******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260410_203927 produced at 2026-04-10 21:36:04.822261 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.49 0.0 0.00 0.00 0.00 0.00 -14.43 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.45 0.0 0.00 0.00 0.00 0.00 -12.76 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -2.34 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.04 -0.14 0.0 0.24 -0.24 -0.04 -0.07 -7.62 13.0 -2 -4 caleb_strategy_v3 CHF False False 0.07 -0.27 -0.10 0.0 0.89 -0.89 -0.27 -0.27 -1.49 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 -30.25 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.09 0.0 0.90 -0.90 -0.09 -0.09 -2.80 29.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 -0.28 -0.08 0.0 1.16 -1.16 -0.28 -0.28 -1.63 25.0 -6 -6 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.81 -0.81 0.00 0.00 -0.95 17.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -3.94 4.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.58 -0.58 -0.03 -0.03 -1.15 17.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.04 0.0 0.71 -0.71 0.00 0.00 -2.39 48.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.04 0.0 0.68 -0.68 0.00 -0.01 -3.55 66.0 0 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.63 -0.63 -0.05 -0.05 -0.80 13.0 -1 -1 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.88 -0.88 0.00 0.00 -0.54 14.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.13 -0.03 0.0 0.50 -0.50 -0.13 -0.13 -1.54 23.0 -6 -6 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.15 -1.15 -0.02 -0.02 -1.02 56.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.45 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 -3.34 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 -0.69 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 -1.68 18.0 -2 -2 caleb_strategy_v3 DAX False False 0.01 -0.06 -0.01 0.0 0.70 -0.70 -0.06 -0.06 -0.56 58.0 -5 -5 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.54 9.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 -0.01 0.0 0.39 -0.39 -0.01 -0.04 -1.09 68.0 -2 -7 caleb_strategy_v3 BTP False False 0.06 0.00 -0.01 0.0 0.59 -0.59 0.00 0.00 -0.17 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 -0.02 -0.01 0.0 0.56 -0.56 -0.02 0.00 -0.85 36.0 -1 0 caleb_strategy_v3 SP400 False False 0.15 0.00 -0.01 0.0 0.30 -0.30 0.00 0.00 -0.06 2.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.20 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.27 6.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.47 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.37 -0.37 -0.03 -0.03 -0.70 26.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.38 8.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -0.45 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 -2.58 26.0 0 0 caleb_strategy_v3 VIX False False 0.01 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -1.04 999999999.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.22 -0.22 0.00 -0.05 -0.01 4.0 0 -1 caleb_strategy_v3 GBP False False 0.04 0.00 -0.00 0.0 0.79 -0.79 0.00 0.00 -0.10 22.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.28 10.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.49 2.0 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 COFFEE False False 0.05 0.00 0.00 0.0 0.29 -0.29 0.00 0.00 0.04 6.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.04 -0.00 0.0 0.12 -0.12 0.04 0.01 -0.11 12.0 4 1 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.16 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.10 -1.10 0.00 0.00 0.10 19.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.09 2.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.01 0.0 0.53 -0.53 0.03 0.03 0.49 21.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.32 11.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.46 7.0 2 2 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.01 0.0 999.00 -999.00 0.05 0.10 0.23 999999999.0 1 2 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.55 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 3.97 51.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.12 0.02 0.0 0.59 -0.59 0.12 0.12 0.57 20.0 4 4 caleb_strategy_v3 HEATOIL False False 0.06 0.06 0.03 0.0 0.18 -0.18 0.06 0.00 0.42 3.0 1 0 caleb_strategy_v3 DX False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.74 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.03 0.0 999.00 -999.00 0.00 0.06 0.52 999999999.0 0 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.19 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.05 0.0 0.60 -0.60 0.12 0.12 0.81 10.0 2 2 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.64 9.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.07 0.0 0.58 -0.58 0.00 0.03 2.28 19.0 0 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.64 -0.64 0.16 0.16 1.02 8.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.09 0.0 0.16 -0.16 0.00 0.00 2.81 5.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.11 0.0 0.73 -0.73 0.00 0.00 2.59 17.