******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260409_203926 produced at 2026-04-09 21:35:48.569364 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.39 0.0 0.00 0.00 0.00 0.00 -13.43 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 -12.44 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 -2.24 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.02 -0.13 0.0 0.24 -0.24 -0.02 -0.04 -6.83 13.0 -1 -2 caleb_strategy_v3 CHF False False 0.07 -0.27 -0.10 0.0 0.89 -0.89 -0.27 -0.27 -1.51 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 -31.67 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.09 0.0 0.91 -0.91 -0.09 -0.09 -2.86 29.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 -0.28 -0.07 0.0 1.17 -1.17 -0.28 -0.28 -1.58 25.0 -6 -6 caleb_strategy_v3 DOW False False 0.01 0.00 -0.04 0.0 0.69 -0.69 0.00 0.00 -3.66 66.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.11 -0.04 0.0 0.50 -0.50 -0.11 -0.13 -1.66 23.0 -5 -6 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.04 0.0 0.71 -0.71 0.00 0.00 -2.58 48.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.64 -0.64 -0.05 -0.05 -0.76 13.0 -1 -1 caleb_strategy_v3 EUR False False 0.06 0.00 -0.04 0.0 0.88 -0.88 0.00 0.00 -0.62 14.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.81 -0.81 0.00 0.00 -0.92 17.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.03 0.0 0.58 -0.58 -0.03 -0.03 -0.96 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 -3.54 4.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.00 -0.02 0.0 0.55 -0.55 0.00 -0.02 -1.05 36.0 0 -1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.16 -1.16 0.00 -0.02 -0.98 56.0 0 -1 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.37 24.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.89 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.32 -0.32 0.00 0.00 -0.65 23.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -1.30 18.0 -2 -2 caleb_strategy_v3 DAX False False 0.01 -0.08 -0.01 0.0 0.70 -0.70 -0.08 -0.06 -0.54 58.0 -7 -5 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.39 9.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.01 0.0 0.39 -0.39 0.00 -0.01 -1.47 68.0 0 -2 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.48 3.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.24 6.0 -3 -3 caleb_strategy_v3 SP400 False False 0.15 -0.15 -0.01 0.0 0.31 -0.31 -0.15 0.00 -0.07 2.0 -1 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.01 0.0 0.59 -0.59 0.00 0.00 -0.12 10.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.18 9.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.36 -0.36 -0.03 -0.03 -0.74 26.0 -2 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -2.20 26.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.01 0.0 0.80 -0.80 0.00 0.00 -0.28 22.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.63 9.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.22 -0.22 0.00 0.00 0.02 4.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.18 -0.18 0.00 0.00 0.30 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.49 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.00 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 0.00 999999999.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.28 8.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.21 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 0.00 0.0 0.12 -0.12 0.04 0.04 0.35 12.0 4 4 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.18 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 0.01 0.0 1.10 -1.10 -0.06 0.00 0.13 19.0 -1 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.46 -0.46 0.00 0.00 0.16 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.01 0.0 999.00 -999.00 0.05 0.05 0.23 999999999.0 1 1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.32 10.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.53 -0.53 0.00 0.03 0.43 21.0 0 1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.09 2.0 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 COPPER False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.00 0.36 999999999.0 1 0 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.02 0.0 0.59 -0.59 0.09 0.12 0.53 20.0 3 4 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.23 -0.23 0.00 0.00 4.31 51.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.58 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.06 0.03 0.0 0.19 -0.19 0.06 0.06 0.43 3.0 1 1 caleb_strategy_v3 SMI False True 0.07 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.61 9.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.04 0.0 999.00 -999.00 0.00 0.00 1.03 999999999.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.15 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.05 0.0 0.60 -0.60 0.12 0.12 0.87 10.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.06 0.0 0.58 -0.58 0.00 0.00 2.09 19.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.64 -0.64 0.16 0.16 0.96 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 0.11 0.0 0.72 -0.72 0.00 0.00 2.48 17.