******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260403_203943 produced at 2026-04-03 21:36:08.599121 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.47 0.0 0.00 0.00 0.00 0.00 -14.28 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.42 0.0 0.00 0.00 0.00 0.00 -12.18 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 -2.47 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 -2.03 24.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.27 -0.11 0.0 0.88 -0.88 -0.27 -0.27 -1.64 13.0 -4 -4 caleb_strategy_v3 LEANHOG False False 0.02 -0.02 -0.11 0.0 0.23 -0.23 -0.02 -0.02 -6.05 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 -31.69 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.09 0.0 0.89 -0.89 -0.09 -0.09 -3.00 29.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 -0.28 -0.08 0.0 1.16 -1.16 -0.28 -0.28 -1.76 25.0 -6 -6 caleb_strategy_v3 EUR False False 0.06 0.00 -0.06 0.0 0.87 -0.87 0.00 0.00 -0.98 14.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.05 0.0 0.58 -0.58 0.00 -0.06 -0.90 10.0 0 -1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.05 0.0 0.68 -0.68 0.00 0.00 -3.75 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.17 -0.05 0.0 0.48 -0.48 -0.17 -0.19 -2.24 23.0 -8 -9 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.81 -0.81 0.00 0.00 -1.02 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.66 -0.66 0.00 0.00 -5.13 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 -1.07 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.63 -0.63 -0.05 -0.05 -0.85 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 -2.80 4.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.01 -0.03 0.0 0.51 -0.51 -0.01 -0.03 -2.12 36.0 -1 -2 caleb_strategy_v3 GBP False False 0.04 0.00 -0.03 0.0 0.78 -0.78 0.00 0.00 -0.75 22.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.13 -1.13 0.00 -0.02 -0.98 56.0 0 -1 caleb_strategy_v3 SP400 False False 0.15 -0.15 -0.02 0.0 0.29 -0.29 -0.15 -0.15 -0.16 2.0 -1 -1 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.02 0.0 1.08 -1.08 -0.06 -0.11 -0.34 19.0 -1 -2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.02 0.0 0.37 -0.37 0.00 0.00 -3.23 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.02 0.0 0.67 -0.67 -0.02 -0.03 -1.69 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 -2.19 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 -0.57 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 -0.53 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.37 -0.37 -0.03 -0.03 -0.87 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 0.44 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 0.62 -0.62 0.00 0.00 0.05 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 -1.05 26.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.43 -0.43 0.00 0.00 0.09 10.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.00 0.0 0.52 -0.52 0.00 0.00 -0.08 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 0.04 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 0.11 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 0.02 6.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.55 2.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.04 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 0.06 8.0 0 1 caleb_strategy_v3 COPPER False False 0.06 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.13 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.03 0.01 0.0 0.55 -0.55 0.03 0.11 0.25 20.0 1 4 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 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 1.91 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 1.20 -1.20 0.00 0.00 0.29 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 6.49 51.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.03 0.0 0.59 -0.59 0.12 0.06 0.54 10.0 2 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.18 -0.18 0.00 0.00 0.61 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.07 0.20 0.03 0.0 0.20 -0.20 0.20 0.13 0.49 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 3.08 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 1.10 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.05 0.0 0.56 -0.56 0.00 0.00 1.55 19.