******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260414_203928 produced at 2026-04-14 21:36:19.900912 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.36 0.0 0.00 0.00 0.00 0.00 -13.12 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.48 0.0 0.00 0.00 0.00 0.00 -13.68 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -2.26 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.09 -0.15 0.0 0.23 -0.23 -0.09 -0.09 -8.40 13.0 -5 -5 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.09 0.0 0.90 -0.90 -0.21 -0.21 -1.26 13.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -27.66 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.07 0.0 0.90 -0.90 -0.09 -0.09 -2.20 29.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 -0.28 -0.07 0.0 1.16 -1.16 -0.28 -0.23 -1.51 25.0 -6 -5 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.58 -0.58 -0.03 -0.07 -1.30 17.0 -1 -2 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.64 -0.64 -0.05 -0.05 -0.72 13.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.81 -0.81 0.00 0.00 -0.87 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 -4.39 4.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.03 0.0 0.69 -0.69 -0.01 0.00 -3.30 66.0 -1 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.11 -0.03 0.0 0.51 -0.51 -0.11 -0.07 -1.22 23.0 -5 -3 caleb_strategy_v3 VIX False False 0.01 -0.01 -0.03 0.0 999.00 -999.00 -0.01 -0.01 -2.77 999999999.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.03 0.0 0.72 -0.72 0.00 0.00 -1.89 48.0 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 -4.12 3.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.30 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.17 -1.17 0.00 -0.02 -0.96 56.0 0 -1 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.89 -0.89 0.00 0.00 -0.35 14.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.33 -0.33 0.00 0.00 -0.53 23.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.02 -1.96 18.0 -2 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.41 9.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.24 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.16 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.01 0.0 0.59 -0.59 0.00 0.00 -0.10 10.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.53 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 -0.03 -0.01 0.0 0.40 -0.40 -0.03 -0.03 -0.46 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 -3.21 26.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.05 0.00 0.0 0.40 -0.40 -0.05 -0.02 0.70 68.0 -9 -4 caleb_strategy_v3 SP400 False False 0.15 0.00 -0.00 0.0 0.31 -0.31 0.00 0.00 -0.01 2.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.00 -0.00 0.0 0.57 -0.57 0.00 0.00 -0.20 36.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.29 -0.29 0.00 0.00 0.10 6.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.22 -0.22 -0.05 -0.05 -0.03 4.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.07 -0.00 0.0 0.71 -0.71 -0.07 -0.09 -0.37 58.0 -6 -7 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.02 999999999.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.00 0.0 0.12 -0.12 -0.03 -0.03 -0.32 9.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.13 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 -0.10 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.40 12.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.11 -1.11 0.00 0.00 0.14 19.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.12 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.02 0.36 7.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.03 0.01 0.0 0.18 -0.18 0.03 0.02 0.63 11.0 2 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.20 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.01 0.0 0.80 -0.80 0.00 0.04 0.31 22.0 0 1 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.14 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.10 0.02 0.0 999.00 -999.00 0.10 0.10 0.29 999999999.0 2 2 caleb_strategy_v3 DX False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.53 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.02 0.0 0.53 -0.53 0.03 0.03 0.73 21.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.56 4.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.12 0.02 0.0 0.60 -0.60 0.12 0.09 0.69 20.0 4 3 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.23 -0.23 0.00 0.00 3.89 51.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.18 -0.18 0.00 0.00 0.44 3.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.05 0.0 0.60 -0.60 0.12 0.12 0.82 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 1.30 12.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.70 9.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.07 0.06 0.0 999.00 -999.00 0.07 0.13 0.97 999999999.0 1 2 caleb_strategy_v3 AUD False False 0.03 0.03 0.08 0.0 0.58 -0.58 0.03 0.03 2.60 19.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.10 0.0 0.64 -0.64 0.16 0.16 1.25 8.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.11 0.0 0.16 -0.16 0.03 0.03 3.32 5.