******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260402_203959 produced at 2026-04-02 21:36:46.584778 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.44 0.0 0.00 0.00 0.00 0.00 -14.16 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.40 0.0 0.00 0.00 0.00 0.00 -11.58 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 -2.50 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 -2.10 24.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.20 -0.11 0.0 0.87 -0.87 -0.20 -0.27 -1.67 13.0 -3 -4 caleb_strategy_v3 LEANHOG False False 0.02 -0.02 -0.11 0.0 0.23 -0.23 -0.02 -0.02 -6.14 13.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -31.95 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.09 0.0 0.88 -0.88 -0.09 -0.09 -3.03 29.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 -0.27 -0.08 0.0 1.14 -1.14 -0.27 -0.27 -1.77 25.0 -6 -6 caleb_strategy_v3 EUR False False 0.06 0.00 -0.06 0.0 0.86 -0.86 0.00 0.00 -0.99 14.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.05 0.0 0.57 -0.57 0.00 -0.06 -0.91 10.0 0 -1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.05 0.0 0.67 -0.67 0.00 0.00 -3.83 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.16 -0.05 0.0 0.47 -0.47 -0.16 -0.18 -2.29 23.0 -8 -9 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.80 -0.80 0.00 0.00 -1.02 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.65 -0.65 0.00 0.00 -5.23 66.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.57 -0.57 -0.03 -0.03 -1.08 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.62 -0.62 -0.05 -0.05 -0.84 13.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -2.84 4.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.03 0.0 0.51 -0.51 0.00 -0.01 -2.00 36.0 0 -1 caleb_strategy_v3 GBP False False 0.03 0.00 -0.03 0.0 0.77 -0.77 0.00 0.00 -0.76 22.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.11 -1.11 0.00 -0.02 -0.99 56.0 0 -1 caleb_strategy_v3 SP400 False False 0.14 -0.14 -0.02 0.0 0.29 -0.29 -0.14 -0.14 -0.16 2.0 -1 -1 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.02 0.0 1.07 -1.07 -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 -3.36 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.02 0.0 0.66 -0.66 -0.02 -0.03 -1.66 58.0 -2 -3 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.21 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.32 -0.32 0.00 0.00 -0.58 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 -0.55 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.36 -0.36 -0.03 -0.03 -0.88 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 -0.23 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 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.65 9.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.42 18.0 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 BUND False False 0.06 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.04 10.0 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 -0.88 26.0 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 -0.07 21.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.21 -0.21 0.00 0.00 0.04 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 -0.00 9.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.02 0.00 0.0 0.17 -0.17 -0.02 0.00 0.10 11.0 -1 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.03 6.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.42 -0.42 0.00 0.00 0.09 10.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.57 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.01 0.05 8.0 0 1 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.04 2.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.03 0.01 0.0 0.55 -0.55 0.03 0.08 0.28 20.0 1 3 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.47 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.41 7.0 2 2 caleb_strategy_v3 CORN False False 0.01 0.04 0.02 0.0 0.12 -0.12 0.04 0.04 1.90 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 0.36 999999999.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.03 0.0 1.18 -1.18 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 6.58 51.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.03 0.0 0.58 -0.58 0.12 0.06 0.51 10.0 2 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.62 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.19 0.03 0.0 0.19 -0.19 0.19 0.13 0.50 3.0 3 2 caleb_strategy_v3 VIX False False 0.01 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 3.31 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.52 9.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.15 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 0.70 8.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.05 0.0 0.55 -0.55 0.00 0.00 1.55 19.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.73 999999999.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.08 0.0 0.71 -0.71 0.04 0.04 1.88 17.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.09 0.0 0.15 -0.15 0.00 0.00 2.94 5.