******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260408_203927 produced at 2026-04-08 21:35:50.713297 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.11 0.00 -1.34 0.0 0.00 0.00 0.00 0.00 -12.80 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.44 0.0 0.00 0.00 0.00 0.00 -12.41 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -2.25 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.02 -0.11 0.0 0.24 -0.24 -0.02 -0.02 -5.96 13.0 -1 -1 caleb_strategy_v3 CHF False False 0.07 -0.28 -0.11 0.0 0.90 -0.90 -0.28 -0.28 -1.57 13.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -31.69 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.10 0.0 0.91 -0.91 -0.09 -0.09 -3.25 29.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 -0.33 -0.07 0.0 1.18 -1.18 -0.33 -0.28 -1.55 25.0 -7 -6 caleb_strategy_v3 EUR False False 0.06 0.00 -0.05 0.0 0.89 -0.89 0.00 0.00 -0.74 14.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.17 -0.04 0.0 0.50 -0.50 -0.17 -0.11 -1.83 23.0 -8 -5 caleb_strategy_v3 DOW False False 0.01 0.00 -0.04 0.0 0.69 -0.69 0.00 0.00 -4.15 66.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.04 0.0 0.71 -0.71 0.00 0.00 -2.92 48.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.67 24.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.82 -0.82 0.00 0.00 -0.90 17.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.64 -0.64 -0.05 -0.05 -0.73 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.03 0.0 0.59 -0.59 -0.03 -0.03 -0.89 17.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -3.25 4.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.15 -1.15 -0.02 0.00 -0.99 56.0 -1 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.02 0.0 0.80 -0.80 0.00 0.00 -0.47 22.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 -0.02 -0.02 0.0 0.56 -0.56 -0.02 0.00 -1.48 36.0 -1 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.92 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.33 -0.33 0.00 0.00 -0.62 23.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -0.96 18.0 -1 -2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.01 0.0 0.39 -0.39 0.00 0.00 -2.13 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.05 -0.01 0.0 0.71 -0.71 -0.05 -0.09 -0.64 58.0 -4 -7 caleb_strategy_v3 BTP False False 0.06 0.00 -0.01 0.0 0.60 -0.60 0.00 0.00 -0.21 10.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.46 3.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.31 -0.31 -0.15 -0.15 -0.20 6.0 -3 -3 caleb_strategy_v3 SP400 False False 0.15 -0.15 -0.01 0.0 0.31 -0.31 -0.15 -0.15 -0.09 2.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.37 -0.37 -0.03 -0.03 -0.77 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 -0.16 9.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.67 9.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -1.81 26.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.18 -0.18 0.00 0.00 0.17 11.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.00 0.0 0.13 -0.13 0.00 -0.01 -0.07 9.0 0 -1 caleb_strategy_v3 BUXL False False 0.06 0.00 0.00 0.0 0.22 -0.22 0.00 0.00 0.06 4.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.00 0.0 0.53 -0.53 0.00 0.00 0.19 21.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.18 0.00 0.0 1.12 -1.12 -0.18 -0.06 0.06 19.0 -3 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.17 8.0 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 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 0.05 2.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.64 -0.64 0.00 0.00 0.18 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.08 2.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.71 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.12 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.00 0.01 0.0 999.00 -999.00 0.00 0.05 0.25 999999999.0 0 1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.36 10.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.01 0.0 0.59 -0.59 0.09 0.09 0.44 20.0 3 3 caleb_strategy_v3 CORN False False 0.01 0.04 0.01 0.0 0.12 -0.12 0.04 0.04 0.65 12.0 4 4 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.01 0.0 0.18 -0.18 0.05 0.05 0.37 7.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.00 0.02 0.0 999.00 -999.00 0.00 0.06 0.26 999999999.0 0 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.57 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.23 -0.23 0.00 0.00 4.66 51.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.13 0.03 0.0 0.19 -0.19 0.13 0.06 0.41 3.0 2 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.07 12.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.57 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.05 0.0 0.61 -0.61 0.12 0.12 0.82 10.0 2 2 caleb_strategy_v3 DX False False 0.04 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.40 999999999.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.06 0.0 0.58 -0.58 0.00 0.00 1.84 19.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.07 0.0 0.64 -0.64 0.16 0.16 0.89 8.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.08 0.0 0.16 -0.16 0.00 0.00 2.61 5.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.10 0.0 0.73 -0.73 0.00 0.00 2.29 17.