******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260413_203922 produced at 2026-04-13 21:35:54.548530 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.50 0.0 0.00 0.00 0.00 0.00 -14.59 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.47 0.0 0.00 0.00 0.00 0.00 -13.56 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 -0.07 -0.15 0.0 0.23 -0.23 -0.07 -0.09 -8.28 13.0 -4 -5 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -30.85 59.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.27 -0.09 0.0 0.89 -0.89 -0.27 -0.21 -1.35 13.0 -4 -3 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.08 0.0 0.90 -0.90 -0.09 -0.09 -2.47 29.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 -0.28 -0.07 0.0 1.15 -1.15 -0.28 -0.28 -1.63 25.0 -6 -6 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.05 0.0 0.57 -0.57 -0.03 -0.03 -1.35 17.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.80 -0.80 0.00 0.00 -0.97 17.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.63 -0.63 -0.05 -0.05 -0.82 13.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.04 0.0 0.68 -0.68 -0.01 -0.01 -3.51 66.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.50 4.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.20 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.13 -0.03 0.0 0.50 -0.50 -0.13 -0.11 -1.43 23.0 -6 -5 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.03 0.0 0.70 -0.70 0.00 0.00 -2.22 48.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.88 -0.88 0.00 0.00 -0.45 14.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.13 -1.13 -0.02 0.00 -1.06 56.0 -1 0 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 VIX False False 0.01 0.00 -0.02 0.0 999.00 -999.00 0.00 -0.01 -1.82 999999999.0 0 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.32 -0.32 0.00 0.00 -0.68 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 -2.02 18.0 -2 -2 caleb_strategy_v3 DAX False False 0.01 -0.06 -0.01 0.0 0.69 -0.69 -0.06 -0.07 -0.47 58.0 -5 -6 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.52 9.0 -1 -1 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 BTP False False 0.06 0.00 -0.01 0.0 0.58 -0.58 0.00 0.00 -0.14 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.00 -0.01 0.0 0.55 -0.55 0.00 0.00 -0.61 36.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.00 -0.01 0.0 0.30 -0.30 0.00 0.00 -0.04 2.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.50 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 -0.28 6.0 -3 -3 caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.37 -0.37 -0.03 -0.03 -0.68 26.0 -2 -2 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.75 26.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.07 6.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.21 -0.21 -0.05 -0.05 -0.03 4.0 -1 -1 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 RUSSELL False False 0.01 -0.04 -0.00 0.0 0.39 -0.39 -0.04 -0.05 -0.23 68.0 -7 -9 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.03 -0.36 9.0 -1 -2 caleb_strategy_v3 GBP False False 0.04 0.00 0.00 0.0 0.79 -0.79 0.00 0.00 0.08 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 0.25 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.31 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 -0.42 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.01 -0.00 0.0 0.12 -0.12 0.01 0.00 -0.34 12.0 1 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.62 -0.62 0.00 0.00 0.14 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.09 -1.09 0.00 0.00 0.11 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.17 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.10 0.01 0.0 999.00 -999.00 0.10 0.10 0.24 999999999.0 2 2 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.11 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 0.59 21.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.03 0.42 11.0 0 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.02 0.43 7.0 2 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.58 4.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.12 0.02 0.0 0.58 -0.58 0.12 0.12 0.64 20.0 4 4 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.22 -0.22 0.00 0.00 3.82 51.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.42 3.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.63 999999999.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.05 0.0 0.59 -0.59 0.12 0.12 0.83 10.0 2 2 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.25 12.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.75 999999999.0 1 1 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.68 9.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.07 0.0 0.57 -0.57 0.03 0.03 2.42 19.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.09 0.0 0.64 -0.64 0.16 0.16 1.13 8.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.10 0.0 0.16 -0.16 0.00 0.03 3.02 5.0 0 1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.12 0.0 0.72 -0.72 0.00 0.00 2.76 17.