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.06 0.0 0.63 -0.63 0.08 0.08 0.70 8.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.08 0.0 999.00 -999.00 0.00 0.00 1.80 999999999.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.08 0.0 0.72 -0.72 0.04 0.00 1.86 17.0 1 0 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 7.37 60.0 4 4 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.0 Shocked risk 26.2 Sum abs risk 36.9 Leverage 4.16 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2335989.27, 'annual_cash_vol_target': 583997.3175, 'daily_cash_vol_target': 36499.83234375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.6903 0.6956 11.1295 BITCOIN 1766.9001 67180.0000 2.6301 42.0816 BOBL 0.2515 115.5800 0.2176 3.4818 BTP 0.6496 116.7100 0.5566 8.9056 BUND 0.4691 125.6700 0.3733 5.9726 BUXL 0.9476 110.3400 0.8588 13.7410 CAC 73.6023 7969.5000 0.9236 14.7768 CAD 0.0026 0.7206 0.3614 5.7819 CANOLA 8.8785 740.0000 1.1998 19.1967 CHF 0.0062 1.2614 0.4941 7.9053 COCOA 98.4065 3311.0000 2.9721 47.5537 COFFEE 4.9632 289.4000 1.7150 27.4402 COPPER 0.0941 5.7330 1.6418 26.2695 CORN 4.6454 481.2500 0.9653 15.4446 COTTON2 0.8067 73.0500 1.1043 17.6687 CRUDE_W 1.5085 72.3900 2.0838 33.3410 DAX 267.0808 23289.0000 1.1468 18.3490 DOW 402.6131 46732.0000 0.8615 13.7846 DX 0.4283 99.9850 0.4283 6.8532 EUR 0.0058 1.1576 0.4973 7.9575 EURIBOR-ICE 0.0539 97.3250 0.0554 0.8864 EUROSTX 65.5106 5617.0000 1.1663 18.6607 FEEDCOW 3.0953 369.5000 0.8377 13.4034 GASOIL 41.6045 1023.0000 4.0669 65.0706 GASOLINE 0.0790 2.9674 2.6631 42.6094 GAS_US_mini 0.1343 2.9300 4.5847 73.3559 GBP 0.0073 1.3223 0.5542 8.8674 GOLD_micro 79.5348 4702.7000 1.6913 27.0601 HEATOIL 0.1088 3.6225 3.0029 48.0468 JGB-SGX-mini 0.3079 130.0900 0.2366 3.7864 JPY 0.0000 0.0063 0.6210 9.9352 LEANHOG 1.0320 104.4750 0.9878 15.8048 LIVECOW 1.8461 246.3250 0.7495 11.9916 LUMBER-new 7.6135 615.5000 1.2370 19.7913 MXP 0.0004 0.0556 0.7617 12.1869 NASDAQ_micro 264.0356 24218.0000 1.0902 17.4439 NIKKEI 930.2006 53310.0000 1.7449 27.9182 NZD 0.0042 0.5732 0.7294 11.6707 OAT 0.5440 119.2100 0.4564 7.3020 OATIES 6.3700 349.7500 1.8213 29.1410 OJ 6.6383 199.5000 3.3275 53.2399 PALLAD 46.9231 1515.0000 3.0972 49.5557 PLAT 58.0188 1999.9000 2.9011 46.4173 REDWHEAT 11.3108 631.0000 1.7925 28.6803 RICE 0.1420 11.5800 1.2264 19.6229 ROBUSTA 64.7881 3346.0000 1.9363 30.9806 RUSSELL 32.3037 2544.0000 1.2698 20.3168 SHATZ 0.0956 105.7700 0.0904 1.4468 SILVER-mini 2.9078 73.4375 3.9595 63.3521 SMI 120.6034 12840.0000 0.9393 15.0285 SOFR 0.0580 96.4750 0.0601 0.9611 SOYBEAN 9.6733 1154.0000 0.8382 13.4119 SOYMEAL 4.3575 313.2000 1.3913 22.2605 SOYOIL 0.9299 68.7400 1.3528 21.6441 SP400 37.2171 3426.9000 1.0860 17.3764 SP500_micro 59.1035 6622.2500 0.8925 14.2800 SUGAR11 0.2521 15.2100 1.6572 26.5152 US10 0.3936 111.0156 0.3545 5.6725 US10U 0.5029 113.5000 0.4430 7.0886 US2 0.1081 103.7266 0.1043 1.6681 US20 0.7597 113.9375 0.6668 10.6688 US30 0.9806 116.6562 0.8406 13.4500 US5 0.2603 108.1562 0.2406 3.8502 VIX 0.8206 23.7000 3.4624 55.3984 WHEAT 9.6504 639.0000 1.5102 24.1638 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 690.30 0.70 480.17 1.00 480.17 36499.83 76.01 7.83 59.49 BITCOIN 67.18 2.63 176.69 1.00 176.69 36499.83 206.58 -14.15 -292.28 BOBL 1155.80 0.22 251.52 1.15 290.87 36499.83 125.48 -2.67 -33.51 BTP 1167.10 0.56 649.61 1.15 751.24 36499.83 48.59 -5.42 -26.35 BUND 1256.70 0.37 469.11 1.15 542.51 36499.83 67.28 0.73 4.88 BUXL 1103.40 0.86 947.61 1.15 1095.87 36499.83 33.31 1.23 4.09 CAC 796.95 0.92 736.02 1.15 851.18 36499.83 42.88 7.53 32.31 CAD 720.55 0.36 260.39 1.00 260.39 36499.83 140.18 -8.24 -115.49 CANOLA 148.00 1.20 177.57 0.72 127.68 36499.83 285.88 9.32 266.55 CHF 1576.81 0.49 779.08 1.00 779.08 36499.83 46.85 -13.50 -63.24 COCOA 331.10 2.97 984.07 1.00 984.07 36499.83 37.09 -9.64 -35.75 COFFEE 1085.25 1.72 