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.07 0.16 0.0 0.74 -0.74 0.07 0.12 13.11 60.0 6 10 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.20 0.0 1.24 -1.24 0.00 0.00 1.61 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 9.1 Shocked risk 21.6 Sum abs risk 35.4 Leverage 4.07 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2297773.1, 'annual_cash_vol_target': 574443.275, 'daily_cash_vol_target': 35902.7046875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.7028 0.6991 11.1859 BITCOIN 1721.2621 71205.0000 2.4173 38.6773 BOBL 0.3064 115.8600 0.2645 4.2317 BTP 0.8221 118.1900 0.6955 11.1285 BUND 0.5420 126.0500 0.4300 6.8795 BUXL 0.9909 110.2400 0.8988 14.3812 CAC 98.0116 8255.5000 1.1872 18.9956 CAD 0.0026 0.7238 0.3572 5.7152 CANOLA 9.0316 718.7000 1.2567 20.1066 CHF 0.0063 1.2716 0.4935 7.8957 COCOA 106.5568 3252.0000 3.2767 52.4265 COFFEE 5.3425 288.4500 1.8521 29.6343 COPPER 0.0933 5.8010 1.6088 25.7408 CORN 4.6174 475.7500 0.9706 15.5289 COTTON2 0.7917 73.4800 1.0774 17.2385 CRUDE_W 1.4403 74.2500 1.9397 31.0357 DAX 323.4015 24147.0000 1.3393 21.4289 DOW 432.8538 47939.0000 0.9029 14.4468 DX 0.4402 98.9200 0.4450 7.1197 EUR 0.0058 1.1688 0.4925 7.8793 EURIBOR-ICE 0.0644 97.3750 0.0662 1.0587 EUROSTX 80.8823 5834.0000 1.3864 22.1823 FEEDCOW 3.0564 367.8250 0.8309 13.2949 GASOIL 42.5680 985.2500 4.3205 69.1284 GASOLINE 0.0795 2.8308 2.8073 44.9175 GAS_US_mini 0.1297 2.8650 4.5255 72.4075 GBP 0.0074 1.3384 0.5549 8.8788 GOLD_micro 75.7234 4730.0000 1.6009 25.6147 HEATOIL 0.1108 3.4242 3.2371 51.7935 JGB-SGX-mini 0.3185 130.2600 0.2445 3.9123 JPY 0.0000 0.0063 0.6110 9.7761 LEANHOG 1.0763 107.6500 0.9998 15.9963 LIVECOW 1.7912 245.7500 0.7289 11.6619 LUMBER-new 7.4337 602.5000 1.2338 19.7409 MXP 0.0004 0.0569 0.7702 12.3226 NASDAQ_micro 271.1394 24962.0000 1.0862 17.3793 NIKKEI 1000.3960 56715.0000 1.7639 28.2224 NZD 0.0044 0.5826 0.7593 12.1494 OAT 0.6517 119.9500 0.5433 8.6933 OATIES 6.4307 338.2500 1.9012 30.4187 OJ 6.3188 202.5000 3.1204 49.9260 PALLAD 48.3986 1575.0000 3.0729 49.1668 PLAT 56.7445 2045.7000 2.7738 44.3815 REDWHEAT 11.1371 625.0000 1.7819 28.5111 RICE 0.1386 11.3950 1.2167 19.4665 ROBUSTA 63.4022 3250.0000 1.9508 31.2134 RUSSELL 32.4830 2622.0000 1.2389 19.8218 SHATZ 0.1253 105.9550 0.1183 1.8926 SILVER-mini 2.7470 74.4875 3.6879 59.0065 SMI 134.6707 13015.0000 1.0347 16.5558 SOFR 0.0567 96.5150 0.0587 0.9397 SOYBEAN 9.4208 1151.5000 0.8181 13.0902 SOYMEAL 4.2445 311.9000 1.3608 21.7734 SOYOIL 0.9837 66.2400 1.4850 23.7604 SP400 38.1124 3536.5000 1.0777 17.2430 SP500_micro 61.6043 6799.7500 0.9060 14.4957 SUGAR11 0.2612 14.4900 1.8026 28.8413 US10 0.3854 111.2500 0.3464 5.5425 US10U 0.4898 113.7344 0.4306 6.8900 US2 0.1060 103.7305 0.1022 1.6354 US20 0.7333 114.2188 0.6420 10.2723 US30 0.9515 116.8125 0.8146 13.0335 US5 0.2552 108.2812 0.2357 3.7709 VIX 0.8264 22.2500 3.7141 59.4262 WHEAT 9.4469 638.7500 1.4790 23.6634 ============================================================================================================================================= Subsystem position ============================================================================================================================================= Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 702.80 0.70 491.34 1.00 491.34 35902.7 73.07 9.71 70.92 BITCOIN 71.20 2.42 172.13 1.00 172.13 35902.7 208.58 -14.01 -292.22 BOBL 1158.60 0.26 306.43 1.15 353.50 35902.7 101.56 0.55 5.54 BTP 1181.90 0.70 822.05 1.15 948.34 35902.7 37.86 -1.65 -6.23 BUND 1260.50 0.43 541.97 1.15 625.24 35902.7 57.42 3.13 17.96 BUXL 1102.40 0.90 990.86 1.15 1143.08 35902.7 31.41 1.75 5.49 CAC 825.55 1.19 980.12 1.15 1130.69 35902.7 31.75 9.85 31.28 CAD 723.75 0.36 258.52 1.00 258.52 35902.7 138.88 -9.02 -125.23 CANOLA 143.74 1.26 180.63 0.72 129.77 35902.7 276.67 6.91 191.21 CHF 1589.44 0.49 784.36 1.00 784.36 35902.7 45.77 -13.24 -60.59 COCOA 325.20 3.28 1065.57 1.00 1065.57 35902.7 33.69 -9.32 -31.41 COFFEE 1081.69 1.85 2003.44 1.00 2003.44 35902.7 17.92 -0.39 -0.70 COPPER 1450.25 1.61 2333.16 1.00 2333.16 35902.7 15.39 1.58 2.44 CORN 237.88 0.97 230.87 1.00 230.87 35902.7 155.51 1.71 26.63 COTTON2 367.40 1.08 395.84 1.00 395.84 35902.7 90.70 0.75 6.85 CRUDE_W 742.50 1.94 1440.25 1.00 1440.25 35902.7 24.93 9.65 24.05 DAX 241.47 1.34 323.40 1.15 373.08 35902.7 96.23 -1.94 -18.68 DOW 239.70 0.90 216.43 1.00 216.43 35902.7 165.89 -10.74 -178.23 DX 989.20 0.44 440.17 1.00 440.17 35902.7 81.56 6.62 54.03 EUR 1461.00 0.49 719.48 1.00 719.48 35902.7 49.90 -5.70 -28.46 EURIBOR-ICE 2434.38 0.07 161.08 1.15 185.83 35902.7 193.21 2.44 47.19 EUROSTX 583.40 1.39 808.82 1.15 933.08 35902.7 38.48 3.34 12.84 FEEDCOW 1839.12 0.83 1528.19 1.00 1528.19 35902.7 23.49 11.35 26.67 GASOIL 985.25 4.32 4256.80 1.00 4256.80 35902.7 8.43 15.49 13.07 GASOLINE 1188.94 2.81 3337.75 1.00 3337.75 35902.7 10.76 5.32 5.72 GAS_US_mini 71.63 4.53 324.14 1.00 324.14 35902.7 110.76 -1.51 -16.73 GBP 836.50 0.55 464.20 1.00 464.20 35902.7 77.34 -2.32 -17.97 GOLD_micro 473.00 1.60 757.23 1.00 757.23 35902.7 47.41 -6.12 -29.00 HEATOIL 1438.16 3.24 4655.47 1.00 4655.47 35902.7 7.71 12.20 9.41 JGB-SGX-mini 130260.00 0.24 31850.97 0.01 199.34 35902.7 180.10 -6.35 -114.40 JPY 792.06 0.61 483.95 1.00 483.95 35902.7 74.19 -4.63 -34.35 LEANHOG 430.60 1.00 430.50 1.00 430.50 35902.7 83.40 -11.74 -97.87 LIVECOW 983.00 0.73 716.48 1.00 716.48 35902.7 50.11 13.76 68.97 LUMBER-new 165.69 1.23 204.43 1.00 204.43 35902.7 175.63 -6.83 -120.03 MXP 284.65 0.77 219.23 1.00 219.23 35902.7 163.77 5.45 89.22 NASDAQ_micro 499.24 1.09 542.28 1.00 542.28 35902.7 66.21 -11.88 -78.64 NIKKEI 56715.00 1.76 100039.60 0.01 626.11 35902.7 57.34 -2.38 -13.67 NZD 582.60 0.76 442.39 1.00 442.39 35902.7 81.16 0.91 7.42 OAT 1199.50 0.54 651.72 1.15 751.84 35902.7 47.75 5.05 24.13 OATIES 169.12 1.90 321.53 1.00 321.53 35902.7 111.66 0.18 1.96 OJ 303.75 3.12 947.81 1.00 947.81 35902.7 37.88 -5.01 -18.99 PALLAD 1575.00 3.07 4839.86 1.00 4839.86 35902.7 7.42 3.02 2.24 PLAT 1022.85 2.77 2837.23 1.00 2837.23 35902.7 12.65 2.82 3.57 REDWHEAT 312.50 1.78 556.86 1.00 556.86 35902.7 64.47 -2.01 -12.95 RICE 227.90 1.22 277.28 1.00 277.28 35902.7 129.48 -10.31 -133.49 ROBUSTA 325.00 1.95 634.02 1.00 634.02 35902.7 56.63 -8.19 -46.37 RUSSELL 131.10 1.24 162.41 1.00 162.41 35902.7 221.06 -2.90 -64.04 SHATZ 1059.55 0.12 125.33 1.15 144.58 35902.7 248.32 -2.65 -65.92 SILVER-mini 1862.19 3.69 6867.58 1.00 6867.58 35902.7 5.23 -0.30 -0.15 SMI 1301.50 1.03 1346.71 1.25 1685.69 35902.7 21.30 7.77 16.55 SOFR 2412.88 0.06 141.71 1.00 141.71 35902.7 253.35 -8.30 -210.31 SOYBEAN 575.75 0.82 471.04 1.00 471.04 35902.7 76.22 5.28 40.22 SOYMEAL 311.90 1.36 424.45 1.00 424.45 35902.7 84.59 -8.44 -71.41 SOYOIL 397.44 1.49 590.21 1.00 590.21 35902.7 60.83 6.26 38.09 SP400 3536.50 1.08 3811.24 1.00 3811.24 35902.7 9.42 -3.02 -2.85 SP500_micro 339.99 0.91 308.02 1.00 308.02 35902.7 116.56 -10.78 -125.68 SUGAR11 162.29 1.80 292.54 1.00 292.54 35902.7 122.73 -3.22 -39.54 US10 1112.50 0.35 385.38 1.00 385.38 35902.7 93.16 -7.61 -70.86 US10U 1137.34 0.43 489.77 1.00 489.77 35902.7 73.31 -7.81 -57.24 US2 2074.61 0.10 212.05 1.00 212.05 35902.7 169.31 -10.45 -176.95 US20 1142.19 0.64 733.31 1.00 733.31 35902.7 48.96 -2.56 -12.53 US30 1168.12 0.81 951.54 1.00 951.54 35902.7 37.73 -4.19 -15.81 US5 1082.81 0.24 255.20 1.00 255.20 35902.7 140.69 -8.68 -122.11 VIX 222.50 3.71 826.40 1.00 826.40 35902.7 43.44 0.66 2.87 WHEAT 319.38 1.48 472.34 1.00 472.34 35902.7 76.01 -0.68 -5.14 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 70.921 0.010 2.5 1.843 BITCOIN -292.218 0.043 2.5 -31.688 BOBL 5.537 0.004 2.5 0.056 BTP -6.229 0.014 2.5 -0.213 BUND 17.957 0.004 2.5 0.182 BUXL 5.487 0.004 2.5 0.056 CAC 31.284 0.014 2.5 1.069 CAD -125.234 0.010 2.5 -3.254 CANOLA 191.208 0.010 2.5 4.658 CHF -60.588 0.010 2.5 -1.574 COCOA -31.411 0.010 2.5 -0.765 COFFEE -0.702 0.005 2.5 -0.009 COPPER 2.435 0.043 2.5 0.264 CORN 26.635 0.010 2.5 0.649 COTTON2 6.847 0.010 2.5 0.167 CRUDE_W 24.045 0.043 2.5 2.607 DAX -18.677 0.014 2.5 -0.638 DOW -178.226 0.009 2.5 -4.148 DX 54.031 0.010 2.5 1.404 EUR -28.459 0.010 2.5 -0.739 EURIBOR-ICE 47.189 0.014 2.5 1.612 EUROSTX 12.839 0.014 2.5 0.439 FEEDCOW 26.674 0.013 2.5 0.885 GASOIL 13.066 0.017 2.5 0.567 GASOLINE 5.725 0.017 2.5 0.249 GAS_US_mini -16.735 0.043 2.5 -1.815 GBP -17.970 0.010 2.5 -0.467 GOLD_micro -29.003 0.014 2.5 -0.991 HEATOIL 9.410 0.017 2.5 0.408 JGB-SGX-mini -114.398 0.043 2.5 -12.405 JPY -34.353 0.010 2.5 -0.893 LEANHOG -97.870 0.024 2.5 -5.956 LIVECOW 68.970 0.013 2.5 2.289 LUMBER-new -120.030 0.010 2.5 -2.924 MXP 89.218 0.059 2.5 13.113 NASDAQ_micro -78.644 0.009 2.5 -1.830 NIKKEI -13.673 0.043 2.5 -1.483 NZD 7.420 0.010 2.5 0.193 OAT 24.129 0.014 2.5 0.824 OATIES 1.962 0.010 2.5 0.048 OJ -18.987 0.010 2.5 -0.463 PALLAD 2.241 0.014 2.5 0.077 PLAT 3.573 0.014 2.5 0.122 REDWHEAT -12.952 0.005 2.5 -0.172 RICE -133.493 0.010 2.5 -3.252 ROBUSTA -46.366 0.005 2.5 -0.616 RUSSELL -64.038 0.013 2.5 -2.125 SHATZ -65.920 0.004 2.5 -0.669 SILVER-mini -0.155 0.014 2.5 -0.005 SMI 16.554 0.014 2.5 0.565 SOFR -210.312 0.024 2.5 -12.800 SOYBEAN 40.223 0.004 2.5 0.375 SOYMEAL -71.412 0.004 2.5 -0.665 SOYOIL 38.092 0.004 2.5 0.355 SP400 -2.849 0.013 2.5 -0.095 SP500_micro -125.678 0.009 2.5 -2.925 SUGAR11 -39.540 0.010 2.5 -0.963 US10 -70.856 0.005 2.5 -0.899 US10U -57.245 0.005 2.5 -0.726 US2 -176.953 0.005 2.5 -2.245 US20 -12.535 0.005 2.5 -0.159 US30 -15.809 0.005 2.5 -0.201 US5 -122.106 0.005 2.5 -1.549 VIX 2.869 0.099 2.5 0.709 WHEAT -5.138 0.005 2.5 -0.068 ===================== Position diags ===================== AUD 1.90 BITCOIN 22.62 BOBL 1.03 BTP 1.29 BUND 0.58 BUXL 0.32 CAC 1.08 CAD 3.61 CANOLA 6.74 CHF 1.19 COCOA 0.82 COFFEE 0.24 COPPER 1.67 CORN 3.79 COTTON2 2.21 CRUDE_W 2.70 DAX 3.29 DOW 3.86 DX 2.12 EUR 1.30 EURIBOR-ICE 6.60 EUROSTX 1.31 FEEDCOW 0.78 GASOIL 0.37 GASOLINE 0.47 GAS_US_mini 12.01 GBP 2.01 GOLD_micro 1.62 HEATOIL 0.33 JGB-SGX-mini 19.53 JPY 1.93 LEANHOG 5.08 LIVECOW 1.66 LUMBER-new 4.28 MXP 24.07 NASDAQ_micro 1.54 NIKKEI 6.22 NZD 2.11 OAT 1.63 OATIES 2.72 OJ 0.92 PALLAD 0.25 PLAT 0.43 REDWHEAT 0.86 RICE 3.15 ROBUSTA 0.75 RUSSELL 7.34 SHATZ 2.52 SILVER-mini 0.18 SMI 0.73 SOFR 15.42 SOYBEAN 0.71 SOYMEAL 0.79 SOYOIL 0.57 SP400 0.31 SP500_micro 2.71 SUGAR11 2.99 US10 1.18 US10U 0.93 US2 2.15 US20 0.62 US30 0.48 US5 1.79 VIX 10.74 WHEAT 1.01 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.8 1.7 2.0 0.0 0 BITCOIN -31.7 -33.9 -29.4 0.0 0 BOBL 0.1 -0.0 0.2 -3.0 -3 BTP -0.2 -0.3 -0.1 0.0 0 BUND 0.2 0.1 0.2 0.0 0 BUXL 0.1 0.0 0.1 0.0 0 CAC 1.1 1.0 1.2 0.0 0 CAD -3.3 -3.6 -2.9 -3.0 -3 CANOLA 4.7 4.0 5.3 0.0 0 CHF -1.6 -1.7 -1.5 -4.0 -4 COCOA -0.8 -0.8 -0.7 -2.0 -2 COFFEE -0.0 -0.0 0.0 0.0 0 COPPER 0.3 0.1 0.4 0.0 0 CORN 0.6 0.3 1.0 4.0 4 COTTON2 0.2 -0.1 0.4 0.0 0 CRUDE_W 2.6 2.3 2.9 0.0 0 DAX -0.6 -1.0 -0.3 -4.0 -4 DOW -4.1 -4.5 -3.8 0.0 0 DX 1.4 1.2 1.6 0.0 0 EUR -0.7 -0.9 -0.6 0.0 0 EURIBOR-ICE 1.6 1.0 2.3 0.0 0 EUROSTX 0.4 0.3 0.6 3.0 3 FEEDCOW 0.9 0.8 1.0 2.0 2 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.2 0.2 0.3 0.0 0 GAS_US_mini -1.8 -3.0 -0.6 0.0 0 GBP -0.5 -0.7 -0.3 0.0 0 GOLD_micro -1.0 -1.2 -0.8 -1.0 -1 HEATOIL 0.4 0.4 0.4 2.0 2 JGB-SGX-mini -12.4 -14.4 -10.5 0.0 0 JPY -0.9 -1.1 -0.7 -1.0 -1 LEANHOG -6.0 -6.5 -5.4 -1.0 -1 LIVECOW 2.3 2.1 2.5 0.0 0 LUMBER-new -2.9 -3.4 -2.5 0.0 0 MXP 13.1 10.7 15.5 6.0 6 NASDAQ_micro -1.8 -2.0 -1.7 -8.0 -8 NIKKEI -1.5 -2.1 -0.9 -1.0 -1 NZD 0.2 -0.0 0.4 0.0 0 OAT 0.8 0.7 1.0 2.0 2 OATIES 0.0 -0.2 0.3 NaN 0 OJ -0.5 -0.6 -0.4 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.1 0.1 0.2 0.0 0 REDWHEAT -0.2 -0.3 -0.1 0.0 0 RICE -3.3 -3.6 -2.9 0.0 0 ROBUSTA -0.6 -0.7 -0.5 0.0 0 RUSSELL -2.1 -2.9 -1.4 0.0 0 SHATZ -0.7 -0.9 -0.4 NaN 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SMI 0.6 0.5 0.6 0.0 0 SOFR -12.8 -14.3 -11.3 NaN 0 SOYBEAN 0.4 0.3 0.4 2.0 2 SOYMEAL -0.7 -0.7 -0.6 -1.0 -1 SOYOIL 0.4 0.3 0.4 0.0 0 SP400 -0.1 -0.1 -0.1 -1.0 -1 SP500_micro -2.9 -3.2 -2.7 0.0 0 SUGAR11 -1.0 -1.3 -0.7 -1.0 -1 US10 -0.9 -1.0 -0.8 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -2.2 -2.5 -2.0 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.2 -0.2 -0.2 -3.0 -3 US5 -1.5 -1.7 -1.4 -7.0 -7 VIX 0.7 -0.4 1.8 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 -0.5 -0.4 0.3 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 0.2 -0.0 0.4 -0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.2 -0.0 1.2 0.0 0.1 0.3 0.0 0.3 -0.0 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 0.1 0.2 0.0 0.6 -0.0 0.1 -0.5 -0.0 -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 0.0 -0.4 -0.1 -0.4 -0.1 -0.0 -0.5 0.1 0.3 -0.5 -0.4 -0.0 -0.7 -0.6 BOBL -0.3 -0.4 0.0 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.4 -0.0 0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.3 -0.1 0.2 -0.2 0.1 -0.2 -0.1 -0.4 0.1 -0.0 -0.2 -0.1 0.4 0.7 0.5 0.7 BTP -0.2 -0.6 -0.3 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.1 -0.1 0.0 0.2 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 0.0 0.0 -0.1 -2.7 -0.1 0.2 -0.1 0.1 0.0 -0.1 0.6 0.2 0.0 -0.3 0.0 0.3 0.7 0.4 0.7 BUND -0.3 -0.3 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.2 -0.0 -0.3 -0.1 -0.1 0.0 0.2 0.2 0.2 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.1 -0.1 -0.0 0.4 0.0 0.1 -0.0 0.1 0.3 0.7 0.5 0.7 BUXL -0.0 0.2 0.3 -0.1 0.1 -0.1 0.0 -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 0.2 -0.1 0.1 -0.3 0.0 -0.0 -0.1 0.5 0.5 0.2 -0.2 0.4 -0.2 0.2 CAC 0.2 -0.6 -0.5 -0.0 0.2 0.0 0.1 0.2 0.0 0.1 -0.1 0.1 0.3 -0.1 -0.1 0.4 0.0 0.2 0.1 -0.1 -0.0 0.1 0.0 0.0 0.7 0.0 0.2 0.1 0.2 0.1 0.1 0.6 0.2 -0.0 0.6 0.2 0.3 0.7 0.1 0.7 CAD -0.6 -0.4 0.1 -0.1 0.2 0.0 -0.0 0.2 -0.1 0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 2.7 -0.1 -0.0 -0.0 -0.2 0.1 -0.2 -0.4 -0.5 -0.6 -0.1 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 0.5 0.6 0.1 -0.1 0.1 0.0 -0.3 0.1 -0.1 0.2 -0.0 0.1 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.0 0.1 0.0 1.0 0.1 -0.1 0.2 -0.0 0.1 0.0 -0.6 -0.1 -0.3 0.5 0.5 0.2 0.7 0.3 0.7 CHF -0.5 -0.6 -0.2 -0.0 0.1 0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.1 0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.0 0.1 -0.1 -0.3 -0.1 0.0 0.0 -0.1 0.2 -0.1 -1.0 -0.2 -0.2 -0.1 -0.0 -0.6 -0.7 -0.4 -0.7 COCOA 0.5 -0.3 -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 -0.0 -2.7 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.8 0.0 -0.2 -0.4 -0.6 0.4 0.0 0.5 0.2 COFFEE 0.6 0.1 -0.6 0.2 -0.1 0.2 0.0 -0.5 0.2 -0.1 -0.2 -0.1 0.0 -0.0 -0.1 0.2 0.3 0.3 0.4 -0.1 -0.1 -0.1 -0.0 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 0.2 -0.0 1.1 -0.5 -0.3 -0.2 -0.6 0.7 0.7 0.7 0.7 COPPER -0.4 -0.4 0.0 -0.0 0.0 0.1 0.0 0.3 -0.0 0.1 0.1 0.0 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 0.1 -0.0 -0.1 -0.0 0.1 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 0.5 0.4 0.2 -0.1 0.2 0.0 -0.5 0.2 -0.2 0.4 -0.2 -0.1 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.1 0.0 0.0 1.4 0.2 -0.2 0.4 -0.2 0.2 0.0 -1.1 -0.5 -0.6 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 0.1 0.0 0.2 -0.5 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.3 0.2 -0.6 0.2 0.1 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 -0.4 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 0.2 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 -0.1 -0.6 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 0.0 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 -0.0 -0.8 -0.1 0.2 -0.1 0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.2 0.4 0.7 0.5 0.7 DOW -0.1 -0.6 -0.6 -0.0 0.1 0.0 0.1 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 0.1 0.1 -0.1 -0.8 -0.1 0.1 -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 0.1 0.6 0.3 -0.0 0.1 0.0 -0.0 0.1 -0.1 -0.1 0.2 0.0 -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 -0.1 0.1 -0.0 -0.0 0.1 0.8 0.1 0.6 0.6 -0.1 0.0 0.6 0.3 