******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260417_203956 produced at 2026-04-17 21:37:01.649995 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.25 0.0 0.00 0.00 0.00 0.00 -12.04 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.47 0.0 0.00 0.00 0.00 0.00 -13.47 16.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.09 -0.18 0.0 0.23 -0.23 -0.09 -0.11 -10.02 13.0 -5 -6 caleb_strategy_v3 US2 False True 0.09 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -1.95 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.08 0.0 0.90 -0.90 -0.14 -0.14 -1.16 13.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -21.30 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.06 0.0 1.17 -1.17 -0.23 -0.23 -1.32 25.0 -5 -5 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.05 0.0 0.58 -0.58 -0.07 -0.03 -1.35 17.0 -2 -1 caleb_strategy_v3 VIX False False 0.01 -0.01 -0.05 0.0 999.00 -999.00 -0.01 -0.02 -4.95 999999999.0 -1 -2 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.82 -0.82 0.00 0.00 -0.77 17.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -3.31 4.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.03 0.0 0.64 -0.64 -0.05 -0.05 -0.68 13.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.03 -0.03 0.0 0.70 -0.70 -0.03 -0.09 -2.61 66.0 -3 -8 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.27 3.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.17 -1.17 -0.02 0.00 -0.79 56.0 -1 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.02 0.0 0.74 -0.74 0.00 0.00 -1.04 48.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.09 -0.02 0.0 0.91 -0.91 -0.09 -0.09 -0.56 29.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -2.87 18.0 -3 -3 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.32 -0.32 0.00 0.00 -0.54 23.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.01 0.0 0.89 -0.89 0.00 0.00 -0.18 14.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.01 0.0 0.53 -0.53 -0.05 -0.07 -0.65 23.0 -2 -3 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.62 3.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.28 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.17 9.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.01 0.0 0.37 -0.37 -0.01 -0.01 -0.46 26.0 -1 -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 -2.51 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 -0.36 9.0 -1 -1 caleb_strategy_v3 BUXL False False 0.06 -0.06 -0.00 0.0 0.22 -0.22 -0.06 -0.11 -0.07 4.0 -1 -2 caleb_strategy_v3 DAX False False 0.01 -0.08 0.00 0.0 0.73 -0.73 -0.08 -0.03 0.19 58.0 -6 -2 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.00 0.0 0.60 -0.60 -0.06 0.00 -0.01 10.0 -1 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.01 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 0.05 12.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.17 2.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.05 999999999.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.08 24.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 0.00 -0.27 9.0 -1 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.16 8.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.16 0.01 0.0 0.31 -0.31 0.16 0.16 0.05 2.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.19 -0.19 0.00 0.00 0.86 11.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.64 -0.64 0.00 0.00 0.16 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.52 7.0 2 2 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 3.17 51.