******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260415_203932 produced at 2026-04-15 21:36:12.135222 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.31 0.0 0.00 0.00 0.00 0.00 -12.65 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.49 0.0 0.00 0.00 0.00 0.00 -13.84 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 -2.23 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.09 -0.16 0.0 0.23 -0.23 -0.09 -0.09 -8.66 13.0 -5 -5 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -26.98 59.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.08 0.0 0.90 -0.90 -0.21 -0.14 -1.21 13.0 -3 -2 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.07 0.0 1.17 -1.17 -0.23 -0.23 -1.47 25.0 -5 -5 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.05 0.0 0.58 -0.58 -0.07 -0.07 -1.35 17.0 -2 -2 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.05 0.0 0.91 -0.91 -0.09 -0.09 -1.66 29.0 -3 -3 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.22 4.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.82 -0.82 0.00 0.00 -0.85 17.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.03 0.0 0.64 -0.64 -0.05 -0.05 -0.71 13.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.00 -0.03 0.0 0.69 -0.69 0.00 -0.01 -3.14 66.0 0 -1 caleb_strategy_v3 VIX False False 0.01 -0.01 -0.03 0.0 999.00 -999.00 -0.01 -0.01 -3.47 999999999.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.21 3.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.02 0.0 0.73 -0.73 0.00 0.00 -1.50 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.02 0.0 0.52 -0.52 -0.07 -0.05 -0.95 23.0 -3 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.16 -1.16 -0.02 -0.02 -0.97 56.0 -1 -1 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.89 -0.89 0.00 0.00 -0.24 14.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.48 23.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.12 -0.12 -0.02 -0.02 -2.26 18.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.59 3.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.24 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.15 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.01 0.0 0.60 -0.60 0.00 -0.06 -0.13 10.0 0 -1 caleb_strategy_v3 COCOA False False 0.02 -0.03 -0.01 0.0 0.40 -0.40 -0.03 -0.02 -0.43 26.0 -2 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -3.29 26.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.27 24.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.00 -0.00 0.0 0.57 -0.57 0.00 -0.03 -0.05 36.0 0 -2 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 CORN False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.14 12.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.09 -0.00 0.0 0.72 -0.72 -0.09 -0.09 -0.32 58.0 -7 -7 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.22 -0.22 -0.05 -0.05 -0.07 4.0 -1 -1 caleb_strategy_v3 SP400 False False 0.15 0.00 0.00 0.0 0.31 -0.31 0.00 0.15 0.00 2.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.03 999999999.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.08 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.00 0.0 0.13 -0.13 -0.03 -0.01 -0.25 9.0 -2 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.36 9.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.02 8.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.12 -1.12 0.00 0.00 0.14 19.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.05 0.44 7.0 1 2 caleb_strategy_v3 RUSSELL False False 0.01 -0.02 0.01 0.0 0.40 -0.40 -0.02 -0.01 1.57 68.0 -4 -1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.14 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.02 0.01 0.0 0.18 -0.18 0.02 0.00 0.78 11.0 1 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.46 -0.46 0.00 0.00 0.22 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.30 10.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.64 -0.64 0.00 0.00 0.12 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.02 0.0 0.80 -0.80 0.04 0.07 0.48 22.0 1 2 caleb_strategy_v3 DX False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.04 0.38 999999999.0 0 1 caleb_strategy_v3 NZD False False 0.03 0.03 0.02 0.0 0.54 -0.54 0.03 0.03 0.90 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 0.58 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.23 -0.23 0.00 0.00 4.08 51.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.11 0.02 0.0 999.00 -999.00 0.11 0.11 0.31 999999999.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.02 0.0 0.60 -0.60 0.09 0.09 0.65 20.0 3 3 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 0.61 -0.61 0.12 0.18 0.81 10.0 2 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.72 9.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.24 12.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.13 0.08 0.0 999.00 -999.00 0.13 0.13 1.19 999999999.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.03 0.09 0.0 0.59 -0.59 0.03 0.00 2.86 19.0 1 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.10 0.0 0.64 -0.64 0.16 0.16 1.20 8.