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.12 0.20 0.0 0.74 -0.74 0.12 0.16 16.43 60.0 10 13 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.23 0.0 1.22 -1.22 0.00 0.00 1.91 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 8.6 Shocked risk 20.8 Sum abs risk 35.7 Leverage 4.18 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2322526.36, 'annual_cash_vol_target': 580631.59, 'daily_cash_vol_target': 36289.474375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.7072 0.6919 11.0711 BITCOIN 1698.0975 72025.0000 2.3577 37.7224 BOBL 0.3185 115.7300 0.2752 4.4040 BTP 0.8045 117.9800 0.6819 10.9097 BUND 0.5611 125.6300 0.4466 7.1458 BUXL 1.0662 108.8600 0.9794 15.6711 CAC 97.3192 8269.0000 1.1769 18.8307 CAD 0.0026 0.7257 0.3572 5.7157 CANOLA 8.8711 720.3000 1.2316 19.7053 CHF 0.0062 1.2744 0.4892 7.8265 COCOA 105.3309 3260.0000 3.2310 51.6961 COFFEE 5.2604 289.8500 1.8149 29.0379 COPPER 0.0913 5.8215 1.5682 25.0918 CORN 4.5416 474.0000 0.9581 15.3303 COTTON2 0.8498 75.3000 1.1285 18.0567 CRUDE_W 1.4291 74.2400 1.9250 30.7995 DAX 321.8708 24047.0000 1.3385 21.4161 DOW 439.1595 48436.0000 0.9067 14.5069 DX 0.4358 98.5900 0.4421 7.0731 EUR 0.0057 1.1738 0.4882 7.8119 EURIBOR-ICE 0.0668 97.3550 0.0686 1.0980 EUROSTX 79.1410 5849.0000 1.3531 21.6491 FEEDCOW 2.9989 370.5000 0.8094 12.9507 GASOIL 42.1982 1010.2500 4.1770 66.8320 GASOLINE 0.0773 2.8394 2.7210 43.5359 GAS_US_mini 0.1265 2.8300 4.4704 71.5256 GBP 0.0074 1.3433 0.5477 8.7636 GOLD_micro 74.1543 4797.3000 1.5458 24.7320 HEATOIL 0.1071 3.5263 3.0374 48.5985 JGB-SGX-mini 0.3187 130.1900 0.2448 3.9170 JPY 0.0000 0.0063 0.6092 9.7468 LEANHOG 1.0552 107.0000 0.9862 15.7787 LIVECOW 1.7588 247.5250 0.7105 11.3687 LUMBER-new 7.6061 599.0000 1.2698 20.3169 MXP 0.0004 0.0572 0.7596 12.1531 NASDAQ_micro 270.1672 25185.7500 1.0727 17.1632 NIKKEI 953.7734 56640.0000 1.6839 26.9428 NZD 0.0045 0.5870 0.7599 12.1584 OAT 0.6694 119.7700 0.5589 8.9429 OATIES 6.2891 338.2500 1.8593 29.7487 OJ 6.5902 193.5500 3.4049 54.4789 PALLAD 47.1937 1568.5000 3.0088 48.1415 PLAT 56.6046 2119.8000 2.6703 42.7245 REDWHEAT 10.9414 619.0000 1.7676 28.2815 RICE 0.1390 11.2600 1.2345 19.7528 ROBUSTA 61.9475 3235.0000 1.9149 30.6387 RUSSELL 32.3566 2647.8000 1.2220 19.5523 SHATZ 0.1321 105.9500 0.1246 1.9944 SILVER-mini 2.7016 77.1750 3.5006 56.0102 SMI 128.4978 13064.0000 0.9836 15.7376 SOFR 0.0555 96.5150 0.0575 0.9200 SOYBEAN 9.2492 1151.5000 0.8032 12.8517 SOYMEAL 4.1949 314.4000 1.3343 21.3481 SOYOIL 0.9614 66.4300 1.4473 23.1567 SP400 37.6848 3553.5000 1.0605 16.9680 SP500_micro 61.6201 6859.7500 0.8983 14.3725 SUGAR11 0.2650 14.1200 1.8770 30.0328 US10 0.3774 111.2500 0.3392 5.4279 US10U 0.4802 113.7188 0.4223 6.7568 US2 0.1038 103.7578 0.1000 1.6006 US20 0.7191 114.0938 0.6303 10.0843 US30 0.9373 116.5625 0.8041 12.8655 US5 0.2498 108.2891 0.2307 3.6906 VIX 0.8137 22.1500 3.6738 58.7807 WHEAT 9.7218 615.2500 1.5801 25.2823 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 707.20 0.69 489.34 1.00 489.34 36289.47 74.16 10.87 80.62 BITCOIN 72.03 2.36 169.81 1.00 169.81 36289.47 213.71 -13.67 -292.09 BOBL 1157.30 0.28 318.54 1.17 372.30 36289.47 97.47 1.33 12.94 BTP 1179.80 0.68 804.46 1.17 940.20 36289.47 38.60 -0.91 -3.52 BUND 1256.30 0.45 561.08 1.17 655.76 36289.47 55.34 3.27 18.12 BUXL 1088.60 0.98 1066.22 1.17 1246.14 36289.47 29.12 0.83 2.42 CAC 826.90 1.18 973.19 1.17 1137.41 36289.47 31.91 10.52 33.56 CAD 725.70 0.36 259.24 1.00 259.24 36289.47 139.98 -7.85 -109.94 CANOLA 144.06 1.23 177.42 0.72 128.15 36289.47 283.19 6.25 177.11 CHF 1592.94 0.49 779.19 1.00 779.19 36289.47 46.57 -12.51 -58.28 COCOA 326.00 3.23 1053.31 1.00 1053.31 36289.47 34.45 -8.84 -30.46 COFFEE 1086.94 1.81 1972.65 1.00 1972.65 36289.47 18.40 0.11 0.21 COPPER 1455.38 1.57 2282.37 1.00 2282.37 36289.47 15.90 2.09 3.32 CORN 237.00 0.96 227.08 1.00 227.08 36289.47 159.81 0.91 14.55 COTTON2 376.50 1.13 424.90 1.00 424.90 36289.47 85.41 1.46 12.50 CRUDE_W 742.40 1.92 1429.10 1.00 1429.10 36289.47 25.39 9.47 24.04 DAX 240.47 1.34 321.87 1.17 376.18 36289.47 96.47 -1.62 -15.67 DOW 242.18 0.91 219.58 1.00 219.58 36289.47 165.27 -9.51 -157.18 DX 985.90 0.44 435.84 1.00 435.84 36289.47 83.26 4.77 39.75 EUR 1467.31 0.49 716.41 1.00 716.41 36289.47 50.65 -4.68 -23.71 EURIBOR-ICE 2433.88 0.07 167.03 1.17 195.21 36289.47 185.90 3.01 55.86 EUROSTX 584.90 1.35 791.41 1.17 924.95 36289.47 39.23 3.95 15.50 FEEDCOW 1852.50 0.81 1499.44 1.00 1499.44 36289.47 24.20 12.00 29.04 GASOIL 1010.25 4.18 4219.82 1.00 4219.82 36289.47 8.60 15.45 13.29 GASOLINE 1192.55 2.72 3244.91 1.00 3244.91 36289.47 11.18 4.77 5.33 GAS_US_mini 70.75 4.47 316.28 1.00 316.28 36289.47 114.74 -1.77 -20.30 GBP 839.56 0.55 459.85 1.00 459.85 36289.47 78.92 -1.38 -10.88 GOLD_micro 479.73 1.55 741.54 1.00 741.54 36289.47 48.94 -5.89 -28.81 HEATOIL 1481.05 3.04 4498.54 1.00 4498.54 36289.47 8.07 12.39 10.00 JGB-SGX-mini 130190.00 0.24 31871.93 0.01 201.27 36289.47 180.30 -6.36 -114.68 JPY 790.38 0.61 481.47 1.00 481.47 36289.47 75.37 -4.88 -36.77 LEANHOG 428.00 0.99 422.08 1.00 422.08 36289.47 85.98 -13.05 -112.21 LIVECOW 990.10 