******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260406_203929 produced at 2026-04-06 21:35:38.850080 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -14.51 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.47 0.0 0.00 0.00 0.00 0.00 -13.72 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 -2.48 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.27 -0.12 0.0 0.86 -0.86 -0.27 -0.27 -1.73 13.0 -4 -4 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -2.06 24.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.11 0.0 0.88 -0.88 -0.09 -0.09 -3.49 29.0 -3 -3 caleb_strategy_v3 LEANHOG False False 0.02 -0.02 -0.10 0.0 0.24 -0.24 -0.02 -0.02 -5.40 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 -32.10 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.27 -0.08 0.0 1.14 -1.14 -0.27 -0.32 -1.75 25.0 -6 -7 caleb_strategy_v3 EUR False False 0.06 0.00 -0.06 0.0 0.85 -0.85 0.00 0.00 -0.98 14.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.05 0.0 0.57 -0.57 0.00 0.00 -0.89 10.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.05 0.0 0.67 -0.67 0.00 0.00 -3.67 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.18 -0.05 0.0 0.47 -0.47 -0.18 -0.16 -2.20 23.0 -9 -8 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.79 -0.79 0.00 0.00 -1.01 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 -5.19 66.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.62 -0.62 -0.05 -0.05 -0.82 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.03 0.0 0.56 -0.56 -0.03 -0.03 -1.04 17.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -3.13 4.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.03 0.0 0.51 -0.51 -0.03 -0.03 -2.04 36.0 -2 -2 caleb_strategy_v3 GBP False False 0.03 0.00 -0.03 0.0 0.77 -0.77 0.00 0.00 -0.82 22.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.11 -1.11 -0.02 -0.02 -0.97 56.0 -1 -1 caleb_strategy_v3 SP400 False False 0.14 -0.14 -0.02 0.0 0.29 -0.29 -0.14 -0.14 -0.15 2.0 -1 -1 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.02 0.0 1.07 -1.07 -0.06 -0.17 -0.35 19.0 -1 -3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.02 0.0 0.37 -0.37 0.00 0.00 -3.08 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.02 0.0 0.66 -0.66 -0.02 -0.02 -1.72 58.0 -2 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.53 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 -0.47 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 -0.89 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 -0.19 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 -0.22 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 -0.67 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 -0.08 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 0.05 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 -1.30 26.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.42 -0.42 0.00 0.00 0.10 10.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.00 0.0 0.51 -0.51 0.00 0.00 -0.10 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 -0.06 9.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.18 11.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.01 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 0.52 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 0.05 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 -0.00 0.0 0.11 -0.11 0.01 0.00 -0.02 8.0 1 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.16 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.03 0.01 0.0 0.55 -0.55 0.03 0.08 0.25 20.0 1 3 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.45 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 0.40 7.0 2 2 caleb_strategy_v3 VIX False False 0.01 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 2.31 999999999.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.02 0.0 0.12 -0.12 0.04 0.04 1.58 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 0.34 999999999.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 5.97 51.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.18 -0.18 0.00 0.00 0.63 4.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.03 0.0 0.58 -0.58 0.12 0.12 0.55 10.0 2 2 caleb_strategy_v3 HEATOIL False False 0.06 0.13 0.03 0.0 0.19 -0.19 0.13 0.13 0.47 3.0 2 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.03 0.0 1.18 -1.18 0.00 0.00 0.29 10.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.53 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 1.12 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.05 0.0 0.55 -0.55 0.00 0.00 1.63 19.