******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260416_203946 produced at 2026-04-16 21:36:45.048470 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.40 0.0 0.00 0.00 0.00 0.00 -13.51 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.48 0.0 0.00 0.00 0.00 0.00 -13.52 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 -0.17 0.0 0.23 -0.23 -0.09 -0.09 -9.20 13.0 -5 -5 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.08 0.0 0.90 -0.90 -0.14 -0.14 -1.23 13.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -24.42 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.07 0.0 1.16 -1.16 -0.23 -0.23 -1.51 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 -1.49 17.0 -2 -2 caleb_strategy_v3 VIX False False 0.01 -0.01 -0.04 0.0 999.00 -999.00 -0.01 -0.01 -4.09 999999999.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.64 -0.64 -0.05 -0.05 -0.79 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 -0.89 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 -4.27 4.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.03 0.0 0.91 -0.91 -0.09 -0.09 -1.10 29.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.03 0.0 0.69 -0.69 -0.01 -0.03 -3.10 66.0 -1 -3 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.00 3.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -2.52 18.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.02 0.0 0.52 -0.52 -0.05 -0.05 -0.80 23.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.16 -1.16 -0.02 -0.02 -0.91 56.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.30 -0.30 -0.15 -0.15 -0.31 6.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.02 0.0 0.73 -0.73 0.00 0.00 -1.32 48.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.67 3.0 -1 -1 caleb_strategy_v3 EUR False False 0.06 0.00 -0.01 0.0 0.89 -0.89 0.00 0.00 -0.23 14.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.01 0.0 0.60 -0.60 -0.06 -0.06 -0.15 10.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.39 -0.39 -0.02 -0.02 -0.43 26.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.20 24.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.21 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.33 -0.33 0.00 0.00 -0.48 23.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -3.00 26.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.28 9.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.22 -0.22 -0.05 -0.05 -0.08 4.0 -1 -1 caleb_strategy_v3 SP400 False False 0.15 0.15 0.00 0.0 0.31 -0.31 0.15 0.15 0.01 2.0 1 1 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.28 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.27 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 0.13 8.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.09 -0.00 0.0 0.71 -0.71 -0.09 -0.07 -0.15 58.0 -7 -6 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.04 999999999.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.15 12.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.64 -0.64 0.00 0.00 0.11 10.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 -0.03 0.01 0.0 0.58 -0.58 -0.03 -0.02 0.60 36.0 -2 -1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.11 -1.11 0.00 0.00 0.15 19.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.49 7.0 2 2 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.14 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 0.01 0.0 0.40 -0.40 -0.01 -0.01 2.07 68.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.19 -0.19 0.00 0.00 0.88 11.0 0 0 caleb_strategy_v3 DX False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.25 999999999.0 1 1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.36 10.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.02 0.0 0.59 -0.59 0.09 0.09 0.69 20.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.07 0.02 0.0 0.80 -0.80 0.07 0.07 0.48 22.0 2 2 caleb_strategy_v3 GASOLINE False False 0.05 0.11 0.02 0.0 999.00 -999.00 0.11 0.11 0.35 999999999.0 2 2 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.23 -0.23 0.00 0.00 4.35 51.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.02 0.0 0.53 -0.53 0.03 0.03 0.93 21.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.60 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.45 3.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.25 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.05 0.0 0.60 -0.60 0.18 0.18 0.79 10.0 3 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 COPPER False False 0.07 0.13 0.09 0.0 999.00 -999.00 0.13 0.13 1.32 999999999.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.09 0.0 0.63 -0.63 0.16 0.16 1.09 8.