0.71 703.51 1.00 703.51 36289.47 51.58 14.47 74.64 LUMBER-new 164.72 1.27 209.17 1.00 209.17 36289.47 173.49 -6.84 -118.64 MXP 286.20 0.76 217.39 1.00 217.39 36289.47 166.93 6.70 111.79 NASDAQ_micro 503.72 1.07 540.33 1.00 540.33 36289.47 67.16 -10.61 -71.24 NIKKEI 56640.00 1.68 95377.34 0.01 602.31 36289.47 60.25 -1.60 -9.66 NZD 586.95 0.76 446.02 1.00 446.02 36289.47 81.36 2.02 16.40 OAT 1197.70 0.56 669.43 1.17 782.40 36289.47 46.38 5.50 25.51 OATIES 169.12 1.86 314.45 1.00 314.45 36289.47 115.41 -0.74 -8.58 OJ 290.32 3.40 988.54 1.00 988.54 36289.47 36.71 -5.39 -19.79 PALLAD 1568.50 3.01 4719.37 1.00 4719.37 36289.47 7.69 3.42 2.63 PLAT 1059.90 2.67 2830.23 1.00 2830.23 36289.47 12.82 3.58 4.59 REDWHEAT 309.50 1.77 547.07 1.00 547.07 36289.47 66.33 -3.14 -20.86 RICE 225.20 1.23 278.02 1.00 278.02 36289.47 130.53 -11.12 -145.14 ROBUSTA 323.50 1.91 619.48 1.00 619.48 36289.47 58.58 -8.37 -49.05 RUSSELL 132.39 1.22 161.78 1.00 161.78 36289.47 224.31 -1.97 -44.27 SHATZ 1059.50 0.12 132.07 1.17 154.35 36289.47 235.11 -1.57 -36.84 SILVER-mini 1929.38 3.50 6754.04 1.00 6754.04 36289.47 5.37 0.18 0.10 SMI 1306.40 0.98 1284.98 1.27 1628.75 36289.47 22.28 8.02 17.87 SOFR 2412.88 0.06 138.74 1.00 138.74 36289.47 261.57 -8.43 -220.63 SOYBEAN 575.75 0.80 462.46 1.00 462.46 36289.47 78.47 5.34 41.89 SOYMEAL 314.40 1.33 419.49 1.00 419.49 36289.47 86.51 -7.76 -67.13 SOYOIL 398.58 1.45 576.86 1.00 576.86 36289.47 62.91 5.42 34.13 SP400 3553.50 1.06 3768.48 1.00 3768.48 36289.47 9.63 -2.22 -2.14 SP500_micro 342.99 0.90 308.10 1.00 308.10 36289.47 117.78 -9.40 -110.67 SUGAR11 158.14 1.88 296.84 1.00 296.84 36289.47 122.25 -4.35 -53.19 US10 1112.50 0.34 377.41 1.00 377.41 36289.47 96.15 -7.57 -72.80 US10U 1137.19 0.42 480.23 1.00 480.23 36289.47 75.57 -7.93 -59.93 US2 2075.16 0.10 207.60 1.00 207.60 36289.47 174.81 -10.12 -176.91 US20 1140.94 0.63 719.10 1.00 719.10 36289.47 50.47 -2.84 -14.33 US30 1165.62 0.80 937.27 1.00 937.27 36289.47 38.72 -4.94 -19.13 US5 1082.89 0.23 249.78 1.00 249.78 36289.47 145.28 -8.55 -124.18 VIX 221.50 3.67 813.74 1.00 813.74 36289.47 44.60 -0.45 -1.99 WHEAT 307.62 1.58 486.09 1.00 486.09 36289.47 74.66 -3.97 -29.64 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 80.619 0.010 2.5 2.095 BITCOIN -292.094 0.043 2.5 -31.675 BOBL 12.939 0.004 2.5 0.131 BTP -3.525 0.014 2.5 -0.120 BUND 18.123 0.004 2.5 0.184 BUXL 2.421 0.004 2.5 0.025 CAC 33.564 0.014 2.5 1.146 CAD -109.938 0.010 2.5 -2.856 CANOLA 177.106 0.010 2.5 4.315 CHF -58.281 0.010 2.5 -1.514 COCOA -30.459 0.010 2.5 -0.742 COFFEE 0.211 0.005 2.5 0.003 COPPER 3.318 0.043 2.5 0.360 CORN 14.549 0.010 2.5 0.354 COTTON2 12.505 0.010 2.5 0.305 CRUDE_W 24.040 0.043 2.5 2.607 DAX -15.669 0.014 2.5 -0.535 DOW -157.178 0.009 2.5 -3.658 DX 39.746 0.010 2.5 1.033 EUR -23.712 0.010 2.5 -0.616 EURIBOR-ICE 55.865 0.014 2.5 1.908 EUROSTX 15.495 0.014 2.5 0.529 FEEDCOW 29.041 0.013 2.5 0.964 GASOIL 13.290 0.017 2.5 0.577 GASOLINE 5.333 0.017 2.5 0.231 GAS_US_mini -20.302 0.043 2.5 -2.202 GBP -10.875 0.010 2.5 -0.283 GOLD_micro -28.807 0.014 2.5 -0.984 HEATOIL 9.998 0.017 2.5 0.434 JGB-SGX-mini -114.681 0.043 2.5 -12.436 JPY -36.773 0.010 2.5 -0.955 LEANHOG -112.213 0.024 2.5 -6.829 LIVECOW 74.638 0.013 2.5 2.477 LUMBER-new -118.643 0.010 2.5 -2.890 MXP 111.789 0.059 2.5 16.431 NASDAQ_micro -71.235 0.009 2.5 -1.658 NIKKEI -9.660 0.043 2.5 -1.048 NZD 16.396 0.010 2.5 0.426 OAT 25.513 0.014 2.5 0.871 OATIES -8.577 0.010 2.5 -0.209 OJ -19.787 0.010 2.5 -0.482 PALLAD 2.633 0.014 2.5 0.090 PLAT 4.593 0.014 2.5 0.157 REDWHEAT -20.860 0.005 2.5 -0.277 RICE -145.141 0.010 2.5 -3.536 ROBUSTA -49.048 0.005 2.5 -0.652 RUSSELL -44.274 0.013 2.5 -1.469 SHATZ -36.843 0.004 2.5 -0.374 SILVER-mini 0.099 0.014 2.5 0.003 SMI 17.875 0.014 2.5 0.611 SOFR -220.632 0.024 2.5 -13.428 SOYBEAN 41.894 0.004 2.5 0.390 SOYMEAL -67.129 0.004 2.5 -0.625 SOYOIL 34.126 0.004 2.5 0.318 SP400 -2.140 0.013 2.5 -0.071 SP500_micro -110.673 0.009 2.5 -2.576 SUGAR11 -53.194 0.010 2.5 -1.296 US10 -72.800 0.005 2.5 -0.924 US10U -59.933 0.005 2.5 -0.761 US2 -176.907 0.005 2.5 -2.245 US20 -14.329 0.005 2.5 -0.182 US30 -19.129 0.005 2.5 -0.243 US5 -124.179 0.005 2.5 -1.576 VIX -1.992 0.099 2.5 -0.492 WHEAT -29.635 0.005 2.5 -0.394 ===================== Position diags ===================== AUD 1.93 BITCOIN 23.17 BOBL 0.99 BTP 1.32 BUND 0.56 BUXL 0.30 CAC 1.09 CAD 3.64 CANOLA 6.90 CHF 1.21 COCOA 0.84 COFFEE 0.24 COPPER 1.72 CORN 3.89 COTTON2 2.08 CRUDE_W 2.75 DAX 3.29 DOW 3.85 DX 2.16 EUR 1.32 EURIBOR-ICE 6.35 EUROSTX 1.34 FEEDCOW 0.80 GASOIL 0.37 GASOLINE 0.49 GAS_US_mini 12.44 GBP 2.05 GOLD_micro 1.67 HEATOIL 0.35 JGB-SGX-mini 19.55 JPY 1.96 LEANHOG 5.23 LIVECOW 1.71 LUMBER-new 4.23 MXP 24.54 NASDAQ_micro 1.56 NIKKEI 6.53 NZD 2.11 OAT 1.58 OATIES 2.81 OJ 0.89 PALLAD 0.26 PLAT 0.44 REDWHEAT 0.88 RICE 3.18 ROBUSTA 0.78 RUSSELL 7.44 SHATZ 2.39 SILVER-mini 0.18 SMI 0.76 SOFR 15.92 SOYBEAN 0.73 SOYMEAL 0.81 SOYOIL 0.59 SP400 0.32 SP500_micro 2.74 SUGAR11 2.98 US10 1.22 US10U 0.96 US2 2.22 US20 0.64 US30 0.49 US5 1.84 VIX 11.02 WHEAT 0.99 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.1 