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.21 0.0 1.21 -1.21 0.00 0.00 1.76 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.23 0.27 0.0 0.73 -0.73 0.23 0.28 22.08 60.0 19 23 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 8.8 Shocked risk 21.4 Sum abs risk 38.1 Leverage 4.43 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2350338.65, 'annual_cash_vol_target': 587584.6625, 'daily_cash_vol_target': 36724.04140625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0048 0.7093 0.6728 10.7655 BITCOIN 1657.0776 72915.0000 2.2726 36.3618 BOBL 0.3101 115.4100 0.2687 4.2991 BTP 0.7866 117.0000 0.6723 10.7563 BUND 0.5488 125.0700 0.4388 7.0212 BUXL 1.0421 107.8200 0.9666 15.4649 CAC 92.2957 8266.0000 1.1166 17.8651 CAD 0.0026 0.7272 0.3579 5.7258 CANOLA 8.5366 717.6000 1.1896 19.0337 CHF 0.0063 1.2850 0.4865 7.7842 COCOA 102.7462 3372.0000 3.0470 48.7526 COFFEE 5.1523 295.5000 1.7436 27.8972 COPPER 0.0914 6.0675 1.5072 24.1151 CORN 4.3896 471.2500 0.9315 14.9038 COTTON2 0.8648 76.7800 1.1263 18.0212 CRUDE_W 1.4109 76.7900 1.8374 29.3985 DAX 307.2530 24084.0000 1.2758 20.4121 DOW 419.9930 48240.0000 0.8706 13.9301 DX 0.4458 98.1850 0.4540 7.2638 EUR 0.0055 1.1790 0.4689 7.5024 EURIBOR-ICE 0.0650 97.3050 0.0668 1.0685 EUROSTX 75.6597 5878.0000 1.2872 20.5947 FEEDCOW 2.8586 373.8250 0.7647 12.2350 GASOIL 41.6875 998.5000 4.1750 66.8002 GASOLINE 0.0741 2.9125 2.5440 40.7041 GAS_US_mini 0.1208 2.8000 4.3138 69.0210 GBP 0.0071 1.3501 0.5272 8.4347 GOLD_micro 69.9811 4762.6000 1.4694 23.5102 HEATOIL 0.1035 3.4666 2.9868 47.7883 JGB-SGX-mini 0.3189 129.6200 0.2460 3.9361 JPY 0.0000 0.0063 0.5903 9.4456 LEANHOG 1.0182 106.0250 0.9603 15.3651 LIVECOW 1.7043 248.7000 0.6853 10.9647 LUMBER-new 7.3994 590.5000 1.2531 20.0493 MXP 0.0004 0.0575 0.7277 11.6426 NASDAQ_micro 257.8762 25445.5000 1.0134 16.2151 NIKKEI 914.3029 57545.0000 1.5888 25.4216 NZD 0.0043 0.5883 0.7387 11.8198 OAT 0.6545 119.1000 0.5495 8.7922 OATIES 6.1823 343.0000 1.8024 28.8389 OJ 6.2667 196.0000 3.1973 51.1564 PALLAD 46.0801 1588.5000 2.9009 46.4137 PLAT 54.6762 2085.4000 2.6219 41.9497 REDWHEAT 10.6784 628.7500 1.6984 27.1737 RICE 0.1381 11.0000 1.2557 20.0907 ROBUSTA 58.9867 3243.0000 1.8189 29.1023 RUSSELL 31.1377 2676.1000 1.1635 18.6167 SHATZ 0.1276 105.8100 0.1206 1.9293 SILVER-mini 2.5501 76.2500 3.3444 53.5098 SMI 122.3360 13073.0000 0.9358 14.9727 SOFR 0.0549 96.5100 0.0569 0.9106 SOYBEAN 9.2429 1148.0000 0.8051 12.8822 SOYMEAL 4.4541 324.0000 1.3747 21.9956 SOYOIL 0.9372 65.2200 1.4370 22.9917 SP400 35.9823 3566.8000 1.0088 16.1410 SP500_micro 58.7225 6896.5000 0.8515 13.6237 SUGAR11 0.2573 13.8200 1.8619 29.7905 US10 0.3709 111.2031 0.3335 5.3359 US10U 0.4714 113.6719 0.4147 6.6353 US2 0.1003 103.7617 0.0967 1.5468 US20 0.7022 114.0625 0.6156 9.8498 US30 0.9136 116.5625 0.7838 12.5403 US5 0.2449 108.3047 0.2262 3.6186 VIX 0.7799 22.0000 3.5452 56.7225 WHEAT 9.5589 621.0000 1.5393 24.6284 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 709.25 0.67 477.21 1.00 477.21 36724.04 76.96 12.10 93.10 BITCOIN 72.92 2.27 165.71 1.00 165.71 36724.04 221.62 -12.84 -284.53 BOBL 1154.10 0.27 310.10 1.17 362.52 36724.04 101.30 1.02 10.34 BTP 1170.00 0.67 786.55 1.17 919.51 36724.04 39.94 -1.05 -4.19 BUND 1250.70 0.44 548.84 1.17 641.61 36724.04 57.24 2.38 13.62 BUXL 1078.20 0.97 1042.14 1.17 1218.30 36724.04 30.14 -0.89 -2.69 CAC 826.60 1.12 922.96 1.17 1078.97 36724.04 34.04 10.76 36.61 CAD 727.15 0.36 260.22 1.00 260.22 36724.04 141.13 -6.75 -95.20 CANOLA 143.52 1.19 170.73 0.72 123.50 36724.04 297.37 5.27 156.81 CHF 1606.31 0.49 781.49 1.00 781.49 36724.04 46.99 -11.07 -52.01 COCOA 337.20 3.05 1027.46 1.00 1027.46 36724.04 35.74 -7.78 -27.80 COFFEE 1108.12 1.74 1932.10 1.00 1932.10 36724.04 19.01 2.65 5.04 COPPER 1516.88 1.51 2286.22 1.00 2286.22 36724.04 16.06 4.30 6.91 CORN 235.62 0.93 219.48 1.00 219.48 36724.04 167.32 -0.82 -13.80 COTTON2 383.90 1.13 432.40 1.00 432.40 36724.04 84.93 2.01 17.11 CRUDE_W 767.90 1.84 1410.95 1.00 1410.95 36724.04 26.03 10.71 27.87 DAX 240.84 1.28 307.25 1.17 359.19 36724.04 102.24 -1.35 -13.84 DOW 241.20 0.87 210.00 1.00 210.00 36724.04 174.88 -8.62 -150.83 DX 981.85 0.45 445.75 1.00 445.75 36724.04 82.39 2.93 24.16 EUR 1473.81 0.47 691.08 1.00 691.08 36724.04 53.14 -3.24 -17.20 EURIBOR-ICE 2432.63 0.07 162.46 1.17 189.92 36724.04 193.37 2.67 51.59 EUROSTX 587.80 1.29 756.60 1.17 884.49 36724.04 41.52 4.49 18.63 FEEDCOW 1869.12 0.76 1429.29 1.00 1429.29 36724.04 25.69 13.22 33.96 GASOIL 998.50 4.18 4168.75 1.00 4168.75 36724.04 8.81 15.07 13.28 GASOLINE 1223.25 2.54 3111.96 1.00 3111.96 36724.04 11.80 4.69 5.53 GAS_US_mini 70.00 4.31 301.97 1.00 301.97 36724.04 121.62 -2.09 -25.38 GBP 843.81 0.53 444.83 1.00 444.83 36724.04 82.56 0.38 3.10 GOLD_micro 476.26 1.47 699.81 1.00 699.81 36724.04 52.48 -5.92 -31.06 HEATOIL 1455.97 