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.09 0.0 0.58 -0.58 0.00 0.00 3.08 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.09 0.11 0.0 0.72 -0.72 0.09 0.04 2.68 17.0 2 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.07 0.12 0.0 0.16 -0.16 0.07 0.07 3.80 5.0 2 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.25 0.0 1.24 -1.24 0.00 0.00 2.00 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.29 0.35 0.0 0.74 -0.74 0.29 0.30 28.48 60.0 23 24 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.2 Shocked risk 23.8 Sum abs risk 40.1 Leverage 4.49 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2324566.3, 'annual_cash_vol_target': 581141.575, 'daily_cash_vol_target': 36321.3484375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.7150 0.6417 10.2679 BITCOIN 1542.8233 75500.0000 2.0435 32.6956 BOBL 0.3012 115.5500 0.2607 4.1706 BTP 0.7541 117.2700 0.6430 10.2882 BUND 0.5325 125.2000 0.4253 6.8053 BUXL 1.0065 107.5800 0.9355 14.9686 CAC 88.1040 8161.0000 1.0796 17.2732 CAD 0.0025 0.7318 0.3480 5.5676 CANOLA 8.0862 724.5000 1.1161 17.8577 CHF 0.0059 1.2842 0.4628 7.4052 COCOA 110.4992 3504.0000 3.1535 50.4563 COFFEE 5.0225 290.6500 1.7280 27.6486 COPPER 0.0857 6.1235 1.3993 22.3891 CORN 4.4929 476.5000 0.9429 15.0865 COTTON2 0.8357 78.2400 1.0681 17.0890 CRUDE_W 1.3316 76.4000 1.7429 27.8868 DAX 288.0234 24272.0000 1.1866 18.9864 DOW 396.1285 48759.0000 0.8124 12.9987 DX 0.4405 98.0300 0.4494 7.1897 EUR 0.0053 1.1813 0.4465 7.1444 EURIBOR-ICE 0.0627 97.3200 0.0644 1.0307 EUROSTX 72.4452 5856.0000 1.2371 19.7938 FEEDCOW 2.8985 368.3500 0.7869 12.5902 GASOIL 39.0175 1010.2500 3.8622 61.7946 GASOLINE 0.0700 2.9828 2.3469 37.5497 GAS_US_mini 0.1140 2.8050 4.0635 65.0157 GBP 0.0069 1.3531 0.5063 8.1013 GOLD_micro 66.7844 4809.9000 1.3885 22.2156 HEATOIL 0.0977 3.4606 2.8244 45.1906 JGB-SGX-mini 0.3099 129.9500 0.2385 3.8159 JPY 0.0000 0.0063 0.5697 9.1157 LEANHOG 0.9682 104.3750 0.9276 14.8412 LIVECOW 1.8159 247.6000 0.7334 11.7342 LUMBER-new 7.1599 600.0000 1.1933 19.0929 MXP 0.0004 0.0576 0.6848 10.9575 NASDAQ_micro 253.2941 26425.0000 0.9585 15.3366 NIKKEI 877.6988 59225.0000 1.4820 23.7116 NZD 0.0042 0.5900 0.7075 11.3198 OAT 0.6326 119.1400 0.5310 8.4962 OATIES 5.8957 351.0000 1.6797 26.8749 OJ 6.1584 178.5500 3.4491 55.1857 PALLAD 43.3463 1566.5000 2.7671 44.2732 PLAT 50.7059 2106.1000 2.4076 38.5212 REDWHEAT 11.0739 668.0000 1.6578 26.5244 RICE 0.1358 11.1500 1.2175 19.4803 ROBUSTA 59.3194 3342.0000 1.7750 28.3995 RUSSELL 29.6777 2723.8000 1.0896 17.4331 SHATZ 0.1240 105.9250 0.1171 1.8734 SILVER-mini 2.4266 78.9375 3.0741 49.1852 SMI 118.4612 13045.0000 0.9081 14.5295 SOFR 0.0535 96.5050 0.0555 0.8874 SOYBEAN 9.0325 1154.5000 0.7824 12.5180 SOYMEAL 4.3323 321.4000 1.3479 21.5669 SOYOIL 0.9204 67.4000 1.3656 21.8500 SP400 33.9591 3590.3000 0.9459 15.1337 SP500_micro 56.5919 7072.7500 0.8001 12.8022 SUGAR11 0.2599 13.8200 1.8806 30.0889 US10 0.3606 111.2344 0.3242 5.1869 US10U 0.4621 113.5781 0.4068 6.5095 US2 0.0951 103.7617 0.0917 1.4668 US20 0.6904 113.7812 0.6067 9.7078 US30 0.9054 116.0938 0.7798 12.4775 US5 0.2359 108.3125 0.2178 3.4842 VIX 0.7330 21.6500 3.3856 54.1690 WHEAT 9.2405 637.7500 1.4489 23.1828 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 715.05 0.64 458.88 1.00 458.88 36321.35 79.15 14.96 118.45 BITCOIN 75.50 2.04 154.28 1.00 154.28 36321.35 235.42 -9.57 -225.24 BOBL 1155.50 0.26 301.19 1.18 355.25 36321.35 102.24 1.47 15.06 BTP 1172.70 0.64 754.06 1.18 889.39 36321.35 40.84 -1.05 -4.30 BUND 1252.00 0.43 532.51 1.18 628.08 36321.35 57.83 1.88 10.85 BUXL 1075.80 0.94 1006.45 1.18 1187.08 36321.35 30.60 -2.71 -8.30 CAC 816.10 1.08 881.04 1.18 1039.16 36321.35 34.95 10.46 36.55 CAD 731.75 0.35 254.63 1.00 254.63 36321.35 142.64 -2.95 -42.15 CANOLA 144.90 1.12 161.72 0.73 117.44 36321.35 309.28 5.77 178.42 CHF 1605.25 0.46 742.95 1.00 742.95 36321.35 48.89 -9.67 -47.29 COCOA 350.40 3.15 1104.99 1.00 1104.99 36321.35 32.87 -5.40 -17.74 COFFEE 1089.94 1.73 1883.46 1.00 1883.46 36321.35 19.28 2.28 4.39 COPPER 1530.88 1.40 2142.19 1.00 2142.19 36321.35 16.96 7.20 12.21 CORN 238.25 0.94 224.65 1.00 224.65 36321.35 161.68 0.38 6.21 COTTON2 391.20 1.07 417.83 1.00 417.83 36321.35 86.93 4.18 36.31 CRUDE_W 764.00 1.74 1331.59 1.00 1331.59 36321.35 27.28 12.83 35.00 DAX 242.72 1.19 288.02 1.18 339.71 36321.35 106.92 -0.41 -4.38 DOW 243.80 0.81 198.06 1.00 198.06 36321.35 183.38 -7.27 -133.28 DX 980.30 0.45 440.50 1.00 440.50 36321.35 82.45 1.16 9.55 EUR 1476.62 0.45 659.35 1.00 659.35 36321.35 55.09 -1.60 -8.81 EURIBOR-ICE 2433.00 0.06 156.73 1.18 184.85 36321.35 196.49 2.99 58.66 EUROSTX 585.60 1.24 724.45 1.18 854.47 36321.35 42.51 4.75 20.19 FEEDCOW 1841.75 0.79 1449.25 1.00 1449.25 36321.35 25.06 13.05 32.71 GASOIL 1010.25 3.86 3901.75 1.00 3901.75 36321.35 9.31 14.85 13.82 GASOLINE 1252.78 2.35 2940.08 1.00 2940.08 36321.35 12.35 6.58 8.13 GAS_US_mini 70.12 4.06 284.95 1.00 284.95 36321.35 127.46 -2.17 -27.70 GBP 845.69 0.51 428.20 1.00 428.20 36321.35 84.82 2.18 18.52 GOLD_micro 480.99 1.39 667.84 1.00 667.84 36321.35 54.39 -4.91 -26.69 HEATOIL 1453.45 2.82 4105.15 1.00 4105.15 36321.35 8.85 11.84 10.47 JGB-SGX-mini 129950.00 0.24 30992.07 0.01 195.01 36321.35 186.26 -6.70 -124.71 JPY 789.00 0.57 449.52 1.00 449.52 36321.35 80.80 -7.08 -57.22 LEANHOG 417.50 0.93 387.26 1.00 387.26 36321.35 93.79 -16.11 -151.13 LIVECOW 990.40 0.73 726.35 1.00 726.35 36321.35 50.01 16.18 80.90 LUMBER-new 165.00 1.19 196.90 1.00 196.90 36321.35 184.47 -8.91 -164.36 MXP 288.25 0.68 197.41 1.00 197.41 36321.35 183.99 10.53 193.76 NASDAQ_micro 528.50 0.96 506.59 1.00 506.59 36321.35 71.70 -4.82 -34.59 NIKKEI 59225.00 1.48 87769.88 0.01 552.26 36321.35 65.77 0.84 5.54 NZD 590.05 0.71 417.45 1.00 417.45 36321.35 87.01 4.11 35.74 OAT 1191.40 0.53 632.65 1.18 746.19 36321.35 48.68 4.75 23.11 OATIES 175.50 1.68 294.78 1.00 294.78 36321.35 123.21 0.93 11.49 OJ 267.82 3.45 923.76 1.00 923.76 36321.35 39.32 -6.95 -27.32 PALLAD 1566.50 2.77 4334.63 1.00 4334.63 36321.35 8.38 4.78 4.01 PLAT 1053.05 2.41 2535.30 1.00 2535.30 36321.35 14.33 4.76 6.83 REDWHEAT 334.00 1.66 553.70 1.00 553.70 36321.35 65.60 1.51 9.88 RICE 223.00 1.22 271.51 1.00 271.51 36321.35 133.78 -13.10 -175.27 ROBUSTA 334.20 1.77 593.19 1.00 593.19 36321.35 61.23 -5.96 -36.50 RUSSELL 136.19 1.09 148.39 1.00 148.39 36321.35 244.77 2.55 62.40 SHATZ 1059.25 0.12 124.03 1.18 146.28 36321.35 248.29 -0.81 -20.01 SILVER-mini 1973.44 3.07 6066.49 1.00 6066.49 36321.35 5.99 1.93 1.16 SMI 1304.50 0.91 1184.61 1.28 1517.01 36321.35 23.94 8.78 21.02 SOFR 2412.62 0.06 133.80 1.00 133.80 36321.35 271.45 -8.18 -221.93 SOYBEAN 577.25 0.78 451.63 1.00 451.63 36321.35 80.42 6.54 52.63 SOYMEAL 321.40 1.35 433.23 1.00 433.23 36321.35 83.84 -3.45 -28.94 SOYOIL 404.40 1.37 552.26 1.00 552.26 36321.35 65.77 5.84 38.42 SP400 3590.30 0.95 3395.91 1.00 3395.91 36321.35 10.70 0.31 0.33 SP500_micro 353.64 0.80 282.96 1.00 282.96 36321.35 128.36 -4.43 -56.88 SUGAR11 154.78 1.88 291.08 1.00 291.08 36321.35 124.78 -8.29 -103.44 US10 1112.34 0.32 360.60 1.00 360.60 36321.35 100.72 -6.95 -70.02 US10U 1135.78 0.41 462.09 1.00 462.09 36321.35 78.60 -7.95 -62.50 US2 2075.23 0.09 190.25 1.00 190.25 36321.35 190.91 -9.34 -178.37 US20 1137.81 0.61 690.35 1.00 690.35 36321.35 52.61 -3.18 -16.71 US30 1160.94 0.78 905.35 1.00 905.35 36321.35 40.12 -6.04 -24.25 US5 1083.12 0.22 235.86 1.00 235.86 36321.35 153.99 -7.75 -119.31 VIX 216.50 3.39 732.97 1.00 732.97 36321.35 49.55 -3.34 -16.56 WHEAT 318.88 1.45 462.03 1.00 462.03 36321.35 78.61 -2.72 -21.42 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 118.445 0.010 2.5 3.078 BITCOIN -225.239 0.043 2.5 -24.425 BOBL 15.064 0.004 2.5 0.153 BTP -4.299 0.014 2.5 -0.147 BUND 10.848 0.004 2.5 0.110 BUXL -8.298 0.004 2.5 -0.084 CAC 36.555 0.014 2.5 1.249 CAD -42.149 0.010 2.5 -1.095 CANOLA 178.420 0.010 2.5 4.347 CHF -47.286 0.010 2.5 -1.229 COCOA -17.737 0.010 2.5 -0.432 COFFEE 4.392 0.005 2.5 0.058 COPPER 12.213 0.043 2.5 1.324 CORN 6.211 0.010 2.5 0.151 COTTON2 36.314 0.010 2.5 0.885 CRUDE_W 34.997 0.043 2.5 3.795 DAX -4.384 0.014 2.5 -0.150 DOW -133.276 0.009 2.5 -3.102 DX 9.547 0.010 2.5 0.248 EUR -8.814 0.010 2.5 -0.229 EURIBOR-ICE 58.665 0.014 2.5 2.004 EUROSTX 20.187 0.014 2.5 0.690 FEEDCOW 32.710 0.013 2.5 1.085 GASOIL 13.824 0.017 2.5 0.600 GASOLINE 8.133 0.017 2.5 0.353 GAS_US_mini -27.699 0.043 2.5 -3.004 GBP 18.524 0.010 2.5 0.481 GOLD_micro -26.689 0.014 2.5 -0.912 HEATOIL 10.473 0.017 2.5 0.455 JGB-SGX-mini -124.712 0.043 2.5 -13.524 JPY -57.223 0.010 2.5 -1.487 LEANHOG -151.129 0.024 2.5 -9.198 LIVECOW 80.900 0.013 2.5 2.685 LUMBER-new -164.365 0.010 2.5 -4.004 MXP 193.765 0.059 2.5 28.479 NASDAQ_micro -34.587 0.009 2.5 -0.805 NIKKEI 5.542 0.043 2.5 0.601 NZD 35.737 0.010 2.5 0.929 OAT 23.109 0.014 2.5 0.789 OATIES 11.487 0.010 2.5 0.280 OJ -27.324 0.010 2.5 -0.666 PALLAD 4.006 0.014 2.5 0.137 PLAT 6.826 0.014 2.5 0.233 REDWHEAT 9.883 0.005 2.5 0.131 RICE -175.269 0.010 2.5 -4.270 ROBUSTA -36.502 0.005 2.5 -0.485 RUSSELL 62.403 0.013 2.5 2.071 SHATZ -20.011 0.004 2.5 -0.203 SILVER-mini 1.155 0.014 2.5 0.039 SMI 21.016 0.014 2.5 0.718 SOFR -221.930 0.024 2.5 -13.507 SOYBEAN 52.630 0.004 2.5 0.490 SOYMEAL -28.944 0.004 2.5 -0.270 SOYOIL 38.417 0.004 2.5 0.358 SP400 0.329 0.013 2.5 0.011 SP500_micro -56.878 0.009 2.5 -1.324 SUGAR11 -103.436 0.010 2.5 -2.520 US10 -70.020 0.005 2.5 -0.889 US10U -62.497 0.005 2.5 -0.793 US2 -178.372 0.005 2.5 -2.263 US20 -16.710 0.005 2.5 -0.212 US30 -24.251 0.005 2.5 -0.308 US5 -119.312 0.005 2.5 -1.514 VIX -16.559 0.099 2.5 -4.093 WHEAT -21.416 0.005 2.5 -0.284 ===================== Position diags ===================== AUD 2.06 BITCOIN 25.53 BOBL 1.04 BTP 1.39 BUND 0.59 BUXL 0.31 CAC 1.19 CAD 3.71 CANOLA 7.54 CHF 1.27 COCOA 0.80 COFFEE 0.26 COPPER 1.84 CORN 3.94 COTTON2 2.12 CRUDE_W 2.96 DAX 3.65 DOW 4.27 DX 2.14 EUR 1.43 EURIBOR-ICE 6.71 EUROSTX 1.45 FEEDCOW 0.83 GASOIL 0.40 GASOLINE 0.54 GAS_US_mini 13.82 GBP 2.20 GOLD_micro 1.86 HEATOIL 0.38 JGB-SGX-mini 20.20 JPY 2.10 LEANHOG 5.71 LIVECOW 1.66 LUMBER-new 4.49 MXP 27.04 NASDAQ_micro 1.67 NIKKEI 7.13 NZD 2.26 OAT 1.66 OATIES 3.00 OJ 0.96 PALLAD 0.29 PLAT 0.49 REDWHEAT 0.87 RICE 3.26 ROBUSTA 0.81 RUSSELL 8.12 SHATZ 2.52 SILVER-mini 