1.9 2.3 0.0 0 BITCOIN -31.7 -34.0 -29.4 0.0 0 BOBL 0.1 0.0 0.2 -1.0 -1 BTP -0.1 -0.3 0.0 0.0 0 BUND 0.2 0.1 0.2 0.0 0 BUXL 0.0 -0.0 0.1 0.0 0 CAC 1.1 1.0 1.3 0.0 0 CAD -2.9 -3.2 -2.5 -3.0 -3 CANOLA 4.3 3.6 5.0 0.0 0 CHF -1.5 -1.6 -1.4 -4.0 -4 COCOA -0.7 -0.8 -0.7 -2.0 -2 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 0.4 0.2 0.5 1.0 1 CORN 0.4 -0.0 0.7 4.0 4 COTTON2 0.3 0.1 0.5 0.0 0 CRUDE_W 2.6 2.3 2.9 0.0 0 DAX -0.5 -0.9 -0.2 -7.0 -7 DOW -3.7 -4.0 -3.3 0.0 0 DX 1.0 0.8 1.2 0.0 0 EUR -0.6 -0.7 -0.5 0.0 0 EURIBOR-ICE 1.9 1.3 2.5 0.0 0 EUROSTX 0.5 0.4 0.7 3.0 3 FEEDCOW 1.0 0.9 1.0 2.0 2 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.2 0.2 0.3 1.0 1 GAS_US_mini -2.2 -3.4 -1.0 0.0 0 GBP -0.3 -0.5 -0.1 0.0 0 GOLD_micro -1.0 -1.2 -0.8 0.0 0 HEATOIL 0.4 0.4 0.5 1.0 1 JGB-SGX-mini -12.4 -14.4 -10.5 0.0 0 JPY -1.0 -1.2 -0.8 -1.0 -1 LEANHOG -6.8 -7.4 -6.3 -1.0 -1 LIVECOW 2.5 2.3 2.6 0.0 0 LUMBER-new -2.9 -3.3 -2.5 0.0 0 MXP 16.4 14.0 18.9 10.0 10 NASDAQ_micro -1.7 -1.8 -1.5 -5.0 -5 NIKKEI -1.0 -1.7 -0.4 0.0 0 NZD 0.4 0.2 0.6 0.0 0 OAT 0.9 0.7 1.0 2.0 2 OATIES -0.2 -0.5 0.1 NaN 0 OJ -0.5 -0.6 -0.4 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT -0.3 -0.4 -0.2 0.0 0 RICE -3.5 -3.9 -3.2 0.0 0 ROBUSTA -0.7 -0.7 -0.6 0.0 0 RUSSELL -1.5 -2.2 -0.7 0.0 0 SHATZ -0.4 -0.6 -0.1 NaN 0 SILVER-mini 0.0 -0.0 0.0 0.0 0 SMI 0.6 0.5 0.7 0.0 0 SOFR -13.4 -15.0 -11.8 NaN 0 SOYBEAN 0.4 0.3 0.5 2.0 2 SOYMEAL -0.6 -0.7 -0.5 -1.0 -1 SOYOIL 0.3 0.3 0.4 0.0 0 SP400 -0.1 -0.1 -0.0 -1.0 -1 SP500_micro -2.6 -2.8 -2.3 0.0 0 SUGAR11 -1.3 -1.6 -1.0 -2.0 -2 US10 -0.9 -1.0 -0.8 0.0 0 US10U -0.8 -0.9 -0.7 -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 -0.3 -0.2 -3.0 -3 US5 -1.6 -1.8 -1.4 -6.0 -6 VIX -0.5 -1.6 0.6 0.0 0 WHEAT -0.4 -0.5 -0.3 -1.0 -1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.4 -0.4 0.3 -0.0 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 0.1 0.2 0.0 1.2 0.0 0.1 0.3 0.1 0.3 0.0 0.4 0.2 0.1 0.2 0.5 -0.1 0.7 0.2 0.7 BITCOIN 0.3 -0.6 -0.6 -0.0 0.1 0.2 0.1 0.6 -0.0 0.1 -0.5 0.0 -0.4 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.1 -0.5 -0.0 -1.6 -0.1 0.0 -0.4 -0.0 -0.4 -0.1 -0.0 -0.5 0.1 0.3 -0.5 -0.4 -0.0 -0.7 -0.6 BOBL -0.2 -0.4 0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.4 -0.0 0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.4 0.2 0.0 -0.2 -0.0 0.3 0.7 0.5 0.7 BTP -0.1 -0.6 -0.3 -0.1 0.1 -0.1 0.1 -0.1 -0.0 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 -2.6 -0.1 0.2 -0.1 0.1 0.0 -0.0 0.6 0.2 0.0 -0.3 0.0 0.3 0.7 0.4 0.7 BUND -0.2 -0.3 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.1 0.0 0.2 0.2 0.2 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.4 0.0 0.0 -0.0 0.1 0.3 0.7 0.4 0.7 BUXL -0.0 0.2 0.3 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.3 -0.0 -0.5 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.2 -0.0 0.4 -0.0 0.0 -0.1 0.1 -0.2 0.0 -0.0 -0.3 0.4 0.4 0.2 -0.2 0.4 -0.2 0.2 CAC 0.4 -0.6 -0.4 -0.0 0.2 0.0 0.1 0.1 0.0 0.1 -0.1 0.1 0.3 -0.0 -0.1 0.4 0.0 0.2 0.1 -0.0 -0.0 0.1 0.0 0.0 0.6 0.1 0.2 0.1 0.2 0.1 0.1 0.6 0.2 -0.0 0.5 0.2 0.2 0.7 0.1 0.7 CAD -0.6 -0.4 0.1 -0.1 0.2 0.0 0.1 0.2 -0.1 0.2 -0.1 -0.1 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 0.1 -0.0 -0.1 0.0 -0.2 -0.4 -0.4 -0.6 -0.1 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 0.4 0.6 0.1 -0.0 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 -0.2 -0.4 0.5 0.5 0.2 0.7 0.3 0.7 CHF -0.4 -0.6 -0.2 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 -0.2 -0.0 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 -0.0 0.2 -0.1 -1.0 -0.2 -0.2 -0.2 -0.0 -0.6 -0.7 -0.4 -0.7 COCOA 0.5 -0.2 -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 0.7 0.0 -0.2 -0.4 -0.6 0.4 0.0 0.5 0.2 COFFEE 0.5 0.1 -0.6 0.2 -0.1 0.2 0.0 -0.5 0.2 -0.0 -0.2 -0.1 0.0 -0.0 -0.1 0.2 0.3 0.3 0.4 -0.1 -0.1 -0.0 -0.0 -0.0 -2.7 -0.0 -0.0 -0.1 -0.1 0.2 -0.0 1.1 -0.5 -0.2 -0.1 -0.6 0.7 0.7 0.7 0.7 COPPER -0.2 -0.4 0.0 -0.0 0.1 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 0.1 0.2 0.0 -0.1 0.0 0.0 -0.0 -0.0 0.2 0.7 0.0 0.4 CORN -0.2 0.5 0.4 0.2 -0.1 0.2 0.0 -0.5 0.2 -0.2 0.3 -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 1.5 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 0.6 0.2 -0.1 0.2 0.0 -0.6 0.2 0.2 0.1 0.2 -0.5 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.2 0.2 -0.5 0.2 0.2 0.2 0.2 -0.2 0.2 -1.1 0.5 0.6 0.6 0.2 -0.4 -0.4 -0.4 -0.3 CRUDE_W -0.5 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 0.2 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 -0.4 -0.5 -0.4 0.3 0.7 -0.0 0.1 DAX 0.0 -0.6 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.0 -0.0 -0.8 -0.1 0.1 -0.1 0.1 0.0 -0.0 -0.1 -0.0 -0.2 -0.3 -0.2 0.4 0.7 0.4 0.7 DOW 0.1 -0.6 -0.6 -0.0 0.2 0.0 0.1 0.1 0.0 0.1 -0.0 0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.1 -0.0 -0.8 -0.1 0.1 -0.1 0.1 0.1 -0.0 -0.2 -0.2 -0.3 -0.5 -0.3 -0.1 -0.7 -0.5 -0.7 DX -0.0 0.6 0.3 -0.0 0.1 0.0 0.0 0.1 -0.0 -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 0.0 -1.8 0.1 -0.1 0.1 -0.1 -0.0 0.0 0.8 -0.4 0.4 0.6 -0.1 0.0 0.6 0.3 0.7 EUR 0.2 -0.5 -0.5 -0.0 0.1 0.0 0.0 0.1 -0.1 0.1 -0.2 0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.0 -0.0 0.6 -0.0 0.1 -0.0 0.1 0.1 -0.0 -0.3 0.1 0.4 -0.1 -0.2 -0.5 -0.7 -0.3 -0.7 EURIBOR-ICE -0.2 -0.6 -0.1 -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 -0.0 -0.1 -0.3 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.5 0.1 0.0 -0.2 -0.0 0.6 0.6 0.7 0.7 EUROSTX -0.0 -0.6 -0.5 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.3 -0.0 -0.0 -0.0 0.0 0.1 0.1 -0.0 -0.0 0.1 0.1 0.0 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.7 0.0 -0.1 -0.2 -0.0 0.2 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 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.1 0.2 0.5 0.2 1.1 0.5 0.6 -0.4 -0.0 0.7 0.7 0.6 0.7 GASOIL 0.3 0.6 0.6 0.1 -0.0 0.3 0.0 0.2 0.1 -0.0 0.2 0.0 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.0 0.2 0.1 -0.3 0.2 -0.0 0.3 0.0 0.3 0.1 1.1 0.2 0.1 0.6 0.4 -0.1 0.4 -0.3 -0.0 GASOLINE -0.5 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 -0.3 -0.2 -0.1 0.2 -0.0 0.4 0.0 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 -0.1 -0.1 -0.1 2.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.7 -0.2 -0.6 -0.6 -0.6 0.4 -0.0 0.4 -0.2 GBP 0.0 -0.4 -0.1 -0.1 0.1 0.0 0.0 0.1 -0.1 0.1 -0.1 0.1 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 0.1 -0.0 -0.1 -0.0 0.1 0.0 0.1 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 0.1 0.1 0.0 0.2 -0.0 0.1 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 -0.0 -2.6 0.0 0.0 0.2 0.0 0.5 -0.0 -0.2 0.1 -0.3 -0.1 0.4 0.7 0.3 -0.1 -0.7 HEATOIL -0.1 0.6 0.6 0.2 -0.0 0.3 0.0 0.3 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 0.4 0.0 0.3 0.1 1.1 0.1 0.2 0.6 0.3 -0.0 0.2 -0.4 -0.3 JGB-SGX-mini -0.4 0.2 0.3 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.3 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 0.3 -0.4 -0.3 -0.0 -0.4 -0.0 -0.7 -0.1 -0.7 JPY 0.1 -0.3 0.1 -0.0 0.1 0.0 0.0 0.1 -0.1 0.0 -0.3 -0.0 -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 -0.1 0.2 -0.0 -0.3 -0.2 -0.5 0.1 -0.6 LEANHOG -0.4 -0.4 0.1 0.2 -0.1 0.2 0.0 -0.7 0.2 -0.1 0.3 -0.1 0.6 -0.2 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 0.0 -0.1 0.3 -0.1 -1.2 -0.2 -0.2 0.0 -0.2 0.3 -0.2 -1.1 -0.5 -0.6 -0.6 -0.1 -0.6 0.1 -0.4 0.4 LIVECOW 0.6 -0.0 0.1 0.2 -0.1 0.2 0.0 -0.5 0.2 0.2 0.4 0.2 0.6 0.2 0.2 0.2 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 0.4 0.2 1.1 0.5 0.6 -0.1 -0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.1 0.2 0.5 0.2 -0.1 0.2 0.0 -0.5 0.2 -0.1 -0.5 -0.1 -0.6 -0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.1 -0.1 -0.5 -0.1 NaN -0.0 -0.0 -0.2 -0.0 -0.5 0.0 -1.2 0.2 -0.1 -0.6 -0.5 0.3 0.8 0.3 0.8 MXP -0.0 -0.6 -0.5 -0.1 0.2 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 0.2 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 -0.0 -0.4 -0.6 -0.0 0.2 0.0 0.1 0.1 0.0 0.1 -0.1 0.1 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 0.1 0.1 -0.0 -0.2 -0.3 -0.5 -0.2 -0.4 0.3 -0.7 0.2 -0.7 NIKKEI -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 0.1 0.0 0.0 0.1 0.2 0.0 -1.3 0.0 0.1 0.1 0.1 0.3 0.0 1.0 -0.1 -0.0 0.0 0.2 -0.5 -0.1 -0.7 -0.0 NZD -0.3 -0.5 0.3 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 1.2 -0.0 0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.2 -0.1 -0.3 0.7 0.1 0.7 OAT -0.2 -0.6 0.1 -0.0 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 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.8 0.1 0.1 -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 -0.1 -0.1 0.0 -0.0 -0.0 -0.5 0.4 0.2 0.0 -0.4 0.1 -0.5 OJ 0.2 0.1 0.3 0.1 -0.0 0.1 0.0 -0.2 0.1 0.0 -0.1 0.1 -0.2 0.0 -0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 -2.7 -0.0 0.0 -0.0 0.0 -0.1 0.0 1.0 0.2 -0.1 -0.2 0.1 -0.3 -0.4 -0.4 -0.4 PALLAD -0.3 -0.6 -0.1 -0.0 0.1 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 -0.0 1.6 -0.1 0.1 -0.0 0.1 0.2 -0.0 0.1 0.1 -0.0 -0.2 -0.3 0.7 0.2 0.3 -0.1 PLAT -0.3 -0.4 0.1 -0.0 0.1 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 0.1 0.1 0.0 0.3 -0.0 0.2 0.1 0.0 -0.0 0.1 0.7 0.4 0.4 -0.0 REDWHEAT -0.2 0.5 0.6 0.2 -0.1 0.1 0.0 -0.4 0.1 -0.1 0.2 -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 -0.1 0.2 0.1 -0.5 -0.3 -0.3 0.5 0.4 -0.7 -0.7 -0.7 -0.7 RICE -0.1 0.3 0.5 0.1 -0.1 0.1 0.0 -0.3 0.1 -0.1 -0.2 -0.1 -0.4 0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 -0.0 -0.4 -0.0 0.4 0.0 -0.1 -0.0 -0.0 -0.5 0.0 -1.0 0.2 -0.3 -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 -0.2 -0.1 -0.2 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 1.1 -0.3 -0.5 -0.6 -0.6 0.1 0.1 0.2 0.3 RUSSELL 0.2 -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 -0.1 -0.7 -0.3 -0.7 SHATZ -0.1 -0.4 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 0.5 0.5 0.7 SILVER-mini -0.4 -0.3 -0.1 -0.0 0.1 0.1 0.0 0.2 -0.0 0.0 0.0 -0.0 0.1 -0.0 -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 -0.0 -0.6 -0.5 -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 0.1 0.1 0.1 0.2 0.0 1.1 0.0 0.0 0.0 0.2 0.0 0.7 0.0 0.7 SOFR -0.4 -0.2 -0.2 -0.1 0.1 -0.1 0.1 -0.1 -0.0 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 -2.6 -0.0 0.1 