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.12 0.0 0.16 -0.16 0.03 0.07 3.54 5.0 1 2 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.13 0.0 0.74 -0.74 0.04 0.09 3.07 17.0 1 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.25 0.0 1.24 -1.24 0.00 0.00 2.01 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.29 0.31 0.0 0.75 -0.75 0.29 0.29 25.34 60.0 23 23 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 9.7 Shocked risk 22.9 Sum abs risk 39.4 Leverage 4.37 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2320648.89, 'annual_cash_vol_target': 580162.2225, 'daily_cash_vol_target': 36260.13890625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.7168 0.6515 10.4235 BITCOIN 1574.5846 74895.0000 2.1024 33.6382 BOBL 0.3081 115.5800 0.2666 4.2655 BTP 0.7723 117.2500 0.6587 10.5391 BUND 0.5439 125.2600 0.4342 6.9476 BUXL 1.0265 107.4800 0.9551 15.2811 CAC 90.3036 8268.5000 1.0921 17.4742 CAD 0.0026 0.7302 0.3514 5.6217 CANOLA 8.1722 717.9000 1.1384 18.2137 CHF 0.0060 1.2880 0.4675 7.4796 COCOA 111.9376 3576.0000 3.1302 50.0839 COFFEE 4.9205 297.9000 1.6517 26.4275 COPPER 0.0874 6.1550 1.4201 22.7222 CORN 4.6031 478.5000 0.9620 15.3916 COTTON2 0.8410 77.3600 1.0871 17.3943 CRUDE_W 1.3615 76.1700 1.7875 28.5996 DAX 295.7897 24262.0000 1.2191 19.5064 DOW 406.2105 48683.0000 0.8344 13.3504 DX 0.4467 97.8500 0.4565 7.3042 EUR 0.0053 1.1838 0.4518 7.2290 EURIBOR-ICE 0.0639 97.3450 0.0656 1.0495 EUROSTX 74.2136 5875.0000 1.2632 20.2114 FEEDCOW 2.8603 372.0750 0.7687 12.3000 GASOIL 40.0463 979.5000 4.0884 65.4151 GASOLINE 0.0710 2.9118 2.4382 39.0117 GAS_US_mini 0.1158 2.7700 4.1799 66.8779 GBP 0.0069 1.3574 0.5103 8.1649 GOLD_micro 68.4856 4822.4000 1.4202 22.7225 HEATOIL 0.1003 3.4069 2.9429 47.0861 JGB-SGX-mini 0.3160 129.9000 0.2432 3.8917 JPY 0.0000 0.0063 0.5778 9.2445 LEANHOG 0.9846 104.8750 0.9389 15.0217 LIVECOW 1.6919 251.2250 0.6734 10.7751 LUMBER-new 7.2625 597.5000 1.2155 19.4478 MXP 0.0004 0.0577 0.6977 11.1631 NASDAQ_micro 258.2127 26310.2500 0.9814 15.7026 NIKKEI 894.2744 58525.0000 1.5280 24.4483 NZD 0.0042 0.5930 0.7119 11.3909 OAT 0.6462 119.3000 0.5417 8.6664 OATIES 6.0101 348.7500 1.7233 27.5733 OJ 6.1994 185.3000 3.3456 53.5299 PALLAD 44.1674 1588.0000 2.7813 44.5012 PLAT 52.0593 2136.7000 2.4364 38.9830 REDWHEAT 10.9191 650.0000 1.6799 26.8778 RICE 0.1374 11.2200 1.2250 19.5992 ROBUSTA 59.8733 3392.0000 1.7651 28.2421 RUSSELL 30.3612 2720.9000 1.1159 17.8536 SHATZ 0.1272 105.9400 0.1201 1.9211 SILVER-mini 2.4875 79.9500 3.1113 49.7806 SMI 119.6677 13131.0000 0.9113 14.5814 SOFR 0.0543 96.5250 0.0563 0.9000 SOYBEAN 9.1363 1153.2500 0.7922 12.6755 SOYMEAL 4.3228 325.2000 1.3293 21.2686 SOYOIL 0.9063 65.9500 1.3742 21.9873 SP400 34.7166 3589.0000 0.9673 15.4769 SP500_micro 58.0337 7058.7500 0.8222 13.1544 SUGAR11 0.2631 13.6900 1.9217 30.7469 US10 0.3660 111.3750 0.3287 5.2585 US10U 0.4663 113.8594 0.4095 6.5524 US2 0.0969 103.7930 0.0934 1.4944 US20 0.6936 114.3438 0.6066 9.7059 US30 0.9075 116.7500 0.7773 12.4375 US5 0.2400 108.3828 0.2215 3.5432 VIX 0.7487 21.7000 3.4504 55.2056 WHEAT 9.3648 630.5000 1.4853 23.7648 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 716.80 0.65 466.97 1.00 466.97 36260.14 77.65 14.20 110.25 BITCOIN 74.90 2.10 157.46 1.00 157.46 36260.14 230.28 -10.80 -248.78 BOBL 1155.80 0.27 308.13 1.18 362.49 36260.14 100.03 1.39 13.90 BTP 1172.50 0.66 772.32 1.18 908.58 36260.14 39.91 -0.98 -3.91 BUND 1252.60 0.43 543.91 1.18 639.87 36260.14 56.67 2.14 12.13 BUXL 1074.80 0.96 1026.51 1.18 1207.61 36260.14 30.03 -2.22 -6.67 CAC 826.85 1.09 903.04 1.18 1062.35 36260.14 34.13 10.62 36.24 CAD 730.20 0.35 256.56 1.00 256.56 36260.14 141.33 -4.52 -63.91 CANOLA 143.58 1.14 163.44 0.73 118.56 36260.14 305.83 5.47 167.27 CHF 1609.94 0.47 752.60 1.00 752.60 36260.14 48.18 -9.66 -46.53 COCOA 357.60 3.13 1119.38 1.00 1119.38 36260.14 32.39 -5.51 -17.85 COFFEE 1117.12 1.65 1845.18 1.00 1845.18 36260.14 19.65 3.75 7.37 COPPER 1538.75 1.42 2185.24 1.00 2185.24 36260.14 16.59 6.62 10.98 CORN 239.25 0.96 230.15 1.00 230.15 36260.14 157.55 0.37 5.87 COTTON2 386.80 1.09 420.51 1.00 420.51 36260.14 86.23 3.73 32.13 CRUDE_W 761.70 1.79 1361.52 1.00 1361.52 36260.14 26.63 12.27 32.67 DAX 242.62 1.22 295.79 1.18 347.97 36260.14 104.20 -0.89 -9.25 DOW 243.42 0.83 203.11 1.00 203.11 36260.14 178.53 -7.56 -135.02 DX 978.50 0.46 446.70 1.00 446.70 36260.14 81.17 1.78 14.46 EUR 1479.69 0.45 668.54 1.00 668.54 36260.14 54.24 -1.74 -9.42 EURIBOR-ICE 2433.62 0.07 159.63 1.18 187.80 36260.14 193.08 3.05 58.92 EUROSTX 587.50 1.26 742.14 1.18 873.07 36260.14 41.53 4.55 18.92 FEEDCOW 1860.38 0.77 1430.16 1.00 1430.16 36260.14 25.35 14.29 36.23 GASOIL 979.50 4.09 4004.63 1.00 4004.63 36260.14 9.05 14.71 13.32 GASOLINE 1222.96 2.44 2981.85 1.00 2981.85 36260.14 12.16 5.96 7.24 GAS_US_mini 69.25 4.18 289.46 1.00 289.46 36260.14 