0.20 SMI 0.82 SOFR 16.52 SOYBEAN 0.75 SOYMEAL 0.78 SOYOIL 0.61 SP400 0.35 SP500_micro 2.99 SUGAR11 3.04 US10 1.28 US10U 1.00 US2 2.42 US20 0.67 US30 0.51 US5 1.95 VIX 12.25 WHEAT 1.04 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.1 2.9 3.3 0.0 0 BITCOIN -24.4 -27.0 -21.9 0.0 0 BOBL 0.2 0.0 0.3 0.0 0 BTP -0.1 -0.3 -0.0 -1.0 -1 BUND 0.1 0.1 0.2 0.0 0 BUXL -0.1 -0.1 -0.1 -1.0 -1 CAC 1.2 1.1 1.4 0.0 0 CAD -1.1 -1.5 -0.7 -3.0 -3 CANOLA 4.3 3.6 5.1 0.0 0 CHF -1.2 -1.4 -1.1 -2.0 -2 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 1.3 1.1 1.5 2.0 2 CORN 0.2 -0.2 0.5 0.0 0 COTTON2 0.9 0.7 1.1 0.0 0 CRUDE_W 3.8 3.5 4.1 2.0 2 DAX -0.1 -0.5 0.2 -7.0 -7 DOW -3.1 -3.5 -2.7 -1.0 -1 DX 0.2 0.0 0.5 1.0 1 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 2.0 1.3 2.7 0.0 0 EUROSTX 0.7 0.5 0.8 3.0 3 FEEDCOW 1.1 1.0 1.2 2.0 2 GASOIL 0.6 0.6 0.6 0.0 0 GASOLINE 0.4 0.3 0.4 2.0 2 GAS_US_mini -3.0 -4.4 -1.6 0.0 0 GBP 0.5 0.3 0.7 2.0 2 GOLD_micro -0.9 -1.1 -0.7 -1.0 -1 HEATOIL 0.5 0.4 0.5 0.0 0 JGB-SGX-mini -13.5 -15.5 -11.5 0.0 0 JPY -1.5 -1.7 -1.3 -2.0 -2 LEANHOG -9.2 -9.8 -8.6 -5.0 -5 LIVECOW 2.7 2.5 2.9 2.0 2 LUMBER-new -4.0 -4.5 -3.6 0.0 0 MXP 28.5 25.8 31.2 23.0 23 NASDAQ_micro -0.8 -1.0 -0.6 -2.0 -2 NIKKEI 0.6 -0.1 1.3 -2.0 -2 NZD 0.9 0.7 1.2 1.0 1 OAT 0.8 0.6 1.0 3.0 3 OATIES 0.3 -0.0 0.6 NaN 0 OJ -0.7 -0.8 -0.6 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT 0.1 0.0 0.2 0.0 0 RICE -4.3 -4.6 -3.9 0.0 0 ROBUSTA -0.5 -0.6 -0.4 0.0 0 RUSSELL 2.1 1.3 2.9 -1.0 -1 SHATZ -0.2 -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 -13.5 -15.2 -11.9 NaN 0 SOYBEAN 0.5 0.4 0.6 2.0 2 SOYMEAL -0.3 -0.3 -0.2 -1.0 -1 SOYOIL 0.4 0.3 0.4 0.0 0 SP400 0.0 -0.0 0.0 1.0 1 SP500_micro -1.3 -1.6 -1.0 0.0 0 SUGAR11 -2.5 -2.8 -2.2 -3.0 -3 US10 -0.9 -1.0 -0.8 0.0 0 US10U -0.8 -0.9 -0.7 -1.0 -1 US2 -2.3 -2.5 -2.0 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.3 -0.4 -0.3 -3.0 -3 US5 -1.5 -1.7 -1.3 -5.0 -5 VIX -4.1 -5.3 -2.9 -1.0 -1 WHEAT -0.3 -0.4 -0.2 -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 0.0 -0.3 0.4 0.0 0.1 0.0 0.2 0.1 0.1 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 0.1 0.3 0.2 0.4 0.1 0.4 0.1 0.0 0.3 0.5 -0.1 0.7 0.2 0.7 BITCOIN 0.6 -0.2 -0.6 0.0 0.1 0.3 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 0.1 -0.0 0.1 -0.3 0.4 -0.2 -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 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.3 0.1 0.1 -0.2 -0.0 0.2 0.6 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 -0.0 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 0.0 -0.0 -0.0 -2.4 -0.0 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 -0.2 -0.0 0.3 -0.0 0.0 -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 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 -0.4 -0.1 0.2 0.2 -0.2 0.4 -0.1 0.2 CAC 0.6 -0.6 -0.4 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 0.5 0.1 0.0 0.2 0.1 0.2 0.2 0.7 -0.1 -0.1 0.4 0.2 0.1 0.7 0.0 0.7 CAD -0.2 -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 -0.0 2.7 -0.1 0.2 -0.0 0.2 0.0 -0.0 -0.4 -0.1 -0.6 -0.1 -0.3 -0.7 -0.7 -0.7 -0.7 CANOLA -0.4 0.2 0.6 0.1 0.0 0.1 0.0 -0.3 0.1 -0.0 0.2 -0.1 0.1 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.0 0.1 -0.0 1.1 0.1 0.0 0.3 -0.0 0.2 0.0 -0.8 -0.2 -0.3 0.3 0.6 0.3 0.7 0.3 0.7 CHF -0.0 -0.5 -0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.1 0.2 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 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 0.4 -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 0.0 -0.2 0.1 -0.3 0.0 0.5 0.2 0.0 -0.2 -0.6 0.4 0.0 0.5 0.2 COFFEE 0.2 0.4 -0.6 0.2 0.0 0.2 0.1 -0.4 0.1 0.1 -0.3 -0.0 0.0 0.0 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.1 0.0 -0.0 0.0 -2.7 -0.0 -0.0 -0.1 -0.0 0.2 0.0 1.1 0.0 0.0 -0.1 -0.6 0.6 0.7 0.7 0.7 COPPER 0.4 -0.3 0.0 0.0 0.1 0.1 0.1 0.4 0.0 0.1 0.1 0.1 0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.2 0.1 -0.1 0.0 0.1 0.1 0.1 0.2 0.1 -0.2 0.3 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 0.1 -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 0.2 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 -0.1 0.2 -0.5 0.2 0.2 0.5 0.2 -0.1 0.2 -1.1 0.5 0.6 0.6 0.4 -0.4 -0.4 -0.4 -0.3 CRUDE_W -0.3 0.6 0.6 0.2 0.0 0.5 0.0 0.6 0.2 0.1 0.3 0.1 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 -0.3 -0.5 -0.4 0.4 0.7 -0.1 0.1 DAX 0.5 -0.5 -0.6 0.0 0.1 0.1 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 0.0 -0.1 0.1 0.0 0.0 -0.1 -0.2 -0.2 -0.4 -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 0.2 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 -0.1 -0.2 -0.2 -0.5 -0.4 -0.2 -0.7 -0.4 -0.7 DX -0.3 0.4 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 -0.5 0.5 -0.1 0.0 0.5 0.3 0.6 EUR 0.4 -0.3 -0.4 0.0 0.1 0.0 0.2 0.1 0.1 0.1 -0.1 0.1 0.3 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 0.1 0.1 0.6 0.0 0.1 0.0 0.2 0.2 0.1 -0.3 -0.0 0.4 -0.1 -0.2 -0.5 -0.7 -0.3 -0.7 EURIBOR-ICE 0.1 -0.6 