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.05 0.09 0.0 0.71 -0.71 0.05 0.05 7.77 60.0 4 4 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.9 Shocked risk 26.1 Sum abs risk 36.5 Leverage 4.09 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2366728.95, 'annual_cash_vol_target': 591682.2375, 'daily_cash_vol_target': 36980.13984375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.6899 0.6967 11.1469 BITCOIN 1766.4313 67200.0000 2.6286 42.0579 BOBL 0.2516 115.4700 0.2179 3.4865 BTP 0.6496 116.7100 0.5566 8.9056 BUND 0.4697 125.5400 0.3741 5.9857 BUXL 0.9503 110.1400 0.8628 13.8055 CAC 73.4748 7983.0000 0.9204 14.7262 CAD 0.0026 0.7208 0.3604 5.7657 CANOLA 8.8840 740.2000 1.2002 19.2035 CHF 0.0062 1.2614 0.4942 7.9078 COCOA 98.2805 3315.0000 2.9647 47.4356 COFFEE 4.9586 289.8500 1.7108 27.3722 COPPER 0.0935 5.6535 1.6533 26.4522 CORN 4.6461 481.0000 0.9659 15.4547 COTTON2 0.8071 73.0000 1.1057 17.6905 CRUDE_W 1.4967 71.6100 2.0900 33.4401 DAX 266.2308 23360.0000 1.1397 18.2350 DOW 402.8783 46669.0000 0.8633 13.8123 DX 0.4360 99.8450 0.4366 6.9862 EUR 0.0058 1.1576 0.4970 7.9527 EURIBOR-ICE 0.0539 97.3150 0.0554 0.8857 EUROSTX 65.2754 5634.0000 1.1586 18.5376 FEEDCOW 3.0971 369.6000 0.8380 13.4076 GASOIL 41.7444 1029.0000 4.0568 64.9086 GASOLINE 0.0783 2.9534 2.6513 42.4208 GAS_US_mini 0.1343 2.9150 4.6067 73.7064 GBP 0.0073 1.3225 0.5536 8.8569 GOLD_micro 79.6336 4698.9000 1.6947 27.1157 HEATOIL 0.1072 3.5774 2.9961 47.9370 JGB-SGX-mini 0.3058 130.2900 0.2347 3.7552 JPY 0.0000 0.0063 0.6212 9.9399 LEANHOG 1.0326 104.4500 0.9886 15.8172 LIVECOW 1.8433 246.2000 0.7487 11.9792 LUMBER-new 7.5893 616.0000 1.2320 19.7126 MXP 0.0004 0.0557 0.7604 12.1664 NASDAQ_micro 263.9332 24139.2500 1.0934 17.4940 NIKKEI 907.9018 53355.0000 1.7016 27.2260 NZD 0.0042 0.5735 0.7278 11.6441 OAT 0.5446 118.9900 0.4577 7.3227 OATIES 6.3665 350.0000 1.8190 29.1039 OJ 6.6507 198.0000 3.3589 53.7428 PALLAD 46.8853 1513.5000 3.0978 49.5649 PLAT 57.8667 1990.9000 2.9066 46.5049 REDWHEAT 11.3060 629.5000 1.7960 28.7364 RICE 0.1420 11.5800 1.2264 19.6229 ROBUSTA 65.0364 3339.0000 1.9478 31.1645 RUSSELL 32.2125 2538.0000 1.2692 20.3073 SHATZ 0.0959 105.7350 0.0907 1.4505 SILVER-mini 2.9211 72.8000 4.0125 64.2004 SMI 120.6704 12817.0000 0.9415 15.0638 SOFR 0.0580 96.4850 0.0602 0.9626 SOYBEAN 9.6762 1153.7500 0.8387 13.4188 SOYMEAL 4.3489 313.5000 1.3872 22.1954 SOYOIL 0.9341 68.8300 1.3570 21.7126 SP400 37.2114 3421.5000 1.0876 17.4012 SP500_micro 59.0700 6611.7500 0.8934 14.2946 SUGAR11 0.2540 15.1700 1.6740 26.7846 US10 0.3940 111.0625 0.3547 5.6758 US10U 0.5035 113.5625 0.4434 7.0938 US2 0.1082 103.7305 0.1043 1.6685 US20 0.7597 113.9375 0.6668 10.6688 US30 0.9802 116.6250 0.8405 13.4478 US5 0.2603 108.1562 0.2406 3.8502 VIX 0.8199 23.8500 3.4378 55.0047 WHEAT 9.6508 638.7500 1.5109 24.1742 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 689.90 0.70 480.64 1.00 480.64 36980.14 76.94 7.76 59.73 BITCOIN 67.20 2.63 176.64 1.00 176.64 36980.14 209.35 -14.07 -294.62 BOBL 1154.70 0.22 251.61 1.16 290.98 36980.14 127.09 -3.03 -38.56 BTP 1167.10 0.56 649.61 1.16 751.24 36980.14 49.23 -5.40 -26.58 BUND 1255.40 0.37 469.65 1.16 543.13 36980.14 68.09 0.55 3.77 BUXL 1101.40 0.86 950.33 1.16 1099.02 36980.14 33.65 1.05 3.52 CAC 798.30 0.92 734.75 1.16 849.70 36980.14 43.52 7.72 33.61 CAD 720.75 0.36 259.73 1.00 259.73 36980.14 142.38 -8.18 -116.53 CANOLA 148.04 1.20 177.68 0.72 127.76 36980.14 289.46 9.32 269.91 CHF 1576.75 0.49 779.29 1.00 779.29 36980.14 47.45 -13.51 -64.09 COCOA 331.50 2.96 982.81 1.00 982.81 36980.14 37.63 -9.63 -36.24 COFFEE 1086.94 1.71 1859.49 1.00 1859.49 36980.14 19.89 1.04 2.07 COPPER 1413.38 1.65 2336.68 1.00 2336.68 36980.14 15.83 0.45 0.71 CORN 240.50 0.97 232.30 1.00 232.30 36980.14 159.19 4.90 78.04 COTTON2 365.00 1.11 403.56 1.00 403.56 36980.14 91.63 0.46 4.19 CRUDE_W 716.10 2.09 1496.65 1.00 1496.65 36980.14 24.71 10.96 27.09 DAX 233.60 1.14 266.23 1.16 307.88 36980.14 120.11 -4.05 -48.67 DOW 233.34 0.86 201.44 1.00 201.44 36980.14 183.58 -12.24 -224.68 DX 998.45 0.44 435.96 1.00 435.96 36980.14 84.83 7.84 66.48 EUR 1447.06 0.50 719.26 1.00 719.26 36980.14 51.41 -7.42 -38.16 EURIBOR-ICE 2432.88 0.06 134.67 1.16 155.74 36980.14 237.45 0.28 6.76 EUROSTX 563.40 1.16 652.75 1.16 754.88 36980.14 48.99 1.70 8.31 FEEDCOW 1848.00 0.84 1548.57 1.00 1548.57 36980.14 23.88 8.86 21.17 GASOIL 1029.00 4.06 4174.44 1.00 4174.44 36980.14 8.86 16.05 14.22 GASOLINE 1240.43 2.65 3288.75 1.00 3288.75 36980.14 11.24 7.44 8.37 GAS_US_mini 72.88 4.61 335.71 1.00 335.71 36980.14 110.16 -0.74 -8.12 GBP 826.56 0.55 457.55 1.00 457.55 36980.14 80.82 -3.62 -29.27 GOLD_micro 469.89 1.69 796.34 1.00 796.34 36980.14 46.44 -6.23 -28.94 HEATOIL 1502.51 3.00 4501.61 1.00 4501.61 36980.14 8.21 14.04 11.54 JGB-SGX-mini 130290.00 0.23 30579.41 0.01 192.73 36980.14 191.88 -5.56 -106.76 JPY 787.88 0.62 489.46 1.00 489.46 36980.14 75.55 -5.52 -41.68 LEANHOG 417.80 0.99 413.03 1.00 413.03 36980.14 