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.07 0.0 0.62 -0.62 0.08 0.16 0.86 8.0 1 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.08 0.0 0.15 -0.15 0.00 0.00 2.74 5.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.08 0.0 999.00 -999.00 0.00 0.00 1.83 999999999.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.09 0.0 0.71 -0.71 0.00 0.00 2.18 17.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.05 0.12 0.0 0.71 -0.71 0.05 0.06 10.16 60.0 4 5 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.3 Shocked risk 25.3 Sum abs risk 36.5 Leverage 4.23 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2372347.28, 'annual_cash_vol_target': 593086.82, 'daily_cash_vol_target': 37067.92625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.6912 0.6947 11.1158 BITCOIN 1767.1165 70060.0000 2.5223 40.3566 BOBL 0.2515 115.5800 0.2176 3.4818 BTP 0.6496 116.8700 0.5558 8.8930 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 0.7207 0.3612 5.7799 CANOLA 8.8793 739.2000 1.2012 19.2192 CHF 0.0062 1.2626 0.4937 7.8988 COCOA 98.4121 3295.0000 2.9867 47.7874 COFFEE 4.9638 292.3000 1.6982 27.1709 COPPER 0.0941 5.6645 1.6620 26.5923 CORN 4.6451 482.7500 0.9622 15.3954 COTTON2 0.8065 73.7900 1.0930 17.4885 CRUDE_W 1.5086 73.4800 2.0531 32.8503 DAX 267.0808 23289.0000 1.1468 18.3490 DOW 402.6862 46863.0000 0.8593 13.7485 DX 0.4243 99.7950 0.4252 6.8030 EUR 0.0058 1.1582 0.4971 7.9530 EURIBOR-ICE 0.0539 97.3250 0.0554 0.8864 EUROSTX 65.5106 5617.0000 1.1663 18.6607 FEEDCOW 3.0959 370.1000 0.8365 13.3842 GASOIL 40.2784 1051.5000 3.8306 61.2891 GASOLINE 0.0790 3.0004 2.6344 42.1511 GAS_US_mini 0.1343 2.9300 4.5850 73.3597 GBP 0.0073 1.3236 0.5537 8.8586 GOLD_micro 79.5607 4683.9000 1.6986 27.1776 HEATOIL 0.1088 3.5923 3.0290 48.4639 JGB-SGX-mini 0.3017 129.9700 0.2321 3.7144 JPY 0.0000 0.0063 0.6213 9.9412 LEANHOG 1.0319 107.5500 0.9595 15.3519 LIVECOW 1.8464 247.3000 0.7466 11.9460 LUMBER-new 7.6120 602.0000 1.2645 20.2312 MXP 0.0004 0.0559 0.7580 12.1281 NASDAQ_micro 264.0960 24351.2500 1.0845 17.3524 NIKKEI 914.4769 54005.0000 1.6933 27.0931 NZD 0.0042 0.5730 0.7297 11.6753 OAT 0.5440 119.2100 0.4564 7.3020 OATIES 6.3704 350.5000 1.8175 29.0802 OJ 6.6394 199.9000 3.3214 53.1418 PALLAD 46.9313 1492.0000 3.1455 50.3285 PLAT 58.0352 1983.1000 2.9265 46.8239 REDWHEAT 11.3112 624.2500 1.8120 28.9914 RICE 0.1420 11.4350 1.2420 19.8713 ROBUSTA 64.7881 3346.0000 1.9363 30.9806 RUSSELL 32.3091 2557.8000 1.2632 20.2105 SHATZ 0.0956 105.7700 0.0904 1.4468 SILVER-mini 2.9088 73.3375 3.9663 63.4606 SMI 120.6034 12840.0000 0.9393 15.0285 SOFR 0.0580 96.4500 0.0601 0.9613 SOYBEAN 9.6727 1156.0000 0.8367 13.3878 SOYMEAL 4.3574 314.9000 1.3838 22.1401 SOYOIL 0.9300 69.4700 1.3387 21.4195 SP400 37.2235 3438.3000 1.0826 17.3218 SP500_micro 59.1157 6646.0000 0.8895 14.2319 SUGAR11 0.2521 15.1800 1.6604 26.5665 US10 0.3936 110.8281 0.3551 5.6820 US10U 0.5028 113.3281 0.4437 7.0989 US2 0.1081 103.6328 0.1044 1.6697 US20 0.7597 113.9062 0.6670 10.6713 US30 0.9805 116.6875 0.8402 13.4439 US5 0.2603 107.9766 0.2410 3.8567 VIX 0.8207 23.3500 3.5147 56.2350 WHEAT 9.6505 638.0000 1.5126 24.2019 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 691.15 0.69 480.17 1.00 480.17 37067.93 77.20 8.10 62.56 BITCOIN 70.06 2.52 176.71 1.00 176.71 37067.93 209.77 -14.11 -296.05 BOBL 1155.80 0.22 251.52 1.15 290.87 37067.93 127.44 -2.67 -34.04 BTP 1168.70 0.56 649.57 1.15 751.20 37067.93 49.34 -5.26 -25.94 BUND 1256.70 0.37 469.11 1.15 542.51 37067.93 68.33 0.73 4.95 BUXL 1103.40 0.86 947.61 1.15 1095.87 37067.93 33.82 1.23 4.16 CAC 796.95 0.92 736.02 1.15 851.18 37067.93 43.55 7.53 32.81 CAD 720.70 0.36 260.35 1.00 260.35 37067.93 142.38 -9.43 -134.25 CANOLA 147.84 1.20 177.59 0.72 127.55 37067.93 290.62 8.44 245.16 CHF 1578.19 0.49 779.11 1.00 779.11 37067.93 47.58 -13.99 -66.56 COCOA 329.50 2.99 984.12 1.00 984.12 37067.93 37.67 -9.68 -36.46 COFFEE 1096.12 1.70 1861.42 1.00 1861.42 37067.93 19.91 0.54 1.08 COPPER 1416.12 1.66 2353.62 1.00 2353.62 37067.93 15.75 0.92 1.44 CORN 241.38 0.96 232.25 1.00 232.25 37067.93 159.60 4.06 64.73 COTTON2 368.95 1.09 403.27 1.00 403.27 37067.93 91.92 0.79 7.23 CRUDE_W 734.80 2.05 1508.65 1.00 1508.65 37067.93 24.57 10.27 25.24 DAX 232.89 1.15 267.08 1.15 308.87 37067.93 120.01 -4.19 -50.30 DOW 234.32 0.86 201.34 1.00 201.34 37067.93 184.10 -12.10 -222.80 DX 997.95 0.43 424.31 1.00 424.31 37067.93 87.36 8.05 70.34 EUR 1447.75 0.50 719.63 1.00 