -5.3 1.0 1.7 4.7 -6.6 5.0 -3.0 9.7 3.3 1.1 6.1 -5.2 20.0 5.2 -3.5 2.5 7.1 -1.0 20.0 -1.8 20.0 SOFR -19.6 0.9 -7.7 -8.1 2.2 -4.2 -7.6 -2.8 -11.4 0.1 -4.2 -8.3 9.0 -9.9 -6.7 4.1 6.3 5.8 6.5 -4.9 -1.1 -7.2 1.9 -9.2 -18.4 -3.0 -0.1 1.2 -7.6 3.4 -8.6 4.2 -2.9 3.8 12.7 6.3 -13.0 -10.4 -18.9 -20.0 SOYBEAN -9.2 13.4 9.1 19.9 10.5 3.5 18.8 -13.8 20.0 10.6 13.9 6.7 11.7 12.5 14.1 2.8 -2.8 1.6 -0.7 13.8 11.9 6.9 6.1 10.5 -6.0 12.6 5.5 12.7 4.0 8.3 7.6 13.6 4.5 -12.7 16.7 3.3 -4.4 -11.0 -2.8 -7.9 SOYMEAL -2.5 8.8 4.4 12.4 6.6 2.2 11.7 -8.6 15.2 -6.9 -0.6 -6.5 -4.7 1.7 2.1 0.9 -11.6 -5.2 -8.9 1.9 1.3 -3.2 -1.6 -0.2 -10.4 3.9 -2.1 5.1 -2.8 2.5 0.6 -1.3 -5.5 -16.7 3.2 -4.5 -11.3 -15.6 -13.4 -15.1 SOYOIL -14.6 20.0 20.0 18.9 10.0 3.3 17.8 -13.0 20.0 6.0 15.3 12.6 14.0 16.2 17.3 -0.1 -5.2 -3.3 -4.9 20.0 20.0 16.5 17.4 20.0 -16.0 20.0 3.0 20.0 11.1 14.2 19.8 8.2 12.6 12.5 20.0 20.0 -5.1 -20.0 -6.0 -20.0 SP400 -20.0 -20.0 -0.9 -5.8 -0.8 0.2 -7.4 4.1 -9.5 0.3 4.0 -7.6 9.1 -8.5 -4.3 -5.5 -6.2 -6.1 -6.1 -5.7 1.3 -7.3 4.6 -9.9 3.0 -5.1 -0.5 -0.0 -6.2 2.2 -8.4 -1.1 5.9 -4.3 1.9 3.3 0.7 -20.0 -9.8 -20.0 SP500_micro -17.7 -20.0 -20.0 -5.6 7.9 0.2 -2.8 4.3 -8.0 4.8 -0.6 -6.9 11.2 -9.9 -8.1 -7.1 -9.1 -8.0 -8.5 -12.4 -3.9 -10.4 4.7 -15.7 -12.3 -11.4 2.3 -5.3 -9.0 1.1 -13.4 -5.7 -15.5 -11.5 -17.5 -15.6 15.6 -20.0 12.8 -20.0 SUGAR11 20.0 20.0 13.1 15.6 8.2 2.7 14.7 -10.8 19.1 -6.6 -4.6 10.1 -11.5 11.6 8.4 -3.7 10.8 6.1 9.2 11.2 0.7 10.4 -8.3 16.8 -20.0 13.9 -4.3 4.4 11.3 -4.2 18.3 20.0 15.5 17.3 8.4 6.3 -1.5 -19.0 0.3 -13.2 US10 -20.0 -5.3 -8.9 -6.0 1.6 -3.1 -5.6 -2.1 -8.5 3.3 -3.4 -5.7 4.8 -8.0 -6.8 2.4 1.5 2.6 2.5 -6.2 -2.7 -5.1 -0.1 -8.5 -6.1 -5.1 1.7 -1.4 -5.4 1.2 -8.1 -3.4 -2.3 -0.5 3.0 0.6 -4.9 -20.0 -12.9 -20.0 US10U -19.4 -4.7 -7.5 -9.2 2.5 -4.8 -8.7 -3.2 -13.0 5.5 -3.4 -8.2 7.0 -11.7 -9.8 2.9 1.1 2.9 2.4 -8.3 -3.1 -6.8 0.2 -11.7 -10.8 -7.4 3.1 -1.0 -7.8 3.2 -12.1 -4.0 -0.8 0.3 4.5 3.1 -5.3 -3.1 -19.9 -20.0 US2 -19.3 -12.4 -9.8 -5.7 1.6 -3.0 -5.4 -2.0 -8.1 6.6 -6.5 -4.5 -2.6 -7.2 -7.4 -4.5 -11.9 -7.6 -9.2 -10.4 -6.5 -5.3 -3.2 -11.4 6.4 -9.3 2.3 -5.5 -5.6 -2.2 -10.6 -20.0 -3.0 -7.0 -8.6 -5.8 -3.2 -20.0 -5.4 -20.0 US20 -20.0 -4.9 -3.2 -6.0 1.7 -3.1 -5.6 -2.1 -8.5 3.7 -2.0 -5.2 1.6 -7.3 -6.0 4.1 4.1 4.7 4.6 -5.0 -1.8 -3.4 -0.4 -7.0 -6.2 -5.2 2.5 -0.8 -4.4 1.5 -7.9 0.6 2.1 -0.6 0.8 2.9 -1.1 17.8 -7.1 -12.1 US30 -16.1 -1.6 -0.8 -8.7 2.4 -4.5 -8.2 -3.0 -12.4 2.9 -5.8 -8.3 -4.0 -10.7 -8.8 1.3 -0.0 1.8 1.3 -5.9 -2.8 -4.7 -2.4 -8.1 -4.7 -6.8 2.0 -1.5 -6.3 0.6 -10.4 -6.0 6.9 7.4 3.7 4.4 -3.9 14.0 -8.2 -10.4 US5 -20.0 -7.1 -9.8 -6.1 1.7 -3.2 -5.7 -2.1 -8.6 4.9 -4.4 -5.4 4.3 -7.9 -7.1 0.1 -1.4 0.1 -0.2 -7.7 -3.8 -5.5 -0.8 -9.8 -4.5 -6.5 1.7 -2.5 -5.8 0.5 -9.2 -8.3 -2.8 -3.2 -0.0 -0.5 -4.3 -20.0 -10.2 -20.0 VIX 11.3 20.0 13.7 10.7 -0.0 5.3 6.1 1.1 10.9 -2.0 3.5 7.2 -6.1 10.3 8.5 8.0 -20.0 -7.9 -19.7 11.3 5.4 7.5 0.5 12.2 NaN 11.8 -0.0 6.1 6.6 1.4 11.7 NaN NaN NaN NaN NaN -6.1 -20.0 NaN NaN WHEAT 2.9 20.0 20.0 15.8 8.4 2.8 14.9 -10.9 19.4 0.1 6.8 7.2 -7.1 11.3 11.6 -12.4 -17.5 -14.9 -16.3 11.5 7.1 4.6 -0.7 9.6 7.1 14.8 -1.3 11.5 4.6 3.9 10.8 -12.0 -4.7 -0.6 17.9 12.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3