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.22 0.0 1.22 -1.22 0.00 0.00 1.79 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.16 0.25 0.0 0.74 -0.74 0.16 0.23 19.91 60.0 13 19 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 8.6 Shocked risk 20.9 Sum abs risk 36.8 Leverage 4.35 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2330185.24, 'annual_cash_vol_target': 582546.31, 'daily_cash_vol_target': 36409.144375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.7071 0.6801 10.8820 BITCOIN 1672.7766 73385.0000 2.2795 36.4712 BOBL 0.3177 115.4600 0.2751 4.4024 BTP 0.8054 117.0400 0.6882 11.0108 BUND 0.5617 125.1400 0.4489 7.1823 BUXL 1.0671 107.9000 0.9890 15.8240 CAC 94.9806 8248.5000 1.1515 18.4238 CAD 0.0026 0.7252 0.3527 5.6433 CANOLA 8.7350 717.1000 1.2181 19.4897 CHF 0.0061 1.2766 0.4799 7.6785 COCOA 104.6328 3326.0000 3.1459 50.3345 COFFEE 5.2973 296.4000 1.7872 28.5956 COPPER 0.0912 5.9330 1.5368 24.5882 CORN 4.4776 471.7500 0.9491 15.1862 COTTON2 0.8386 75.3800 1.1125 17.8004 CRUDE_W 1.3927 74.7200 1.8639 29.8219 DAX 315.5787 23959.0000 1.3172 21.0746 DOW 431.5460 48140.0000 0.8964 14.3430 DX 0.4282 98.4450 0.4350 6.9600 EUR 0.0056 1.1764 0.4783 7.6535 EURIBOR-ICE 0.0666 97.3200 0.0684 1.0949 EUROSTX 77.3599 5855.0000 1.3213 21.1402 FEEDCOW 2.9288 372.3750 0.7865 12.5843 GASOIL 42.7003 978.2500 4.3650 69.8394 GASOLINE 0.0753 2.8405 2.6521 42.4335 GAS_US_mini 0.1236 2.8050 4.4055 70.4888 GBP 0.0072 1.3467 0.5372 8.5947 GOLD_micro 71.9174 4789.0000 1.5017 24.0275 HEATOIL 0.1061 3.4201 3.1011 49.6182 JGB-SGX-mini 0.3247 129.6600 0.2504 4.0063 JPY 0.0000 0.0063 0.6000 9.5998 LEANHOG 1.0370 106.4500 0.9741 15.5862 LIVECOW 1.7290 249.0750 0.6942 11.1068 LUMBER-new 7.4204 598.0000 1.2409 19.8539 MXP 0.0004 0.0575 0.7431 11.8896 NASDAQ_micro 264.1281 25259.5000 1.0457 16.7305 NIKKEI 942.7567 57365.0000 1.6434 26.2950 NZD 0.0044 0.5856 0.7485 11.9765 OAT 0.6707 119.1400 0.5629 9.0067 OATIES 6.1584 336.2500 1.8315 29.3038 OJ 6.4331 199.9500 3.2174 51.4780 PALLAD 46.2620 1539.0000 3.0060 48.0956 PLAT 55.5826 2068.3000 2.6874 42.9977 REDWHEAT 10.7006 616.7500 1.7350 27.7600 RICE 0.1393 11.1150 1.2531 20.0496 ROBUSTA 60.3911 3233.0000 1.8680 29.8873 RUSSELL 31.6684 2644.5000 1.1975 19.1603 SHATZ 0.1311 105.8250 0.1238 1.9814 SILVER-mini 2.6257 76.4875 3.4328 54.9249 SMI 125.0440 13047.0000 0.9584 15.3346 SOFR 0.0553 96.4900 0.0573 0.9162 SOYBEAN 9.1010 1156.2500 0.7871 12.5938 SOYMEAL 4.5033 323.8000 1.3908 22.2522 SOYOIL 0.9489 65.9200 1.4395 23.0324 SP400 36.8511 3542.8000 1.0402 16.6427 SP500_micro 60.0817 6858.0000 0.8761 14.0173 SUGAR11 0.2620 13.9100 1.8836 30.1380 US10 0.3747 111.1094 0.3372 5.3958 US10U 0.4766 113.5156 0.4198 6.7170 US2 0.1022 103.7188 0.0985 1.5767 US20 0.7128 113.8125 0.6263 10.0210 US30 0.9281 116.3125 0.7979 12.7664 US5 0.2481 108.1797 0.2293 3.6692 VIX 0.7956 22.2500 3.5757 57.2114 WHEAT 9.5526 610.2500 1.5654 25.0458 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 707.15 0.68 480.95 1.00 480.95 36409.14 75.70 11.61 87.86 BITCOIN 73.39 2.28 167.28 1.00 167.28 36409.14 217.66 -12.82 -279.00 BOBL 1154.60 0.28 317.69 1.17 370.49 36409.14 98.27 1.03 10.13 BTP 1170.40 0.69 805.44 1.17 939.32 36409.14 38.76 -1.27 -4.94 BUND 1251.40 0.45 561.75 1.17 655.12 36409.14 55.58 2.67 14.83 BUXL 1079.00 0.99 1067.13 1.17 1244.50 36409.14 29.26 -0.33 -0.97 CAC 824.85 1.15 949.81 1.17 1107.68 36409.14 32.87 10.57 34.75 CAD 725.20 0.35 255.78 1.00 255.78 36409.14 142.34 -7.57 -107.75 CANOLA 143.42 1.22 174.70 0.72 126.11 36409.14 288.72 5.64 162.82 CHF 1595.75 0.48 765.81 1.00 765.81 36409.14 47.54 -12.07 -57.41 COCOA 332.60 3.15 1046.33 1.00 1046.33 36409.14 34.80 -8.30 -28.87 COFFEE 1111.50 1.79 1986.50 1.00 1986.50 36409.14 18.33 1.72 3.15 COPPER 1483.25 1.54 2279.40 1.00 2279.40 36409.14 15.97 3.01 4.81 CORN 235.88 0.95 223.88 1.00 223.88 36409.14 162.63 -0.28 -4.58 COTTON2 376.90 1.11 419.31 1.00 419.31 36409.14 86.83 1.53 13.33 CRUDE_W 747.20 1.86 1392.68 1.00 1392.68 36409.14 26.14 9.91 25.92 DAX 239.59 1.32 315.58 1.17 368.03 36409.14 98.93 -1.66 -16.38 DOW 240.70 0.90 215.77 1.00 215.77 36409.14 168.74 -9.04 -152.47 DX 984.45 0.43 428.23 1.00 428.23 36409.14 85.02 3.35 28.51 EUR 1470.56 0.48 703.44 1.00 703.44 36409.14 51.76 -3.98 -20.60 EURIBOR-ICE 2433.00 0.07 166.49 1.17 194.17 36409.14 187.51 2.80 52.47 EUROSTX 585.50 1.32 773.60 1.17 902.18 36409.14 40.36 4.12 16.63 FEEDCOW 1861.88 0.79 1464.40 1.00 1464.40 36409.14 24.86 12.35 30.70 GASOIL 978.25 4.36 4270.03 1.00 4270.03 36409.14 8.53 14.95 12.75 GASOLINE 1193.01 2.65 3163.97 1.00 3163.97 36409.14 11.51 4.56 5.25 GAS_US_mini 70.12 4.41 308.94 1.00 308.94 36409.14 117.85 -2.02 -23.75 GBP 841.69 0.54 452.13 1.00 452.13 36409.14 80.53 -0.50 -4.02 GOLD_micro 478.90 1.50 719.17 1.00 719.17 36409.14 50.63 -5.92 -29.97 HEATOIL 1436.44 3.10 4454.60 1.00 4454.60 36409.14 8.17 11.73 9.59 JGB-SGX-mini 129660.00 0.25 32465.79 0.01 204.41 36409.14 178.12 -6.61 -117.65 JPY 789.06 0.60 473.43 1.00 473.43 36409.14 76.91 -5.73 -44.10 LEANHOG 425.80 0.97 414.79 