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.1 -0.1 0.0 0.2 0.1 0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -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 -0.5 -0.6 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.0 -0.0 -0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.1 0.1 -0.5 0.0 0.0 0.0 0.1 0.1 0.1 0.7 -0.2 -0.1 -0.2 -0.0 0.2 0.7 0.2 0.7 FEEDCOW 0.6 -0.1 0.2 0.2 0.0 0.2 0.0 -0.4 0.1 -0.0 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 -0.0 0.2 0.2 0.5 0.2 1.1 0.2 0.6 -0.4 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 0.5 0.0 0.4 0.1 0.1 0.2 0.0 0.2 0.1 0.1 0.4 -0.4 -0.3 -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 0.0 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 0.5 0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 2.7 -0.1 -0.0 -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 -0.2 -0.1 0.0 0.1 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 0.1 0.1 0.1 -0.2 0.0 0.1 0.1 0.2 0.3 0.1 0.3 -0.0 0.2 0.1 0.0 -0.6 -0.2 -0.3 -0.3 GOLD_micro -0.1 -0.5 -0.6 0.0 0.0 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 -0.2 -0.7 HEATOIL -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 0.2 0.0 0.3 0.1 -1.1 0.2 -0.0 0.4 0.0 0.4 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 -0.0 -0.3 -0.1 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.3 -0.1 -0.0 -0.2 -0.0 -0.4 -0.1 0.3 -0.2 -0.4 -0.1 -0.3 0.0 -0.7 -0.1 -0.7 JPY 0.0 -0.2 0.1 0.0 0.1 0.0 0.2 0.1 0.1 -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 -0.2 -0.3 -0.4 -0.2 -0.5 0.0 -0.5 LEANHOG -0.3 -0.6 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 -0.2 0.0 -0.2 0.3 -0.2 -1.2 -0.2 -0.2 -0.2 -0.2 0.2 -0.2 -1.1 -0.5 -0.6 -0.6 -0.5 -0.7 0.1 -0.5 0.3 LIVECOW 0.6 0.3 0.2 0.2 0.1 0.2 0.1 -0.5 0.1 0.0 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 0.0 0.2 0.2 0.4 0.2 1.1 0.4 0.6 0.0 0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.2 0.2 0.2 0.2 0.1 0.2 0.1 -0.4 0.1 -0.0 -0.5 -0.1 -0.7 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.1 -0.6 -0.1 NaN -0.0 0.0 -0.3 -0.0 -0.6 -0.0 -1.2 -0.1 -0.5 -0.7 -0.5 0.3 0.8 0.3 0.8 MXP 0.4 -0.4 -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 0.2 -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 -0.2 -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 0.2 -2.3 -0.0 0.2 -0.1 0.2 0.1 0.1 -0.2 0.2 -0.2 -0.0 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 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 0.1 0.1 0.2 0.1 -1.3 0.0 0.1 0.2 0.1 0.3 0.1 1.0 0.1 -0.0 0.0 0.2 -0.5 -0.1 -0.6 -0.0 NZD 0.0 -0.4 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 -0.1 -0.1 -0.4 0.7 0.0 0.7 OAT 0.1 -0.6 0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -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 0.5 0.3 0.7 OATIES -0.2 0.6 0.6 0.1 0.0 0.1 0.0 -0.3 0.1 0.1 0.1 -0.0 -0.1 0.0 0.1 -0.1 -0.2 -0.1 -0.2 0.1 0.1 0.0 -0.0 0.0 -0.0 0.1 0.1 0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.4 0.3 0.2 0.1 -0.4 0.1 -0.4 OJ 0.3 0.1 0.2 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 -0.1 -0.0 -0.0 -0.1 -0.0 0.8 -0.2 0.0 -0.3 -0.0 -0.3 -0.3 -0.4 -0.3 PALLAD 0.2 -0.6 -0.2 0.0 0.0 0.1 0.1 0.3 0.0 0.0 -0.0 0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 0.1 -0.0 1.7 -0.0 0.0 -0.0 0.0 0.2 0.0 0.1 -0.0 -0.0 -0.2 -0.3 0.7 0.3 0.4 -0.1 PLAT 0.1 -0.3 0.0 0.0 0.0 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 0.0 0.1 0.1 0.3 0.0 0.2 0.0 -0.0 -0.0 -0.1 0.7 0.4 0.5 -0.0 REDWHEAT -0.2 0.4 0.6 0.2 0.0 0.2 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 0.1 0.0 0.1 0.9 0.1 0.2 0.4 0.1 0.2 0.1 -0.7 0.4 0.0 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 0.0 -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 0.0 -0.2 0.0 -0.2 -0.0 1.1 0.2 -0.2 -0.5 -0.6 0.2 0.0 0.2 0.3 RUSSELL 0.6 -0.4 -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 0.2 0.8 0.0 0.1 0.1 0.2 0.2 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.7 -0.2 -0.7 SHATZ 0.3 -0.6 0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 0.8 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.9 0.2 0.1 -0.4 -0.2 0.3 0.5 0.4 0.7 SILVER-mini 0.0 -0.3 -0.1 0.0 0.0 0.1 0.1 0.3 0.0 0.0 0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 0.0 0.2 -0.0 -1.2 0.0 0.0 0.2 0.0 0.5 0.0 0.0 -0.0 -0.1 -0.0 0.1 0.5 0.4 0.3 0.1 SMI 0.6 -0.6 -0.5 0.0 0.1 0.1 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 0.0 0.1 0.1 0.3 0.1 1.1 -0.3 -0.0 -0.1 0.1 0.0 0.7 0.1 0.7 SOFR -0.1 -0.3 -0.2 -0.1 0.0 -0.1 0.1 -0.1 -0.0 0.0 -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 -0.4 -0.7 SOYBEAN -0.1 0.2 0.5 0.2 0.1 0.2 0.1 -0.4 0.1 0.1 0.4 0.1 0.5 0.1 0.2 0.0 -0.1 0.0 -0.0 0.2 0.2 0.0 0.2 0.1 -0.9 0.1 0.0 0.4 0.0 0.4 0.1 0.5 -0.0 -0.0 0.1 0.3 0.0 -0.3 0.1 -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 0.0 0.2 0.1 0.1 0.1 -0.0 0.4 0.0 -0.1 -0.1 -0.3 -0.5 -0.5 -0.4 SOYOIL -0.2 0.2 0.6 0.2 0.0 0.2 0.0 -0.3 0.1 0.0 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 0.1 0.5 