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.10 0.01 0.0 999.00 -999.00 0.10 0.05 0.28 999999999.0 2 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.46 -0.46 0.00 0.00 0.25 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 0.31 10.0 0 0 caleb_strategy_v3 DX False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.00 0.13 999999999.0 1 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.15 2.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.12 -1.12 0.00 0.00 0.28 19.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.36 3.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 0.02 0.0 0.41 -0.41 -0.01 0.00 3.12 68.0 -1 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.16 -0.16 0.00 0.00 0.54 4.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.07 0.02 0.0 0.80 -0.80 0.07 0.04 0.56 22.0 2 1 caleb_strategy_v3 NIKKEI False False 0.02 -0.02 0.02 0.0 0.58 -0.58 -0.02 0.02 1.07 36.0 -1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.03 0.0 0.61 -0.61 0.09 0.09 0.84 20.0 3 3 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.53 -0.53 0.03 0.03 1.00 21.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.33 12.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.79 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.06 0.0 0.61 -0.61 0.18 0.18 0.91 10.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.63 -0.63 0.16 0.16 0.96 8.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.06 0.09 0.0 0.16 -0.16 0.06 0.09 2.89 5.0 2 3 caleb_strategy_v3 COPPER False False 0.07 0.13 0.10 0.0 999.00 -999.00 0.13 0.13 1.47 999999999.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.10 0.0 0.59 -0.59 0.00 0.03 3.40 19.0 0 1 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.11 0.0 0.72 -0.72 0.08 0.04 2.62 17.0 2 1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.32 0.0 1.23 -1.23 0.00 0.00 2.56 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.30 0.36 0.0 0.74 -0.74 0.30 0.32 29.19 60.0 24 26 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.3 Shocked risk 23.2 Sum abs risk 39.3 Leverage 4.32 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2326912.58, 'annual_cash_vol_target': 581728.145, 'daily_cash_vol_target': 36358.0090625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7164 0.6271 10.0336 BITCOIN 1550.9320 77730.0000 1.9953 31.9245 BOBL 0.3038 116.1000 0.2617 4.1870 BTP 0.7666 118.6300 0.6462 10.3393 BUND 0.5333 126.0100 0.4232 6.7711 BUXL 1.0065 108.6600 0.9263 14.8207 CAC 88.2994 8305.0000 1.0632 17.0113 CAD 0.0025 0.7328 0.3427 5.4825 CANOLA 8.3247 710.6000 1.1715 18.7441 CHF 0.0059 1.2883 0.4560 7.2964 COCOA 113.1614 3300.0000 3.4291 54.8661 COFFEE 5.0686 283.5500 1.7876 28.6009 COPPER 0.0842 6.1480 1.3698 21.9174 CORN 4.4115 476.2500 0.9263 14.8207 COTTON2 0.8696 79.8400 1.0892 17.4277 CRUDE_W 1.4453 72.9300 1.9818 31.7088 DAX 289.9119 24777.0000 1.1701 18.7214 DOW 410.1569 49654.0000 0.8260 13.2165 DX 0.4323 97.9150 0.4415 7.0635 EUR 0.0052 1.1814 0.4381 7.0096 EURIBOR-ICE 0.0631 97.4450 0.0647 1.0359 EUROSTX 72.2200 5980.0000 1.2077 19.3231 FEEDCOW 2.9008 365.1000 0.7945 12.7125 GASOIL 40.3713 938.2500 4.3028 68.8452 GASOLINE 0.0731 2.8437 2.5694 41.1110 GAS_US_mini 0.1120 2.8200 3.9724 63.5584 GBP 0.0067 1.3536 0.4978 7.9643 GOLD_micro 65.9299 4880.4000 1.3509 21.6146 HEATOIL 0.1052 3.2207 3.2655 52.2481 JGB-SGX-mini 0.3044 130.1600 0.2339 3.7423 JPY 0.0000 0.0063 0.5672 9.0754 LEANHOG 0.9537 103.6750 0.9199 14.7182 LIVECOW 1.7784 247.1500 0.7196 11.5130 LUMBER-new 7.0419 597.0000 1.1796 18.8728 MXP 0.0004 0.0575 0.6784 10.8543 NASDAQ_micro 250.2640 26787.7500 0.9342 14.9480 NIKKEI 865.1604 59755.0000 1.4478 23.1655 NZD 0.0041 0.5903 0.6933 11.0926 OAT 0.6305 120.1400 0.5248 8.3964 OATIES 6.3895 338.5000 1.8876 30.2015 OJ 6.3434 188.0500 3.3732 53.9716 PALLAD 42.5119 1582.5000 2.6864 42.9820 PLAT 49.7053 2127.7000 2.3361 37.3777 REDWHEAT 10.9029 659.7500 1.6526 