1.00 414.79 36409.14 87.78 -14.26 -125.18 LIVECOW 996.30 0.69 691.61 1.00 691.61 36409.14 52.64 14.84 78.13 LUMBER-new 164.45 1.24 204.06 1.00 204.06 36409.14 178.42 -7.69 -137.27 MXP 287.30 0.74 213.49 1.00 213.49 36409.14 170.54 7.94 135.48 NASDAQ_micro 505.19 1.05 528.26 1.00 528.26 36409.14 68.92 -9.60 -66.19 NIKKEI 57365.00 1.64 94275.67 0.01 593.57 36409.14 61.34 -1.28 -7.83 NZD 585.65 0.75 438.38 1.00 438.38 36409.14 83.05 2.25 18.69 OAT 1191.40 0.56 670.66 1.17 782.13 36409.14 46.55 5.09 23.70 OATIES 168.12 1.83 307.92 1.00 307.92 36409.14 118.24 -1.71 -20.17 OJ 299.92 3.22 964.97 1.00 964.97 36409.14 37.73 -5.08 -19.16 PALLAD 1539.00 3.01 4626.20 1.00 4626.20 36409.14 7.87 3.41 2.69 PLAT 1034.15 2.69 2779.13 1.00 2779.13 36409.14 13.10 3.65 4.78 REDWHEAT 308.38 1.73 535.03 1.00 535.03 36409.14 68.05 -4.22 -28.73 RICE 222.30 1.25 278.56 1.00 278.56 36409.14 130.70 -12.37 -161.66 ROBUSTA 323.30 1.87 603.91 1.00 603.91 36409.14 60.29 -8.58 -51.74 RUSSELL 132.22 1.20 158.34 1.00 158.34 36409.14 229.94 -1.43 -32.95 SHATZ 1058.25 0.12 131.05 1.17 152.84 36409.14 238.22 -1.88 -44.78 SILVER-mini 1912.19 3.43 6564.17 1.00 6564.17 36409.14 5.55 0.39 0.22 SMI 1304.70 0.96 1250.44 1.26 1579.51 36409.14 23.05 8.10 18.67 SOFR 2412.25 0.06 138.14 1.00 138.14 36409.14 263.57 -9.00 -237.11 SOYBEAN 578.12 0.79 455.05 1.00 455.05 36409.14 80.01 6.21 49.72 SOYMEAL 323.80 1.39 450.33 1.00 450.33 36409.14 80.85 -5.94 -48.00 SOYOIL 395.52 1.44 569.36 1.00 569.36 36409.14 63.95 4.69 30.01 SP400 3542.80 1.04 3685.11 1.00 3685.11 36409.14 9.88 -1.87 -1.85 SP500_micro 342.90 0.88 300.41 1.00 300.41 36409.14 121.20 -8.46 -102.57 SUGAR11 155.79 1.88 293.45 1.00 293.45 36409.14 124.07 -5.54 -68.77 US10 1111.09 0.34 374.70 1.00 374.70 36409.14 97.17 -7.68 -74.62 US10U 1135.16 0.42 476.55 1.00 476.55 36409.14 76.40 -8.26 -63.10 US2 2074.38 0.10 204.42 1.00 204.42 36409.14 178.11 -10.36 -184.43 US20 1138.12 0.63 712.83 1.00 712.83 36409.14 51.08 -3.07 -15.69 US30 1163.12 0.80 928.06 1.00 928.06 36409.14 39.23 -5.45 -21.37 US5 1081.80 0.23 248.08 1.00 248.08 36409.14 146.76 -8.74 -128.34 VIX 222.50 3.58 795.60 1.00 795.60 36409.14 45.76 -0.92 -4.21 WHEAT 305.12 1.57 477.63 1.00 477.63 36409.14 76.23 -5.33 -40.63 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 87.858 0.010 2.5 2.283 BITCOIN -278.998 0.043 2.5 -30.254 BOBL 10.132 0.004 2.5 0.103 BTP -4.941 0.014 2.5 -0.169 BUND 14.830 0.004 2.5 0.151 BUXL -0.971 0.004 2.5 -0.010 CAC 34.748 0.014 2.5 1.187 CAD -107.754 0.010 2.5 -2.800 CANOLA 162.823 0.010 2.5 3.967 CHF -57.406 0.010 2.5 -1.492 COCOA -28.875 0.010 2.5 -0.703 COFFEE 3.153 0.005 2.5 0.042 COPPER 4.813 0.043 2.5 0.522 CORN -4.582 0.010 2.5 -0.112 COTTON2 13.328 0.010 2.5 0.325 CRUDE_W 25.917 0.043 2.5 2.810 DAX -16.384 0.014 2.5 -0.560 DOW -152.475 0.009 2.5 -3.549 DX 28.509 0.010 2.5 0.741 EUR -20.600 0.010 2.5 -0.535 EURIBOR-ICE 52.473 0.014 2.5 1.792 EUROSTX 16.633 0.014 2.5 0.568 FEEDCOW 30.695 0.013 2.5 1.019 GASOIL 12.749 0.017 2.5 0.553 GASOLINE 5.247 0.017 2.5 0.228 GAS_US_mini -23.748 0.043 2.5 -2.575 GBP -4.019 0.010 2.5 -0.104 GOLD_micro -29.974 0.014 2.5 -1.024 HEATOIL 9.588 0.017 2.5 0.416 JGB-SGX-mini -117.653 0.043 2.5 -12.758 JPY -44.102 0.010 2.5 -1.146 LEANHOG -125.177 0.024 2.5 -7.618 LIVECOW 78.129 0.013 2.5 2.593 LUMBER-new -137.274 0.010 2.5 -3.344 MXP 135.476 0.059 2.5 19.912 NASDAQ_micro -66.192 0.009 2.5 -1.540 NIKKEI -7.832 0.043 2.5 -0.849 NZD 18.686 0.010 2.5 0.486 OAT 23.699 0.014 2.5 0.809 OATIES -20.170 0.010 2.5 -0.491 OJ -19.155 0.010 2.5 -0.467 PALLAD 2.686 0.014 2.5 0.092 PLAT 4.783 0.014 2.5 0.163 REDWHEAT -28.732 0.005 2.5 -0.382 RICE -161.662 0.010 2.5 -3.939 ROBUSTA -51.737 0.005 2.5 -0.687 RUSSELL -32.949 0.013 2.5 -1.093 SHATZ -44.781 0.004 2.5 -0.455 SILVER-mini 0.217 0.014 2.5 0.007 SMI 18.666 0.014 2.5 0.638 SOFR -237.111 0.024 2.5 -14.431 SOYBEAN 49.722 0.004 2.5 0.463 SOYMEAL -48.004 0.004 2.5 -0.447 SOYOIL 30.012 0.004 2.5 0.280 SP400 -1.850 0.013 2.5 -0.061 SP500_micro -102.566 0.009 2.5 -2.387 SUGAR11 -68.772 0.010 2.5 -1.675 US10 -74.619 0.005 2.5 -0.947 US10U -63.100 0.005 2.5 -0.801 US2 -184.434 0.005 2.5 -2.340 US20 -15.691 0.005 2.5 -0.199 US30 -21.366 0.005 2.5 -0.271 US5 -128.340 0.005 2.5 -1.629 VIX -4.213 0.099 2.5 -1.041 WHEAT -40.633 0.005 2.5 -0.540 ===================== Position diags ===================== AUD 1.97 BITCOIN 23.60 BOBL 1.00 BTP 1.32 BUND 0.56 BUXL 0.30 CAC 1.12 CAD 3.70 CANOLA 7.03 CHF 1.24 COCOA 0.85 COFFEE 0.24 COPPER 1.73 CORN 3.96 COTTON2 2.12 CRUDE_W 2.83 DAX 3.38 DOW 3.93 DX 2.21 EUR 1.34 EURIBOR-ICE 6.40 EUROSTX 1.38 FEEDCOW 0.83 GASOIL 0.37 GASOLINE 0.50 GAS_US_mini 12.78 GBP 2.09 GOLD_micro 1.73 HEATOIL 0.35 JGB-SGX-mini 19.32 JPY 2.00 LEANHOG 5.34 LIVECOW 1.75 LUMBER-new 4.35 MXP 25.07 NASDAQ_micro 1.60 NIKKEI 6.65 NZD 2.16 OAT 1.59 OATIES 2.88 OJ 0.92 PALLAD 0.27 PLAT 0.45 REDWHEAT 0.90 RICE 3.18 ROBUSTA 0.80 RUSSELL 7.63 SHATZ 2.42 SILVER-mini 0.19 SMI 0.79 SOFR 16.04 SOYBEAN 0.75 SOYMEAL 0.75 SOYOIL 0.60 SP400 0.33 SP500_micro 2.82 SUGAR11 3.02 US10 