89.53 -11.28 -100.95 LIVECOW 984.80 0.75 737.32 1.00 737.32 36980.14 50.15 11.29 56.64 LUMBER-new 169.40 1.23 208.71 1.00 208.71 36980.14 177.19 -5.12 -90.77 MXP 278.45 0.76 211.73 1.00 211.73 36980.14 174.65 3.03 52.86 NASDAQ_micro 482.78 1.09 527.87 1.00 527.87 36980.14 70.06 -14.07 -98.57 NIKKEI 53355.00 1.70 90790.18 0.01 572.21 36980.14 64.63 -2.86 -18.49 NZD 573.50 0.73 417.37 1.00 417.37 36980.14 88.60 -0.32 -2.79 OAT 1189.90 0.46 544.58 1.16 629.78 36980.14 58.72 2.52 14.81 OATIES 175.00 1.82 318.32 1.00 318.32 36980.14 116.17 2.00 23.24 OJ 297.00 3.36 997.60 1.00 997.60 36980.14 37.07 -6.06 -22.46 PALLAD 1513.50 3.10 4688.53 1.00 4688.53 36980.14 7.89 1.47 1.16 PLAT 995.45 2.91 2893.33 1.00 2893.33 36980.14 12.78 1.96 2.50 REDWHEAT 314.75 1.80 565.30 1.00 565.30 36980.14 65.42 0.53 3.48 RICE 231.60 1.23 284.04 1.00 284.04 36980.14 130.19 -8.96 -116.62 ROBUSTA 333.90 1.95 650.36 1.00 650.36 36980.14 56.86 -7.65 -43.49 RUSSELL 126.90 1.27 161.06 1.00 161.06 36980.14 229.60 -4.41 -101.30 SHATZ 1057.35 0.09 95.85 1.16 110.85 36980.14 333.60 -6.20 -206.96 SILVER-mini 1820.00 4.01 7302.80 1.00 7302.80 36980.14 5.06 -0.47 -0.24 SMI 1281.70 0.94 1206.70 1.25 1514.09 36980.14 24.42 6.22 15.18 SOFR 2412.12 0.06 145.12 1.00 145.12 36980.14 254.82 -9.13 -232.65 SOYBEAN 576.88 0.84 483.81 1.00 483.81 36980.14 76.43 5.80 44.35 SOYMEAL 313.50 1.39 434.89 1.00 434.89 36980.14 85.03 -8.25 -70.19 SOYOIL 412.98 1.36 560.43 1.00 560.43 36980.14 65.99 7.62 50.31 SP400 3421.50 1.09 3721.14 1.00 3721.14 36980.14 9.94 -4.95 -4.92 SP500_micro 330.59 0.89 295.35 1.00 295.35 36980.14 125.21 -13.14 -164.50 SUGAR11 169.90 1.67 284.43 1.00 284.43 36980.14 130.02 1.32 17.22 US10 1110.62 0.35 393.98 1.00 393.98 36980.14 93.86 -8.56 -80.33 US10U 1135.62 0.44 503.49 1.00 503.49 36980.14 73.45 -9.05 -66.48 US2 2074.61 0.10 216.34 1.00 216.34 36980.14 170.94 -11.52 -196.83 US20 1139.38 0.67 759.74 1.00 759.74 36980.14 48.67 -3.77 -18.36 US30 1166.25 0.84 980.22 1.00 980.22 36980.14 37.73 -5.10 -19.26 US5 1081.56 0.24 260.27 1.00 260.27 36980.14 142.09 -9.83 -139.64 VIX 238.50 3.44 819.91 1.00 819.91 36980.14 45.10 2.97 13.38 WHEAT 319.38 1.51 482.54 1.00 482.54 36980.14 76.64 -0.03 -0.23 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 59.726 0.010 2.5 1.552 BITCOIN -294.623 0.043 2.5 -31.949 BOBL -38.558 0.004 2.5 -0.392 BTP -26.582 0.014 2.5 -0.908 BUND 3.775 0.004 2.5 0.038 BUXL 3.521 0.004 2.5 0.036 CAC 33.608 0.014 2.5 1.148 CAD -116.533 0.010 2.5 -3.028 CANOLA 269.914 0.010 2.5 6.576 CHF -64.088 0.010 2.5 -1.665 COCOA -36.241 0.010 2.5 -0.883 COFFEE 2.074 0.005 2.5 0.028 COPPER 0.710 0.043 2.5 0.077 CORN 78.045 0.010 2.5 1.901 COTTON2 4.194 0.010 2.5 0.102 CRUDE_W 27.085 0.043 2.5 2.937 DAX -48.667 0.014 2.5 -1.662 DOW -224.680 0.009 2.5 -5.229 DX 66.482 0.010 2.5 1.727 EUR -38.155 0.010 2.5 -0.991 EURIBOR-ICE 6.757 0.014 2.5 0.231 EUROSTX 8.313 0.014 2.5 0.284 FEEDCOW 21.169 0.013 2.5 0.702 GASOIL 14.216 0.017 2.5 0.617 GASOLINE 8.367 0.017 2.5 0.363 GAS_US_mini -8.118 0.043 2.5 -0.880 GBP -29.266 0.010 2.5 -0.760 GOLD_micro -28.945 0.014 2.5 -0.989 HEATOIL 11.536 0.017 2.5 0.501 JGB-SGX-mini -106.764 0.043 2.5 -11.578 JPY -41.677 0.010 2.5 -1.083 LEANHOG -100.951 0.024 2.5 -6.144 LIVECOW 56.639 0.013 2.5 1.880 LUMBER-new -90.773 0.010 2.5 -2.211 MXP 52.864 0.059 2.5 7.770 NASDAQ_micro -98.574 0.009 2.5 -2.294 NIKKEI -18.488 0.043 2.5 -2.005 NZD -2.794 0.010 2.5 -0.073 OAT 14.813 0.014 2.5 0.506 OATIES 23.238 0.010 2.5 0.566 OJ -22.457 0.010 2.5 -0.547 PALLAD 1.162 0.014 2.5 0.040 PLAT 2.505 0.014 2.5 0.086 REDWHEAT 3.485 0.005 2.5 0.046 RICE -116.620 0.010 2.5 -2.841 ROBUSTA -43.487 0.005 2.5 -0.578 RUSSELL -101.304 0.013 2.5 -3.362 SHATZ -206.965 0.004 2.5 -2.102 SILVER-mini -0.237 0.014 2.5 -0.008 SMI 15.181 0.014 2.5 0.519 SOFR -232.649 0.024 2.5 -14.159 SOYBEAN 44.350 0.004 2.5 0.413 SOYMEAL -70.192 0.004 2.5 -0.654 SOYOIL 50.307 0.004 2.5 0.469 SP400 -4.915 0.013 2.5 -0.163 SP500_micro -164.496 0.009 2.5 -3.828 SUGAR11 17.218 0.010 2.5 0.419 US10 -80.329 0.005 2.5 -1.019 US10U -66.481 0.005 2.5 -0.844 US2 -196.833 0.005 2.5 -2.498 US20 -18.362 0.005 2.5 -0.233 US30 -19.255 0.005 2.5 -0.244 US5 -139.639 0.005 2.5 -1.772 VIX 13.382 0.099 2.5 3.308 WHEAT -0.231 0.005 2.5 -0.003 ===================== Position diags ===================== AUD 2.00 BITCOIN 22.70 BOBL 1.29 BTP 1.68 BUND 0.69 BUXL 0.34 CAC 1.49 CAD 3.70 CANOLA 7.05 CHF 1.23 COCOA 0.92 COFFEE 0.26 COPPER 1.72 CORN 3.88 COTTON2 2.23 CRUDE_W 2.68 DAX 4.10 DOW 4.27 DX 2.20 EUR 1.34 EURIBOR-ICE 8.11 EUROSTX 1.67 FEEDCOW 0.79 GASOIL 0.38 GASOLINE 0.49 GAS_US_mini 11.95 GBP 2.10 GOLD_micro 1.59 HEATOIL 0.36 JGB-SGX-mini 20.81 JPY 1.96 LEANHOG 5.45 LIVECOW 1.66 LUMBER-new 4.32 MXP 25.67 NASDAQ_micro 1.63 NIKKEI 7.01 NZD 2.30 OAT 2.01 OATIES 2.83 OJ 0.90 PALLAD 0.27 PLAT 0.44 REDWHEAT 0.87 RICE 3.17 ROBUSTA 0.76 RUSSELL 7.62 SHATZ 3.39 SILVER-mini 0.17 SMI 0.83 SOFR 15.51 SOYBEAN 0.71 SOYMEAL 0.79 SOYOIL 0.62 SP400 0.33 SP500_micro 