0.0 0.5 0.1 0.5 -0.2 0.1 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 0.6 -0.5 -0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.2 0.1 0.4 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.2 0.1 0.5 0.0 0.1 0.0 0.1 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.0 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.6 -0.4 -0.6 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 -0.2 -0.2 -0.2 0.0 -0.0 0.2 0.1 0.1 -1.5 -0.0 0.1 -0.1 0.2 0.0 0.1 -0.3 0.1 -0.2 -0.3 -0.5 0.3 -0.7 0.3 -0.7 SUGAR11 -0.6 0.5 0.4 0.1 0.0 0.1 0.0 -0.2 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 -0.1 -0.2 -0.1 -2.2 0.0 -0.1 0.0 -0.2 -0.1 -0.1 1.1 -0.5 -0.4 -0.0 -0.1 -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 0.0 -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 -0.1 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 0.0 -0.4 -0.2 -0.1 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -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 -0.0 -0.0 0.0 0.1 -0.0 -0.2 -0.2 -0.2 -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 0.0 -0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.0 -0.1 -0.0 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 0.0 -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 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.2 -0.1 -0.1 0.1 0.1 0.5 -0.1 -0.3 US30 -0.0 -0.3 -0.0 -0.1 0.0 -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 -0.1 -0.1 -0.0 -0.0 -0.1 -0.3 -0.4 -0.2 -0.0 0.1 -0.0 0.4 -0.1 -0.3 US5 0.1 -0.5 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -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 -0.7 -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 -0.6 0.8 1.0 0.1 -0.1 0.2 -0.1 0.1 -0.0 -0.2 0.1 -0.2 -0.3 0.0 0.1 -0.2 -0.6 -0.3 -0.6 0.1 0.1 -0.1 0.0 -0.1 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 0.2 0.0 0.1 0.0 -0.3 0.1 0.1 0.2 -0.0 -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 0.1 0.3 0.0 0.2 0.0 -0.8 -0.0 -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 0.3 -10.0 11.1 0.0 13.9 1.5 14.7 3.3 5.3 11.9 10.9 12.2 11.7 7.2 9.4 1.7 0.1 1.4 0.9 7.6 10.7 16.3 10.5 9.5 10.0 9.1 15.3 12.9 15.4 11.9 9.8 6.7 5.0 1.1 8.1 16.2 -3.7 20.0 7.0 20.0 BITCOIN 17.8 -6.9 -20.0 1.3 13.4 9.5 15.6 20.0 7.0 19.3 -19.6 18.0 -15.1 11.7 -15.1 -3.5 -5.4 -3.6 -4.2 -17.5 -20.0 20.0 -20.0 8.0 -14.4 -4.7 15.5 -15.0 12.5 -13.6 4.8 -0.4 4.5 -10.3 11.8 -7.4 -11.1 -1.2 -20.0 -18.6 BOBL 3.1 -16.7 -0.1 -2.7 2.3 -2.6 3.1 -2.1 -0.1 1.2 -6.1 0.4 -4.5 -6.1 -6.2 18.7 0.2 5.7 1.2 -6.4 -5.2 -0.7 -3.5 -4.6 1.5 -4.4 2.4 -4.9 3.4 -3.9 -0.4 -5.8 4.8 1.6 -5.1 -0.2 7.1 19.1 11.4 20.0 BTP 5.2 -20.0 -12.3 -3.3 2.8 -3.2 3.8 -2.6 -0.1 3.1 -3.1 4.6 3.9 -4.5 -5.3 4.4 10.2 8.2 9.9 -5.7 -3.7 1.3 -0.3 -3.0 -18.3 -4.5 2.8 -3.0 5.3 0.8 0.5 10.7 7.0 3.0 -6.8 0.8 5.1 18.3 8.7 20.0 BUND -0.9 -13.6 2.4 -3.1 2.6 -3.0 3.6 -2.4 -0.1 -2.7 -6.5 -1.8 -6.6 -7.3 -7.1 -0.2 7.8 6.4 8.3 -5.9 -4.5 -2.4 -3.6 -5.2 -0.1 -3.8 1.0 -3.8 1.9 -3.4 -1.1 7.3 -0.5 -0.1 -1.9 2.5 5.9 18.4 10.8 20.0 BUXL -5.8 -1.4 8.8 -4.2 3.6 -4.1 4.9 -3.3 -0.1 -10.1 -10.6 -11.0 -13.5 -11.4 -9.5 3.3 3.8 3.9 4.1 -5.4 -5.2 -8.6 -8.3 -7.7 3.0 -2.4 -4.6 -3.8 -3.9 -7.0 -2.9 -0.2 -16.7 -1.9 7.4 6.5 -4.9 11.0 -3.5 4.7 CAC 20.0 -17.0 -13.8 3.0 11.8 2.4 14.9 4.4 9.3 6.9 0.1 9.5 7.1 2.9 -0.1 19.5 0.9 10.1 4.2 1.5 -0.4 10.7 1.4 8.1 4.1 9.7 4.5 6.8 13.1 4.6 13.9 12.7 -5.6 -2.0 11.3 5.6 4.0 20.0 0.1 20.0 CAD -7.1 -11.0 3.4 0.1 20.0 2.5 20.0 5.6 8.8 20.0 -3.2 11.2 2.7 -8.8 -11.9 -7.2 -7.4 -7.1 -7.3 -8.2 -3.5 14.3 -1.7 -3.0 20.0 -7.4 20.0 -0.9 16.7 1.1 -3.0 -6.7 -6.0 -18.5 -4.4 -8.7 -20.0 -20.0 -20.0 -20.0 CANOLA -11.7 7.6 20.0 10.9 3.2 4.2 2.9 -7.1 7.5 -5.3 6.4 -8.2 2.8 0.2 7.6 -15.5 -15.6 -16.6 -16.8 6.7 8.2 -4.5 4.5 -0.8 8.4 8.8 0.8 9.9 -3.0 5.1 0.8 -14.7 -7.6 -8.6 9.4 18.1 8.0 20.0 10.1 20.0 CHF -1.3 -15.1 -4.2 0.0 12.4 1.3 13.2 3.0 4.7 8.4 -6.0 7.7 6.8 -4.7 -7.5 -14.0 -15.4 -14.1 -14.5 -4.6 -2.0 8.4 2.4 -0.2 -2.6 -2.3 7.7 0.9 7.6 5.0 0.6 -19.8 -4.0 -3.0 -6.3 -1.9 -18.2 -20.0 -12.0 -20.0 COCOA 20.0 11.3 -20.0 6.5 1.9 2.5 1.7 -4.3 4.5 3.6 -6.7 3.6 -6.4 2.0 -5.8 -7.4 0.6 -6.6 -4.5 -8.0 -15.5 4.7 -14.8 0.4 -20.0 -3.5 5.1 -8.1 4.9 -7.2 1.8 9.8 7.2 1.3 -6.8 -17.1 12.5 1.5 15.5 6.0 COFFEE 4.9 11.4 -20.0 17.9 5.2 7.0 4.7 -11.7 12.4 7.0 -9.3 -2.1 0.6 2.0 -10.3 11.6 16.9 15.0 17.3 -6.5 -11.2 2.4 -1.7 1.2 -20.0 -1.7 -4.0 -3.3 -0.4 6.6 0.7 20.0 1.4 0.4 -4.1 -20.0 18.9 20.0 20.0 20.0 COPPER 13.7 -9.5 0.2 0.6 6.3 4.5 7.3 10.2 3.3 8.6 4.1 9.2 4.8 5.7 -0.0 -6.4 -6.3 -6.3 -6.3 2.7 3.7 14.9 5.8 8.2 -0.9 3.4 11.1 3.5 13.4 6.2 8.5 -2.9 13.8 10.3 2.8 3.4 5.0 20.0 -0.8 12.4 CORN -15.6 9.6 11.5 19.3 5.6 7.5 5.1 -12.6 13.3 -1.8 10.8 -14.2 -2.2 -1.5 8.9 -20.0 -20.0 -20.0 -20.0 5.4 7.7 -8.0 1.1 -4.7 11.4 8.8 3.2 12.7 -8.7 5.7 -4.7 -20.0 -10.8 -20.0 6.9 1.7 9.9 -2.0 13.7 5.1 COTTON2 20.0 20.0 20.0 20.0 6.4 8.5 5.8 -14.3 15.1 20.0 7.9 20.0 -10.3 20.0 20.0 -16.3 -20.0 -20.0 -20.0 20.0 13.6 20.0 -5.0 20.0 -4.1 20.0 20.0 17.7 20.0 -2.9 20.0 -20.0 20.0 20.0 