******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260407_203926 produced at 2026-04-07 21:35:40.943267 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.48 0.0 0.00 0.00 0.00 0.00 -14.53 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.51 0.0 0.00 0.00 0.00 0.00 -14.79 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -2.45 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 -1.84 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 -2.12 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 -3.74 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 -5.25 13.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -34.84 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.32 -0.08 0.0 1.14 -1.14 -0.32 -0.32 -1.74 25.0 -7 -7 caleb_strategy_v3 EUR False False 0.06 0.00 -0.06 0.0 0.86 -0.86 0.00 0.00 -0.95 14.0 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 -3.73 48.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.79 -0.79 0.00 0.00 -1.01 17.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.16 -0.05 0.0 0.47 -0.47 -0.16 -0.16 -2.25 23.0 -8 -8 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.65 -0.65 0.00 0.00 -5.33 66.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.56 -0.56 -0.03 -0.03 -1.14 17.0 -1 -1 caleb_strategy_v3 BTP False False 0.06 0.00 -0.04 0.0 0.56 -0.56 0.00 0.00 -0.75 10.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.62 -0.62 -0.05 -0.05 -0.84 13.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -3.19 4.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.03 0.0 0.51 -0.51 -0.03 -0.01 -2.31 36.0 -2 -1 caleb_strategy_v3 GBP False False 0.03 0.00 -0.03 0.0 0.77 -0.77 0.00 0.00 -0.85 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 -1.00 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 -0.14 2.0 -1 -1 caleb_strategy_v3 BOBL False False 0.06 -0.17 -0.02 0.0 1.06 -1.06 -0.17 -0.17 -0.33 19.0 -3 -3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.02 0.0 0.36 -0.36 0.00 0.00 -3.16 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.02 0.0 0.65 -0.65 -0.02 -0.05 -1.54 58.0 -2 -4 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.81 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.31 -0.31 0.00 0.00 -0.62 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 0.34 -0.34 -0.03 -0.03 -0.88 26.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.21 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.29 -0.29 -0.15 -0.15 -0.25 6.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 0.00 -0.01 0.0 0.51 -0.51 0.00 0.00 -0.21 21.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.71 9.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.13 -0.13 0.00 -0.01 -0.66 18.0 0 -1 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 -1.01 26.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.10 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.03 6.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.21 -0.21 0.00 0.00 0.02 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 -0.07 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 0.17 11.0 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 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.37 2.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.05 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.06 8.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.10 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.08 0.01 0.0 0.54 -0.54 0.08 0.08 0.29 20.0 3 3 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.55 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 0.39 7.0 2 2 caleb_strategy_v3 CORN False False 0.01 0.04 0.01 0.0 0.12 -0.12 0.04 0.04 1.08 12.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.02 0.0 1.18 -1.18 0.00 0.00 0.21 10.0 0 0 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 CANOLA False False 0.00 0.00 0.03 0.0 0.23 -0.23 0.00 0.00 5.70 51.0 0 0 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.03 0.0 0.18 -0.18 0.00 0.00 0.68 4.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 3.09 999999999.0 0 0 caleb_strategy_v3 HEATOIL False False 0.07 0.13 0.03 0.0 0.20 -0.20 0.13 0.13 0.50 3.0 2 2 caleb_strategy_v3 SMI False True 0.07 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.59 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.04 0.0 0.58 -0.58 0.12 0.12 0.62 10.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.05 0.0 0.56 -0.56 0.00 0.00 1.74 19.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.19 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.07 0.0 0.62 -0.62 0.15 0.15 0.85 8.0 2 2 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 0.70 -0.70 0.00 0.00 2.22 17.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.09 0.0 0.16 -0.16 0.00 0.00 2.81 5.