2.91 SUGAR11 3.17 US10 1.19 US10U 0.93 US2 2.17 US20 0.62 US30 0.48 US5 1.80 VIX 11.15 WHEAT 1.02 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.6 1.4 1.8 0.0 0 BITCOIN -31.9 -34.2 -29.7 0.0 0 BOBL -0.4 -0.5 -0.3 -1.0 -1 BTP -0.9 -1.1 -0.7 0.0 0 BUND 0.0 -0.0 0.1 0.0 0 BUXL 0.0 0.0 0.1 0.0 0 CAC 1.1 1.0 1.3 0.0 0 CAD -3.0 -3.4 -2.7 -3.0 -3 CANOLA 6.6 5.9 7.3 0.0 0 CHF -1.7 -1.8 -1.5 -3.0 -3 COCOA -0.9 -1.0 -0.8 -2.0 -2 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 0.1 -0.1 0.2 0.0 0 CORN 1.9 1.5 2.3 4.0 4 COTTON2 0.1 -0.1 0.3 -1.0 -1 CRUDE_W 2.9 2.7 3.2 0.0 0 DAX -1.7 -2.1 -1.3 -2.0 -2 DOW -5.2 -5.7 -4.8 0.0 0 DX 1.7 1.5 1.9 0.0 0 EUR -1.0 -1.1 -0.9 0.0 0 EURIBOR-ICE 0.2 -0.6 1.0 0.0 0 EUROSTX 0.3 0.1 0.5 1.0 1 FEEDCOW 0.7 0.6 0.8 1.0 1 GASOIL 0.6 0.6 0.7 0.0 0 GASOLINE 0.4 0.3 0.4 0.0 0 GAS_US_mini -0.9 -2.1 0.3 0.0 0 GBP -0.8 -1.0 -0.6 0.0 0 GOLD_micro -1.0 -1.1 -0.8 0.0 0 HEATOIL 0.5 0.5 0.5 3.0 3 JGB-SGX-mini -11.6 -13.7 -9.5 0.0 0 JPY -1.1 -1.3 -0.9 -1.0 -1 LEANHOG -6.1 -6.7 -5.6 -1.0 -1 LIVECOW 1.9 1.7 2.0 1.0 1 LUMBER-new -2.2 -2.6 -1.8 0.0 0 MXP 7.8 5.2 10.3 4.0 4 NASDAQ_micro -2.3 -2.5 -2.1 -8.0 -8 NIKKEI -2.0 -2.7 -1.3 0.0 0 NZD -0.1 -0.3 0.2 0.0 0 OAT 0.5 0.3 0.7 2.0 2 OATIES 0.6 0.3 0.8 NaN 0 OJ -0.5 -0.6 -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 0.0 -0.0 0.1 0.0 0 RICE -2.8 -3.2 -2.5 0.0 0 ROBUSTA -0.6 -0.7 -0.5 0.0 0 RUSSELL -3.4 -4.1 -2.6 0.0 0 SHATZ -2.1 -2.4 -1.8 NaN 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SMI 0.5 0.4 0.6 0.0 0 SOFR -14.2 -15.7 -12.6 NaN 0 SOYBEAN 0.4 0.3 0.5 2.0 2 SOYMEAL -0.7 -0.7 -0.6 -1.0 -1 SOYOIL 0.5 0.4 0.5 0.0 0 SP400 -0.2 -0.2 -0.1 -1.0 -1 SP500_micro -3.8 -4.1 -3.5 0.0 0 SUGAR11 0.4 0.1 0.7 0.0 0 US10 -1.0 -1.1 -0.9 0.0 0 US10U -0.8 -0.9 -0.8 -1.0 -1 US2 -2.5 -2.7 -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 -6.0 -6 VIX 3.3 2.2 4.4 0.0 0 WHEAT -0.0 -0.1 0.1 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.6 -0.3 0.4 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.0 0.2 -0.1 0.4 -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 0.4 -0.1 0.2 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 -0.0 0.5 -0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -1.5 -0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.0 -0.4 0.3 0.4 -0.6 -0.3 -0.0 -0.7 -0.5 BOBL -0.6 -0.4 -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 0.3 -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 0.1 -0.1 -0.1 0.2 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.1 -0.1 0.0 -0.1 -2.7 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.6 -0.1 -0.3 -0.4 -0.0 0.3 0.7 0.5 0.7 BUND -0.6 -0.2 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 -0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.5 -0.0 -0.1 -0.1 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 0.0 -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 0.0 -0.1 0.0 -0.3 -0.0 -0.0 0.2 0.6 0.4 0.2 -0.2 0.5 -0.2 0.2 CAC -0.2 -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 0.4 -0.0 0.1 0.0 -0.1 -0.1 0.0 0.0 -0.1 0.7 0.0 0.1 0.1 0.1 0.1 -0.0 0.5 0.1 0.3 0.6 0.2 0.3 0.7 0.2 0.7 CAD -0.6 -0.3 0.1 -0.1 -0.1 0.0 -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 0.0 -0.2 0.1 -0.2 -0.4 -0.2 -0.1 0.1 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.1 0.6 0.6 0.1 0.0 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 -0.0 -0.1 0.6 0.5 0.2 0.7 0.3 0.7 CHF -0.6 -0.5 -0.2 -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 -0.1 -0.1 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 -0.5 -0.0 -2.7 -0.1 0.0 -0.3 0.0 -0.3 -0.0 0.8 -0.1 -0.1 -0.5 -0.5 0.3 0.0 0.5 0.2 COFFEE 0.6 -0.1 -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 0.0 1.1 -0.1 -0.2 -0.4 -0.6 0.7 0.7 0.7 0.7 COPPER -0.6 -0.4 0.0 -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 0.0 -0.1 -0.0 -0.1 0.2 0.7 0.1 0.4 CORN 0.0 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 0.1 -1.1 -0.5 -0.1 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 0.2 0.2 -0.3 0.2 -1.1 0.5 0.6 0.6 0.0 -0.3 -0.5 -0.3 -0.3 CRUDE_W 0.0 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 0.1 -0.1 0.2 0.1 0.7 0.2 -0.1 0.4 -0.0 0.2 0.1 -0.0 -0.5 -0.3 -0.4 -0.3 0.3 0.7 -0.0 0.1 DAX -0.5 -0.6 -0.6 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.0 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.9 -0.1 0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.0 -0.1 -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 -0.0 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 -0.9 -0.1 0.0 -0.1 -0.0 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 -0.1 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 0.0 -0.0 0.1 -1.8 0.1 0.0 0.1 0.1 -0.0 0.1 0.8 0.3 0.6 0.6 -0.2 0.1 0.6 0.3 0.7 EUR -0.2 -0.5 -0.5 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.0 -0.2 -0.0 0.3 -0.1 -0.1 -0.1 -0.1 -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 0.4 0.2 -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 -0.0 -0.0 -0.1 -0.1 0.0 0.2 0.1 0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.5 -0.0 -0.2 -0.2 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.5 -0.6 -0.4 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 0.0 -0.0 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 0.7 0.0 0.1 -0.2 0.0 0.3 0.7 0.3 0.7 FEEDCOW 0.3 -0.6 0.1 0.2 0.0 0.1 0.2 -0.4 0.2 0.1 0.3 0.1 0.5 0.1 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.2 0.5 0.2 -2.7 0.0 0.2 0.1 0.2 0.4 0.1 1.1 0.5 -0.2 -0.6 0.0 0.7 0.7 0.6 0.7 GASOIL 0.6 0.6 0.5 0.1 0.0 0.3 0.0 0.2 0.1 0.1 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 0.3 0.1 1.1 0.3 0.0 0.5 0.3 -0.1 0.5 -0.3 0.0 GASOLINE 0.2 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 0.3 0.1 0.2 0.2 -1.1 0.0 0.2 0.3 0.1 0.2 0.7 -0.1 0.4 GAS_US_mini -0.2 -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 2.2 -0.0 -0.1 -0.1 -0.1 -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 -0.1 -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 0.1 0.3 -0.0 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 0.2 0.1 0.2 0.2 -1.1 0.2 0.0 0.3 0.1 0.3 0.1 1.1 0.1 0.2 0.5 0.2 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.4 0.4 0.3 -0.0 0.0 -0.1 -0.0 -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 -0.1 -0.1 -0.2 -0.1 0.3 -0.1 -0.0 -0.2 -0.1 -0.4 -0.1 0.4 -0.2 -0.1 0.0 -0.4 -0.0 -0.7 -0.2 -0.7 JPY -0.1 -0.2 0.0 -0.1 -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 -0.3 -0.0 -0.4 -0.1 -0.5 0.2 0.2 0.1 -0.4 -0.1 -0.5 0.1 -0.7 LEANHOG -0.6 -0.4 0.2 0.2 0.1 0.2 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 0.3 -0.2 -1.1 -0.1 -0.1 0.1 -0.2 0.4 -0.2 -1.1 -0.3 -0.6 -0.6 0.3 -0.6 0.2 -0.4 0.4 LIVECOW 0.5 -0.1 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 0.5 0.2 -2.7 0.0 0.2 0.0 0.2 0.3 0.2 1.1 0.5 0.2 -0.4 -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 0.0 NaN -0.0 0.0 -0.3 0.1 -0.6 0.1 -1.2 -0.3 -0.2 -0.7 -0.4 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 0.1 0.2 -0.0 0.5 -0.1 -0.0 0.1 0.2 0.2 0.2 -0.0 0.1 -0.0 0.4 -0.1 -2.7 -0.0 0.0 0.2 -0.0 0.6 -0.1 1.1 0.4 0.3 -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 -0.0 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.1 0.1 -0.1 -2.3 -0.1 0.0 -0.1 -0.1 0.1 -0.1 -0.2 -0.4 -0.2 -0.3 -0.5 0.3 -0.7 0.2 -0.7 NIKKEI -0.5 -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 0.1 0.2 0.2 -0.4 -0.1 -0.7 -0.0 NZD -0.6 -0.5 0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.0 -0.1 -0.1 -0.3 0.7 0.1 0.7 OAT -0.6 -0.5 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.0 -0.0 -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 -0.0 0.6 0.6 0.1 0.0 0.1 0.1 -0.3 0.2 0.0 0.1 -0.0 -0.1 0.0 0.1 -0.1 -0.2 -0.1 -0.2 0.1 0.0 0.0 -0.0 0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 0.1 -0.0 -0.2 0.2 0.4 0.2 0.0 -0.5 0.1 -0.5 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 -0.0 0.1 -0.1 0.0 1.0 0.3 -0.2 -0.3 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 0.3 -0.0 0.1 -0.0 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 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 -0.0 0.2 -0.0 -0.0 -0.1 0.1 0.7 0.4 0.4 -0.0 REDWHEAT 0.1 0.6 0.6 0.2 0.0 0.1 0.1 -0.4 0.2 -0.0 0.3 0.0 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.0 0.1 0.8 0.2 -0.0 0.3 0.0 0.1 0.1 -0.5 -0.2 0.1 0.5 0.4 -0.7 -0.7 -0.7 -0.7 RICE 0.2 0.2 0.6 0.1 0.0 0.1 0.1 -0.3 0.2 0.0 -0.2 0.1 -0.4 0.0 0.1 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.0 -0.4 0.0 0.4 0.0 0.0 -0.1 0.1 -0.5 0.0 -0.9 -0.1 -0.2 -0.3 0.1 -0.7 -0.5 -0.6 -0.5 ROBUSTA -0.1 -0.2 -0.4 0.1 0.0 0.1 0.1 -0.3 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 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 -0.4 -0.6 -0.6 -0.6 0.1 0.1 0.3 0.3 RUSSELL -0.4 -0.6 -0.3 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 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 0.0 0.0 -0.1 -0.0 -0.0 -0.7 -0.3 -0.7 SHATZ -0.6 -0.6 -0.1 -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 -0.1 -0.5 -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 0.2 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 0.1 0.2 -0.1 0.0 0.0 0.1 -0.1 0.7 -0.0 0.1 0.1 0.0 0.2 -0.0 1.1 0.3 -0.0 0.1 0.2 -0.0 0.7 -0.0 0.7 SOFR -0.6 -0.0 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 0.0 -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 -0.4 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 0.2 0.1 0.1 0.2 0.1 -0.8 0.1 0.0 0.4 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 0.2 0.1 0.0 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 -0.3 -0.5 0.1 -0.1 -0.4 -0.5 -0.5 -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 0.2 0.5 0.2 0.2 0.0 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -2.1 0.2 0.1 0.5 0.1 0.5 0.2 0.4 0.5 0.2 0.6 0.6 -0.2 -0.7 -0.2 -0.7 SP400 -0.6 -0.6 -0.0 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 0.1 -0.0 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.4 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.1 0.0 -0.1 0.0 0.1 0.0 -0.7 -0.3 -0.7 SP500_micro -0.5 -0.6 -0.6 -0.1 0.1 0.0 -0.0 0.2 -0.1 0.1 -0.0 -0.0 0.4 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 0.1 -0.1 -1.6 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.3 -0.3 -0.4 -0.5 -0.5 0.5 -0.7 0.4 -0.7 SUGAR11 0.6 0.6 0.4 0.2 0.0 0.1 0.1 -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 0.0 -0.2 0.1 -2.7 0.1 -0.1 0.1 0.1 -0.1 0.2 1.1 -0.0 0.5 0.3 0.2 -0.1 -0.6 -0.0 -0.4 US10 -0.6 -0.2 -0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 -0.0 0.2 -0.1 -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 -0.0 0.0 -0.1 -0.2 0.0 -0.0 0.1 0.0 -0.2 -0.7 -0.4 -0.7 US10U -0.6 -0.2 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.0 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 -0.0 -0.1 -0.1 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 0.8 -0.1 0.0 -0.2 -0.0 -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 -0.0 -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 -0.0 -0.0 -0.0 -0.1 -0.8 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.0 0.1 -0.0 0.6 -0.2 -0.4 US30 -0.4 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -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 -0.0 0.0 -0.1 -0.3 0.0 0.2 0.1 0.1 -0.1 0.5 -0.3 -0.3 US5 -0.6 -0.3 -0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 -0.0 0.2 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.6 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.4 0.0 -0.1 -0.0 -0.0 -0.1 -0.7 -0.3 -0.7 VIX 0.5 1.0 0.7 0.2 -0.0 0.2 0.1 0.1 0.2 -0.1 0.2 0.1 -0.3 0.2 0.1 0.3 -0.6 -0.2 -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 0.0 0.1 0.1 -0.4 0.2 -0.0 0.2 0.0 -0.3 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.0 -0.0 0.1 0.9 0.2 -0.0 0.3 0.0 0.2 0.1 -0.6 -0.2 -0.1 0.6 0.4 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -20.0 -8.1 11.9 -4.8 -6.8 0.8 -11.0 2.8 -10.8 -4.6 8.7 -8.6 9.8 -6.8 5.2 1.7 0.0 1.2 0.7 1.8 8.3 -8.8 8.3 -6.8 8.8 2.8 -3.2 9.6 -8.2 9.0 -6.1 6.6 -2.3 4.6 9.4 13.3 -4.0 20.0 4.5 20.0 BITCOIN 14.2 -20.0 -20.0 -4.1 4.3 5.7 -2.3 14.2 -7.4 -7.1 -15.3 -10.1 -10.4 -11.1 -14.0 -3.5 -5.5 -3.6 -4.3 -20.0 -20.0 -8.7 -20.0 -11.8 -11.1 -8.3 -6.5 -13.6 -8.0 -10.3 -6.4 -0.2 -14.8 9.4 12.0 -18.4 -10.1 -0.5 -20.0 -16.4 BOBL -20.0 -12.0 -1.2 -6.3 1.8 -3.4 -4.6 -2.3 -8.2 4.1 -7.2 -6.5 -4.9 -9.0 -8.0 16.2 -1.3 0.8 -1.8 -11.1 -6.9 -7.3 -4.4 -13.0 2.1 -10.0 0.3 -6.4 -6.8 -4.4 -11.9 -9.5 -2.1 -8.7 -8.4 -3.5 10.9 20.0 16.8 20.0 BTP -20.0 -20.0 -9.7 -7.5 2.1 -4.0 -5.5 -2.7 -9.8 7.7 -3.0 -6.0 6.2 -9.7 -8.4 5.0 10.7 9.5 10.8 -11.4 -4.8 -6.5 0.4 -13.8 -20.0 -11.1 3.3 -4.1 -6.9 1.1 -14.0 11.6 -2.8 -9.1 -11.9 -0.3 8.8 20.0 14.3 20.0 BUND -17.4 -5.6 2.0 -7.2 2.0 -3.9 -5.2 -2.6 -9.4 4.7 -7.1 -5.4 -7.6 -9.3 -8.1 1.7 8.4 9.0 9.8 -8.3 -5.1 -5.4 -4.3 -10.2 0.1 -8.1 1.5 -4.8 -5.9 -3.8 -10.5 8.8 -0.6 -3.5 -1.6 0.4 8.6 20.0 14.2 20.0 BUXL -5.3 8.3 8.7 -9.8 2.7 -5.3 -7.1 -3.5 -12.8 5.3 -10.9 1.5 -16.2 -6.2 -6.2 3.6 3.8 4.2 4.2 -2.7 -5.1 1.1 -10.4 -1.9 3.7 -2.8 4.4 -4.6 0.6 -8.4 -2.7 -0.2 9.2 18.2 12.0 5.8 -5.6 14.1 -5.6 6.3 CAC -7.7 -20.0 -12.4 -6.6 8.3 0.1 -1.4 5.1 -8.4 11.9 -3.4 1.6 9.3 -9.7 -10.3 18.3 -0.3 6.8 1.8 -11.0 -5.3 4.9 1.3 -7.6 5.5 1.1 14.5 3.4 4.9 3.5 -0.2 10.0 5.7 7.9 19.9 6.6 9.9 20.0 5.1 20.0 CAD -20.0 -9.6 4.1 -9.1 -12.8 1.4 -20.0 5.2 -20.0 -18.0 -0.8 -20.0 3.5 -20.0 -10.4 -6.8 -7.4 -7.0 -7.2 -11.7 -1.8 -20.0 -0.6 -20.0 20.0 -11.5 -20.0 0.8 -20.0 2.1 -20.0 -6.6 -9.9 -3.9 1.7 -0.9 -20.0 -20.0 -20.0 -20.0 CANOLA -2.3 19.9 19.8 12.4 3.7 2.5 10.2 -8.2 14.6 1.3 5.9 1.5 2.1 6.6 9.2 -14.8 -15.5 -16.8 -16.9 11.1 8.4 2.4 3.6 7.5 7.9 11.9 -0.1 9.2 2.0 3.8 7.6 -10.9 -1.7 -1.7 18.9 13.9 6.8 20.0 8.9 20.0 CHF -20.0 -14.6 -5.2 -4.4 -6.2 0.7 -10.1 2.5 -9.9 -8.7 -4.5 -10.2 6.5 -10.3 -7.5 -12.9 -15.4 -13.8 -14.5 -7.5 -1.4 -11.7 2.7 -12.4 -2.1 -5.2 -7.0 1.1 -10.9 4.7 -10.9 -19.7 1.0 -3.8 -2.2 0.3 -15.6 -20.0 -12.8 -20.0 COCOA 15.7 -20.0 -20.0 7.9 2.3 1.6 6.5 -5.3 9.3 2.1 -6.9 0.1 -6.3 -3.9 -6.2 -6.8 1.3 -6.1 -3.9 -13.6 -20.0 0.4 -16.8 -4.5 -20.0 -6.8 1.8 -10.6 0.8 -8.2 -2.0 14.7 -2.2 -4.5 -15.0 -15.6 9.9 1.2 13.7 5.3 COFFEE 20.0 -3.6 -20.0 20.0 6.6 4.5 18.3 -14.8 20.0 -12.5 -7.3 -2.7 1.6 -0.7 -11.7 13.2 17.4 16.6 18.5 -9.5 -13.5 -4.0 -0.9 -0.0 -20.0 -0.5 -9.5 -3.4 -2.2 7.2 4.2 20.0 -4.1 -6.8 -12.3 -20.0 20.0 20.0 20.0 20.0 COPPER -18.0 -13.1 1.5 -2.1 2.2 2.9 -1.2 7.3 -3.8 5.3 2.7 -1.1 3.7 -3.7 -2.9 -6.0 -6.3 -6.2 -6.3 -2.9 1.7 -1.2 4.2 -4.7 -0.8 -2.4 2.0 1.3 -1.3 4.5 -3.9 -2.5 1.9 -1.8 -0.4 -1.9 7.3 20.0 2.0 12.3 CORN 1.5 17.8 13.0 20.0 6.7 4.6 18.7 -15.1 20.0 -17.9 14.0 -4.6 -2.6 12.2 15.2 -20.0 -20.0 -20.0 -20.0 14.9 10.2 -4.9 0.9 9.3 10.8 19.9 -14.8 15.0 -4.2 5.1 12.4 -20.0 -20.0 -4.0 20.0 8.4 8.1 -2.8 11.7 3.6 COTTON2 20.0 20.0 16.2 20.0 7.4 5.0 20.0 -16.6 20.0 20.0 -2.9 20.0 -16.1 20.0 15.1 -20.0 -20.0 -20.0 -20.0 16.8 1.9 20.0 -10.8 20.0 -4.1 20.0 20.0 5.7 20.0 -8.9 20.0 -20.0 20.0 20.0 18.0 0.9 -10.3 -13.7 -10.5 -8.6 CRUDE_W 0.7 20.0 20.0 20.0 1.1 20.0 9.3 11.6 20.0 -11.7 8.5 -0.1 2.0 8.4 11.7 17.9 7.3 12.9 9.0 18.6 13.8 -5.8 5.7 11.6 