719.63 37067.93 51.51 -7.32 -37.72 EURIBOR-ICE 2433.12 0.06 134.79 1.15 155.88 37067.93 237.79 0.36 8.51 EUROSTX 561.70 1.17 655.11 1.15 757.60 37067.93 48.93 1.53 7.46 FEEDCOW 1850.50 0.84 1547.97 1.00 1547.97 37067.93 23.95 10.79 25.83 GASOIL 1051.50 3.83 4027.84 1.00 4027.84 37067.93 9.20 15.79 14.53 GASOLINE 1260.17 2.63 3319.84 1.00 3319.84 37067.93 11.17 6.97 7.78 GAS_US_mini 73.25 4.58 335.85 1.00 335.85 37067.93 110.37 -1.08 -11.96 GBP 827.25 0.55 458.02 1.00 458.02 37067.93 80.93 -3.91 -31.67 GOLD_micro 468.39 1.70 795.61 1.00 795.61 37067.93 46.59 -6.13 -28.54 HEATOIL 1508.77 3.03 4570.05 1.00 4570.05 37067.93 8.11 13.41 10.88 JGB-SGX-mini 129970.00 0.23 30172.31 0.01 189.01 37067.93 196.12 -6.45 -126.52 JPY 787.38 0.62 489.22 1.00 489.22 37067.93 75.77 -5.27 -39.96 LEANHOG 430.20 0.96 412.77 1.00 412.77 37067.93 89.80 -9.88 -88.74 LIVECOW 989.20 0.75 738.56 1.00 738.56 37067.93 50.19 13.09 65.68 LUMBER-new 165.55 1.26 209.33 1.00 209.33 37067.93 177.08 -5.86 -103.69 MXP 279.55 0.76 211.90 1.00 211.90 37067.93 174.93 3.95 69.12 NASDAQ_micro 487.02 1.08 528.19 1.00 528.19 37067.93 70.18 -13.46 -94.48 NIKKEI 54005.00 1.69 91447.69 0.01 572.86 37067.93 64.71 -2.91 -18.84 NZD 572.95 0.73 418.09 1.00 418.09 37067.93 88.66 -0.43 -3.83 OAT 1192.10 0.46 544.04 1.15 629.16 37067.93 58.92 2.73 16.10 OATIES 175.25 1.82 318.52 1.00 318.52 37067.93 116.38 1.85 21.51 OJ 299.85 3.32 995.91 1.00 995.91 37067.93 37.22 -5.15 -19.19 PALLAD 1492.00 3.15 4693.13 1.00 4693.13 37067.93 7.90 1.85 1.46 PLAT 991.55 2.93 2901.76 1.00 2901.76 37067.93 12.77 2.33 2.98 REDWHEAT 312.12 1.81 565.56 1.00 565.56 37067.93 65.54 -0.23 -1.50 RICE 228.70 1.24 284.04 1.00 284.04 37067.93 130.50 -9.85 -128.57 ROBUSTA 334.60 1.94 647.88 1.00 647.88 37067.93 57.21 -7.61 -43.55 RUSSELL 127.89 1.26 161.55 1.00 161.55 37067.93 229.46 -4.04 -92.76 SHATZ 1057.70 0.09 95.64 1.15 110.61 37067.93 335.13 -6.05 -202.66 SILVER-mini 1833.44 3.97 7271.94 1.00 7271.94 37067.93 5.10 -0.39 -0.20 SMI 1284.00 0.94 1206.03 1.25 1513.25 37067.93 24.50 6.29 15.40 SOFR 2411.25 0.06 144.88 1.00 144.88 37067.93 255.86 -9.32 -238.35 SOYBEAN 578.00 0.84 483.63 1.00 483.63 37067.93 76.64 5.57 42.66 SOYMEAL 314.90 1.38 435.74 1.00 435.74 37067.93 85.07 -8.49 -72.22 SOYOIL 416.82 1.34 558.00 1.00 558.00 37067.93 66.43 7.33 48.70 SP400 3438.30 1.08 3722.35 1.00 3722.35 37067.93 9.96 -4.53 -4.51 SP500_micro 332.30 0.89 295.58 1.00 295.58 37067.93 125.41 -12.59 -157.90 SUGAR11 170.02 1.66 282.30 1.00 282.30 37067.93 131.31 -0.26 -3.39 US10 1108.28 0.36 393.58 1.00 393.58 37067.93 94.18 -8.43 -79.41 US10U 1133.28 0.44 502.82 1.00 502.82 37067.93 73.72 -8.80 -64.88 US2 2072.66 0.10 216.30 1.00 216.30 37067.93 171.38 -11.39 -195.12 US20 1139.06 0.67 759.71 1.00 759.71 37067.93 48.79 -3.05 -14.88 US30 1166.88 0.84 980.46 1.00 980.46 37067.93 37.81 -4.61 -17.44 US5 1079.77 0.24 260.27 1.00 260.27 37067.93 142.42 -9.67 -137.72 VIX 233.50 3.51 820.68 1.00 820.68 37067.93 45.17 2.07 9.34 WHEAT 319.00 1.51 482.53 1.00 482.53 37067.93 76.82 -0.62 -4.72 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 62.557 0.010 2.5 1.625 BITCOIN -296.048 0.043 2.5 -32.103 BOBL -34.036 0.004 2.5 -0.346 BTP -25.942 0.014 2.5 -0.886 BUND 4.955 0.004 2.5 0.050 BUXL 4.155 0.004 2.5 0.042 CAC 32.813 0.014 2.5 1.121 CAD -134.253 0.010 2.5 -3.488 CANOLA 245.158 0.010 2.5 5.973 CHF -66.558 0.010 2.5 -1.729 COCOA -36.460 0.010 2.5 -0.888 COFFEE 1.076 0.005 2.5 0.014 COPPER 1.444 0.043 2.5 0.157 CORN 64.733 0.010 2.5 1.577 COTTON2 7.231 0.010 2.5 0.176 CRUDE_W 25.238 0.043 2.5 2.737 DAX -50.302 0.014 2.5 -1.718 DOW -222.797 0.009 2.5 -5.185 DX 70.337 0.010 2.5 1.828 EUR -37.715 0.010 2.5 -0.980 EURIBOR-ICE 8.508 0.014 2.5 0.291 EUROSTX 7.464 0.014 2.5 0.255 FEEDCOW 25.833 0.013 2.5 0.857 GASOIL 14.534 0.017 2.5 0.631 GASOLINE 7.783 0.017 2.5 0.338 GAS_US_mini -11.955 0.043 2.5 -1.296 GBP -31.672 0.010 2.5 -0.823 GOLD_micro -28.543 0.014 2.5 -0.975 HEATOIL 10.875 0.017 2.5 0.472 JGB-SGX-mini -126.521 0.043 2.5 -13.720 JPY -39.961 0.010 2.5 -1.038 LEANHOG -88.740 0.024 2.5 -5.401 LIVECOW 65.684 0.013 2.5 2.180 LUMBER-new -103.690 0.010 2.5 -2.526 MXP 69.117 0.059 2.5 10.159 NASDAQ_micro -94.479 0.009 2.5 -2.199 NIKKEI -18.836 0.043 2.5 -2.043 NZD -3.830 0.010 2.5 -0.100 OAT 16.096 0.014 2.5 0.550 OATIES 21.508 0.010 2.5 0.524 OJ -19.185 0.010 2.5 -0.467 PALLAD 1.463 0.014 2.5 0.050 PLAT 2.982 0.014 2.5 0.102 REDWHEAT -1.503 0.005 2.5 -0.020 RICE -128.573 0.010 2.5 -3.132 ROBUSTA -43.554 0.005 2.5 -0.579 RUSSELL -92.762 0.013 2.5 -3.078 SHATZ -202.664 0.004 2.5 -2.058 SILVER-mini -0.199 0.014 2.5 -0.007 SMI 15.404 0.014 2.5 0.526 SOFR -238.354 0.024 2.5 -14.506 SOYBEAN 42.659 0.004 2.5 0.397 SOYMEAL -72.223 0.004 2.5 -0.673 SOYOIL 48.703 0.004 2.5 0.454 SP400 -4.510 0.013 2.5 -0.150 SP500_micro -157.899 0.009 2.5 -3.675 SUGAR11 -3.388 0.010 2.5 -0.083 US10 -79.409 0.005 2.5 -1.008 US10U -64.878 0.005 2.5 -0.823 US2 -195.118 0.005 2.5 -2.476 US20 -14.885 0.005 2.5 -0.189 US30 -17.435 0.005 2.5 -0.221 US5 -137.722 0.005 2.5 -1.748 VIX 9.343 0.099 2.5 2.310 WHEAT -4.725 0.005 2.5 -0.063 ===================== Position diags ===================== AUD 2.01 BITCOIN 22.75 BOBL 1.29 BTP 1.69 BUND 0.69 BUXL 0.34 CAC 1.49 CAD 3.70 CANOLA 7.08 CHF 1.24 COCOA 0.92 COFFEE 0.26 COPPER 1.71 CORN 3.89 COTTON2 2.24 CRUDE_W 2.66 DAX 4.10 DOW 4.28 DX 2.27 EUR 1.34 EURIBOR-ICE 8.12 EUROSTX 1.67 FEEDCOW 0.79 GASOIL 0.40 GASOLINE 0.48 GAS_US_mini 11.97 GBP 2.10 GOLD_micro 1.59 HEATOIL 0.35 JGB-SGX-mini 21.27 JPY 1.97 LEANHOG 5.47 LIVECOW 1.67 LUMBER-new 4.31 MXP 25.71 NASDAQ_micro 1.63 NIKKEI 7.02 NZD 2.30 OAT 2.01 OATIES 2.84 OJ 0.91 PALLAD 0.27 PLAT 0.44 REDWHEAT 0.87 RICE 3.18 ROBUSTA 0.76 RUSSELL 7.61 SHATZ 3.40 SILVER-mini 0.17 SMI 0.84 SOFR 15.57 SOYBEAN 0.71 SOYMEAL 0.79 SOYOIL 0.62 SP400 0.33 SP500_micro 2.92 SUGAR11 3.20 US10 1.20 US10U 0.94 US2 2.17 US20 0.62 US30 0.48 US5 1.81 VIX 11.16 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 -32.1 -34.4 -29.8 0.0 0 BOBL -0.3 -0.5 -0.2 -1.0 -1 BTP -0.9 -1.1 -0.7 0.0 0 BUND 0.1 -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 -3.5 -3.9 -3.1 -3.0 -3 CANOLA 6.0 5.3 6.7 0.0 0 CHF -1.7 -1.9 -1.6 -4.0 -4 COCOA -0.9 -1.0 -0.8 -2.0 -2 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 0.2 -0.0 0.3 0.0 0 CORN 1.6 1.2 2.0 4.0 4 COTTON2 0.2 -0.0 0.4 0.0 0 CRUDE_W 2.7 2.5 3.0 0.0 0 DAX -1.7 -2.1 -1.3 -2.0 -2 DOW -5.2 -5.6 -4.8 0.0 0 DX 1.8 1.6 2.1 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 0.9 0.8 0.9 1.0 1 GASOIL 0.6 0.6 0.7 0.0 0 GASOLINE 0.3 0.3 0.4 0.0 0 GAS_US_mini -1.3 -2.5 -0.1 0.0 0 GBP -0.8 -1.0 -0.6 0.0 0 GOLD_micro -1.0 -1.1 -0.8 -1.0 -1 HEATOIL 0.5 0.4 0.5 2.0 2 JGB-SGX-mini -13.7 -15.8 -11.6 0.0 0 JPY -1.0 -1.2 -0.8 -1.0 -1 LEANHOG -5.4 -5.9 -4.9 -1.0 -1 LIVECOW 2.2 2.0 2.3 0.0 0 LUMBER-new -2.5 -3.0 -2.1 0.0 0 MXP 10.2 7.6 12.7 4.0 4 NASDAQ_micro -2.2 -2.4 -2.0 -9.0 -9 NIKKEI -2.0 -2.7 -1.3 -2.0 -2 NZD -0.1 -0.3 0.1 0.0 0 OAT 0.5 0.3 0.8 2.0 2 OATIES 0.5 0.2 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 0.1 0.1 0.0 0 REDWHEAT -0.0 -0.1 0.1 1.0 1 RICE -3.1 -3.5 -2.8 0.0 0 ROBUSTA -0.6 -0.7 -0.5 0.0 0 RUSSELL -3.1 -3.8 -2.3 0.0 0 SHATZ -2.1 -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 -14.5 -16.1 -12.9 NaN 0 SOYBEAN 0.4 0.3 0.5 2.0 2 SOYMEAL -0.7 -0.8 -0.6 -1.0 -1 SOYOIL 0.5 0.4 0.5 0.0 0 SP400 -0.1 -0.2 -0.1 -1.0 -1 SP500_micro -3.7 -4.0 -3.4 0.0 0 SUGAR11 -0.1 -0.4 0.2 0.0 0 US10 -1.0 -1.1 -0.9 0.0 0 US10U -0.8 -0.9 -0.7 -1.0 -1 US2 -2.5 -2.7 -2.3 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.7 -1.9 -1.6 -6.0 -6 VIX 2.3 1.2 3.4 0.0 0 WHEAT -0.1 -0.2 0.0 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 0.2 0.7 BITCOIN 0.5 -0.6 -0.6 -0.0 0.0 0.2 0.0 0.6 -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 -0.0 -0.5 -0.1 -1.5 -0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.0 -0.5 0.2 0.3 -0.6 -0.3 -0.0 -0.7 -0.6 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 -0.1 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 -0.4 -0.4 0.0 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 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 -0.3 0.6 0.5 0.2 0.7 0.3 0.7 CHF -0.6 -0.5 -0.2 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.3 -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 -1.1 -0.1 -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 0.1 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 -0.0 -0.2 -0.5 -0.5 0.4 0.0 0.5 0.2 COFFEE 0.6 -0.0 -0.6 0.2 0.0 0.2 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 -0.5 -0.4 -0.3 -0.6 0.7 0.7 0.7 0.7 COPPER -0.5 -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 -0.0 -0.1 -0.0 0.0 0.0 -0.0 0.2 -0.0 -0.1 0.1 -0.0 -0.0 -0.0 0.2 0.7 0.0 0.4 CORN -0.1 0.6 0.4 0.2 0.0 0.2 0.2 -0.5 0.2 -0.1 0.4 -0.1 -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 -0.4 0.6 0.2 0.3 -0.1 0.4 0.1 COTTON2 0.6 0.6 0.5 0.2 0.0 0.2 0.2 -0.6 0.2 0.2 -0.0 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 0.1 -0.3 -0.5 -0.4 -0.3 CRUDE_W -0.2 