20.0 11.9 -11.4 -12.6 -11.8 -8.8 CRUDE_W -10.6 20.0 20.0 20.0 1.7 20.0 3.5 15.8 15.0 10.3 9.3 4.8 3.8 9.1 11.0 15.8 7.9 13.3 9.8 17.8 15.9 7.2 8.0 11.7 5.1 17.9 4.0 16.5 3.4 7.9 9.5 -0.1 8.9 -10.6 -15.3 -13.2 10.9 20.0 -1.5 2.5 DAX 16.4 -16.7 -20.0 2.4 9.3 1.9 11.8 3.5 7.4 8.0 -2.4 8.1 4.5 -0.6 -2.7 -4.1 -7.0 -5.9 -6.6 -2.9 -2.9 7.4 0.5 2.5 -5.9 -2.9 5.0 -3.2 7.1 0.2 2.9 -2.5 -6.6 -7.3 -10.9 -7.3 9.0 20.0 11.6 20.0 DOW 20.0 -20.0 -20.0 2.9 11.5 2.3 14.5 4.3 9.1 9.5 -0.1 10.3 7.7 1.9 -1.7 -5.1 -7.4 -5.9 -6.6 -2.0 -1.3 13.8 3.7 6.3 -6.0 -3.4 7.0 -2.3 8.5 2.1 2.8 -2.8 -8.4 -7.3 -15.1 -11.0 -5.4 -20.0 -12.7 -20.0 DX -10.0 11.9 7.9 0.0 10.9 1.2 11.5 2.6 4.1 -8.8 5.6 -8.9 -6.1 1.0 5.5 3.6 5.4 4.2 4.8 2.3 2.9 -11.3 -0.0 -3.9 -12.4 1.6 -11.8 1.6 -11.0 -0.7 -3.8 14.7 -20.0 -15.3 16.4 -3.2 0.3 14.7 9.0 19.3 EUR 13.2 -9.4 -11.8 0.0 14.3 1.5 15.1 3.4 5.4 12.0 -5.3 13.7 8.4 4.8 -4.7 -5.3 -7.3 -6.1 -6.7 -0.6 -2.3 15.6 1.9 8.3 4.5 0.7 11.0 0.4 14.7 4.2 8.4 -6.2 -1.1 12.9 -2.4 -5.6 -16.2 -20.0 -8.9 -20.0 EURIBOR-ICE 3.8 -19.6 -5.8 -2.4 2.1 -2.4 2.8 -1.9 -0.1 2.2 -4.9 2.2 -1.7 -5.0 -5.3 1.9 9.7 5.4 8.2 -5.9 -4.5 -0.0 -2.2 -3.8 -2.3 -3.6 1.8 -3.9 3.4 -2.5 0.1 9.1 5.1 2.7 -5.5 0.2 13.6 15.9 19.9 20.0 EUROSTX 16.7 -16.4 -18.8 2.6 10.2 2.1 12.9 3.8 8.1 6.0 2.2 8.0 7.0 1.0 -1.0 -1.0 1.7 2.4 2.7 0.4 0.9 8.8 3.7 5.3 -4.0 1.0 3.5 1.5 8.9 4.0 6.2 13.0 -6.3 -4.2 -5.8 -0.6 5.0 20.0 5.0 20.0 FEEDCOW 20.0 -4.0 5.7 17.4 5.1 6.8 4.6 -11.4 12.0 -3.1 15.4 14.6 16.5 15.7 16.1 1.2 9.4 6.9 9.6 20.0 20.0 18.5 20.0 20.0 -20.0 10.9 -3.2 7.1 14.4 14.9 18.8 20.0 6.3 20.0 -12.1 0.3 20.0 20.0 17.4 20.0 GASOIL 4.3 20.0 20.0 13.4 0.8 12.7 1.7 7.9 7.5 -3.2 6.3 2.7 5.8 6.1 6.6 20.0 20.0 20.0 20.0 13.1 11.3 2.1 6.9 8.9 -2.4 14.1 -0.9 13.9 1.4 9.6 8.0 20.0 -2.7 6.4 16.1 11.8 -1.7 11.5 -7.7 -0.9 GASOLINE -2.5 20.0 20.0 18.1 1.1 17.1 2.3 10.7 10.1 5.6 8.3 2.1 6.5 7.8 8.5 20.0 -20.0 -17.2 -20.0 15.8 14.1 4.5 8.4 10.2 -7.9 16.2 3.7 14.9 3.5 8.9 9.7 -20.0 -0.9 0.8 6.3 3.3 6.4 20.0 -2.7 10.0 GAS_US_mini -9.6 -9.1 -2.1 20.0 1.3 20.0 2.7 12.5 11.9 -6.9 -7.7 -10.4 -8.4 -11.1 -9.0 -17.6 -7.9 2.7 4.5 -6.9 -5.8 -6.3 -5.4 -7.6 20.0 -8.6 -2.6 -8.0 -6.9 -6.7 -8.6 -17.6 -8.0 -12.0 -20.0 -20.0 14.1 0.4 12.8 -5.2 GBP 6.7 -7.7 -3.6 0.0 16.1 1.7 17.0 3.8 6.1 12.7 -0.9 14.2 9.2 6.5 -5.4 0.8 0.2 0.5 0.4 0.4 -0.2 15.4 2.9 7.5 -1.4 2.7 11.2 3.8 13.9 7.0 7.7 6.4 -1.6 6.1 2.9 1.1 -16.6 -7.1 -9.5 -8.0 GOLD_micro -2.0 -16.8 -17.0 0.4 4.4 3.1 5.2 7.2 2.3 3.1 2.8 4.3 4.9 -1.9 -2.1 -5.1 -8.2 -5.4 -6.4 -1.3 4.1 2.6 8.6 -1.1 -19.7 1.6 1.9 8.4 2.2 14.6 0.1 -4.6 -2.2 -5.4 -4.1 11.3 20.0 8.3 -4.6 -20.0 HEATOIL -1.7 20.0 20.0 14.8 0.9 14.0 1.9 8.7 8.3 -3.1 7.1 0.6 6.2 6.9 7.4 20.0 20.0 20.0 20.0 17.6 16.0 1.3 10.0 10.1 -8.2 15.4 -0.1 14.8 1.4 9.9 8.6 20.0 -5.3 2.1 15.7 8.9 -1.6 4.3 -12.4 -9.6 JGB-SGX-mini -10.1 -2.9 10.0 -2.2 1.9 -2.2 2.6 -1.7 -0.1 -0.3 -6.9 -4.5 -7.3 -6.2 -6.2 0.6 9.2 3.0 5.6 -7.0 -7.7 -3.9 -8.7 -6.5 2.6 -7.0 -0.4 -8.6 -3.4 -9.9 -5.9 6.0 -9.6 -11.7 -3.4 -10.6 0.6 -20.0 -1.9 -20.0 JPY 0.5 -7.6 2.4 0.0 14.4 1.6 15.2 3.4 5.5 -2.9 -14.1 -3.6 -14.2 -11.5 -12.6 -8.6 -9.9 -8.7 -8.9 -9.6 -13.2 -1.3 -15.8 -5.3 20.0 -8.3 -1.0 -11.8 -1.0 -14.6 -4.6 -10.1 -20.0 -7.0 -8.2 -11.1 -7.0 -13.7 0.8 -15.8 LEANHOG -9.3 -17.4 2.0 20.0 7.2 9.6 6.5 -16.0 17.0 -20.0 6.3 -20.0 17.1 -20.0 -13.8 -20.0 -20.0 -20.0 -20.0 -14.4 0.2 -20.0 11.0 -20.0 -8.8 -20.0 -20.0 -8.1 -20.0 6.9 -20.0 -20.0 -20.0 -20.0 -20.0 -16.6 -19.7 3.5 -14.4 10.2 LIVECOW 20.0 8.9 5.4 19.5 5.7 7.6 5.1 -12.7 13.4 1.1 16.6 17.8 17.4 19.2 19.1 9.7 7.1 8.0 6.1 20.0 20.0 20.0 20.0 20.0 -20.0 17.5 3.1 8.3 20.0 11.2 20.0 20.0 17.2 20.0 0.9 1.5 20.0 20.0 20.0 20.0 LUMBER-new -4.8 6.6 4.4 16.6 4.9 6.5 4.4 -10.8 11.4 -1.1 -15.4 -11.7 -16.2 -8.3 -9.4 -20.0 -20.0 -20.0 -20.0 -7.7 -12.3 -8.7 -18.4 -8.8 NaN -2.7 1.7 -8.8 -2.8 -14.0 -2.2 -20.0 -4.8 -12.3 -18.8 -14.7 6.9 20.0 8.8 20.0 MXP 11.8 -11.5 -10.3 0.0 16.7 1.8 17.7 4.0 6.3 15.3 11.8 16.7 15.8 10.0 7.8 7.6 11.4 8.8 10.0 8.1 11.0 20.0 16.1 14.5 -20.0 6.9 11.8 12.7 16.5 19.5 11.1 20.0 -0.8 11.7 0.2 10.1 8.8 6.4 20.0 9.7 NASDAQ_micro 20.0 -5.5 -20.0 3.2 12.4 2.5 15.7 4.6 9.8 10.8 -0.4 11.4 8.5 8.0 0.9 -6.3 -8.1 -6.9 -7.4 1.9 -0.7 20.0 4.1 14.2 -17.2 -1.0 18.1 -2.4 16.4 1.9 7.7 -4.2 9.9 -7.6 -0.0 -13.4 6.0 -20.0 5.2 -20.0 NIKKEI 13.0 -17.5 -15.3 2.0 7.9 1.6 9.9 2.9 6.2 6.8 4.9 7.2 6.4 3.1 2.5 0.3 6.1 2.9 4.5 4.0 5.1 13.1 7.3 7.8 -10.0 3.3 9.6 5.6 9.0 8.4 5.4 18.5 2.9 -1.4 0.1 7.4 -15.9 -4.0 -18.1 -1.4 NZD 0.3 -12.9 8.9 0.0 10.0 1.1 10.6 2.4 3.8 7.7 -0.1 7.7 -0.9 -1.5 -3.9 -2.7 -3.4 -3.1 -3.4 -1.9 -1.2 7.2 -1.0 1.3 9.7 -1.6 6.4 -1.1 6.9 -1.4 1.7 0.0 -0.8 -0.7 -4.6 -1.8 -11.1 20.0 0.7 20.0 OAT 2.0 -19.0 1.3 -2.7 2.4 -2.7 3.2 -2.1 -0.1 0.5 -2.7 2.1 -1.3 -4.6 -4.8 10.2 12.4 11.7 12.6 -4.1 -2.4 -0.1 -1.2 -2.9 -1.2 -1.9 1.5 -0.9 3.6 0.1 0.8 15.1 3.7 2.8 -2.5 4.8 4.1 16.1 7.7 20.0 OATIES -5.4 19.6 18.4 11.5 3.4 4.5 3.0 -7.5 7.9 8.0 3.1 -0.1 -3.0 1.7 4.9 -6.3 -9.5 -6.7 -9.2 7.1 4.8 3.0 -1.2 3.6 -0.0 8.1 6.7 5.5 2.4 -1.7 3.7 -3.6 -0.7 -10.9 