125.27 -2.42 -30.37 GBP 848.38 0.51 432.93 1.00 432.93 36260.14 83.75 2.23 18.64 GOLD_micro 482.24 1.42 684.86 1.00 684.86 36260.14 52.95 -5.36 -28.36 HEATOIL 1430.90 2.94 4210.96 1.00 4210.96 36260.14 8.61 11.83 10.19 JGB-SGX-mini 129900.00 0.24 31595.82 0.01 198.53 36260.14 182.64 -6.99 -127.65 JPY 790.12 0.58 456.52 1.00 456.52 36260.14 79.43 -6.56 -52.08 LEANHOG 419.50 0.94 393.85 1.00 393.85 36260.14 92.07 -15.46 -142.31 LIVECOW 1004.90 0.67 676.74 1.00 676.74 36260.14 53.58 17.27 92.52 LUMBER-new 164.31 1.22 199.72 1.00 199.72 36260.14 181.56 -9.51 -172.73 MXP 288.35 0.70 201.18 1.00 201.18 36260.14 180.24 9.56 172.38 NASDAQ_micro 526.21 0.98 516.43 1.00 516.43 36260.14 70.21 -5.84 -41.01 NIKKEI 58525.00 1.53 89427.44 0.01 561.92 36260.14 64.53 -0.07 -0.43 NZD 593.00 0.71 422.17 1.00 422.17 36260.14 85.89 4.03 34.62 OAT 1193.00 0.54 646.19 1.18 760.19 36260.14 47.70 4.96 23.65 OATIES 174.38 1.72 300.51 1.00 300.51 36260.14 120.66 0.26 3.14 OJ 277.95 3.35 929.91 1.00 929.91 36260.14 38.99 -6.17 -24.07 PALLAD 1588.00 2.78 4416.74 1.00 4416.74 36260.14 8.21 4.84 3.97 PLAT 1068.35 2.44 2602.97 1.00 2602.97 36260.14 13.93 4.65 6.48 REDWHEAT 325.00 1.68 545.95 1.00 545.95 36260.14 66.42 -0.20 -1.35 RICE 224.40 1.22 274.88 1.00 274.88 36260.14 131.91 -13.14 -173.33 ROBUSTA 339.20 1.77 598.73 1.00 598.73 36260.14 60.56 -5.98 -36.23 RUSSELL 136.05 1.12 151.81 1.00 151.81 36260.14 238.86 1.98 47.37 SHATZ 1059.40 0.12 127.20 1.18 149.64 36260.14 242.32 -1.08 -26.14 SILVER-mini 1998.75 3.11 6218.68 1.00 6218.68 36260.14 5.83 1.60 0.93 SMI 1313.10 0.91 1196.68 1.28 1527.77 36260.14 23.73 8.91 21.16 SOFR 2413.12 0.06 135.74 1.00 135.74 36260.14 267.12 -7.78 -207.78 SOYBEAN 576.62 0.79 456.81 1.00 456.81 36260.14 79.38 5.95 47.27 SOYMEAL 325.20 1.33 432.28 1.00 432.28 36260.14 83.88 -3.25 -27.27 SOYOIL 395.70 1.37 543.77 1.00 543.77 36260.14 66.68 4.79 31.94 SP400 3589.00 0.97 3471.66 1.00 3471.66 36260.14 10.44 0.03 0.04 SP500_micro 352.94 0.82 290.17 1.00 290.17 36260.14 124.96 -5.15 -64.41 SUGAR11 153.33 1.92 294.65 1.00 294.65 36260.14 123.06 -7.53 -92.67 US10 1113.75 0.33 366.04 1.00 366.04 36260.14 99.06 -6.74 -66.75 US10U 1138.59 0.41 466.28 1.00 466.28 36260.14 77.76 -7.18 -55.84 US2 2075.86 0.09 193.88 1.00 193.88 36260.14 187.02 -9.40 -175.73 US20 1143.44 0.61 693.63 1.00 693.63 36260.14 52.28 -2.30 -12.01 US30 1167.50 0.78 907.55 1.00 907.55 36260.14 39.95 -4.70 -18.76 US5 1083.83 0.22 240.01 1.00 240.01 36260.14 151.07 -7.66 -115.79 VIX 217.00 3.45 748.73 1.00 748.73 36260.14 48.43 -2.90 -14.03 WHEAT 315.25 1.49 468.24 1.00 468.24 36260.14 77.44 -3.52 -27.23 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 110.249 0.010 2.5 2.865 BITCOIN -248.776 0.043 2.5 -26.977 BOBL 13.895 0.004 2.5 0.141 BTP -3.915 0.014 2.5 -0.134 BUND 12.131 0.004 2.5 0.123 BUXL -6.668 0.004 2.5 -0.068 CAC 36.237 0.014 2.5 1.238 CAD -63.909 0.010 2.5 -1.661 CANOLA 167.272 0.010 2.5 4.075 CHF -46.528 0.010 2.5 -1.209 COCOA -17.849 0.010 2.5 -0.435 COFFEE 7.369 0.005 2.5 0.098 COPPER 10.984 0.043 2.5 1.191 CORN 5.865 0.010 2.5 0.143 COTTON2 32.134 0.010 2.5 0.783 CRUDE_W 32.666 0.043 2.5 3.542 DAX -9.247 0.014 2.5 -0.316 DOW -135.024 0.009 2.5 -3.142 DX 14.456 0.010 2.5 0.376 EUR -9.422 0.010 2.5 -0.245 EURIBOR-ICE 58.917 0.014 2.5 2.012 EUROSTX 18.917 0.014 2.5 0.646 FEEDCOW 36.232 0.013 2.5 1.202 GASOIL 13.315 0.017 2.5 0.578 GASOLINE 7.242 0.017 2.5 0.314 GAS_US_mini -30.375 0.043 2.5 -3.294 GBP 18.638 0.010 2.5 0.484 GOLD_micro -28.363 0.014 2.5 -0.969 HEATOIL 10.188 0.017 2.5 0.442 JGB-SGX-mini -127.645 0.043 2.5 -13.842 JPY -52.083 0.010 2.5 -1.353 LEANHOG -142.315 0.024 2.5 -8.661 LIVECOW 92.520 0.013 2.5 3.070 LUMBER-new -172.732 0.010 2.5 -4.208 MXP 172.384 0.059 2.5 25.337 NASDAQ_micro -41.005 0.009 2.5 -0.954 NIKKEI -0.428 0.043 2.5 -0.046 NZD 34.617 0.010 2.5 0.899 OAT 23.654 0.014 2.5 0.808 OATIES 3.140 0.010 2.5 0.076 OJ -24.070 0.010 2.5 -0.586 PALLAD 3.970 0.014 2.5 0.136 PLAT 6.481 0.014 2.5 0.221 REDWHEAT -1.348 0.005 2.5 -0.018 RICE -173.333 0.010 2.5 -4.223 ROBUSTA -36.231 0.005 2.5 -0.481 RUSSELL 47.370 0.013 2.5 1.572 SHATZ -26.138 0.004 2.5 -0.265 SILVER-mini 0.931 0.014 2.5 0.032 SMI 21.157 0.014 2.5 0.723 SOFR -207.785 0.024 2.5 -12.646 SOYBEAN 47.268 0.004 2.5 0.440 SOYMEAL -27.273 0.004 2.5 -0.254 SOYOIL 31.941 0.004 2.5 0.298 SP400 0.036 0.013 2.5 0.001 SP500_micro -64.411 0.009 2.5 -1.499 SUGAR11 -92.673 0.010 2.5 -2.258 US10 -66.747 0.005 2.5 -0.847 US10U -55.839 0.005 2.5 -0.709 US2 -175.730 0.005 2.5 -2.230 US20 -12.011 0.005 2.5 -0.152 US30 -18.761 0.005 2.5 -0.238 US5 -115.795 0.005 2.5 -1.469 VIX -14.034 0.099 2.5 -3.469 WHEAT -27.227 0.005 2.5 -0.362 ===================== Position diags ===================== AUD 2.02 BITCOIN 24.97 BOBL 1.02 BTP 1.36 BUND 0.58 BUXL 0.30 CAC 1.17 CAD 3.67 CANOLA 7.45 CHF 1.25 COCOA 0.79 COFFEE 0.26 COPPER 1.80 CORN 3.84 COTTON2 2.10 CRUDE_W 2.89 DAX 3.56 DOW 4.15 DX 2.11 EUR 1.41 