0.6 0.6 0.2 0.0 0.5 0.1 0.4 0.2 -0.0 0.2 -0.0 0.1 0.1 0.1 0.3 0.1 0.3 0.2 0.2 0.1 -0.0 0.1 0.1 0.7 0.2 -0.1 0.4 -0.0 0.2 0.1 -0.0 -0.5 -0.3 -0.5 -0.4 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 -0.4 -0.6 -0.5 -0.0 0.1 0.0 0.0 0.1 -0.0 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 -0.8 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.2 -0.3 -0.4 -0.5 -0.3 -0.1 -0.7 -0.5 -0.7 DX 0.2 0.6 0.3 -0.1 -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 -1.9 0.1 0.0 0.1 0.1 -0.0 0.1 0.8 0.4 0.6 0.6 -0.1 0.0 0.6 0.3 0.7 EUR -0.0 -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 0.2 0.3 -0.1 -0.2 -0.5 -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 0.5 -0.6 0.0 0.2 0.0 0.1 0.1 -0.4 0.2 0.1 0.3 0.2 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 0.5 -0.6 0.0 0.7 0.7 0.6 0.7 GASOIL 0.6 0.6 0.6 0.2 0.0 0.3 0.1 0.2 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.1 0.1 0.2 0.2 -0.3 0.2 0.0 0.3 0.1 0.3 0.1 1.1 0.1 -0.2 0.5 0.3 -0.1 0.5 -0.3 0.0 GASOLINE -0.1 0.6 0.6 0.2 0.0 0.4 0.1 0.3 0.2 0.1 0.2 0.1 0.2 0.1 0.1 0.4 -0.4 -0.4 -0.4 0.2 0.1 0.1 0.2 0.2 -1.1 0.2 0.0 0.3 0.1 0.2 0.2 -1.1 -0.0 0.2 0.2 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 2.3 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.6 -0.3 -0.6 -0.6 -0.6 0.4 -0.0 0.4 -0.3 GBP -0.1 -0.5 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 -0.1 0.0 0.0 0.0 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 0.0 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 0.5 -0.0 -0.2 0.1 -0.3 -0.0 0.4 0.7 0.2 -0.1 -0.7 HEATOIL 0.1 0.6 0.6 0.2 0.0 0.3 0.1 0.2 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 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 0.3 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.5 0.3 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.3 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 0.4 -0.3 -0.1 0.0 -0.4 -0.0 -0.7 -0.2 -0.7 JPY -0.0 -0.3 0.1 -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 0.3 0.1 -0.3 -0.2 -0.5 0.1 -0.6 LEANHOG -0.6 -0.3 0.2 0.2 0.1 0.2 0.2 -0.7 0.2 0.2 0.3 -0.1 0.7 -0.2 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 0.1 0.0 0.3 -0.1 -1.2 -0.1 -0.1 0.1 -0.2 0.4 -0.2 -1.1 -0.2 -0.6 -0.6 0.1 -0.6 0.2 -0.4 0.4 LIVECOW 0.6 -0.2 0.1 0.2 0.0 0.1 0.2 -0.5 0.2 0.2 0.3 0.2 0.5 0.1 0.2 0.1 0.1 0.1 0.1 0.2 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 0.6 -0.2 -0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.4 0.1 0.4 0.2 0.0 0.2 0.2 -0.6 0.2 -0.1 -0.5 -0.0 -0.7 0.0 -0.0 -0.5 -0.5 -0.5 -0.5 -0.0 -0.1 -0.1 -0.5 -0.0 NaN -0.0 0.0 -0.3 0.1 -0.6 0.1 -1.2 -0.2 -0.1 -0.7 -0.4 0.3 0.8 0.3 0.8 MXP -0.3 -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 0.5 0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.3 -0.5 -0.6 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 -0.1 -0.0 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.0 0.1 -0.1 -2.3 -0.1 0.0 -0.1 -0.1 0.1 -0.1 -0.2 -0.5 -0.4 -0.3 -0.5 0.3 -0.7 0.2 -0.7 NIKKEI -0.4 -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 0.1 0.2 -0.5 -0.1 -0.7 -0.0 NZD -0.5 -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 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -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 -0.3 0.6 0.6 0.2 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 0.0 0.1 0.5 0.2 0.0 -0.4 0.1 -0.5 OJ 0.0 -0.0 0.4 0.1 0.0 0.1 0.1 -0.2 0.1 0.1 -0.1 0.1 -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 -0.1 0.1 -0.1 0.0 1.0 0.4 -0.1 -0.3 0.1 -0.4 -0.4 -0.4 -0.4 PALLAD -0.5 -0.6 -0.0 -0.0 0.0 0.1 0.0 0.3 -0.0 0.0 -0.0 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 1.6 -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 0.3 -0.1 PLAT -0.5 -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 -0.0 0.5 0.6 0.2 0.0 0.1 0.1 -0.4 0.2 -0.1 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 0.0 -0.2 0.5 0.4 -0.7 -0.7 -0.7 -0.7 RICE 0.1 0.2 0.4 0.2 0.0 0.1 0.1 -0.3 0.2 -0.0 -0.2 0.0 -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 -0.3 -0.4 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 -0.2 -0.6 -0.3 -0.0 0.1 0.0 0.1 0.1 -0.0 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 -0.2 -0.1 -0.2 -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 -0.1 -0.1 0.2 0.4 0.4 0.2 0.1 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 -0.5 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 0.3 -0.1 -0.1 0.1 0.1 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 -0.0 0.0 0.3 0.2 -0.4 -0.3 -0.6 -0.7 