1.23 US10U 0.97 US2 2.26 US20 0.65 US30 0.50 US5 1.86 VIX 11.31 WHEAT 1.01 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.3 2.1 2.5 0.0 0 BITCOIN -30.3 -32.6 -27.9 0.0 0 BOBL 0.1 0.0 0.2 0.0 0 BTP -0.2 -0.3 -0.0 0.0 0 BUND 0.2 0.1 0.2 0.0 0 BUXL -0.0 -0.0 0.0 0.0 0 CAC 1.2 1.1 1.3 0.0 0 CAD -2.8 -3.2 -2.4 -3.0 -3 CANOLA 4.0 3.3 4.7 0.0 0 CHF -1.5 -1.6 -1.4 -4.0 -4 COCOA -0.7 -0.8 -0.6 -2.0 -2 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 0.5 0.3 0.7 0.0 0 CORN -0.1 -0.5 0.3 4.0 4 COTTON2 0.3 0.1 0.5 0.0 0 CRUDE_W 2.8 2.5 3.1 0.0 0 DAX -0.6 -0.9 -0.2 -5.0 -5 DOW -3.5 -3.9 -3.2 0.0 0 DX 0.7 0.5 1.0 0.0 0 EUR -0.5 -0.7 -0.4 0.0 0 EURIBOR-ICE 1.8 1.2 2.4 0.0 0 EUROSTX 0.6 0.4 0.7 4.0 4 FEEDCOW 1.0 0.9 1.1 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 -2.6 -3.9 -1.3 0.0 0 GBP -0.1 -0.3 0.1 0.0 0 GOLD_micro -1.0 -1.2 -0.9 -1.0 -1 HEATOIL 0.4 0.4 0.5 1.0 1 JGB-SGX-mini -12.8 -14.7 -10.8 0.0 0 JPY -1.1 -1.3 -0.9 -1.0 -1 LEANHOG -7.6 -8.2 -7.1 -2.0 -2 LIVECOW 2.6 2.4 2.8 0.0 0 LUMBER-new -3.3 -3.8 -2.9 0.0 0 MXP 19.9 17.4 22.4 13.0 13 NASDAQ_micro -1.5 -1.7 -1.4 -6.0 -6 NIKKEI -0.8 -1.5 -0.2 -1.0 -1 NZD 0.5 0.3 0.7 1.0 1 OAT 0.8 0.7 1.0 2.0 2 OATIES -0.5 -0.8 -0.2 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 -0.4 -0.5 -0.3 0.0 0 RICE -3.9 -4.3 -3.6 0.0 0 ROBUSTA -0.7 -0.8 -0.6 0.0 0 RUSSELL -1.1 -1.9 -0.3 -2.0 -2 SHATZ -0.5 -0.7 -0.2 NaN 0 SILVER-mini 0.0 -0.0 0.0 0.0 0 SMI 0.6 0.6 0.7 0.0 0 SOFR -14.4 -16.0 -12.8 NaN 0 SOYBEAN 0.5 0.4 0.5 2.0 2 SOYMEAL -0.4 -0.5 -0.4 -1.0 -1 SOYOIL 0.3 0.2 0.3 0.0 0 SP400 -0.1 -0.1 -0.0 0.0 0 SP500_micro -2.4 -2.7 -2.1 0.0 0 SUGAR11 -1.7 -2.0 -1.4 -2.0 -2 US10 -0.9 -1.1 -0.8 0.0 0 US10U -0.8 -0.9 -0.7 -1.0 -1 US2 -2.3 -2.6 -2.1 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.6 -1.8 -1.4 -6.0 -6 VIX -1.0 -2.2 0.1 0.0 0 WHEAT -0.5 -0.6 -0.4 -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 0.1 0.1 -0.0 0.1 0.2 0.1 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 0.1 0.1 0.3 0.1 0.4 0.0 0.4 0.2 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 0.1 0.6 0.0 0.2 -0.5 0.1 -0.5 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.1 -0.5 -0.0 -1.7 -0.1 0.1 -0.4 0.0 -0.4 -0.0 -0.0 -0.4 -0.0 0.3 -0.5 -0.4 -0.0 -0.7 -0.6 BOBL -0.1 -0.5 0.0 -0.0 0.0 -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 0.0 -0.1 0.1 -0.1 -0.0 -0.4 0.1 0.0 -0.2 -0.0 0.3 0.7 0.5 0.7 BTP -0.1 -0.6 -0.4 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 -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 -2.5 -0.1 0.1 -0.1 0.1 0.0 -0.0 0.6 0.2 0.1 -0.3 0.0 0.2 0.7 0.4 0.7 BUND -0.2 -0.3 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 0.2 0.2 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.4 0.0 0.0 -0.0 0.1 0.2 0.7 0.4 0.7 BUXL -0.1 0.2 0.3 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.2 -0.1 0.4 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.0 -0.3 0.3 0.4 0.2 -0.2 0.4 -0.2 0.2 CAC 0.4 -0.6 -0.4 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.1 0.3 -0.0 -0.0 0.4 0.0 0.2 0.1 -0.0 -0.0 0.1 0.0 0.1 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 -0.5 -0.4 0.1 -0.1 0.2 0.0 0.1 0.2 -0.1 0.1 -0.1 -0.1 0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.2 2.7 -0.1 0.1 -0.0 -0.1 0.0 -0.2 -0.4 -0.4 -0.6 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 0.4 0.6 0.1 -0.1 0.1 -0.0 -0.3 0.1 -0.1 0.2 -0.1 0.1 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.1 0.1 0.0 1.0 0.1 -0.1 0.2 -0.1 0.1 0.0 -0.6 -0.2 -0.4 0.5 0.5 0.3 0.7 0.3 0.7 CHF -0.4 -0.6 -0.2 -0.0 0.1 0.0 0.1 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 0.1 0.0 0.0 0.2 -0.1 -1.1 -0.1 -0.2 -0.2 -0.0 -0.6 -0.7 -0.4 -0.7 COCOA 0.5 -0.1 -0.6 0.1 -0.1 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 0.1 -0.2 -0.3 -0.6 0.4 0.0 0.5 0.2 COFFEE 0.5 0.2 -0.6 0.2 -0.1 0.2 -0.0 -0.5 0.1 0.1 -0.2 -0.0 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 -0.0 0.2 -0.0 1.1 -0.2 0.0 -0.1 -0.6 0.7 0.7 0.7 0.7 COPPER -0.1 -0.4 0.0 -0.0 0.1 0.1 0.0 0.3 0.0 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.1 0.0 -0.1 -0.0 0.1 0.0 0.1 0.2 0.0 -0.1 0.1 0.1 -0.0 0.0 0.2 0.7 0.0 0.4 CORN -0.3 0.5 0.3 0.2 -0.2 0.2 -0.0 -0.5 0.2 -0.2 0.3 -0.2 -0.1 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.2 0.0 -0.0 1.5 0.1 -0.2 0.4 -0.2 0.2 -0.0 -1.1 -0.5 -0.6 0.5 0.1 0.3 -0.1 0.4 0.2 COTTON2 0.6 0.6 0.6 0.2 -0.2 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 0.3 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 0.0 0.5 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 -0.3 -0.4 -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 0.1 0.2 -0.0 -0.0 -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 -0.1 -0.2 -0.3 -0.2 0.4 0.7 0.4 0.7 DOW 0.2 -0.6 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.1 0.3 -0.0 -0.0 -0.1 -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 -0.1 -0.3 -0.5 -0.3 -0.1 -0.7 -0.4 -0.7 DX -0.1 0.5 0.3 -0.0 0.1 0.0 0.1 0.1 -0.0 -0.1 0.2 -0.1 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 0.0 0.0 -1.8 0.1 -0.1 0.1 -0.1 -0.0 0.0 0.8 -0.5 0.0 0.6 -0.1 0.0 0.5 0.3 0.7 EUR 0.2 -0.5 -0.4 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 -0.2 0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -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 -0.1 -0.6 -0.2 -0.0 0.0 -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 0.0 -0.1 0.1 -0.1 -0.0 0.5 0.2 0.0 -0.2 -0.0 0.6 0.6 0.7 0.7 EUROSTX 0.1 -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 -0.5 -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 -0.5 0.0 0.2 -0.1 0.2 -0.0 -0.4 0.1 0.1 0.4 0.2 0.5 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.2 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 0.2 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 0.1 0.1 0.5 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 0.3 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 0.5 0.0 0.4 0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 0.2 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 2.5 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.8 -0.1 -0.6 -0.6 -0.6 0.4 -0.0 0.4 -0.2 GBP 0.0 -0.4 -0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 -0.1 0.1 0.3 -0.0 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.0 0.1 0.1 -0.0 -0.1 -0.0 0.1 0.1 0.1 0.2 0.0 0.3 -0.0 0.3 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 0.1 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 0.0 -0.3 -0.1 0.4 0.7 0.3 -0.1 -0.7 HEATOIL -0.3 0.6 0.6 0.2 -0.0 0.3 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 0.2 0.0 0.2 0.1 -1.1 0.2 -0.0 0.4 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 -0.3 0.1 0.3 -0.0 0.0 -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 -0.4 -0.0 -0.4 0.0 -0.7 -0.1 -0.7 JPY -0.0 -0.3 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 -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 -0.2 0.1 -0.1 -0.3 -0.2 -0.5 0.1 -0.6 LEANHOG -0.4 -0.4 0.1 0.2 -0.2 0.2 -0.1 -0.7 0.2 -0.2 0.2 -0.2 0.6 -0.2 -0.1 -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 -0.2 -0.6 0.1 -0.4 0.4 LIVECOW 0.6 0.0 0.1 0.2 -0.2 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 0.0 -0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.0 0.2 0.3 0.2 -0.2 0.2 -0.0 -0.5 0.2 -0.2 -0.5 -0.2 -0.7 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.1 -0.1 -0.5 -0.1 NaN -0.0 -0.1 -0.3 -0.0 -0.5 0.0 -1.2 0.2 -0.1 -0.6 -0.5 0.3 0.8 0.4 0.8 MXP 0.1 -0.6 -0.4 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.3 0.1 0.5 0.0 0.0 0.2 0.2 0.2 0.2 0.0 0.1 0.2 0.4 0.1 -2.7 0.0 0.2 0.3 0.2 0.6 0.0 1.1 0.4 0.5 0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.1 -0.4 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 0.1 0.3 0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -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 -0.1 -0.5 -0.2 -0.4 0.3 -0.7 0.2 -0.7 NIKKEI -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 0.1 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 -0.0 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 0.0 0.7 OAT -0.1 -0.6 0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -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 0.0 -0.0 0.1 0.0 -0.0 0.8 0.2 0.1 -0.1 0.1 0.2 0.6 0.4 0.7 OATIES -0.4 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 0.0 -0.1 -0.2 -0.1 -0.2 0.1 0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.6 0.4 0.2 0.1 -0.4 0.1 -0.5 OJ 0.3 0.1 0.3 0.1 -0.1 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 0.3 -0.0 -0.2 0.1 -0.3 -0.4 -0.4 -0.3 PALLAD -0.2 -0.6 -0.1 -0.0 0.1 0.1 0.0 0.3 0.0 0.0 -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 0.0 -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 -0.3 -0.4 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 -0.0 -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 -0.3 0.4 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 0.0 -0.5 -0.4 -0.4 0.5 0.4 -0.6 -0.7 -0.7 -0.7 RICE -0.2 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 -0.1 -0.4 -0.0 0.4 0.0 -0.1 -0.1 -0.1 -0.5 -0.0 -1.0 0.0 -0.3 -0.4 0.1 -0.7 -0.5 -0.7 -0.5 ROBUSTA -0.3 -0.3 -0.4 0.1 -0.1 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 -0.2 -0.4 -0.6 -0.6 0.1 0.1 0.2 0.3 RUSSELL 0.3 -0.6 -0.3 -0.0 0.1 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 0.0 -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 0.0 -0.2 0.1 -0.2 -0.0 -0.9 0.2 -0.1 -0.5 -0.3 0.4 0.5 0.5 0.7 SILVER-mini -0.4 -0.3 -0.1 -0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.0 -0.0 0.1 -0.0 -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 0.1 -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 0.1 -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 0.0 -0.2 -0.0 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 0.0 -0.1 -2.6 -0.0 0.0 0.0 0.0 0.1 -0.0 0.2 -0.2 -0.1 0.2 0.2 -0.4 -0.3 -0.5 -0.7 SOYBEAN 0.0 0.3 0.4 0.2 -0.2 0.2 -0.0 -0.5 0.2 0.1 0.4 0.1 0.5 0.1 0.2 0.0 -0.1 0.0 -0.0 0.2 0.2 0.0 0.2 0.1 -0.8 0.1 0.0 0.4 0.0 0.4 0.1 0.7 0.3 -0.6 0.3 0.2 -0.0 -0.3 0.0 -0.2 SOYMEAL -0.1 0.1 0.2 0.1 -0.1 0.1 -0.0 -0.3 0.1 0.1 -0.0 -0.0 -0.2 -0.0 0.0 0.1 -0.2 -0.0 -0.1 0.0 0.0 0.0 -0.0 0.0 -1.5 0.0 0.1 0.1 0.0 0.1 0.0 -0.0 0.3 -0.2 -0.0 -0.1 -0.3 -0.5 -0.5 -0.5 SOYOIL -0.1 0.5 0.6 0.2 -0.1 0.1 -0.0 -0.4 0.1 -0.1 0.4 0.1 0.5 0.1 0.2 0.2 -0.1 0.0 -0.1 0.2 0.2 0.0 0.5 0.2 -2.0 0.2 -0.1 0.5 -0.0 0.5 0.1 0.5 -0.1 -0.3 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 0.2 -0.6 -0.1 -0.0 0.1 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 -0.2 0.0 -0.0 -0.7 -0.3 -0.7 SP500_micro 0.1 -0.6 -0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.1 0.3 0.0 -0.0 -0.1 -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 -0.1 -0.5 -0.4 -0.5 0.4 -0.7 0.3 -0.7 SUGAR11 0.0 0.6 0.5 0.1 -0.1 0.1 -0.0 -0.3 0.1 -0.1 -0.1 -0.1 -0.3 -0.0 0.0 -0.1 0.2 0.1 0.1 0.0 -0.0 -0.2 -0.2 -0.0 -2.4 0.1 -0.2 0.1 -0.2 -0.1 -0.0 1.1 -0.5 -0.1 0.2 0.0 -0.1 -0.6 -0.1 -0.4 US10 -0.2 -0.4 -0.3 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 -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 -0.0 -0.8 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.2 -0.1 -0.1 0.0 0.0 -0.1 -0.7 -0.4 -0.7 US10U -0.2 -0.3 -0.2 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.0 -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 -1.5 -0.1 0.0 -0.0 0.0 0.1 -0.1 -0.2 -0.1 -0.1 0.0 0.1 -0.1 -0.1 -0.6 -0.7 US2 -0.2 -0.5 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 0.9 -0.1 0.0 -0.2 0.0 -0.1 -0.1 -1.1 -0.0 -0.2 -0.3 -0.2 -0.1 -0.7 -0.1 -0.7 US20 -0.2 -0.4 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -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 -0.1 -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 0.0 0.1 -0.1 0.4 -0.2 -0.3 US5 -0.2 -0.4 -0.3 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.6 -0.1 0.0 -0.1 0.0 0.0 -0.0 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.7 -0.2 -0.7 VIX -0.2 1.0 0.9 0.1 -0.1 0.2 -0.1 0.1 0.1 -0.2 0.1 -0.2 -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 0.1 -0.1 0.2 -0.1 0.1 0.1 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT -0.3 0.4 0.6 0.2 -0.1 0.1 -0.0 -0.4 0.1 -0.1 0.2 -0.1 -0.2 0.0 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 -0.7 -0.4 -0.5 0.4 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 -11.1 -11.5 10.1 -3.7 13.2 0.3 5.6 2.6 -3.2 11.3 9.2 5.7 10.4 -0.2 6.4 1.7 0.1 1.3 0.8 3.6 8.5 9.1 8.8 2.0 9.2 5.0 12.5 10.3 8.8 9.8 2.6 6.7 7.9 2.3 7.1 14.9 -3.9 20.0 6.1 20.0 BITCOIN 11.9 -20.0 -20.0 -2.1 14.7 7.1 9.7 17.7 0.2 16.7 -17.8 5.2 -13.0 -0.2 -15.2 -3.8 -5.5 -3.8 -4.3 -20.0 -20.0 12.0 -20.0 -1.3 -12.7 -8.1 11.4 -15.3 3.5 -12.4 -2.6 -0.3 -14.9 -0.6 9.6 -14.1 -11.0 -1.0 -20.0 -17.6 BOBL -4.3 -13.9 0.9 -3.9 5.0 -2.9 3.2 -2.1 -1.9 0.7 -6.5 -1.7 -4.6 -6.9 -6.9 18.0 -0.3 4.1 0.2 -7.3 -5.1 -1.8 -3.3 -6.3 1.8 -6.2 5.1 -5.3 5.9 -4.0 -2.1 -7.1 5.5 0.2 -6.0 -1.2 9.2 20.0 14.3 20.0 BTP -3.0 -20.0 -10.9 -4.6 6.0 -3.5 3.8 -2.5 -2.3 2.7 -3.1 2.7 4.7 -5.9 -6.4 4.6 10.4 8.8 10.3 -6.8 -3.6 1.0 -0.0 -5.0 -19.1 -6.7 7.4 -3.3 8.4 0.9 -1.9 11.2 9.8 1.9 -8.0 0.4 7.1 20.0 11.6 20.0 BUND -4.9 -9.8 3.5 -4.4 5.6 -3.3 3.6 -2.4 -2.2 -1.9 -6.5 -1.6 -6.8 -7.5 -7.2 0.5 8.1 7.6 9.0 -6.0 -4.1 -3.0 -3.4 -6.0 -0.0 -4.8 2.9 -3.8 4.4 -3.3 -1.9 8.0 1.0 1.1 -1.0 2.2 7.5 20.0 13.0 20.0 BUXL -1.7 4.8 10.3 -6.0 7.7 -4.5 5.0 -3.3 -3.0 -9.9 -10.3 -7.5 -14.2 -9.1 -7.6 3.3 3.8 4.0 4.1 -3.4 -4.4 -7.0 -8.1 -4.8 3.2 -1.1 -4.8 -3.3 1.0 -6.7 0.5 -0.2 -13.3 8.4 11.5 7.3 -4.9 12.2 -4.7 5.1 CAC 13.6 -20.0 -13.6 -0.5 16.5 1.1 13.7 4.1 4.5 10.2 -1.5 9.9 7.6 -0.6 -3.8 19.0 0.4 8.8 3.2 -1.8 -1.8 15.4 1.0 6.0 4.5 6.7 16.8 5.0 20.0 3.7 13.5 11.6 6.4 -0.9 14.9 5.4 6.5 20.0 2.2 20.0 CAD -16.8 -11.7 2.8 -6.7 20.0 0.5 10.1 4.7 -5.8 16.4 -3.4 -10.8 2.7 -17.4 -13.9 -7.0 -7.4 -7.1 -7.2 -12.9 -4.0 -4.8 -1.6 -16.6 20.0 -13.1 7.6 -1.5 -7.9 1.1 -20.0 -6.6 -18.1 -20.0 -4.7 -5.9 -20.0 -20.0 -20.0 -20.0 CANOLA -7.6 11.7 20.0 11.1 -9.3 3.5 -2.0 -7.5 7.7 -9.1 6.0 -6.3 2.4 2.8 8.0 -15.1 -15.5 -16.6 -16.8 7.9 7.8 -6.5 3.8 1.0 7.8 9.2 -6.3 8.8 -5.0 4.1 2.1 -11.9 -8.9 -12.0 14.2 16.4 7.5 20.0 9.5 20.0 CHF -11.4 -18.0 -5.4 -3.4 12.1 0.3 5.1 2.4 -2.9 10.1 -5.9 -2.4 6.4 -9.0 -8.6 -13.8 -15.4 -14.0 -14.5 -7.4 -2.4 0.4 2.2 -7.4 -2.4 -5.0 6.7 0.4 0.2 4.5 -6.3 -19.7 -4.2 -5.7 -5.6 -1.1 -17.0 -20.0 -12.2 -20.0 COCOA 16.1 -3.2 -20.0 7.1 -6.0 2.3 -1.3 -4.8 5.0 1.8 -6.9 -1.0 -6.4 -2.1 -6.2 -7.0 0.9 -6.3 -4.2 -11.2 -17.8 -0.5 -15.8 -3.7 -20.0 -6.5 1.9 -10.5 -0.4 -8.5 -2.4 13.1 4.4 -4.7 -10.6 -17.4 12.0 1.4 15.3 5.7 COFFEE 15.2 5.9 -20.0 18.8 -15.9 6.0 -3.5 -12.7 13.2 11.0 -8.4 -4.4 0.9 -0.8 -10.9 11.7 17.1 15.5 17.8 -8.0 -11.3 0.5 -1.4 -1.6 -20.0 -2.4 5.0 -3.5 -2.6 6.2 -1.1 20.0 -8.8 0.7 -1.6 -20.0 20.0 20.0 20.0 20.0 COPPER -2.8 -13.1 0.2 -1.0 6.9 3.3 4.5 8.3 0.1 7.8 2.9 5.4 3.9 -0.2 -2.4 -6.2 -6.3 -6.3 -6.3 -1.2 1.9 6.3 4.5 0.5 -0.8 -0.4 9.4 1.7 7.1 4.7 1.8 -2.7 5.3 1.7 -0.5 0.1 5.7 20.0 0.2 12.2 CORN -9.8 13.9 10.4 20.0 -17.4 6.6 -3.8 -13.9 14.4 -18.4 12.2 -18.6 -2.3 2.7 11.3 -20.0 -20.0 -20.0 -20.0 8.7 8.9 -16.8 1.1 -3.2 11.0 13.1 -20.0 14.2 -20.0 5.6 -3.4 -20.0 -20.0 -20.0 16.3 4.6 9.4 -2.3 13.0 4.6 COTTON2 20.0 20.0 17.9 20.0 -19.8 7.5 -4.3 -15.9 16.4 20.0 3.6 20.0 -13.5 20.0 19.5 -18.6 -20.0 -20.0 -20.0 20.0 7.6 20.0 -7.9 