1861.22 1.00 1861.22 36499.83 19.61 0.96 1.88 COPPER 1433.25 1.64 2353.17 1.00 2353.17 36499.83 15.51 0.79 1.23 CORN 240.62 0.97 232.27 1.00 232.27 36499.83 157.14 4.98 78.25 COTTON2 365.25 1.10 403.34 1.00 403.34 36499.83 90.49 0.49 4.43 CRUDE_W 723.90 2.08 1508.47 1.00 1508.47 36499.83 24.20 11.20 27.11 DAX 232.89 1.15 267.08 1.15 308.87 36499.83 118.17 -4.19 -49.53 DOW 233.66 0.86 201.31 1.00 201.31 36499.83 181.31 -12.17 -220.58 DX 999.85 0.43 428.26 1.00 428.26 36499.83 85.23 8.15 69.43 EUR 1446.94 0.50 719.63 1.00 719.63 36499.83 50.72 -7.43 -37.70 EURIBOR-ICE 2433.12 0.06 134.79 1.15 155.88 36499.83 234.15 0.36 8.38 EUROSTX 561.70 1.17 655.11 1.15 757.60 36499.83 48.18 1.53 7.35 FEEDCOW 1847.50 0.84 1547.67 1.00 1547.67 36499.83 23.58 8.89 20.98 GASOIL 1023.00 4.07 4160.45 1.00 4160.45 36499.83 8.77 16.04 14.08 GASOLINE 1246.31 2.66 3319.03 1.00 3319.03 36499.83 11.00 7.51 8.26 GAS_US_mini 73.25 4.58 335.83 1.00 335.83 36499.83 108.68 -0.89 -9.67 GBP 826.44 0.55 458.02 1.00 458.02 36499.83 79.69 -3.64 -29.04 GOLD_micro 470.27 1.69 795.35 1.00 795.35 36499.83 45.89 -6.24 -28.64 HEATOIL 1521.45 3.00 4568.80 1.00 4568.80 36499.83 7.99 14.13 11.29 JGB-SGX-mini 130090.00 0.24 30785.40 0.01 193.16 36499.83 188.96 -5.94 -112.31 JPY 787.94 0.62 489.27 1.00 489.27 36499.83 74.60 -5.51 -41.09 LEANHOG 417.90 0.99 412.80 1.00 412.80 36499.83 88.42 -11.25 -99.47 LIVECOW 985.30 0.75 738.46 1.00 738.46 36499.83 49.43 11.33 55.99 LUMBER-new 169.26 1.24 209.37 1.00 209.37 36499.83 174.33 -5.16 -90.03 MXP 278.20 0.76 211.90 1.00 211.90 36499.83 172.25 2.91 50.12 NASDAQ_micro 484.36 1.09 528.07 1.00 528.07 36499.83 69.12 -13.91 -96.16 NIKKEI 53310.00 1.74 93020.06 0.01 583.66 36499.83 62.54 -3.13 -19.59 NZD 573.20 0.73 418.10 1.00 418.10 36499.83 87.30 -0.34 -2.99 OAT 1192.10 0.46 544.04 1.15 629.16 36499.83 58.01 2.73 15.85 OATIES 174.88 1.82 318.50 1.00 318.50 36499.83 114.60 1.98 22.72 OJ 299.25 3.33 995.75 1.00 995.75 36499.83 36.66 -5.95 -21.82 PALLAD 1515.00 3.10 4692.31 1.00 4692.31 36499.83 7.78 1.45 1.13 PLAT 999.95 2.90 2900.94 1.00 2900.94 36499.83 12.58 1.98 2.50 REDWHEAT 315.50 1.79 565.54 1.00 565.54 36499.83 64.54 0.66 4.29 RICE 231.60 1.23 284.04 1.00 284.04 36499.83 128.50 -8.95 -114.96 ROBUSTA 334.60 1.94 647.88 1.00 647.88 36499.83 56.34 -7.61 -42.89 RUSSELL 127.20 1.27 161.52 1.00 161.52 36499.83 225.98 -4.31 -97.40 SHATZ 1057.70 0.09 95.64 1.15 110.61 36499.83 329.99 -6.05 -199.56 SILVER-mini 1835.94 3.96 7269.41 1.00 7269.41 36499.83 5.02 -0.40 -0.20 SMI 1284.00 0.94 1206.03 1.25 1513.25 36499.83 24.12 6.29 15.17 SOFR 2411.88 0.06 144.88 1.00 144.88 36499.83 251.93 -9.32 -234.71 SOYBEAN 577.00 0.84 483.67 1.00 483.67 36499.83 75.46 5.83 44.01 SOYMEAL 313.20 1.39 435.75 1.00 435.75 36499.83 83.76 -8.29 -69.40 SOYOIL 412.44 1.35 557.93 1.00 557.93 36499.83 65.42 7.64 50.00 SP400 3426.90 1.09 3721.71 1.00 3721.71 36499.83 9.81 -4.86 -4.77 SP500_micro 331.11 0.89 295.52 1.00 295.52 36499.83 123.51 -13.04 -161.09 SUGAR11 170.35 1.66 282.31 1.00 282.31 36499.83 129.29 1.40 18.06 US10 1110.16 0.35 393.58 1.00 393.58 36499.83 92.74 -8.65 -80.25 US10U 1135.00 0.44 502.85 1.00 502.85 36499.83 72.59 -9.19 -66.70 US2 2074.53 0.10 216.28 1.00 216.28 36499.83 168.76 -11.55 -194.99 US20 1139.38 0.67 759.74 1.00 759.74 36499.83 48.04 -3.80 -18.26 US30 1166.56 0.84 980.64 1.00 980.64 36499.83 37.22 -5.11 -19.00 US5 1081.56 0.24 260.27 1.00 260.27 36499.83 140.24 -9.86 -138.33 VIX 237.00 3.46 820.59 1.00 820.59 36499.83 44.48 2.80 12.46 WHEAT 319.50 1.51 482.52 1.00 482.52 36499.83 75.64 0.01 0.06 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 59.488 0.010 2.5 1.546 BITCOIN -292.281 0.043 2.5 -31.695 BOBL -33.514 0.004 2.5 -0.340 BTP -26.353 0.014 2.5 -0.900 BUND 4.880 0.004 2.5 0.050 BUXL 4.092 0.004 2.5 0.042 CAC 32.310 0.014 2.5 1.104 CAD -115.489 0.010 2.5 -3.001 CANOLA 266.554 0.010 2.5 6.494 CHF -63.245 0.010 2.5 -1.643 COCOA -35.746 0.010 2.5 -0.871 COFFEE 1.877 0.005 2.5 0.025 COPPER 1.231 0.043 2.5 0.133 CORN 78.250 0.010 2.5 1.906 COTTON2 4.428 