26.4412 RICE 0.1450 11.4550 1.2656 20.2489 ROBUSTA 59.7330 3263.0000 1.8306 29.2898 RUSSELL 30.0087 2786.1000 1.0771 17.2334 SHATZ 0.1256 106.1700 0.1183 1.8929 SILVER-mini 2.4061 82.3375 2.9222 46.7553 SMI 120.1863 13294.0000 0.9041 14.4650 SOFR 0.0546 96.5650 0.0566 0.9055 SOYBEAN 8.8937 1154.0000 0.7707 12.3310 SOYMEAL 4.2267 321.8000 1.3135 21.0152 SOYOIL 0.9322 66.3600 1.4048 22.4770 SP400 34.7625 3661.0000 0.9495 15.1926 SP500_micro 56.3114 7158.5000 0.7866 12.5862 SUGAR11 0.2592 13.5000 1.9199 30.7179 US10 0.3697 111.7031 0.3310 5.2956 US10U 0.4727 114.1406 0.4141 6.6262 US2 0.0971 103.9062 0.0935 1.4957 US20 0.7108 114.5938 0.6203 9.9245 US30 0.9240 116.8750 0.7906 12.6489 US5 0.2423 108.6250 0.2231 3.5689 VIX 0.7180 21.5500 3.3318 53.3094 WHEAT 9.1504 629.0000 1.4548 23.2761 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 716.45 0.63 449.28 1.00 449.28 36358.01 80.92 16.16 130.76 BITCOIN 77.73 2.00 155.09 1.00 155.09 36358.01 234.43 -8.38 -196.44 BOBL 1161.00 0.26 303.82 1.18 358.56 36358.01 101.40 2.68 27.20 BTP 1186.30 0.65 766.60 1.18 904.72 36358.01 40.19 -0.06 -0.25 BUND 1260.10 0.42 533.27 1.18 629.35 36358.01 57.77 2.70 15.58 BUXL 1086.60 0.93 1006.51 1.18 1187.86 36358.01 30.61 -2.21 -6.77 CAC 830.50 1.06 882.99 1.18 1042.09 36358.01 34.89 11.19 39.03 CAD 732.85 0.34 251.11 1.00 251.11 36358.01 144.79 -1.48 -21.43 CANOLA 142.12 1.17 166.49 0.73 121.30 36358.01 299.74 4.34 130.20 CHF 1610.38 0.46 734.37 1.00 734.37 36358.01 49.51 -9.01 -44.62 COCOA 330.00 3.43 1131.61 1.00 1131.61 36358.01 32.13 -5.85 -18.80 COFFEE 1063.31 1.79 1900.73 1.00 1900.73 36358.01 19.13 -0.32 -0.62 COPPER 1537.00 1.37 2105.44 1.00 2105.44 36358.01 17.27 7.85 13.56 CORN 238.12 0.93 220.57 1.00 220.57 36358.01 164.83 0.13 2.10 COTTON2 399.20 1.09 434.82 1.00 434.82 36358.01 83.62 4.22 35.26 CRUDE_W 729.30 1.98 1445.33 1.00 1445.33 36358.01 25.16 10.60 26.67 DAX 247.77 1.17 289.91 1.18 342.15 36358.01 106.26 0.53 5.60 DOW 248.27 0.83 205.08 1.00 205.08 36358.01 177.29 -6.33 -112.30 DX 979.15 0.44 432.26 1.00 432.26 36358.01 84.11 0.60 5.08 EUR 1476.75 0.44 646.96 1.00 646.96 36358.01 56.20 -1.25 -7.02 EURIBOR-ICE 2436.12 0.06 157.72 1.18 186.14 36358.01 195.33 3.84 75.09 EUROSTX 598.00 1.21 722.20 1.18 852.33 36358.01 42.66 5.78 24.67 FEEDCOW 1825.50 0.79 1450.42 1.00 1450.42 36358.01 25.07 11.58 29.02 GASOIL 938.25 4.30 4037.13 1.00 4037.13 36358.01 9.01 13.83 12.46 GASOLINE 1194.35 2.57 3068.82 1.00 3068.82 36358.01 11.85 5.43 6.43 GAS_US_mini 70.50 3.97 280.05 1.00 280.05 36358.01 129.82 -1.79 -23.19 GBP 846.00 0.50 421.11 1.00 421.11 36358.01 86.34 2.48 21.41 GOLD_micro 488.04 1.35 659.30 1.00 659.30 36358.01 55.15 -4.21 -23.21 HEATOIL 1352.69 3.27 4417.23 1.00 4417.23 36358.01 8.23 10.21 8.40 JGB-SGX-mini 130160.00 0.23 30443.49 0.01 191.63 36358.01 189.73 -6.55 -124.25 JPY 792.75 0.57 449.66 1.00 449.66 36358.01 80.86 -6.41 -51.85 LEANHOG 414.70 0.92 381.48 1.00 381.48 36358.01 95.31 -17.27 -164.63 LIVECOW 988.60 0.72 711.36 1.00 711.36 36358.01 51.11 15.47 79.09 LUMBER-new 164.18 1.18 193.65 1.00 193.65 36358.01 187.75 -9.34 -175.37 MXP 287.40 0.68 194.97 1.00 194.97 36358.01 186.48 10.65 198.57 NASDAQ_micro 535.76 0.93 500.53 1.00 500.53 36358.01 72.64 -3.83 -27.79 NIKKEI 59755.00 1.45 86516.04 0.01 544.59 36358.01 66.76 1.48 9.89 NZD 590.30 0.69 409.25 1.00 409.25 36358.01 88.84 4.34 38.59 OAT 1201.40 0.52 630.47 1.18 744.06 36358.01 48.86 5.47 26.71 OATIES 169.25 1.89 319.47 1.00 319.47 36358.01 113.81 -0.60 -6.86 OJ 282.08 3.37 951.50 1.00 951.50 36358.01 38.21 -6.64 -25.37 PALLAD 1582.50 2.69 4251.19 1.00 4251.19 36358.01 8.55 5.12 4.38 PLAT 1063.85 2.34 2485.26 1.00 2485.26 36358.01 14.63 5.06 7.41 REDWHEAT 329.88 1.65 