2.99 4348.65 1.00 4348.65 36724.04 8.44 11.52 9.73 JGB-SGX-mini 129620.00 0.25 31887.71 0.01 200.21 36724.04 183.43 -6.82 -125.06 JPY 788.81 0.59 465.67 1.00 465.67 36724.04 78.86 -6.58 -51.92 LEANHOG 424.10 0.96 407.27 1.00 407.27 36724.04 90.17 -15.09 -136.03 LIVECOW 994.80 0.69 681.73 1.00 681.73 36724.04 53.87 15.44 83.20 LUMBER-new 162.39 1.25 203.48 1.00 203.48 36724.04 180.48 -9.56 -172.50 MXP 287.50 0.73 209.20 1.00 209.20 36724.04 175.54 8.56 150.22 NASDAQ_micro 508.91 1.01 515.75 1.00 515.75 36724.04 71.20 -8.64 -61.51 NIKKEI 57545.00 1.59 91430.29 0.01 574.04 36724.04 63.97 -0.88 -5.65 NZD 588.30 0.74 434.60 1.00 434.60 36724.04 84.50 2.67 22.56 OAT 1191.00 0.55 654.47 1.17 765.10 36724.04 48.00 5.04 24.21 OATIES 171.50 1.80 309.12 1.00 309.12 36724.04 118.80 -1.45 -17.18 OJ 294.00 3.20 940.00 1.00 940.00 36724.04 39.07 -5.28 -20.64 PALLAD 1588.50 2.90 4608.01 1.00 4608.01 36724.04 7.97 4.06 3.23 PLAT 1042.70 2.62 2733.81 1.00 2733.81 36724.04 13.43 3.80 5.10 REDWHEAT 314.38 1.70 533.92 1.00 533.92 36724.04 68.78 -3.44 -23.67 RICE 220.00 1.26 276.25 1.00 276.25 36724.04 132.94 -13.88 -184.52 ROBUSTA 324.30 1.82 589.87 1.00 589.87 36724.04 62.26 -8.28 -51.56 RUSSELL 133.80 1.16 155.69 1.00 155.69 36724.04 235.88 -0.29 -6.87 SHATZ 1058.10 0.12 127.59 1.17 149.16 36724.04 246.21 -1.80 -44.31 SILVER-mini 1906.25 3.34 6375.19 1.00 6375.19 36724.04 5.76 0.59 0.34 SMI 1307.30 0.94 1223.36 1.27 1547.75 36724.04 23.73 8.40 19.93 SOFR 2412.75 0.06 137.31 1.00 137.31 36724.04 267.45 -8.96 -239.68 SOYBEAN 574.00 0.81 462.15 1.00 462.15 36724.04 79.46 5.82 46.28 SOYMEAL 324.00 1.37 445.41 1.00 445.41 36724.04 82.45 -4.64 -38.27 SOYOIL 391.32 1.44 562.32 1.00 562.32 36724.04 65.31 4.08 26.65 SP400 3566.80 1.01 3598.23 1.00 3598.23 36724.04 10.21 -1.08 -1.10 SP500_micro 344.82 0.85 293.61 1.00 293.61 36724.04 125.08 -7.62 -95.35 SUGAR11 154.78 1.86 288.19 1.00 288.19 36724.04 127.43 -6.51 -83.01 US10 1112.03 0.33 370.85 1.00 370.85 36724.04 99.03 -7.69 -76.16 US10U 1136.72 0.41 471.40 1.00 471.40 36724.04 77.90 -8.27 -64.42 US2 2075.23 0.10 200.63 1.00 200.63 36724.04 183.05 -10.09 -184.60 US20 1140.62 0.62 702.19 1.00 702.19 36724.04 52.30 -3.05 -15.93 US30 1165.62 0.78 913.58 1.00 913.58 36724.04 40.20 -5.45 -21.89 US5 1083.05 0.23 244.94 1.00 244.94 36724.04 149.93 -8.55 -128.12 VIX 220.00 3.55 779.93 1.00 779.93 36724.04 47.09 -1.56 -7.35 WHEAT 310.50 1.54 477.94 1.00 477.94 36724.04 76.84 -5.05 -38.82 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 93.095 0.010 2.5 2.419 BITCOIN -284.535 0.043 2.5 -30.855 BOBL 10.344 0.004 2.5 0.105 BTP -4.192 0.014 2.5 -0.143 BUND 13.621 0.004 2.5 0.138 BUXL -2.686 0.004 2.5 -0.027 CAC 36.609 0.014 2.5 1.250 CAD -95.202 0.010 2.5 -2.474 CANOLA 156.813 0.010 2.5 3.820 CHF -52.012 0.010 2.5 -1.351 COCOA -27.805 0.010 2.5 -0.677 COFFEE 5.038 0.005 2.5 0.067 COPPER 6.908 0.043 2.5 0.749 CORN -13.799 0.010 2.5 -0.336 COTTON2 17.113 0.010 2.5 0.417 CRUDE_W 27.870 0.043 2.5 3.022 DAX -13.835 0.014 2.5 -0.473 DOW -150.831 0.009 2.5 -3.510 DX 24.157 0.010 2.5 0.628 EUR -17.199 0.010 2.5 -0.447 EURIBOR-ICE 51.586 0.014 2.5 1.762 EUROSTX 18.627 0.014 2.5 0.636 FEEDCOW 33.957 0.013 2.5 1.127 GASOIL 13.279 0.017 2.5 0.576 GASOLINE 5.534 0.017 2.5 0.240 GAS_US_mini -25.380 0.043 2.5 -2.752 GBP 3.101 0.010 2.5 0.081 GOLD_micro -31.058 0.014 2.5 -1.061 HEATOIL 9.725 0.017 2.5 0.422 JGB-SGX-mini -125.062 0.043 2.5 -13.562 JPY -51.921 0.010 2.5 -1.349 LEANHOG -136.028 0.024 2.5 -8.279 LIVECOW 83.197 0.013 2.5 2.761 LUMBER-new -172.501 0.010 2.5 -4.203 MXP 150.223 0.059 2.5 22.080 NASDAQ_micro -61.506 0.009 2.5 -1.431 NIKKEI -5.651 0.043 2.5 -0.613 NZD 22.556 0.010 2.5 0.586 OAT 24.209 0.014 2.5 0.827 OATIES -17.179 0.010 2.5 -0.419 OJ -20.640 0.010 2.5 -0.503 PALLAD 3.233 0.014 2.5 0.110 PLAT 5.102 0.014 2.5 0.174 REDWHEAT -23.667 0.005 2.5 -0.314 RICE -184.520 0.010 2.5 -4.495 ROBUSTA -51.558 0.005 2.5 -0.685 RUSSELL -6.866 0.013 2.5 -0.228 SHATZ -44.314 0.004 2.5 -0.450 SILVER-mini 0.341 0.014 2.5 0.012 SMI 19.931 0.014 2.5 0.681 SOFR -239.682 0.024 2.5 -14.587 SOYBEAN 46.277 0.004 2.5 0.431 SOYMEAL -38.266 0.004 2.5 -0.356 SOYOIL 26.647 0.004 2.5 0.248 SP400 -1.099 0.013 2.5 -0.036 SP500_micro -95.350 0.009 2.5 -2.219 SUGAR11 -83.011 0.010 2.5 -2.022 US10 -76.164 0.005 2.5 -0.966 US10U -64.425 0.005 2.5 -0.818 US2 -184.602 0.005 2.5 -2.343 US20 -15.930 0.005 2.5 -0.202 US30 -21.890 0.005 2.5 -0.278 US5 -128.117 0.005 2.5 -1.626 VIX -7.351 0.099 2.5 -1.817 WHEAT -38.817 0.005 2.5 -0.516 ===================== Position diags ===================== AUD 2.00 BITCOIN 24.03 BOBL 1.03 BTP 1.36 BUND 0.58 BUXL 0.31 CAC 1.16 CAD 3.67 CANOLA 7.24 CHF 1.22 COCOA 0.87 COFFEE 0.25 COPPER 1.74 CORN 4.08 COTTON2 2.07 CRUDE_W 2.82 DAX 3.49 DOW 4.07 DX 2.14 EUR 1.38 EURIBOR-ICE 6.60 EUROSTX 1.42 FEEDCOW 0.85 GASOIL 0.38 GASOLINE 0.51 GAS_US_mini 13.19 GBP 2.15 GOLD_micro 1.79 HEATOIL 0.37 