SOYBEAN -0.4 0.4 0.3 0.2 0.0 0.2 0.2 -0.5 0.2 0.1 0.4 0.1 0.4 0.1 0.2 0.0 -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 0.0 -0.5 0.5 0.1 -0.1 -0.3 -0.0 -0.2 SOYMEAL -0.2 0.2 0.2 0.2 0.0 0.1 0.1 -0.3 0.2 -0.0 -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 -0.0 -0.4 -0.4 -0.0 -0.2 -0.4 -0.5 -0.5 -0.5 SOYOIL -0.6 0.6 0.6 0.2 0.0 0.1 0.1 -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 0.1 0.6 0.6 -0.1 -0.7 -0.2 -0.7 SP400 -0.3 -0.6 -0.0 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 0.1 0.0 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 0.1 -0.1 0.4 -0.1 0.1 -0.0 -0.0 0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.0 -0.7 -0.3 -0.7 SP500_micro -0.4 -0.6 -0.6 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 -0.0 -0.0 0.4 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.0 0.1 -0.1 -1.5 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.3 -0.5 -0.5 -0.5 -0.5 0.5 -0.7 0.4 -0.7 SUGAR11 0.6 0.6 0.5 0.2 0.0 0.1 0.1 -0.4 0.2 -0.1 -0.1 0.0 -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 -0.4 0.3 0.3 0.2 -0.1 -0.6 -0.0 -0.4 US10 -0.4 -0.3 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -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 0.1 -0.0 0.1 0.0 -0.1 -0.7 -0.4 -0.7 US10U -0.4 -0.2 -0.2 -0.1 -0.0 -0.2 -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 0.1 0.0 0.1 0.1 -0.2 -0.1 -0.7 -0.7 US2 -0.4 -0.5 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -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 -0.4 -0.3 -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 0.1 -0.0 0.0 0.1 -0.0 0.6 -0.2 -0.4 US30 -0.3 -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 0.1 0.1 0.2 0.2 -0.1 0.5 -0.3 -0.3 US5 -0.5 -0.3 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 0.1 -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 0.1 -0.1 -0.0 -0.0 -0.1 -0.7 -0.3 -0.7 VIX 0.3 1.0 0.8 0.2 -0.0 0.2 0.0 0.1 0.1 -0.2 0.2 -0.0 -0.3 0.1 0.1 0.2 -0.6 -0.2 -0.6 0.2 0.1 0.0 0.0 0.1 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 -0.0 0.6 0.6 0.2 0.0 0.1 0.1 -0.4 0.2 -0.1 0.2 -0.0 -0.2 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.0 -0.0 0.1 1.0 0.2 -0.0 0.3 0.0 0.2 0.1 -0.6 -0.1 -0.3 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 -19.0 -9.7 11.0 -5.9 -6.4 0.2 -10.3 2.7 -11.3 -1.3 8.7 -8.0 10.0 -7.0 5.0 1.7 0.0 1.2 0.7 1.4 8.2 -7.1 8.4 -6.6 9.0 2.9 -2.8 9.9 -8.2 9.3 -6.2 6.6 2.3 6.1 8.4 13.7 -4.0 20.0 5.0 20.0 BITCOIN 14.7 -20.0 -20.0 -4.0 4.7 6.1 0.3 15.4 -5.8 6.2 -16.0 -6.9 -11.0 -9.5 -14.5 -3.6 -5.5 -3.7 -4.3 -20.0 -20.0 -2.3 -20.0 -9.9 -11.5 -8.7 -6.9 -14.3 -8.4 -10.8 -6.7 -0.3 -20.0 7.2 10.8 -17.5 -10.4 -0.7 -20.0 -16.7 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 9.0 -3.0 -5.7 6.2 -9.6 -8.4 5.0 10.7 9.5 10.8 -11.3 -4.7 -5.9 0.4 -13.6 -20.0 -11.1 4.4 -4.1 -6.5 1.1 -13.8 11.6 -2.5 -9.0 -11.8 -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 -10.3 3.4 -10.8 -11.8 0.3 -19.0 4.9 -20.0 -19.9 -1.7 -20.0 3.3 -20.0 -12.0 -6.9 -7.4 -7.0 -7.2 -13.0 -2.6 -20.0 -0.9 -20.0 20.0 -11.5 -20.0 0.8 -20.0 2.1 -20.0 -6.6 -15.2 -11.0 0.1 -2.5 -20.0 -20.0 -20.0 -20.0 CANOLA -5.7 17.8 20.0 13.4 2.5 3.3 8.8 -8.3 14.5 1.9 6.1 3.0 2.2 6.5 9.2 -14.9 -15.5 -16.7 -16.9 10.9 8.5 2.2 3.7 7.2 8.0 12.0 -0.2 9.2 2.0 3.8 7.7 -10.9 -4.6 -10.1 17.3 15.1 7.1 20.0 9.1 20.0 CHF -18.4 -15.8 -5.2 -5.3 -5.8 0.2 -9.4 2.4 -10.2 -9.0 -5.0 -10.6 6.5 -10.7 -8.0 -13.3 -15.4 -13.8 -14.5 -8.0 -1.8 -11.0 2.6 -12.6 -2.2 -5.2 -7.1 1.1 -11.1 4.8 -11.0 -19.7 -3.5 -4.5 -3.2 0.1 -16.1 -20.0 -12.7 -20.0 COCOA 15.0 -19.6 -20.0 8.5 1.6 2.1 5.6 -5.3 9.2 -0.1 -7.0 -1.1 -6.4 -3.6 -6.2 -6.8 1.2 -6.2 -3.9 -13.2 -19.8 -0.3 -16.9 -4.4 -20.0 -6.9 1.7 -10.7 0.8 -8.3 -2.0 14.6 -1.0 -5.1 -14.8 -16.4 10.6 1.2 14.3 5.4 COFFEE 20.0 -0.0 -20.0 20.0 4.5 5.9 15.7 -14.9 20.0 -9.9 -7.6 -3.0 1.5 -0.4 -11.5 13.1 17.4 16.5 18.4 -9.3 -13.2 -2.7 -1.0 -0.5 -20.0 -0.6 -10.1 -3.4 -2.5 7.1 4.1 20.0 -20.0 -10.8 -7.9 -20.0 20.0 20.0 20.0 20.0 COPPER -14.1 -13.1 1.5 -2.0 2.3 3.0 0.1 7.7 -2.9 3.4 2.7 -0.2 3.7 -3.1 -2.9 -6.0 -6.3 -6.2 -6.3 -2.7 1.6 -0.1 4.2 -3.7 -0.8 -2.3 4.4 1.4 -0.2 4.5 -3.5 -2.5 3.0 -0.9 -0.8 -1.4 6.7 20.0 1.4 12.2 CORN -3.7 17.4 12.5 20.0 4.6 6.0 16.1 -15.2 20.0 -14.8 13.9 -8.0 -2.4 11.3 14.9 -20.0 -20.0 -20.0 -20.0 14.2 10.1 -4.6 1.1 7.8 10.8 20.0 -14.3 15.0 -4.0 5.1 12.5 -20.0 -20.0 -11.2 20.0 7.7 8.5 -2.6 12.1 4.0 COTTON2 20.0 20.0 15.4 20.0 5.1 6.8 18.0 -17.1 20.0 20.0 -1.5 20.0 -15.8 20.0 16.5 -20.0 -20.0 -20.0 -20.0 19.2 3.2 20.0 -10.4 20.0 -4.1 20.0 20.0 5.8 20.0 -9.1 