545.14 1.00 545.14 36358.01 66.69 1.78 11.86 RICE 229.10 1.27 289.94 1.00 289.94 36358.01 125.40 -10.82 -135.66 ROBUSTA 326.30 1.83 597.33 1.00 597.33 36358.01 60.87 -6.67 -40.61 RUSSELL 139.30 1.08 150.04 1.00 150.04 36358.01 242.32 3.88 94.00 SHATZ 1061.70 0.12 125.61 1.18 148.24 36358.01 245.27 0.32 7.95 SILVER-mini 2058.44 2.92 6015.18 1.00 6015.18 36358.01 6.04 2.66 1.61 SMI 1329.40 0.90 1201.86 1.28 1538.19 36358.01 23.64 9.77 23.09 SOFR 2414.12 0.06 136.62 1.00 136.62 36358.01 266.13 -7.43 -197.76 SOYBEAN 577.00 0.77 444.69 1.00 444.69 36358.01 81.76 6.78 55.43 SOYMEAL 321.80 1.31 422.67 1.00 422.67 36358.01 86.02 -3.36 -28.89 SOYOIL 398.16 1.40 559.34 1.00 559.34 36358.01 65.00 5.18 33.70 SP400 3661.00 0.95 3476.25 1.00 3476.25 36358.01 10.46 1.55 1.62 SP500_micro 357.92 0.79 281.56 1.00 281.56 36358.01 129.13 -3.47 -44.84 SUGAR11 151.20 1.92 290.28 1.00 290.28 36358.01 125.25 -9.40 -117.75 US10 1117.03 0.33 369.71 1.00 369.71 36358.01 98.34 -6.17 -60.72 US10U 1141.41 0.41 472.70 1.00 472.70 36358.01 76.92 -7.00 -53.84 US2 2078.12 0.09 194.27 1.00 194.27 36358.01 187.16 -8.22 -153.77 US20 1145.94 0.62 710.81 1.00 710.81 36358.01 51.15 -2.56 -13.08 US30 1168.75 0.79 923.96 1.00 923.96 36358.01 39.35 -5.54 -21.78 US5 1086.25 0.22 242.29 1.00 242.29 36358.01 150.06 -6.92 -103.91 VIX 215.50 3.33 718.01 1.00 718.01 36358.01 50.64 -3.95 -20.02 WHEAT 314.50 1.45 457.52 1.00 457.52 36358.01 79.47 -3.43 -27.29 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 130.764 0.010 2.5 3.398 BITCOIN -196.443 0.043 2.5 -21.302 BOBL 27.199 0.004 2.5 0.276 BTP -0.251 0.014 2.5 -0.009 BUND 15.580 0.004 2.5 0.158 BUXL -6.773 0.004 2.5 -0.069 CAC 39.029 0.014 2.5 1.333 CAD -21.426 0.010 2.5 -0.557 CANOLA 130.196 0.010 2.5 3.172 CHF -44.621 0.010 2.5 -1.159 COCOA -18.804 0.010 2.5 -0.458 COFFEE -0.620 0.005 2.5 -0.008 COPPER 13.559 0.043 2.5 1.470 CORN 2.099 0.010 2.5 0.051 COTTON2 35.259 0.010 2.5 0.859 CRUDE_W 26.669 0.043 2.5 2.892 DAX 5.601 0.014 2.5 0.191 DOW -112.300 0.009 2.5 -2.614 DX 5.077 0.010 2.5 0.132 EUR -7.024 0.010 2.5 -0.182 EURIBOR-ICE 75.090 0.014 2.5 2.565 EUROSTX 24.668 0.014 2.5 0.843 FEEDCOW 29.021 0.013 2.5 0.963 GASOIL 12.456 0.017 2.5 0.541 GASOLINE 6.433 0.017 2.5 0.279 GAS_US_mini -23.187 0.043 2.5 -2.514 GBP 21.414 0.010 2.5 0.556 GOLD_micro -23.211 0.014 2.5 -0.793 HEATOIL 8.401 0.017 2.5 0.365 JGB-SGX-mini -124.255 0.043 2.5 -13.474 JPY -51.846 0.010 2.5 -1.347 LEANHOG -164.632 0.024 2.5 -10.019 LIVECOW 79.085 0.013 2.5 2.624 LUMBER-new -175.369 0.010 2.5 -4.272 MXP 198.566 0.059 2.5 29.185 NASDAQ_micro -27.791 0.009 2.5 -0.647 NIKKEI 9.892 0.043 2.5 1.073 NZD 38.589 0.010 2.5 1.003 OAT 26.705 0.014 2.5 0.912 OATIES -6.864 0.010 2.5 -0.167 OJ -25.371 0.010 2.5 -0.618 PALLAD 4.375 0.014 2.5 0.149 PLAT 7.407 0.014 2.5 0.253 REDWHEAT 11.863 0.005 2.5 0.158 RICE -135.661 0.010 2.5 -3.305 ROBUSTA -40.613 0.005 2.5 -0.540 RUSSELL 94.000 0.013 2.5 3.119 SHATZ 7.949 0.004 2.5 0.081 SILVER-mini 1.605 0.014 2.5 0.055 SMI 23.091 0.014 2.5 0.789 SOFR -197.758 0.024 2.5 -12.036 SOYBEAN 55.429 0.004 2.5 0.516 SOYMEAL -28.887 0.004 2.5 -0.269 SOYOIL 33.698 0.004 2.5 0.314 SP400 1.620 0.013 2.5 0.054 SP500_micro -44.842 0.009 2.5 -1.044 SUGAR11 -117.749 0.010 2.5 -2.869 US10 -60.717 0.005 2.5 -0.770 US10U -53.838 0.005 2.5 -0.683 US2 -153.769 0.005 2.5 -1.951 US20 -13.076 0.005 2.5 -0.166 US30 -21.783 0.005 2.5 -0.276 US5 -103.907 0.005 2.5 -1.319 VIX -20.024 0.099 2.5 -4.950 WHEAT -27.289 0.005 2.5 -0.363 ===================== Position diags ===================== AUD 2.10 BITCOIN 25.42 BOBL 1.03 BTP 1.37 BUND 0.59 BUXL 0.31 CAC 1.19 CAD 3.76 CANOLA 7.30 CHF 1.29 COCOA 0.78 COFFEE 0.25 COPPER 1.87 CORN 4.02 COTTON2 2.04 