EURIBOR-ICE 6.59 EUROSTX 1.42 FEEDCOW 0.84 GASOIL 0.39 GASOLINE 0.53 GAS_US_mini 13.58 GBP 2.18 GOLD_micro 1.81 HEATOIL 0.37 JGB-SGX-mini 19.81 JPY 2.06 LEANHOG 5.60 LIVECOW 1.78 LUMBER-new 4.42 MXP 26.49 NASDAQ_micro 1.63 NIKKEI 7.00 NZD 2.23 OAT 1.63 OATIES 2.94 OJ 0.95 PALLAD 0.28 PLAT 0.48 REDWHEAT 0.88 RICE 3.21 ROBUSTA 0.80 RUSSELL 7.93 SHATZ 2.46 SILVER-mini 0.20 SMI 0.81 SOFR 16.26 SOYBEAN 0.74 SOYMEAL 0.78 SOYOIL 0.62 SP400 0.35 SP500_micro 2.91 SUGAR11 3.00 US10 1.26 US10U 0.99 US2 2.37 US20 0.66 US30 0.51 US5 1.92 VIX 11.97 WHEAT 1.03 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.9 2.7 3.1 1.0 1 BITCOIN -27.0 -29.5 -24.5 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 -0.1 -0.1 -0.0 -1.0 -1 CAC 1.2 1.1 1.4 0.0 0 CAD -1.7 -2.0 -1.3 -3.0 -3 CANOLA 4.1 3.3 4.8 0.0 0 CHF -1.2 -1.3 -1.1 -3.0 -3 COCOA -0.4 -0.5 -0.4 -2.0 -2 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 1.2 1.0 1.4 2.0 2 CORN 0.1 -0.2 0.5 0.0 0 COTTON2 0.8 0.6 1.0 1.0 1 CRUDE_W 3.5 3.3 3.8 1.0 1 DAX -0.3 -0.7 0.0 -7.0 -7 DOW -3.1 -3.6 -2.7 0.0 0 DX 0.4 0.2 0.6 0.0 0 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 2.0 1.4 2.7 0.0 0 EUROSTX 0.6 0.5 0.8 3.0 3 FEEDCOW 1.2 1.1 1.3 2.0 2 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.3 0.3 0.4 2.0 2 GAS_US_mini -3.3 -4.7 -1.9 0.0 0 GBP 0.5 0.3 0.7 1.0 1 GOLD_micro -1.0 -1.1 -0.8 -1.0 -1 HEATOIL 0.4 0.4 0.5 0.0 0 JGB-SGX-mini -13.8 -15.8 -11.9 0.0 0 JPY -1.4 -1.6 -1.1 -2.0 -2 LEANHOG -8.7 -9.2 -8.1 -5.0 -5 LIVECOW 3.1 2.9 3.2 1.0 1 LUMBER-new -4.2 -4.7 -3.8 0.0 0 MXP 25.3 22.7 28.0 23.0 23 NASDAQ_micro -1.0 -1.1 -0.8 -3.0 -3 NIKKEI -0.0 -0.7 0.7 0.0 0 NZD 0.9 0.7 1.1 1.0 1 OAT 0.8 0.6 1.0 2.0 2 OATIES 0.1 -0.2 0.4 NaN 0 OJ -0.6 -0.7 -0.5 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT -0.0 -0.1 0.1 0.0 0 RICE -4.2 -4.5 -3.9 0.0 0 ROBUSTA -0.5 -0.6 -0.4 0.0 0 RUSSELL 1.6 0.8 2.4 -4.0 -4 SHATZ -0.3 -0.5 -0.0 NaN 0 SILVER-mini 0.0 0.0 0.1 0.0 0 SMI 0.7 0.6 0.8 0.0 0 SOFR -12.6 -14.3 -11.0 NaN 0 SOYBEAN 0.4 0.4 0.5 1.0 1 SOYMEAL -0.3 -0.3 -0.2 -2.0 -2 SOYOIL 0.3 0.2 0.4 0.0 0 SP400 0.0 -0.0 0.0 0.0 0 SP500_micro -1.5 -1.8 -1.2 0.0 0 SUGAR11 -2.3 -2.6 -2.0 -3.0 -3 US10 -0.8 -1.0 -0.7 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -2.2 -2.5 -2.0 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.5 -1.7 -1.3 -5.0 -5 VIX -3.5 -4.7 -2.3 -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 -0.1 -0.4 0.3 -0.0 0.2 0.0 0.2 0.1 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.3 0.1 1.3 0.1 0.2 0.3 0.2 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 0.1 0.2 -0.5 0.2 -0.5 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.2 -0.5 0.1 -1.9 -0.1 0.1 -0.4 0.1 -0.5 0.0 -0.0 -0.1 -0.3 0.3 -0.3 -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 -0.3 0.1 0.0 -0.2 -0.0 0.3 0.7 0.4 0.7 BTP 0.2 -0.6 -0.4 -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 0.2 0.2 0.2 -0.1 -0.0 0.0 -0.0 -0.0 -2.4 -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 0.0 -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 -0.1 0.1 0.2 0.6 0.4 0.7 BUXL -0.1 -0.0 0.3 -0.0 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 -0.1 -0.1 -0.1 -0.2 -0.1 0.4 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 -0.5 0.0 0.3 0.2 -0.2 0.4 -0.1 0.2 CAC 0.6 -0.6 -0.5 0.0 0.1 0.1 0.2 0.2 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 0.2 0.2 0.7 -0.1 -0.1 0.4 0.2 0.2 0.7 0.0 0.7 CAD -0.3 -0.4 0.1 -0.0 0.2 0.1 0.2 0.2 0.1 0.2 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 -0.1 2.7 -0.1 0.2 -0.0 0.1 0.0 -0.1 -0.4 -0.4 -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 0.3 -0.1 0.2 0.0 -0.7 -0.2 -0.3 0.3 0.6 0.3 0.7 0.3 0.7 CHF -0.1 -0.5 -0.1 -0.0 0.2 0.0 0.2 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 -0.1 -0.1 -0.2 -0.1 -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 0.1 -0.3 0.0 0.6 0.2 0.0 -0.3 -0.6 0.4 0.0 0.5 0.2 COFFEE 0.2 0.3 -0.6 0.2 0.1 0.2 0.0 -0.4 0.1 0.2 -0.2 0.0 0.0 0.0 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.1 0.1 -0.0 0.0 -2.7 -0.0 0.1 -0.1 0.0 0.3 0.0 1.1 0.2 0.1 -0.1 -0.6 0.6 0.7 0.7 0.7 COPPER 0.3 -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 -0.2 0.4 0.3 0.1 0.1 0.2 0.7 -0.0 0.4 CORN -0.5 0.3 0.4 0.2 0.1 0.2 0.0 -0.5 0.1 -0.0 0.3 -0.2 -0.1 -0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.1 0.0 -0.1 1.5 0.1 0.0 0.3 -0.1 0.2 -0.1 -1.1 -0.3 -0.6 0.3 0.1 0.3 -0.1 0.5 0.2 COTTON2 0.6 0.6 0.6 0.2 0.1 0.2 0.1 -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 -0.1 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 0.3 0.1 -0.0 0.2 -0.4 -0.5 -0.4 0.4 0.7 -0.0 0.1 DAX 0.5 -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 -0.2 -0.3 -0.3 -0.2 0.3 0.7 0.4 0.7 DOW 0.6 -0.6 -0.6 0.0 0.1 0.1 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 0.1 -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 -0.3 0.5 0.3 -0.0 0.1 0.0 0.1 0.1 0.0 -0.1 0.2 -0.1 -0.2 0.0 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 0.0 -0.1 -0.0 -0.0 0.8 -0.5 -0.4 0.6 -0.1 0.0 0.5 0.3 0.7 EUR 0.4 -0.4 -0.4 -0.0 0.2 0.0 0.2 0.1 0.0 0.1 -0.1 0.1 0.3 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 0.0 0.1 0.6 -0.0 0.1 0.0 0.2 0.1 0.1 -0.3 -0.0 0.5 -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 -0.0 -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 0.5 0.7 0.7 EUROSTX 0.5 -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 0.1 -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 -0.1 0.1 0.2 0.1 0.2 0.0 -0.4 0.1 0.1 0.4 0.2 0.6 0.2 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 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 0.1 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 -0.1 0.2 0.5 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 0.4 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 0.3 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 -0.2 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 -0.4 -0.6 -0.6 0.5 0.0 0.4 -0.2 GBP 0.2 -0.3 -0.1 -0.0 0.2 0.0 0.2 0.1 0.1 0.1 -0.0 0.2 0.3 0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.0 0.2 0.1 0.1 -0.2 0.0 0.2 0.1 0.2 0.2 0.1 0.3 -0.0 0.3 0.1 0.0 -0.5 -0.2 -0.3 -0.3 GOLD_micro -0.2 -0.6 -0.5 0.0 0.1 0.1 0.1 0.3 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 -0.1 -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 -0.0 0.2 0.0 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.3 0.1 -1.1 0.2 -0.0 0.4 0.0 0.3 0.1 1.1 -0.1 0.1 0.5 0.3 -0.1 0.1 -0.4 -0.3 JGB-SGX-mini -0.3 -0.1 0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.3 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 0.3 -0.4 -0.4 -0.1 -0.3 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 -0.0 -0.5 -0.5 -0.1 -0.2 -0.4 -0.2 -0.5 0.0 -0.5 LEANHOG -0.3 -0.5 0.1 0.2 0.1 0.3 0.1 -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 -0.2 -0.2 0.3 -0.2 -1.1 -0.5 -0.6 -0.6 -0.5 -0.6 0.1 -0.5 0.3 LIVECOW 0.6 0.3 0.2 0.2 0.1 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 0.5 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 0.1 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 -0.6 -0.1 NaN -0.0 -0.0 -0.3 -0.1 -0.6 -0.0 -1.2 -0.4 -0.5 -0.7 -0.5 0.3 0.8 0.3 0.8 MXP 0.3 -0.6 -0.3 -0.0 0.2 0.0 0.2 0.1 0.1 0.1 0.3 0.2 0.6 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.2 0.4 0.1 -2.7 0.1 0.1 0.3 0.2 0.7 0.1 1.1 0.0 0.4 -0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 -0.3 -0.6 0.0 0.1 0.1 0.2 0.2 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 -2.3 -0.0 0.2 -0.1 0.2 0.1 0.1 -0.2 0.2 -0.3 -0.1 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 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 0.1 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 -0.0 -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 -0.2 -0.0 0.0 -0.0 0.0 0.0 0.0 0.8 0.1 0.1 -0.1 0.2 0.1 0.6 0.3 0.7 OATIES -0.2 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 -0.2 -0.1 -0.4 0.3 0.2 0.1 -0.4 0.1 -0.5 OJ 0.4 0.1 0.3 0.1 0.0 0.1 0.0 -0.2 0.1 -0.1 -0.1 0.0 -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 0.0 -0.0 0.1 0.2 0.0 0.1 0.0 0.0 -0.2 -0.3 0.7 0.3 0.3 -0.1 PLAT 0.1 -0.4 0.0 0.0 0.1 0.1 0.1 0.3 0.0 0.1 -0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.0 0.2 0.0 -0.2 -0.0 0.1 0.1 0.1 0.3 0.0 0.2 0.1 -0.0 -0.0 -0.0 0.7 0.4 0.5 -0.0 REDWHEAT -0.2 0.4 0.6 0.2 0.1 0.2 0.0 -0.4 0.1 0.1 0.3 -0.0 -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 0.1 0.2 0.1 -0.6 0.2 -0.1 0.4 0.4 -0.6 -0.7 -0.7 -0.7 RICE -0.2 0.2 0.4 0.1 0.0 0.1 0.0 -0.3 0.1 -0.0 -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 -0.0 -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 -0.3 -0.3 -0.4 0.1 0.0 0.1 0.0 -0.2 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 -0.0 -0.2 -0.1 -2.7 -0.1 0.1 -0.2 0.0 -0.2 -0.0 1.1 0.2 -0.1 -0.6 -0.6 0.1 0.0 0.2 0.3 RUSSELL 0.6 -0.5 -0.4 0.0 0.1 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 -0.0 0.0 -0.1 -0.1 -0.1 -0.7 -0.2 -0.7 SHATZ 0.3 -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 -0.0 -0.5 -0.3 0.3 0.5 0.4 0.7 SILVER-mini -0.1 -0.3 -0.2 0.0 0.1 0.1 0.1 0.3 0.0 0.1 0.0 0.0 0.1 -0.0 -0.0 -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 -0.0 0.2 0.5 0.4 0.3 0.1 SMI 0.5 -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 0.1 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 0.1 0.7 SOFR -0.1 -0.3 -0.2 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.1 -0.2 0.1 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 0.0 0.0 0.0 0.1 -0.0 0.2 -0.1 -0.2 0.2 0.2 -0.3 -0.3 -0.5 -0.7 SOYBEAN -0.0 0.2 0.4 0.2 0.1 0.2 0.0 -0.5 0.1 -0.0 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 -0.9 0.1 -0.0 0.4 -0.0 0.4 0.0 0.6 -0.1 -0.1 0.1 0.3 -0.0 -0.3 0.0 -0.2 SOYMEAL -0.0 0.1 0.2 0.1 0.0 0.1 0.0 -0.3 0.1 0.1 0.0 0.1 -0.2 0.0 0.1 0.2 -0.2 0.0 -0.1 0.0 0.0 0.1 -0.0 0.1 -1.5 0.1 0.1 0.2 0.1 0.1 0.1 -0.0 0.4 0.1 -0.0 -0.1 -0.3 -0.5 -0.5 -0.4 SOYOIL -0.2 0.3 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 0.3 -0.1 0.1 -0.0 0.2 0.2 -0.0 0.5 0.1 -2.0 0.2 -0.0 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 0.5 -0.6 -0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.3 0.1 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 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.6 -0.5 -0.6 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.0 0.1 0.4 0.1 0.0 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 0.2 0.1 0.1 -1.5 -0.0 0.1 -0.1 0.1 0.0 0.0 -0.3 0.1 -0.3 -0.3 -0.5 0.3 -0.7 0.3 -0.7 SUGAR11 -0.5 0.6 0.5 0.1 0.0 0.1 0.0 -0.3 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.0 -0.1 0.2 0.0 0.1 -0.0 -0.0 -0.2 -0.2 -0.1 -2.2 0.0 -0.1 0.0 -0.2 -0.1 -0.1 1.1 -0.5 -0.3 0.0 -0.0 -0.1 -0.7 -0.1 -0.4 US10 0.0 -0.4 -0.3 -0.0 0.0 -0.1 0.0 -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 -0.9 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.2 -0.0 -0.1 0.0 0.0 -0.1 -0.7 -0.3 -0.7 US10U 0.0 -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 -0.1 -0.1 0.0 0.1 -0.1 -0.1 -0.5 -0.7 US2 0.1 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.1 -0.1 -0.0 -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 -0.1 -0.3 -0.3 -0.0 -0.7 -0.1 -0.6 US20 0.0 -0.4 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.0 -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 -0.0 -0.3 -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 -0.3 -0.1 0.0 0.1 -0.0 0.4 -0.1 -0.3 US5 0.0 -0.5 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.1 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 0.0 -0.1 0.0 0.0 -0.0 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.7 -0.2 -0.7 VIX -0.5 0.9 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 -0.1 -0.6 -0.3 -0.6 0.1 0.1 -0.1 0.0 -0.0 NaN 0.1 -0.1 0.3 -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 0.1 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 1.0 0.1 0.0 0.3 -0.0 0.2 0.0 -0.8 -0.1 -0.3 0.3 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 -3.1 -11.8 10.7 -0.7 19.8 1.2 15.6 3.1 4.2 12.4 10.4 11.4 11.3 5.6 8.6 1.7 0.1 1.4 0.8 6.6 10.0 15.9 9.9 8.0 9.7 7.9 18.5 12.0 14.9 11.1 8.3 6.7 5.6 0.3 7.7 15.7 -3.8 20.0 6.8 20.0 BITCOIN 16.8 -13.0 -20.0 0.5 17.9 8.8 16.0 20.0 5.9 18.6 -19.2 15.6 -14.6 8.6 -15.2 -3.7 -5.4 -3.7 -4.3 -18.7 -20.0 18.2 -20.0 5.4 -13.9 -5.8 13.7 -15.2 9.9 -13.4 2.6 -0.4 -4.7 -9.7 10.4 -9.3 -11.1 -1.2 -20.0 -18.3 BOBL 2.6 -16.8 0.3 -2.8 3.8 -2.6 3.5 -2.0 -0.3 1.2 -6.2 -0.2 -4.5 -6.3 -6.4 18.4 0.0 5.2 0.9 -6.6 -5.1 -1.0 -3.4 -5.0 1.6 -4.7 3.1 -4.9 3.7 -3.9 -0.7 -6.3 4.4 0.6 -5.3 -0.4 7.6 19.5 12.1 20.0 BTP 4.8 -20.0 -12.1 -3.5 4.7 -3.2 4.4 -2.5 -0.4 2.9 -3.1 4.1 4.0 -4.8 -5.5 4.4 10.3 8.3 10.0 -5.9 -3.6 1.2 -0.2 -3.4 -18.3 -4.9 3.6 -3.1 5.7 0.8 0.0 10.8 6.7 2.4 -6.9 0.8 5.6 18.7 9.4 20.0 BUND -0.5 -13.4 2.9 -3.3 4.4 -3.0 4.1 -2.3 -0.3 -2.5 -6.4 -1.9 -6.6 -7.4 -7.1 -0.0 7.8 6.7 8.5 -5.9 -4.3 -2.6 -3.5 -5.4 -0.1 -4.0 1.6 -3.7 2.1 -3.3 -1.3 7.4 -1.0 0.2 -1.7 2.5 6.2 18.8 11.3 20.0 BUXL -3.7 -0.2 9.5 -4.5 6.1 -4.1 5.6 -3.2 -0.5 -10.5 -10.4 -10.8 -13.5 -11.1 -9.1 3.3 3.8 3.9 4.1 -5.0 -5.0 -9.2 -8.1 -7.5 3.0 -2.2 -6.0 -3.7 -4.0 -6.8 -2.6 -0.2 -18.8 1.1 8.1 6.7 -4.9 11.3 -3.8 4.8 CAC 20.0 -17.6 -14.3 2.2 13.7 2.0 15.2 4.3 8.5 8.2 -0.2 10.0 7.2 2.5 -0.8 19.6 1.0 10.2 4.2 1.0 -0.6 12.6 1.3 8.2 4.2 9.2 7.5 6.3 15.4 4.3 14.3 12.7 -3.3 -3.1 12.2 5.6 4.6 20.0 0.5 20.0 CAD -10.4 -11.4 3.1 -1.1 20.0 2.1 20.0 5.4 7.2 20.0 -3.4 5.4 2.6 -11.3 -12.8 -7.1 -7.4 -7.1 -7.2 -9.6 -3.8 9.7 -1.7 -6.6 20.0 -9.2 20.0 -1.3 10.6 1.0 -7.5 -6.7 -15.4 -20.0 -5.4 -8.4 -20.0 -20.0 -20.0 -20.0 CANOLA -11.6 9.0 20.0 10.8 4.9 4.0 2.4 -7.1 7.4 -9.6 6.2 -9.7 2.6 0.4 7.5 -15.3 -15.6 -16.6 -16.8 6.7 8.0 -6.8 4.3 -1.2 8.2 8.6 -3.5 9.5 -5.0 4.8 0.4 -14.0 -8.4 -9.4 10.4 17.4 7.9 20.0 9.9 20.0 CHF -3.5 -15.7 -4.4 -0.6 17.8 1.1 14.0 2.8 3.8 10.6 -5.9 7.4 6.7 -5.2 -7.6 -14.0 -15.4 -14.1 -14.5 -5.0 -2.0 9.5 2.4 -0.8 -2.5 -2.7 13.2 0.8 8.8 4.8 0.1 -19.8 -3.6 -3.5 -6.2 -1.7 -17.9 -20.0 -12.0 -20.0 COCOA 20.0 8.8 -20.0 6.6 3.0 2.5 1.5 -4.4 4.5 5.0 -6.8 3.8 -6.4 1.5 -5.9 -7.3 0.7 -6.5 -4.4 -8.4 -15.6 5.3 -14.6 0.0 -20.0 -3.8 8.5 -8.2 5.5 -7.2 1.4 10.6 7.1 0.5 -7.9 -17.2 12.5 1.5 15.6 5.9 COFFEE 7.4 9.8 -20.0 18.1 8.2 6.8 4.0 -12.0 12.4 17.3 -9.1 0.2 0.7 2.6 -10.3 11.4 17.0 15.1 17.4 -6.5 -11.5 7.1 -1.6 2.4 -20.0 -1.4 8.1 -3.4 3.9 7.0 2.1 20.0 8.3 4.4 -2.4 -20.0 19.2 20.0 20.0 20.0 COPPER 10.7 -11.2 -0.5 0.3 8.4 4.1 7.5 9.6 2.8 8.8 3.8 8.7 4.6 4.5 -0.5 -6.3 -6.3 -6.3 -6.3 1.9 3.2 15.1 5.4 7.0 -0.8 2.6 14.4 3.0 13.7 5.8 7.5 -2.8 15.2 9.3 2.2 2.6 5.2 20.0 -0.5 12.4 CORN -14.4 10.4 11.2 19.4 8.8 7.2 4.3 -12.9 13.3 -2.7 11.1 -15.6 -2.3 -0.7 9.3 -20.0 -20.0 -20.0 -20.0 5.7 7.7 -10.2 1.0 -5.1 11.3 9.0 2.5 12.4 -11.4 5.4 -5.2 -20.0 -12.4 -20.0 8.8 2.3 9.8 -2.1 13.5 5.0 COTTON2 20.0 20.0 20.0 20.0 9.9 8.2 4.9 -14.6 15.1 20.0 6.8 20.0 -11.1 20.0 20.0 -16.5 -20.0 -20.0 -20.0 20.0 11.9 20.0 -5.7 20.0 -4.0 20.0 20.0 15.5 20.0 -3.8 20.0 -20.0 20.0 20.0 20.0 10.2 -11.3 -12.7 -11.7 -8.8 CRUDE_W -10.5 