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.12 0.0 0.73 -0.73 0.00 0.04 2.89 17.0 0 1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.24 0.0 1.23 -1.23 0.00 0.00 1.94 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.28 0.29 0.0 0.74 -0.74 0.28 0.28 23.21 60.0 23 23 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 9.2 Shocked risk 21.7 Sum abs risk 38.6 Leverage 4.34 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2332664.34, 'annual_cash_vol_target': 583166.085, 'daily_cash_vol_target': 36447.8803125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.7120 0.6594 10.5500 BITCOIN 1611.2238 74590.0000 2.1601 34.5617 BOBL 0.3193 115.6600 0.2761 4.4173 BTP 0.7929 117.5900 0.6743 10.7887 BUND 0.5643 125.5000 0.4497 7.1945 BUXL 1.0575 108.2200 0.9772 15.6347 CAC 90.9796 8327.0000 1.0926 17.4814 CAD 0.0026 0.7278 0.3526 5.6409 CANOLA 8.3479 716.6000 1.1649 18.6390 CHF 0.0061 1.2887 0.4757 7.6112 COCOA 112.0596 3630.0000 3.0870 49.3926 COFFEE 5.0519 298.9000 1.6902 27.0427 COPPER 0.0896 6.1455 1.4586 23.3368 CORN 4.3141 470.5000 0.9169 14.6708 COTTON2 0.8482 76.4700 1.1092 17.7468 CRUDE_W 1.3912 75.7100 1.8375 29.4001 DAX 303.9505 24221.0000 1.2549 20.0785 DOW 413.9004 48726.0000 0.8494 13.5911 DX 0.4551 97.9100 0.4648 7.4363 EUR 0.0055 1.1829 0.4610 7.3754 EURIBOR-ICE 0.0663 97.3650 0.0681 1.0903 EUROSTX 75.0617 5925.0000 1.2669 20.2698 FEEDCOW 2.7956 375.4250 0.7447 11.9145 GASOIL 41.3704 981.7500 4.2139 67.4231 GASOLINE 0.0727 2.8859 2.5206 40.3300 GAS_US_mini 0.1181 2.7650 4.2709 68.3351 GBP 0.0071 1.3564 0.5205 8.3280 GOLD_micro 69.8339 4860.6000 1.4367 22.9877 HEATOIL 0.1034 3.3625 3.0745 49.1928 JGB-SGX-mini 0.3194 129.9000 0.2459 3.9346 JPY 0.0000 0.0063 0.5857 9.3709 LEANHOG 1.0029 105.3250 0.9522 15.2354 LIVECOW 1.7206 251.3500 0.6846 10.9528 LUMBER-new 7.4136 597.0000 1.2418 19.8688 MXP 0.0004 0.0576 0.7121 11.3932 NASDAQ_micro 258.2969 25913.2500 0.9968 15.9484 NIKKEI 950.9748 58780.0000 1.6179 25.8857 NZD 0.0043 0.5916 0.7279 11.6464 OAT 0.6700 119.5800 0.5603 8.9641 OATIES 6.1489 348.7500 1.7631 28.2101 OJ 6.1285 194.3000 3.1541 50.4661 PALLAD 45.1702 1596.5000 2.8293 45.2692 PLAT 53.3433 2110.5000 2.5275 40.4403 REDWHEAT 11.2897 651.0000 1.7342 27.7473 RICE 0.1387 11.1300 1.2465 19.9435 ROBUSTA 61.0196 3354.0000 1.8193 29.1089 RUSSELL 30.8977 2713.2000 1.1388 18.2207 SHATZ 0.1319 105.9400 0.1245 1.9928 SILVER-mini 2.5596 80.1000 3.1955 51.1275 SMI 122.4603 13172.0000 0.9297 14.8752 SOFR 0.0546 96.5550 0.0566 0.9051 SOYBEAN 9.1482 1142.2500 0.8009 12.8143 SOYMEAL 4.3938 322.0000 1.3645 21.8328 SOYOIL 0.9155 64.9500 1.4095 22.5517 SP400 35.4480 3596.3000 0.9857 15.7709 SP500_micro 58.7185 6993.0000 0.8397 13.4348 SUGAR11 0.2607 14.1500 1.8425 29.4800 US10 0.3694 111.5469 0.3312 5.2988 US10U 0.4704 114.0781 0.4123 6.5972 US2 0.0989 103.8203 0.0952 1.5234 US20 0.6995 114.6562 0.6101 9.7609 US30 0.9088 117.0938 0.7762 12.4184 US5 0.2428 108.4922 0.2238 3.5813 VIX 0.7648 21.7000 3.5242 56.3878 WHEAT 9.5996 631.5000 1.5201 24.3220 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 712.05 0.66 469.51 1.00 469.51 36447.88 77.63 12.91 100.21 BITCOIN 74.59 2.16 161.12 1.00 161.12 36447.88 226.21 -11.28 -255.11 BOBL 1156.60 0.28 319.32 1.17 373.29 36447.88 97.64 1.43 13.99 BTP 1175.90 0.67 792.90 1.17 926.92 36447.88 39.32 -0.77 -3.04 BUND 1255.00 0.45 564.32 1.17 659.70 36447.88 55.25 2.52 13.94 BUXL 1082.20 0.98 1057.49 1.17 1236.24 36447.88 29.48 -1.13 -3.33 CAC 832.70 1.09 909.80 1.17 1063.57 36447.88 34.27 11.13 38.13 CAD 727.80 0.35 256.59 1.00 256.59 36447.88 142.05 -5.96 -84.70 CANOLA 143.32 1.16 166.96 0.72 120.47 36447.88 302.55 5.28 159.69 CHF 1610.88 0.48 766.29 1.00 766.29 36447.88 47.56 -10.19 -48.49 COCOA 363.00 3.09 1120.60 1.00 1120.60 36447.88 32.53 -5.86 -19.05 COFFEE 1120.87 1.69 1894.47 1.00 1894.47 36447.88 19.24 3.78 7.28 COPPER 1536.38 1.46 2240.88 1.00 2240.88 36447.88 16.26 5.50 8.95 CORN 235.25 0.92 215.71 1.00 215.71 36447.88 168.97 -0.96 -16.27 COTTON2 382.35 1.11 424.09 1.00 424.09 36447.88 85.94 2.99 25.68 CRUDE_W 757.10 1.84 1391.18 1.00 1391.18 36447.88 26.20 11.70 30.64 DAX 242.21 1.25 303.95 1.17 355.33 36447.88 102.58 -1.04 -10.71 DOW 243.63 0.85 206.95 1.00 206.95 36447.88 176.12 -8.05 -141.79 DX 979.10 0.46 455.05 1.00 455.05 36447.88 80.10 2.54 20.38 EUR 1478.62 0.46 681.59 1.00 681.59 36447.88 53.48 -2.54 -13.61 EURIBOR-ICE 2434.12 0.07 165.87 1.17 193.90 36447.88 187.97 3.03 56.87 EUROSTX 592.50 1.27 750.62 1.17 877.49 36447.88 41.54 4.88 20.29 FEEDCOW 1877.12 0.74 1397.81 1.00 1397.81 36447.88 26.08 14.42 37.60 GASOIL 981.75 4.21 4137.04 1.00 4137.04 36447.88 8.81 14.73 12.98 GASOLINE 1212.08 2.52 3055.19 1.00 3055.19 36447.88 11.93 5.68 6.78 GAS_US_mini 69.12 4.27 295.23 1.00 295.23 36447.88 123.46 -2.40 -29.64 GBP 847.75 0.52 441.26 1.00 441.26 36447.88 82.60 1.44 11.90 GOLD_micro 486.06 1.44 698.34 1.00 698.34 36447.88 52.19 -5.38 -28.08 HEATOIL 1412.25 3.07 4342.03 1.00 4342.03 36447.88 8.39 11.97 10.05 JGB-SGX-mini 