CRUDE_W 2.73 DAX 3.63 DOW 4.13 DX 2.19 EUR 1.46 EURIBOR-ICE 6.67 EUROSTX 1.46 FEEDCOW 0.83 GASOIL 0.39 GASOLINE 0.51 GAS_US_mini 14.08 GBP 2.24 GOLD_micro 1.88 HEATOIL 0.36 JGB-SGX-mini 20.57 JPY 2.10 LEANHOG 5.80 LIVECOW 1.70 LUMBER-new 4.57 MXP 27.41 NASDAQ_micro 1.69 NIKKEI 7.24 NZD 2.31 OAT 1.67 OATIES 2.77 OJ 0.93 PALLAD 0.29 PLAT 0.50 REDWHEAT 0.89 RICE 3.06 ROBUSTA 0.81 RUSSELL 8.04 SHATZ 2.49 SILVER-mini 0.21 SMI 0.81 SOFR 16.20 SOYBEAN 0.76 SOYMEAL 0.80 SOYOIL 0.61 SP400 0.35 SP500_micro 3.01 SUGAR11 3.05 US10 1.25 US10U 0.98 US2 2.37 US20 0.65 US30 0.50 US5 1.90 VIX 12.52 WHEAT 1.06 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.4 3.2 3.6 0.0 0 BITCOIN -21.3 -23.8 -18.8 0.0 0 BOBL 0.3 0.2 0.4 0.0 0 BTP -0.0 -0.1 0.1 -1.0 -1 BUND 0.2 0.1 0.2 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.3 1.2 1.5 0.0 0 CAD -0.6 -0.9 -0.2 -3.0 -3 CANOLA 3.2 2.4 3.9 0.0 0 CHF -1.2 -1.3 -1.0 -2.0 -2 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE -0.0 -0.0 0.0 0.0 0 COPPER 1.5 1.3 1.7 2.0 2 CORN 0.1 -0.4 0.5 0.0 0 COTTON2 0.9 0.7 1.1 0.0 0 CRUDE_W 2.9 2.6 3.2 2.0 2 DAX 0.2 -0.2 0.6 -6.0 -6 DOW -2.6 -3.0 -2.2 -3.0 -3 DX 0.1 -0.1 0.4 1.0 1 EUR -0.2 -0.3 -0.0 0.0 0 EURIBOR-ICE 2.6 1.9 3.2 0.0 0 EUROSTX 0.8 0.7 1.0 3.0 3 FEEDCOW 1.0 0.9 1.0 2.0 2 GASOIL 0.5 0.5 0.6 0.0 0 GASOLINE 0.3 0.2 0.3 2.0 2 GAS_US_mini -2.5 -3.9 -1.1 0.0 0 GBP 0.6 0.3 0.8 2.0 2 GOLD_micro -0.8 -1.0 -0.6 -1.0 -1 HEATOIL 0.4 0.3 0.4 0.0 0 JGB-SGX-mini -13.5 -15.5 -11.4 0.0 0 JPY -1.3 -1.6 -1.1 -2.0 -2 LEANHOG -10.0 -10.6 -9.4 -5.0 -5 LIVECOW 2.6 2.5 2.8 2.0 2 LUMBER-new -4.3 -4.7 -3.8 0.0 0 MXP 29.2 26.4 31.9 24.0 24 NASDAQ_micro -0.6 -0.8 -0.5 -2.0 -2 NIKKEI 1.1 0.3 1.8 -1.0 -1 NZD 1.0 0.8 1.2 1.0 1 OAT 0.9 0.7 1.1 3.0 3 OATIES -0.2 -0.4 0.1 NaN 0 OJ -0.6 -0.7 -0.5 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.3 0.2 0.3 0.0 0 REDWHEAT 0.2 0.1 0.2 0.0 0 RICE -3.3 -3.6 -3.0 0.0 0 ROBUSTA -0.5 -0.6 -0.5 0.0 0 RUSSELL 3.1 2.3 3.9 -1.0 -1 SHATZ 0.1 -0.2 0.3 NaN 0 SILVER-mini 0.1 0.0 0.1 0.0 0 SMI 0.8 0.7 0.9 0.0 0 SOFR -12.0 -13.7 -10.4 NaN 0 SOYBEAN 0.5 0.4 0.6 2.0 2 SOYMEAL -0.3 -0.3 -0.2 -1.0 -1 SOYOIL 0.3 0.3 0.4 0.0 0 SP400 0.1 0.0 0.1 1.0 1 SP500_micro -1.0 -1.3 -0.7 0.0 0 SUGAR11 -2.9 -3.2 -2.6 -3.0 -3 US10 -0.8 -0.9 -0.6 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -2.0 -2.2 -1.7 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.3 -1.5 -1.1 -5.0 -5 VIX -4.9 -6.2 -3.7 -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 -0.3 0.4 0.0 0.1 0.1 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 0.2 0.3 0.1 1.4 0.1 0.1 0.4 0.2 0.5 0.1 0.4 0.2 0.1 0.3 0.5 -0.1 0.7 0.2 0.7 BITCOIN 0.6 -0.3 -0.6 0.0 0.2 0.3 0.2 0.7 0.1 0.2 -0.5 0.2 -0.6 0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.2 -0.5 0.1 -2.0 -0.0 0.2 -0.4 0.2 -0.5 0.1 -0.0 0.3 -0.4 0.5 -0.2 -0.4 -0.0 -0.7 -0.6 BOBL 0.2 -0.5 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -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 0.1 -0.1 0.1 -0.1 0.0 -0.3 0.1 0.1 -0.2 -0.0 0.2 0.6 0.4 0.7 BTP 0.3 -0.6 -0.4 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.1 0.1 -0.0 -0.0 0.1 0.2 0.2 0.2 -0.1 -0.0 0.0 -0.0 -0.0 -2.4 -0.0 0.1 -0.1 0.1 0.0 0.0 0.6 0.2 0.1 -0.2 0.0 0.2 0.6 0.3 0.7 BUND 0.0 -0.4 0.1 -0.0 0.1 -0.1 0.1 -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 -0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.4 -0.0 -0.0 -0.1 0.1 0.2 0.6 0.3 0.7 BUXL -0.2 -0.1 0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.3 -0.1 -0.5 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.4 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.4 -0.2 0.2 0.2 -0.2 0.4 -0.1 0.2 CAC 0.6 -0.5 -0.4 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.0 0.1 0.3 0.1 