0.7 EUR 0.1 -0.5 -0.5 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.2 0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 -0.0 0.6 -0.1 0.1 -0.0 0.0 0.1 -0.0 -0.3 0.1 0.3 -0.1 -0.2 -0.5 -0.7 -0.3 -0.7 EURIBOR-ICE -0.3 -0.6 -0.2 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 0.2 0.1 0.2 -0.1 -0.0 -0.0 -0.1 -0.1 -0.3 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.5 0.1 -0.0 -0.2 -0.1 0.6 0.6 0.7 0.7 EUROSTX -0.1 -0.6 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.0 0.3 -0.1 -0.1 0.0 0.0 0.1 0.1 -0.0 -0.0 0.1 0.1 -0.0 -0.6 -0.0 0.2 0.0 0.1 0.1 -0.0 0.7 -0.0 -0.0 -0.2 -0.0 0.3 0.7 0.2 0.7 FEEDCOW 0.6 -0.6 -0.0 0.2 -0.1 0.1 0.0 -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 0.2 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 0.4 0.6 0.6 0.1 -0.0 0.3 0.0 0.2 0.1 0.0 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.1 0.2 0.1 -0.3 0.2 -0.0 0.3 0.1 0.3 0.1 1.1 0.2 0.0 0.6 0.4 -0.1 0.4 -0.3 -0.0 GASOLINE -0.3 0.6 0.6 0.2 -0.0 0.4 0.0 0.3 0.1 -0.0 0.2 0.0 0.2 0.1 0.1 0.4 -0.4 -0.4 -0.4 0.2 0.1 0.0 0.2 0.1 -1.0 0.2 -0.0 0.3 0.0 0.2 0.1 -1.1 -0.1 0.1 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 0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 0.2 0.2 -0.0 -0.0 -0.0 -0.1 -0.1 2.4 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.7 -0.3 -0.6 -0.6 -0.6 0.4 -0.0 0.4 -0.3 GBP -0.1 -0.4 -0.1 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.0 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 0.0 0.1 -0.1 -0.1 -0.0 0.1 0.0 0.0 0.2 -0.0 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 0.5 -0.0 -0.2 0.1 -0.3 -0.1 0.4 0.7 0.2 -0.1 -0.7 HEATOIL -0.1 0.6 0.6 0.2 -0.0 0.3 0.0 0.2 0.1 -0.0 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.2 0.2 -1.1 0.2 -0.0 0.3 0.0 0.3 0.1 1.1 0.0 0.2 0.5 0.3 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.4 0.3 0.4 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -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 -0.3 -0.1 0.3 -0.4 -0.3 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 -0.0 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 -0.0 -0.4 -0.1 -0.5 0.0 0.3 0.0 -0.3 -0.2 -0.5 0.1 -0.6 LEANHOG -0.4 -0.4 0.2 0.2 -0.1 0.2 0.1 -0.7 0.2 0.0 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 -0.2 0.0 -0.2 0.3 -0.2 -1.1 -0.3 -0.6 -0.6 -0.0 -0.6 0.2 -0.4 0.4 LIVECOW 0.6 -0.1 0.1 0.2 -0.1 0.2 0.0 -0.5 0.2 0.1 0.4 0.2 0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 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 -0.1 -0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.2 0.1 0.4 0.2 -0.1 0.2 0.0 -0.5 0.2 -0.1 -0.5 -0.1 -0.7 -0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.1 -0.1 -0.6 -0.1 NaN -0.0 -0.0 -0.3 -0.0 -0.6 0.0 -1.2 0.1 -0.1 -0.6 -0.5 0.3 0.8 0.3 0.8 MXP -0.2 -0.6 -0.4 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 0.2 0.1 0.5 -0.0 0.0 0.2 0.2 0.2 0.2 -0.0 0.1 0.1 0.3 0.0 -2.7 -0.0 0.1 0.2 0.1 0.5 -0.0 1.1 0.2 0.5 -0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro -0.2 -0.5 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 0.0 0.3 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 0.1 0.1 -0.0 -2.2 -0.1 0.1 -0.1 0.0 0.1 -0.1 -0.2 -0.4 -0.5 -0.2 -0.5 0.3 -0.7 0.2 -0.7 NIKKEI -0.3 -0.6 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 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 0.1 0.1 0.0 0.2 0.0 1.0 -0.1 -0.0 0.1 0.2 -0.5 -0.1 -0.7 -0.0 NZD -0.4 -0.5 0.3 -0.0 0.1 0.0 -0.0 0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 1.3 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.2 -0.1 -0.3 0.7 0.1 0.7 OAT -0.3 -0.6 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.0 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 -0.0 0.2 -0.0 0.1 0.0 -0.0 0.8 0.1 0.0 -0.1 0.1 0.2 0.6 0.4 0.7 OATIES -0.3 0.6 0.6 0.1 -0.1 0.1 0.0 -0.3 0.1 -0.1 0.1 -0.1 -0.1 0.0 0.1 -0.1 -0.2 -0.1 -0.2 0.1 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.3 0.4 0.2 0.0 -0.4 0.1 -0.5 OJ 0.1 0.0 0.3 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 0.3 -0.0 -0.2 0.1 -0.3 -0.4 -0.4 -0.4 PALLAD -0.4 -0.6 -0.1 -0.0 0.0 0.1 0.0 0.3 -0.0 0.1 -0.0 0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 -0.1 1.6 -0.1 0.1 -0.0 0.0 0.2 -0.0 0.1 0.1 -0.0 -0.2 -0.3 0.7 0.2 0.3 -0.1 PLAT -0.4 -0.4 0.1 -0.0 0.0 0.1 0.0 0.2 -0.0 0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.0 0.2 -0.0 -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 0.0 -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 -0.1 0.0 0.0 0.8 0.1 -0.1 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 0.4 0.1 -0.1 0.1 0.0 -0.3 0.1 -0.1 -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 0.0 -0.5 0.0 -1.0 0.2 -0.2 -0.4 0.1 -0.7 -0.5 -0.7 -0.5 ROBUSTA -0.2 -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 0.0 -0.6 -0.3 -0.0 0.2 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.1 -0.0 0.7 -0.0 0.1 -0.0 0.1 0.1 -0.0 0.1 -0.3 -0.1 -0.2 -0.1 -0.0 -0.7 -0.3 -0.7 SHATZ -0.3 -0.5 0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.9 -0.1 0.1 -0.2 0.1 -0.2 -0.1 -0.9 0.2 -0.2 -0.6 -0.3 0.4 0.6 0.6 0.7 SILVER-mini -0.5 -0.3 -0.1 -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 -0.0 -1.1 -0.0 0.0 0.2 -0.0 0.4 -0.0 0.0 -0.1 -0.1 -0.1 0.2 0.4 0.4 0.2 0.1 SMI -0.2 -0.6 -0.4 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.2 -0.0 -0.0 0.0 0.1 0.1 0.2 -0.0 0.0 0.1 0.1 -0.0 0.6 -0.0 0.2 0.1 0.1 0.2 0.0 1.1 0.1 0.1 0.0 0.2 0.0 0.7 -0.0 0.7 SOFR -0.5 -0.2 -0.2 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.1 -0.1 -0.0 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 0.0 -0.1 -2.5 -0.0 0.1 0.0 0.0 0.1 -0.1 0.2 -0.1 -0.0 0.3 0.2 -0.4 -0.3 -0.6 -0.7 SOYBEAN 0.0 0.3 0.4 0.2 -0.1 0.2 0.0 -0.5 0.2 0.0 0.4 0.1 0.5 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 0.0 -0.6 0.4 0.2 -0.1 -0.3 -0.0 -0.2 SOYMEAL -0.1 0.2 0.1 0.1 -0.1 0.1 0.0 -0.3 0.1 -0.0 -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 -0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.2 -0.4 -0.0 -0.2 -0.3 -0.5 -0.5 -0.5 SOYOIL -0.0 0.6 0.6 0.2 -0.1 0.1 0.0 -0.4 0.2 -0.0 0.4 0.1 0.5 0.2 0.2 0.1 -0.1 -0.0 -0.1 0.2 0.2 0.1 0.5 0.2 -2.0 0.2 -0.1 0.5 0.0 0.5 0.2 0.5 0.1 -0.1 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 -0.1 -0.6 -0.1 -0.0 0.2 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.1 0.0 0.4 -0.0 0.1 0.0 0.1 0.1 -0.0 -0.1 -0.2 -0.1 -0.1 0.0 0.0 -0.7 -0.3 -0.7 SP500_micro -0.1 -0.6 -0.6 -0.0 0.2 0.0 0.1 0.1 0.0 0.1 -0.0 0.1 0.4 -0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 0.1 0.1 -0.1 -1.5 -0.1 0.1 -0.1 0.0 0.0 -0.1 -0.3 -0.4 -0.6 -0.5 -0.5 0.4 -0.7 0.3 -0.7 SUGAR11 0.4 0.6 0.5 0.2 -0.1 0.1 0.0 -0.3 0.1 -0.1 -0.1 -0.0 -0.4 0.0 0.1 -0.1 0.2 0.1 0.2 0.1 0.0 -0.1 -0.2 0.0 -2.6 0.1 -0.2 0.1 -0.1 -0.1 0.1 1.1 -0.5 0.1 0.2 0.1 -0.1 -0.6 -0.1 -0.4 US10 -0.4 -0.3 -0.3 -0.1 0.1 -0.1 0.0 -0.1 -0.0 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 -0.0 0.1 -0.0 0.0 0.0 -0.0 -0.2 0.0 -0.1 0.1 0.0 -0.1 -0.7 -0.4 -0.7 US10U -0.3 -0.3 -0.2 -0.1 0.1 -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 0.1 -0.1 -0.0 0.0 -0.0 -0.1 -1.4 -0.1 0.1 -0.0 0.0 0.1 -0.1 -0.2 -0.0 -0.1 0.1 0.1 -0.1 -0.1 -0.7 -0.7 US2 -0.3 -0.5 -0.4 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 0.8 -0.1 0.0 -0.2 0.0 -0.1 -0.1 -1.1 0.1 -0.2 -0.3 -0.2 -0.1 -0.7 -0.1 -0.7 US20 -0.3 -0.3 -0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.0 0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.8 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.1 0.0 0.6 -0.2 -0.4 US30 -0.2 -0.2 -0.0 -0.1 0.1 -0.1 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 -0.0 0.0 -0.1 -0.3 -0.1 0.1 0.1 0.2 -0.1 0.5 -0.3 -0.3 US5 -0.4 -0.4 -0.3 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.1 -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 0.1 -0.1 0.0 0.0 -0.1 -0.4 0.0 -0.1 -0.0 -0.0 -0.1 -0.7 -0.3 -0.7 VIX 0.1 1.0 0.8 0.2 -0.1 0.2 -0.0 0.1 0.1 -0.2 0.2 -0.1 -0.3 0.1 0.1 0.2 -0.6 -0.2 -0.6 0.1 0.1 -0.1 0.0 0.1 NaN 0.2 -0.1 0.3 -0.0 0.1 0.1 NaN NaN NaN NaN NaN -0.4 -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 -0.2 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 -16.5 -11.6 10.0 -4.9 9.2 0.1 -1.2 2.5 -7.2 10.4 8.7 -1.6 10.1 -4.3 5.3 1.7 0.0 1.3 0.8 2.0 7.9 2.4 8.3 -2.6 9.1 3.3 11.1 9.6 3.1 9.1 -1.9 6.6 5.2 2.0 7.0 14.2 -4.0 20.0 5.5 20.0 BITCOIN 11.8 -20.0 -20.0 -3.5 9.9 6.2 3.6 16.1 -3.7 12.7 -16.9 -3.0 -12.0 -6.5 -15.1 -3.7 -5.5 -3.7 -4.3 -20.0 -20.0 3.2 -20.0 -6.9 -12.0 -9.4 0.2 -15.2 -6.0 -11.7 -7.1 -0.3 -20.0 4.5 10.4 -16.1 -10.8 -0.9 -20.0 -17.2 BOBL -9.5 -12.6 0.6 -5.0 9.2 -3.3 2.0 -2.3 -4.1 4.8 -7.0 -2.9 -4.9 -8.0 -7.6 17.7 -0.7 2.9 -0.5 -8.6 -5.7 -2.7 -3.6 -8.6 1.9 -8.0 19.7 -5.9 8.6 -4.2 -5.4 -8.0 5.1 -1.2 -7.3 -2.0 10.5 20.0 16.2 20.0 BTP -7.2 -20.0 -10.3 -5.9 10.8 -3.9 2.3 -2.7 -4.8 7.6 -3.1 1.4 5.4 -7.4 -7.4 4.7 10.5 9.1 10.5 -7.8 -3.7 1.2 0.1 -7.1 -20.0 -8.6 20.0 -3.6 12.7 1.0 -5.6 11.4 9.0 0.1 -9.6 0.1 8.3 20.0 13.2 20.0 BUND -8.1 -7.9 3.2 -5.7 10.4 -3.7 2.2 -2.6 -4.6 6.1 -6.8 -1.0 -7.2 -8.2 -7.6 1.1 8.2 8.3 9.4 -6.8 -4.4 -2.2 -3.6 -7.1 0.0 -6.2 20.0 -4.2 9.3 -3.5 -4.1 8.4 1.3 1.9 -0.9 1.7 8.5 20.0 14.2 20.0 BUXL -0.6 6.1 9.0 -7.8 14.3 -5.1 3.0 -3.5 -6.3 5.9 -10.6 -0.1 -15.4 -6.9 -6.5 3.5 3.8 4.1 4.2 -2.7 -4.7 -1.4 -9.5 -2.5 3.5 -1.2 19.8 -3.9 13.3 -7.8 2.7 -0.2 -5.9 15.3 13.9 7.4 -5.0 12.8 -5.6 5.4 CAC 7.5 -20.0 -14.8 -2.6 20.0 0.6 10.9 4.2 0.8 10.9 -2.7 7.7 8.3 -4.8 -7.1 18.9 0.0 7.9 2.5 -4.9 -3.0 14.0 0.9 1.3 5.0 3.5 20.0 3.8 20.0 3.4 8.3 10.8 8.9 -0.6 17.4 5.9 8.1 20.0 3.7 20.0 CAD -20.0 -11.3 3.0 -9.0 16.9 0.2 -2.1 4.6 -13.3 9.0 -2.8 -18.3 2.9 -20.0 -13.7 -6.9 -7.4 -7.0 -7.2 -13.8 -3.6 -15.5 -1.4 -20.0 20.0 -13.6 -1.5 -0.8 -20.0 1.5 -20.0 -6.6 -19.3 -19.4 -3.6 -4.4 -20.0 -20.0 -20.0 -20.0 CANOLA -4.8 14.5 20.0 12.0 -5.8 3.4 2.4 -7.7 10.8 -8.4 6.1 -2.2 2.3 4.6 8.7 -15.0 -15.5 -16.7 -16.9 9.2 8.0 -4.0 3.7 3.7 7.9 10.2 -7.7 8.7 -3.6 3.8 4.2 -10.9 -4.9 -10.3 15.4 15.6 7.3 20.0 9.3 20.0 CHF -15.9 -17.1 -5.7 -4.5 8.4 0.1 -1.1 2.3 -6.6 4.5 -5.6 -7.7 6.4 -10.5 -8.7 -13.1 -15.4 -13.8 -14.4 -8.1 -2.3 -5.5 2.3 -10.7 -2.3 -5.5 2.5 0.5 -5.4 4.4 -9.3 -19.7 -6.6 -5.9 -4.6 -0.5 -16.6 -20.0 -12.4 -20.0 COCOA 15.9 -9.1 -20.0 7.7 -3.7 2.2 1.5 -4.9 6.9 -1.4 -6.9 -2.7 -6.4 -3.5 -6.3 -6.8 1.1 -6.2 -4.1 -11.8 -17.9 -2.3 -15.6 -4.6 -20.0 -7.1 -2.1 -10.7 -2.9 -8.5 -3.4 14.3 0.0 -7.3 -13.3 -17.1 11.3 1.3 14.8 5.5 COFFEE 17.3 3.8 -20.0 20.0 -9.9 5.9 4.1 -13.2 18.5 -8.4 -8.1 -8.2 1.1 -2.5 -11.5 12.4 17.2 16.0 18.1 -9.2 -11.9 -7.8 -1.3 -4.1 -20.0 -2.6 -11.9 -3.7 -11.7 6.3 -2.8 20.0 -20.0 -9.6 -5.2 -20.0 20.0 20.0 20.0 20.0 COPPER -11.2 -13.3 1.1 -1.7 4.7 3.0 1.7 7.8 -1.8 6.0 2.7 1.9 