129900.00 0.25 31943.95 0.01 200.13 36447.88 182.12 -6.93 -126.18 JPY 791.19 0.59 463.38 1.00 463.38 36447.88 78.66 -6.38 -50.21 LEANHOG 421.30 0.95 401.17 1.00 401.17 36447.88 90.85 -15.20 -138.10 LIVECOW 1005.40 0.68 688.25 1.00 688.25 36447.88 52.96 16.47 87.20 LUMBER-new 164.18 1.24 203.87 1.00 203.87 36447.88 178.78 -9.46 -169.19 MXP 288.05 0.71 205.11 1.00 205.11 36447.88 177.70 8.89 157.90 NASDAQ_micro 518.26 1.00 516.59 1.00 516.59 36447.88 70.55 -7.41 -52.25 NIKKEI 58780.00 1.62 95097.48 0.01 595.79 36447.88 61.18 -0.30 -1.83 NZD 591.65 0.73 430.66 1.00 430.66 36447.88 84.63 3.30 27.97 OAT 1195.80 0.56 669.95 1.17 783.19 36447.88 46.54 5.18 24.11 OATIES 174.38 1.76 307.45 1.00 307.45 36447.88 118.55 -0.33 -3.94 OJ 291.45 3.15 919.27 1.00 919.27 36447.88 39.65 -5.46 -21.65 PALLAD 1596.50 2.83 4517.02 1.00 4517.02 36447.88 8.07 4.53 3.65 PLAT 1055.25 2.53 2667.16 1.00 2667.16 36447.88 13.67 4.22 5.76 REDWHEAT 325.50 1.73 564.48 1.00 564.48 36447.88 64.57 -1.49 -9.61 RICE 222.60 1.25 277.46 1.00 277.46 36447.88 131.36 -13.70 -180.03 ROBUSTA 335.40 1.82 610.20 1.00 610.20 36447.88 59.73 -6.63 -39.62 RUSSELL 135.66 1.14 154.49 1.00 154.49 36447.88 235.93 0.90 21.14 SHATZ 1059.40 0.12 131.95 1.17 154.25 36447.88 236.29 -1.26 -29.70 SILVER-mini 2002.50 3.20 6398.93 1.00 6398.93 36447.88 5.70 1.22 0.70 SMI 1317.20 0.93 1224.60 1.26 1546.48 36447.88 23.57 8.75 20.63 SOFR 2413.88 0.06 136.56 1.00 136.56 36447.88 266.91 -8.08 -215.59 SOYBEAN 571.12 0.80 457.41 1.00 457.41 36447.88 79.68 4.89 39.00 SOYMEAL 322.00 1.36 439.38 1.00 439.38 36447.88 82.95 -4.08 -33.87 SOYOIL 389.70 1.41 549.27 1.00 549.27 36447.88 66.36 3.79 25.13 SP400 3596.30 0.99 3544.80 1.00 3544.80 36447.88 10.28 -0.32 -0.33 SP500_micro 349.65 0.84 293.59 1.00 293.59 36447.88 124.14 -6.53 -81.01 SUGAR11 158.48 1.84 292.00 1.00 292.00 36447.88 124.82 -6.45 -80.56 US10 1115.47 0.33 369.42 1.00 369.42 36447.88 98.66 -6.97 -68.80 US10U 1140.78 0.41 470.37 1.00 470.37 36447.88 77.49 -7.37 -57.11 US2 2076.41 0.10 197.70 1.00 197.70 36447.88 184.36 -9.65 -177.96 US20 1146.56 0.61 699.46 1.00 699.46 36447.88 52.11 -2.39 -12.45 US30 1170.94 0.78 908.83 1.00 908.83 36447.88 40.10 -4.70 -18.84 US5 1084.92 0.22 242.84 1.00 242.84 36447.88 150.09 -7.95 -119.29 VIX 217.00 3.52 764.76 1.00 764.76 36447.88 47.66 -2.35 -11.20 WHEAT 315.75 1.52 479.98 1.00 479.98 36447.88 75.94 -4.04 -30.70 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 100.215 0.010 2.5 2.604 BITCOIN -255.112 0.043 2.5 -27.664 BOBL 13.994 0.004 2.5 0.142 BTP -3.038 0.014 2.5 -0.104 BUND 13.935 0.004 2.5 0.142 BUXL -3.331 0.004 2.5 -0.034 CAC 38.132 0.014 2.5 1.302 CAD -84.698 0.010 2.5 -2.201 CANOLA 159.694 0.010 2.5 3.891 CHF -48.489 0.010 2.5 -1.260 COCOA -19.047 0.010 2.5 -0.464 COFFEE 7.278 0.005 2.5 0.097 COPPER 8.946 0.043 2.5 0.970 CORN -16.269 0.010 2.5 -0.396 COTTON2 25.684 0.010 2.5 0.626 CRUDE_W 30.640 0.043 2.5 3.323 DAX -10.705 0.014 2.5 -0.366 DOW -141.794 0.009 2.5 -3.300 DX 20.379 0.010 2.5 0.530 EUR -13.609 0.010 2.5 -0.354 EURIBOR-ICE 56.874 0.014 2.5 1.943 EUROSTX 20.290 0.014 2.5 0.693 FEEDCOW 37.600 0.013 2.5 1.248 GASOIL 12.977 0.017 2.5 0.563 GASOLINE 6.780 0.017 2.5 0.294 GAS_US_mini -29.638 0.043 2.5 -3.214 GBP 11.898 0.010 2.5 0.309 GOLD_micro -28.082 0.014 2.5 -0.959 HEATOIL 10.052 0.017 2.5 0.436 JGB-SGX-mini -126.176 0.043 2.5 -13.682 JPY -50.212 0.010 2.5 -1.305 LEANHOG -138.102 0.024 2.5 -8.405 LIVECOW 87.198 0.013 2.5 2.894 LUMBER-new -169.192 0.010 2.5 -4.122 MXP 157.898 0.059 2.5 23.208 NASDAQ_micro -52.248 0.009 2.5 -1.216 NIKKEI -1.830 0.043 2.5 -0.198 NZD 27.971 0.010 2.5 0.727 OAT 24.114 0.014 2.5 0.824 OATIES -3.945 0.010 2.5 -0.096 OJ -21.653 0.010 2.5 -0.528 PALLAD 3.651 0.014 2.5 0.125 PLAT 5.763 0.014 2.5 0.197 REDWHEAT -9.612 0.005 2.5 -0.128 RICE -180.026 0.010 2.5 -4.386 ROBUSTA -39.622 0.005 2.5 -0.526 RUSSELL 21.140 0.013 2.5 0.702 SHATZ -29.698 0.004 2.5 -0.302 SILVER-mini 0.695 0.014 2.5 0.024 SMI 20.632 0.014 2.5 0.705 SOFR -215.588 0.024 2.5 -13.121 SOYBEAN 39.002 0.004 2.5 0.363 SOYMEAL -33.873 0.004 2.5 -0.315 SOYOIL 25.130 0.004 2.5 0.234 SP400 -0.330 0.013 2.5 -0.011 SP500_micro -81.007 0.009 2.5 -1.885 SUGAR11 -80.563 0.010 2.5 -1.963 US10 -68.804 0.005 2.5 -0.873 US10U -57.109 0.005 2.5 -0.725 US2 -177.958 0.005 2.5 -2.258 US20 -12.448 0.005 2.5 -0.158 US30 -18.838 0.005 2.5 -0.239 US5 -119.289 0.005 2.5 -1.514 VIX -11.204 0.099 2.5 -2.770 WHEAT -30.697 0.005 2.5 -0.408 ===================== Position diags ===================== AUD 2.02 BITCOIN 24.53 BOBL 0.99 BTP 1.34 BUND 0.56 BUXL 0.30 CAC 1.17 CAD 3.69 CANOLA 7.37 CHF 1.24 COCOA 0.79 COFFEE 0.26 COPPER 1.76 CORN 4.12 COTTON2 2.09 CRUDE_W 2.84 DAX 3.50 DOW 4.10 DX 2.08 EUR 1.39 EURIBOR-ICE 6.42 EUROSTX 1.42 FEEDCOW 0.87 GASOIL 0.38 GASOLINE 0.52 GAS_US_mini 13.39 GBP 2.15 GOLD_micro 1.78 HEATOIL 0.36 JGB-SGX-mini 19.75 JPY 2.04 LEANHOG 5.53 LIVECOW 1.76 LUMBER-new 4.36 MXP 26.12 NASDAQ_micro 1.64 NIKKEI 6.63 NZD 2.20 OAT 1.59 OATIES 2.89 OJ 0.97 PALLAD 0.28 PLAT 0.47 REDWHEAT 