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.06 0.13 0.0 0.71 -0.71 0.06 0.07 10.84 60.0 5 6 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.7 Shocked risk 26.7 Sum abs risk 37.6 Leverage 4.32 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2373855.73, 'annual_cash_vol_target': 593463.9325, 'daily_cash_vol_target': 37091.49578125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.6938 0.6842 10.9469 BITCOIN 1740.7748 68565.0000 2.5389 40.6219 BOBL 0.2515 115.0700 0.2186 3.4974 BTP 0.6496 116.0000 0.5600 8.9600 BUND 0.4691 124.8400 0.3758 6.0120 BUXL 0.9474 108.8800 0.8701 13.9220 CAC 73.6123 7951.5000 0.9258 14.8123 CAD 0.0026 0.7213 0.3559 5.6949 CANOLA 8.8015 732.7000 1.2012 19.2198 CHF 0.0061 1.2603 0.4838 7.7412 COCOA 105.4208 3071.0000 3.4328 54.9246 COFFEE 5.2433 281.5500 1.8623 29.7966 COPPER 0.0924 5.5975 1.6505 26.4078 CORN 4.7104 477.5000 0.9865 15.7834 COTTON2 0.8035 73.5100 1.0931 17.4898 CRUDE_W 1.4950 75.1800 1.9886 31.8178 DAX 267.1679 23192.0000 1.1520 18.4317 DOW 400.4487 46524.0000 0.8607 13.7718 DX 0.4219 99.6800 0.4233 6.7723 EUR 0.0057 1.1610 0.4897 7.8351 EURIBOR-ICE 0.0539 97.2100 0.0555 0.8876 EUROSTX 65.5267 5599.0000 1.1703 18.7252 FEEDCOW 3.1346 365.9500 0.8566 13.7048 GASOIL 39.0499 1088.0000 3.5891 57.4263 GASOLINE 0.0771 3.0312 2.5420 40.6717 GAS_US_mini 0.1322 2.9900 4.4226 70.7610 GBP 0.0072 1.3255 0.5436 8.6974 GOLD_micro 77.3132 4689.3000 1.6487 26.3795 HEATOIL 0.1074 3.7608 2.8549 45.6781 JGB-SGX-mini 0.2963 130.0700 0.2278 3.6444 JPY 0.0000 0.0063 0.6106 9.7689 LEANHOG 1.0123 109.9000 0.9211 14.7380 LIVECOW 1.8420 245.5500 0.7502 12.0026 LUMBER-new 7.4917 600.0000 1.2486 19.9780 MXP 0.0004 0.0560 0.7414 11.8617 NASDAQ_micro 260.1716 24100.7500 1.0795 17.2723 NIKKEI 884.9826 53280.0000 1.6610 26.5761 NZD 0.0041 0.5719 0.7165 11.4637 OAT 0.5441 118.4300 0.4594 7.3505 OATIES 6.4619 344.5000 1.8757 30.0115 OJ 6.4744 200.7500 3.2251 51.6021 PALLAD 46.0199 1458.0000 3.1564 50.5019 PLAT 56.7868 1942.2000 2.9238 46.7814 REDWHEAT 11.0736 636.7500 1.7391 27.8254 RICE 0.1393 11.4800 1.2137 19.4186 ROBUSTA 64.8031 3229.0000 2.0069 32.1105 RUSSELL 31.6544 2536.0000 1.2482 19.9712 SHATZ 0.0957 105.5850 0.0906 1.4496 SILVER-mini 2.8225 72.8250 3.8758 62.0126 SMI 120.6281 12718.0000 0.9485 15.1757 SOFR 0.0569 96.4600 0.0589 0.9431 SOYBEAN 9.6373 1150.0000 0.8380 13.4085 SOYMEAL 4.2894 309.6000 1.3855 22.1677 SOYOIL 0.9150 68.1700 1.3423 21.4764 SP400 36.3091 3431.5000 1.0581 16.9298 SP500_micro 58.0389 6603.7500 0.8789 14.0620 SUGAR11 0.2589 14.8000 1.7494 27.9899 US10 0.3861 110.8906 0.3482 5.5714 US10U 0.4929 113.2812 0.4351 6.9624 US2 0.1062 103.6641 0.1024 1.6389 US20 0.7491 113.4375 0.6603 10.5654 US30 0.9714 116.0625 0.8370 13.3914 US5 0.2555 108.0391 0.2365 3.7833 VIX 0.8115 24.0500 3.3744 53.9905 WHEAT 9.4465 638.5000 1.4795 23.6717 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 693.80 0.68 474.69 1.00 474.69 37091.5 78.14 8.55 66.84 BITCOIN 68.56 2.54 174.08 1.00 174.08 37091.5 213.07 -15.08 -321.30 BOBL 1150.70 0.22 251.53 1.15 289.88 37091.5 127.95 -2.54 -32.44 BTP 1160.00 0.56 649.60 1.15 748.64 37091.5 49.54 -4.44 -22.02 BUND 1248.40 0.38 469.09 1.15 540.61 37091.5 68.61 0.78 5.36 BUXL 1088.80 0.87 947.39 1.15 1091.84 37091.5 33.97 0.45 1.52 CAC 795.15 0.93 736.12 1.15 848.36 37091.5 43.72 7.96 34.79 CAD 721.30 0.36 256.73 1.00 256.73 37091.5 144.48 -9.96 -143.90 CANOLA 146.54 1.20 176.03 0.72 126.26 37091.5 293.76 7.97 234.01 CHF 1575.38 0.48 762.21 1.00 762.21 37091.5 48.66 -14.57 -70.90 COCOA 307.10 3.43 1054.21 1.00 1054.21 37091.5 35.18 -10.24 -36.02 COFFEE 1055.81 1.86 1966.23 1.00 1966.23 37091.5 18.86 -1.02 -1.92 COPPER 1399.38 1.65 2309.65 1.00 2309.65 37091.5 16.06 0.59 0.95 CORN 238.75 0.99 235.52 1.00 235.52 37091.5 157.49 2.81 44.32 COTTON2 367.55 1.09 401.77 1.00 401.77 37091.5 92.32 0.75 6.89 CRUDE_W 751.80 1.99 1495.04 1.00 1495.04 37091.5 24.81 10.46 25.95 DAX 231.92 1.15 267.17 1.15 307.90 37091.5 120.46 -3.75 -45.15 DOW 232.62 0.86 200.22 1.00 200.22 37091.5 185.25 -12.37 -229.08 DX 996.80 0.42 421.91 1.00 421.91 37091.5 87.91 8.03 70.58 EUR 1451.25 0.49 710.66 1.00 710.66 37091.5 52.19 -6.98 -36.43 EURIBOR-ICE 2430.25 0.06 134.82 1.15 155.37 37091.5 238.73 0.25 6.03 EUROSTX 559.90 1.17 655.27 1.15 755.18 37091.5 49.12 1.72 8.43 FEEDCOW 1829.75 0.86 1567.28 1.00 1567.28 37091.5 23.67 10.84 25.66 GASOIL 1088.00 3.59 3904.99 1.00 3904.99 37091.5 9.50 16.55 15.72 GASOLINE 1273.10 2.54 3236.20 1.00 3236.20 37091.5 11.46 7.22 8.27 GAS_US_mini 74.75 4.42 330.59 1.00 330.59 37091.5 112.20 -0.83 -9.31 GBP 828.44 0.54 450.33 1.00 450.33 37091.5 82.37 -3.96 -32.66 GOLD_micro 468.93 1.65 773.13 1.00 773.13 37091.5 47.98 -6.12 -29.34 HEATOIL 1579.54 2.85 4509.39 1.00 4509.39 37091.5 8.23 14.02 11.53 JGB-SGX-mini 130070.00 0.23 29626.85 0.01 185.67 37091.5 199.77 -6.83 -136.42 JPY 786.69 0.61 480.32 1.00 480.32 37091.5 77.22 -5.69 -43.94 LEANHOG 439.60 0.92 404.93 1.00 404.93 37091.5 91.60 -9.41 -86.22 LIVECOW 982.20 0.75 736.81 1.00 736.81 37091.5 50.34 13.30 66.97 LUMBER-new 165.00 1.25 206.02 1.00 206.02 37091.5 180.04 -6.41 -115.46 MXP 280.00 0.74 207.58 1.00 207.58 37091.5 178.69 4.13 