3.7 -2.1 -2.9 -6.1 -6.3 -6.2 -6.3 -2.3 1.6 2.1 4.2 -2.2 -0.8 -1.5 7.2 1.4 3.9 4.4 -0.9 -2.6 3.9 -0.2 -1.0 -0.7 6.2 20.0 0.8 12.2 CORN -4.1 15.7 12.6 20.0 -10.6 6.3 4.4 -14.1 19.8 -18.0 13.1 -15.6 -2.3 7.0 13.2 -20.0 -20.0 -20.0 -20.0 11.4 9.5 -11.9 1.1 2.0 10.8 16.3 -20.0 14.5 -16.9 5.3 3.1 -20.0 -20.0 -18.4 19.2 6.4 8.9 -2.4 12.6 4.3 COTTON2 20.0 20.0 16.1 20.0 -12.2 7.2 5.0 -16.2 20.0 15.8 1.1 20.0 -14.9 20.0 18.1 -19.7 -20.0 -20.0 -20.0 20.0 5.4 20.0 -9.7 20.0 -4.1 20.0 13.1 8.3 20.0 -8.3 20.0 -20.0 20.0 20.0 20.0 3.8 -10.6 -13.3 -10.9 -8.8 CRUDE_W -12.1 20.0 20.0 20.0 -1.6 20.0 6.4 11.8 18.1 -1.0 7.9 -2.5 2.3 7.1 10.0 16.6 7.5 12.9 9.2 16.2 13.2 -0.0 5.9 9.1 4.8 16.7 -4.2 13.3 -2.6 5.5 8.9 -0.1 -20.0 -10.4 -15.7 -11.6 10.1 20.0 -1.3 3.4 DAX -3.2 -20.0 -19.8 -1.7 13.5 0.4 7.3 2.8 0.5 6.9 -3.5 2.9 4.8 -5.0 -5.6 -4.8 -7.2 -6.5 -6.9 -6.7 -3.7 5.3 0.5 -4.0 -6.3 -6.7 17.3 -3.8 9.3 0.2 -3.2 -2.7 -1.0 -4.4 -9.4 -6.2 12.7 20.0 14.0 20.0 DOW -2.7 -20.0 -17.9 -2.1 16.0 0.5 8.7 3.4 0.6 9.6 -1.1 4.4 7.7 -5.3 -5.8 -5.3 -7.5 -6.2 -6.7 -8.2 -2.9 6.2 3.2 -4.7 -6.2 -7.5 9.4 -3.0 3.2 1.9 -5.3 -2.9 -11.2 -12.1 -15.8 -9.5 -3.5 -20.0 -13.6 -20.0 DX 1.7 18.1 9.6 -4.6 8.5 0.1 -1.1 2.3 -6.7 -5.7 7.1 0.8 -6.5 8.9 9.0 3.7 5.5 4.3 4.9 7.4 4.5 -0.8 0.1 5.7 -14.0 6.3 -9.4 2.9 -0.9 -0.6 5.5 14.9 2.2 19.9 20.0 -2.3 0.9 16.8 8.4 20.0 EUR 2.9 -15.8 -14.3 -5.0 9.4 0.1 -1.2 2.5 -7.4 10.7 -6.6 7.3 7.4 -5.8 -8.1 -5.2 -7.4 -6.2 -6.8 -6.4 -3.8 3.6 1.3 -3.5 4.2 -5.0 9.0 -1.4 4.2 3.0 -3.1 -6.4 4.9 10.3 -4.3 -5.3 -14.6 -20.0 -9.2 -20.0 EURIBOR-ICE -10.2 -17.2 -4.7 -4.1 7.5 -2.7 1.6 -1.9 -3.3 4.3 -5.2 -1.8 -1.2 -6.4 -6.1 1.4 10.0 6.2 8.9 -7.4 -4.5 -2.3 -1.9 -7.4 -2.3 -6.1 14.5 -4.2 6.4 -2.3 -4.2 9.9 4.2 -0.2 -6.6 -1.6 18.6 18.1 20.0 20.0 EUROSTX -3.9 -20.0 -17.1 -1.9 15.0 0.4 8.2 3.2 0.6 7.4 1.4 3.8 7.4 -5.2 -5.1 0.2 2.0 3.5 3.2 -4.3 -0.5 7.0 3.3 -2.2 -4.2 -4.1 20.0 0.1 12.9 3.5 -1.1 13.7 -0.1 -1.2 -5.1 -0.2 8.1 20.0 7.5 20.0 FEEDCOW 19.3 -17.8 -0.0 18.1 -8.7 5.1 3.6 -11.5 16.2 11.6 12.1 14.4 14.0 11.2 12.5 3.8 10.0 8.9 10.8 12.4 14.4 20.0 20.0 20.0 -20.0 3.3 13.4 3.0 20.0 11.8 13.5 20.0 20.0 20.0 -15.7 -0.2 20.0 20.0 17.1 20.0 GASOIL 11.5 20.0 18.1 13.5 -0.9 11.1 3.4 6.4 9.8 2.1 6.3 5.2 5.7 6.8 6.9 20.0 20.0 20.0 20.0 13.5 10.0 7.0 5.6 12.3 -2.2 14.4 -0.3 12.3 4.6 7.9 10.7 20.0 7.1 0.7 17.2 11.2 -2.5 13.2 -7.9 -0.2 GASOLINE -9.7 20.0 20.0 17.7 -1.1 14.4 4.5 8.3 12.7 -2.9 8.0 2.4 6.0 7.7 8.5 20.0 -20.0 -20.0 -20.0 15.5 11.8 4.0 6.5 12.2 -7.7 15.2 -2.2 12.0 3.0 6.5 11.2 -20.0 -2.3 4.3 6.2 2.9 5.8 20.0 -2.5 11.7 GAS_US_mini -6.5 -5.8 -1.8 18.9 -1.2 15.4 4.8 8.8 13.6 -8.3 -5.7 -9.3 -7.0 -9.1 -6.5 -9.4 -6.6 12.1 9.2 -4.2 -3.7 -5.1 -3.7 -4.9 17.8 -5.4 -5.2 -5.3 -5.9 -4.6 -5.5 -12.7 -10.6 -20.0 -20.0 -20.0 12.3 -1.0 11.5 -7.5 GBP -2.0 -13.5 -4.4 -5.7 10.6 0.1 -1.3 2.9 -8.3 9.0 -2.3 -0.0 8.0 -9.0 -9.0 0.8 0.2 0.5 0.3 -5.4 -1.8 0.6 2.1 -5.2 -1.0 -2.8 7.6 1.7 0.8 5.2 -4.2 6.3 -3.2 7.0 0.4 1.8 -15.4 -7.3 -8.9 -8.8 GOLD_micro -20.0 -15.1 -12.7 -1.4 3.9 2.4 1.4 6.3 -1.5 4.3 3.1 -1.6 4.9 -3.3 -2.0 -4.7 -8.3 -5.4 -6.5 -2.4 3.9 -0.5 7.8 -4.8 -19.0 0.7 2.6 7.7 0.4 12.8 -2.6 -4.6 3.7 -8.4 -1.8 11.1 20.0 7.5 -3.8 -20.0 HEATOIL -3.3 20.0 20.0 14.7 -0.9 12.0 3.7 6.9 10.6 -2.5 6.9 5.1 5.9 7.4 7.6 20.0 20.0 20.0 20.0 18.2 14.0 5.9 8.0 14.8 -8.0 15.2 -0.5 12.4 4.4 7.6 11.6 20.0 1.3 4.7 16.9 8.2 -1.4 5.2 -11.4 -9.5 JGB-SGX-mini -12.3 8.4 12.2 -3.7 6.7 -2.4 1.4 -1.7 -3.0 -1.9 -6.9 -5.2 -7.4 -6.1 -6.0 1.4 9.3 3.4 5.9 -6.5 -7.2 -6.6 -8.5 -7.4 2.2 -6.5 -2.2 -8.1 -5.9 -9.4 -6.6 6.3 -18.6 -8.0 0.1 -11.5 -0.0 -20.0 -4.6 -20.0 JPY 0.7 -8.0 2.8 -5.1 9.6 0.1 -1.2 2.6 -7.6 5.6 -12.6 -4.7 -12.7 -11.3 -11.4 -8.3 -9.9 -8.6 -8.9 -9.3 -11.5 -2.2 -13.3 -6.7 20.0 -7.7 3.5 -9.6 -1.0 -11.5 -5.6 -10.1 1.1 8.9 1.0 -10.7 -5.5 -15.4 2.9 -18.3 LEANHOG -13.6 -11.4 4.8 20.0 -13.9 8.2 5.7 -18.4 20.0 0.6 9.8 -5.2 18.1 -14.2 -2.5 -20.0 -20.0 -20.0 -20.0 -5.5 4.8 1.1 12.1 -8.3 -8.7 -13.4 -20.0 1.5 -20.0 9.4 -20.0 -20.0 -14.2 -20.0 -20.0 -0.4 -18.0 4.6 -12.9 11.7 LIVECOW 20.0 -2.0 3.1 20.0 -10.0 5.9 4.1 -13.3 18.7 14.1 13.1 17.5 15.0 15.2 15.7 7.0 6.8 6.7 5.2 18.7 15.1 20.0 19.9 20.0 -20.0 8.6 17.6 3.1 20.0 9.2 20.0 20.0 20.0 20.0 -3.9 -1.3 20.0 20.0 20.0 20.0 LUMBER-new 4.3 3.0 12.0 19.6 -9.4 5.6 3.9 -12.4 17.5 -12.6 -14.7 -10.0 -15.8 -2.0 -5.2 -20.0 -20.0 -20.0 -20.0 -4.3 -11.1 -10.9 -17.7 -4.4 NaN -1.0 -3.6 -8.5 -1.3 -13.4 1.7 -20.0 5.3 -3.1 -17.2 -12.8 6.8 20.0 9.0 20.0 MXP -4.6 -20.0 -13.7 -6.0 11.2 0.1 -1.4 3.0 -8.8 13.9 8.8 10.1 14.0 -4.2 0.5 7.7 11.6 9.0 10.3 -0.2 7.0 10.4 12.7 0.4 -20.0 -0.2 15.1 8.5 7.5 14.7 -1.5 20.0 8.7 14.2 -0.1 9.4 9.0 6.7 20.0 9.8 NASDAQ_micro -4.7 -14.4 -20.0 -2.1 16.5 0.5 9.0 3.5 0.6 10.3 -3.1 4.3 7.9 -2.3 -6.2 -6.3 -8.2 -7.1 -7.6 -7.4 -3.7 6.1 3.1 -4.0 -16.6 -7.0 9.4 -3.9 2.6 1.4 -4.9 -4.2 -16.5 -15.0 -7.5 -14.0 8.6 -20.0 5.0 -20.0 NIKKEI -8.1 -20.0 -20.0 -1.4 10.6 0.3 5.7 2.2 0.4 5.7 4.1 3.6 6.1 -2.5 -0.1 0.5 6.4 3.5 5.0 0.1 3.4 4.9 6.0 0.2 -9.7 0.6 8.1 4.2 3.4 6.9 0.1 19.2 -4.1 -0.1 2.0 6.9 -14.0 -3.6 -20.0 -0.5 NZD -12.5 -15.5 8.8 -3.8 7.2 0.1 -0.9 1.9 -5.6 4.1 -0.6 -4.8 -1.0 -8.1 -6.1 -2.7 -3.4 -3.1 -3.4 -5.2 -1.8 -3.1 -1.1 -7.1 9.4 -4.7 5.2 -1.6 -2.0 -1.4 -6.4 0.0 -2.5 -2.1 -5.7 -1.8 -9.9 20.0 1.9 20.0 OAT -9.1 -19.0 2.4 -4.8 8.8 -3.2 1.9 -2.2 -3.9 5.8 -2.3 0.8 -0.9 -6.3 -5.7 11.5 12.6 12.3 13.0 -5.3 -2.3 -0.1 -1.0 -5.5 -1.1 -4.5 18.8 -1.3 9.3 0.1 -3.1 15.4 4.8 1.3 -2.8 4.3 7.1 18.7 12.4 20.0 OATIES -8.1 20.0 18.4 12.4 -5.9 3.5 2.4 -7.9 11.0 -6.9 2.2 -5.3 -3.3 2.7 5.4 -4.5 -9.6 -6.3 -9.3 7.4 4.1 -2.9 -1.5 3.7 -0.4 8.1 -9.1 4.4 -4.6 -1.9 3.6 -0.0 1.5 -8.8 13.6 7.5 1.3 -12.8 3.3 -15.1 OJ 3.4 0.8 10.8 8.0 -3.8 2.3 1.6 -5.1 7.1 6.6 -3.3 6.7 -6.1 3.5 -0.7 -0.3 2.2 0.9 0.9 0.3 -2.6 7.3 -5.7 3.9 -20.0 -0.2 5.8 -1.6 6.5 -3.6 2.7 19.3 11.9 -1.4 -6.9 3.3 -10.2 -10.9 -11.7 -10.9 PALLAD -11.9 -19.4 -2.9 -1.6 4.6 2.9 1.6 7.4 -1.7 6.3 -0.9 0.2 2.2 -4.5 -5.8 -3.3 -3.1 -3.2 -3.1 -6.2 -1.3 1.7 3.4 -4.9 12.0 -5.3 8.8 -1.3 4.0 4.3 -3.0 2.8 5.2 -0.4 -5.2 -8.6 20.0 6.6 8.7 -4.3 PLAT -13.7 -11.9 4.0 -1.4 4.0 2.5 1.4 6.5 -1.5 5.8 0.0 -0.5 2.9 -4.1 -3.9 -2.0 -3.1 -2.2 -2.6 -3.4 1.6 0.7 5.6 -3.7 -1.4 -2.2 5.3 3.0 2.0 8.6 -2.3 3.3 0.5 -0.6 -1.2 2.6 20.0 11.9 12.2 -0.7 REDWHEAT -4.1 14.6 20.0 16.5 -7.9 4.7 3.3 -10.5 14.8 -13.3 9.3 -8.8 -6.0 8.3 11.4 -13.3 -15.5 -13.9 -14.7 10.9 8.7 -6.1 0.8 4.5 5.8 13.2 -8.8 11.5 -3.2 4.1 6.7 -9.3 -4.6 -7.2 16.3 13.4 -19.9 -20.0 -20.0 -20.0 RICE -1.1 7.3 13.2 13.5 -6.5 3.8 2.7 -8.6 12.1 -6.1 -6.1 -2.3 -10.1 3.9 4.7 -20.0 -17.4 -20.0 -20.0 1.2 -4.8 -2.4 -15.2 0.8 2.9 4.1 -1.3 -1.7 2.4 -13.2 4.0 -18.1 9.5 -7.2 -11.2 4.2 -20.0 -15.2 -19.5 -14.9 ROBUSTA -4.8 -6.0 -12.1 11.1 -5.3 3.1 2.2 -7.1 9.9 -8.3 -5.3 -8.8 -4.1 -8.4 -8.4 14.0 15.3 15.5 15.5 -9.4 -8.2 -14.8 -5.3 -11.4 -20.0 -6.8 -5.9 -6.2 -8.0 -3.9 -7.2 20.0 -15.4 -18.1 -18.6 -18.0 4.1 2.0 7.6 9.7 RUSSELL 0.3 -20.0 -9.1 -2.2 17.3 0.5 9.4 3.6 0.7 10.8 2.8 9.0 9.0 -2.4 -4.1 -3.8 -5.0 -4.3 -4.6 -3.8 0.6 9.2 5.2 -0.5 5.3 -4.1 11.7 -0.2 6.7 3.7 -1.6 1.1 -13.0 -2.9 -5.4 -1.9 -1.2 -20.0 -9.8 -20.0 SHATZ -8.8 -13.9 1.7 -4.0 7.4 -2.6 1.6 -1.8 -3.3 3.9 -7.0 -3.1 -6.8 -6.7 -6.7 -0.7 -8.9 -0.3 -3.5 -10.0 -7.0 -3.2 -4.4 -9.6 6.6 -11.0 15.4 -8.5 5.1 -5.9 -8.1 -17.8 6.7 -7.5 -18.5 -9.9 13.0 16.8 16.8 20.0 SILVER-mini -16.7 -7.8 -2.2 -1.4 3.8 2.4 1.4 6.3 -1.4 2.9 0.4 -2.9 2.5 -4.8 -3.7 -1.8 -5.1 -2.6 -3.8 -2.7 2.7 -1.3 5.9 -4.3 -8.2 -0.3 0.9 6.4 -0.5 11.7 -2.4 0.3 -3.0 -2.7 -2.0 6.1 12.9 11.5 6.3 2.1 SMI -5.5 -20.0 -13.7 -1.7 13.4 0.4 7.3 2.8 0.5 6.8 2.3 6.2 6.2 -3.3 -3.3 2.4 6.8 6.8 7.6 -3.2 1.0 6.6 4.2 -1.2 4.9 -1.3 18.6 3.6 12.8 6.3 0.8 20.0 5.2 1.8 1.4 6.1 0.3 20.0 -0.1 20.0 SOFR -13.9 -4.8 -7.0 -7.1 13.0 -4.7 2.8 -3.2 -5.8 12.3 -5.3 -2.9 9.0 -9.5 -7.8 3.9 6.2 5.5 6.3 -5.2 -1.8 -1.4 1.6 -6.5 -18.8 -2.9 7.3 0.9 0.9 3.5 -5.0 4.0 -2.6 -0.9 9.6 6.6 -11.6 -9.3 -17.8 -20.0 SOYBEAN 0.1 10.6 11.3 20.0 -10.0 5.9 4.1 -13.3 18.7 2.8 14.9 8.1 12.8 12.1 15.2 1.9 -2.7 1.4 -0.6 14.5 13.3 4.3 7.2 10.1 -6.1 12.8 -2.2 14.0 0.3 9.5 6.5 13.6 1.0 -20.0 11.7 5.2 -2.1 -10.0 -0.6 -7.0 SOYMEAL -3.9 5.6 4.5 13.0 -6.2 3.7 2.6 -8.2 11.6 -5.1 -0.9 -9.1 -4.9 -3.9 1.6 3.1 -11.0 -3.6 -7.8 0.8 1.0 -3.4 -1.7 -1.7 -10.9 2.7 -3.2 4.9 -4.9 2.6 -1.7 -0.4 -7.6 -11.7 -1.0 -5.1 -10.0 -14.7 -14.2 -14.0 SOYOIL -0.4 17.7 20.0 18.1 -8.7 5.1 3.6 -11.5 16.2 -4.7 15.1 11.0 13.7 15.2 16.6 5.3 -4.5 -0.9 -3.6 20.0 20.0 11.1 16.8 20.0 -15.4 20.0 -6.0 20.0 3.5 13.4 14.7 9.6 5.4 -2.8 20.0 20.0 -3.7 -20.0 -4.4 -20.0 SP400 -1.7 -20.0 -2.0 -2.2 17.1 0.5 9.3 3.6 0.6 10.7 3.8 8.8 8.7 -2.6 -2.5 -5.0 -6.2 -5.8 -6.0 -2.4 1.4 10.1 4.3 0.2 3.0 -3.0 12.6 0.1 7.3 2.0 -1.1 -1.1 -10.2 -3.0 -3.9 1.4 0.0 -20.0 -8.9 -20.0 SP500_micro -4.6 -20.0 -20.0 -2.3 17.4 0.5 9.5 3.7 0.7 10.9 -0.7 4.7 9.9 -3.6 -5.3 -6.7 -9.0 -7.8 -8.3 -8.4 -3.5 6.9 3.7 -4.8 -11.0 -8.6 10.5 -4.8 3.0 0.6 -6.2 -5.6 -14.6 -17.3 -14.7 -14.9 12.8 -20.0 10.4 -20.0 SUGAR11 12.5 20.0 15.4 14.2 -6.8 4.0 2.8 -9.0 12.7 -11.7 -3.8 -4.5 -10.2 4.6 5.3 -5.2 10.1 4.1 8.0 6.3 0.4 -10.8 -6.9 2.8 -19.5 9.1 -20.0 3.7 -11.1 -3.5 4.8 20.0 -20.0 4.5 7.3 3.3 -2.8 -19.3 -1.5 -13.2 US10 -11.5 -9.5 -9.1 -5.1 9.3 -3.3 2.0 -2.3 -4.1 9.3 -3.8 -0.8 4.4 -6.5 -6.4 2.5 1.6 2.6 2.5 -5.7 -3.0 -0.0 -0.4 -5.2 -6.0 -4.6 6.1 -1.6 1.6 1.1 -4.4 -3.3 0.7 -2.0 2.0 0.4 -4.0 -20.0 -12.5 -20.0 US10U -10.3 -9.0 -7.3 -7.9 14.4 -5.2 3.0 -3.6 -6.4 14.5 -4.3 0.3 6.5 -9.2 -9.1 3.5 1.3 3.1 2.5 -7.7 -3.7 0.2 -0.2 -7.0 -10.7 -6.7 8.2 -1.3 1.9 3.0 -6.9 -3.7 -1.0 -1.6 3.6 2.9 -4.4 -3.0 -19.5 -20.0 US2 -10.2 -15.4 -11.1 -4.8 8.8 -3.1 1.9 -2.2 -3.9 8.5 -6.3 -1.0 -3.0 -5.7 -6.4 -3.9 -11.6 -6.9 -8.7 -9.7 -6.9 -1.6 -3.7 -8.0 6.3 -8.6 4.9 -5.9 0.7 -2.5 -6.7 -20.0 4.1 -7.1 -9.2 -6.9 -2.1 -20.0 -4.2 -20.0 US20 -8.5 -9.3 -3.1 -5.1 9.4 -3.4 2.0 -2.3 -4.2 9.7 -2.5 2.4 1.4 -5.6 -5.6 4.1 4.1 4.6 4.6 -4.4 -2.0 1.0 -0.6 -3.7 -6.1 -4.8 4.1 -1.1 0.6 1.3 -4.9 0.6 -0.6 -1.1 0.4 3.2 0.1 17.4 -5.5 -10.6 US30 -6.7 -5.4 -0.6 -7.6 14.0 -5.0 3.0 -3.5 -6.2 13.0 -6.7 3.7 -4.2 -8.8 -8.5 1.7 0.1 1.9 1.3 -5.4 -3.2 0.2 -2.7 -4.8 -4.8 -6.6 3.8 -2.0 -0.3 0.4 -7.0 -5.8 -5.7 2.3 3.6 4.9 -2.4 13.8 -7.7 -9.0 US5 -11.8 -11.5 -10.2 -5.2 9.4 -3.4 2.0 -2.3 -4.2 9.4 -4.6 -1.0 3.9 -6.3 -6.5 0.8 -1.3 0.4 -0.1 -7.2 -4.3 -0.6 -1.2 -6.4 -4.5 -5.9 6.3 -2.8 1.6 0.3 -5.2 -8.0 2.0 -3.8 -1.1 -1.0 -3.1 -20.0 -8.8 -20.0 VIX 1.6 20.0 16.3 9.1 -6.6 5.6 -1.3 1.5 5.9 -10.7 3.6 -6.3 -5.4 6.1 6.8 6.6 -20.0 -6.0 -17.9 8.5 5.0 -4.4 0.8 4.8 NaN 9.6 -7.5 5.8 -1.9 1.6 6.4 NaN NaN NaN NaN NaN -6.7 -20.0 NaN NaN WHEAT -1.0 17.5 20.0 16.5 -5.5 4.4 6.3 -10.3 16.2 -10.5 7.5 -2.6 -6.9 10.3 11.6 -12.5 -17.4 -14.7 -16.1 11.0 7.7 0.0 -0.4 6.9 7.3 14.6 -2.4 12.2 1.3 4.4 9.1 -11.9 2.5 -7.4 17.7 13.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3