0.86 RICE 3.20 ROBUSTA 0.79 RUSSELL 7.83 SHATZ 2.40 SILVER-mini 0.19 SMI 0.81 SOFR 16.24 SOYBEAN 0.74 SOYMEAL 0.77 SOYOIL 0.62 SP400 0.34 SP500_micro 2.89 SUGAR11 3.04 US10 1.25 US10U 0.98 US2 2.34 US20 0.66 US30 0.51 US5 1.90 VIX 11.78 WHEAT 1.01 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.6 2.4 2.8 1.0 1 BITCOIN -27.7 -30.1 -25.2 0.0 0 BOBL 0.1 0.0 0.2 0.0 0 BTP -0.1 -0.2 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 1.2 1.4 0.0 0 CAD -2.2 -2.6 -1.8 -3.0 -3 CANOLA 3.9 3.2 4.6 0.0 0 CHF -1.3 -1.4 -1.1 -3.0 -3 COCOA -0.5 -0.5 -0.4 -2.0 -2 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 1.0 0.8 1.1 1.0 1 CORN -0.4 -0.8 0.0 0.0 0 COTTON2 0.6 0.4 0.8 2.0 2 CRUDE_W 3.3 3.0 3.6 1.0 1 DAX -0.4 -0.7 -0.0 -6.0 -6 DOW -3.3 -3.7 -2.9 -1.0 -1 DX 0.5 0.3 0.7 0.0 0 EUR -0.4 -0.5 -0.2 0.0 0 EURIBOR-ICE 1.9 1.3 2.6 0.0 0 EUROSTX 0.7 0.6 0.8 4.0 4 FEEDCOW 1.2 1.2 1.3 2.0 2 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.3 0.2 0.3 2.0 2 GAS_US_mini -3.2 -4.6 -1.9 0.0 0 GBP 0.3 0.1 0.5 0.0 0 GOLD_micro -1.0 -1.1 -0.8 0.0 0 HEATOIL 0.4 0.4 0.5 0.0 0 JGB-SGX-mini -13.7 -15.7 -11.7 0.0 0 JPY -1.3 -1.5 -1.1 -1.0 -1 LEANHOG -8.4 -9.0 -7.9 -5.0 -5 LIVECOW 2.9 2.7 3.1 0.0 0 LUMBER-new -4.1 -4.6 -3.7 0.0 0 MXP 23.2 20.6 25.8 23.0 23 NASDAQ_micro -1.2 -1.4 -1.1 -5.0 -5 NIKKEI -0.2 -0.9 0.5 0.0 0 NZD 0.7 0.5 0.9 1.0 1 OAT 0.8 0.7 1.0 2.0 2 OATIES -0.1 -0.4 0.2 NaN 0 OJ -0.5 -0.6 -0.4 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.2 0.0 0 REDWHEAT -0.1 -0.2 -0.0 0.0 0 RICE -4.4 -4.7 -4.1 0.0 0 ROBUSTA -0.5 -0.6 -0.4 0.0 0 RUSSELL 0.7 -0.1 1.5 -9.0 -9 SHATZ -0.3 -0.5 -0.1 NaN 0 SILVER-mini 0.0 0.0 0.0 0.0 0 SMI 0.7 0.6 0.8 0.0 0 SOFR -13.1 -14.7 -11.5 NaN 0 SOYBEAN 0.4 0.3 0.4 1.0 1 SOYMEAL -0.3 -0.4 -0.2 -2.0 -2 SOYOIL 0.2 0.2 0.3 0.0 0 SP400 -0.0 -0.0 0.0 0.0 0 SP500_micro -1.9 -2.2 -1.6 0.0 0 SUGAR11 -2.0 -2.3 -1.7 -2.0 -2 US10 -0.9 -1.0 -0.7 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -2.3 -2.5 -2.0 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.5 -1.7 -1.3 -6.0 -6 VIX -2.8 -3.9 -1.6 -1.0 -1 WHEAT -0.4 -0.5 -0.3 -1.0 -1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.2 -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 0.1 0.1 0.1 0.3 0.1 1.3 0.1 0.1 0.3 0.1 0.4 0.1 0.4 0.1 -0.0 0.2 0.5 -0.1 0.7 0.2 0.7 BITCOIN 0.5 -0.4 -0.6 -0.0 0.2 0.2 0.2 0.7 0.0 0.2 -0.5 0.1 -0.5 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.1 -0.5 0.0 -1.8 -0.1 0.1 -0.4 0.1 -0.5 0.0 -0.0 -0.1 -0.2 0.3 -0.4 -0.4 -0.0 -0.7 -0.6 BOBL 0.0 -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 -0.3 0.1 0.0 -0.2 -0.0 0.3 0.7 0.4 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 -0.0 -2.5 -0.1 0.0 -0.1 0.1 0.0 -0.0 0.6 0.2 0.1 -0.2 0.0 0.2 0.6 0.3 0.7 BUND -0.0 -0.4 0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.0 0.2 0.1 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 0.6 0.4 0.7 BUXL -0.1 0.1 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 -0.4 0.2 0.3 0.2 -0.2 0.4 -0.1 0.2 CAC 0.6 -0.6 -0.5 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 0.2 0.2 0.1 0.2 0.7 0.1 -0.0 0.4 0.2 0.2 0.7 0.0 0.7 CAD -0.4 -0.4 0.1 -0.0 0.2 0.0 0.2 0.2 0.0 0.2 -0.1 -0.0 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 0.2 -0.0 0.0 0.0 -0.1 -0.4 -0.5 -0.6 -0.2 -0.3 -0.7 -0.7 -0.7 -0.7 CANOLA -0.4 0.3 0.6 0.1 0.0 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 -0.3 -0.3 0.4 0.6 0.3 0.7 0.3 0.7 CHF -0.2 -0.6 -0.2 -0.0 0.2 0.0 0.1 0.1 0.0 0.1 -0.2 0.1 0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 0.1 0.1 -0.0 -0.3 -0.0 0.1 0.0 0.1 0.2 -0.0 -1.1 -0.0 -0.1 -0.2 -0.0 -0.6 -0.7 -0.4 -0.7 COCOA 0.6 0.3 -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 -0.0 0.1 -0.2 0.0 -0.3 0.0 0.6 0.2 -0.1 -0.3 -0.6 0.4 0.0 0.5 0.2 COFFEE 0.4 0.3 -0.6 0.2 0.0 0.2 -0.0 -0.4 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 0.1 -0.0 0.0 -2.7 -0.0 0.1 -0.1 0.0 0.2 0.0 1.1 0.3 0.1 -0.0 -0.6 0.6 0.7 0.7 0.7 COPPER 0.2 -0.4 -0.0 -0.0 0.1 0.1 0.1 0.3 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 0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.2 0.1 -0.1 0.3 0.2 0.0 0.1 0.2 0.7 -0.0 0.4 CORN -0.4 0.4 0.4 0.2 0.0 0.2 -0.0 -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 0.4 0.1 0.3 -0.1 0.4 0.2 COTTON2 0.6 0.6 0.6 0.2 0.0 0.2 -0.0 -0.5 0.2 0.2 0.2 0.2 -0.4 0.2 0.2 -0.3 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.2 0.2 -0.5 0.2 0.2 0.4 0.2 -0.2 0.2 -1.1 0.5 0.6 0.6 0.3 -0.4 -0.4 -0.4 -0.3 CRUDE_W -0.3 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 0.1 -0.4 -0.5 -0.4 0.4 0.7 -0.0 0.1 DAX 0.4 -0.6 -0.6 0.0 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.1 0.2 -0.0 -0.0 -0.1 -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 -0.3 -0.3 -0.2 0.3 0.7 0.4 0.7 DOW 0.5 -0.6 -0.6 0.0 0.1 0.0 0.2 0.1 0.1 0.1 -0.0 0.1 0.3 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 0.1 0.0 -0.8 -0.0 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 0.2 0.0 0.1 0.1 0.0 -0.1 0.2 -0.1 -0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 -0.1 0.0 -0.0 -1.7 0.0 -0.1 0.1 -0.1 -0.0 -0.0 0.8 -0.5 -0.3 0.6 -0.1 0.0 0.5 0.3 0.7 EUR 0.3 -0.4 -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 0.1 0.6 -0.0 0.1 -0.0 0.2 0.1 0.1 -0.3 0.0 0.4 -0.1 -0.2 -0.5 -0.7 -0.3 -0.7 EURIBOR-ICE 0.0 -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 -0.0 -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 0.4 -0.6 -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 -0.0 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 0.0 -0.1 -0.2 -0.0 0.2 0.7 0.2 0.7 FEEDCOW 0.6 -0.2 0.1 0.2 0.0 0.2 -0.0 -0.4 0.1 0.1 0.4 0.2 0.6 0.2 0.2 0.0 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 0.6 0.2 1.1 0.5 0.6 -0.3 0.0 0.7 0.7 0.6 0.7 GASOIL 0.1 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 0.4 0.0 0.3 0.1 1.1 0.0 0.2 0.6 0.4 -0.1 0.4 -0.3 -0.0 GASOLINE -0.1 0.6 0.6 0.2 -0.0 0.4 0.0 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 -0.0 0.0 0.2 0.1 0.2 0.7 -0.1 0.4 GAS_US_mini -0.3 -0.3 -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 2.6 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.9 -0.2 -0.5 -0.6 -0.6 0.4 -0.0 0.4 -0.2 GBP 0.1 -0.3 -0.1 -0.0 0.2 0.0 0.2 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 0.2 0.1 0.1 0.2 0.1 0.3 0.0 0.3 0.1 0.0 -0.5 -0.2 -0.3 -0.3 GOLD_micro -0.3 -0.6 -0.5 -0.0 0.1 0.1 0.1 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 -0.2 -0.1 0.4 0.7 0.3 -0.1 -0.7 HEATOIL 0.0 0.6 0.6 0.2 -0.0 0.4 0.0 0.3 0.1 -0.1 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 -0.0 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 -0.3 -0.4 -0.1 -0.4 0.0 -0.7 -0.1 -0.7 JPY -0.0 -0.3 0.1 -0.0 0.2 0.0 0.2 0.1 0.0 0.0 -0.4 -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 -0.5 -0.1 -0.5 -0.5 -0.1 -0.2 -0.3 -0.2 -0.5 0.0 -0.6 LEANHOG -0.3 -0.5 0.1 0.2 0.0 0.2 -0.0 -0.6 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 -0.4 -0.6 0.1 -0.5 0.4 LIVECOW 0.6 0.2 0.2 0.2 0.0 0.2 -0.0 -0.5 0.1 0.2 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 -0.2 0.2 0.2 0.2 0.0 0.2 -0.0 -0.5 0.1 -0.1 -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 -0.1 -0.5 -0.0 -1.2 -0.3 -0.4 -0.7 -0.5 0.3 0.8 0.3 0.8 MXP 0.3 -0.6 -0.4 -0.0 0.2 0.0 0.2 0.1 0.0 0.1 0.3 0.2 0.5 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.2 0.4 0.1 -2.7 0.0 0.1 0.3 0.2 0.6 0.1 1.1 0.1 0.4 0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.4 -0.3 -0.6 0.0 0.1 0.0 0.2 0.1 0.1 0.1 -0.0 0.1 0.3 0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.1 0.1 -2.2 -0.0 0.1 -0.1 0.1 0.1 0.0 -0.2 0.0 -0.4 -0.1 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 0.2 -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 0.2 0.1 -1.3 0.0 0.1 0.1 0.1 0.3 0.0 1.0 0.0 -0.1 -0.0 0.2 -0.5 -0.1 -0.6 -0.0 NZD -0.1 -0.5 0.3 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 -0.0 1.3 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.4 0.7 0.0 0.7 OAT 0.0 -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 -0.2 -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 -0.3 0.6 0.6 0.1 0.0 0.1 -0.0 -0.3 0.1 0.0 0.1 -0.0 -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 -0.2 -0.4 0.4 0.2 0.1 -0.4 0.1 -0.5 OJ 0.4 0.1 0.2 0.1 0.0 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 0.1 -0.0 -0.2 0.0 -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 0.1 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 0.3 0.3 -0.1 PLAT -0.0 -0.4 0.0 -0.0 0.1 0.1 0.1 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 0.1 0.3 0.0 0.2 0.0 -0.0 -0.0 -0.0 0.7 0.4 0.5 -0.0 REDWHEAT -0.2 0.4 0.6 0.2 0.0 0.1 -0.0 -0.4 0.1 0.1 0.3 -0.1 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.0 0.0 0.0 0.8 0.1 0.1 0.3 0.0 0.2 0.1 -0.6 -0.0 -0.1 0.5 0.4 -0.6 -0.7 -0.7 -0.7 RICE -0.2 0.3 0.4 0.1 0.0 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 -0.1 -0.1 -0.1 -0.4 -0.0 -1.1 -0.3 -0.4 -0.4 0.1 -0.7 -0.5 -0.7 -0.5 ROBUSTA -0.3 -0.3 -0.4 0.1 0.0 0.1 -0.0 -0.2 0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 1.1 0.1 -0.2 -0.6 -0.6 0.1 0.1 0.2 0.3 RUSSELL 0.5 -0.5 -0.4 0.0 0.2 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.2 0.2 0.1 0.8 -0.0 0.1 0.0 0.2 0.2 0.1 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.7 -0.2 -0.7 SHATZ 0.2 -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 0.4 0.7 SILVER-mini -0.1 -0.3 -0.1 -0.0 0.1 0.1 0.1 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 -0.0 0.2 0.5 0.4 0.2 0.1 SMI 0.4 -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 -0.1 0.1 0.0 0.7 0.0 0.7 SOFR -0.2 -0.3 -0.2 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.1 -0.2 0.0 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.0 0.0 -0.0 -2.7 -0.0 0.1 0.0 0.0 0.1 -0.0 0.2 -0.2 -0.2 0.2 0.2 -0.3 -0.3 -0.5 -0.7 SOYBEAN -0.0 0.2 0.4 0.2 0.0 0.2 -0.0 -0.5 0.1 -0.1 0.4 0.0 0.5 0.1 0.2 0.0 -0.1 0.0 -0.0 0.1 0.2 -0.0 0.2 0.1 -0.8 0.1 -0.1 0.4 -0.0 0.4 0.0 0.6 -0.1 -0.2 0.2 0.2 -0.0 -0.3 0.0 -0.2 SOYMEAL -0.1 0.1 0.2 0.1 0.0 0.1 -0.0 -0.3 0.1 0.1 -0.0 0.0 -0.2 0.0 0.0 0.2 -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 0.1 -0.0 -0.1 -0.3 -0.5 -0.5 -0.4 SOYOIL -0.2 0.4 0.6 0.2 