0.0 0.4 0.0 0.2 0.1 0.0 0.0 0.1 0.0 0.1 0.5 0.1 0.1 0.2 0.1 0.2 0.2 0.7 -0.1 -0.0 0.3 0.2 0.1 0.7 -0.0 0.7 CAD -0.1 -0.3 0.1 0.0 0.2 0.1 0.2 0.2 0.1 0.2 -0.1 0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.2 -0.0 0.0 2.7 -0.1 0.2 -0.0 0.2 0.0 0.0 -0.4 0.0 -0.6 -0.1 -0.3 -0.7 -0.7 -0.7 -0.7 CANOLA -0.5 0.2 0.6 0.1 -0.0 0.1 -0.0 -0.2 0.1 -0.1 0.2 -0.1 0.1 -0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.1 0.1 -0.0 1.1 0.1 -0.0 0.2 -0.1 0.2 -0.0 -0.8 -0.3 -0.3 0.3 0.6 0.3 0.7 0.3 0.7 CHF 0.1 -0.5 -0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.1 0.3 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 0.1 0.1 0.0 -0.4 -0.0 0.1 0.0 0.1 0.2 0.0 -1.1 -0.0 -0.1 -0.2 -0.1 -0.6 -0.7 -0.4 -0.7 COCOA 0.6 0.5 -0.6 0.1 -0.0 0.1 -0.0 -0.1 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 0.0 -0.2 0.0 0.5 0.1 0.0 -0.2 -0.6 0.4 0.0 0.5 0.2 COFFEE 0.1 0.4 -0.6 0.2 -0.1 0.2 -0.0 -0.4 0.1 -0.1 -0.3 -0.1 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 -0.1 -0.1 -0.1 0.2 -0.0 1.1 -0.1 -0.3 -0.2 -0.6 0.6 0.7 0.7 0.7 COPPER 0.5 -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 0.4 0.1 0.1 0.2 0.7 -0.0 0.4 CORN -0.6 0.3 0.4 0.2 -0.1 0.2 -0.0 -0.4 0.1 -0.0 0.3 -0.1 -0.1 -0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.1 0.0 -0.0 1.5 0.1 0.0 0.3 -0.1 0.2 -0.0 -1.1 -0.1 -0.6 0.2 0.0 0.3 -0.1 0.5 0.2 COTTON2 0.6 0.6 0.6 0.2 -0.1 0.2 -0.0 -0.5 0.1 0.2 0.2 0.2 -0.3 0.2 0.2 -0.3 -0.4 -0.4 -0.4 0.2 0.2 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 0.5 -0.4 -0.4 -0.4 -0.3 CRUDE_W -0.5 0.6 0.6 0.2 -0.1 0.5 -0.0 0.5 0.1 -0.1 0.2 0.0 0.1 0.1 0.1 0.3 0.2 0.3 0.2 0.2 0.2 0.0 0.2 0.1 0.7 0.2 -0.1 0.4 -0.0 0.3 0.1 -0.0 0.3 -0.3 -0.5 -0.4 0.4 0.7 -0.1 0.1 DAX 0.6 -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 0.1 -0.1 0.1 0.0 0.0 -0.1 -0.1 -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 0.2 0.1 0.1 -0.8 -0.0 0.1 -0.1 0.1 0.1 0.0 -0.1 -0.1 -0.2 -0.5 -0.4 -0.2 -0.7 -0.4 -0.7 DX -0.4 0.3 0.2 0.0 0.1 0.0 0.1 0.1 0.1 -0.1 0.1 -0.1 -0.2 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 -0.1 -0.0 -0.1 -1.6 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.8 -0.5 -0.6 0.5 -0.1 0.0 0.5 0.3 0.6 EUR 0.5 -0.3 -0.4 0.0 0.1 0.1 0.2 0.1 0.1 0.1 -0.1 0.2 0.3 0.1 -0.0 -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 0.3 -0.1 -0.2 -0.6 -0.7 -0.3 -0.7 EURIBOR-ICE 0.2 -0.6 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.1 -0.1 -0.0 -0.1 0.0 0.2 0.1 0.2 -0.1 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.5 0.1 0.1 -0.2 0.0 0.4 0.5 0.6 0.7 EUROSTX 0.6 -0.5 -0.5 0.0 0.1 0.1 0.2 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 0.1 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 -0.0 0.2 0.2 -0.1 0.2 -0.0 -0.4 0.1 -0.1 0.4 0.1 0.6 0.2 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.1 0.2 0.1 0.5 0.2 1.1 -0.1 0.6 -0.4 -0.0 0.7 0.7 0.6 0.7 GASOIL -0.0 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 0.1 -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 -0.2 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 -0.3 -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 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.2 0.0 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 2.7 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -1.0 0.1 -0.3 -0.6 -0.6 0.5 0.0 0.4 -0.2 GBP 0.3 -0.2 -0.1 0.0 0.1 0.1 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 0.1 0.3 0.1 0.3 -0.0 0.1 0.1 0.0 -0.6 -0.2 -0.3 -0.3 GOLD_micro 0.1 -0.6 -0.5 0.0 0.0 0.1 0.1 0.3 0.0 0.0 0.1 0.1 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 0.0 0.2 -0.0 -2.7 0.0 0.0 0.2 0.0 0.5 0.0 -0.2 -0.0 -0.1 -0.1 0.4 0.7 0.3 -0.2 -0.7 HEATOIL -0.3 0.6 0.6 0.1 -0.0 0.3 -0.0 0.3 0.1 -0.1 0.2 -0.0 