20.0 -20.0 20.0 20.0 20.0 2.3 -10.4 -13.5 -10.7 -8.8 CRUDE_W -7.0 20.0 20.0 20.0 4.7 20.0 9.6 11.7 20.0 -4.2 8.0 -0.8 2.0 7.6 10.6 17.4 7.4 12.9 9.0 16.7 12.8 -2.8 5.4 10.0 4.9 18.1 -11.7 13.3 -1.9 5.2 12.3 -0.1 -20.0 -9.6 -14.6 -11.0 9.8 20.0 -1.3 3.7 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 -11.4 -20.0 -16.9 -3.8 11.3 0.2 4.4 3.7 -2.9 9.9 -1.0 -1.7 7.9 -7.7 -6.7 -5.3 -7.5 -6.2 -6.8 -10.8 -3.4 -0.8 3.7 -10.3 -6.3 -9.6 4.7 -3.3 -3.3 2.4 -10.1 -2.9 -11.0 -11.7 -14.5 -8.7 -2.7 -20.0 -13.7 -20.0 DX 7.0 18.5 9.4 -5.4 -5.9 0.2 -9.5 2.5 -10.4 5.0 6.9 7.1 -6.5 9.8 9.0 3.6 5.5 4.4 4.9 8.3 4.6 4.9 -0.0 8.4 -14.1 7.3 1.9 2.9 4.8 -0.8 8.2 15.0 17.8 20.0 20.0 -3.1 1.3 17.4 8.5 20.0 EUR -0.6 -16.3 -14.1 -6.0 -6.5 0.2 -10.6 2.7 -11.5 0.7 -6.6 0.7 7.5 -7.8 -8.6 -5.3 -7.5 -6.3 -6.9 -7.6 -3.9 -2.7 1.3 -6.8 4.2 -6.1 0.1 -1.4 -2.8 3.1 -6.7 -6.4 8.3 8.8 -4.3 -5.1 -14.1 -20.0 -9.2 -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 15.7 -20.0 0.7 19.6 3.6 4.8 12.8 -12.2 20.0 14.7 11.3 15.2 13.5 9.3 11.6 4.5 10.1 9.5 11.2 10.1 13.2 20.0 20.0 18.8 -20.0 0.5 20.0 1.9 20.0 11.1 9.6 20.0 20.0 13.9 -18.2 0.4 20.0 20.0 17.3 20.0 GASOIL 18.2 20.0 17.5 14.1 2.5 11.0 5.1 6.1 11.0 5.6 6.2 6.6 5.6 7.0 6.8 20.0 20.0 20.0 20.0 14.3 10.2 10.5 5.6 14.0 -2.2 15.1 3.9 12.4 6.7 7.8 12.1 20.0 2.8 -4.8 16.9 10.8 -2.7 13.8 -8.0 0.1 GASOLINE -2.6 20.0 20.0 19.1 3.3 14.9 6.9 8.3 14.9 7.0 8.3 7.2 6.1 8.4 9.0 19.2 -20.0 -20.0 -20.0 16.9 12.1 9.8 6.4 15.4 -7.9 16.6 2.1 12.3 6.4 6.4 13.9 -20.0 -0.0 6.4 7.4 2.9 5.6 20.0 -2.5 12.3 GAS_US_mini -6.1 -5.5 -2.0 19.0 3.3 14.8 6.8 8.3 14.8 -8.7 -5.2 -9.0 -6.6 -8.5 -5.9 -6.9 -6.3 15.3 10.6 -3.6 -3.2 -4.9 -3.4 -4.2 17.1 -4.7 -5.7 -4.8 -5.2 -4.2 -4.5 -11.4 -10.6 -20.0 -20.0 -20.0 11.7 -1.4 11.1 -8.3 GBP -4.3 -14.0 -3.9 -6.9 -7.5 0.2 -12.1 3.1 -13.2 -6.8 -2.1 -7.7 8.2 -11.2 -9.2 0.8 0.1 0.4 0.3 -6.3 -1.8 -7.7 2.3 -8.6 -1.0 -3.3 -6.0 1.9 -7.5 5.5 -7.2 6.4 1.0 8.7 -0.2 2.2 -15.0 -7.2 -8.7 -9.4 GOLD_micro -20.0 -13.1 -11.2 -1.6 1.9 2.5 0.1 6.4 -2.4 3.0 3.2 -2.6 5.0 -3.7 -1.8 -4.7 -8.4 -5.4 -6.6 -2.5 3.9 -2.3 7.5 -6.1 -18.9 0.5 3.0 7.8 -1.7 12.5 -4.0 -4.7 3.5 -8.4 -1.1 10.9 19.9 7.3 -3.6 -20.0 HEATOIL 3.8 20.0 20.0 15.4 2.7 12.0 5.5 6.7 12.0 5.6 6.8 6.7 5.8 7.4 7.6 20.0 20.0 20.0 20.0 19.2 14.0 10.1 7.8 17.3 -8.1 16.1 3.1 12.5 6.7 7.5 13.5 20.0 3.0 5.9 16.9 8.0 -1.4 5.6 -11.2 -9.5 JGB-SGX-mini -14.1 9.9 10.8 -4.6 -0.4 -2.6 -2.6 -1.8 -5.3 -6.0 -6.9 -6.2 -7.4 -6.0 -6.0 2.5 9.5 3.9 6.2 -6.5 -7.5 -8.2 -8.9 -7.7 2.1 -6.6 -6.3 -8.5 -7.4 -10.0 -7.0 6.7 -12.2 -4.1 1.1 -11.4 -0.5 -20.0 -5.0 -20.0 JPY -1.4 -7.9 1.8 -6.0 -6.6 0.2 -10.6 2.7 -11.6 -4.7 -12.3 -7.3 -12.3 -11.3 -11.1 -8.3 -9.9 -8.6 -8.9 -9.4 -11.1 -5.0 -12.8 -7.8 20.0 -8.0 -2.1 -9.6 -3.9 -11.4 -7.0 -10.1 8.1 9.4 3.2 -10.5 -4.8 -15.9 3.7 -19.3 LEANHOG -17.1 -10.8 5.8 20.0 5.9 7.9 20.0 -19.8 20.0 19.2 10.0 -10.5 18.2 -16.5 -1.2 -20.0 -20.0 -20.0 -20.0 -6.6 5.4 3.9 12.9 -11.9 -8.7 -10.9 -10.7 4.0 -16.5 11.4 -20.0 -20.0 -8.4 -20.0 -20.0 4.4 -17.6 5.0 -12.5 12.2 LIVECOW 20.0 -4.9 2.5 20.0 4.2 5.5 14.6 -13.9 20.0 16.8 12.0 18.1 14.3 13.3 14.6 5.1 6.6 6.1 4.9 14.9 12.8 20.0 18.2 20.0 -20.0 4.5 20.0 1.5 20.0 8.2 16.6 20.0 20.0 20.0 -6.8 -1.2 20.0 20.0 20.0 20.0 LUMBER-new 10.1 3.8 10.9 20.0 4.1 5.4 14.4 -13.6 20.0 -11.7 -14.7 -2.2 -15.9 1.7 -3.8 -20.0 -20.0 -20.0 -20.0 -2.8 -10.7 -5.9 -17.5 -0.1 NaN -0.6 0.6 -8.6 5.2 -13.4 4.3 -20.0 -6.1 -3.2 -17.4 -11.2 6.6 20.0 8.9 20.0 MXP -9.0 -20.0 -11.7 -7.1 -7.7 0.2 -12.5 3.2 -13.7 12.6 8.6 1.2 13.8 -8.5 -0.4 7.4 11.6 9.1 10.4 -2.0 7.0 0.8 13.0 -5.4 -20.0 -1.6 3.8 9.2 -3.2 15.7 -7.1 20.0 16.5 14.1 0.2 9.6 9.0 6.9 20.0 9.8 NASDAQ_micro -9.0 -16.4 -20.0 -3.9 11.7 0.2 4.5 3.9 -3.0 9.6 -3.3 -1.1 8.1 -5.6 -7.7 -6.4 -8.2 -7.1 -7.6 -9.3 -4.1 -1.5 3.3 -9.1 -16.9 -8.4 3.2 -4.1 -5.5 1.7 -9.3 -4.2 -20.0 -11.7 -8.5 -14.3 9.5 -20.0 5.3 -20.0 NIKKEI -12.4 -20.0 -20.0 -2.5 7.4 0.1 2.9 2.5 -1.9 4.8 4.1 0.8 6.2 -3.9 -0.5 0.7 6.5 3.8 5.2 -0.7 3.6 0.5 6.6 -2.3 -9.7 0.1 3.3 4.5 0.4 7.5 -1.6 19.5 -4.6 0.6 4.1 6.8 -13.5 -3.3 -20.0 -0.5 NZD -15.4 -14.9 8.9 -4.6 -5.0 0.1 -8.1 2.1 -8.9 -8.8 -0.3 -9.3 -0.8 -9.0 -5.7 -2.7 -3.4 -3.2 -3.5 -5.6 -1.6 -9.6 -1.0 -9.7 9.3 -5.4 -7.3 -1.6 -9.5 -1.4 -9.5 0.0 -2.5 -1.2 -5.1 -1.8 -9.5 20.0 2.2 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 -9.5 20.0 17.4 14.0 2.6 3.5 9.2 -8.7 15.2 3.4 2.1 -1.4 -3.6 4.2 6.2 -3.4 -9.6 -6.1 -9.3 8.8 4.4 2.9 -1.7 6.8 -0.5 9.8 1.5 4.7 3.5 -2.1 7.7 -0.3 0.2 2.1 14.5 7.1 1.0 -13.3 3.2 -15.8 OJ 1.1 -1.2 12.6 8.6 1.6 2.1 5.6 -5.4 9.3 6.4 -3.5 5.5 -6.0 1.6 -1.2 -0.3 2.3 