0.010 2.5 0.108 CRUDE_W 27.112 0.043 2.5 2.940 DAX -49.531 0.014 2.5 -1.692 DOW -220.576 0.009 2.5 -5.133 DX 69.433 0.010 2.5 1.804 EUR -37.699 0.010 2.5 -0.980 EURIBOR-ICE 8.378 0.014 2.5 0.286 EUROSTX 7.349 0.014 2.5 0.251 FEEDCOW 20.975 0.013 2.5 0.696 GASOIL 14.076 0.017 2.5 0.611 GASOLINE 8.257 0.017 2.5 0.358 GAS_US_mini -9.668 0.043 2.5 -1.048 GBP -29.044 0.010 2.5 -0.755 GOLD_micro -28.639 0.014 2.5 -0.978 HEATOIL 11.291 0.017 2.5 0.490 JGB-SGX-mini -112.311 0.043 2.5 -12.179 JPY -41.094 0.010 2.5 -1.068 LEANHOG -99.467 0.024 2.5 -6.054 LIVECOW 55.987 0.013 2.5 1.858 LUMBER-new -90.032 0.010 2.5 -2.193 MXP 50.121 0.059 2.5 7.367 NASDAQ_micro -96.161 0.009 2.5 -2.238 NIKKEI -19.586 0.043 2.5 -2.124 NZD -2.986 0.010 2.5 -0.078 OAT 15.850 0.014 2.5 0.541 OATIES 22.723 0.010 2.5 0.554 OJ -21.822 0.010 2.5 -0.532 PALLAD 1.130 0.014 2.5 0.039 PLAT 2.496 0.014 2.5 0.085 REDWHEAT 4.286 0.005 2.5 0.057 RICE -114.956 0.010 2.5 -2.801 ROBUSTA -42.886 0.005 2.5 -0.570 RUSSELL -97.399 0.013 2.5 -3.232 SHATZ -199.556 0.004 2.5 -2.026 SILVER-mini -0.199 0.014 2.5 -0.007 SMI 15.168 0.014 2.5 0.518 SOFR -234.711 0.024 2.5 -14.284 SOYBEAN 44.010 0.004 2.5 0.410 SOYMEAL -69.403 0.004 2.5 -0.646 SOYOIL 49.999 0.004 2.5 0.466 SP400 -4.769 0.013 2.5 -0.158 SP500_micro -161.089 0.009 2.5 -3.749 SUGAR11 18.055 0.010 2.5 0.440 US10 -80.254 0.005 2.5 -1.018 US10U -66.699 0.005 2.5 -0.846 US2 -194.987 0.005 2.5 -2.474 US20 -18.259 0.005 2.5 -0.232 US30 -19.005 0.005 2.5 -0.241 US5 -138.327 0.005 2.5 -1.755 VIX 12.458 0.099 2.5 3.079 WHEAT 0.062 0.005 2.5 0.001 ===================== Position diags ===================== AUD 1.98 BITCOIN 22.40 BOBL 1.27 BTP 1.66 BUND 0.68 BUXL 0.34 CAC 1.46 CAD 3.64 CANOLA 6.96 CHF 1.22 COCOA 0.90 COFFEE 0.26 COPPER 1.68 CORN 3.83 COTTON2 2.20 CRUDE_W 2.62 DAX 4.04 DOW 4.22 DX 2.21 EUR 1.32 EURIBOR-ICE 8.00 EUROSTX 1.65 FEEDCOW 0.78 GASOIL 0.38 GASOLINE 0.48 GAS_US_mini 11.79 GBP 2.07 GOLD_micro 1.57 HEATOIL 0.35 JGB-SGX-mini 20.49 JPY 1.94 LEANHOG 5.38 LIVECOW 1.64 LUMBER-new 4.25 MXP 25.32 NASDAQ_micro 1.61 NIKKEI 6.78 NZD 2.27 OAT 1.98 OATIES 2.79 OJ 0.89 PALLAD 0.27 PLAT 0.43 REDWHEAT 0.86 RICE 3.13 ROBUSTA 0.75 RUSSELL 7.50 SHATZ 3.35 SILVER-mini 0.17 SMI 0.82 SOFR 15.33 SOYBEAN 0.70 SOYMEAL 0.78 SOYOIL 0.61 SP400 0.33 SP500_micro 2.87 SUGAR11 3.15 US10 1.18 US10U 0.92 US2 2.14 US20 0.61 US30 0.47 US5 1.78 VIX 10.99 WHEAT 1.00 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 -31.7 -33.9 -29.5 0.0 0 BOBL -0.3 -0.5 -0.2 -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 -2.6 -3.0 -3 CANOLA 6.5 5.8 7.2 0.0 0 CHF -1.6 -1.8 -1.5 -4.0 -4 COCOA -0.9 -1.0 -0.8 -2.0 -2 COFFEE 0.0 -0.0 0.1 0.0 0 COPPER 0.1 -0.0 0.3 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 -5.1 -5.6 -4.7 0.0 0 DX 1.8 1.6 2.0 0.0 0 EUR -1.0 -1.1 -0.8 0.0 0 EURIBOR-ICE 0.3 -0.5 1.1 0.0 0 EUROSTX 0.3 0.1 0.4 1.0 1 FEEDCOW 0.7 0.6 0.8 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 -1.0 -2.2 0.1 0.0 0 GBP -0.8 -1.0 -0.5 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 -12.2 -14.2 -10.1 0.0 0 JPY -1.1 -1.3 -0.9 -1.0 -1 LEANHOG -6.1 -6.6 -5.5 -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 7.4 4.8 9.9 4.0 4 NASDAQ_micro -2.2 -2.4 -2.1 -8.0 -8 NIKKEI -2.1 -2.8 -1.4 -1.0 -1 NZD -0.1 -0.3 0.1 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 -0.4 -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 0.1 0.0 0 RICE -2.8 -3.1 -2.5 0.0 0 ROBUSTA -0.6 -0.6 -0.5 0.0 0 RUSSELL -3.2 -4.0 -2.5 0.0 0 SHATZ -2.0 -2.4 -1.7 NaN 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SMI 0.5 0.4 0.6 0.0 0 SOFR -14.3 -15.8 -12.8 NaN 0 SOYBEAN 0.4 0.3 0.5 2.0 2 SOYMEAL -0.6 -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 -3.7 -4.0 -3.5 0.0 0 SUGAR11 0.4 0.1 0.8 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 -1.9 -1.6 -6.0 -6 VIX 3.1 2.0 4.2 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 0.3 -0.0 0.2 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 -0.1 -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 0.1 -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 -0.0 -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 0.1 -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 -0.0 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 0.2 0.6 0.4 0.2 -0.2 0.5 -0.2 0.2 CAC -0.3 -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 0.0 0.1 -0.0 0.5 0.1 0.2 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 -0.1 -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 -0.2 -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 0.1 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 -0.0 -0.1 -0.0 0.0 0.0 -0.0 0.2 -0.0 -0.1 0.1 -0.0 -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 -0.6 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 -0.0 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 0.0 -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 0.0 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -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 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.1 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 0.4 0.6 0.6 -0.1 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 0.1 -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 0.0 -0.2 0.0 0.3 0.7 0.3 0.7 FEEDCOW 0.3 -0.6 0.1 0.2 0.1 0.1 0.2 -0.4 0.2 0.1 0.3 0.1 0.5 0.1 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 0.1 0.3 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 0.3 0.2 -0.0 -0.0 -0.0 -0.1 -0.0 2.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.6 -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 0.1 0.1 0.2 0.2 -1.1 0.2 0.0 0.3 0.1 0.3 0.1 1.1 0.2 0.2 0.5 0.2 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.5 0.4 0.4 -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 -0.2 -0.1 0.3 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 0.4 -0.3 -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 -0.4 -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 0.1 -0.4 -0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.5 0.2 0.4 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 -0.4 -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 0.1 -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 0.1 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 1.0 -0.1 0.0 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 0.1 -0.1 -0.0 -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 -0.0 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 0.1 -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 -0.1 -0.0 -0.1 0.1 0.7 0.4 0.4 -0.0 REDWHEAT 0.1 0.6 0.6 0.2 0.1 0.1 0.2 -0.4 0.2 -0.0 0.3 0.1 -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 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 1.1 -0.4 -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 0.1 -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 0.0 -0.1 -0.1 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 0.0 -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 0.1 -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 0.1 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 0.2 -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 0.0 -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 0.0 -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 -0.1 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 0.0 -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 -6.9 0.8 -11.0 2.8 -10.8 -4.2 8.7 -8.5 9.8 -6.7 5.3 1.7 0.0 1.2 0.7 1.8 8.3 -8.7 8.3 -6.8 8.8 2.9 -2.8 9.7 -8.0 9.0 -6.1 6.6 -2.0 4.8 9.5 13.3 -4.0 20.0 4.5 20.0 BITCOIN 14.2 -20.0 -20.0 -4.0 6.5 5.8 -1.3 14.2 -7.0 -7.2 -15.3 -10.1 -10.4 -11.2 -14.0 -3.5 -5.5 -3.6 -4.3 -20.0 -20.0 -8.7 -20.0 -11.8 -11.1 -8.3 -6.6 -13.6 -8.0 -10.3 -6.4 -0.2 -16.7 8.7 11.7 -18.5 -10.1 -0.5 -20.0 -16.4 BOBL -20.0 -11.9 -1.2 -6.2 2.4 -3.4 -4.3 -2.2 -8.1 6.3 -7.2 -6.0 -4.9 -8.8 -7.9 16.8 -1.1 1.5 -1.3 -11.0 -6.8 -6.4 -4.4 -12.6 2.1 -9.9 2.0 -6.4 -6.1 -4.4 -11.6 -9.0 -1.2 -8.4 -8.3 -3.4 11.0 20.0 16.8 20.0 BTP -20.0 -20.0 -9.7 -7.4 2.9 -4.0 -5.1 -2.7 -9.6 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 -3.4 -9.3 -12.0 -0.3 8.8 20.0 14.3 20.0 BUND -17.2 -5.5 2.0 -7.1 2.8 -3.8 -4.9 -2.6 -9.2 6.0 -7.0 -5.0 -7.6 -9.2 -8.1 1.7 8.4 9.0 9.8 -8.2 -5.1 -4.7 -4.3 -10.0 0.1 -8.0 2.8 -4.8 -5.4 -3.8 -10.3 8.8 -0.1 -3.4 -1.5 0.4 8.6 20.0 14.2 20.0 BUXL -5.2 8.3 8.7 -9.7 3.8 -5.2 -6.7 -3.5 -12.6 6.7 -10.9 2.2 -16.2 -6.0 -6.1 3.6 3.8 4.2 4.2 -2.6 -5.1 1.7 -10.5 -1.7 3.7 -2.7 6.0 -4.6 1.3 -8.4 -2.4 -0.2 9.4 18.3 12.1 5.8 -5.6 14.1 -5.6 6.3 CAC -7.8 -20.0 -12.5 -6.5 8.8 0.2 -1.1 5.1 -8.3 11.1 -3.4 1.3 9.3 -9.8 -10.3 18.2 -0.4 6.7 1.8 -11.0 -5.3 4.3 1.3 -7.8 5.5 1.0 13.6 3.4 4.5 3.4 -0.4 9.9 4.4 7.4 19.7 6.5 9.9 20.0 5.0 20.0 CAD -20.0 -9.6 4.1 -9.1 -12.9 1.4 -20.0 5.2 -20.0 -18.5 -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 2.0 -20.0 -6.6 -10.3 -4.0 1.7 -0.9 -20.0 -20.0 -20.0 -20.0 CANOLA -2.3 19.9 19.8 12.6 4.8 2.5 10.8 -8.3 14.9 1.1 5.9 1.5 2.1 6.6 9.2 -14.8 -15.5 -16.8 -16.9 11.1 8.4 2.3 3.6 7.5 7.9 11.9 -0.2 9.2 2.0 3.8 7.6 -10.9 -2.2 -1.8 18.8 13.9 6.8 20.0 8.9 20.0 CHF -20.0 -14.6 -5.2 -4.4 -6.3 0.7 -10.1 2.5 -9.9 -8.7 -4.5 -10.2 6.5 -10.3 -7.5 -13.0 -15.4 -13.7 -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 1.1 -3.8 -2.1 0.3 -15.6 -20.0 -12.8 -20.0 COCOA 15.7 -20.0 -20.0 8.1 3.1 1.6 6.9 -5.3 9.5 1.9 -6.9 0.0 -6.3 -3.9 -6.2 -6.8 1.3 -6.1 -3.9 -13.6 -19.9 0.3 -16.8 -4.6 -20.0 -6.8 1.7 -10.6 0.8 -8.2 -2.0 14.8 -2.5 -4.7 -15.1 -15.6 9.9 1.2 13.7 5.3 COFFEE 20.0 -3.6 -20.0 20.0 8.6 4.6 19.4 -15.0 20.0 -12.9 -7.3 -2.9 1.6 -0.8 -11.7 13.2 17.4 16.6 18.5 -9.5 -13.4 -4.4 -0.9 -0.1 -20.0 -0.6 -10.1 -3.4 -2.5 7.1 4.1 20.0 -5.4 -7.3 -12.5 -20.0 20.0 20.0 20.0 20.0 COPPER -17.3 -12.9 1.5 -2.0 3.3 3.0 -0.7 7.3 -3.6 6.8 2.8 -0.4 3.7 -3.4 -2.7 -6.0 -6.3 -6.2 -6.3 -2.7 1.7 0.0 4.2 -4.1 -0.8 -2.3 4.3 1.4 -0.2 4.5 -3.5 -2.5 3.0 -1.4 -0.3 -1.8 7.3 20.0 2.0 12.3 CORN 1.5 17.8 13.0 20.0 8.8 4.7 19.8 -15.3 20.0 -17.9 14.0 -4.4 -2.6 12.3 15.3 -20.0 -20.0 -20.0 -20.0 14.9 10.2 -4.7 0.9 9.4 10.8 19.9 -14.3 15.0 -4.0 5.1 12.5 -20.0 -20.0 -4.1 20.0 8.4 8.1 -2.8 11.7 3.6 COTTON2 20.0 20.0 16.2 20.0 9.7 5.1 20.0 -16.8 20.0 20.0 -2.9 20.0 -16.1 20.0 15.1 -20.0 -20.0 -20.0 -20.0 16.8 2.0 20.0 -10.8 20.0 -4.1 20.0 20.0 5.7 20.0 -9.0 20.0 -20.0 20.0 20.0 17.9 0.9 -10.3 -13.7 -10.5 -8.6 CRUDE_W 0.8 20.0 20.0 20.0 0.5 20.0 9.1 11.6 20.0 -9.6 8.6 0.7 2.0 8.6 11.8 17.9 7.3 12.9 9.0 18.7 13.8 -4.4 5.7 12.0 5.3 19.4 -12.5 14.2 -2.0 5.5 13.2 -0.1 -20.0 -8.5 -12.5 -10.2 9.5 20.0 -1.3 4.0 DAX -16.5 -20.0 -17.3 -4.1 5.5 0.1 -0.7 3.2 -5.2 5.1 -3.7 -3.3 5.1 -7.2 -6.6 -5.0 -7.2 -6.7 -7.0 -9.9 -4.7 -2.8 0.8 -10.2 -6.6 -8.2 4.9 -4.1 -2.2 0.2 -8.3 -2.8 -2.1 -3.0 -10.1 -5.1 13.7 20.0 14.1 20.0 DOW -18.6 -20.0 -17.9 -4.8 6.5 0.1 -0.8 3.8 -6.1 8.7 -0.7 -3.8 8.2 -8.5 -7.0 -5.4 -7.6 -6.3 -6.8 -11.4 -3.3 -3.8 3.9 -12.3 -6.5 -9.7 4.8 -3.4 -3.4 2.4 -10.2 -2.9 0.2 -8.7 -12.8 -7.6 -2.2 -20.0 -13.1 -20.0 DX 8.9 18.3 9.1 -4.9 -4.6 0.5 -9.3 2.5 -10.0 6.0 6.5 7.1 -6.5 9.5 8.7 3.5 5.5 4.3 4.9 8.1 4.3 5.5 -0.1 8.5 -13.9 7.1 3.9 2.7 5.4 -0.9 8.3 15.0 15.8 20.0 20.0 -4.1 1.5 17.6 8.5 20.0 EUR -5.5 -16.8 -14.0 -5.1 -7.2 0.8 -11.5 2.9 -11.3 0.7 -6.4 -0.4 7.5 -7.9 -8.5 -5.4 -7.5 -6.3 -6.9 -7.7 -3.8 -2.9 1.5 -7.2 4.3 -6.1 0.1 -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 -15.6 -5.5 -5.0 1.9 -2.7 -3.4 -1.8 -6.4 5.6 -5.2 -4.4 -0.9 -6.9 -6.2 1.4 10.2 6.5 9.1 -9.0 -5.1 -5.0 -2.1 -10.3 -2.2 -7.3 1.7 -4.5 -4.3 -2.4 -8.5 10.2 -0.3 -7.3 -6.6 -3.1 19.6 19.7 20.0 20.0 EUROSTX -15.6 -20.0 -12.8 -4.6 6.3 0.1 -0.8 3.6 -5.9 5.7 1.6 -2.8 7.9 -8.0 -6.1 0.8 2.0 4.0 3.4 -7.3 -0.8 -1.3 4.4 -8.6 -4.5 -6.0 6.7 -0.2 -1.1 3.6 -7.2 14.0 0.1 1.3 -5.0 0.7 9.0 20.0 7.9 20.0 FEEDCOW 8.1 -18.6 2.6 17.9 6.8 3.6 15.3 -11.8 20.0 14.2 10.6 13.7 13.0 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 -5.1 -20.0 -0.0 20.0 20.0 17.2 20.0 GASOIL 18.8 20.0 15.0 13.8 0.2 10.4 4.4 5.7 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 9.4 5.1 13.2 -2.1 14.5 3.3 11.6 6.3 7.2 11.9 20.0 10.9 1.1 16.1 10.3 -2.8 14.5 -8.1 0.3 GASOLINE 5.1 20.0 20.0 19.5 0.3 14.6 6.3 8.0 15.8 2.0 8.5 6.5 6.2 8.4 9.2 16.7 -20.0 -20.0 -20.0 