0.0 0.0 0.1 -0.0 0.2 -0.1 -0.1 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 0.4 0.1 0.7 0.0 -0.6 0.3 0.2 -0.1 -0.3 -0.0 -0.2 SOYMEAL -0.1 0.2 0.2 0.1 -0.1 0.1 0.0 -0.3 0.1 0.1 -0.0 -0.1 -0.2 -0.0 0.0 0.1 -0.2 -0.1 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -1.5 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.1 -0.4 -0.0 -0.2 -0.3 -0.5 -0.5 -0.5 SOYOIL -0.0 0.5 0.6 0.2 -0.1 0.1 0.0 -0.4 0.2 -0.1 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 0.1 0.5 -0.1 -0.2 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 -0.3 -0.1 -0.1 0.0 -0.0 -0.7 -0.3 -0.7 SP500_micro 0.0 -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 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 0.1 0.1 -0.0 -1.4 -0.1 0.1 -0.1 0.1 0.0 -0.0 -0.3 -0.2 -0.5 -0.4 -0.5 0.4 -0.7 0.3 -0.7 SUGAR11 0.2 0.6 0.5 0.1 -0.1 0.1 0.0 -0.3 0.1 -0.1 -0.1 -0.1 -0.4 0.0 0.0 -0.1 0.2 0.1 0.2 0.0 -0.0 -0.1 -0.2 -0.0 -2.5 0.1 -0.2 0.1 -0.2 -0.1 0.0 1.1 -0.5 0.0 0.2 0.1 -0.1 -0.6 -0.1 -0.4 US10 -0.3 -0.3 -0.3 -0.0 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 -0.0 -0.8 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.2 -0.0 -0.1 0.0 0.0 -0.1 -0.7 -0.4 -0.7 US10U -0.3 -0.3 -0.2 -0.1 0.1 -0.1 0.1 -0.1 -0.0 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 -0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.6 -0.7 US2 -0.3 -0.5 -0.4 -0.0 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 -0.2 -0.3 -0.1 -0.0 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 -0.0 0.0 -0.2 -0.1 -0.0 0.1 0.0 0.6 -0.2 -0.3 US30 -0.2 -0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.1 -0.2 0.0 -0.2 -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 -0.4 -0.0 0.1 0.2 -0.1 0.5 -0.2 -0.3 US5 -0.3 -0.4 -0.3 -0.0 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 0.0 -0.1 0.0 0.0 -0.0 -0.4 0.0 -0.1 -0.1 -0.0 -0.1 -0.7 -0.3 -0.7 VIX -0.1 1.0 0.9 0.1 -0.1 0.2 -0.1 0.1 0.1 -0.2 0.1 -0.1 -0.3 0.1 0.1 0.1 -0.6 -0.2 -0.6 0.1 0.1 -0.1 0.0 0.0 NaN 0.2 -0.1 0.2 -0.1 0.1 0.1 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT -0.2 0.5 0.6 0.2 -0.1 0.1 0.0 -0.4 0.1 -0.1 0.2 -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 0.9 0.1 -0.1 0.3 -0.1 0.2 0.0 -0.6 -0.3 -0.4 0.5 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 -13.0 -12.0 9.9 -4.2 14.2 0.2 3.5 2.5 -4.8 11.2 8.9 2.9 10.2 -2.0 5.9 1.7 0.1 1.3 0.8 2.9 8.2 7.1 8.5 0.1 9.1 4.2 14.1 9.8 7.3 9.3 0.8 6.6 7.8 1.6 6.8 14.5 -3.9 20.0 5.8 20.0 BITCOIN 9.6 -20.0 -20.0 -2.7 15.1 6.6 7.6 16.7 -1.5 15.4 -17.3 0.6 -12.5 -3.8 -15.2 -3.8 -5.5 -3.8 -4.3 -20.0 -20.0 7.2 -20.0 -4.4 -12.3 -8.9 5.4 -15.3 -1.6 -12.1 -5.3 -0.3 -20.0 2.4 9.2 -15.1 -10.9 -1.0 -20.0 -17.4 BOBL -6.0 -12.8 1.1 -4.2 9.4 -3.0 3.9 -2.1 -2.4 4.5 -6.6 -0.4 -4.7 -6.9 -7.0 17.8 -0.5 3.5 -0.2 -7.4 -5.2 -0.3 -3.4 -6.4 1.8 -6.7 12.2 -5.5 9.2 -4.1 -2.4 -7.6 6.3 0.3 -6.4 -1.5 9.7 20.0 15.1 20.0 BTP -4.6 -20.0 -10.5 -5.0 11.2 -3.6 4.7 -2.6 -2.9 8.9 -2.9 4.6 5.1 -5.9 -6.5 4.7 10.5 9.0 10.4 -7.0 -3.6 3.8 0.1 -4.9 -19.7 -7.2 17.1 -3.4 13.0 1.0 -2.1 11.3 9.8 1.4 -8.6 0.3 7.7 20.0 12.4 20.0 BUND -5.7 -8.5 3.6 -4.7 10.6 -3.4 4.4 -2.4 -2.7 4.2 -6.5 0.6 -6.9 -7.3 -7.1 0.8 8.2 7.9 9.2 -6.0 -4.1 -1.0 -3.4 -5.6 0.0 -5.1 10.4 -3.9 8.3 -3.4 -1.7 8.2 0.7 1.5 -0.9 2.0 7.9 20.0 13.5 20.0 BUXL -0.4 5.9 10.5 -6.5 14.5 -4.7 6.1 -3.3 -3.7 -1.8 -10.3 -2.8 -14.7 -7.5 -6.7 3.5 3.8 4.1 4.2 -2.7 -4.3 -3.4 -8.4 -3.0 3.3 -0.7 3.7 -3.3 6.9 -6.9 2.4 -0.2 -13.7 11.1 12.5 7.3 -5.1 12.5 -5.1 5.2 CAC 11.4 -20.0 -13.2 -1.4 20.0 0.9 13.6 4.1 3.2 11.3 -2.0 9.6 7.9 -2.1 -5.2 19.0 0.2 8.4 2.9 -3.0 -2.3 16.5 1.0 4.6 4.7 5.5 20.0 4.5 20.0 3.5 12.3 11.2 8.1 -1.5 15.7 5.6 7.2 20.0 2.9 20.0 CAD -18.2 -11.4 3.0 -7.6 20.0 0.4 6.4 4.6 -8.7 17.8 -3.0 -13.1 2.8 -18.5 -13.7 -7.0 -7.4 -7.0 -7.2 -13.1 -3.8 -7.7 -1.5 -18.6 20.0 -12.9 9.5 -1.1 -11.1 1.3 -20.0 -6.7 -18.7 -20.0 -4.2 -5.2 -20.0 -20.0 -20.0 -20.0 CANOLA -5.5 13.1 20.0 11.9 -5.4 3.6 1.2 -7.6 9.8 -8.3 6.0 -4.4 2.4 3.6 8.3 -15.0 -15.5 -16.6 -16.8 8.5 7.9 -5.5 3.7 2.2 7.8 9.7 -6.5 8.7 -4.5 4.0 3.0 -11.3 -8.1 -12.2 14.5 15.8 7.4 20.0 9.4 20.0 CHF -13.0 -17.5 -5.7 -3.8 13.0 0.2 3.2 2.3 -4.4 8.6 -5.8 -4.6 6.4 -9.7 -8.6 -13.0 -15.4 -13.7 -14.4 -7.7 -2.3 -2.0 2.3 -8.8 -2.3 -5.2 5.4 0.4 -1.9 4.4 -7.5 -19.6 -7.2 -5.9 -5.1 -0.8 -16.8 -20.0 -12.3 -20.0 COCOA 16.0 -6.4 -20.0 7.6 -3.5 2.3 0.8 -4.9 6.3 -0.1 -6.9 -1.9 -6.4 -3.1 -6.3 -6.9 1.0 -6.3 -4.1 -11.6 -17.9 -1.5 -15.7 -4.3 -20.0 -6.8 -0.2 -10.6 -1.6 -8.5 -2.9 13.8 1.7 -6.3 -12.0 -17.4 11.6 1.3 15.0 5.6 COFFEE 16.8 4.0 -20.0 20.0 -9.3 6.1 2.0 -13.0 16.8 -0.4 -8.3 -7.1 0.9 -2.2 -11.3 12.1 17.2 15.8 17.9 -8.9 -11.8 -5.0 -1.4 -3.6 -20.0 -2.8 -5.0 -3.7 -8.3 6.3 -2.7 20.0 -20.0 -7.5 -3.8 -20.0 20.0 20.0 20.0 20.0 COPPER -6.8 -13.1 0.7 -1.3 7.2 3.1 3.6 8.0 -0.7 7.3 2.8 3.5 3.8 -1.3 -2.7 -6.2 -6.3 -6.3 -6.3 -1.9 1.7 3.8 4.4 -1.1 -0.8 -1.1 7.2 1.6 5.2 4.6 0.3 -2.6 1.3 0.0 -1.1 -0.4 6.0 20.0 0.5 12.2 CORN -6.3 15.0 12.7 20.0 -10.1 6.7 2.2 -14.1 18.2 -18.3 12.7 -17.4 -2.3 4.9 12.3 -20.0 -20.0 -20.0 -20.0 10.2 9.3 -14.3 1.1 -0.5 10.9 14.8 -20.0 14.4 -18.8 5.5 -0.2 -20.0 -20.0 -20.0 17.6 5.4 9.2 -2.4 12.8 4.4 COTTON2 20.0 20.0 17.9 20.0 -11.5 7.6 2.5 -16.2 20.0 19.7 2.4 20.0 -14.2 20.0 18.9 -19.7 -20.0 -20.0 -20.0 20.0 6.3 20.0 -8.4 20.0 -4.1 20.0 20.0 8.9 20.0 -6.6 20.0 -20.0 20.0 20.0 20.0 4.9 -10.7 -13.2 -11.1 -8.8 CRUDE_W -15.6 20.0 20.0 20.0 -2.8 20.0 4.7 12.3 17.1 0.1 8.0 -2.1 2.5 7.2 9.9 16.3 7.5 12.9 9.3 16.0 13.3 1.2 6.1 9.1 4.8 16.4 -2.7 13.5 -1.7 5.8 8.4 -0.1 -19.6 -11.3 -15.6 -11.8 10.3 20.0 -1.3 3.3 DAX 0.3 -20.0 -20.0 -0.9 14.4 0.6 9.5 2.9 2.2 6.8 -3.3 4.7 4.7 -3.7 -4.9 -4.6 -7.1 -6.4 -6.9 -5.7 -3.5 6.9 0.5 -1.8 -6.2 -5.7 11.3 -3.6 9.5 0.2 -0.9 -2.7 -2.0 -5.8 -9.5 -6.3 11.9 20.0 13.5 20.0 DOW 2.7 -20.0 -18.7 -1.1 17.1 0.7 11.3 3.4 2.6 9.7 -0.9 6.7 7.6 -3.3 -4.8 -5.2 -7.5 -6.1 -6.7 -6.5 -2.5 10.9 3.1 -1.2 -6.0 -6.3 11.8 -2.8 6.7 1.9 -2.5 -2.9 -8.5 -10.1 -15.5 -9.5 -4.0 -20.0 -13.5 -20.0 DX -0.6 17.4 9.3 -3.8 13.0 0.2 3.2 2.3 -4.4 -8.9 6.9 -3.4 -6.4 7.5 8.4 3.6 5.5 4.3 4.9 6.5 4.3 -5.0 0.1 3.5 -13.8 5.6 -14.0 2.7 -4.9 -0.6 3.3 14.9 -15.3 11.5 20.0 -2.5 0.7 16.5 8.4 20.0 EUR 6.1 -15.1 -13.9 -4.2 14.5 0.2 3.5 2.5 -4.9 11.5 -6.3 9.4 7.4 -4.2 -7.5 -5.2 -7.4 -6.2 -6.8 -5.4 -3.5 7.6 1.3 -1.0 4.2 -4.0 12.1 -1.2 7.7 3.0 -0.6 -6.3 3.9 11.3 -4.1 -5.3 -14.8 -20.0 -9.1 -20.0 EURIBOR-ICE -6.5 -17.6 -4.5 -3.5 7.9 -2.5 3.3 -1.8 -2.0 4.4 -5.1 0.3 -1.3 -5.7 -5.7 1.5 10.0 6.0 8.7 -6.5 -4.2 -0.2 -1.8 -5.6 -2.3 -5.3 9.5 -4.1 7.2 -2.3 -1.9 9.7 5.9 0.8 -6.1 -1.1 17.5 17.7 20.0 20.0 EUROSTX -0.4 -20.0 -15.5 -1.1 16.0 0.7 10.6 3.2 2.5 8.6 1.5 6.3 7.2 -3.4 -4.1 -0.1 1.9 3.3 3.1 -3.2 -0.2 9.8 3.3 0.5 -4.1 -2.9 15.6 0.3 13.8 3.5 2.0 13.5 0.0 -2.2 -5.1 -0.4 7.5 20.0 7.1 20.0 FEEDCOW 20.0 -17.0 1.0 18.3 -8.4 5.5 1.8 -11.8 15.1 14.2 12.7 15.6 14.4 12.7 13.4 3.5 9.9 8.6 10.6 14.3 15.6 20.0 20.0 20.0 -20.0 5.0 15.8 3.7 20.0 12.5 15.9 20.0 20.0 20.0 -13.8 -0.1 20.0 20.0 17.1 20.0 GASOIL 9.3 20.0 19.0 13.5 -1.5 11.4 2.5 6.6 9.2 -1.1 6.3 4.2 5.7 6.6 6.8 20.0 20.0 20.0 20.0 13.3 10.1 5.5 5.8 11.5 -2.3 14.3 -0.6 12.5 3.7 8.1 10.1 20.0 8.7 2.9 17.1 11.3 -2.3 12.9 -7.8 -0.3 GASOLINE -14.4 20.0 20.0 17.5 -1.9 14.7 3.3 8.6 11.9 -4.5 7.9 0.2 5.9 7.4 8.2 20.0 -20.0 -20.0 -20.0 15.2 12.0 2.2 6.7 11.0 -7.6 15.1 -2.2 12.3 2.0 6.7 10.3 -20.0 -2.3 3.0 5.9 2.9 5.9 20.0 -2.5 11.4 GAS_US_mini -7.9 -5.9 -1.8 19.2 -2.1 16.1 3.6 9.4 13.1 -8.9 -6.0 -9.7 -7.2 -9.5 -6.8 -10.9 -6.8 10.4 8.4 -4.6 -4.0 -5.9 -3.9 -5.5 18.1 -6.0 -6.2 -5.7 -6.9 -5.0 -6.4 -13.5 -7.9 -20.0 -20.0 -20.0 12.5 -0.7 11.7 -7.2 GBP 0.5 -12.9 -4.4 -4.8 16.3 0.2 4.0 2.9 -5.5 11.9 -2.1 5.5 8.0 -6.9 -8.5 0.8 0.2 0.5 0.3 -4.5 -1.7 5.0 2.1 -2.7 -1.0 -2.0 11.0 1.8 4.8 5.2 -1.8 6.4 -5.5 6.5 0.8 1.7 -15.6 -7.3 -9.0 -8.6 GOLD_micro -20.0 -15.5 -13.7 -1.1 5.8 2.5 2.9 6.4 -0.6 5.8 3.0 -0.5 4.9 -2.9 -2.0 -4.8 -8.3 -5.4 -6.5 -2.2 3.9 1.1 7.9 -3.8 -19.1 0.9 3.7 7.8 1.5 13.1 -1.7 -4.6 4.4 -8.2 -2.1 11.1 20.0 7.6 -3.9 -20.0 HEATOIL -3.9 20.0 20.0 14.8 -1.6 12.4 2.8 7.2 10.0 -0.3 7.0 5.1 6.0 7.4 7.6 20.0 20.0 20.0 20.0 18.5 14.6 5.6 8.4 14.5 -8.1 15.6 0.4 13.0 4.2 8.1 11.4 20.0 2.4 5.0 17.1 8.5 -1.5 5.1 -11.6 -9.5 JGB-SGX-mini -11.1 7.4 8.9 -3.2 7.1 -2.3 3.0 -1.6 -1.8 -0.7 -6.8 -4.1 -7.3 -5.8 -5.9 1.4 9.3 3.4 5.9 -6.4 -7.2 -5.1 -8.4 -6.8 2.3 -6.4 -0.8 -8.0 -4.6 -9.4 -6.1 6.3 -18.4 -9.6 -0.4 -11.4 -0.0 -20.0 -4.0 -20.0 JPY 2.2 -8.2 2.4 -4.3 14.9 0.2 3.6 2.6 -5.0 5.3 -12.7 -3.7 -12.8 -11.1 -11.4 -8.3 -9.9 -8.6 -8.9 -9.1 -11.5 -1.4 -13.4 -6.1 20.0 -7.5 2.0 -9.7 -0.4 -11.7 -5.0 -10.1 -6.1 6.6 -0.9 -10.8 -5.8 -15.2 2.5 -17.8 LEANHOG -13.4 -11.2 4.3 20.0 -13.1 8.7 2.9 -18.4 20.0 -13.5 9.3 -9.5 18.0 -15.9 -4.3 -20.0 -20.0 -20.0 -20.0 -6.5 4.3 -6.1 12.0 -10.5 -8.8 -16.4 -20.0 0.2 -20.0 9.2 -20.0 -20.0 -20.0 -20.0 -20.0 -3.3 -18.2 4.4 -13.1 11.4 LIVECOW 20.0 -0.8 3.7 20.0 -9.7 6.4 2.1 -13.6 17.5 16.8 13.9 18.7 15.5 16.6 16.7 8.1 6.9 7.1 5.5 20.0 16.6 20.0 20.0 20.0 -20.0 10.9 20.0 4.2 20.0 9.9 20.0 20.0 20.0 20.0 -2.1 -1.0 20.0 20.0 20.0 20.0 LUMBER-new 1.8 4.1 12.6 19.1 -8.7 5.8 1.9 -12.2 15.8 -13.4 -14.5 -11.3 -15.6 -3.0 -5.7 -20.0 -20.0 -20.0 -20.0 -4.6 -10.7 -10.4 -16.9 -5.1 NaN -0.9 -4.7 -7.8 -1.5 -12.6 1.2 -20.0 5.7 -3.6 -16.1 -13.1 6.9 20.0 9.0 20.0 MXP -0.9 -20.0 -14.0 -5.0 17.2 0.2 4.2 3.0 -5.8 14.0 9.1 12.1 14.0 -1.2 1.7 7.6 11.6 9.0 10.3 1.3 7.4 15.2 12.9 3.8 -20.0 1.0 17.5 8.9 11.7 15.0 1.7 20.0 9.9 15.3 0.3 9.3 8.9 6.6 20.0 9.8 NASDAQ_micro -1.1 -13.2 -20.0 -1.2 17.9 0.8 11.9 3.6 2.8 10.3 -2.8 7.0 7.8 -0.1 -5.2 -6.2 -8.2 -7.0 -7.5 -6.0 -3.3 10.4 3.1 -0.8 -16.5 -6.1 10.9 -3.7 5.6 1.4 -2.6 -4.2 -10.5 -15.2 -6.7 -13.8 8.0 -20.0 5.0 -20.0 NIKKEI -4.8 -20.0 -13.0 -0.8 11.6 0.5 7.6 2.3 1.8 6.3 4.2 4.9 6.1 -1.6 0.2 0.5 6.4 3.4 4.9 0.6 3.7 7.1 6.3 1.6 -9.7 1.0 8.6 4.4 4.9 7.3 1.1 19.1 -5.4 -1.0 1.0 7.0 -14.3 -3.7 -20.0 -0.8 NZD -9.1 -15.3 9.0 -3.2 10.9 0.2 2.7 1.9 -3.7 7.3 -0.6 -0.3 -1.0 -6.7 -5.6 -2.8 -3.4 -3.2 -3.4 -4.4 -1.6 1.3 -1.0 -4.8 9.3 -3.9 9.0 -1.5 2.2 -1.3 -4.0 0.0 -0.7 -1.0 -5.4 -1.7 -10.2 20.0 1.6 20.0 OAT -5.9 -19.7 2.5 -4.1 9.1 -2.9 3.8 -2.1 -2.3 5.9 -2.2 3.6 -0.9 -5.1 -5.2 11.3 12.5 12.2 13.0 -4.5 -2.1 2.0 -1.0 -3.6 -1.1 -3.4 12.3 -1.1 10.0 0.1 -0.4 15.4 5.6 2.5 -2.3 4.5 6.4 18.2 11.3 20.0 OATIES -10.3 20.0 18.5 12.2 -5.6 3.7 1.2 -7.8 10.1 -9.1 2.2 -6.8 -3.2 1.9 4.9 -5.0 -9.6 -6.4 -9.3 6.8 