9.9 7.4 2.2 -11.5 3.9 -13.3 OJ 10.1 3.5 7.7 6.9 2.0 2.7 1.8 -4.5 4.7 -6.5 -3.2 1.9 -6.1 2.7 -1.0 -0.6 2.1 0.5 0.7 0.1 -2.3 -2.8 -5.6 0.5 -20.0 -0.4 -8.2 -1.5 -2.9 -3.5 -0.3 15.2 -8.4 0.7 -8.1 -0.9 -9.2 -10.0 -11.6 -9.4 PALLAD 6.7 -18.6 -6.8 0.5 5.5 3.9 6.4 9.0 2.9 4.3 -1.2 6.2 2.1 -2.2 -5.4 -3.5 -3.2 -3.3 -3.2 -4.6 -1.3 3.8 3.7 -0.7 13.1 -3.2 2.1 -1.0 4.6 5.1 1.2 2.5 -1.2 -0.2 -5.9 -10.6 20.0 8.1 10.9 -4.3 PLAT 3.7 -9.9 0.5 0.5 4.7 3.3 5.5 7.6 2.5 5.8 -0.1 6.1 2.9 -1.4 -3.9 -2.2 -3.1 -2.3 -2.6 -1.4 2.1 4.7 6.3 0.9 -1.6 -0.0 3.5 3.7 4.7 9.7 2.1 3.0 0.4 -0.9 -0.4 -1.9 20.0 13.2 14.6 -0.5 REDWHEAT -5.3 11.8 20.0 15.3 4.5 6.0 4.0 -10.0 10.6 14.1 10.5 4.9 -5.6 9.3 11.7 -12.9 -15.4 -13.7 -14.5 10.5 9.5 9.9 1.6 6.9 6.4 13.6 20.0 13.0 11.3 5.5 9.5 -12.8 18.6 0.7 12.7 13.5 -18.3 -20.0 -20.0 -20.0 RICE -7.1 6.7 13.4 11.5 3.4 4.5 3.0 -7.5 7.9 -4.5 -6.4 -7.8 -10.2 0.4 1.8 -20.0 -18.1 -20.0 -20.0 -2.7 -5.9 -8.2 -15.3 -6.1 3.2 0.1 -3.5 -2.6 -6.2 -12.9 -3.8 -20.0 -10.7 -11.6 -11.5 2.2 -20.0 -15.3 -20.0 -14.2 ROBUSTA -9.8 -9.8 -13.5 10.2 3.0 4.0 2.7 -6.6 7.0 4.5 -7.1 -4.9 -4.9 -7.6 -9.4 15.9 15.5 16.1 15.8 -11.0 -10.3 -2.3 -6.9 -8.7 -20.0 -7.0 4.8 -7.4 1.3 -5.0 -3.8 20.0 9.8 -4.9 -16.9 -17.4 4.5 1.2 6.6 9.7 RUSSELL 20.0 -13.1 -11.6 3.5 13.9 2.8 17.6 5.2 11.0 12.0 5.2 13.2 10.5 8.6 2.3 -3.8 -4.9 -4.2 -4.5 4.4 3.7 20.0 7.0 14.3 6.0 2.1 13.7 1.9 16.3 5.2 9.9 1.1 -2.6 -0.5 -4.1 -2.2 -2.6 -20.0 -6.2 -20.0 SHATZ 10.2 -17.3 1.3 -2.4 2.0 -2.3 2.7 -1.8 -0.1 4.0 -6.1 2.7 -6.2 -4.6 -5.3 -0.5 -8.5 -0.3 -3.3 -7.5 -6.6 1.0 -4.5 -4.2 6.2 -7.5 3.4 -8.1 3.9 -6.3 -1.7 -17.1 9.9 1.9 -13.4 -7.7 8.5 14.4 11.2 20.0 SILVER-mini 0.4 -8.5 -4.1 0.4 4.4 3.1 5.1 7.2 2.3 4.8 0.2 4.8 2.3 -2.8 -4.2 -2.1 -5.0 -2.5 -3.7 -1.3 3.0 3.6 6.6 -0.2 -8.6 0.8 3.0 6.9 3.1 13.1 0.7 0.4 -1.2 -1.8 -1.2 4.4 14.8 11.6 8.1 3.0 SMI 17.2 -20.0 -15.0 2.5 9.9 2.0 12.6 3.7 7.9 5.6 2.7 8.4 6.3 0.1 -1.1 1.4 6.5 5.7 6.9 0.5 2.1 8.0 5.0 4.7 4.8 3.3 3.4 5.4 9.1 7.6 7.0 20.0 -10.9 -0.1 -4.0 3.6 1.3 20.0 1.9 20.0 SOFR -2.3 -9.8 -5.4 -4.9 4.3 -4.8 5.8 -3.9 -0.2 2.3 -6.6 6.3 9.5 -8.7 -8.5 4.0 6.1 5.2 6.1 -4.4 -2.2 1.2 1.6 -2.9 -20.0 -1.8 0.3 1.0 2.0 4.0 -1.3 3.8 -4.6 -6.5 5.6 7.1 -9.8 -8.9 -13.3 -20.0 SOYBEAN -1.6 5.8 14.1 19.0 5.6 7.4 5.0 -12.4 13.1 7.1 16.5 8.6 14.5 11.3 16.7 0.5 -2.6 0.9 -0.7 14.1 14.7 2.6 8.8 7.8 -6.5 12.6 2.8 15.9 0.8 11.8 4.9 10.0 -0.3 -1.1 2.1 8.1 0.2 -9.0 1.7 -6.1 SOYMEAL 0.3 3.9 7.4 11.6 3.4 4.5 3.0 -7.6 8.0 7.4 0.4 6.4 -4.4 4.3 5.7 12.1 -9.3 1.3 -4.8 3.8 2.2 7.4 -1.1 5.4 -11.6 5.2 4.4 5.8 6.5 3.2 5.3 -0.0 15.2 1.0 -2.1 -3.2 -9.3 -14.1 -15.5 -13.0 SOYOIL -7.3 7.7 20.0 14.8 4.3 5.7 3.9 -9.6 10.2 0.2 14.2 1.7 13.3 11.0 14.7 15.2 -2.9 4.4 -0.6 20.0 20.0 3.1 18.2 12.2 -14.9 19.3 5.8 20.0 0.7 15.2 7.7 9.5 -7.9 3.7 20.0 20.0 -2.3 -20.0 -2.8 -20.0 SP400 17.3 -15.9 -3.1 3.4 13.4 2.7 16.9 5.0 10.6 10.7 5.9 12.3 9.9 5.8 2.9 -4.7 -6.1 -5.6 -5.8 4.0 4.0 16.6 5.9 11.0 3.5 1.6 7.7 1.7 11.3 2.9 7.1 -1.1 -10.3 -4.7 -7.4 0.1 -1.9 -20.0 -6.1 -20.0 SP500_micro 20.0 -13.9 -20.0 3.3 12.9 2.6 16.3 4.8 10.2 11.2 2.1 11.9 10.4 7.1 1.9 -6.5 -8.9 -7.5 -8.1 0.7 -0.7 20.0 4.7 12.8 -11.2 -2.9 15.8 -3.7 15.0 0.9 6.1 -5.5 6.2 -7.5 -8.3 -15.2 8.9 -20.0 8.0 -20.0 SUGAR11 -18.9 16.9 13.4 10.2 3.0 4.0 2.7 -6.6 7.0 -8.7 -4.9 -9.8 -8.9 -5.8 -1.7 -6.0 9.2 1.9 6.4 -1.7 -1.8 -15.5 -6.2 -9.2 -16.6 0.4 -10.3 1.0 -14.0 -3.4 -7.8 20.0 -20.0 -13.2 -0.7 -2.2 -4.1 -19.6 -3.2 -13.1 US10 1.2 -12.9 -8.3 -3.5 3.0 -3.4 4.1 -2.7 -0.1 2.6 -4.4 5.9 4.3 -5.3 -6.0 2.8 1.7 2.7 2.5 -4.8 -3.4 1.7 -0.7 -2.1 -6.5 -3.6 1.0 -1.9 2.3 1.1 -1.2 -3.1 -2.4 -2.6 -0.1 -0.2 -2.9 -20.0 -8.3 -20.0 US10U 0.7 -12.5 -7.0 -5.3 4.6 -5.2 6.2 -4.1 -0.2 -1.7 -5.3 8.3 6.2 -7.7 -8.5 3.4 1.4 3.2 2.6 -6.5 -4.2 1.1 -0.6 -3.4 -11.4 -5.6 -0.8 -1.8 1.7 3.1 -3.0 -3.5 -7.7 -5.1 -0.6 1.8 -2.8 -3.3 -13.5 -20.0 US2 3.4 -18.0 -11.9 -3.3 2.9 -3.3 3.9 -2.6 -0.1 5.3 -6.6 6.7 -3.7 -4.7 -5.7 -3.6 -11.2 -6.2 -8.2 -9.4 -8.4 1.2 -5.0 -4.6 6.9 -8.2 1.4 -7.4 2.1 -3.7 -3.3 -20.0 -1.4 -2.1 -9.8 -8.6 -0.9 -20.0 -1.8 -18.5 US20 1.5 -13.0 -3.5 -3.6 3.1 -3.5 4.2 -2.8 -0.1 -6.7 -3.4 5.7 1.4 -5.2 -5.6 4.3 4.1 4.6 4.6 -3.9 -2.5 0.2 -0.9 -2.2 -6.6 -4.7 -2.2 -1.7 -0.2 1.3 -3.2 0.7 -8.3 -4.0 -3.1 2.5 1.6 15.1 -1.8 -8.9 US30 -0.4 -9.1 -1.1 -5.2 4.5 -5.1 6.1 -4.1 -0.2 -11.8 -8.4 5.0 -4.8 -9.4 -9.3 1.8 0.2 1.9 1.4 -5.4 -3.9 -2.2 -3.4 -4.2 -5.0 -7.2 -6.2 -3.2 -3.3 -0.1 -6.3 -5.5 -16.0 -6.4 -1.0 3.7 -0.5 12.0 -3.9 -7.6 US5 1.9 -14.6 -9.7 -3.6 3.1 -3.5 4.2 -2.8 -0.1 4.3 -5.0 6.7 3.7 -5.0 -5.9 0.7 -1.2 0.4 -0.0 -6.2 -5.0 2.0 -1.7 -2.8 -5.0 -4.8 1.7 -3.3 2.9 0.1 -1.5 -7.8 -1.1 -2.1 -2.6 -1.9 -1.6 -20.0 -5.1 -20.0 VIX -11.5 16.2 18.4 6.3 -6.6 5.6 -7.1 1.9 -0.4 -11.0 2.4 -11.9 -5.3 0.3 3.2 -4.8 -20.0 -8.5 -17.8 4.0 4.2 -10.0 0.8 -3.6 NaN 6.5 -6.0 5.9 -6.9 2.1 -0.7 NaN NaN NaN NaN NaN -7.7 -20.0 NaN NaN WHEAT -8.5 9.7 20.0 13.9 4.1 5.4 3.7 -9.1 9.6 9.9 7.2 -2.4 -6.4 3.8 8.7 -12.9 -17.2 -14.5 -15.8 6.5 6.6 0.2 -0.1 0.8 7.4 10.1 8.1 11.5 1.0 5.2 2.6 -15.3 -0.2 -8.1 8.8 12.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3