17.4 12.3 8.4 6.4 15.8 -8.3 17.3 2.2 12.8 6.7 6.7 14.5 -20.0 3.1 8.0 8.4 2.7 5.4 20.0 -2.6 12.9 GAS_US_mini -4.7 -6.1 -2.6 18.1 0.3 13.6 5.8 7.4 14.7 -8.4 -4.9 -8.2 -6.4 -7.8 -5.5 -5.2 -6.2 17.1 11.4 -3.2 -3.0 -4.7 -3.2 -3.8 16.4 -4.6 -5.5 -4.6 -5.0 -4.1 -4.4 -10.7 -3.8 -20.0 -20.0 -20.0 11.3 -1.9 10.7 -9.1 GBP -6.8 -14.6 -3.4 -5.9 -8.4 0.9 -13.4 3.4 -13.1 -7.1 -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 -8.6 -0.9 -3.3 -6.0 2.0 -7.6 5.6 -7.3 6.3 6.2 9.9 -0.8 2.4 -14.6 -7.1 -8.3 -9.5 GOLD_micro -20.0 -11.1 -12.0 -1.7 2.8 2.5 -0.6 6.1 -3.0 3.7 3.3 -2.8 5.1 -3.8 -1.6 -4.7 -8.4 -5.4 -6.6 -2.4 4.1 -2.6 7.6 -6.7 -18.8 0.5 3.0 7.7 -1.7 12.5 -4.0 -4.6 -2.8 -8.2 -0.1 11.1 19.7 7.1 -3.5 -20.0 HEATOIL 14.1 20.0 20.0 15.2 0.3 11.4 4.9 6.2 12.3 4.6 6.8 6.4 5.8 7.3 7.5 20.0 20.0 20.0 20.0 19.2 13.8 10.3 7.6 17.7 -8.1 16.2 3.1 12.5 6.8 7.5 13.5 20.0 6.6 7.3 16.5 7.7 -1.3 5.9 -11.0 -9.5 JGB-SGX-mini -14.0 12.1 10.9 -4.4 1.1 -2.5 -2.5 -1.7 -5.4 -4.6 -6.8 -5.5 -7.4 -5.6 -5.7 2.5 9.5 3.9 6.2 -6.1 -7.2 -7.6 -8.7 -7.1 2.0 -6.2 -5.9 -8.1 -6.9 -9.7 -6.5 6.7 -10.6 -2.4 1.2 -11.5 -0.8 -20.0 -5.0 -20.0 JPY -4.5 -6.9 0.8 -5.0 -7.2 0.8 -11.5 2.9 -11.2 -3.4 -12.1 -6.2 -12.1 -10.9 -10.8 -8.3 -9.9 -8.6 -9.0 -9.2 -10.9 -4.0 -12.6 -7.6 20.0 -7.9 -2.1 -9.5 -3.8 -11.3 -6.9 -10.1 9.4 7.0 1.6 -11.2 -4.0 -16.3 4.0 -19.8 LEANHOG -20.0 -11.6 5.8 20.0 11.4 6.1 20.0 -19.9 20.0 -9.8 9.9 -19.9 18.2 -20.0 -1.4 -20.0 -20.0 -20.0 -20.0 -8.2 5.3 -15.1 12.9 -18.7 -8.6 -10.9 -10.7 3.9 -16.5 11.4 -20.0 -20.0 -14.9 -20.0 -20.0 9.2 -17.2 5.4 -12.0 12.6 LIVECOW 15.0 -4.2 3.8 20.0 7.7 4.1 17.4 -13.4 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 17.2 20.0 -20.0 4.4 20.0 1.4 20.0 7.9 16.0 20.0 20.0 4.6 -11.5 -1.6 20.0 20.0 20.0 20.0 LUMBER-new 13.9 5.4 9.4 20.0 8.1 4.3 18.2 -14.0 20.0 6.0 -15.0 8.7 -16.3 4.5 -3.0 -20.0 -20.0 -20.0 -20.0 -1.9 -10.9 5.4 -18.0 3.7 NaN -0.6 0.7 -8.8 5.4 -13.8 4.4 -20.0 -12.8 -4.5 -17.6 -9.8 6.3 20.0 8.7 20.0 MXP -14.1 -20.0 -11.2 -5.9 -8.4 0.9 -13.5 3.4 -13.2 6.3 8.6 -3.0 13.7 -9.5 -0.2 7.4 11.6 9.1 10.4 -2.4 7.0 -3.2 13.0 -7.1 -20.0 -1.6 3.8 9.0 -3.1 15.6 -7.0 20.0 15.1 8.2 -0.2 9.7 8.9 7.0 20.0 9.6 NASDAQ_micro -12.5 -17.4 -20.0 -5.1 6.8 0.1 -0.9 3.9 -6.4 5.8 -3.3 -3.6 8.3 -7.3 -8.5 -6.5 -8.2 -7.2 -7.6 -10.1 -4.1 -6.1 3.5 -11.4 -17.4 -8.6 3.3 -4.2 -5.6 1.7 -9.6 -4.2 -16.0 -4.9 -10.1 -14.8 10.2 -20.0 5.8 -20.0 NIKKEI -14.4 -20.0 -20.0 -2.8 6.0 0.1 1.2 2.4 -3.0 2.3 4.1 -0.8 6.2 -4.3 -0.6 0.8 6.6 3.9 5.3 -0.9 3.6 -1.1 6.6 -3.1 -9.8 0.0 1.8 4.5 -0.6 7.4 -2.1 19.7 -3.4 1.4 5.2 6.8 -13.4 -3.2 -20.0 -0.6 NZD -19.0 -15.0 9.2 -3.9 -5.5 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 -9.4 -0.8 -9.2 9.2 -5.3 -7.2 -1.5 -9.4 -1.4 -9.4 0.0 -0.7 -1.5 -4.3 -1.6 -9.0 20.0 2.5 20.0 OAT -20.0 -15.6 2.2 -5.9 2.3 -3.2 -4.1 -2.1 -7.7 6.5 -2.0 -4.3 -0.7 -7.5 -6.1 11.5 12.6 12.3 13.1 -6.9 -2.7 -3.9 -1.1 -9.0 -1.0 -6.0 3.4 -1.5 -4.1 0.0 -8.7 15.4 -0.0 -4.7 -4.0 3.9 7.3 20.0 13.1 20.0 OATIES -0.1 20.0 17.4 13.3 5.0 2.7 11.3 -8.7 15.7 3.2 1.9 -0.5 -3.7 4.3 6.3 -3.0 -9.6 -6.0 -9.3 8.9 4.3 3.6 -1.8 7.1 -0.6 9.8 1.5 4.7 3.5 -2.1 7.7 -0.3 -10.1 6.2 13.8 5.7 0.6 -13.8 2.9 -16.5 OJ 1.2 -1.7 12.5 8.0 3.0 1.6 6.9 -5.3 9.5 6.1 -3.6 4.2 -5.9 0.5 -1.4 -0.2 2.3 1.0 0.9 -1.2 -3.0 5.8 -5.5 1.1 -20.0 -1.1 8.7 -1.8 5.0 -3.4 0.6 19.5 11.3 -6.9 -10.7 3.0 -10.6 -11.4 -11.3 -11.8 PALLAD -20.0 -18.8 -0.0 -2.0 3.2 2.9 -0.6 7.0 -3.4 6.5 -0.6 -3.3 2.3 -5.9 -5.8 -3.2 -3.1 -3.2 -3.1 -7.1 -1.1 -2.2 3.7 -8.1 11.6 -6.8 5.4 -1.4 -1.4 4.9 -6.7 3.0 0.4 -3.5 -6.0 -8.1 20.0 5.6 7.3 -4.5 PLAT -18.2 -11.2 5.7 -1.8 2.9 2.6 -0.6 6.3 -3.1 5.2 0.2 -3.0 3.0 -5.1 -3.4 -1.9 -3.1 -2.2 -2.6 -3.7 1.8 -2.2 5.7 -5.7 -1.3 -2.7 3.4 3.2 -1.4 8.9 -4.4 3.4 -2.1 -1.2 -2.5 3.7 20.0 11.2 10.7 -1.2 REDWHEAT 2.7 18.4 20.0 17.1 6.5 3.4 14.6 -11.3 20.0 -1.2 9.4 5.0 -6.3 11.9 12.8 -13.2 -15.6 -13.9 -14.8 13.1 8.9 3.7 0.6 10.5 5.7 14.6 -3.6 11.7 3.3 3.9 10.6 -9.3 -9.3 1.7 16.6 13.2 -20.0 -20.0 -20.0 -20.0 RICE 5.4 6.1 20.0 13.7 5.2 2.7 11.7 -9.0 16.2 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 -4.2 -6.0 -10.0 2.9 -20.0 -15.4 -18.0 -15.6 ROBUSTA -3.2 -7.4 -11.9 11.9 4.5 2.4 10.2 -7.9 14.1 -7.5 -4.7 -6.7 -4.0 -7.3 -8.0 13.8 15.3 15.6 15.5 -7.6 -7.5 -8.1 -5.0 -6.9 -20.0 -6.6 -9.0 -6.2 -7.6 -3.9 -6.5 20.0 -14.9 -20.0 -20.0 -19.0 4.0 2.4 8.7 9.6 RUSSELL -12.5 -20.0 -8.2 -5.1 7.0 0.1 -0.9 4.0 -6.5 7.8 2.9 -0.4 9.2 -6.9 -5.6 -3.9 -5.0 -4.4 -4.6 -6.2 0.3 -0.6 5.4 -7.0 5.4 -5.7 5.9 -0.4 -1.0 4.0 -6.3 1.1 1.2 0.4 -4.6 -0.8 -0.4 -20.0 -10.2 -20.0 SHATZ -20.0 -17.5 -1.9 -4.9 1.9 -2.6 -3.3 -1.8 -6.3 4.5 -7.2 -6.1 -6.9 -7.5 -7.0 -0.0 -9.0 -0.1 -3.5 -13.5 -8.9 -8.3 -5.6 -14.8 6.6 -12.4 -0.3 -8.8 -7.1 -6.0 -13.0 -17.9 -2.5 -16.4 -19.6 -10.6 13.9 18.1 18.0 20.0 SILVER-mini -19.6 -6.3 -1.1 -1.7 2.8 2.5 -0.6 6.1 -3.0 2.6 0.7 -3.8 2.7 -5.1 -3.0 -1.7 -5.2 -2.7 -4.0 -2.5 3.0 -2.3 5.8 -5.1 -8.0 -0.3 1.0 6.5 -1.1 11.4 -2.9 0.2 -1.2 -0.8 -3.1 7.4 12.0 11.6 5.1 1.4 SMI -18.0 -20.0 -9.2 -4.0 5.4 0.1 -0.7 3.1 -5.0 8.2 2.5 2.6 6.3 -4.7 -3.9 3.2 6.9 7.3 7.8 -4.8 1.1 3.9 4.8 -5.0 5.0 -2.7 9.4 3.4 2.8 6.3 -4.0 20.0 12.0 -1.4 1.8 7.4 -0.7 20.0 -1.5 20.0 SOFR -18.6 -0.5 -7.5 -8.2 3.2 -4.4 -5.6 -3.0 -10.7 5.2 -4.5 -7.6 9.0 -9.9 -7.1 4.1 6.3 5.7 6.4 -5.1 -1.3 -6.1 1.8 -8.8 -18.5 -3.2 0.1 1.0 -6.5 3.4 -8.3 4.1 -5.2 2.3 11.3 6.4 -12.7 -10.3 -18.8 -20.0 SOYBEAN -11.0 13.0 9.8 20.0 8.0 4.3 18.1 -14.0 20.0 10.7 14.2 7.8 12.0 12.9 14.4 2.5 -2.8 1.5 -0.7 14.2 12.3 7.3 6.4 10.9 -6.0 13.0 4.7 13.3 4.5 8.8 8.1 13.6 4.5 -12.8 15.8 3.6 -3.9 -10.7 -2.4 -7.7 SOYMEAL -3.5 8.0 4.7 13.1 5.0 2.6 11.2 -8.7 15.6 -8.9 -0.7 -7.6 -4.8 0.7 1.9 1.1 -11.5 -4.9 -8.7 1.6 1.2 -3.9 -1.6 -0.8 -10.5 3.6 -4.2 5.0 -3.5 2.5 -0.0 -1.1 -14.4 -14.9 1.9 -4.6 -11.0 -15.4 -13.6 -15.0 SOYOIL -15.8 20.0 20.0 19.9 7.5 4.0 16.9 -13.1 20.0 11.9 15.5 14.1 14.1 16.6 17.4 0.0 -5.1 -3.1 -4.8 20.0 20.0 18.1 17.7 20.0 -16.0 20.0 8.5 20.0 12.4 14.5 20.0 8.2 20.0 6.8 20.0 20.0 -4.8 -20.0 -5.6 -20.0 SP400 -17.0 -20.0 -0.9 -5.1 6.9 0.1 -0.9 4.0 -6.4 8.6 3.7 -0.9 8.8 -6.6 -4.0 -5.4 -6.2 -6.0 -6.1 -4.9 1.1 -0.3 4.5 -6.7 3.0 -4.7 5.8 -0.1 -0.9 2.1 -6.0 -1.1 0.5 -3.7 0.8 2.6 0.6 -20.0 -9.6 -20.0 SP500_micro -16.4 -20.0 -20.0 -5.5 7.4 0.1 -0.9 4.3 -7.0 8.3 -0.8 -4.4 10.8 -8.6 -7.5 -7.0 -9.1 -8.0 -8.4 -11.9 -4.1 -6.2 4.5 -13.7 -11.9 -11.1 4.2 -5.4 -6.0 0.9 -11.9 -5.6 -12.4 -12.3 -15.8 -15.3 15.1 -20.0 12.3 -20.0 SUGAR11 20.0 20.0 13.5 16.2 6.1 3.3 13.8 -10.7 19.1 -10.6 -4.3 7.3 -11.2 10.3 8.0 -4.1 10.6 5.6 8.9 10.5 0.8 4.8 -8.0 14.0 -20.0 13.1 -10.5 4.4 5.8 -4.0 15.5 20.0 0.2 16.8 8.4 6.0 -1.8 -19.1 -0.1 -13.3 US10 -18.4 -6.4 -8.8 -6.0 2.4 -3.2 -4.1 -2.2 -7.8 7.3 -3.5 -4.6 4.7 -7.6 -6.7 2.5 1.6 2.6 2.5 -6.1 -2.8 -3.6 -0.2 -7.7 -6.0 -5.2 2.2 -1.5 -4.0 1.2 -7.5 -3.4 -0.7 -0.6 2.4 0.6 -4.7 -20.0 -12.9 -20.0 US10U -17.4 -5.9 -7.5 -9.3 3.6 -5.0 -6.3 -3.3 -12.0 11.6 -3.7 -6.3 6.9 -11.0 -9.6 2.9 1.2 2.9 2.4 -8.2 -3.3 -4.6 0.1 -10.5 -10.8 -7.5 3.8 -1.2 -5.7 3.1 -11.1 -4.0 -0.8 0.3 4.4 2.9 -5.2 -3.0 -20.0 -20.0 US2 -17.5 -13.5 -10.2 -5.7 2.2 -3.1 -3.9 -2.1 -7.5 8.4 -6.4 -3.7 -2.7 -6.7 -7.1 -4.2 -11.8 -7.4 -9.0 -10.3 -6.6 -3.7 -3.4 -10.4 6.4 -9.3 2.5 -5.7 -4.3 -2.3 -9.9 -20.0 1.8 -6.5 -9.1 -6.0 -3.0 -20.0 -5.2 -20.0 US20 -17.3 -6.1 -3.2 -6.0 2.4 -3.3 -4.1 -2.2 -7.8 7.6 -2.2 -4.0 1.5 -6.9 -5.9 4.1 4.1 4.7 4.6 -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 -0.2 -0.8 0.9 2.9 -0.8 17.9 -6.9 -11.7 US30 -13.7 -2.7 -0.7 -8.8 3.5 -4.8 -6.1 -3.2 -11.5 10.4 -6.1 -6.9 -4.0 -10.2 -8.8 1.2 0.0 1.7 1.2 -5.8 -3.0 -3.1 -2.5 -7.3 -4.7 -6.8 3.4 -1.7 -4.5 0.5 -9.6 -5.9 1.0 5.7 4.1 4.4 -3.6 14.1 -8.3 -10.1 US5 -19.0 -8.3 -9.9 -6.1 2.4 -3.3 -4.2 -2.2 -8.0 7.9 -4.4 -4.3 4.2 -7.4 -6.9 0.2 -1.4 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 -0.1 -2.8 -0.5 -0.6 -4.1 -20.0 -10.0 -20.0 VIX 9.7 20.0 14.2 10.4 -3.2 5.4 3.4 1.2 9.5 -7.3 3.6 2.8 -5.9 9.3 8.1 7.9 -20.0 -7.3 -19.1 10.8 5.4 3.7 0.6 10.4 NaN 11.4 -3.6 6.2 3.6 1.5 10.3 NaN NaN NaN NaN NaN -6.3 -20.0 NaN NaN WHEAT 1.6 20.0 20.0 16.7 6.3 3.4 14.3 -11.0 19.8 -3.0 7.0 3.3 -7.0 11.0 11.6 -12.4 -17.5 -14.9 -16.2 11.5 7.4 2.7 -0.6 8.7 7.1 14.8 -3.4 12.0 2.8 4.2 10.1 -12.0 -8.3 -2.4 17.4 12.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3