4.0 -4.6 -1.4 2.4 -0.3 7.6 -7.9 4.4 -5.6 -1.9 2.3 -0.4 -1.3 -14.7 13.1 7.0 1.4 -12.6 3.3 -14.8 OJ 4.9 1.7 8.7 7.9 -3.6 2.4 0.8 -5.1 6.6 3.1 -3.3 5.6 -6.1 3.7 -0.6 -0.4 2.2 0.8 0.8 0.4 -2.3 4.9 -5.4 3.4 -20.0 -0.1 0.8 -1.4 4.0 -3.3 2.3 18.8 9.1 -2.1 -6.0 3.0 -10.0 -10.7 -11.8 -10.6 PALLAD -9.0 -19.7 -3.4 -1.2 6.8 3.0 3.4 7.6 -0.7 6.8 -1.0 1.9 2.2 -3.9 -5.7 -3.3 -3.1 -3.2 -3.2 -5.9 -1.3 3.1 3.5 -3.8 12.1 -4.9 7.9 -1.3 5.1 4.5 -1.7 2.8 4.3 -0.4 -5.1 -9.0 20.0 6.8 9.1 -4.3 PLAT -10.4 -11.8 3.1 -1.1 6.0 2.6 3.0 6.6 -0.6 6.3 0.0 1.8 2.9 -3.2 -3.9 -2.0 -3.1 -2.2 -2.6 -2.8 1.7 3.5 5.6 -2.1 -1.4 -1.6 8.0 3.1 4.5 8.6 -0.6 3.2 3.1 0.1 -0.8 2.2 20.0 12.1 12.6 -0.6 REDWHEAT -6.2 13.9 20.0 16.5 -7.5 5.0 1.7 -10.6 13.6 -13.6 9.1 -11.2 -5.9 6.7 10.7 -13.4 -15.5 -13.9 -14.7 10.0 8.7 -9.1 0.9 2.2 5.8 12.5 -11.0 11.7 -5.9 4.3 4.6 -9.7 -12.1 -8.6 14.7 13.0 -19.6 -20.0 -20.0 -20.0 RICE -3.2 8.4 14.1 13.4 -6.1 4.1 1.3 -8.6 11.1 -9.4 -6.2 -5.8 -10.1 3.5 4.3 -20.0 -17.6 -20.0 -20.0 0.6 -4.9 -5.4 -15.1 -0.9 3.0 3.4 -7.3 -1.8 -1.8 -13.0 2.1 -18.7 6.7 -8.7 -11.4 4.1 -20.0 -15.1 -20.0 -14.7 ROBUSTA -6.8 -7.5 -12.5 11.0 -5.0 3.3 1.1 -7.1 9.1 -8.7 -5.6 -9.2 -4.2 -8.9 -8.7 13.8 15.3 15.4 15.4 -10.3 -8.7 -14.2 -5.6 -12.3 -20.0 -7.4 -4.9 -6.6 -7.8 -4.2 -7.9 20.0 -12.7 -16.4 -18.2 -17.7 4.1 1.9 7.4 9.7 RUSSELL 4.8 -20.0 -9.6 -1.2 18.9 0.8 12.5 3.8 2.9 10.8 3.0 10.1 9.1 -0.2 -3.1 -3.8 -5.0 -4.3 -4.5 -2.4 0.9 13.1 5.3 2.5 5.3 -3.0 12.9 0.0 9.5 3.8 0.9 1.1 -12.6 -2.6 -5.2 -2.0 -1.6 -20.0 -9.2 -20.0 SHATZ -3.4 -13.0 2.7 -3.5 7.7 -2.5 3.2 -1.8 -2.0 4.7 -6.7 -0.6 -6.6 -5.7 -6.2 -1.0 -8.8 -0.4 -3.5 -8.7 -6.4 0.1 -4.1 -6.9 6.5 -9.9 11.1 -8.4 7.1 -6.0 -5.0 -17.7 9.7 -5.0 -17.0 -9.3 12.0 16.3 15.6 20.0 SILVER-mini -13.8 -8.2 -2.8 -1.0 5.7 2.5 2.9 6.4 -0.6 5.3 0.4 -1.1 2.5 -4.3 -3.8 -1.8 -5.1 -2.5 -3.8 -2.4 2.7 0.5 6.0 -3.3 -8.3 -0.1 2.9 6.4 1.0 11.8 -1.6 0.3 -2.9 -2.7 -1.8 5.9 13.2 11.5 6.5 2.2 SMI -1.5 -20.0 -14.1 -1.0 14.7 0.6 9.7 2.9 2.3 7.9 2.4 7.5 6.2 -2.4 -2.9 2.4 6.8 6.8 7.6 -2.5 1.2 8.8 4.4 0.6 4.8 -0.3 14.0 3.8 13.3 6.5 3.2 20.0 0.4 0.8 0.6 5.6 0.5 20.0 0.3 20.0 SOFR -12.4 -6.1 -6.9 -6.3 14.1 -4.5 6.0 -3.2 -3.6 13.4 -5.6 -1.9 9.1 -9.4 -8.0 3.9 6.2 5.4 6.2 -5.2 -1.9 -0.4 1.6 -5.8 -19.2 -2.8 6.2 0.9 1.6 3.6 -4.2 3.9 -5.8 -3.0 8.2 6.5 -11.3 -9.3 -16.9 -20.0 SOYBEAN 0.3 10.1 11.9 20.0 -9.6 6.4 2.1 -13.5 17.4 2.5 15.2 9.2 13.1 11.8 15.5 1.8 -2.7 1.4 -0.6 14.6 13.7 3.6 7.6 9.8 -6.2 13.0 -1.6 14.6 0.2 10.1 6.2 13.3 0.2 -20.0 10.7 5.7 -1.7 -9.8 -0.2 -6.9 SOYMEAL -3.7 5.1 4.8 13.1 -6.0 4.0 1.3 -8.4 10.8 6.0 -0.9 -7.5 -4.9 -4.0 1.8 3.8 -10.8 -3.1 -7.5 1.0 1.1 -1.2 -1.7 -1.0 -11.1 2.8 1.0 5.0 -2.5 2.8 -1.1 -0.0 -3.8 -11.1 -1.2 -5.1 -9.7 -14.6 -14.2 -13.8 SOYOIL -1.0 16.7 20.0 17.5 -8.0 5.3 1.8 -11.2 14.5 -8.4 14.7 8.7 13.4 14.1 15.9 7.0 -4.2 -0.1 -3.1 20.0 20.0 7.0 17.0 19.6 -15.0 20.0 -6.0 20.0 1.1 13.6 12.8 9.8 -3.5 -6.6 20.0 20.0 -3.4 -20.0 -4.1 -20.0 SP400 2.7 -20.0 -2.2 -1.2 18.6 0.8 12.3 3.7 2.9 10.7 4.0 9.9 8.7 -0.7 -1.6 -5.0 -6.2 -5.8 -6.0 -1.2 1.8 13.4 4.5 3.0 3.1 -2.1 12.6 0.3 9.5 2.1 1.1 -1.1 -10.7 -2.2 -4.5 1.2 -0.5 -20.0 -8.4 -20.0 SP500_micro 0.0 -20.0 -20.0 -1.2 18.7 0.8 12.4 3.7 2.9 10.7 -0.4 7.3 9.7 -1.5 -4.1 -6.6 -9.0 -7.7 -8.3 -6.7 -3.1 11.7 3.7 -1.2 -10.8 -7.5 12.2 -4.6 6.3 0.6 -3.4 -5.5 -8.6 -15.9 -13.7 -14.5 12.0 -20.0 9.9 -20.0 SUGAR11 7.1 20.0 15.8 13.5 -6.2 4.1 1.4 -8.7 11.1 -11.3 -3.9 -7.3 -9.8 2.0 3.8 -5.5 9.9 3.7 7.7 4.3 -0.0 -15.1 -6.5 -1.1 -18.7 6.8 -20.0 3.0 -14.8 -3.3 0.3 20.0 -20.0 0.1 6.6 2.4 -3.0 -19.3 -1.8 -13.2 US10 -9.9 -10.5 -9.1 -4.5 10.0 -3.2 4.2 -2.3 -2.6 9.7 -4.0 0.1 4.3 -6.2 -6.3 2.6 1.6 2.7 2.5 -5.6 -3.1 0.6 -0.4 -4.6 -6.1 -4.5 4.9 -1.7 2.0 1.1 -3.7 -3.3 -1.5 -2.7 1.1 0.2 -3.8 -20.0 -11.5 -20.0 US10U -8.8 -9.9 -7.4 -7.0 15.5 -5.0 6.5 -3.5 -4.0 15.0 -4.5 1.6 6.4 -8.9 -9.0 3.5 1.3 3.1 2.5 -7.6 -3.8 0.9 -0.2 -6.3 -10.8 -6.6 6.4 -1.4 2.3 3.1 -5.9 -3.7 -5.8 -3.2 2.1 2.5 -4.1 -3.1 -18.2 -20.0 US2 -8.3 -15.9 -11.3 -4.2 9.4 -3.0 4.0 -2.2 -2.4 9.1 -6.3 0.1 -3.1 -5.4 -6.2 -3.8 -11.5 -6.8 -8.6 -9.6 -7.1 -0.5 -3.9 -7.2 6.3 -8.4 4.6 -6.1 1.5 -2.7 -5.8 -20.0 3.5 -5.9 -9.4 -7.3 -1.9 -20.0 -3.7 -20.0 US20 -7.0 -10.2 -3.2 -4.6 10.2 -3.3 4.3 -2.3 -2.6 9.4 -2.7 3.2 1.4 -5.6 -5.6 4.2 4.1 4.6 4.6 -4.4 -2.2 0.9 -0.6 -3.4 -6.2 -4.9 2.5 -1.2 0.4 1.3 -4.6 0.6 -6.3 -2.3 -0.9 3.0 0.4 17.0 -4.6 -10.3 US30 -5.5 -6.1 -0.7 -6.8 15.1 -4.8 6.3 -3.5 -3.9 10.3 -7.0 4.2 -4.3 -8.9 -8.7 1.7 0.1 1.8 1.3 -5.4 -3.4 -0.5 -2.9 -4.7 -4.8 -6.8 0.6 -2.2 -1.3 0.3 -7.0 -5.8 -16.2 -0.9 1.7 4.6 -2.0 13.5 -6.8 -8.7 US5 -10.1 -12.4 -10.3 -4.6 10.2 -3.3 4.3 -2.3 -2.6 9.8 -4.7 -0.0 3.8 -6.1 -6.4 0.6 -1.3 0.3 -0.1 -7.1 -4.4 0.2 -1.3 -5.7 -4.5 -5.8 5.3 -2.9 2.1 0.2 -4.4 -8.0 0.8 -3.8 -1.8 -1.4 -2.8 -20.0 -8.0 -20.0 VIX -1.4 20.0 16.8 8.4 -9.2 5.5 -3.7 1.5 4.3 -10.9 3.3 -8.4 -5.2 4.6 6.0 4.2 -20.0 -6.4 -17.8 7.4 4.8 -7.3 0.8 2.5 NaN 8.8 -9.1 5.7 -4.5 1.6 4.4 NaN NaN NaN NaN NaN -6.9 -20.0 NaN NaN WHEAT -5.7 14.2 20.0 15.7 -7.2 4.7 1.6 -10.1 13.0 -12.8 7.0 -9.7 -6.6 6.4 9.7 -12.6 -17.3 -14.7 -16.0 8.1 6.6 -9.0 -0.3 1.2 7.1 11.2 -13.8 10.9 -8.3 4.2 2.7 -12.2 -14.1 -10.9 14.6 12.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3