20.0 -4.1 20.0 20.0 10.5 20.0 -6.1 20.0 -20.0 20.0 20.0 20.0 6.0 -10.9 -13.1 -11.2 -8.8 CRUDE_W -15.9 20.0 20.0 20.0 -3.1 20.0 3.5 12.9 16.3 1.6 8.1 -1.7 2.7 7.4 9.9 15.9 7.6 12.9 9.3 16.3 13.8 2.2 6.4 9.3 4.8 16.6 -1.1 14.1 -1.0 6.2 8.2 -0.1 -12.9 -11.8 -15.6 -12.1 10.4 20.0 -1.4 3.1 DAX 2.8 -20.0 -20.0 -0.4 12.0 0.8 9.9 3.0 3.3 5.7 -3.1 5.1 4.6 -3.1 -4.5 -4.4 -7.1 -6.3 -6.8 -5.1 -3.4 6.3 0.5 -1.0 -6.1 -5.1 7.2 -3.6 8.0 0.2 -0.0 -2.6 -3.2 -6.7 -9.7 -6.5 11.3 20.0 13.1 20.0 DOW 7.5 -20.0 -19.6 -0.4 14.3 1.0 11.9 3.5 3.9 8.5 -0.8 7.4 7.5 -2.3 -4.3 -5.2 -7.5 -6.1 -6.7 -5.6 -2.3 11.0 3.2 0.3 -5.9 -5.7 8.4 -2.7 6.6 1.9 -1.4 -2.8 -6.0 -9.6 -15.5 -9.6 -4.4 -20.0 -13.4 -20.0 DX -3.5 16.9 8.9 -3.3 11.9 0.3 5.0 2.3 -2.9 -10.1 6.7 -6.2 -6.4 6.3 7.9 3.6 5.5 4.3 4.8 5.7 4.1 -7.8 0.1 1.5 -13.7 4.9 -15.0 2.6 -7.7 -0.7 1.4 14.9 -20.0 1.3 20.0 -2.9 0.5 16.1 8.4 20.0 EUR 6.0 -14.6 -13.5 -3.8 13.4 0.3 5.7 2.6 -3.3 11.8 -6.2 10.9 7.5 -2.6 -7.0 -5.2 -7.4 -6.2 -6.8 -4.5 -3.4 10.2 1.4 1.1 4.2 -3.2 13.1 -1.0 9.9 3.2 1.4 -6.3 5.2 13.3 -3.7 -5.3 -15.1 -20.0 -9.0 -20.0 EURIBOR-ICE -4.4 -18.8 -4.8 -3.3 4.3 -2.5 2.8 -1.8 -1.7 2.0 -5.1 -0.3 -1.4 -5.6 -5.7 1.5 9.9 5.9 8.6 -6.4 -4.3 -1.0 -1.9 -5.4 -2.3 -4.9 5.0 -4.0 5.2 -2.4 -1.5 9.6 6.7 1.1 -5.9 -0.8 16.7 17.3 20.0 20.0 EUROSTX 3.2 -20.0 -16.4 -0.4 13.2 0.9 11.0 3.3 3.6 8.6 1.6 7.4 7.0 -2.3 -3.4 -0.3 1.9 3.1 3.0 -2.4 -0.0 10.2 3.4 1.9 -4.1 -1.9 11.5 0.5 12.6 3.6 3.5 13.4 -0.3 -2.6 -4.8 -0.4 6.9 20.0 6.6 20.0 FEEDCOW 20.0 -15.8 1.1 17.5 -14.7 5.6 -3.2 -11.9 12.2 15.3 13.3 16.5 14.9 14.1 14.3 3.1 9.8 8.3 10.5 16.3 17.0 20.0 20.0 20.0 -20.0 6.8 17.8 4.6 20.0 13.4 18.3 20.0 20.0 20.0 -11.5 -0.1 20.0 20.0 17.1 20.0 GASOIL 6.6 20.0 19.2 13.5 -1.7 11.6 1.9 6.9 8.7 -3.9 6.3 3.3 5.7 6.3 6.6 20.0 20.0 20.0 20.0 12.8 10.0 3.8 5.8 10.3 -2.3 13.9 -1.7 12.5 2.6 8.2 9.3 20.0 4.8 3.9 16.9 11.3 -2.2 12.6 -7.8 -0.4 GASOLINE -15.4 20.0 20.0 17.4 -2.2 15.0 2.4 8.8 11.2 -4.9 7.8 -1.0 5.9 7.1 8.1 20.0 -20.0 -20.0 -20.0 15.0 12.3 1.3 6.9 10.1 -7.5 15.1 -1.9 12.6 1.5 7.0 9.7 -20.0 -2.3 1.7 5.7 2.9 6.0 20.0 -2.6 11.1 GAS_US_mini -8.9 -6.6 -2.3 19.5 -2.4 16.8 2.7 9.9 12.5 -9.2 -6.3 -10.1 -7.4 -9.9 -7.2 -12.5 -7.0 8.8 7.6 -5.1 -4.4 -6.5 -4.2 -6.1 18.5 -6.7 -6.6 -6.3 -7.6 -5.4 -7.2 -14.3 -6.1 -19.2 -20.0 -20.0 12.8 -0.5 11.9 -6.8 GBP 0.5 -12.4 -4.2 -4.2 15.1 0.3 6.4 3.0 -3.7 13.0 -2.0 8.8 8.1 -4.2 -8.0 0.8 0.2 0.5 0.3 -3.7 -1.5 8.3 2.2 -0.5 -1.1 -1.3 12.7 2.1 7.5 5.5 0.2 6.4 -1.8 8.1 1.3 1.7 -15.8 -7.3 -9.0 -8.5 GOLD_micro -20.0 -16.5 -12.7 -0.8 5.4 2.6 3.6 6.6 0.1 6.1 3.0 0.1 4.9 -2.6 -2.1 -4.8 -8.3 -5.4 -6.5 -2.1 3.9 1.6 8.1 -3.2 -19.2 1.0 3.1 8.0 1.7 13.6 -1.3 -4.6 2.0 -8.5 -2.5 11.3 20.0 7.7 -3.9 -20.0 HEATOIL -8.4 20.0 20.0 14.7 -1.8 12.6 2.0 7.5 9.4 -5.1 7.0 3.7 6.0 7.2 7.5 20.0 20.0 20.0 20.0 18.1 14.7 3.4 8.6 13.0 -8.0 15.4 -1.2 13.2 2.9 8.3 10.5 20.0 0.3 4.6 16.9 8.5 -1.5 4.9 -11.7 -9.5 JGB-SGX-mini -10.7 4.1 10.4 -3.0 3.9 -2.3 2.5 -1.6 -1.5 -4.6 -6.8 -5.1 -7.3 -6.1 -6.0 1.4 9.3 3.4 5.9 -6.6 -7.2 -6.4 -8.3 -7.1 2.3 -6.5 -4.4 -8.0 -5.5 -9.2 -6.4 6.4 -15.9 -10.9 -0.8 -11.2 0.1 -20.0 -3.5 -20.0 JPY -0.6 -8.2 2.7 -3.9 13.8 0.3 5.8 2.7 -3.4 -1.3 -12.9 -4.4 -13.0 -11.3 -11.6 -8.4 -9.9 -8.6 -8.9 -9.3 -11.9 -1.9 -13.9 -6.1 20.0 -7.8 -0.6 -10.2 -1.3 -12.3 -5.1 -10.1 -9.4 3.2 -2.5 -10.6 -6.1 -14.9 2.2 -17.4 LEANHOG -11.4 -12.5 4.2 20.0 -20.0 8.5 -4.9 -18.1 18.7 -20.0 8.8 -15.3 17.9 -18.2 -6.2 -20.0 -20.0 -20.0 -20.0 -7.7 3.7 -12.4 11.9 -13.2 -8.8 -19.5 -20.0 -1.3 -20.0 8.8 -20.0 -20.0 -20.0 -20.0 -20.0 -6.0 -18.5 4.2 -13.4 11.2 LIVECOW 20.0 0.5 4.1 20.0 -17.0 6.5 -3.7 -13.7 14.1 17.8 14.6 19.5 16.1 17.8 17.5 8.7 6.9 7.4 5.6 20.0 18.2 20.0 20.0 20.0 -20.0 13.4 20.0 5.4 20.0 10.7 20.0 20.0 20.0 20.0 0.6 -0.7 20.0 20.0 20.0 20.0 LUMBER-new -0.6 4.2 8.5 17.8 -15.0 5.7 -3.3 -12.0 12.4 -14.8 -14.6 -13.1 -15.7 -4.1 -6.3 -20.0 -20.0 -20.0 -20.0 -5.3 -11.1 -11.2 -17.4 -6.3 NaN -1.2 -6.1 -8.1 -2.8 -13.1 0.4 -20.0 8.1 -3.9 -15.8 -13.6 6.9 20.0 9.1 20.0 MXP 2.0 -20.0 -13.7 -4.5 15.9 0.3 6.7 3.1 -3.9 14.1 9.5 13.5 14.2 1.6 2.9 7.6 11.5 8.9 10.2 2.7 8.0 18.6 13.3 6.9 -20.0 2.2 18.2 9.5 14.4 15.6 4.5 20.0 16.8 16.1 0.7 9.5 8.9 6.5 20.0 9.8 NASDAQ_micro 2.7 -12.5 -20.0 -0.4 15.1 1.0 12.5 3.7 4.1 10.3 -2.5 8.6 7.9 1.7 -4.2 -6.2 -8.1 -7.0 -7.5 -4.9 -3.1 12.7 3.2 1.6 -16.5 -5.4 10.2 -3.6 7.0 1.5 -1.0 -4.2 -4.0 -14.2 -5.8 -13.7 7.6 -20.0 5.0 -20.0 NIKKEI -1.3 -20.0 -13.9 -0.3 9.7 0.7 8.1 2.4 2.7 6.5 4.3 5.6 6.1 -0.6 0.6 0.4 6.3 3.3 4.9 1.3 3.9 8.9 6.4 3.0 -9.7 1.4 9.1 4.6 6.1 7.4 2.0 19.0 -5.3 -1.2 0.5 7.0 -14.6 -3.8 -19.6 -0.9 NZD -8.1 -15.4 8.4 -2.8 10.0 0.2 4.2 2.0 -2.4 7.2 -0.6 1.8 -1.0 -5.9 -5.4 -2.8 -3.4 -3.2 -3.4 -4.0 -1.6 2.7 -1.0 -3.6 9.3 -3.6 7.3 -1.5 3.2 -1.4 -2.9 0.0 -1.1 -0.1 -5.4 -1.6 -10.4 20.0 1.4 20.0 OAT -4.6 -20.0 2.2 -3.8 4.9 -2.9 3.2 -2.1 -1.9 1.3 -2.3 2.1 -1.0 -5.2 -5.1 11.0 12.5 12.1 12.9 -4.4 -2.2 0.1 -1.0 -3.8 -1.1 -3.1 5.3 -1.0 6.6 0.1 -0.3 15.4 6.5 3.1 -2.1 4.6 5.9 17.8 10.5 20.0 OATIES -13.0 20.0 17.8 11.4 -9.6 3.6 -2.1 -7.7 8.0 -9.9 2.2 -8.2 -3.2 1.1 4.5 -5.3 -9.6 -6.5 -9.3 6.2 4.0 -6.0 -1.4 1.1 -0.2 7.1 -7.7 4.4 -6.4 -1.9 1.0 -1.0 -3.0 -18.8 12.7 6.7 1.5 -12.3 3.3 -14.5 OJ 7.9 2.2 7.9 7.5 -6.3 2.4 -1.4 -5.0 5.2 3.8 -3.2 5.8 -6.1 4.2 -0.5 -0.3 2.2 0.8 0.8 0.7 -2.2 4.9 -5.5 3.7 -20.0 0.2 1.8 -1.4 4.0 -3.4 2.6 18.2 12.7 -1.4 -5.5 2.6 -9.9 -10.5 -11.8 -10.4 PALLAD -6.1 -20.0 -4.2 -0.9 6.5 3.1 4.3 7.8 0.1 5.0 -1.0 2.2 2.1 -3.7 -5.7 -3.4 -3.1 -3.2 -3.2 -5.8 -1.4 2.6 3.5 -3.4 12.2 -4.7 4.5 -1.3 4.4 4.6 -1.3 2.7 2.4 -0.8 -5.5 -9.4 20.0 7.1 9.4 -4.3 PLAT -7.9 -11.8 2.6 -0.8 5.6 2.7 3.7 6.8 0.1 4.6 -0.0 2.4 2.8 -2.9 -3.9 -2.0 -3.1 -2.2 -2.6 -2.6 1.7 3.4 5.7 -1.5 -1.4 -1.3 5.0 3.1 4.2 8.7 -0.0 3.2 1.5 -0.0 -0.7 1.6 20.0 12.3 13.0 -0.6 REDWHEAT -9.2 13.4 20.0 15.6 -13.1 5.0 -2.9 -10.5 10.9 -13.9 9.0 -12.8 -6.0 5.2 10.0 -13.4 -15.5 -13.9 -14.7 9.2 8.6 -11.0 0.9 0.2 5.9 12.0 -11.3 12.0 -7.6 4.6 2.9 -10.2 -15.9 -11.1 14.6 12.8 -19.3 -20.0 -20.0 -20.0 RICE -5.8 9.1 15.1 12.4 -10.5 4.0 -2.3 -8.4 8.7 -10.6 -6.2 -8.1 -10.1 2.5 3.6 -20.0 -17.7 -20.0 -20.0 -0.4 -5.1 -9.0 -14.9 -3.1 3.0 2.3 -13.1 -2.0 -6.4 -12.7 -0.5 -19.4 0.5 -10.6 -11.1 3.7 -20.0 -15.1 -20.0 -14.6 ROBUSTA -9.8 -8.9 -13.1 10.4 -8.7 3.3 -1.9 -7.0 7.2 -8.9 -5.9 -9.6 -4.3 -9.3 -9.0 13.7 15.3 15.3 15.4 -11.1 -9.3 -13.3 -6.0 -13.0 -20.0 -8.0 -4.0 -7.1 -7.3 -4.5 -8.3 20.0 -10.1 -11.8 -18.0 -17.5 4.2 1.8 7.2 9.7 RUSSELL 8.1 -19.8 -10.1 -0.5 16.1 1.1 13.4 4.0 4.4 10.6 3.3 10.7 9.2 1.4 -2.3 -3.8 -5.0 -4.3 -4.5 -1.4 1.3 14.2 5.5 4.4 5.4 -2.3 10.8 0.2 10.1 4.0 2.3 1.1 -11.3 -2.3 -5.4 -2.1 -2.0 -20.0 -8.6 -20.0 SHATZ -1.6 -13.8 2.6 -3.2 4.2 -2.4 2.7 -1.8 -1.6 1.9 -6.6 -1.2 -6.5 -5.7 -6.1 -1.0 -8.8 -0.4 -3.5 -8.6 -6.5 -1.1 -4.2 -6.8 6.4 -9.5 5.4 -8.4 4.9 -6.1 -4.4 -17.5 7.2 -4.1 -16.1 -8.9 11.2 15.9 14.6 20.0 SILVER-mini -11.3 -8.8 -2.4 -0.8 5.4 2.6 3.6 6.5 0.1 5.1 0.3 -0.2 2.4 -4.1 -4.0 -2.0 -5.1 -2.6 -3.8 -2.3 2.7 0.9 6.1 -2.8 -8.3 -0.0 2.3 6.5 1.2 12.2 -1.2 0.3 -3.6 -3.2 -1.7 5.5 13.5 11.5 6.8 2.4 SMI 2.9 -20.0 -15.0 -0.4 12.4 0.8 10.3 3.1 3.4 8.3 2.4 8.2 6.1 -1.9 -2.6 2.2 6.8 6.5 7.4 -1.9 1.3 8.7 4.5 1.6 4.8 0.5 10.5 4.1 12.1 6.7 4.4 20.0 -2.0 -0.0 -0.3 5.2 0.7 20.0 0.7 20.0 SOFR -11.0 -6.9 -6.8 -6.2 8.0 -4.6 5.1 -3.4 -3.1 4.5 -5.8 -1.6 9.1 -9.3 -8.2 3.9 6.2 5.4 6.2 -5.1 -2.0 -0.5 1.6 -5.3 -19.5 -2.7 2.4 0.9 1.1 3.7 -3.7 3.9 -8.7 -4.6 7.5 6.5 -10.9 -9.2 -16.1 -20.0 SOYBEAN 0.3 9.6 12.5 20.0 -16.8 6.4 -3.7 -13.5 13.9 11.2 15.7 12.9 13.5 12.5 16.1 1.7 -2.7 1.4 -0.6 15.1 14.3 5.1 8.0 10.3 -6.3 13.6 2.6 15.3 2.1 10.7 6.9 12.7 11.5 -20.0 10.8 6.8 -1.3 -9.7 0.2 -6.7 SOYMEAL -3.3 4.3 5.2 12.2 -10.3 3.9 -2.2 -8.3 8.5 9.3 -0.6 -1.8 -4.8 -1.4 2.8 5.3 -10.5 -2.3 -7.0 1.7 1.3 4.6 -1.5 1.5 -11.1 3.3 11.0 4.7 3.7 2.6 1.5 -0.0 12.6 -7.1 -0.3 -4.4 -9.6 -14.5 -14.4 -13.6 SOYOIL -1.9 15.2 20.0 16.0 -13.5 5.1 -2.9 -10.8 11.2 -12.0 14.3 6.5 13.2 13.0 15.4 8.6 -4.0 0.8 -2.7 20.0 20.0 3.3 17.0 17.1 -14.7 20.0 -7.2 20.0 -1.0 13.8 10.9 9.7 -3.9 -8.8 20.0 20.0 -3.1 -20.0 -3.8 -20.0 SP400 6.0 -20.0 -2.5 -0.5 15.8 1.1 13.1 3.9 4.3 10.2 4.3 10.4 8.8 0.5 -0.8 -5.0 -6.2 -5.8 -6.0 -0.3 2.1 13.6 4.6 4.5 3.1 -1.5 9.6 0.5 9.4 2.2 2.3 -1.1 -9.9 -1.9 -5.4 1.0 -0.9 -20.0 -8.0 -20.0 SP500_micro 4.4 -19.9 -20.0 -0.5 15.7 1.1 13.0 3.9 4.3 10.6 -0.1 8.8 9.7 0.1 -3.1 -6.6 -9.0 -7.7 -8.2 -5.6 -2.8 13.4 3.8 1.1 -10.7 -6.9 10.5 -4.5 7.3 0.6 -1.9 -5.5 -2.3 -14.2 -12.9 -14.5 11.3 -20.0 9.4 -20.0 SUGAR11 1.0 20.0 15.8 12.1 -10.2 3.9 -2.2 -8.2 8.5 -10.9 -4.1 -8.9 -9.5 -0.2 2.3 -5.5 9.8 3.4 7.5 2.6 -0.5 -18.1 -6.5 -4.3 -18.1 5.0 -20.0 2.5 -17.2 -3.3 -3.0 20.0 -20.0 -2.7 5.9 1.4 -3.3 -19.4 -2.1 -13.2 US10 -7.7 -11.1 -9.2 -4.3 5.6 -3.3 3.6 -2.4 -2.2 3.8 -4.1 0.5 4.3 -6.1 -6.3 2.7 1.6 2.7 2.5 -5.5 -3.2 0.6 -0.5 -4.1 -6.1 -4.4 2.5 -1.8 1.7 1.1 -3.2 -3.2 -2.3 -2.6 0.8 0.1 -3.6 -20.0 -10.8 -20.0 US10U -7.1 -10.6 -7.4 -6.7 8.7 -5.1 5.6 -3.7 -3.3 4.8 -4.7 1.9 6.4 -8.7 -9.0 3.5 1.3 3.1 2.5 -7.4 -3.9 0.3 -0.3 -5.8 -10.9 -6.5 2.3 -1.6 1.4 3.1 -5.4 -3.6 -5.9 -3.2 1.3 2.4 -3.8 -3.1 -17.2 -20.0 US2 -5.8 -16.3 -11.4 -4.1 5.3 -3.1 3.4 -2.2 -2.0 4.7 -6.4 0.4 -3.2 -5.3 -6.1 -3.7 -11.4 -6.7 -8.5 -9.6 -7.3 -0.5 -4.0 -6.7 6.4 -8.4 2.4 -6.3 1.2 -2.9 -5.3 -20.0 -1.2 -5.5 -9.5 -7.6 -1.7 -20.0 -3.3 -19.9 US20 -5.6 -11.0 -3.3 -4.4 5.7 -3.3 3.7 -2.4 -2.2 2.0 -2.9 3.4 1.4 -5.5 -5.6 4.1 4.1 4.6 4.6 -4.3 -2.2 0.3 -0.7 -3.3 -6.2 -4.9 0.2 -1.4 -0.2 1.3 -4.4 0.7 -6.4 -1.8 -1.5 2.9 0.7 16.6 -4.0 -10.0 US30 -4.9 -6.8 -0.7 -6.5 8.5 -4.9 5.5 -3.6 -3.3 -5.6 -7.3 4.3 -4.4 -9.0 -8.8 1.8 0.1 1.9 1.4 -5.5 -3.5 -1.2 -3.0 -4.6 -4.8 -7.0 -2.3 -2.4 -2.2 0.2 -7.0 -5.7 -15.7 -1.1 1.2 4.6 -1.7 13.2 -6.1 -8.5 US5 -7.7 -13.0 -10.3 -4.4 5.7 -3.3 3.7 -2.4 -2.2 3.8 -4.8 0.3 3.7 -5.9 -6.3 0.7 -1.2 0.4 -0.1 -7.0 -4.5 0.1 -1.4 -5.2 -4.6 -5.6 2.5 -3.0 1.7 0.2 -3.9 -7.9 -1.9 -3.6 -2.1 -1.6 -2.6 -20.0 -7.3 -20.0 VIX -3.4 19.8 17.5 8.0 -8.1 5.5 -4.6 1.6 3.2 -10.5 3.2 -9.5 -5.2 3.6 5.4 2.5 -20.0 -6.7 -17.7 6.7 4.7 -8.2 0.8 1.0 NaN 8.4 -7.5 5.8 -5.1 1.7 3.2 NaN NaN NaN NaN NaN -7.0 -20.0 NaN NaN WHEAT -8.8 13.0 20.0 14.5 -12.2 4.6 -2.7 -9.8 10.1 -12.9 6.6 -11.4 -6.5 4.5 8.7 -12.7 -17.3 -14.6 -16.0 6.9 6.3 -12.0 -0.4 -1.3 7.0 10.1 -15.0 10.7 -10.8 4.3 0.3 -12.7 -16.5 -14.2 13.8 12.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3