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 -0.0 0.3 0.1 -1.1 0.1 -0.0 0.4 -0.0 0.3 0.1 1.1 -0.1 -0.0 0.5 0.3 -0.1 0.1 -0.4 -0.3 JGB-SGX-mini -0.3 -0.1 0.3 -0.0 0.1 -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 0.1 -0.2 0.1 0.0 0.1 0.1 0.2 0.1 0.1 0.1 -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 -0.0 2.7 -0.1 0.0 -0.3 0.0 -0.5 -0.0 -0.5 -0.5 -0.2 -0.3 -0.4 -0.2 -0.4 0.0 -0.5 LEANHOG -0.3 -0.6 0.1 0.2 -0.1 0.2 -0.0 -0.5 0.1 -0.2 0.1 -0.2 0.6 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.0 -0.2 0.3 -0.2 -1.2 -0.2 -0.2 -0.3 -0.2 0.2 -0.2 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 0.1 -0.5 0.3 LIVECOW 0.6 0.4 0.2 0.2 -0.1 0.2 -0.0 -0.4 0.1 -0.1 0.5 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 0.3 0.6 0.0 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.2 0.3 0.1 0.2 -0.1 0.2 -0.0 -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 -0.0 -0.4 -0.7 -0.6 0.3 0.8 0.3 0.8 MXP 0.4 -0.3 -0.4 0.0 0.1 0.1 0.2 0.2 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 0.5 0.2 -2.7 0.1 0.1 0.4 0.2 0.7 0.1 1.1 -0.1 0.4 -0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 -0.1 -0.6 0.0 0.2 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 0.3 -0.2 0.0 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 0.6 -0.5 -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 0.1 0.1 0.1 0.2 0.1 -1.4 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 -0.1 NZD 0.1 -0.4 0.3 0.0 0.1 0.0 0.1 0.1 0.1 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 0.0 -0.0 0.1 -0.1 0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.4 0.7 0.0 0.7 OAT 0.2 -0.6 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.0 0.2 0.2 0.2 0.3 -0.0 -0.0 0.0 -0.0 -0.0 -0.2 -0.0 0.1 -0.0 0.1 0.0 0.0 0.8 0.1 0.1 -0.1 0.2 0.1 0.5 0.2 0.7 OATIES -0.2 0.6 0.6 0.1 -0.0 0.1 -0.0 -0.2 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 -0.3 0.3 0.2 0.1 -0.4 0.1 -0.4 OJ 0.3 0.1 0.3 0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.1 0.0 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.8 -0.1 0.1 -0.3 -0.0 -0.3 -0.3 -0.4 -0.3 PALLAD 0.3 -0.6 -0.2 0.0 0.1 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 1.8 -0.0 0.0 -0.0 0.0 0.2 0.0 0.1 -0.1 -0.0 -0.2 -0.4 0.7 0.3 0.4 -0.1 PLAT 0.2 -0.3 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 0.0 0.1 0.1 0.4 0.0 0.2 -0.0 -0.1 -0.0 -0.1 0.7 0.4 0.5 -0.0 REDWHEAT -0.2 0.4 0.6 0.2 -0.1 0.2 -0.0 -0.3 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 0.1 0.1 0.9 0.2 0.1 0.4 0.1 0.2 0.1 -0.7 0.5 0.2 0.4 0.5 -0.6 -0.7 -0.7 -0.7 RICE -0.2 0.3 0.5 0.1 -0.0 0.1 -0.0 -0.2 0.1 0.0 -0.2 -0.0 -0.4 0.0 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.4 -0.0 0.4 0.0 0.1 -0.1 0.0 -0.4 -0.0 -1.1 0.0 -0.2 -0.3 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 0.1 0.2 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 0.1 0.0 0.2 0.2 0.2 0.8 0.0 0.2 0.1 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 0.5 -0.5 0.0 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -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 0.1 -0.2 0.1 -0.2 -0.0 -0.9 0.3 0.1 -0.4 -0.2 0.3 0.5 0.3 0.7 SILVER-mini 0.1 -0.3 -0.1 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 -0.1 -0.1 -0.0 0.0 0.0 0.2 0.0 -1.2 0.0 0.1 0.2 0.0 0.5 0.0 0.0 0.0 -0.0 -0.0 0.1 0.5 0.4 0.3 0.1 SMI 0.6 -0.6 -0.4 0.0 0.1 0.1 0.2 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 0.0 -0.3 -0.2 -0.0 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 0.1 0.0 0.0 0.1 -0.0 0.2 -0.2 -0.2 0.1 0.2 -0.3 -0.3 -0.4 -0.7 SOYBEAN -0.1 0.2 0.5 0.2 -0.1 0.2 -0.0 -0.4 0.1 0.1 0.5 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 0.1 0.1 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 0.1 0.1 0.3 -0.2 