5.3 19.4 -14.7 14.2 -3.0 5.6 12.9 -0.1 -20.0 -9.5 -12.8 -10.3 9.5 20.0 -1.3 4.0 DAX -16.4 -20.0 -17.2 -4.1 5.2 0.1 -0.9 3.2 -5.3 6.0 -3.7 -3.0 5.1 -7.1 -6.5 -5.0 -7.2 -6.7 -7.0 -9.9 -4.7 -2.3 0.8 -10.1 -6.6 -8.2 5.6 -4.1 -1.9 0.2 -8.2 -2.8 -1.1 -2.7 -9.9 -5.1 13.7 20.0 14.1 20.0 DOW -18.7 -20.0 -17.9 -4.9 6.1 0.1 -1.0 3.8 -6.2 8.1 -0.8 -4.0 8.2 -8.5 -7.0 -5.4 -7.6 -6.3 -6.8 -11.5 -3.3 -4.1 3.9 -12.5 -6.5 -9.7 4.3 -3.4 -3.6 2.4 -10.3 -2.9 0.1 -8.8 -12.8 -7.6 -2.2 -20.0 -13.1 -20.0 DX 9.6 18.2 8.6 -4.4 -6.2 0.7 -10.0 2.5 -9.8 3.5 6.1 6.0 -6.4 9.1 8.2 3.5 5.6 4.4 5.0 7.7 4.0 4.7 -0.3 8.1 -13.7 6.6 1.9 2.4 4.7 -1.0 7.8 15.1 13.8 20.0 20.0 -5.1 1.7 17.9 8.6 20.0 EUR -5.4 -16.8 -14.0 -5.1 -7.1 0.8 -11.5 2.9 -11.3 0.8 -6.4 -0.3 7.5 -7.9 -8.5 -5.4 -7.5 -6.3 -6.9 -7.7 -3.8 -2.8 1.5 -7.2 4.3 -6.1 0.2 -1.4 -2.8 3.1 -6.7 -6.5 15.1 6.0 -4.6 -4.9 -13.4 -20.0 -8.9 -20.0 EURIBOR-ICE -20.0 -15.7 -5.5 -5.0 1.4 -2.7 -3.6 -1.8 -6.5 5.0 -5.2 -4.6 -0.9 -6.9 -6.3 1.4 10.2 6.5 9.1 -9.0 -5.2 -5.3 -2.1 -10.4 -2.2 -7.3 1.2 -4.5 -4.5 -2.4 -8.6 10.2 -0.3 -7.4 -6.6 -3.1 19.6 19.7 20.0 20.0 EUROSTX -15.5 -20.0 -12.7 -4.7 5.9 0.1 -1.0 3.6 -6.0 6.7 1.6 -2.4 7.9 -7.9 -6.1 0.9 2.0 4.0 3.4 -7.3 -0.7 -0.8 4.5 -8.5 -4.5 -5.9 7.5 -0.2 -0.7 3.6 -7.1 14.0 1.3 1.7 -4.9 0.8 9.0 20.0 7.9 20.0 FEEDCOW 8.1 -18.6 2.6 17.6 5.2 3.5 14.4 -11.7 20.0 14.2 10.6 13.7 12.9 6.9 10.5 4.8 10.2 9.8 11.4 7.8 12.1 20.0 20.0 14.7 -20.0 0.5 20.0 1.9 20.0 10.7 9.3 20.0 20.0 -4.9 -20.0 0.0 20.0 20.0 17.2 20.0 GASOIL 18.7 20.0 15.0 13.8 0.5 10.3 4.6 5.6 11.2 5.8 6.1 6.5 5.5 6.8 6.7 20.0 20.0 20.0 20.0 13.4 9.3 9.6 5.0 13.3 -2.1 14.5 3.5 11.6 6.4 7.1 11.9 20.0 10.9 1.1 16.1 10.3 -2.8 14.5 -8.1 0.3 GASOLINE 5.4 20.0 20.0 19.5 0.8 14.6 6.4 8.0 15.8 1.4 8.5 6.3 6.2 8.3 9.2 16.7 -20.0 -20.0 -20.0 17.5 12.4 8.2 6.5 15.8 -8.3 17.3 1.7 12.8 6.5 6.7 14.5 -20.0 2.1 7.7 8.3 2.6 5.4 20.0 -2.6 13.0 GAS_US_mini -4.8 -6.2 -2.7 18.1 0.7 13.5 6.0 7.4 14.7 -8.3 -4.9 -8.2 -6.4 -7.8 -5.5 -3.6 -6.0 18.9 12.1 -3.3 -3.0 -4.9 -3.2 -3.9 16.4 -4.6 -6.0 -4.6 -5.2 -4.1 -4.5 -10.2 -4.5 -20.0 -20.0 -20.0 11.3 -1.9 10.7 -9.1 GBP -6.8 -14.6 -3.4 -5.9 -8.3 0.9 -13.4 3.4 -13.1 -6.9 -1.8 -7.3 8.4 -11.2 -8.8 0.8 0.1 0.4 0.3 -6.1 -1.6 -8.1 2.5 -8.5 -0.9 -3.3 -5.9 2.0 -7.6 5.6 -7.3 6.4 6.2 9.9 -0.8 2.4 -14.6 -7.1 -8.3 -9.5 GOLD_micro -20.0 -11.1 -12.0 -1.8 1.8 2.5 -1.0 6.1 -3.2 3.6 3.3 -2.8 5.1 -3.9 -1.6 -4.7 -8.4 -5.4 -6.6 -2.4 4.1 -2.7 7.6 -6.7 -18.8 0.5 2.9 7.7 -1.7 12.5 -4.0 -4.6 -2.1 -7.9 0.0 11.1 19.7 7.1 -3.4 -20.0 HEATOIL 14.7 20.0 20.0 15.1 0.6 11.4 5.0 6.2 12.3 3.5 6.8 6.1 5.8 7.3 7.5 20.0 20.0 20.0 20.0 19.4 13.9 9.8 7.7 17.8 -8.1 16.2 2.4 12.6 6.5 7.6 13.5 20.0 5.2 6.8 16.4 7.6 -1.3 5.9 -11.0 -9.5 JGB-SGX-mini -13.7 13.2 9.6 -4.4 1.2 -2.4 -3.2 -1.6 -5.8 -1.9 -6.8 -4.5 -7.5 -5.1 -5.5 2.5 9.5 3.9 6.2 -5.7 -7.1 -6.4 -8.8 -6.5 2.0 -5.9 -3.9 -8.1 -5.9 -9.8 -6.0 6.7 -6.4 -1.7 1.3 -11.4 -1.2 -20.0 -5.1 -20.0 JPY -4.5 -6.9 0.8 -5.0 -7.1 0.8 -11.5 2.9 -11.2 -3.5 -12.1 -6.2 -12.1 -10.9 -10.8 -8.3 -9.9 -8.6 -9.0 -9.2 -10.9 -4.1 -12.6 -7.6 20.0 -7.9 -2.2 -9.5 -3.9 -11.3 -6.9 -10.1 9.3 7.0 1.6 -11.2 -4.0 -16.3 4.0 -19.8 LEANHOG -20.0 -11.6 5.8 20.0 8.7 5.9 20.0 -19.7 20.0 -10.2 9.9 -20.0 18.2 -20.0 -1.4 -20.0 -20.0 -20.0 -20.0 -8.2 5.3 -15.2 12.9 -18.7 -8.6 -10.9 -11.0 3.9 -16.6 11.4 -20.0 -20.0 -14.2 -20.0 -20.0 9.2 -17.2 5.4 -12.0 12.6 LIVECOW 15.0 -4.2 3.8 20.0 5.9 4.0 16.4 -13.3 20.0 16.2 11.1 17.0 13.6 11.1 13.4 5.0 6.6 6.1 4.9 11.9 11.4 20.0 17.3 20.0 -20.0 4.3 20.0 1.4 20.0 7.9 16.0 20.0 20.0 4.7 -11.5 -1.6 20.0 20.0 20.0 20.0 LUMBER-new 13.9 5.4 9.3 20.0 6.2 4.2 17.2 -13.9 20.0 6.4 -15.1 9.0 -16.4 4.6 -3.0 -20.0 -20.0 -20.0 -20.0 -1.8 -10.9 5.6 -18.1 3.8 NaN -0.6 1.2 -8.9 5.7 -13.8 4.6 -20.0 -11.8 -4.1 -17.5 -9.8 6.3 20.0 8.7 20.0 MXP -14.0 -20.0 -11.2 -5.9 -8.4 0.9 -13.5 3.4 -13.2 7.1 8.6 -2.7 13.7 -9.4 -0.1 7.5 11.7 9.1 10.4 -2.3 7.1 -2.8 13.0 -7.0 -20.0 -1.5 4.5 9.1 -2.8 15.6 -6.9 20.0 15.6 8.3 -0.1 9.7 8.9 7.0 20.0 9.6 NASDAQ_micro -12.7 -17.5 -20.0 -5.1 6.4 0.1 -1.0 3.9 -6.5 4.9 -3.3 -4.0 8.3 -7.4 -8.5 -6.5 -8.2 -7.2 -7.6 -10.2 -4.2 -6.8 3.5 -11.7 -17.4 -8.7 2.3 -4.3 -6.0 1.7 -9.7 -4.2 -16.7 -5.2 -10.2 -14.8 10.2 -20.0 5.8 -20.0 NIKKEI -16.0 -18.6 -20.0 -3.2 4.0 0.1 -0.7 2.5 -4.1 3.4 4.3 -0.7 6.3 -4.2 -0.4 0.8 6.6 4.0 5.4 -0.8 3.9 -1.0 6.9 -3.2 -9.8 0.1 2.6 4.7 -0.7 7.7 -2.2 19.8 -1.2 1.6 7.3 7.0 -13.2 -3.0 -20.0 -0.5 NZD -19.0 -15.0 9.2 -3.9 -5.4 0.6 -8.8 2.2 -8.6 -7.9 0.1 -8.6 -0.7 -8.5 -5.1 -2.7 -3.4 -3.2 -3.5 -5.1 -1.3 -9.3 -0.8 -9.2 9.2 -5.3 -6.9 -1.5 -9.3 -1.4 -9.4 0.0 -0.6 -1.4 -4.3 -1.6 -9.0 20.0 2.5 20.0 OAT -20.0 -15.7 2.1 -6.0 1.7 -3.2 -4.3 -2.1 -7.8 4.9 -2.0 -4.7 -0.7 -7.6 -6.2 11.4 12.6 12.3 13.1 -7.0 -2.7 -4.6 -1.1 -9.3 -1.0 -6.1 1.9 -1.5 -4.7 0.0 -8.9 15.4 -0.8 -5.0 -4.1 3.9 7.3 20.0 13.1 20.0 OATIES -0.1 20.0 17.4 13.0 3.8 2.6 10.7 -8.7 15.3 3.3 1.9 -0.4 -3.7 4.3 6.3 -3.0 -9.6 -6.0 -9.3 8.9 4.3 3.7 -1.8 7.2 -0.6 9.8 1.6 4.7 3.6 -2.1 7.8 -0.3 -9.5 6.4 13.9 5.7 0.6 -13.8 2.9 -16.5 OJ 1.1 -1.8 12.6 7.9 2.3 1.6 6.5 -5.2 9.3 5.8 -3.6 4.0 -5.9 0.4 -1.4 -0.4 2.3 1.0 0.9 -1.2 -3.0 5.5 -5.5 1.0 -20.0 -1.2 8.1 -1.8 4.7 -3.4 0.5 19.4 11.1 -7.0 -10.8 3.0 -10.6 -11.4 -11.3 -11.8 PALLAD -20.0 -18.8 -0.0 -2.0 2.1 2.8 -1.1 7.0 -3.6 6.5 -0.6 -3.4 2.3 -5.9 -5.8 -3.2 -3.1 -3.2 -3.1 -7.1 -1.1 -2.3 3.7 -8.1 11.6 -6.8 5.3 -1.4 -1.4 4.9 -6.8 2.9 1.3 -3.2 -5.9 -8.1 20.0 5.6 7.3 -4.5 PLAT -18.4 -11.2 5.8 -1.8 1.9 2.5 -1.0 6.3 -3.2 5.2 0.2 -3.1 3.0 -5.1 -3.4 -1.9 -3.1 -2.2 -2.6 -3.7 1.8 -2.4 5.7 -5.8 -1.3 -2.8 3.0 3.2 -1.6 9.0 -4.5 3.4 -1.7 -1.1 -2.5 3.7 20.0 11.2 10.7 -1.2 REDWHEAT 2.6 18.3 20.0 16.8 5.0 3.4 13.8 -11.2 19.8 -2.1 9.3 4.5 -6.3 11.8 12.7 -13.2 -15.6 -13.9 -14.8 13.1 8.9 3.4 0.6 10.4 5.7 14.5 -4.3 11.6 3.0 3.9 10.5 -9.3 -9.4 1.6 16.6 13.2 -20.0 -20.0 -20.0 -20.0 RICE 5.4 6.1 20.0 13.4 4.0 2.7 11.0 -8.9 15.8 4.2 -6.2 5.8 -9.8 4.6 4.9 -20.0 -17.1 -20.0 -20.0 1.9 -4.7 4.3 -14.7 3.5 2.7 3.9 3.7 -2.0 5.0 -13.1 4.3 -17.4 -3.8 -5.9 -10.0 2.9 -20.0 -15.4 -18.0 -15.6 ROBUSTA -3.2 -7.4 -11.8 11.7 3.4 2.3 9.6 -7.8 13.8 -7.5 -4.7 -6.6 -4.0 -7.3 -8.0 13.8 15.3 15.5 15.5 -7.6 -7.5 -8.2 -5.0 -7.0 -20.0 -6.6 -9.3 -6.2 -7.7 -3.9 -6.5 20.0 -14.8 -20.0 -20.0 -18.9 4.0 2.4 8.7 9.6 RUSSELL -12.7 -20.0 -8.2 -5.2 6.5 0.1 -1.1 4.0 -6.6 7.1 2.9 -0.7 9.2 -7.0 -5.6 -3.9 -5.0 -4.4 -4.6 -6.3 0.3 -1.0 5.4 -7.2 5.4 -5.8 5.3 -0.4 -1.3 4.0 -6.4 1.2 0.9 0.3 -4.6 -0.8 -0.5 -20.0 -10.2 -20.0 SHATZ -20.0 -17.6 -1.9 -4.9 1.4 -2.6 -3.6 -1.8 -6.4 2.7 -7.2 -6.3 -6.9 -7.5 -7.1 0.1 -9.0 -0.1 -3.6 -13.6 -8.9 -8.8 -5.5 -15.0 6.6 -12.4 -1.2 -8.8 -7.5 -6.0 -13.2 -18.0 -3.0 -16.5 -19.7 -10.6 13.9 18.1 17.9 20.0 SILVER-mini -19.7 -6.5 -1.2 -1.8 1.8 2.5 -1.0 6.0 -3.1 1.9 0.7 -4.0 2.7 -5.1 -3.1 -1.7 -5.2 -2.7 -4.0 -2.5 2.9 -2.6 5.8 -5.2 -8.0 -0.3 0.5 6.4 -1.3 11.4 -3.0 0.2 -0.8 -0.7 -3.0 7.4 12.0 11.6 5.1 1.4 SMI -18.2 -20.0 -9.2 -4.0 5.1 0.1 -0.8 3.1 -5.1 7.8 2.5 2.4 6.3 -4.8 -3.9 3.3 7.0 7.4 7.9 -4.9 1.0 3.5 4.8 -5.2 5.0 -2.7 8.9 3.3 2.5 6.3 -4.1 20.0 11.8 -1.5 1.8 7.4 -0.7 20.0 -1.5 20.0 SOFR -18.5 -0.4 -7.5 -8.3 2.3 -4.5 -6.0 -3.0 -10.8 6.7 -4.4 -7.3 9.0 -9.8 -7.0 4.1 6.3 5.7 6.4 -5.1 -1.3 -5.6 1.8 -8.6 -18.5 -3.2 1.1 1.0 -6.1 3.4 -8.1 4.1 -3.8 2.8 11.5 6.4 -12.7 -10.3 -18.8 -20.0 SOYBEAN -11.1 13.0 9.8 20.0 6.1 4.2 17.1 -13.8 20.0 10.4 14.2 7.8 12.0 12.9 14.4 2.5 -2.8 1.5 -0.7 14.2 12.3 7.2 6.4 10.9 -6.0 13.0 4.5 13.3 4.4 8.8 8.0 13.6 5.0 -12.6 15.9 3.6 -3.9 -10.7 -2.4 -7.7 SOYMEAL -3.5 8.0 4.7 12.9 3.8 2.6 10.6 -8.6 15.2 -8.6 -0.7 -7.5 -4.8 0.7 2.0 1.1 -11.5 -4.9 -8.7 1.6 1.2 -3.8 -1.6 -0.7 -10.5 3.6 -3.9 5.0 -3.4 2.6 0.0 -1.1 -13.8 -14.7 2.0 -4.6 -11.0 -15.4 -13.6 -15.0 SOYOIL -15.9 20.0 20.0 19.5 5.7 3.9 16.0 -12.9 20.0 12.4 15.5 14.3 14.1 16.6 17.4 0.0 -5.1 -3.2 -4.8 20.0 20.0 18.3 17.6 20.0 -16.0 20.0 9.0 20.0 12.5 14.4 20.0 8.2 20.0 7.2 20.0 20.0 -4.8 -20.0 -5.7 -20.0 SP400 -17.1 -20.0 -0.9 -5.1 6.5 0.1 -1.1 4.0 -6.5 8.0 3.7 -1.2 8.8 -6.7 -4.1 -5.5 -6.2 -6.0 -6.1 -5.0 1.1 -0.6 4.5 -6.8 3.0 -4.7 5.3 -0.1 -1.1 2.1 -6.1 -1.2 0.3 -3.7 0.8 2.6 0.6 -20.0 -9.6 -20.0 SP500_micro -16.6 -20.0 -20.0 -5.5 7.0 0.1 -1.1 4.3 -7.0 7.6 -0.8 -4.6 10.7 -8.6 -7.6 -7.0 -9.1 -8.0 -8.4 -12.0 -4.1 -6.7 4.5 -13.9 -11.9 -11.1 3.6 -5.5 -6.2 0.9 -12.1 -5.6 -12.7 -12.4 -15.8 -15.3 15.1 -20.0 12.3 -20.0 SUGAR11 20.0 20.0 13.6 15.9 4.7 3.2 13.0 -10.5 18.6 -10.6 -4.3 7.1 -11.2 10.2 8.0 -3.7 10.8 6.1 9.2 10.3 0.8 4.4 -7.9 13.7 -20.0 12.9 -11.2 4.4 5.3 -4.0 15.1 20.0 -0.0 16.7 8.4 6.0 -1.8 -19.1 -0.1 -13.3 US10 -18.3 -6.4 -8.8 -6.1 1.7 -3.3 -4.4 -2.2 -7.9 7.7 -3.5 -4.5 4.7 -7.5 -6.6 2.4 1.6 2.6 2.5 -6.1 -2.8 -3.3 -0.2 -7.6 -6.0 -5.2 2.6 -1.5 -3.8 1.2 -7.4 -3.4 0.2 -0.3 2.6 0.6 -4.7 -20.0 -12.9 -20.0 US10U -17.3 -5.8 -7.5 -9.3 2.6 -5.0 -6.8 -3.4 -12.2 11.9 -3.6 -6.0 6.9 -10.9 -9.6 2.9 1.2 2.9 2.4 -8.2 -3.3 -4.3 0.1 -10.4 -10.8 -7.4 4.6 -1.1 -5.3 3.1 -10.9 -4.0 0.6 0.8 4.6 3.0 -5.1 -3.0 -20.0 -20.0 US2 -17.5 -13.4 -10.2 -5.8 1.6 -3.1 -4.2 -2.1 -7.6 8.4 -6.4 -3.6 -2.7 -6.7 -7.1 -4.2 -11.8 -7.3 -9.0 -10.3 -6.6 -3.6 -3.4 -10.4 6.4 -9.3 2.6 -5.7 -4.3 -2.3 -9.9 -20.0 2.4 -6.3 -9.0 -5.9 -3.0 -20.0 -5.2 -20.0 US20 -17.3 -6.1 -3.2 -6.1 1.7 -3.3 -4.4 -2.2 -7.9 7.6 -2.2 -4.0 1.5 -6.9 -5.9 4.2 4.1 4.7 4.7 -4.9 -1.9 -2.0 -0.4 -6.1 -6.1 -5.2 3.2 -0.9 -3.0 1.4 -7.2 0.6 0.3 -0.6 1.0 2.9 -0.8 17.9 -6.9 -11.7 US30 -13.7 -2.7 -0.7 -8.9 2.5 -4.8 -6.5 -3.2 -11.7 10.4 -6.1 -6.9 -4.0 -10.3 -8.8 1.2 0.0 1.7 1.2 -5.8 -3.0 -3.2 -2.5 -7.3 -4.7 -6.8 3.2 -1.7 -4.6 0.5 -9.6 -6.0 1.6 5.9 4.1 4.4 -3.6 14.1 -8.3 -10.1 US5 -19.0 -8.3 -9.9 -6.2 1.7 -3.3 -4.5 -2.2 -8.1 7.9 -4.4 -4.3 4.2 -7.4 -6.9 0.4 -1.3 0.2 -0.2 -7.6 -4.0 -3.9 -0.9 -8.9 -4.5 -6.5 2.2 -2.7 -4.4 0.4 -8.6 -8.2 0.5 -2.6 -0.4 -0.6 -4.1 -20.0 -10.0 -20.0 VIX 9.8 20.0 14.2 10.4 -2.5 5.4 3.7 1.2 9.7 -6.3 3.6 3.2 -5.9 9.4 8.2 8.0 -20.0 -7.2 -19.1 10.9 5.4 4.2 0.6 10.6 NaN 11.5 -2.8 6.2 4.0 1.5 10.4 NaN NaN NaN NaN NaN -6.3 -20.0 NaN NaN WHEAT 1.6 20.0 20.0 16.4 4.8 3.3 13.5 -10.9 19.3 -3.2 7.0 3.2 -7.0 10.9 11.6 -12.4 -17.5 -14.9 -16.2 11.5 7.4 2.6 -0.6 8.7 7.1 14.8 -3.5 12.0 2.7 4.2 10.0 -12.0 -7.9 -2.2 17.4 12.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3