73.73 NASDAQ_micro 482.02 1.08 520.34 1.00 520.34 37091.5 71.28 -13.55 -96.61 NIKKEI 53280.00 1.66 88498.26 0.01 554.63 37091.5 66.88 -3.19 -21.31 NZD 571.90 0.72 409.76 1.00 409.76 37091.5 90.52 -0.90 -8.12 OAT 1184.30 0.46 544.07 1.15 627.03 37091.5 59.15 3.08 18.22 OATIES 172.25 1.88 323.09 1.00 323.09 37091.5 114.80 1.32 15.18 OJ 301.12 3.23 971.17 1.00 971.17 37091.5 38.19 -5.10 -19.48 PALLAD 1458.00 3.16 4601.99 1.00 4601.99 37091.5 8.06 1.74 1.41 PLAT 971.10 2.92 2839.34 1.00 2839.34 37091.5 13.06 2.19 2.86 REDWHEAT 318.38 1.74 553.68 1.00 553.68 37091.5 66.99 -0.63 -4.22 RICE 229.60 1.21 278.66 1.00 278.66 37091.5 133.11 -9.84 -130.93 ROBUSTA 322.90 2.01 648.03 1.00 648.03 37091.5 57.24 -8.18 -46.82 RUSSELL 126.80 1.25 158.27 1.00 158.27 37091.5 234.35 -4.06 -95.21 SHATZ 1055.85 0.09 95.66 1.15 110.25 37091.5 336.44 -6.20 -208.45 SILVER-mini 1820.62 3.88 7056.36 1.00 7056.36 37091.5 5.26 -0.42 -0.22 SMI 1271.80 0.95 1206.28 1.25 1507.15 37091.5 24.61 6.96 17.13 SOFR 2411.50 0.06 142.14 1.00 142.14 37091.5 260.95 -9.15 -238.74 SOYBEAN 575.00 0.84 481.87 1.00 481.87 37091.5 76.97 5.43 41.77 SOYMEAL 309.60 1.39 428.94 1.00 428.94 37091.5 86.47 -8.81 -76.19 SOYOIL 409.02 1.34 549.02 1.00 549.02 37091.5 67.56 8.73 59.00 SP400 3431.50 1.06 3630.91 1.00 3630.91 37091.5 10.22 -4.25 -4.34 SP500_micro 330.19 0.88 290.19 1.00 290.19 37091.5 127.82 -12.53 -160.10 SUGAR11 165.76 1.75 289.97 1.00 289.97 37091.5 127.91 -2.12 -27.11 US10 1108.91 0.35 386.13 1.00 386.13 37091.5 96.06 -8.27 -79.44 US10U 1132.81 0.44 492.94 1.00 492.94 37091.5 75.25 -8.78 -66.05 US2 2073.28 0.10 212.37 1.00 212.37 37091.5 174.65 -11.06 -193.09 US20 1134.38 0.66 749.07 1.00 749.07 37091.5 49.52 -3.32 -16.46 US30 1160.62 0.84 971.40 1.00 971.40 37091.5 38.18 -5.17 -19.74 US5 1080.39 0.24 255.46 1.00 255.46 37091.5 145.19 -9.45 -137.27 VIX 240.50 3.37 811.55 1.00 811.55 37091.5 45.70 2.73 12.49 WHEAT 319.25 1.48 472.32 1.00 472.32 37091.5 78.53 -0.71 -5.60 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 66.844 0.010 2.5 1.737 BITCOIN -321.304 0.043 2.5 -34.842 BOBL -32.443 0.004 2.5 -0.329 BTP -22.021 0.014 2.5 -0.752 BUND 5.359 0.004 2.5 0.054 BUXL 1.523 0.004 2.5 0.015 CAC 34.792 0.014 2.5 1.188 CAD -143.895 0.010 2.5 -3.739 CANOLA 234.008 0.010 2.5 5.701 CHF -70.896 0.010 2.5 -1.842 COCOA -36.025 0.010 2.5 -0.878 COFFEE -1.916 0.005 2.5 -0.025 COPPER 0.948 0.043 2.5 0.103 CORN 44.322 0.010 2.5 1.080 COTTON2 6.888 0.010 2.5 0.168 CRUDE_W 25.955 0.043 2.5 2.815 DAX -45.152 0.014 2.5 -1.542 DOW -229.080 0.009 2.5 -5.331 DX 70.583 0.010 2.5 1.834 EUR -36.430 0.010 2.5 -0.947 EURIBOR-ICE 6.034 0.014 2.5 0.206 EUROSTX 8.432 0.014 2.5 0.288 FEEDCOW 25.657 0.013 2.5 0.851 GASOIL 15.721 0.017 2.5 0.682 GASOLINE 8.271 0.017 2.5 0.359 GAS_US_mini -9.314 0.043 2.5 -1.010 GBP -32.656 0.010 2.5 -0.848 GOLD_micro -29.339 0.014 2.5 -1.002 HEATOIL 11.532 0.017 2.5 0.501 JGB-SGX-mini -136.417 0.043 2.5 -14.793 JPY -43.942 0.010 2.5 -1.142 LEANHOG -86.221 0.024 2.5 -5.247 LIVECOW 66.974 0.013 2.5 2.222 LUMBER-new -115.456 0.010 2.5 -2.813 MXP 73.730 0.059 2.5 10.837 NASDAQ_micro -96.613 0.009 2.5 -2.248 NIKKEI -21.311 0.043 2.5 -2.311 NZD -8.122 0.010 2.5 -0.211 OAT 18.217 0.014 2.5 0.622 OATIES 15.177 0.010 2.5 0.370 OJ -19.476 0.010 2.5 -0.474 PALLAD 1.406 0.014 2.5 0.048 PLAT 2.862 0.014 2.5 0.098 REDWHEAT -4.222 0.005 2.5 -0.056 RICE -130.927 0.010 2.5 -3.190 ROBUSTA -46.816 0.005 2.5 -0.622 RUSSELL -95.213 0.013 2.5 -3.160 SHATZ -208.450 0.004 2.5 -2.117 SILVER-mini -0.223 0.014 2.5 -0.008 SMI 17.134 0.014 2.5 0.585 SOFR -238.740 0.024 2.5 -14.530 SOYBEAN 41.773 0.004 2.5 0.389 SOYMEAL -76.187 0.004 2.5 -0.710 SOYOIL 58.998 0.004 2.5 0.550 SP400 -4.343 0.013 2.5 -0.144 SP500_micro -160.097 0.009 2.5 -3.726 SUGAR11 -27.112 0.010 2.5 -0.661 US10 -79.440 0.005 2.5 -1.008 US10U -66.053 0.005 2.5 -0.838 US2 -193.090 0.005 2.5 -2.450 US20 -16.459 0.005 2.5 -0.209 US30 -19.743 0.005 2.5 -0.251 US5 -137.272 0.005 2.5 -1.742 VIX 12.495 0.099 2.5 3.089 WHEAT -5.598 0.005 2.5 -0.074 ===================== Position diags ===================== AUD 2.03 BITCOIN 23.11 BOBL 1.30 BTP 1.69 BUND 0.70 BUXL 0.34 CAC 1.49 CAD 3.75 CANOLA 7.16 CHF 1.26 COCOA 0.86 COFFEE 0.25 COPPER 1.74 CORN 3.84 COTTON2 2.25 CRUDE_W 2.69 DAX 4.11 DOW 4.31 DX 2.28 EUR 1.36 EURIBOR-ICE 8.15 EUROSTX 1.68 FEEDCOW 0.79 GASOIL 0.41 GASOLINE 0.50 GAS_US_mini 12.17 GBP 2.14 GOLD_micro 1.64 HEATOIL 0.36 JGB-SGX-mini 21.66 JPY 2.01 LEANHOG 5.57 LIVECOW 1.67 LUMBER-new 4.39 MXP 26.26 NASDAQ_micro 1.66 NIKKEI 7.25 NZD 2.35 OAT 2.02 OATIES 2.80 OJ 0.93 PALLAD 0.28 PLAT 0.45 REDWHEAT 0.89 RICE 3.24 ROBUSTA 0.76 RUSSELL 7.78 SHATZ 3.42 SILVER-mini 0.18 SMI 0.84 SOFR 15.88 SOYBEAN 0.72 SOYMEAL 0.81 SOYOIL 0.63 SP400 0.34 SP500_micro 2.97 SUGAR11 3.12 US10 1.22 US10U 0.95 US2 2.22 US20 0.63 US30 0.48 US5 1.84 VIX 11.30 WHEAT 1.04 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.7 1.5 1.9 0.0 0 BITCOIN -34.8 -37.2 -32.5 0.0 0 BOBL -0.3 -0.5 -0.2 -3.0 -3 BTP -0.8 -0.9 -0.6 0.0 0 BUND 0.1 -0.0 0.1 0.0 0 BUXL 0.0 -0.0 0.0 0.0 0 CAC 1.2 1.0 1.3 0.0 0 CAD -3.7 -4.1 -3.4 -3.0 -3 CANOLA 5.7 5.0 6.4 0.0 0 CHF -1.8 -2.0 -1.7 -4.0 -4 COCOA -0.9 -1.0 -0.8 -2.0 -2 COFFEE -0.0 -0.1 -0.0 0.0 0 COPPER 0.1 -0.1 0.3 0.0 0 CORN 1.1 0.7 1.5 4.0 4 COTTON2 0.2 -0.1 0.4 0.0 0 CRUDE_W 2.8 2.5 3.1 0.0 0 DAX -1.5 -2.0 -1.1 -2.0 -2 DOW -5.3 -5.8 -4.9 0.0 0 DX 1.8 1.6 2.1 0.0 0 EUR -0.9 -1.1 -0.8 0.0 0 EURIBOR-ICE 0.2 -0.6 1.0 0.0 0 EUROSTX 0.3 0.1 0.5 3.0 3 FEEDCOW 0.9 0.8 0.9 2.0 2 GASOIL 0.7 0.6 0.7 0.0 0 GASOLINE 0.4 0.3 0.4 0.0 0 GAS_US_mini -1.0 -2.2 0.2 0.0 0 GBP -0.8 -1.1 -0.6 0.0 0 GOLD_micro -1.0 -1.2 -0.8 -1.0 -1 HEATOIL 0.5 0.5 0.5 2.0 2 JGB-SGX-mini -14.8 -17.0 -12.6 0.0 0 JPY -1.1 -1.3 -0.9 -1.0 -1 LEANHOG -5.2 -5.8 -4.7 -1.0 -1 LIVECOW 2.2 2.1 2.4 0.0 0 LUMBER-new -2.8 -3.3 -2.4 0.0 0 MXP 10.8 8.2 13.5 5.0 5 NASDAQ_micro -2.2 -2.4 -2.1 -8.0 -8 NIKKEI -2.3 -3.0 -1.6 -2.0 -2 NZD -0.2 -0.4 0.0 0.0 0 OAT 0.6 0.4 0.8 2.0 2 OATIES 0.4 0.1 0.6 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 -0.1 -0.1 0.0 0.0 0 RICE -3.2 -3.5 -2.9 0.0 0 ROBUSTA -0.6 -0.7 -0.5 0.0 0 RUSSELL -3.2 -3.9 -2.4 0.0 0 SHATZ -2.1 -2.5 -1.8 NaN 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SMI 0.6 0.5 0.7 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 0.5 0.6 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 -0.7 -1.0 -0.3 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 -2.2 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.7 -1.9 -1.6 -7.0 -7 VIX 3.1 2.0 4.2 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 -0.4 0.3 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.1 0.2 -0.1 0.4 -0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.1 -0.0 0.2 -0.1 1.2 0.0 0.0 0.3 -0.1 0.3 -0.1 0.4 0.1 0.1 0.2 0.5 -0.1 0.7 0.2 0.7 BITCOIN 0.4 -0.6 -0.6 -0.0 -0.0 0.2 -0.0 0.6 -0.1 0.0 -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 -1.6 -0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.0 -0.5 0.2 0.3 -0.5 -0.4 -0.0 -0.7 -0.6 BOBL -0.5 -0.5 -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 -0.1 -0.3 -0.1 0.4 0.7 0.6 0.7 BTP -0.5 -0.6 -0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 0.2 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.1 -0.1 0.0 -0.1 -2.7 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.6 0.1 -0.1 -0.3 -0.0 0.3 0.7 0.5 0.7 BUND -0.4 -0.3 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.5 0.0 0.0 -0.0 0.0 0.3 0.7 0.5 0.7 BUXL -0.1 0.2 0.3 -0.1 0.0 -0.2 -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 -0.1 -0.3 -0.0 0.5 -0.0 0.1 -0.1 0.0 -0.3 -0.0 -0.0 0.1 0.6 0.5 0.2 -0.2 0.4 -0.2 0.2 CAC -0.0 -0.6 -0.5 -0.1 0.1 0.0 0.0 0.2 -0.0 0.1 -0.1 0.0 0.3 -0.1 -0.1 0.4 -0.0 0.1 0.0 -0.1 -0.1 0.1 0.0 -0.1 0.7 0.0 0.1 0.1 0.0 0.1 -0.0 0.6 0.2 0.0 0.6 0.2 0.3 0.7 0.2 0.7 CAD -0.6 -0.4 0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.2 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -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 -0.5 -0.1 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.3 0.5 0.6 0.1 -0.0 0.1 0.0 -0.3 0.1 -0.0 0.2 0.0 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.1 0.1 1.1 0.1 -0.0 0.2 -0.0 0.1 0.1 -0.6 -0.0 -0.3 0.5 0.5 0.2 0.7 0.3 0.7 CHF -0.6 -0.5 -0.2 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 0.1 -0.1 -0.3 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -1.1 -0.2 -0.2 -0.1 -0.0 -0.5 -0.7 -0.4 -0.7 COCOA 0.5 -0.4 -0.6 0.1 -0.0 0.1 0.0 -0.2 0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.4 -0.1 -2.7 -0.1 -0.1 -0.3 -0.1 -0.3 -0.0 0.8 -0.1 -0.2 -0.5 -0.5 0.4 0.0 0.5 0.2 COFFEE 0.6 0.1 -0.6 0.2 -0.1 0.2 0.1 -0.5 0.2 -0.1 -0.2 -0.1 0.0 -0.0 -0.1 0.3 0.3 0.3 0.4 -0.1 -0.1 -0.1 -0.0 -0.0 -2.7 -0.0 -0.2 -0.1 -0.2 0.2 -0.0 1.1 -0.5 -0.5 -0.2 -0.6 0.7 0.7 0.7 0.7 COPPER -0.5 -0.4 0.1 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.0 0.0 0.0 -0.0 0.2 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.2 0.7 0.0 0.4 CORN -0.1 0.5 0.4 0.2 -0.1 0.2 0.1 -0.5 0.2 -0.2 0.4 -0.1 -0.1 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.1 0.0 0.1 1.4 0.2 -0.2 0.4 -0.2 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 -0.1 0.2 0.1 -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 -0.4 -0.4 -0.4 -0.3 CRUDE_W -0.3 0.6 0.6 0.2 0.1 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 0.2 0.1 0.6 0.2 -0.0 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 -0.4 -0.6 -0.6 -0.0 0.0 0.0 0.0 0.1 -0.0 0.0 -0.1 -0.0 0.2 -0.1 -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 -0.0 -0.1 -0.3 -0.2 0.4 0.7 0.5 0.7 DOW -0.3 -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 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.2 0.1 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 -1.9 0.1 -0.0 0.1 0.0 -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 -0.0 0.0 -0.1 0.1 -0.1 0.1 -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 0.1 0.3 -0.1 -0.2 -0.5 -0.7 -0.3 -0.7 EURIBOR-ICE -0.5 -0.6 -0.2 