0.9 0.9 -0.7 -2.8 6.8 -5.5 2.2 -20.0 -1.2 8.8 -1.9 5.0 -3.5 0.6 19.4 15.7 -2.3 -8.1 3.1 -10.5 -11.2 -11.6 -11.3 PALLAD -16.4 -19.1 -0.9 -1.9 2.3 2.9 0.1 7.4 -2.8 5.3 -0.7 -2.6 2.3 -5.5 -5.9 -3.2 -3.1 -3.2 -3.1 -7.1 -1.2 -1.4 3.6 -7.3 11.8 -6.9 5.5 -1.5 -1.4 4.9 -6.9 2.9 0.3 -2.7 -5.8 -8.2 20.0 6.1 8.0 -4.4 PLAT -15.7 -11.3 4.9 -1.7 2.0 2.6 0.1 6.6 -2.5 5.2 0.1 -2.5 3.0 -4.8 -3.6 -2.0 -3.1 -2.2 -2.6 -3.6 1.7 -1.3 5.6 -5.1 -1.4 -2.7 3.5 3.2 -1.4 9.0 -4.4 3.3 -0.6 -0.9 -1.8 3.3 20.0 11.5 11.5 -0.9 REDWHEAT -1.2 16.6 20.0 17.9 3.3 4.4 11.7 -11.1 19.3 -8.1 9.3 -1.1 -6.0 10.8 12.3 -13.3 -15.6 -13.9 -14.8 12.3 8.7 -0.3 0.7 8.4 5.6 14.4 -3.5 11.5 3.3 3.8 10.5 -9.3 0.3 -6.0 16.3 13.1 -20.0 -20.0 -20.0 -20.0 RICE 1.8 5.1 13.6 14.6 2.7 3.6 9.6 -9.1 15.8 -4.1 -6.2 1.4 -9.9 4.1 4.8 -20.0 -17.2 -20.0 -20.0 1.6 -4.7 -0.0 -14.7 2.2 2.8 3.9 3.7 -2.0 5.0 -13.3 4.4 -17.7 4.8 -8.6 -11.3 3.2 -20.0 -15.3 -18.8 -15.2 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 -6.0 -20.0 -7.9 -4.0 12.0 0.2 4.7 4.0 -3.1 10.4 2.8 4.2 9.0 -5.5 -5.2 -3.9 -5.0 -4.3 -4.6 -5.5 0.3 3.1 5.3 -4.9 5.3 -5.6 5.8 -0.4 -0.9 3.9 -6.2 1.2 -8.7 -2.1 -5.1 -1.4 -0.7 -20.0 -10.4 -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 -18.1 -6.8 -1.4 -1.6 1.9 2.5 0.1 6.3 -2.4 1.6 0.6 -3.8 2.7 -5.0 -3.3 -1.8 -5.2 -2.6 -3.9 -2.6 2.8 -2.3 5.7 -4.8 -8.1 -0.3 1.0 6.5 -1.1 11.5 -2.9 0.3 -1.6 -2.0 -2.3 6.7 12.4 11.5 5.7 1.7 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 -15.5 -2.5 -7.2 -8.7 -0.7 -5.0 -5.0 -3.3 -10.0 2.7 -4.9 -7.4 9.0 -10.2 -7.6 4.0 6.3 5.6 6.4 -5.4 -1.6 -6.6 1.7 -8.8 -18.5 -3.3 0.1 1.0 -6.5 3.4 -8.3 4.1 -0.4 0.5 10.5 6.7 -12.2 -9.8 -18.6 -20.0 SOYBEAN -13.6 11.4 10.4 20.0 4.2 5.6 14.8 -14.1 20.0 13.0 14.5 9.3 12.3 13.2 14.9 2.3 -2.8 1.5 -0.7 14.4 12.6 7.8 6.7 11.3 -6.1 13.2 4.8 13.4 4.6 8.9 8.2 13.6 1.7 -14.8 14.3 4.3 -3.0 -10.3 -1.4 -7.3 SOYMEAL -5.6 7.3 4.9 14.1 2.6 3.5 9.2 -8.7 15.2 -5.4 -0.7 -7.8 -4.8 -0.6 1.9 1.4 -11.4 -4.6 -8.5 1.4 1.2 -3.3 -1.6 -1.0 -10.7 3.6 -4.2 5.1 -3.6 2.6 -0.0 -0.8 -15.8 -13.6 -0.0 -4.8 -10.5 -15.1 -14.0 -14.5 SOYOIL -20.0 20.0 20.0 20.0 3.9 5.2 13.7 -13.0 20.0 15.2 15.6 15.6 14.2 16.9 17.5 0.3 -5.0 -2.9 -4.7 20.0 20.0 20.0 18.0 20.0 -16.0 20.0 8.5 20.0 12.4 14.5 20.0 8.3 20.0 2.7 20.0 20.0 -4.2 -20.0 -5.0 -20.0 SP400 -9.3 -20.0 -0.9 -4.0 11.9 0.2 4.6 3.9 -3.1 10.4 3.6 3.7 8.7 -5.6 -3.8 -5.4 -6.2 -6.0 -6.1 -4.4 1.1 2.5 4.4 -4.9 3.0 -4.6 5.8 -0.1 -0.9 2.1 -6.0 -1.2 -7.6 -4.6 -2.3 1.9 0.5 -20.0 -9.5 -20.0 SP500_micro -10.8 -20.0 -20.0 -4.2 12.5 0.2 4.8 4.1 -3.2 10.8 -0.9 -1.6 10.2 -6.9 -6.8 -6.8 -9.1 -7.9 -8.4 -10.9 -4.0 -1.7 4.2 -10.9 -11.4 -10.6 4.1 -5.2 -5.7 0.9 -11.5 -5.6 -18.8 -16.5 -15.3 -15.1 14.1 -20.0 11.4 -20.0 SUGAR11 19.6 20.0 14.6 16.7 3.1 4.1 10.9 -10.3 18.0 -12.2 -3.9 3.9 -10.8 8.9 7.5 -4.6 10.4 5.1 8.6 9.6 0.9 -0.0 -7.6 11.0 -20.0 12.8 -10.2 4.3 5.6 -3.9 15.1 20.0 -16.1 10.3 8.0 4.8 -2.4 -19.2 -0.9 -13.3 US10 -13.9 -7.9 -8.9 -6.2 -0.5 -3.6 -3.6 -2.4 -7.2 5.2 -3.7 -4.5 4.5 -7.4 -6.7 2.5 1.6 2.6 2.5 -6.1 -2.9 -3.7 -0.2 -7.3 -6.0 -5.1 2.1 -1.5 -4.0 1.1 -7.4 -3.4 2.1 -0.7 2.3 0.6 -4.4 -20.0 -13.1 -20.0 US10U -12.7 -7.5 -7.6 -9.6 -0.8 -5.6 -5.6 -3.7 -11.2 10.3 -3.9 -5.6 6.7 -10.6 -9.6 2.9 1.2 2.9 2.4 -8.2 -3.4 -4.3 -0.0 -9.7 -10.6 -7.4 3.8 -1.1 -5.6 3.1 -11.0 -4.0 4.1 0.3 4.5 3.2 -4.8 -2.8 -20.0 -20.0 US2 -13.0 -14.4 -10.6 -5.9 -0.5 -3.4 -3.5 -2.3 -6.9 4.8 -6.4 -3.8 -2.8 -6.5 -6.9 -4.0 -11.7 -7.2 -8.9 -10.2 -6.7 -4.6 -3.4 -10.0 6.3 -9.2 2.5 -5.7 -4.3 -2.3 -9.8 -20.0 3.0 -6.2 -9.3 -6.3 -2.5 -20.0 -4.8 -20.0 US20 -11.7 -7.8 -3.1 -6.2 -0.5 -3.6 -3.6 -2.4 -7.2 9.0 -2.3 -2.8 1.5 -6.4 -5.8 4.1 4.1 4.6 4.6 -4.7 -1.9 -0.9 -0.5 -5.2 -6.0 -5.1 3.1 -0.9 -2.9 1.4 -7.1 0.6 5.7 -0.4 1.2 3.3 -0.4 18.2 -6.6 -11.0 US30 -9.2 -4.1 -0.3 -9.3 -0.8 -5.4 -5.4 -3.6 -10.8 13.8 -6.3 -4.8 -4.0 -9.7 -8.7 1.2 0.0 1.7 1.2 -5.6 -3.0 -1.6 -2.6 -6.3 -4.7 -6.8 3.4 -1.7 -4.5 0.5 -9.6 -5.9 4.8 4.3 4.8 5.0 -3.0 14.4 -8.5 -9.5 US5 -14.3 -9.8 -10.0 -6.4 -0.5 -3.7 -3.7 -2.4 -7.4 4.6 -4.6 -4.4 4.1 -7.3 -6.9 0.2 -1.4 0.2 -0.2 -7.6 -4.1 -4.5 -1.0 -8.6 -4.5 -6.5 2.2 -2.7 -4.3 0.4 -8.5 -8.2 2.2 -2.5 -0.9 -0.7 -3.6 -20.0 -9.7 -20.0 VIX 5.3 20.0 15.3 10.2 -2.7 5.8 1.5 1.4 8.2 -10.9 3.6 -1.2 -5.7 8.2 7.7 7.3 -20.0 -6.9 -18.7 10.1 5.3 0.3 0.7 8.5 NaN 11.2 -3.5 6.1 3.6 1.5 10.1 NaN NaN NaN NaN NaN -6.5 -20.0 NaN NaN WHEAT -1.3 18.5 20.0 17.8 3.3 4.4 11.7 -11.0 19.2 -7.2 7.3 -0.7 -6.9 10.5 11.5 -12.4 -17.4 -14.8 -16.1 11.1 7.4 0.6 -0.5 7.5 7.2 14.9 -3.4 12.0 2.8 4.2 10.1 -12.0 -2.3 -8.7 17.0 12.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3