0.0 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 0.1 -1.9 0.2 -0.1 0.5 -0.1 0.5 0.1 0.5 -0.5 -0.1 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 0.4 -0.6 -0.1 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 0.2 0.1 0.1 0.4 0.0 0.1 0.0 0.1 0.1 0.1 -0.1 -0.2 -0.1 -0.2 0.0 -0.0 -0.7 -0.2 -0.7 SP500_micro 0.4 -0.6 -0.6 0.0 0.1 0.0 0.2 0.2 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 0.2 0.1 0.1 -1.4 -0.1 0.1 -0.1 0.1 0.0 0.0 -0.3 0.0 -0.4 -0.4 -0.5 0.3 -0.7 0.3 -0.7 SUGAR11 -0.3 0.6 0.5 0.1 0.0 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 -0.1 -0.2 -0.1 -2.3 0.0 -0.1 0.0 -0.2 -0.1 -0.1 1.1 -0.5 -0.2 0.1 -0.0 -0.1 -0.7 -0.1 -0.4 US10 -0.1 -0.4 -0.3 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.0 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.8 -0.0 0.1 -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 0.1 -0.1 0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.0 0.0 -0.0 -0.0 -1.5 -0.1 0.1 -0.0 0.0 0.1 -0.0 -0.2 -0.2 -0.1 0.0 0.1 -0.1 -0.1 -0.5 -0.7 US2 -0.0 -0.6 -0.4 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.0 -0.1 -0.1 0.9 -0.1 0.0 -0.2 0.0 -0.1 -0.0 -1.1 -0.0 -0.2 -0.3 -0.3 -0.0 -0.7 -0.1 -0.6 US20 -0.0 -0.4 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.1 0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.9 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.1 0.1 0.0 0.5 -0.1 -0.3 US30 -0.1 -0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.1 -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 -0.3 -0.0 0.0 0.1 -0.0 0.4 -0.2 -0.3 US5 -0.1 -0.5 -0.3 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.0 0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.6 -0.1 0.1 -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 -0.4 1.0 0.9 0.1 -0.1 0.2 -0.1 0.1 0.0 -0.2 0.1 -0.2 -0.3 0.0 0.1 -0.0 -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 0.0 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT -0.3 0.3 0.6 0.1 0.0 0.1 -0.0 -0.3 0.1 0.0 0.2 -0.1 -0.2 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.0 -0.0 -0.0 0.9 0.1 0.0 0.3 -0.0 0.2 0.0 -0.7 -0.3 -0.3 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 -6.1 -12.0 10.6 -1.6 20.0 0.9 13.4 2.9 2.0 12.0 9.9 9.9 11.0 3.4 7.7 1.7 0.1 1.4 0.8 5.3 9.4 12.6 9.5 5.5 9.5 6.7 14.2 11.3 11.8 10.7 5.9 6.7 2.5 -0.5 7.0 15.3 -3.9 20.0 6.5 20.0 BITCOIN 15.3 -13.7 -20.0 -0.5 18.2 8.1 14.1 19.4 3.9 17.7 -18.8 12.5 -14.1 5.6 -15.3 -3.7 -5.4 -3.7 -4.3 -19.6 -20.0 16.5 -20.0 3.3 -13.5 -6.6 13.2 -15.3 8.1 -13.0 0.9 -0.4 -6.1 -6.9 9.7 -11.0 -11.1 -1.1 -20.0 -18.1 BOBL 0.6 -16.1 0.7 -3.1 5.1 -2.7 3.7 -2.0 -0.7 1.2 -6.2 -0.9 -4.5 -6.5 -6.5 18.5 0.0 5.2 0.9 -6.6 -5.0 -1.4 -3.3 -5.3 1.6 -4.9 3.6 -4.8 4.0 -3.7 -1.0 -6.3 4.8 0.5 -5.4 -0.6 8.1 19.9 12.8 20.0 BTP 2.3 -20.0 -11.6 -3.8 6.2 -3.3 4.4 -2.5 -0.9 3.7 -3.0 4.0 4.2 -5.0 -5.7 4.6 10.4 8.5 10.1 -6.0 -3.5 1.5 -0.2 -3.6 -18.4 -5.2 5.4 -3.0 6.5 0.8 -0.3 11.0 9.8 2.6 -6.9 0.6 6.1 19.2 10.1 20.0 BUND -1.5 -12.4 3.3 -3.5 5.8 -3.0 4.2 -2.3 -0.8 -1.6 -6.4 -1.7 -6.6 -7.3 -7.0 0.1 7.9 7.0 8.6 -5.8 -4.1 -2.6 -3.3 -5.4 -0.0 -4.0 2.6 -3.5 2.7 -3.1 -1.3 7.6 0.5 0.8 -1.3 2.4 6.6 19.2 11.8 20.0 BUXL -2.5 1.7 10.2 -4.9 8.0 -4.2 5.7 -3.2 -1.1 -7.5 -10.2 -9.0 -13.6 -10.1 -8.4 3.3 3.8 4.0 4.1 -4.3 -4.6 -8.0 -7.9 -6.3 3.0 -1.6 -3.4 -3.3 -2.0 -6.5 -1.3 -0.2 -16.2 4.9 9.5 6.9 -4.9 11.6 -4.1 4.9 CAC 20.0 -18.4 -14.1 1.4 15.8 1.7 15.2 4.2 7.4 10.2 -0.6 10.6 7.3 1.9 -1.6 19.4 0.8 9.7 3.9 0.3 -1.0 14.6 1.2 8.1 4.2 8.7 12.0 6.0 18.1 4.1 14.7 12.3 2.2 -0.9 13.3 5.5 5.1 20.0 1.0 20.0 CAD -13.3 -11.8 2.9 -2.9 20.0 1.5 20.0 5.1 3.5 20.0 -3.6 -2.1 2.6 -14.1 -13.6 -7.1 -7.4 -7.1 -7.2 -11.2 -4.1 3.4 -1.8 -10.7 20.0 -11.1 17.6 -1.7 2.7 0.9 -12.8 -6.7 -20.0 -20.0 -6.0 -7.7 -20.0 -20.0 -20.0 -20.0 CANOLA -11.3 9.7 20.0 10.4 0.8 3.7 -0.0 -7.1 6.7 -10.1 6.1 -9.0 2.6 1.2 7.6 -15.2 -15.5 -16.5 -16.8 7.0 7.9 -7.2 4.1 -0.7 8.0 8.7 -4.9 9.2 -5.3 4.5 0.7 -13.2 -11.6 -9.5 12.3 17.0 7.7 20.0 9.8 20.0 CHF -5.9 -17.6 -4.9 -1.5 18.5 0.8 12.1 2.6 1.8 10.9 -5.9 5.2 6.5 -6.3 -7.9 -13.9 -15.4 -14.0 -14.5 -5.7 -2.2 7.9 2.3 -2.6 -2.5 -3.3 14.7 0.6 7.3 4.6 -1.6 -19.8 -1.4 -4.4 -5.9 -1.5 -17.6 -20.0 -12.0 -20.0 COCOA 20.0 7.8 -20.0 6.5 0.5 2.3 -0.0 -4.5 4.2 5.5 -6.8 3.1 -6.4 0.5 -6.0 -7.2 0.8 -6.5 -4.3 -9.1 -16.0 4.2 -14.7 -1.1 -20.0 -4.5 9.6 -8.6 4.5 -7.3 0.4 11.5 8.9 -1.6 -8.7 -17.3 12.4 1.4 15.7 5.8 COFFEE 11.2 9.0 -20.0 17.6 1.4 6.3 -0.1 -12.1 11.4 16.6 -8.8 -0.6 0.7 1.8 -10.4 11.4 17.0 15.2 17.5 -6.9 -11.4 6.6 -1.5 1.5 -20.0 -1.6 10.0 -3.4 3.2 6.7 1.4 20.0 11.4 3.3 -1.0 -20.0 19.5 20.0 20.0 20.0 COPPER 7.2 -12.3 -0.8 -0.2 8.5 3.8 6.6 9.0 1.8 8.5 3.4 7.9 4.3 3.0 -1.2 -6.2 -6.3 -6.3 -6.3 0.8 2.7 13.1 5.0 5.0 -0.8 1.5 15.0 2.5 12.2 5.3 5.8 -2.8 13.0 6.2 1.4 1.8 5.4 20.0 -0.3 12.3 CORN -13.2 11.9 10.8 19.2 1.6 6.8 -0.1 -13.2 12.4 -18.8 11.3 -20.0 -2.4 -1.0 9.5 -20.0 -20.0 -20.0 -20.0 6.3 8.4 -18.7 1.1 -7.2 11.3 10.4 -18.7 14.1 -20.0 6.0 -8.1 -20.0 -20.0 -20.0 10.9 2.8 9.7 -2.1 13.4 4.9 COTTON2 20.0 20.0 19.9 20.0 1.7 7.7 -0.1 -14.8 14.0 19.9 5.8 20.0 -11.9 20.0 20.0 -17.1 -20.0 -20.0 -20.0 20.0 10.3 20.0 -6.4 20.0 -4.0 20.0 20.0 13.5 20.0 -4.5 20.0 -20.0 20.0 20.0 20.0 8.8 -11.1 -12.8 -11.5 -8.8 CRUDE_W -10.6 20.0 20.0 20.0 -2.2 20.0 2.7 14.0 15.1 8.3 8.6 1.2 3.2 8.3 10.3 15.9 7.7 13.2 9.6 16.6 14.4 5.8 7.0 10.5 4.9 16.7 2.9 14.8 2.0 6.8 8.8 -0.1 2.3 -10.8 -15.2 -12.5 10.6 20.0 -1.5 2.8 DAX 11.0 -20.0 -20.0 1.1 12.0 1.3 11.6 3.2 5.6 7.1 -2.8 6.8 4.5 -1.7 -3.6 -4.2 -7.0 -6.1 -6.7 -4.0 -3.1 6.9 0.5 0.9 -5.9 -3.9 5.9 -3.3 7.3 0.2 1.6 -2.5 -4.7 -8.1 -10.2 -6.9 10.1 20.0 12.2 20.0 DOW 15.3 -20.0 -19.6 1.3 14.5 1.6 14.1 3.8 6.8 9.7 -0.5 9.5 7.5 0.0 -2.9 -5.1 -7.4 -6.0 -6.6 -3.7 -1.8 13.6 3.4 3.9 -5.9 -4.5 9.2 -2.5 8.3 2.0 1.1 -2.8 -9.4 -9.5 -15.5 -10.2 -4.9 -20.0 -13.0 -20.0 DX -7.3 15.0 8.6 -1.4 17.3 0.7 11.4 2.5 1.7 -9.0 6.3 -7.4 -6.3 4.0 6.9 3.7 5.5 4.3 4.8 4.0 3.5 -9.4 0.1 -1.0 -13.0 3.2 -14.9 2.1 -9.0 -0.6 -1.0 14.8 -20.0 -8.3 20.0 -3.0 0.3 15.4 8.7 20.0 EUR 9.8 -13.2 -12.9 -1.7 20.0 0.9 13.7 3.0 2.1 12.4 -5.7 12.8 7.9 1.4 -5.7 -5.3 -7.4 -6.1 -6.8 -2.4 -2.8 15.2 1.6 5.4 4.3 -1.1 16.5 -0.3 14.3 3.6 5.6 -6.3 0.5 13.5 -3.3 -5.5 -15.7 -20.0 -9.0 -20.0 EURIBOR-ICE 0.9 -20.0 -5.2 -2.8 4.6 -2.4 3.3 -1.8 -0.6 3.0 -5.0 1.2 -1.5 -5.3 -5.5 1.6 9.8 5.6 8.4 -6.0 -4.3 -0.2 -2.0 -4.4 -2.3 -4.0 4.1 -3.8 4.1 -2.3 -0.4 9.3 5.8 1.8 -5.7 -0.2 15.0 16.6 20.0 20.0 EUROSTX 12.0 -20.0 -18.0 1.2 13.2 1.4 12.7 3.5 6.2 8.5 1.9 8.5 7.0 -0.1 -1.9 -0.7 1.8 2.8 2.9 -0.7 0.5 11.2 3.5 4.6 -4.0 -0.1 9.2 1.1 11.7 3.7 5.7 13.2 0.2 -2.9 -4.7 -0.4 5.9 20.0 5.8 20.0 FEEDCOW 20.0 -5.1 3.6 17.0 1.4 6.0 -0.1 -11.7 11.0 16.6 14.8 18.2 16.0 16.5 16.1 2.2 9.6 7.6 10.0 20.0 20.0 20.0 20.0 20.0 -20.0 10.9 20.0 6.7 20.0 15.5 20.0 20.0 20.0 20.0 -9.7 0.4 20.0 20.0 17.3 20.0 GASOIL 1.8 20.0 20.0 13.3 -1.1 12.0 1.4 7.3 7.9 -3.3 6.3 3.4 5.7 6.4 6.7 20.0 20.0 20.0 20.0 13.0 10.6 3.2 6.3 9.9 -2.4 14.0 -1.8 13.1 2.1 8.8 8.7 20.0 0.1 5.9 17.1 11.8 -2.0 12.0 -7.7 -0.6 GASOLINE -1.5 20.0 20.0 17.3 -1.5 15.7 1.8 9.5 10.3 -0.6 7.9 -0.3 6.1 7.2 8.1 20.0 -20.0 -20.0 -20.0 15.0 12.9 2.2 7.5 9.6 -7.6 15.3 0.3 13.5 2.0 7.8 9.3 -20.0 -1.7 0.3 5.7 3.0 6.2 20.0 -2.6 10.6 GAS_US_mini -9.8 -8.0 -2.4 20.0 -1.7 18.1 2.1 11.0 11.9 -9.7 -7.0 -10.7 -7.8 -10.7 -8.1 -15.5 -7.5 5.5 6.0 -6.1 -5.1 -7.2 -4.7 -7.1 19.3 -8.0 -6.8 -7.3 -8.5 -6.1 -8.5 -16.0 -7.3 -15.6 -20.0 -20.0 13.4 -0.0 12.3 -6.0 GBP 3.8 -10.4 -4.1 -1.9 20.0 1.0 15.4 3.3 2.3 14.0 -1.5 12.9 8.6 1.8 -6.6 0.9 0.2 0.5 0.3 -1.5 -0.8 14.7 2.5 4.4 -1.2 0.8 18.1 2.9 13.4 6.1 4.8 6.4 0.7 8.0 1.8 1.3 -16.2 -7.2 -9.2 -8.2 GOLD_micro -9.8 -18.8 -15.3 -0.2 6.4 2.8 5.0 6.8 1.4 5.7 2.9 2.6 4.9 -2.2 -2.1 -4.9 -8.2 -5.4 -6.4 -1.6 4.0 2.9 8.3 -1.9 -19.5 1.3 4.2 8.1 2.5 13.9 -0.3 -4.6 0.4 -7.2 -3.3 11.3 20.0 8.0 -4.2 -20.0 HEATOIL 1.2 20.0 20.0 14.5 -1.2 13.1 1.5 8.0 8.6 -5.9 7.0 0.9 6.0 6.9 7.4 20.0 20.0 20.0 20.0 17.4 15.0 1.0 9.1 10.9 -8.1 15.1 -2.2 13.7 1.4 8.9 9.1 20.0 -2.0 3.9 16.4 8.6 -1.6 4.6 -12.0 -9.5 JGB-SGX-mini -10.5 -0.3 9.6 -2.5 4.2 -2.2 3.0 -1.7 -0.6 -4.2 -6.9 -5.5 -7.3 -6.4 -6.2 0.6 9.2 3.0 5.6 -7.0 -7.4 -6.1 -8.4 -7.3 2.5 -6.9 -2.4 -8.3 -5.1 -9.5 -6.5 6.0 -14.2 -11.3 -2.3 -10.9 0.4 -20.0 -2.7 -20.0 JPY -0.5 -7.9 2.2 -1.7 20.0 0.9 14.0 3.0 2.1 1.2 -13.5 -4.2 -13.5 -11.3 -12.1 -8.5 -9.9 -8.6 -8.9 -9.4 -12.5 -1.2 -14.7 -5.6 20.0 -8.0 2.0 -10.9 -0.6 -13.2 -4.8 -10.1 -20.0 -1.7 -6.3 -10.7 -6.6 -14.3 1.5 -16.6 LEANHOG -9.7 -14.7 3.3 20.0 2.0 8.7 -0.1 -16.8 15.9 -20.0 7.7 -20.0 17.5 -20.0 -10.2 -20.0 -20.0 -20.0 -20.0 -10.7 2.1 -20.0 11.5 -18.6 -8.8 -20.0 -20.0 -4.4 -20.0 8.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.6 -19.1 3.9 -13.9 10.7 LIVECOW 20.0 7.5 4.8 19.3 1.6 6.9 -0.1 -13.2 12.5 17.9 15.9 20.0 17.0 19.5 19.0 9.2 7.0 7.7 5.9 20.0 20.0 20.0 20.0 20.0 -20.0 17.5 20.0 7.6 20.0 11.8 20.0 20.0 20.0 20.0 2.7 0.4 20.0 20.0 20.0 20.0 LUMBER-new -4.4 5.4 5.4 16.2 1.3 5.7 -0.1 -11.0 10.4 -11.6 -14.8 -13.5 -15.7 -7.6 -8.2 -20.0 -20.0 -20.0 -20.0 -6.9 -11.4 -12.7 -17.3 -9.0 NaN -2.5 -5.6 -8.2 -6.0 -13.0 -2.5 -20.0 -11.5 -10.8 -18.9 -14.0 6.9 20.0 8.9 20.0 MXP 7.8 -20.0 -12.6 -2.0 20.0 1.1 16.1 3.5 2.4 14.7 10.6 15.4 14.9 6.1 5.4 7.5 11.5 8.8 10.1 5.5 9.4 20.0 14.6 11.4 -20.0 4.5 15.4 10.9 16.3 17.3 8.3 20.0 4.6 11.8 0.2 9.6 8.8 6.5 20.0 9.8 NASDAQ_micro 11.7 -9.6 -20.0 1.4 15.6 1.7 15.1 4.1 7.3 10.5 -1.7 10.4 8.1 5.4 -1.9 -6.2 -8.1 -7.0 -7.5 -1.9 -2.1 19.4 3.5 7.5 -16.8 -3.5 14.6 -3.2 11.4 1.6 3.1 -4.2 1.6 -12.9 -3.5 -13.8 6.7 -20.0 5.1 -20.0 NIKKEI 7.2 -20.0 -16.6 0.9 9.9 1.1 9.6 2.6 4.7 6.5 4.5 6.5 6.2 1.2 1.4 0.4 6.2 3.1 4.7 2.4 4.2 10.8 6.5 5.2 -9.8 2.2 9.6 4.8 7.5 7.5 3.5 18.7 1.8 -1.6 -0.1 7.0 -15.3 -3.9 -18.9 -1.2 NZD -3.9 -15.0 8.5 -1.2 15.0 0.6 9.8 2.1 1.5 8.7 -0.4 6.1 -1.0 -3.6 -4.6 -2.7 -3.4 -3.1 -3.4 -2.9 -1.4 6.4 -1.0 -0.6 9.4 -2.5 10.0 -1.3 6.3 -1.4 -0.1 0.0 -2.5 -0.6 -5.5 -1.7 -10.8 20.0 1.0 20.0 OAT 0.2 -20.0 1.9 -3.2 5.2 -2.7 3.7 -2.1 -0.7 1.8 -2.5 2.3 -1.2 -4.8 -4.9 10.5 12.4 11.8 12.8 -4.1 -2.2 0.3 -1.1 -3.1 -1.1 -2.2 4.0 -0.9 4.8 0.1 0.5 15.2 6.4 3.3 -2.0 4.8 4.9 16.9 9.0 20.0 OATIES -9.3 19.4 19.2 10.8 0.9 3.8 -0.0 -7.4 7.0 1.5 2.5 -4.6 -3.1 1.1 4.5 -5.5 -9.5 -6.5 -9.2 6.2 4.1 -1.0 -1.3 1.9 -0.1 7.0 3.6 4.6 -1.4 -1.8 1.9 -2.2 -6.5 -13.5 12.0 7.0 1.8 -11.9 3.5 -13.9 OJ 12.9 3.3 7.6 6.9 0.6 2.5 -0.0 -4.7 4.5 -4.5 -3.1 4.8 -6.1 4.2 -0.5 -0.4 2.1 0.7 0.8 0.8 -2.2 2.5 -5.7 3.1 -20.0 0.3 -1.0 -1.3 1.9 -3.6 2.1 16.8 6.0 -1.4 -6.4 0.9 -9.5 -10.2 -11.7 -9.9 PALLAD 1.5 -20.0 -5.6 -0.2 7.8 3.5 6.0 8.3 1.7 7.5 -1.1 5.5 2.1 -2.6 -5.5 -3.4 -3.2 -3.3 -3.2 -5.0 -1.3 5.0 3.6 -1.3 12.6 -3.7 6.6 -1.1 6.1 4.8 0.8 2.6 2.6 0.1 -5.6 -10.3 20.0 7.6 10.1 -4.3 PLAT -1.4 -12.5 1.3 -0.2 6.6 3.0 5.2 7.1 1.4 5.5 -0.1 4.5 2.8 -2.1 -3.9 -2.1 -3.1 -2.2 -2.6 -2.0 1.9 4.4 5.9 -0.2 -1.5 -0.7 5.0 3.3 4.7 9.0 1.1 3.2 1.4 -0.1 -0.6 -0.2 20.0 12.7 13.7 -0.5 REDWHEAT -7.5 11.7 20.0 14.6 1.2 5.2 -0.1 -10.0 9.5 6.3 9.4 -5.1 -5.8 6.2 10.3 -13.1 -15.5 -13.8 -14.6 8.8 8.4 -0.6 1.1 2.3 6.1 11.5 10.5 11.5 2.0 4.7 5.0 -11.4 -1.8 -4.1 14.6 12.9 -18.8 -20.0 -20.0 -20.0 RICE -7.2 8.5 12.6 11.3 0.9 4.0 -0.0 -7.8 7.3 -8.1 -6.3 -9.1 -10.1 0.7 2.4 -20.0 -17.9 -20.0 -20.0 -2.0 -5.5 -11.0 -14.9 -5.9 3.0 0.6 -9.7 -2.4 -9.0 -12.5 -3.7 -20.0 -14.3 -12.9 -13.0 2.7 -20.0 -15.2 -20.0 -14.4 ROBUSTA -10.0 -8.2 -13.0 9.8 0.8 3.5 -0.0 -6.7 6.3 -1.0 -6.5 -7.3 -4.6 -8.7 -9.3 14.4 15.3 15.5 15.5 -11.1 -9.7 -6.7 -6.3 -11.0 -20.0 -7.5 4.9 -7.0 -1.9 -4.6 -6.0 20.0 5.9 -6.2 -17.4 -17.3 4.3 1.5 6.9 9.7 RUSSELL 15.7 -16.8 -10.9 1.5 17.0 1.9 16.5 4.5 8.0 11.4 4.1 12.2 9.7 5.4 -0.1 -3.8 -5.0 -4.3 -4.5 1.4 2.4 20.0 6.1 9.8 5.7 -0.2 15.6 1.0 14.3 4.5 6.5 1.1 -5.0 -0.9 -5.0 -2.3 -2.4 -20.0 -7.4 -20.0 SHATZ 5.4 -15.2 2.5 -2.7 4.4 -2.3 3.2 -1.8 -0.6 3.0 -6.3 0.3 -6.3 -5.2 -5.7 -0.8 -8.6 -0.4 -3.4 -7.8 -6.3 -0.2 -4.2 -5.4 6.2 -8.0 4.1 -7.9 3.8 -5.9 -2.8 -17.3 7.7 -2.2 -14.7 -8.2 9.8 15.1 12.8 20.0 SILVER-mini -4.4 -9.7 -3.7 -0.2 6.3 2.8 4.9 6.8 1.4 5.5 0.3 2.8 2.4 -3.4 -4.1 -2.1 -5.0 -2.6 -3.7 -1.8 2.8 2.9 6.2 -1.4 -8.5 0.4 4.6 6.6 2.6 12.3 -0.1 0.4 -2.8 -1.9 -1.4 5.0 14.1 11.5 7.4 2.7 SMI 13.1 -20.0 -15.4 1.1 12.6 1.4 12.2 3.3 5.9 8.0 2.5 8.8 6.2 -0.6 -1.7 1.8 6.7 6.1 7.2 -0.5 1.8 10.0 4.7 4.0 4.8 2.2 9.3 4.7 11.6 7.0 6.5 20.0 -6.4 -1.1 -2.1 4.4 1.0 20.0 1.3 20.0 SOFR -5.7 -9.0 -6.4 -5.4 8.9 -4.7 6.4 -3.6 -1.2 11.9 -6.1 4.2 9.3 -8.6 -8.2 4.0 6.1 5.3 6.1 -4.5 -2.1 2.9 1.6 -3.2 -20.0 -2.0 8.4 1.0 4.1 3.8 -1.5 3.9 -6.8 -5.3 6.7 6.9 -10.3 -9.0 -14.6 -20.0 SOYBEAN -1.4 7.2 13.2 18.6 1.5 6.6 -0.1 -12.8 12.0 -14.7 15.9 1.8 13.9 10.1 16.0 1.3 -2.6 1.2 -0.6 13.9 14.2 -1.5 8.3 7.1 -6.4 12.2 -10.1 15.2 -3.8 11.0 3.8 11.5 -4.4 -6.7 5.8 7.6 -0.5 -9.3 1.0 -6.4 SOYMEAL -2.0 3.6 6.1 11.3 0.9 4.0 -0.0 -7.7 7.3 8.5 -0.1 3.5 -4.5 2.0 4.3 8.7 -9.9 -0.5 -5.9 2.9 1.8 7.6 -1.3 4.1 -11.2 4.4 8.5 5.2 6.6 2.9 4.0 -0.0 16.6 2.2 -1.0 -3.5 -9.4 -14.3 -14.9 -13.3 SOYOIL -5.1 12.3 20.0 14.4 1.2 5.1 -0.1 -9.9 9.3 -13.9 13.9 -1.5 13.0 10.6 14.4 11.4 -3.5 2.3 -1.7 20.0 20.0 -4.0 17.6 11.8 -14.5 19.5 -10.3 20.0 -5.3 14.4 7.0 9.5 -20.0 -4.0 20.0 20.0 -2.7 -20.0 -3.3 -20.0 SP400 13.6 -19.1 -3.1 1.5 16.5 1.8 16.0 4.4 7.8 11.1 5.1 11.8 9.3 3.7 1.2 -4.7 -6.1 -5.6 -5.9 2.1 3.0 17.4 5.2 8.8 3.3 0.3 11.6 1.1 11.9 2.5 5.4 -1.1 -8.6 -1.6 -6.4 0.5 -1.4 -20.0 -7.0 -20.0 SP500_micro 13.6 -17.6 -20.0 1.4 16.1 1.8 15.6 4.3 7.6 10.8 0.8 10.8 9.9 3.8 -0.8 -6.5 -8.9 -7.6 -8.2 -2.7 -1.9 19.4 4.1 6.8 -10.8 -5.0 14.1 -4.2 11.2 0.7 2.0 -5.5 0.1 -12.6 -10.9 -14.9 10.0 -20.0 8.7 -20.0 SUGAR11 -9.8 18.6 15.4 10.6 0.9 3.8 -0.0 -7.3 6.9 -8.0 -4.4 -9.3 -9.2 -3.1 0.3 -5.8 9.5 2.6 6.9 0.3 -1.1 -15.7 -6.3 -7.0 -17.3 2.7 -9.9 1.8 -14.3 -3.3 -5.6 20.0 -20.0 -4.7 3.6 -0.3 -3.8 -19.5 -2.7 -13.2 US10 -2.3 -12.7 -9.1 -3.8 6.3 -3.3 4.5 -2.5 -0.9 8.6 -4.2 4.5 4.3 -5.4 -6.0 2.7 1.6 2.7 2.5 -5.0 -3.3 2.8 -0.6 -2.5 -6.3 -3.8 6.2 -1.8 3.6 1.1 -1.5 -3.2 -2.5 -2.9 0.4 0.1 -3.2 -20.0 -9.4 -20.0 US10U -2.2 -12.2 -7.5 -5.9 9.6 -5.1 6.9 -3.9 -1.3 12.4 -4.9 7.6 6.3 -7.7 -8.5 3.5 1.3 3.1 2.6 -6.7 -4.0 3.5 -0.4 -3.6 -11.2 -5.7 8.9 -1.6 4.5 3.1 -3.0 -3.6 -6.3 -3.7 0.4 2.3 -3.3 -3.2 -15.2 -20.0 US2 -0.6 -17.6 -11.8 -3.6 5.9 -3.1 4.2 -2.4 -0.8 9.0 -6.4 3.8 -3.4 -4.7 -5.8 -3.7 -11.3 -6.5 -8.4 -9.3 -7.7 1.7 -4.4 -5.1 6.6 -8.1 4.9 -6.7 2.8 -3.2 -3.8 -20.0 -1.9 -4.8 -9.6 -8.0 -1.3 -20.0 -2.5 -19.2 US20 -1.0 -12.6 -3.4 -3.9 6.4 -3.4 4.6 -2.6 -0.9 8.5 -3.1 6.9 1.4 -5.0 -5.4 4.2 4.1 4.6 4.6 -3.9 -2.3 2.4 -0.8 -1.9 -6.4 -4.6 5.0 -1.5 2.1 1.3 -3.0 0.7 -6.2 -1.6 -2.2 2.9 1.2 15.8 -2.8 -9.4 US30 -1.9 -8.4 -0.8 -5.8 9.5 -5.0 6.8 -3.8 -1.3 8.5 -7.8 7.7 -4.6 -8.6 -8.9 1.9 0.2 1.9 1.4 -5.3 -3.7 0.7 -3.2 -3.6 -4.9 -6.9 4.4 -2.8 0.4 0.1 -5.6 -5.6 -14.3 -1.4 0.3 4.4 -1.0 12.6 -4.9 -8.0 US5 -2.0 -14.5 -10.3 -3.9 6.4 -3.4 4.6 -2.6 -0.9 9.2 -4.8 4.6 3.7 -5.2 -6.0 0.6 -1.2 0.4 -0.1 -6.4 -4.7 2.8 -1.5 -3.4 -4.8 -5.0 6.4 -3.1 3.9 0.1 -2.1 -7.9 -1.8 -3.4 -2.4 -1.6 -2.1 -20.0 -6.1 -20.0 VIX -7.8 18.6 17.6 7.0 -8.6 5.4 -6.6 1.7 1.1 -10.9 2.7 -11.0 -5.1 1.7 4.2 -1.4 -20.0 -7.6 -17.8 5.2 4.4 -10.0 0.8 -1.8 NaN 7.3 -7.8 5.8 -6.7 1.9 0.8 NaN NaN NaN NaN NaN -7.3 -20.0 NaN NaN WHEAT -8.9 10.5 20.0 13.4 1.1 4.8 -0.1 -9.2 8.7 0.9 6.7 -7.2 -6.4 4.1 8.3 -12.8 -17.3 -14.5 -15.9 6.1 6.1 -5.5 -0.3 -0.9 7.1 9.3 1.7 10.5 -4.3 4.5 0.7 -13.9 -11.8 -9.3 12.4 11.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3