JGB-SGX-mini 19.89 JPY 2.05 LEANHOG 5.49 LIVECOW 1.79 LUMBER-new 4.40 MXP 25.80 NASDAQ_micro 1.66 NIKKEI 6.94 NZD 2.20 OAT 1.64 OATIES 2.89 OJ 0.95 PALLAD 0.27 PLAT 0.46 REDWHEAT 0.91 RICE 3.24 ROBUSTA 0.83 RUSSELL 7.83 SHATZ 2.50 SILVER-mini 0.20 SMI 0.81 SOFR 16.28 SOYBEAN 0.74 SOYMEAL 0.77 SOYOIL 0.61 SP400 0.34 SP500_micro 2.91 SUGAR11 3.10 US10 1.26 US10U 0.99 US2 2.32 US20 0.66 US30 0.51 US5 1.90 VIX 11.64 WHEAT 1.02 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.4 2.2 2.6 1.0 1 BITCOIN -30.9 -33.3 -28.5 0.0 0 BOBL 0.1 0.0 0.2 0.0 0 BTP -0.1 -0.3 -0.0 0.0 0 BUND 0.1 0.1 0.2 0.0 0 BUXL -0.0 -0.1 0.0 -1.0 -1 CAC 1.3 1.1 1.4 0.0 0 CAD -2.5 -2.8 -2.1 -3.0 -3 CANOLA 3.8 3.1 4.5 0.0 0 CHF -1.4 -1.5 -1.2 -4.0 -4 COCOA -0.7 -0.8 -0.6 -2.0 -2 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 0.7 0.6 0.9 1.0 1 CORN -0.3 -0.7 0.1 1.0 1 COTTON2 0.4 0.2 0.6 0.0 0 CRUDE_W 3.0 2.7 3.3 0.0 0 DAX -0.5 -0.8 -0.1 -5.0 -5 DOW -3.5 -3.9 -3.1 -1.0 -1 DX 0.6 0.4 0.8 0.0 0 EUR -0.4 -0.6 -0.3 0.0 0 EURIBOR-ICE 1.8 1.1 2.4 0.0 0 EUROSTX 0.6 0.5 0.8 4.0 4 FEEDCOW 1.1 1.0 1.2 2.0 2 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.2 0.2 0.3 2.0 2 GAS_US_mini -2.8 -4.1 -1.4 0.0 0 GBP 0.1 -0.1 0.3 0.0 0 GOLD_micro -1.1 -1.2 -0.9 -1.0 -1 HEATOIL 0.4 0.4 0.5 0.0 0 JGB-SGX-mini -13.6 -15.6 -11.6 0.0 0 JPY -1.3 -1.6 -1.1 -1.0 -1 LEANHOG -8.3 -8.8 -7.7 -4.0 -4 LIVECOW 2.8 2.6 2.9 0.0 0 LUMBER-new -4.2 -4.6 -3.8 0.0 0 MXP 22.1 19.5 24.7 19.0 19 NASDAQ_micro -1.4 -1.6 -1.3 -6.0 -6 NIKKEI -0.6 -1.3 0.1 0.0 0 NZD 0.6 0.4 0.8 1.0 1 OAT 0.8 0.7 1.0 2.0 2 OATIES -0.4 -0.7 -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 -4.5 -4.8 -4.2 0.0 0 ROBUSTA -0.7 -0.8 -0.6 0.0 0 RUSSELL -0.2 -1.0 0.6 -7.0 -7 SHATZ -0.5 -0.7 -0.2 NaN 0 SILVER-mini 0.0 -0.0 0.0 0.0 0 SMI 0.7 0.6 0.8 0.0 0 SOFR -14.6 -16.2 -13.0 NaN 0 SOYBEAN 0.4 0.4 0.5 2.0 2 SOYMEAL -0.4 -0.4 -0.3 -1.0 -1 SOYOIL 0.2 0.2 0.3 0.0 0 SP400 -0.0 -0.1 -0.0 0.0 0 SP500_micro -2.2 -2.5 -1.9 0.0 0 SUGAR11 -2.0 -2.3 -1.7 -2.0 -2 US10 -1.0 -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 -1.8 -3.0 -0.7 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 -0.3 -0.4 0.3 -0.0 0.2 0.0 0.1 0.1 -0.0 0.1 0.3 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 0.1 0.0 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 0.7 0.0 0.1 -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 -0.5 -0.0 -0.0 -0.3 -0.1 0.3 -0.4 -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 0.0 -0.1 -0.0 -0.4 0.1 0.0 -0.2 -0.0 0.3 0.7 0.5 0.7 BTP -0.0 -0.6 -0.4 -0.0 0.0 -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 -0.0 -2.5 -0.1 0.0 -0.1 0.1 0.0 -0.0 0.6 0.3 0.1 -0.2 0.0 0.2 0.7 0.4 0.7 BUND -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 0.1 0.2 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 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 0.1 0.3 -0.1 0.0 -0.1 0.0 -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 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 -0.3 0.2 0.3 0.2 -0.2 0.4 -0.1 0.2 CAC 0.6 -0.6 -0.4 0.0 0.1 0.0 0.2 0.1 0.1 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 0.1 0.1 0.2 0.1 0.2 0.6 0.0 -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 0.2 0.2 -0.0 0.2 -0.1 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 2.7 -0.1 0.1 -0.0 -0.0 0.0 -0.2 -0.4 -0.5 -0.6 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.3 0.3 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 1.1 0.1 -0.0 0.2 -0.1 0.2 0.0 -0.7 -0.2 -0.4 0.5 0.5 0.3 0.7 0.3 0.7 CHF -0.3 -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 -0.0 0.1 0.0 0.0 0.2 -0.0 -1.1 -0.1 -0.1 -0.2 -0.0 -0.6 -0.7 -0.4 -0.7 COCOA 0.5 -0.0 -0.6 0.1 -0.0 0.1 -0.0 -0.2 0.0 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 0.2 -0.1 -0.3 -0.6 0.4 0.0 0.5 0.2 COFFEE 0.4 0.2 -0.6 0.2 -0.1 0.2 -0.1 -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 0.1 -0.1 -0.0 0.2 -0.0 1.1 0.2 0.1 -0.0 -0.6 0.7 0.7 0.7 0.7 COPPER 0.1 -0.4 -0.0 -0.0 0.1 0.1 0.1 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 0.1 0.1 0.2 0.0 -0.1 0.3 0.1 0.0 0.0 0.2 0.7 -0.0 0.4 CORN -0.4 0.4 0.3 0.2 -0.1 0.2 -0.1 -0.5 0.1 -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 -0.1 1.5 0.1 -0.2 0.4 -0.2 0.2 -0.1 -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 -0.1 -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 -0.6 0.6 0.6 0.2 -0.0 0.5 0.0 0.5 0.2 0.1 0.2 0.0 0.1 0.1 0.1 0.3 0.2 0.3 0.2 0.2 0.2 0.1 0.2 0.1 0.7 0.2 0.0 0.4 0.0 0.2 0.1 -0.0 -0.2 -0.4 -0.5 -0.4 0.4 0.7 -0.0 0.1 DAX 0.2 -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 -0.0 -0.0 0.1 0.0 0.0 -0.8 -0.0 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 0.4 -0.6 -0.6 0.0 0.1 0.0 0.1 0.1 0.1 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 -0.2 -0.3 -0.5 -0.3 -0.2 -0.7 -0.4 -0.7 DX -0.2 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 0.0 -0.1 0.1 -0.1 -0.0 0.0 0.8 -0.5 -0.1 0.6 -0.1 0.0 0.5 0.3 0.7 EUR 0.3 -0.5 -0.4 -0.0 0.2 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 -0.1 -0.1 -0.1 0.0 0.2 0.1 0.2 -0.1 -0.0 -0.0 -0.1 -0.1 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.5 0.1 0.1 -0.2 -0.0 0.5 0.6 0.7 0.7 EUROSTX 0.3 -0.6 -0.6 0.0 0.1 0.0 0.1 0.1 0.1 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 0.1 0.7 -0.1 -0.1 -0.2 -0.0 0.2 0.7 0.2 0.7 FEEDCOW 0.6 -0.4 0.1 0.2 -0.1 0.2 -0.1 -0.4 0.1 0.1 0.4 0.2 0.6 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 0.2 0.2 0.5 0.2 1.1 0.5 0.6 -0.3 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 0.3 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 0.6 0.4 -0.1 0.4 -0.3 -0.0 GASOLINE -0.6 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 0.4 0.0 0.3 0.1 -1.1 -0.1 0.0 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 -0.3 -0.1 0.1 0.1 -0.1 -0.1 -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 0.1 -0.4 -0.1 -0.0 0.2 0.0 0.1 0.1 -0.0 0.1 -0.0 0.1 0.3 -0.0 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.0 0.1 0.1 0.0 -0.2 -0.0 0.1 0.1 0.1 0.2 0.0 0.3 -0.0 0.3 0.0 0.0 -0.5 -0.2 -0.3 -0.3 GOLD_micro -0.5 -0.6 -0.4 -0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.1 0.0 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 0.0 0.2 -0.0 -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 -0.4 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 0.2 0.0 0.2 0.1 -1.1 0.2 -0.0 0.4 0.0 0.3 0.1 1.1 -0.0 0.1 0.5 0.3 -0.1 0.2 -0.4 -0.3 JGB-SGX-mini -0.3 0.1 0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.3 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 0.3 -0.3 -0.4 -0.0 -0.4 0.0 -0.7 -0.1 -0.7 JPY -0.0 -0.3 0.1 -0.0 0.2 0.0 0.1 0.1 -0.0 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.4 -0.1 2.7 -0.1 -0.0 -0.3 -0.0 -0.5 -0.1 -0.5 -0.5 0.0 -0.2 -0.3 -0.2 -0.5 0.1 -0.6 LEANHOG -0.3 -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 -0.2 0.3 -0.2 -1.2 -0.2 -0.2 -0.1 -0.2 0.3 -0.2 -1.1 -0.5 -0.6 -0.6 -0.3 -0.6 0.1 -0.5 0.4 LIVECOW 0.6 0.1 0.2 0.2 -0.1 0.2 -0.1 -0.5 0.1 0.1 0.4 0.2 0.6 0.2 0.2 0.2 0.1 0.2 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.2 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 0.2 0.2 -0.1 0.2 -0.1 -0.5 0.1 -0.2 -0.5 -0.2 -0.6 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.1 -0.2 -0.5 -0.1 NaN -0.0 -0.1 -0.3 -0.1 -0.5 -0.0 -1.2 -0.2 -0.3 -0.6 -0.5 0.3 0.8 0.3 0.8 MXP 0.2 -0.6 -0.4 -0.0 0.2 0.0 0.1 0.1 -0.0 0.1 0.3 0.2 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 0.1 0.3 0.2 0.6 0.1 1.1 0.3 0.4 0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.2 -0.4 -0.6 0.0 0.1 0.0 0.1 0.1 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 0.1 0.1 0.0 -2.2 -0.1 0.1 -0.1 0.1 0.1 0.0 -0.2 0.0 -0.5 -0.2 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 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 0.2 0.0 -1.3 0.0 0.1 0.1 0.1 0.3 0.0 1.0 -0.1 -0.1 -0.0 0.2 -0.5 -0.1 -0.6 -0.0 NZD -0.2 -0.5 0.3 -0.0 0.1 0.0 0.1 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 -0.1 -0.0 -0.2 -0.1 -0.4 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 0.2 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 0.2 0.2 0.6 0.3 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 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.5 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 0.0 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 -0.2 0.0 -2.7 0.0 0.0 -0.0 0.0 -0.1 0.0 0.9 0.3 -0.1 -0.2 0.1 -0.3 -0.3 -0.4 -0.3 PALLAD -0.1 -0.6 -0.2 -0.0 0.1 0.1 0.1 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 1.7 -0.0 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 -0.2 -0.4 0.1 -0.0 0.0 0.1 0.0 0.3 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 0.0 0.7 0.4 0.4 -0.0 REDWHEAT -0.2 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 -0.0 0.3 -0.1 0.2 0.0 -0.6 -0.2 -0.3 0.5 0.4 -0.6 -0.7 -0.7 -0.7 RICE -0.2 0.3 0.4 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 -0.1 0.4 0.0 -0.2 -0.1 -0.1 -0.5 -0.0 -1.1 -0.3 -0.4 -0.4 0.1 -0.7 -0.5 -0.7 -0.5 ROBUSTA -0.4 -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 -0.0 -0.3 -0.6 -0.6 0.1 0.1 0.2 0.3 RUSSELL 0.4 -0.6 -0.3 0.0 0.1 0.0 0.2 0.2 0.1 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 0.2 0.1 0.7 -0.0 0.1 0.0 0.1 0.2 0.0 0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.7 -0.3 -0.7 SHATZ 0.1 -0.5 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 0.8 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.9 0.2 -0.1 -0.5 -0.3 0.3 0.5 0.5 0.7 SILVER-mini -0.3 -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 0.5 -0.0 0.0 -0.1 -0.1 -0.1 0.2 0.5 0.4 0.2 0.1 SMI 0.3 -0.6 -0.5 0.0 0.1 0.0 0.1 0.1 0.1 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 0.3 0.1 1.1 -0.2 -0.0 -0.0 0.2 0.0 0.7 0.0 0.7 SOFR -0.3 -0.3 -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 -0.2 0.2 0.2 -0.4 -0.3 -0.5 -0.7 SOYBEAN -0.0 0.3 0.4 0.2 -0.1 0.2 -0.1 -0.5 0.1 -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 0.6 0.2 -0.3 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 0.1 -0.0 0.0 -1.5 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.4 -0.0 0.0 -0.1 -0.3 -0.5 -0.5 -0.4 SOYOIL -0.1 0.4 0.6 0.2 -0.1 0.1 -0.0 -0.4 0.1 -0.1 0.4 0.0 0.5 0.1 0.2 0.2 -0.1 0.0 -0.0 0.2 0.2 -0.0 0.5 0.2 -1.9 0.2 -0.1 0.5 -0.0 0.5 0.1 0.5 -0.3 -0.1 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 0.3 -0.6 -0.1 0.0 0.1 0.0 0.2 0.1 0.1 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 0.1 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 0.3 -0.6 -0.6 0.0 0.1 0.0 0.2 0.1 0.1 0.1 0.0 0.1 0.4 0.0 -0.0 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 0.1 0.1 0.0 -1.4 -0.1 0.1 -0.1 0.1 0.0 -0.0 -0.3 0.0 -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 -0.3 -0.0 0.0 -0.1 0.2 0.1 0.1 0.0 -0.0 -0.2 -0.2 -0.1 -2.3 0.0 -0.2 0.1 -0.2 -0.1 -0.1 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 0.0 -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 -0.3 -0.7 US10U -0.1 -0.4 -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 -0.2 -0.1 0.0 0.1 -0.1 -0.1 -0.5 -0.7 US2 -0.1 -0.5 -0.4 -0.0 0.0 -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 0.9 -0.1 0.0 -0.2 0.0 -0.1 -0.1 -1.1 -0.0 -0.2 -0.3 -0.3 -0.1 -0.7 -0.1 -0.7 US20 -0.1 -0.4 -0.1 -0.0 0.0 -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 -0.1 0.1 0.0 0.5 -0.1 -0.3 US30 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.2 0.1 -0.2 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.7 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.3 -0.4 -0.0 0.0 0.1 -0.0 0.4 -0.2 -0.3 US5 -0.1 -0.4 -0.3 -0.0 0.0 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=================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -8.7 -11.8 10.4 -2.7 17.8 0.6 9.9 2.7 -0.5 11.4 9.4 7.9 10.6 1.4 6.9 1.8 0.1 1.4 0.8 4.3 8.8 10.4 9.0 3.6 9.3 5.6 12.3 10.6 9.7 10.1 4.0 6.6 4.6 0.7 6.7 15.0 -3.9 20.0 6.3 20.0 BITCOIN 13.6 -20.0 -20.0 -1.5 13.3 7.5 10.7 18.6 1.5 13.5 -18.3 7.0 -13.5 1.9 -15.3 -3.8 -5.5 -3.8 -4.3 -20.0 -20.0 12.3 -20.0 0.3 -13.1 -7.7 7.2 -15.4 3.9 -12.7 -1.6 -0.4 -13.5 -4.2 9.4 -12.8 -11.1 -1.1 -20.0 -17.8 BOBL -2.1 -15.3 0.7 -3.6 3.4 -2.9 2.9 -2.1 -1.5 -0.4 -6.4 -2.0 -4.6 -6.7 -6.7 18.1 -0.2 4.6 0.5 -7.1 -5.2 -2.1 -3.4 -6.1 1.7 -5.8 2.6 -5.3 4.5 -4.0 -1.6 -6.7 5.0 0.7 -5.6 -0.8 8.6 20.0 13.5 20.0 BTP -0.5 -20.0 -11.2 -4.3 4.1 -3.4 3.5 -2.5 -1.8 1.9 -3.1 3.0 4.4 -5.4 -6.0 4.6 10.4 8.6 10.2 -6.5 -3.6 0.8 -0.1 -4.5 -18.8 -6.1 4.6 -3.3 7.1 0.9 -1.1 11.1 11.7 2.8 -7.3 0.6 6.6 19.7 10.8 20.0 BUND -3.5 -11.3 3.3 -4.1 3.8 -3.2 3.3 -2.4 -1.7 -3.6 -6.5 -2.4 -6.7 -7.5 -7.1 0.4 8.0 7.3 8.8 -6.1 -4.3 -3.5 -3.4 -6.0 -0.0 -4.6 0.7 -3.9 2.9 -3.4 -1.8 7.8 0.9 1.3 -1.1 2.4 7.0 19.6 12.4 20.0 BUXL -2.1 3.3 10.1 -5.6 5.2 -4.5 4.6 -3.3 -2.3 -12.1 -10.4 -10.1 -14.0 -10.3 -8.3 3.3 3.8 4.0 4.1 -3.9 -4.6 -8.3 -8.2 -5.8 3.1 -1.4 -6.3 -3.4 -1.3 -6.8 -0.5 -0.2 -13.1 7.4 10.7 7.3 -4.8 11.9 -4.4 5.0 CAC 18.0 -19.3 -13.9 0.4 15.3 1.4 14.4 4.1 6.0 10.5 -1.0 10.5 7.4 0.7 -2.6 19.2 0.6 9.3 3.5 -0.7 -1.4 14.8 1.1 7.2 4.3 7.8 12.9 5.5 19.8 4.0 14.4 11.9 0.5 -0.6 14.1 5.5 5.8 20.0 1.6 20.0 CAD -15.0 -11.7 2.9 -4.8 20.0 1.0 17.7 4.9 -0.9 18.5 -3.6 -7.3 2.6 -15.9 -13.9 -7.0 -7.4 -7.1 -7.2 -12.0 -4.1 -0.5 -1.7 -13.5 20.0 -11.8 14.0 -1.6 -2.2 1.0 -16.0 -6.7 -20.0 -20.0 -5.7 -6.9 -20.0 -20.0 -20.0 -20.0 CANOLA -9.6 10.4 20.0 10.9 -8.6 3.7 -3.1 -7.7 6.7 -9.6 6.0 -7.7 2.5 2.1 7.8 -15.1 -15.5 -16.6 -16.8 7.5 7.8 -6.9 3.9 0.1 7.9 9.0 -5.4 9.0 -5.2 4.3 1.4 -12.6 -9.0 -12.4 14.0 16.6 7.6 20.0 9.7 20.0 CHF -8.2 -17.7 -5.2 -2.4 16.1 0.5 9.0 2.5 -0.5 10.6 -5.9 1.8 6.4 -7.7 -8.2 -13.8 -15.4 -14.0 -14.5 -6.5 -2.3 4.5 2.2 -4.8 -2.4 -4.1 11.8 0.5 4.0 4.3 -3.7 -19.8 -3.7 -4.6 -5.9 -1.3 -17.3 -20.0 -12.1 -20.0 COCOA 16.8 -1.1 -20.0 7.0 -5.5 2.4 -2.0 -4.9 4.3 3.9 -6.9 1.1 -6.4 -1.1 -6.2 -7.1 0.9 -6.4 -4.3 -10.9 -17.9 0.8 -16.1 -3.0 -20.0 -6.1 3.6 -10.3 1.0 -8.5 -1.6 12.3 6.4 -4.1 -9.4 -17.5 12.3 1.4 15.6 5.8 COFFEE 12.1 7.3 -20.0 18.6 -14.6 6.3 -5.3 -13.0 11.4 14.4 -8.6 -3.2 0.8 0.1 -10.7 11.5 17.1 15.3 17.6 -7.7 -11.4 2.7 -1.5 -0.5 -20.0 -2.2 5.8 -3.6 -0.4 6.4 -0.3 20.0 7.1 2.0 -0.3 -20.0 19.8 20.0 20.0 20.0 COPPER 3.0 -12.8 -0.5 -0.7 6.2 3.5 5.0 8.7 0.7 8.1 3.1 6.8 4.1 1.4 -1.8 -6.2 -6.3 -6.3 -6.3 -0.3 2.2 9.8 4.6 2.7 -0.8 0.5 12.8 2.1 9.6 4.9 3.7 -2.7 10.8 3.8 0.5 0.9 5.5 20.0 -0.0 12.3 CORN -11.9 13.0 10.6 20.0 -16.0 6.9 -5.8 -14.3 12.6 -18.6 11.7 -19.5 -2.3 0.9 10.4 -20.0 -20.0 -20.0 -20.0 7.5 8.7 -17.9 1.1 -5.2 11.1 11.8 -19.9 14.2 -20.0 5.8 -5.8 -20.0 -20.0 -20.0 15.0 3.8 9.5 -2.2 13.2 4.7 COTTON2 20.0 20.0 19.2 20.0 -18.1 7.8 -6.6 -16.1 14.2 20.0 4.7 20.0 -12.6 20.0 20.0 -17.8 -20.0 -20.0 -20.0 20.0 8.8 20.0 -6.9 20.0 -4.0 20.0 20.0 11.7 20.0 -5.1 20.0 -20.0 20.0 20.0 20.0 7.7 -11.0 -12.9 -11.4 -8.8 CRUDE_W -18.6 20.0 20.0 20.0 -0.0 20.0 4.0 13.6 16.2 8.7 8.4 0.9 3.0 8.2 10.2 16.0 7.7 13.1 9.5 16.4 14.0 5.9 6.6 10.4 4.9 16.6 5.1 14.4 2.0 6.4 8.9 -0.1 -7.6 -11.1 -15.4 -12.3 10.5 20.0 -1.4 3.0 DAX 7.5 -20.0 -20.0 0.3 11.4 1.0 10.7 3.1 4.5 6.5 -2.9 6.2 4.5 -2.3 -4.0 -4.3 -7.1 -6.2 -6.7 -4.5 -3.3 7.0 0.5 0.2 -6.0 -4.5 6.2 -3.4 7.8 0.2 1.0 -2.6 -6.0 -7.1 -9.8 -6.6 10.7 20.0 12.7 20.0 DOW 12.5 -20.0 -19.0 0.4 13.7 1.3 12.9 3.7 5.4 8.1 -0.7 8.2 7.5 -1.3 -3.7 -5.1 -7.4 -6.0 -6.6 -4.9 -2.2 11.3 3.2 1.7 -5.9 -5.3 7.0 -2.7 6.7 1.9 -0.5 -2.8 -7.1 -10.2 -15.9 -10.0 -4.7 -20.0 -13.3 -20.0 DX -5.3 16.0 8.7 -2.3 15.4 0.5 8.6 2.4 -0.5 -9.2 6.5 -6.8 -6.3 5.1 7.3 3.6 5.5 4.3 4.8 4.7 3.7 -8.5 0.1 0.1 -13.2 3.9 -14.1 2.3 -8.2 -0.6 0.0 14.8 -20.0 -4.6 20.0 -3.2 0.4 15.8 8.5 20.0 EUR 8.1 -13.9 -13.1 -2.7 18.1 0.6 10.1 2.8 -0.5 12.1 -6.0 11.9 7.7 -1.0 -6.4 -5.3 -7.4 -6.1 -6.8 -3.6 -3.1 12.4 1.5 3.1 4.2 -2.3 14.1 -0.7 11.8 3.4 3.3 -6.3 4.2 13.4 -3.7 -5.4 -15.4 -20.0 -9.0 -20.0 EURIBOR-ICE -2.0 -20.0 -5.1 -3.2 2.9 -2.5 2.6 -1.9 -1.3 1.1 -5.0 -0.4 -1.5 -5.5 -5.6 1.5 9.8 5.7 8.5 -6.4 -4.4 -1.2 -2.0 -5.2 -2.3 -4.6 3.0 -4.1 4.2 -2.4 -1.1 9.5 5.7 1.7 -5.8 -0.4 15.8 17.0 20.0 20.0 EUROSTX 8.3 -20.0 -17.2 0.4 12.5 1.2 11.8 3.4 4.9 8.8 1.8 8.3 7.0 -1.0 -2.6 -0.5 1.8 2.9 3.0 -1.5 0.2 11.0 3.4 3.5 -4.0 -0.9 9.7 0.8 12.3 3.7 4.9 13.3 -2.2 -2.5 -4.6 -0.4 6.4 20.0 6.2 20.0 FEEDCOW 20.0 -11.6 2.9 17.7 -13.9 6.0 -5.0 -12.4 10.9 16.0 14.0 17.4 15.4 15.3 15.1 2.7 9.7 8.0 10.3 18.6 18.6 20.0 20.0 20.0 -20.0 8.8 19.3 5.6 20.0 14.5 20.0 20.0 20.0 20.0 -9.4 0.1 20.0 20.0 17.1 20.0 GASOIL 4.6 20.0 20.0 13.6 -0.0 12.0 2.1 7.2 8.5 -2.1 6.3 3.8 5.7 6.4 6.7 20.0 20.0 20.0 20.0 13.2 10.4 4.2 6.1 10.4 -2.3 14.1 -0.9 12.9 2.7 8.6 9.2 20.0 3.4 4.4 17.1 11.6 -2.1 12.3 -7.8 -0.5 GASOLINE -17.5 20.0 20.0 17.6 -0.0 15.5 2.7 9.3 11.0 -0.4 7.8 -0.2 6.0 7.2 8.1 20.0 -20.0 -20.0 -20.0 15.0 12.6 2.4 7.2 10.0 -7.5 15.2 0.6 13.1 2.2 7.4 9.6 -20.0 -3.0 1.1 5.6 2.9 6.1 20.0 -2.6 10.8 GAS_US_mini -9.6 -7.2 -2.3 20.0 -0.0 17.7 3.1 10.6 12.6 -9.5 -6.6 -10.4 -7.6 -10.3 -7.7 -14.1 -7.2 7.1 6.8 -5.5 -4.7 -6.7 -4.5 -6.5 18.9 -7.4 -6.1 -6.8 -7.8 -5.8 -7.8 -15.2 -4.8 -18.2 -20.0 -20.0 13.1 -0.3 12.1 -6.4 GBP 2.3 -11.3 -4.1 -3.1 20.0 0.6 11.4 3.1 -0.6 13.6 -1.8 11.2 8.3 -1.6 -7.4 0.9 0.2 0.5 0.3 -2.8 -1.2 11.0 2.4 1.7 -1.1 -0.4 14.1 2.4 9.9 5.8 2.2 6.3 -1.2 7.8 1.2 1.4 -16.0 -7.2 -9.1 -8.4 GOLD_micro -15.9 -17.7 -13.6 -0.5 4.8 2.7 3.9 6.7 0.6 4.0 2.9 0.3 4.9 -2.6 -2.2 -4.9 -8.3 -5.4 -6.5 -2.0 3.9 1.2 8.3 -3.0 -19.4 1.0 1.7 8.2 1.3 14.0 -1.2 -4.6 0.3 -8.1 -3.0 11.2 20.0 7.9 -4.1 -20.0 HEATOIL -12.3 20.0 20.0 14.8 -0.0 13.1 2.3 7.8 9.3 -4.0 7.0 2.8 6.0 7.1 7.5 20.0 20.0 20.0 20.0 18.1 15.1 2.8 9.0 12.4 -8.1 15.5 -0.6 13.6 2.5 8.7 10.1 20.0 -0.9 4.4 16.7 8.6 -1.5 4.7 -11.9 -9.5 JGB-SGX-mini -10.6 2.2 10.8 -2.9 2.7 -2.3 2.3 -1.7 -1.2 -6.1 -6.9 -6.0 -7.3 -6.4 -6.2 1.4 9.3 3.4 5.9 -6.9 -7.4 -7.2 -8.5 -7.6 2.4 -6.8 -5.2 -8.2 -6.1 -9.5 -6.8 6.4 -14.5 -11.3 -1.4 -11.0 0.2 -20.0 -3.1 -20.0 JPY -0.7 -8.3 2.3 -2.8 18.6 0.6 10.4 2.9 -0.6 -4.7 -13.2 -5.2 -13.3 -11.6 -11.9 -8.4 -9.9 -8.6 -8.9 -9.5 -12.3 -2.3 -14.4 -6.2 20.0 -8.1 -1.6 -10.7 -1.9 -12.9 -5.4 -10.1 -20.0 0.1 -4.7 -10.7 -6.3 -14.6 1.8 -17.0 LEANHOG -10.3 -13.4 3.7 20.0 -20.0 8.9 -7.5 -18.4 16.2 -20.0 8.3 -18.8 17.7 -19.9 -8.2 -20.0 -20.0 -20.0 -20.0 -9.1 3.0 -16.7 11.8 -15.6 -8.8 -20.0 -20.0 -2.8 -20.0 8.5 -20.0 -20.0 -20.0 -20.0 -20.0 -8.6 -18.8 4.1 -13.6 10.9 LIVECOW 20.0 3.4 4.9 20.0 -15.9 6.8 -5.8 -14.2 12.5 16.4 15.3 19.8 16.6 18.7 18.3 9.2 7.0 7.6 5.8 20.0 19.7 20.0 20.0 20.0 -20.0 15.5 20.0 6.5 20.0 11.4 20.0 20.0 20.0 20.0 2.6 -0.4 20.0 20.0 20.0 20.0 LUMBER-new -3.7 4.6 6.0 17.2 -13.5 5.8 -4.9 -12.0 10.6 -15.4 -14.7 -14.6 -15.6 -6.9 -7.6 -20.0 -20.0 -20.0 -20.0 -6.5 -11.3 -15.0 -17.3 -8.9 NaN -2.3 -13.2 -8.3 -7.8 -13.0 -2.5 -20.0 -8.1 -7.9 -16.6 -13.8 6.9 20.0 8.9 20.0 MXP 5.4 -20.0 -12.6 -3.2 20.0 0.7 11.9 3.3 -0.6 14.4 10.0 14.5 14.5 4.0 4.1 7.6 11.5 8.9 10.2 4.1 8.7 20.0 13.9 9.3 -20.0 3.4 16.4 10.2 15.6 16.4 6.5 20.0 11.8 13.7 0.3 9.5 8.8 6.5 20.0 9.8 NASDAQ_micro 7.1 -11.3 -20.0 0.4 14.6 1.3 13.8 3.9 5.7 10.4 -2.2 9.6 8.0 3.5 -3.2 -6.2 -8.1 -7.0 -7.5 -3.7 -2.7 15.1 3.3 4.0 -16.6 -4.7 10.6 -3.5 8.4 1.5 0.7 -4.2 0.8 -14.3 -5.1 -13.8 7.1 -20.0 5.0 -20.0 NIKKEI 4.1 -20.0 -14.5 0.3 9.4 0.9 8.8 2.5 3.7 6.6 4.4 6.3 6.2 0.2 1.0 0.4 6.3 3.2 4.8 1.9 4.2 9.9 6.7 4.1 -9.8 1.8 8.6 4.9 6.7 7.7 2.8 18.8 -5.9 -2.0 -0.0 7.0 -14.9 -3.8 -19.2 -1.0 NZD -6.0 -15.2 8.3 -2.0 13.3 0.4 7.4 2.0 -0.4 8.2 -0.5 4.1 -1.0 -5.0 -5.1 -2.6 -3.4 -3.1 -3.4 -3.6 -1.5 4.3 -1.0 -2.2 9.3 -3.1 7.9 -1.4 4.5 -1.4 -1.6 0.0 -2.7 -0.8 -5.6 -1.7 -10.6 20.0 1.2 20.0 OAT -2.4 -20.0 2.0 -3.6 3.4 -2.9 2.9 -2.1 -1.5 0.4 -2.4 2.0 -1.1 -5.0 -5.0 10.5 12.4 11.8 12.8 -4.4 -2.3 -0.2 -1.1 -3.6 -1.1 -2.7 3.2 -1.0 5.4 0.1 0.1 15.2 7.0 3.7 -1.9 4.8 5.4 17.3 9.7 20.0 OATIES -13.1 19.5 18.6 11.3 -8.9 3.8 -3.2 -7.9 7.0 -6.0 2.3 -7.0 -3.1 1.0 4.4 -5.4 -9.6 -6.5 -9.2 6.0 4.0 -4.1 -1.4 1.1 -0.2 6.8 -2.0 4.4 -4.3 -1.8 1.1 -1.6 -5.9 -16.5 12.9 6.8 1.7 -12.1 3.4 -14.2 OJ 10.6 2.6 7.7 7.3 -5.8 2.5 -2.1 -5.1 4.5 0.3 -3.2 5.2 -6.1 4.2 -0.5 -0.2 2.2 0.8 0.8 0.8 -2.2 3.6 -5.6 3.4 -20.0 0.3 0.1 -1.3 2.9 -3.5 2.4 17.5 10.7 -1.9 -5.4 1.8 -9.7 -10.4 -11.8 -10.1 PALLAD -1.8 -20.0 -5.0 -0.7 5.8 3.3 4.6 8.1 0.7 6.8 -1.1 3.7 2.1 -3.2 -5.6 -3.4 -3.1 -3.3 -3.2 -5.3 -1.3 4.0 3.5 -2.3 12.4 -4.1 6.3 -1.2 5.3 4.6 -0.2 2.7 3.6 0.0 -5.4 -9.7 20.0 7.3 9.7 -4.3 PLAT -5.0 -12.3 1.8 -0.6 5.0 2.8 4.0 7.0 0.6 4.0 -0.1 3.0 2.8 -2.6 -3.9 -2.1 -3.1 -2.2 -2.6 -2.3 1.7 3.6 5.8 -0.9 -1.5 -1.0 4.3 3.2 4.1 8.8 0.4 3.2 1.1 0.1 -0.6 0.9 20.0 12.5 13.4 -0.5 REDWHEAT -7.7 12.9 20.0 15.6 -12.2 5.3 -4.4 -10.9 9.6 -9.8 9.1 -11.5 -6.0 5.0 9.9 -13.3 -15.5 -13.9 -14.7 8.9 8.7 -8.3 1.0 0.1 6.1 11.9 -3.3 12.2 -4.9 4.8 3.0 -10.9 -9.7 -9.7 15.2 12.8 -19.0 -20.0 -20.0 -20.0 RICE -7.3 9.7 11.8 12.1 -9.5 4.1 -3.5 -8.5 7.5 -10.9 -6.3 -9.6 -10.1 1.2 2.9 -20.0 -17.8 -20.0 -20.0 -1.4 -5.4 -12.1 -15.0 -5.3 3.0 1.2 -16.8 -2.3 -10.2 -12.8 -3.1 -20.0 -11.3 -12.7 -11.5 3.1 -20.0 -15.2 -20.0 -14.5 ROBUSTA -11.6 -9.6 -13.6 10.3 -8.1 3.5 -2.9 -7.2 6.4 -8.4 -6.3 -9.7 -4.5 -9.6 -9.4 14.0 15.3 15.3 15.4 -11.8 -9.9 -12.0 -6.4 -13.2 -20.0 -8.5 -2.7 -7.5 -6.4 -4.8 -8.3 20.0 -0.4 -9.1 -18.0 -17.5 4.3 1.6 7.0 9.7 RUSSELL 12.6 -19.3 -10.5 0.5 15.7 1.5 14.8 4.3 6.2 11.2 3.6 11.6 9.5 3.3 -1.4 -3.8 -5.0 -4.3 -4.5 -0.2 1.7 16.6 5.8 6.8 5.5 -1.4 12.4 0.5 11.7 4.2 4.2 1.1 -5.5 -1.9 -5.6 -2.3 -2.2 -20.0 -8.0 -20.0 SHATZ 2.1 -14.8 2.3 -3.1 2.9 -2.4 2.5 -1.8 -1.3 1.4 -6.4 -1.1 -6.4 -5.4 -5.9 -0.9 -8.7 -0.4 -3.4 -8.5 -6.6 -1.1 -4.3 -6.3 6.3 -9.2 3.2 -8.5 4.1 -6.3 -3.8 -17.4 6.6 -2.9 -15.3 -8.5 10.5 15.5 13.6 20.0 SILVER-mini -8.2 -9.3 -3.5 -0.5 4.8 2.7 3.8 6.7 0.6 3.9 0.3 0.5 2.4 -3.9 -4.1 -2.0 -5.1 -2.6 -3.7 -2.3 2.7 1.0 6.3 -2.5 -8.4 0.0 1.6 6.7 1.2 12.6 -1.0 0.4 -3.5 -2.8 -1.7 5.3 13.8 11.5 7.1 2.5 SMI 8.6 -20.0 -14.7 0.3 11.9 1.1 11.2 3.2 4.7 8.4 2.4 8.7 6.2 -1.2 -2.1 1.9 6.7 6.2 7.2 -1.2 1.6 9.4 4.7 2.9 4.8 1.4 9.0 4.5 11.9 7.0 5.7 20.0 -6.5 -0.5 -1.1 4.9 0.8 20.0 1.0 20.0 SOFR -8.2 -8.0 -6.8 -6.0 5.6 -4.8 4.9 -3.5 -2.5 5.5 -6.1 -1.2 9.2 -9.3 -8.4 3.9 6.2 5.3 6.1 -5.1 -2.1 -0.1 1.6 -4.9 -19.7 -2.6 2.9 0.8 1.2 3.7 -3.2 3.9 -7.6 -5.6 6.8 6.5 -10.6 -9.1 -15.3 -20.0 SOYBEAN -0.3 8.3 12.7 19.7 -15.5 6.7 -5.6 -13.8 12.1 -7.5 15.8 10.7 13.7 11.6 16.1 1.5 -2.6 1.3 -0.6 14.5 14.1 2.3 8.1 8.9 -6.3 12.8 -3.8 15.0 -0.4 10.7 5.6 12.1 9.4 -10.3 9.8 7.4 -0.9 -9.5 0.6 -6.6 SOYMEAL -2.4 3.9 5.5 12.0 -9.4 4.0 -3.4 -8.4 7.4 10.1 -0.3 2.1 -4.6 0.9 3.7 7.1 -10.2 -1.4 -6.5 2.4 1.5 7.4 -1.3 3.3 -11.1 3.9 12.1 5.0 6.5 2.7 3.3 -0.0 18.1 -1.0 0.4 -3.8 -9.5 -14.4 -14.6 -13.4 SOYOIL -3.7 13.8 20.0 15.5 -12.1 5.2 -4.4 -10.8 9.5 -13.4 14.0 1.9 13.0 11.8 14.8 10.1 -3.8 1.6 -2.2 20.0 20.0 -1.0 17.1 14.1 -14.6 20.0 -9.6 20.0 -3.5 13.9 8.7 9.6 -13.6 -3.3 20.0 20.0 -2.9 -20.0 -3.5 -20.0 SP400 10.5 -20.0 -2.8 0.5 15.3 1.4 14.5 4.1 6.0 10.9 4.6 11.2 9.0 1.9 0.1 -4.8 -6.1 -5.7 -5.9 0.7 2.5 15.1 4.9 6.4 3.2 -0.7 9.9 0.7 10.3 2.3 3.7 -1.1 -7.0 -1.7 -6.3 0.7 -1.2 -20.0 -7.5 -20.0 SP500_micro 9.2 -19.1 -20.0 0.4 15.1 1.4 14.3 4.1 6.0 10.8 0.3 10.0 9.8 1.6 -2.2 -6.5 -9.0 -7.6 -8.2 -4.5 -2.5 15.3 3.9 3.5 -10.8 -6.2 10.5 -4.5 8.5 0.6 -0.3 -5.5 1.1 -14.3 -12.4 -14.8 10.6 -20.0 9.0 -20.0 SUGAR11 -5.6 19.0 15.7 11.6 -9.1 3.9 -3.3 -8.1 7.1 -10.6 -4.4 -9.7 -9.3 -2.1 1.0 -5.5 9.7 3.0 7.2 1.1 -0.9 -19.4 -6.5 -6.8 -17.6 3.5 -19.8 2.1 -18.2 -3.4 -5.5 20.0 -20.0 -4.0 5.1 0.5 -3.5 -19.5 -2.4 -13.2 US10 -4.9 -12.0 -9.3 -4.2 4.0 -3.4 3.4 -2.5 -1.8 3.7 -4.2 0.7 4.3 -6.0 -6.3 2.7 1.6 2.7 2.5 -5.4 -3.3 0.6 -0.6 -3.8 -6.2 -4.3 2.2 -1.8 1.5 1.1 -2.9 -3.2 -3.1 -3.2 0.3 -0.1 -3.4 -20.0 -10.1 -20.0 US10U -4.5 -11.5 -7.5 -6.5 6.1 -5.2 5.3 -3.8 -2.7 5.2 -4.9 2.3 6.3 -8.5 -8.9 3.5 1.3 3.1 2.5 -7.3 -4.1 0.5 -0.4 -5.3 -11.0 -6.4 2.7 -1.7 1.5 3.1 -4.9 -3.6 -6.7 -3.8 0.5 2.2 -3.5 -3.2 -16.2 -20.0 US2 -2.3 -16.7 -11.6 -4.0 3.7 -3.2 3.2 -2.3 -1.6 7.0 -6.4 1.0 -3.3 -5.1 -6.0 -3.6 -11.4 -6.5 -8.4 -9.5 -7.6 0.1 -4.3 -6.1 6.5 -8.3 3.0 -6.6 1.6 -3.1 -4.7 -20.0 -1.8 -5.2 -9.6 -7.9 -1.5 -20.0 -2.9 -19.5 US20 -3.3 -11.9 -3.4 -4.3 4.0 -3.4 3.5 -2.5 -1.8 2.2 -3.1 4.0 1.4 -5.5 -5.7 4.2 4.1 4.6 4.6 -4.3 -2.3 0.5 -0.7 -3.0 -6.3 -5.0 0.9 -1.5 0.0 1.3 -4.2 0.7 -6.8 -1.9 -2.0 2.9 0.9 16.2 -3.4 -9.7 US30 -3.3 -7.6 -0.7 -6.4 6.0 -5.1 5.2 -3.8 -2.6 -5.3 -7.6 4.9 -4.5 -9.1 -9.0 1.8 0.1 1.9 1.4 -5.5 -3.7 -1.1 -3.1 -4.5 -4.9 -7.2 -1.1 -2.7 -2.1 0.1 -6.8 -5.6 -15.0 -1.4 0.6 4.5 -1.3 12.9 -5.5 -8.3 US5 -4.5 -13.8 -10.3 -4.3 4.0 -3.4 3.5 -2.5 -1.8 6.1 -4.8 1.0 3.7 -5.7 -6.2 0.6 -1.2 0.4 -0.1 -6.8 -4.7 0.7 -1.5 -4.6 -4.7 -5.4 3.3 -3.1 2.1 0.2 -3.3 -7.9 -2.0 -3.7 -2.4 -1.7 -2.3 -20.0 -6.7 -20.0 VIX -6.1 19.6 17.6 7.5 -8.0 5.5 -5.4 1.7 2.2 -10.7 3.0 -10.4 -5.1 2.7 4.8 0.8 -20.0 -7.0 -17.7 6.0 4.6 -8.9 0.8 -0.3 NaN 7.9 -7.3 5.8 -5.7 1.8 2.1 NaN NaN NaN NaN NaN -7.1 -20.0 NaN NaN WHEAT -9.1 11.9 20.0 14.3 -11.2 4.8 -4.1 -10.0 8.8 -9.2 6.6 -10.3 -6.5 4.0 8.3 -12.8 -17.3 -14.6 -15.9 6.3 6.1 -9.8 -0.3 -1.7 7.1 9.5 -7.0 10.5 -8.4 4.4 -0.1 -13.3 -13.7 -12.6 13.8 11.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3