20.0 20.0 20.0 -1.1 20.0 2.6 14.8 14.8 9.3 8.9 3.1 3.5 8.7 10.6 15.9 7.8 13.3 9.7 17.1 15.1 6.5 7.4 11.0 5.0 17.2 3.5 15.6 2.7 7.3 9.1 -0.1 6.9 -10.9 -15.1 -12.8 10.8 20.0 -1.5 2.6 DAX 14.7 -20.0 -20.0 1.7 10.6 1.6 11.8 3.3 6.6 7.7 -2.6 7.5 4.5 -1.1 -3.1 -4.2 -7.0 -6.0 -6.6 -3.4 -3.0 7.4 0.5 1.8 -5.9 -3.3 5.7 -3.2 7.3 0.2 2.3 -2.5 -7.0 -8.9 -10.8 -7.1 9.6 20.0 11.9 20.0 DOW 19.1 -20.0 -19.8 2.1 13.0 1.9 14.4 4.0 8.0 9.1 -0.3 9.8 7.6 1.0 -2.3 -5.1 -7.4 -6.0 -6.6 -2.8 -1.5 13.8 3.5 5.2 -5.9 -3.9 7.8 -2.4 8.5 2.0 2.0 -2.8 -8.9 -8.2 -15.3 -10.6 -5.2 -20.0 -12.8 -20.0 DX -9.0 14.2 8.2 -0.5 16.0 1.0 12.6 2.5 3.4 -9.7 5.9 -8.6 -6.2 2.2 6.1 3.6 5.5 4.2 4.8 3.0 3.1 -11.5 0.0 -2.9 -12.6 2.3 -15.5 1.8 -11.1 -0.7 -2.8 14.8 -20.0 -13.2 18.9 -3.2 0.3 15.0 8.8 19.7 EUR 11.7 -11.0 -12.1 -0.7 20.0 1.3 16.0 3.2 4.3 12.8 -5.5 13.6 8.2 3.5 -5.1 -5.3 -7.4 -6.1 -6.7 -1.3 -2.5 16.7 1.8 7.4 4.4 -0.0 16.1 0.1 15.8 3.9 7.6 -6.3 -0.7 14.1 -2.8 -5.6 -15.9 -20.0 -8.9 -20.0 EURIBOR-ICE 3.1 -20.0 -5.6 -2.6 3.5 -2.4 3.2 -1.9 -0.3 2.9 -5.0 1.9 -1.6 -5.1 -5.4 1.7 9.7 5.5 8.3 -6.0 -4.5 0.1 -2.1 -4.1 -2.3 -3.8 3.4 -3.9 3.9 -2.4 -0.1 9.2 5.5 2.1 -5.6 0.1 14.3 16.2 20.0 20.0 EUROSTX 15.1 -20.0 -18.8 1.9 11.6 1.7 12.9 3.6 7.2 7.0 2.1 8.2 7.0 0.6 -1.4 -0.8 1.8 2.6 2.8 -0.1 0.7 10.0 3.6 5.1 -4.0 0.5 6.0 1.3 10.3 3.8 6.0 13.1 -5.1 -4.5 -5.4 -0.5 5.5 20.0 5.4 20.0 FEEDCOW 20.0 -4.0 2.6 17.5 7.9 6.5 3.9 -11.6 12.0 8.2 15.2 17.1 16.3 16.5 16.3 1.7 9.5 7.3 9.8 20.0 20.0 20.0 20.0 20.0 -20.0 11.2 9.8 7.0 20.0 15.2 20.0 20.0 20.0 20.0 -10.7 0.5 20.0 20.0 17.4 20.0 GASOIL 3.2 20.0 20.0 13.3 -0.6 12.3 1.3 7.6 7.6 -5.0 6.3 2.6 5.7 6.1 6.6 20.0 20.0 20.0 20.0 13.0 10.9 1.9 6.6 9.1 -2.4 14.0 -2.4 13.5 1.3 9.2 8.2 20.0 -2.5 7.3 16.7 11.8 -1.8 11.7 -7.7 -0.8 GASOLINE -2.2 20.0 20.0 17.6 -0.7 16.3 1.7 10.0 10.0 -0.0 8.0 0.2 6.2 7.3 8.2 20.0 -20.0 -18.9 -20.0 15.3 13.4 2.6 7.9 9.6 -7.7 15.7 1.0 14.1 2.3 8.3 9.2 -20.0 -0.1 -0.1 5.9 3.1 6.3 20.0 -2.6 10.3 GAS_US_mini -9.6 -8.6 -2.3 20.0 -0.9 19.0 2.0 11.7 11.7 -9.0 -7.3 -10.8 -8.1 -10.9 -8.5 -16.6 -7.7 4.1 5.3 -6.5 -5.5 -7.2 -5.0 -7.5 19.8 -8.4 -5.6 -7.6 -8.2 -6.4 -8.8 -16.8 -10.1 -13.2 -20.0 -20.0 13.8 0.2 12.6 -5.6 GBP 5.5 -8.9 -3.6 -0.8 20.0 1.4 18.0 3.6 4.9 14.4 -1.1 14.3 8.9 4.7 -5.8 0.8 0.2 0.5 0.4 -0.4 -0.5 16.9 2.8 6.8 -1.3 2.0 18.1 3.4 15.5 6.6 7.1 6.4 -1.2 8.4 2.4 1.2 -16.4 -7.1 -9.3 -8.1 GOLD_micro -5.4 -20.0 -16.4 0.2 6.1 3.0 5.5 7.0 2.0 4.3 2.9 3.7 4.9 -2.0 -2.0 -5.0 -8.2 -5.4 -6.4 -1.4 4.0 3.0 8.4 -1.4 -19.6 1.5 3.1 8.2 2.6 14.2 0.0 -4.6 -3.2 -6.8 -3.7 11.3 20.0 8.1 -4.4 -20.0 HEATOIL -0.4 20.0 20.0 14.6 -0.6 13.5 1.4 8.3 8.3 -5.4 7.0 0.3 6.1 6.8 7.4 20.0 20.0 20.0 20.0 17.4 15.5 0.7 9.6 10.3 -8.1 15.2 -1.5 14.2 1.1 9.4 8.7 20.0 -3.2 2.8 16.0 8.8 -1.6 4.4 -12.2 -9.6 JGB-SGX-mini -10.4 -2.0 9.7 -2.4 3.2 -2.2 2.9 -1.7 -0.3 -2.0 -6.9 -5.1 -7.3 -6.3 -6.2 0.6 9.2 3.0 5.6 -7.0 -7.5 -5.0 -8.6 -7.0 2.5 -6.9 -1.2 -8.4 -4.2 -9.6 -6.2 6.0 -15.4 -11.5 -2.7 -10.8 0.5 -20.0 -2.3 -20.0 JPY -0.1 -8.0 2.6 -0.7 20.0 1.3 16.2 3.3 4.4 0.6 -13.8 -4.0 -13.8 -11.3 -12.3 -8.5 -9.9 -8.6 -8.9 -9.4 -12.8 -0.9 -15.2 -5.3 20.0 -8.1 1.3 -11.3 -0.4 -13.9 -4.5 -10.1 -20.0 -4.1 -7.4 -10.9 -6.8 -14.0 1.2 -16.2 LEANHOG -9.3 -16.0 3.0 20.0 11.2 9.3 5.5 -16.5 17.1 -20.0 7.0 -20.0 17.3 -20.0 -12.1 -20.0 -20.0 -20.0 -20.0 -12.5 1.2 -20.0 11.3 -20.0 -8.8 -20.0 -20.0 -6.2 -20.0 7.5 -20.0 -20.0 -20.0 -20.0 -20.0 -14.2 -19.4 3.7 -14.1 10.4 LIVECOW 20.0 10.0 5.1 19.9 9.0 7.4 4.4 -13.2 13.7 18.0 16.6 20.0 17.4 20.0 19.6 9.2 7.0 7.8 5.9 20.0 20.0 20.0 20.0 20.0 -20.0 19.9 20.0 9.0 20.0 12.6 20.0 20.0 20.0 20.0 2.9 1.3 20.0 20.0 20.0 20.0 LUMBER-new -4.1 5.9 4.6 16.6 7.5 6.2 3.7 -10.9 11.4 -8.7 -15.1 -12.9 -15.9 -8.2 -8.9 -20.0 -20.0 -20.0 -20.0 -7.4 -11.9 -11.1 -17.9 -9.2 NaN -2.7 -2.4 -8.6 -4.9 -13.5 -2.6 -20.0 -12.8 -13.1 -19.8 -14.4 6.9 20.0 8.8 20.0 MXP 9.9 -19.9 -10.0 -0.8 20.0 1.5 18.7 3.8 5.1 15.0 11.2 16.1 15.3 8.2 6.7 7.6 11.5 8.8 10.1 6.8 10.2 20.0 15.3 13.2 -20.0 5.8 14.3 11.8 16.9 18.4 10.0 20.0 1.2 10.8 -0.0 9.8 8.8 6.4 20.0 9.8 NASDAQ_micro 17.6 -7.7 -20.0 2.3 14.0 2.1 15.5 4.3 8.7 10.6 -1.0 11.0 8.3 6.8 -0.5 -6.2 -8.1 -6.9 -7.4 0.0 -1.4 20.0 3.7 11.0 -17.0 -2.2 18.1 -2.8 14.5 1.7 5.6 -4.2 7.5 -9.8 -1.7 -13.6 6.4 -20.0 5.2 -20.0 NIKKEI 10.1 -20.0 -16.3 1.4 8.9 1.3 9.9 2.8 5.5 6.7 4.7 6.9 6.3 2.0 1.9 0.4 6.2 3.0 4.6 3.2 4.7 11.7 7.0 6.4 -9.9 2.7 8.9 5.3 8.0 8.1 4.4 18.6 -1.8 -2.0 -0.2 7.1 -15.6 -3.9 -18.5 -1.3 NZD -1.7 -13.9 8.8 -0.5 14.4 0.9 11.3 2.3 3.1 9.0 -0.2 7.5 -0.9 -2.2 -4.1 -2.7 -3.4 -3.1 -3.4 -2.3 -1.3 8.0 -1.0 0.8 9.6 -1.9 10.7 -1.2 7.8 -1.4 1.3 0.0 -0.7 -0.2 -4.9 -1.8 -10.9 20.0 0.9 20.0 OAT 2.1 -20.0 1.6 -2.9 3.9 -2.7 3.6 -2.1 -0.3 1.1 -2.6 2.2 -1.2 -4.7 -4.9 10.3 12.4 11.7 12.7 -4.1 -2.4 0.1 -1.1 -3.0 -1.2 -2.1 2.9 -0.9 4.2 0.1 0.7 15.1 4.2 2.9 -2.3 4.9 4.5 16.5 8.3 20.0 OATIES -7.4 19.5 19.2 11.2 5.1 4.2 2.5 -7.5 7.7 4.2 2.7 -3.0 -3.0 1.3 4.6 -5.9 -9.5 -6.6 -9.2 6.5 4.4 0.7 -1.3 2.5 -0.1 7.4 4.9 5.0 0.3 -1.8 2.5 -2.9 -4.4 -12.5 10.8 7.1 2.0 -11.7 3.7 -13.6 OJ 12.3 3.9 8.3 7.0 3.2 2.6 1.6 -4.6 4.8 -6.0 -3.1 3.4 -6.1 3.5 -0.7 -0.6 2.1 0.6 0.7 0.5 -2.2 -0.2 -5.6 1.9 -20.0 0.0 -5.0 -1.4 -0.5 -3.5 1.0 16.0 -3.3 -0.9 -7.5 -0.0 -9.3 -10.1 -11.6 -9.7 PALLAD 4.4 -20.0 -6.2 0.2 7.5 3.7 6.8 8.7 2.5 6.7 -1.1 6.4 2.1 -2.3 -5.4 -3.5 -3.2 -3.3 -3.2 -4.7 -1.3 5.1 3.7 -0.7 12.9 -3.4 5.1 -1.0 6.0 4.9 1.3 2.5 2.0 0.2 -5.7 -10.5 20.0 7.8 10.5 -4.3 PLAT 1.5 -12.4 0.7 0.2 6.4 3.2 5.7 7.4 2.1 6.5 -0.0 5.6 2.9 -1.6 -3.8 -2.2 -3.1 -2.2 -2.6 -1.6 2.0 5.4 6.2 0.7 -1.5 -0.2 6.0 3.6 5.5 9.4 2.0 3.1 2.5 -0.4 -0.4 -1.0 20.0 13.0 14.1 -0.5 REDWHEAT -6.5 11.9 20.0 15.2 6.9 5.7 3.4 -10.1 10.4 11.9 9.9 -1.5 -5.8 7.1 10.7 -13.1 -15.4 -13.7 -14.6 9.5 9.0 2.9 1.3 3.7 6.3 12.6 12.6 12.5 5.1 5.2 6.6 -12.1 7.5 -3.3 13.4 13.0 -18.6 -20.0 -20.0 -20.0 RICE -7.0 7.5 13.1 11.6 5.2 4.3 2.6 -7.7 7.9 -4.6 -6.3 -7.9 -10.1 0.7 2.1 -20.0 -18.0 -20.0 -20.0 -2.3 -5.7 -8.8 -15.1 -5.8 3.1 0.4 -3.0 -2.5 -6.6 -12.6 -3.5 -20.0 -12.0 -12.3 -12.4 2.5 -20.0 -15.2 -20.0 -14.3 ROBUSTA -9.9 -9.6 -13.3 10.1 4.6 3.8 2.3 -6.7 7.0 6.1 -6.8 -5.3 -4.7 -7.8 -9.3 15.1 15.4 15.7 15.6 -11.0 -10.0 -3.0 -6.6 -9.4 -20.0 -7.2 8.4 -7.2 1.1 -4.8 -4.4 20.0 7.5 -4.4 -17.3 -17.4 4.4 1.4 6.8 9.7 RUSSELL 19.0 -15.6 -11.2 2.5 15.5 2.3 17.2 4.8 9.6 11.7 4.7 12.7 10.1 7.1 1.1 -3.8 -4.9 -4.2 -4.5 2.9 3.0 20.0 6.5 12.2 5.8 1.0 15.4 1.4 15.8 4.8 8.4 1.1 -1.1 0.3 -4.3 -2.3 -2.5 -20.0 -6.8 -20.0 SHATZ 8.5 -16.9 1.8 -2.5 3.4 -2.3 3.1 -1.8 -0.3 3.9 -6.2 1.8 -6.3 -4.9 -5.5 -0.8 -8.6 -0.4 -3.4 -7.7 -6.5 0.6 -4.3 -4.8 6.2 -7.8 4.2 -8.0 4.0 -6.1 -2.2 -17.3 8.6 -0.9 -14.0 -7.9 9.1 14.7 11.9 20.0 SILVER-mini -1.7 -9.4 -4.8 0.2 6.1 3.0 5.4 7.0 2.0 5.9 0.2 4.2 2.4 -3.0 -4.1 -2.0 -5.0 -2.5 -3.7 -1.5 2.9 3.8 6.4 -0.6 -8.6 0.6 4.6 6.8 3.3 12.7 0.5 0.4 -2.6 -1.8 -1.3 4.7 14.4 11.5 7.7 2.8 SMI 16.3 -20.0 -16.2 1.8 11.3 1.7 12.6 3.5 7.0 7.7 2.6 8.9 6.2 -0.1 -1.4 1.6 6.6 5.9 7.1 0.2 2.0 9.8 4.9 4.7 4.8 2.9 7.4 5.1 11.1 7.4 7.2 20.0 -7.7 -1.2 -2.9 4.0 1.2 20.0 1.6 20.0 SOFR -3.2 -9.1 -5.7 -5.1 6.9 -4.7 6.4 -3.7 -0.5 7.6 -6.3 6.4 9.4 -8.5 -8.2 4.0 6.1 5.3 6.1 -4.3 -2.1 2.7 1.6 -2.7 -20.0 -1.7 4.8 1.0 3.8 3.9 -1.0 3.9 -4.1 -5.2 6.4 7.2 -10.1 -8.9 -13.9 -20.0 SOYBEAN -1.4 6.4 13.6 19.1 8.6 7.1 4.3 -12.7 13.1 -0.7 16.2 5.4 14.2 10.7 16.3 1.0 -2.6 1.1 -0.6 13.9 14.4 0.9 8.5 7.4 -6.4 12.3 -0.7 15.4 -1.1 11.3 4.3 10.8 -2.7 -3.7 3.7 7.8 -0.1 -9.2 1.4 -6.3 SOYMEAL -0.5 4.0 6.8 11.7 5.3 4.3 2.6 -7.7 8.0 10.5 0.2 6.2 -4.5 3.9 5.3 10.3 -9.6 0.4 -5.4 3.6 2.1 9.2 -1.2 5.5 -11.5 5.1 10.1 5.7 8.2 3.1 5.4 -0.0 15.8 3.5 -1.4 -3.3 -9.3 -14.2 -15.1 -13.1 SOYOIL -6.3 10.6 20.0 14.8 6.7 5.5 3.3 -9.8 10.2 -9.4 14.0 -1.4 13.1 10.4 14.4 13.1 -3.2 3.3 -1.2 20.0 20.0 -2.3 18.1 11.2 -14.7 19.4 -4.0 20.0 -3.6 15.0 6.8 9.5 -10.8 -1.9 20.0 20.0 -2.5 -20.0 -3.0 -20.0 SP400 15.9 -18.6 -2.9 2.4 15.0 2.2 16.7 4.7 9.3 10.7 5.5 12.0 9.6 4.9 2.1 -4.7 -6.1 -5.6 -5.9 3.1 3.5 17.2 5.5 10.1 3.4 1.0 9.4 1.4 11.8 2.7 6.4 -1.1 -8.9 -2.7 -6.7 0.3 -1.6 -20.0 -6.5 -20.0 SP500_micro 19.3 -16.1 -20.0 2.4 14.5 2.2 16.1 4.5 9.0 11.0 1.5 11.4 10.1 5.6 0.6 -6.5 -8.9 -7.6 -8.2 -0.9 -1.3 20.0 4.3 10.1 -11.0 -3.9 16.4 -3.9 13.7 0.8 4.3 -5.5 4.9 -9.4 -9.5 -15.0 9.5 -20.0 8.3 -20.0 SUGAR11 -15.6 17.6 15.3 10.5 4.7 3.9 2.3 -7.0 7.2 -9.5 -4.7 -9.9 -9.0 -4.8 -0.9 -6.0 9.4 2.2 6.7 -0.9 -1.5 -16.8 -6.2 -8.6 -16.8 1.3 -13.6 1.3 -15.1 -3.3 -7.1 20.0 -20.0 -9.1 0.8 -1.4 -4.0 -19.6 -3.0 -13.2 US10 0.4 -12.5 -8.7 -3.6 4.9 -3.4 4.5 -2.6 -0.4 6.2 -4.3 5.8 4.3 -5.2 -5.9 2.7 1.7 2.7 2.5 -4.7 -3.3 2.8 -0.6 -2.0 -6.4 -3.5 4.1 -1.8 3.5 1.1 -1.1 -3.2 -1.7 -2.8 0.3 0.1 -3.0 -20.0 -8.8 -20.0 US10U 0.2 -11.9 -7.5 -5.6 7.5 -5.1 6.9 -4.0 -0.6 8.1 -5.0 9.4 6.3 -7.4 -8.3 3.5 1.4 3.2 2.6 -6.4 -4.0 3.6 -0.5 -2.9 -11.3 -5.4 5.8 -1.6 4.4 3.2 -2.3 -3.5 -5.0 -3.8 0.2 2.3 -3.0 -3.2 -14.3 -20.0 US2 2.0 -18.0 -11.9 -3.5 4.7 -3.2 4.3 -2.5 -0.4 7.8 -6.5 5.8 -3.5 -4.6 -5.7 -3.6 -11.2 -6.3 -8.3 -9.2 -8.0 1.9 -4.7 -4.7 6.8 -8.1 3.6 -7.0 2.8 -3.4 -3.4 -20.0 -1.1 -4.0 -9.7 -8.2 -1.1 -20.0 -2.1 -18.8 US20 1.4 -12.4 -3.6 -3.7 5.0 -3.5 4.7 -2.7 -0.4 4.1 -3.2 7.5 1.4 -4.8 -5.4 4.3 4.1 4.6 4.6 -3.7 -2.3 2.4 -0.8 -1.6 -6.5 -4.5 3.1 -1.5 2.1 1.3 -2.6 0.7 -5.1 -1.8 -2.4 2.9 1.4 15.5 -2.3 -9.2 US30 -0.3 -8.5 -0.8 -5.5 7.4 -5.0 6.8 -3.9 -0.6 1.4 -8.0 8.4 -4.6 -8.5 -8.8 2.0 0.2 2.0 1.4 -5.1 -3.7 0.7 -3.3 -3.2 -5.0 -6.7 1.9 -2.8 0.4 0.0 -5.0 -5.5 -12.1 -2.2 0.0 4.4 -0.7 12.3 -4.4 -7.8 US5 0.8 -14.3 -10.1 -3.7 5.0 -3.4 4.6 -2.7 -0.4 6.9 -4.9 6.2 3.7 -5.0 -5.9 0.7 -1.2 0.4 -0.0 -6.2 -4.8 2.8 -1.6 -2.9 -4.9 -4.8 4.3 -3.1 3.8 0.1 -1.6 -7.8 -0.7 -3.0 -2.4 -1.6 -1.8 -20.0 -5.6 -20.0 VIX -9.9 17.7 17.9 6.6 -7.6 5.5 -7.0 1.8 0.2 -10.7 2.5 -11.4 -5.2 0.9 3.6 -3.2 -20.0 -8.1 -17.8 4.5 4.2 -10.2 0.8 -2.8 NaN 6.9 -6.9 5.8 -7.0 1.9 -0.0 NaN NaN NaN NaN NaN -7.5 -20.0 NaN NaN WHEAT -8.8 10.0 20.0 13.8 6.2 5.1 3.1 -9.2 9.5 3.5 6.8 -5.6 -6.4 3.3 8.3 -12.8 -17.2 -14.5 -15.8 6.1 6.3 -3.5 -0.2 -0.5 7.2 9.5 3.3 11.0 -2.5 4.8 1.2 -14.6 -5.9 -9.3 10.6 11.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3