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.0 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.5 0.0 -0.1 -0.2 -0.1 0.6 0.6 0.7 0.7 EUROSTX -0.3 -0.6 -0.5 -0.0 0.1 0.0 0.0 0.1 -0.0 0.0 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 0.6 -0.6 0.0 0.2 -0.1 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 0.1 0.1 0.2 0.4 0.1 1.1 0.5 0.6 -0.5 -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 0.4 0.1 0.3 0.1 1.1 0.1 -0.1 0.6 0.4 -0.1 0.4 -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 0.1 -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 0.1 0.4 0.1 0.3 0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.1 0.3 0.2 -0.0 -0.0 -0.0 -0.1 -0.0 2.3 -0.1 -0.0 -0.1 -0.0 -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 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 0.2 -0.1 0.3 -0.1 0.2 -0.0 0.1 -0.5 -0.2 -0.3 -0.3 GOLD_micro -0.6 -0.5 -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 0.2 0.6 0.6 0.2 0.0 0.3 0.1 0.3 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 0.1 0.3 0.1 0.3 0.2 1.1 0.1 0.2 0.6 0.3 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.4 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 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.3 -0.1 -0.0 -0.2 -0.1 -0.4 -0.1 0.3 -0.4 -0.1 0.0 -0.4 -0.0 -0.7 -0.2 -0.7 JPY -0.0 -0.3 0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.4 -0.1 2.7 -0.1 -0.0 -0.3 -0.1 -0.4 -0.1 -0.5 0.1 0.3 0.1 -0.3 -0.2 -0.5 0.1 -0.6 LEANHOG -0.5 -0.3 0.2 0.2 -0.1 0.2 0.1 -0.7 0.2 0.2 0.3 -0.0 0.7 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 0.1 0.1 0.4 -0.1 -1.2 -0.1 -0.1 0.1 -0.2 0.4 -0.2 -1.1 0.0 -0.6 -0.6 0.1 -0.6 0.2 -0.4 0.4 LIVECOW 0.6 -0.1 0.1 0.2 -0.1 0.1 0.1 -0.5 0.2 0.1 0.3 0.2 0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.2 -2.7 0.1 0.2 0.1 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 0.3 0.1 0.4 0.2 -0.1 0.2 0.1 -0.5 0.2 -0.2 -0.5 -0.1 -0.7 -0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.1 -0.1 -0.5 -0.0 NaN -0.0 -0.1 -0.3 -0.0 -0.5 0.0 -1.2 0.2 -0.1 -0.7 -0.4 0.3 0.8 0.3 0.8 MXP -0.2 -0.6 -0.4 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.1 0.2 0.1 0.5 -0.1 -0.0 0.1 0.2 0.2 0.2 -0.0 0.1 0.0 0.4 -0.0 -2.7 -0.0 0.0 0.2 -0.0 0.6 -0.1 1.1 0.2 0.4 -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 -2.2 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 -0.2 -0.4 -0.4 -0.2 -0.5 0.3 -0.7 0.2 -0.7 NIKKEI -0.4 -0.6 -0.6 -0.0 0.0 0.0 0.0 0.1 -0.0 0.0 0.1 0.0 0.2 -0.0 -0.0 0.0 0.1 0.1 0.1 -0.0 0.0 0.0 0.2 -0.0 -1.3 0.0 0.0 0.1 0.0 0.3 -0.0 1.0 -0.1 0.0 0.1 0.2 -0.5 -0.1 -0.7 -0.0 NZD -0.5 -0.5 0.3 -0.1 -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 1.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 -0.1 -0.3 0.7 0.1 0.7 OAT -0.5 -0.6 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.8 0.1 -0.0 -0.1 0.1 0.3 0.6 0.4 0.7 OATIES -0.2 0.6 0.6 0.1 -0.0 0.1 0.1 -0.3 0.1 -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 -0.1 0.1 -0.0 -0.1 0.1 -0.0 0.1 -0.1 0.5 0.2 0.0 -0.4 0.1 -0.5 OJ 0.1 -0.0 0.4 0.1 -0.0 0.1 0.0 -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 -0.2 0.0 -2.7 -0.0 0.1 -0.0 0.1 -0.1 0.0 1.0 0.4 -0.0 -0.2 0.1 -0.3 -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 -0.0 0.1 0.7 0.4 0.4 -0.0 REDWHEAT -0.1 0.5 0.6 0.2 -0.1 0.1 0.1 -0.4 0.2 -0.1 0.3 -0.1 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.0 0.0 0.1 0.8 0.2 -0.0 0.3 0.0 0.1 0.1 -0.5 0.1 -0.2 0.5 0.4 -0.7 -0.7 -0.7 -0.7 RICE 0.0 0.2 0.5 0.1 -0.0 0.1 0.1 -0.3 0.1 -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 -0.0 0.1 -0.5 0.1 -1.0 0.2 -0.2 -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 0.0 -0.3 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 1.1 -0.4 -0.6 -0.6 -0.6 0.1 0.1 0.3 0.3 RUSSELL -0.1 -0.6 -0.3 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 0.1 0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 -0.0 0.7 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.2 -0.0 -0.2 -0.1 -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 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 0.9 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -1.0 0.0 -0.3 -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 -0.3 -0.6 -0.4 -0.0 0.0 0.0 0.0 0.1 -0.0 0.0 0.1 0.0 0.2 -0.0 -0.0 0.1 0.1 0.1 0.2 -0.0 0.0 0.0 0.1 -0.0 0.7 -0.0 0.1 0.1 0.0 0.2 -0.0 1.1 0.2 0.1 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 -0.0 -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 -0.0 0.1 -0.1 0.2 0.0 0.1 0.3 0.2 -0.4 -0.3 -0.6 -0.7 SOYBEAN -0.0 0.4 0.3 0.2 -0.1 0.1 0.1 -0.5 0.2 0.0 0.4 0.1 0.4 0.1 0.2 0.0 -0.1 0.0 -0.0 0.2 0.1 0.0 0.2 0.1 -0.8 0.1 -0.0 0.4 0.0 0.3 0.1 0.7 0.1 -0.6 0.4 0.2 -0.1 -0.3 -0.0 -0.2 SOYMEAL -0.1 0.2 0.1 0.1 -0.0 0.1 0.1 -0.3 0.1 -0.1 -0.0 -0.1 -0.2 -0.0 0.0 0.1 -0.2 -0.1 -0.2 0.0 0.0 -0.0 -0.0 -0.0 -1.4 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 -0.3 -0.4 -0.0 -0.2 -0.3 -0.5 -0.5 -0.5 SOYOIL 0.1 0.6 0.6 0.2 -0.1 0.1 0.1 -0.4 0.2 0.1 0.4 0.2 0.5 0.2 0.2 0.1 -0.1 -0.0 -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 0.5 0.5 0.1 0.6 0.6 -0.1 -0.7 -0.2 -0.7 SP400 -0.2 -0.6 -0.0 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 0.1 0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 0.1 -0.0 0.4 -0.0 0.0 -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 -0.3 -0.6 -0.6 -0.0 0.1 0.0 0.0 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 -0.4 -0.5 -0.5 -0.5 0.5 -0.7 0.4 -0.7 SUGAR11 0.5 0.6 0.5 0.2 -0.0 0.1 0.1 -0.3 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 -0.1 -0.2 0.1 -2.7 0.1 -0.2 0.1 -0.1 -0.1 0.1 1.1 -0.5 0.2 0.2 0.1 -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 0.1 -0.1 -0.0 0.2 -0.1 -0.1 0.1 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 -0.3 -0.2 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 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 -0.0 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 -0.4 -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 0.2 -0.2 -0.3 -0.2 -0.1 -0.7 -0.2 -0.7 US20 -0.3 -0.3 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.1 0.1 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 0.0 -0.1 0.0 0.1 -0.0 0.0 0.1 -0.0 0.6 -0.2 -0.4 US30 -0.3 -0.2 -0.0 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 0.1 -0.2 -0.0 -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 -0.1 -0.1 0.0 -0.1 -0.3 0.0 0.1 0.1 0.2 -0.1 0.5 -0.3 -0.3 US5 -0.4 -0.4 -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 0.3 0.0 0.1 0.1 -0.1 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 0.0 0.3 0.1 0.1 0.2 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT -0.0 0.6 0.6 0.2 -0.1 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 -0.2 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 -17.7 -10.9 10.7 -6.0 -0.9 0.0 -7.3 2.7 -10.4 7.6 8.6 -6.9 10.1 -6.7 4.9 1.6 0.0 1.2 0.7 1.3 8.2 -4.6 8.6 -5.9 9.1 2.7 2.1 9.8 -4.6 9.3 -5.4 6.6 2.1 3.9 7.7 13.9 -4.0 20.0 5.3 20.0 BITCOIN 11.5 -20.0 -20.0 -4.2 -0.8 6.0 -1.4 15.8 -6.0 1.2 -16.4 -7.5 -11.5 -9.3 -14.9 -3.6 -5.5 -3.7 -4.3 -20.0 -20.0 -2.9 -20.0 -9.7 -11.6 -9.6 -15.0 -14.8 -13.5 -11.3 -9.0 -0.3 -20.0 6.3 10.3 -16.9 -10.6 -0.8 -20.0 -16.9 BOBL -16.4 -14.8 -1.4 -6.6 0.3 -4.0 -3.1 -2.6 -7.2 -6.4 -7.4 -7.9 -5.0 -9.3 -8.3 17.3 -0.9 2.3 -0.9 -11.6 -7.2 -11.4 -4.5 -13.9 2.1 -9.9 2.0 -6.4 -6.1 -4.4 -11.6 -8.5 1.4 -3.5 -8.1 -2.6 11.1 20.0 16.9 20.0 BTP -14.4 -20.0 -9.9 -7.8 0.3 -4.7 -3.7 -3.1 -8.4 1.7 -3.3 -5.2 5.8 -9.5 -8.4 4.9 10.6 9.3 10.7 -11.4 -5.0 -8.4 0.2 -13.5 -20.0 -10.9 4.4 -4.1 -6.4 1.0 -13.6 11.5 3.8 -2.4 -10.8 -0.2 9.0 20.0 14.3 20.0 BUND -12.3 -8.5 1.8 -7.4 0.3 -4.4 -3.5 -2.9 -8.0 -5.2 -7.2 -6.6 -7.5 -9.5 -8.3 1.3 8.3 8.6 9.6 -8.7 -5.3 -9.7 -4.3 -11.0 0.0 -7.8 2.8 -4.7 -5.3 -3.7 -10.1 8.5 0.8 0.7 -1.0 1.4 8.9 20.0 14.6 20.0 BUXL -1.6 6.4 8.2 -10.0 0.4 -6.0 -4.7 -4.0 -10.8 -7.6 -10.8 -4.0 -15.7 -7.6 -6.8 3.7 3.8 4.2 4.2 -3.2 -5.1 -5.9 -10.1 -3.7 3.6 -2.6 5.8 -4.4 1.2 -8.1 -2.3 -0.2 2.3 17.6 14.6 7.3 -5.1 13.1 -6.0 5.5 CAC -0.7 -20.0 -14.0 -5.0 7.9 0.2 4.5 5.1 -3.6 10.0 -3.4 4.3 8.9 -8.4 -9.4 18.7 -0.1 7.4 2.2 -9.7 -5.0 6.3 1.1 -5.1 5.4 1.0 13.2 3.3 4.4 3.3 -0.4 10.4 8.3 0.7 18.5 6.4 9.2 20.0 4.6 20.0 CAD -20.0 -11.1 3.1 -10.9 -1.6 0.1 -13.4 4.9 -19.0 -16.5 -2.4 -20.0 3.0 -20.0 -13.2 -6.9 -7.4 -7.0 -7.2 -14.1 -3.3 -20.0 -1.2 -20.0 20.0 -13.4 -19.1 -0.2 -20.0 1.7 -20.0 -6.6 -17.3 -15.5 -2.2 -3.5 -20.0 -20.0 -20.0 -20.0 CANOLA -7.7 16.7 20.0 12.2 -4.3 3.2 4.6 -7.7 12.0 -5.1 6.2 2.1 2.3 6.0 9.1 -14.9 -15.5 -16.7 -16.9 10.6 8.5 0.3 3.8 6.1 8.0 11.5 -3.1 9.2 -0.0 3.9 6.6 -11.0 -1.0 -8.1 16.5 15.6 7.2 20.0 9.2 20.0 CHF -18.2 -16.9 -5.4 -5.4 -0.8 0.0 -6.7 2.5 -9.5 -10.2 -5.5 -11.2 6.5 -11.2 -8.6 -13.3 -15.4 -13.9 -14.5 -8.7 -2.3 -11.3 2.5 -13.2 -2.2 -6.0 -8.7 0.6 -12.4 4.7 -12.0 -19.7 -7.5 -6.0 -4.4 -0.3 -16.3 -20.0 -12.6 -20.0 COCOA 15.1 -13.5 -20.0 7.7 -2.7 2.0 2.9 -4.9 7.6 -4.5 -7.0 -3.4 -6.4 -4.0 -6.3 -6.8 1.2 -6.2 -4.0 -12.4 -18.4 -3.6 -15.7 -5.1 -20.0 -7.3 -10.3 -10.8 -5.5 -8.4 -3.9 14.4 -4.7 -7.5 -14.4 -16.9 11.0 1.3 14.6 5.5 COFFEE 18.2 2.2 -20.0 20.0 -7.4 5.6 8.0 -13.3 20.0 -15.3 -7.9 -8.4 1.2 -2.4 -11.7 12.7 17.3 16.2 18.2 -9.5 -12.4 -10.4 -1.2 -4.0 -20.0 -2.1 -20.0 -3.7 -15.9 6.7 -1.8 20.0 -20.0 -14.4 -6.9 -20.0 20.0 20.0 20.0 20.0 COPPER -14.0 -13.5 1.9 -2.1 -0.4 3.0 -0.7 7.8 -3.0 -0.5 2.6 -0.9 3.7 -3.2 -3.1 -6.1 -6.3 -6.2 -6.3 -2.9 1.5 -1.6 4.2 -4.0 -0.8 -2.2 1.3 1.3 -0.3 4.5 -3.1 -2.6 1.7 -0.7 -1.0 -1.1 6.5 20.0 1.1 12.2 CORN -2.3 16.3 12.5 20.0 -7.8 5.9 8.4 -14.0 20.0 -17.2 13.5 -12.7 -2.3 9.1 14.0 -20.0 -20.0 -20.0 -20.0 12.6 9.7 -8.9 1.1 4.6 10.8 17.8 -20.0 14.5 -14.1 5.2 6.9 -20.0 -20.0 -12.7 20.0 7.1 8.7 -2.5 12.3 4.2 COTTON2 20.0 20.0 16.0 20.0 -8.9 6.7 9.5 -15.9 20.0 18.0 -0.2 20.0 -15.4 20.0 17.3 -20.0 -20.0 -20.0 -20.0 20.0 4.3 20.0 -10.0 20.0 -4.1 20.0 18.6 7.0 20.0 -8.6 20.0 -20.0 20.0 20.0 20.0 3.2 -10.5 -13.4 -10.8 -8.8 CRUDE_W -8.4 20.0 20.0 20.0 7.6 20.0 11.0 12.2 20.0 1.5 8.0 -0.2 2.2 7.7 10.4 17.0 7.4 12.9 9.1 16.5 12.9 1.4 5.6 10.3 4.8 17.2 -2.6 13.1 -0.5 5.3 10.9 -0.1 -20.0 -10.7 -15.6 -11.4 10.0 20.0 -1.3 3.6 DAX -11.0 -20.0 -18.4 -3.2 5.1 0.1 2.9 3.2 -2.3 3.9 -3.8 -1.7 5.0 -6.7 -6.5 -5.0 -7.2 -6.6 -7.0 -9.6 -4.8 -1.8 0.7 -9.0 -6.5 -8.1 4.8 -4.1 -2.2 0.2 -8.2 -2.7 -0.8 -4.4 -9.7 -6.1 13.4 20.0 14.4 20.0 DOW -9.4 -20.0 -16.5 -3.7 5.9 0.2 3.4 3.8 -2.7 5.6 -1.3 -0.9 7.8 -7.3 -6.7 -5.3 -7.5 -6.2 -6.8 -10.5 -3.5 -1.4 3.5 -9.5 -6.3 -9.5 -2.0 -3.6 -4.5 2.2 -9.7 -2.9 -10.6 -11.9 -15.1 -9.1 -3.0 -20.0 -13.9 -20.0 DX 5.2 18.7 9.8 -5.6 -0.8 0.0 -6.9 2.5 -9.7 4.3 7.3 7.2 -6.6 10.2 9.5 3.6 5.5 4.4 4.9 8.6 4.9 4.4 0.1 8.4 -14.3 7.6 -0.1 3.2 4.3 -0.7 8.2 15.0 16.5 20.0 20.0 -2.3 1.1 17.1 8.4 20.0 EUR 0.3 -16.4 -14.3 -6.1 -0.9 0.0 -7.4 2.7 -10.6 6.3 -6.7 2.8 7.4 -7.4 -8.6 -5.2 -7.4 -6.2 -6.9 -7.5 -4.0 -1.1 1.3 -6.0 4.2 -5.9 2.7 -1.5 -0.9 3.0 -5.8 -6.4 5.5 9.1 -4.6 -5.2 -14.3 -20.0 -9.2 -20.0 EURIBOR-ICE -16.8 -18.9 -5.7 -5.3 0.2 -3.1 -2.5 -2.1 -5.7 -3.5 -5.4 -5.5 -1.1 -7.2 -6.5 1.3 10.1 6.3 9.0 -9.4 -5.5 -9.0 -2.2 -11.2 -2.3 -7.2 1.7 -4.5 -4.3 -2.4 -8.5 10.0 1.0 -2.0 -7.0 -2.0 19.4 18.5 20.0 20.0 EUROSTX -10.5 -20.0 -14.5 -3.6 5.7 0.2 3.3 3.6 -2.6 4.6 1.3 -0.3 7.7 -7.4 -6.1 0.4 2.0 3.7 3.3 -6.9 -0.9 -0.1 4.2 -7.2 -4.4 -5.9 6.6 -0.2 -1.0 3.6 -7.1 13.8 -1.0 -0.5 -5.2 -0.0 8.7 20.0 8.0 20.0 FEEDCOW 17.6 -19.3 0.2 17.9 -6.3 4.7 6.7 -11.3 17.6 10.8 11.6 14.1 13.7 10.0 11.9 4.2 10.1 9.2 11.0 10.9 13.5 20.0 20.0 18.7 -20.0 1.8 13.8 2.4 20.0 11.2 11.4 20.0 20.0 18.0 -16.8 -0.0 20.0 20.0 17.2 20.0 GASOIL 18.7 20.0 19.3 14.6 4.1 11.6 5.9 6.6 11.4 6.4 6.4 7.0 5.7 7.2 7.0 20.0 20.0 20.0 20.0 15.2 10.9 11.5 6.0 14.9 -2.2 15.7 4.7 13.1 7.2 8.3 12.5 20.0 4.8 -2.6 17.3 11.0 -2.6 13.5 -8.0 -0.1 GASOLINE -2.9 20.0 20.0 19.6 5.5 15.5 7.9 8.8 15.2 7.9 8.3 7.9 6.1 8.6 9.0 20.0 -20.0 -20.0 -20.0 17.3 12.6 10.4 6.8 15.7 -7.9 16.5 5.0 12.4 7.7 6.6 13.8 -20.0 -0.8 5.7 7.0 3.0 5.7 20.0 -2.5 12.0 GAS_US_mini -5.9 -5.6 -1.8 20.0 5.6 15.9 8.1 9.0 15.6 -5.5 -5.4 -8.3 -6.8 -8.4 -6.1 -8.1 -6.4 13.7 9.9 -3.7 -3.4 -3.8 -3.5 -4.1 17.5 -4.8 -0.9 -4.9 -3.6 -4.4 -4.4 -12.1 -12.8 -20.0 -20.0 -20.0 12.0 -1.2 11.3 -7.9 GBP -4.1 -14.1 -4.1 -6.9 -1.0 0.1 -8.5 3.1 -12.1 -3.8 -2.4 -7.2 8.1 -11.2 -9.6 0.8 0.2 0.5 0.3 -6.5 -2.1 -6.4 2.2 -8.4 -1.0 -3.6 -3.6 1.7 -6.8 5.4 -7.4 6.4 -3.2 7.3 -0.2 1.9 -15.2 -7.3 -8.8 -9.1 GOLD_micro -20.0 -14.1 -11.6 -1.7 -0.3 2.4 -0.6 6.4 -2.4 3.0 3.1 -2.5 5.0 -3.6 -2.0 -4.7 -8.4 -5.4 -6.5 -2.6 3.9 -2.0 7.7 -5.7 -18.9 0.5 2.1 7.6 -0.8 12.4 -3.3 -4.6 6.0 -7.9 -1.3 11.0 20.0 7.4 -3.7 -20.0 HEATOIL 5.0 20.0 20.0 16.0 4.5 12.6 6.5 7.1 12.4 6.8 7.0 7.3 5.9 7.7 7.7 20.0 20.0 20.0 20.0 19.8 14.6 12.2 8.2 18.1 -8.1 16.3 7.1 12.8 9.0 7.7 13.9 20.0 4.1 6.3 17.3 8.3 -1.4 5.4 -11.3 -9.5 JGB-SGX-mini -13.8 8.1 10.2 -4.6 0.2 -2.8 -2.2 -1.8 -5.0 -5.6 -6.9 -6.3 -7.4 -6.3 -6.1 1.4 9.3 3.4 5.9 -6.8 -7.7 -7.8 -9.1 -7.9 2.2 -6.9 -4.7 -8.7 -7.0 -10.3 -7.2 6.3 -15.9 -4.1 1.4 -11.3 -0.2 -20.0 -5.0 -20.0 JPY -1.1 -8.4 1.9 -6.2 -0.9 0.0 -7.5 2.8 -10.7 -6.2 -12.5 -8.4 -12.5 -11.7 -11.5 -8.3 -9.9 -8.6 -8.9 -9.8 -11.6 -5.5 -13.3 -8.1 20.0 -8.3 -4.9 -9.8 -5.7 -11.6 -7.5 -10.1 3.8 8.7 2.3 -10.7 -5.2 -15.7 3.2 -18.8 LEANHOG -14.4 -10.5 6.0 20.0 -10.2 7.7 10.9 -18.3 20.0 20.0 10.1 -2.0 18.2 -13.1 -1.0 -20.0 -20.0 -20.0 -20.0 -5.2 5.6 11.1 13.1 -7.1 -8.7 -11.9 -12.1 3.1 -18.6 11.1 -20.0 -20.0 1.7 -20.0 -20.0 2.1 -17.8 4.8 -12.7 11.9 LIVECOW 20.0 -4.1 2.7 20.0 -7.2 5.5 7.7 -12.9 20.0 14.3 12.5 17.4 14.6 14.1 15.1 5.8 6.7 6.3 5.0 16.5 13.7 20.0 18.7 20.0 -20.0 6.5 20.0 2.2 20.0 8.5 19.6 20.0 20.0 20.0 -4.7 -1.3 20.0 20.0 20.0 20.0 LUMBER-new 7.4 2.9 11.3 19.8 -6.9 5.2 7.4 -12.4 19.4 -14.7 -14.7 -8.1 -15.9 -0.4 -4.5 -20.0 -20.0 -20.0 -20.0 -3.6 -10.9 -10.3 -17.6 -2.8 NaN -0.9 -8.1 -8.4 -1.0 -13.2 2.4 -20.0 8.1 -3.6 -17.9 -12.0 6.7 20.0 9.0 20.0 MXP -7.4 -20.0 -12.0 -7.3 -1.1 0.1 -8.9 3.3 -12.6 13.7 8.6 5.7 14.0 -7.4 -0.5 7.4 11.6 9.0 10.3 -1.7 7.2 3.1 13.4 -3.8 -20.0 -1.5 4.0 9.0 -0.9 15.8 -5.9 20.0 9.7 13.0 -0.4 9.4 9.0 6.8 20.0 9.8 NASDAQ_micro -8.9 -16.4 -20.0 -3.8 6.1 0.2 3.5 3.9 -2.7 6.9 -3.4 -1.0 7.9 -5.0 -7.4 -6.3 -8.2 -7.1 -7.6 -9.3 -4.2 -2.3 3.2 -8.6 -16.7 -8.4 -0.9 -4.3 -5.1 1.5 -8.8 -4.2 -16.9 -12.9 -7.7 -14.2 9.1 -20.0 5.0 -20.0 NIKKEI -11.8 -20.0 -20.0 -2.4 3.9 0.1 2.2 2.5 -1.7 3.1 4.0 1.2 6.1 -3.9 -0.6 0.4 6.5 3.6 5.1 -0.8 3.6 0.1 6.7 -2.3 -9.7 0.1 1.7 4.6 0.2 7.7 -1.5 19.4 -5.0 0.0 3.0 6.9 -13.7 -3.5 -20.0 -0.5 NZD -15.9 -16.0 8.5 -4.7 -0.7 0.0 -5.8 2.1 -8.2 -9.0 -0.6 -9.7 -1.0 -9.4 -6.3 -2.7 -3.4 -3.2 -3.5 -6.3 -2.0 -9.9 -1.1 -10.3 9.5 -6.0 -7.6 -1.9 -10.5 -1.5 -10.4 0.0 -5.4 -2.8 -5.9 -2.0 -9.7 20.0 2.1 20.0 OAT -14.0 -19.2 1.9 -6.2 0.2 -3.7 -2.9 -2.5 -6.7 -0.2 -2.3 -3.9 -0.9 -7.5 -6.2 11.5 12.6 12.3 13.1 -7.1 -2.9 -6.4 -1.2 -9.3 -1.1 -5.9 3.3 -1.5 -4.0 0.0 -8.5 15.4 3.0 -0.2 -3.1 4.2 7.7 19.1 13.3 20.0 OATIES -6.1 20.0 18.0 12.6 -4.4 3.3 4.7 -7.9 12.4 -0.0 2.2 -2.9 -3.4 3.7 5.9 -3.7 -9.6 -6.1 -9.2 8.2 4.3 0.6 -1.5 5.6 -0.4 9.1 -7.1 4.6 -1.6 -2.0 5.7 -0.3 3.6 -2.4 14.3 7.5 1.2 -13.0 3.3 -15.4 OJ 1.8 -0.3 11.3 7.9 -2.8 2.1 3.0 -5.0 7.8 6.5 -3.4 6.3 -6.0 2.6 -0.9 -0.4 2.2 0.9 0.9 -0.2 -2.7 7.2 -5.6 3.1 -20.0 -0.7 6.8 -1.7 6.2 -3.5 1.8 19.2 14.9 -1.5 -7.3 3.2 -10.4 -11.0 -11.7 -11.1 PALLAD -16.1 -19.7 -1.5 -2.0 -0.4 2.8 -0.7 7.5 -2.9 2.7 -0.9 -2.7 2.2 -5.5 -6.0 -3.3 -3.1 -3.2 -3.1 -7.2 -1.4 -2.4 3.6 -7.3 11.9 -6.8 1.8 -1.6 -1.1 4.8 -6.1 2.8 1.4 -1.8 -5.6 -8.4 20.0 6.3 8.4 -4.3 PLAT -15.6 -11.7 5.1 -1.8 -0.3 2.5 -0.6 6.6 -2.5 3.0 0.0 -2.6 2.9 -4.7 -3.9 -2.0 -3.1 -2.2 -2.6 -3.8 1.6 -2.0 5.6 -5.0 -1.4 -2.7 0.4 3.1 -1.4 8.9 -4.1 3.3 -0.3 -0.8 -1.4 3.0 20.0 11.7 11.8 -0.8 REDWHEAT -2.4 15.7 20.0 16.7 -5.8 4.4 6.3 -10.5 16.3 -12.3 9.5 -5.1 -6.0 10.0 12.2 -13.3 -15.5 -13.9 -14.7 12.1 9.1 -2.3 0.8 7.1 5.8 14.2 -4.1 11.8 0.9 4.1 9.2 -9.3 4.5 -5.6 17.0 13.6 -20.0 -20.0 -20.0 -20.0 RICE 0.4 6.2 14.1 13.5 -4.7 3.6 5.1 -8.5 13.2 -3.4 -6.2 -0.0 -10.0 4.2 4.9 -20.0 -17.3 -20.0 -20.0 1.5 -4.8 -0.8 -15.1 1.7 2.9 4.1 3.3 -1.8 4.8 -13.2 4.7 -17.9 9.8 -7.2 -11.5 3.7 -20.0 -15.2 -19.1 -15.1 ROBUSTA -3.2 -5.9 -11.7 11.2 -3.9 3.0 4.2 -7.0 11.0 -9.1 -4.9 -8.5 -4.0 -8.0 -8.2 14.1 15.3 15.6 15.6 -8.5 -7.7 -15.3 -5.1 -10.0 -20.0 -6.4 -8.8 -6.1 -7.4 -3.8 -6.3 20.0 -17.8 -20.0 -19.6 -18.5 4.0 2.2 7.8 9.7 RUSSELL -4.2 -20.0 -8.5 -4.0 6.3 0.2 3.6 4.0 -2.8 8.5 2.6 5.2 8.9 -4.9 -5.1 -3.9 -5.0 -4.3 -4.6 -5.4 0.2 2.3 5.3 -4.4 5.3 -5.4 2.8 -0.5 -0.1 3.8 -5.2 1.2 -8.4 -1.3 -4.9 -1.6 -0.8 -20.0 -10.4 -20.0 SHATZ -20.0 -20.0 -2.5 -5.2 0.2 -3.1 -2.5 -2.1 -5.6 -7.2 -7.3 -7.5 -7.0 -7.9 -7.3 -0.0 -9.0 -0.1 -3.5 -14.1 -9.3 -12.1 -5.8 -15.7 6.7 -12.4 -0.3 -8.8 -7.1 -6.0 -13.0 -17.9 0.3 -10.8 -19.6 -10.4 13.9 17.2 18.0 20.0 SILVER-mini -17.8 -7.2 -1.4 -1.7 -0.3 2.4 -0.6 6.4 -2.4 0.8 0.5 -3.8 2.6 -5.0 -3.5 -1.7 -5.2 -2.6 -3.9 -2.7 2.7 -2.4 5.8 -4.8 -8.1 -0.4 -0.5 6.3 -1.4 11.4 -2.8 0.3 -0.4 -2.0 -1.9 6.5 12.7 11.5 6.0 1.9 SMI -10.2 -20.0 -11.1 -3.1 5.0 0.1 2.9 3.2 -2.2 4.1 2.4 4.5 6.3 -4.3 -3.8 3.2 6.9 7.3 7.8 -4.5 1.0 2.9 4.7 -4.1 4.9 -2.7 9.5 3.4 2.8 6.3 -4.0 20.0 9.7 1.9 2.1 6.7 0.1 20.0 -0.5 20.0 SOFR -15.3 -3.7 -7.2 -8.9 0.3 -5.3 -4.2 -3.5 -9.6 4.0 -5.3 -6.8 9.0 -10.4 -8.0 4.0 6.2 5.5 6.3 -5.7 -1.8 -5.9 1.7 -8.6 -18.7 -3.4 1.6 0.8 -4.4 3.4 -7.5 4.0 1.7 2.0 10.3 6.8 -11.9 -9.5 -18.6 -20.0 SOYBEAN -1.0 10.9 10.8 20.0 -7.3 5.5 7.8 -13.0 20.0 2.9 14.7 8.1 12.5 12.5 15.0 2.1 -2.7 1.4 -0.7 14.2 12.8 5.1 6.8 10.4 -6.1 12.6 -4.1 13.4 0.5 9.0 6.8 13.6 3.2 -17.4 12.7 4.7 -2.5 -10.2 -1.0 -7.2 SOYMEAL -4.5 6.2 4.4 12.8 -4.5 3.4 4.8 -8.1 12.6 -9.3 -0.8 -9.3 -4.8 -2.8 1.6 2.5 -11.1 -4.0 -8.1 1.0 1.1 -4.4 -1.6 -1.7 -10.7 3.0 -7.7 4.8 -6.2 2.5 -1.5 -0.4 -11.9 -12.8 -0.6 -5.1 -10.3 -14.9 -14.2 -14.2 SOYOIL 2.7 20.0 20.0 19.0 -6.6 5.0 7.1 -11.9 18.6 12.6 15.7 15.5 14.2 16.9 17.5 3.4 -4.7 -1.7 -4.0 20.0 20.0 20.0 18.6 20.0 -16.0 20.0 5.7 20.0 11.4 14.7 19.5 9.0 20.0 3.6 20.0 20.0 -3.9 -20.0 -4.7 -20.0 SP400 -6.6 -20.0 -1.1 -3.9 6.3 0.2 3.6 4.0 -2.8 9.9 3.5 6.2 8.7 -5.0 -3.7 -5.4 -6.2 -6.0 -6.1 -4.2 1.1 2.9 4.5 -3.9 3.0 -4.4 4.0 -0.2 0.6 2.0 -4.8 -1.2 -7.1 -2.5 -2.9 1.8 0.5 -20.0 -9.4 -20.0 SP500_micro -10.1 -20.0 -20.0 -4.1 6.5 0.2 3.7 4.1 -2.9 8.1 -1.0 -1.0 10.0 -6.2 -6.5 -6.8 -9.0 -7.8 -8.4 -10.8 -4.2 -1.9 4.0 -10.1 -11.2 -10.4 0.1 -5.3 -4.9 0.7 -10.6 -5.6 -15.0 -16.4 -14.8 -15.0 13.6 -20.0 11.0 -20.0 SUGAR11 16.5 20.0 14.9 14.8 -5.2 3.9 5.5 -9.3 14.5 -12.1 -3.8 -0.4 -10.5 6.8 6.5 -4.9 10.3 4.6 8.3 8.0 0.7 -6.0 -7.2 6.8 -20.0 11.2 -20.0 4.1 -5.8 -3.7 9.7 20.0 -20.0 7.3 7.6 4.1 -2.6 -19.2 -1.2 -13.2 US10 -13.3 -8.9 -9.1 -6.3 0.2 -3.8 -3.0 -2.5 -6.9 5.9 -3.9 -3.7 4.4 -7.3 -6.7 2.5 1.6 2.6 2.5 -6.2 -3.1 -3.2 -0.3 -6.9 -6.0 -5.1 2.9 -1.6 -2.0 1.1 -6.4 -3.4 4.0 -0.4 2.3 0.6 -4.2 -20.0 -13.2 -20.0 US10U -12.1 -8.4 -7.6 -9.8 0.4 -5.9 -4.7 -3.9 -10.6 9.2 -4.3 -4.4 6.5 -10.5 -9.7 2.9 1.2 2.9 2.4 -8.4 -3.7 -4.3 -0.1 -9.5 -10.7 -7.4 2.6 -1.4 -3.8 3.0 -9.8 -4.0 4.7 0.7 4.3 3.2 -4.7 -2.9 -20.0 -20.0 US2 -12.4 -15.1 -11.0 -6.0 0.2 -3.6 -2.9 -2.4 -6.5 5.5 -6.4 -3.1 -2.9 -6.4 -6.8 -3.9 -11.6 -7.0 -8.8 -10.3 -7.0 -4.1 -3.6 -9.6 6.3 -8.9 3.6 -5.7 -1.9 -2.4 -8.4 -20.0 6.7 -5.6 -9.3 -6.5 -2.3 -20.0 -4.6 -20.0 US20 -10.6 -8.7 -3.2 -6.3 0.2 -3.8 -3.0 -2.5 -6.9 5.4 -2.6 -1.9 1.4 -6.5 -5.9 4.1 4.1 4.6 4.6 -4.8 -2.1 -1.9 -0.5 -5.3 -6.0 -5.2 -0.6 -1.1 -3.3 1.3 -6.7 0.5 3.5 -0.4 0.9 3.3 -0.2 17.8 -6.4 -10.8 US30 -8.4 -4.8 -0.6 -9.4 0.4 -5.6 -4.5 -3.8 -10.2 7.2 -6.6 -3.5 -4.1 -10.0 -9.0 1.2 0.0 1.7 1.2 -5.8 -3.2 -3.2 -2.7 -6.5 -4.7 -7.1 -3.1 -2.0 -6.0 0.4 -9.6 -5.9 0.4 4.2 4.4 5.0 -2.8 14.1 -8.6 -9.3 US5 -13.7 -10.8 -10.3 -6.5 0.3 -3.9 -3.1 -2.6 -7.0 5.5 -4.7 -3.7 3.9 -7.2 -6.9 0.2 -1.4 0.2 -0.2 -7.7 -4.3 -4.0 -1.2 -8.2 -4.5 -6.3 3.3 -2.8 -2.1 0.3 -7.3 -8.2 4.8 -2.1 -0.9 -0.8 -3.4 -20.0 -9.6 -20.0 VIX 4.9 20.0 16.0 10.4 1.5 6.0 2.7 1.6 8.3 -6.3 3.9 -1.1 -5.6 8.1 7.8 7.7 -20.0 -6.1 -18.1 10.1 5.6 1.4 0.8 8.2 NaN 11.3 2.1 6.4 4.5 1.6 9.9 NaN NaN NaN NaN NaN -6.6 -20.0 NaN NaN WHEAT -1.0 17.5 20.0 16.4 -5.7 4.3 6.2 -10.3 16.1 -10.8 7.5 -2.7 -6.9 10.2 11.5 -12.5 -17.4 -14.7 -16.1 11.0 7.7 -0.1 -0.4 6.8 7.3 14.6 -2.6 12.2 1.2 4.4 9.1 -12.0 2.4 -7.4 17.7 13.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3