0.0 -0.1 0.0 0.0 0.1 -0.0 0.1 -1.6 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 -0.3 0.1 0.6 0.1 -0.1 0.1 -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 0.0 0.5 0.0 0.5 0.1 0.5 -0.2 0.2 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 0.6 -0.5 -0.1 0.1 0.2 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 0.1 0.0 0.2 0.2 0.1 0.5 0.0 0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.6 -0.4 -0.6 0.0 0.2 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 0.2 -1.5 -0.0 0.2 -0.1 0.2 0.0 0.1 -0.3 0.2 -0.2 -0.2 -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 -0.6 -0.1 -0.1 -0.1 -0.7 -0.1 -0.4 US10 0.1 -0.4 -0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.9 -0.0 0.1 -0.0 0.0 0.0 -0.0 -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 -0.7 -0.3 -0.7 US10U 0.1 -0.4 -0.2 -0.0 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 -0.3 -0.2 -0.0 0.0 -0.1 -0.1 -0.4 -0.7 US2 0.2 -0.5 -0.4 -0.0 0.1 -0.1 0.1 -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 -0.0 0.9 -0.1 0.1 -0.2 0.0 -0.1 -0.0 -1.1 -0.1 -0.0 -0.3 -0.3 -0.0 -0.7 -0.0 -0.6 US20 0.1 -0.4 -0.1 -0.0 0.1 -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 -0.3 -0.1 -0.1 0.1 0.1 0.5 -0.0 -0.3 US30 0.0 -0.3 -0.0 -0.0 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 -0.5 -0.3 -0.1 0.1 -0.0 0.4 -0.1 -0.2 US5 0.2 -0.5 -0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.1 0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.7 -0.0 0.1 -0.1 0.1 0.0 -0.0 -0.4 -0.1 -0.1 -0.1 -0.1 -0.0 -0.7 -0.2 -0.7 VIX -0.7 0.8 0.9 0.1 -0.1 0.2 -0.1 0.1 -0.0 -0.2 0.1 -0.2 -0.3 -0.0 0.0 -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 0.1 -0.1 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 0.0 0.3 -0.0 0.2 0.0 -0.9 -0.0 -0.2 0.2 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 4.4 -9.2 11.7 0.8 12.5 1.9 15.0 3.6 6.6 13.0 11.5 13.4 12.2 9.0 10.3 1.7 0.1 1.4 0.9 8.9 11.6 17.2 11.2 11.2 10.3 10.4 14.8 14.0 16.5 12.9 11.6 6.7 7.3 1.9 8.3 16.8 -3.7 20.0 7.2 20.0 BITCOIN 20.0 -9.1 -20.0 2.4 16.8 10.0 17.3 20.0 8.8 19.9 -19.9 19.8 -15.5 14.1 -14.7 -3.6 -5.4 -3.7 -4.2 -15.2 -20.0 20.0 -20.0 11.8 -14.7 -2.9 20.0 -14.5 19.0 -13.7 8.5 -0.4 12.9 -11.7 14.7 -5.4 -11.0 -1.3 -20.0 -18.8 BOBL 6.4 -16.0 0.0 -2.0 7.0 -2.3 5.1 -1.9 1.1 6.2 -5.9 3.8 -4.4 -5.2 -5.7 19.2 0.6 6.8 1.9 -5.6 -4.9 2.6 -3.4 -2.7 1.5 -3.4 7.6 -4.4 5.8 -3.7 1.1 -5.0 5.5 2.6 -4.8 -0.1 6.7 18.6 10.8 20.0 BTP 8.5 -19.3 -12.5 -2.5 8.7 -2.9 6.4 -2.4 1.4 8.0 -2.9 7.1 3.9 -3.4 -4.6 4.2 10.2 8.0 9.8 -4.7 -3.4 4.8 -0.3 -1.0 -18.3 -3.3 9.2 -2.6 7.7 0.8 2.1 10.6 7.4 4.1 -6.7 0.8 4.7 17.8 8.1 20.0 BUND 1.3 -13.4 2.6 -2.3 8.1 -2.7 5.9 -2.2 1.3 4.3 -6.3 2.2 -6.5 -6.5 -6.6 -0.2 7.7 6.1 8.1 -5.3 -4.3 1.0 -3.5 -3.5 -0.1 -3.0 6.8 -3.4 4.6 -3.2 0.4 7.1 -0.6 -0.2 -2.1 2.5 5.5 17.9 10.4 20.0 BUXL -5.2 -1.7 8.9 -3.2 11.2 -3.7 8.2 -3.1 1.7 -4.1 -10.6 -8.2 -13.5 -10.5 -9.2 3.4 3.8 3.9 4.1 -5.2 -5.2 -4.9 -8.3 -6.4 3.0 -1.9 3.3 -3.6 -0.4 -6.9 -1.5 -0.2 -18.7 -5.0 6.4 6.1 -4.8 10.7 -3.2 4.6 CAC 20.0 -15.9 -10.9 4.0 16.1 2.8 16.7 4.4 10.8 9.2 0.6 10.2 7.2 4.7 0.8 18.3 1.0 10.1 4.2 2.4 0.1 12.3 1.5 9.2 4.1 10.1 9.4 7.0 13.7 4.7 14.1 12.8 -4.1 -1.5 10.2 5.7 3.5 20.0 -0.4 20.0 CAD -3.3 -10.6 3.4 1.4 20.0 3.0 20.0 5.9 10.8 20.0 -2.9 15.6 2.8 -6.1 -10.9 -7.2 -7.4 -7.1 -7.3 -6.6 -3.1 18.5 -1.6 0.7 20.0 -5.5 20.0 -0.4 20.0 1.3 1.6 -6.8 1.7 -17.4 -3.3 -8.9 -20.0 -20.0 -20.0 -20.0 CANOLA -13.9 4.8 20.0 9.7 -4.6 4.0 -0.3 -6.6 5.8 -8.9 6.3 -9.5 2.8 -1.1 7.2 -15.7 -15.6 -16.6 -16.8 5.7 7.6 -6.5 4.3 -2.0 8.4 7.6 -5.4 9.2 -4.8 4.9 -0.4 -15.5 -11.3 -10.0 7.8 18.1 8.1 20.0 10.3 20.0 CHF 1.7 -14.6 -3.3 0.8 11.1 1.6 13.3 3.2 5.9 10.2 -6.0 9.4 7.0 -3.9 -7.3 -14.0 -15.4 -14.1 -14.5 -4.0 -1.9 9.3 2.5 1.1 -2.7 -1.8 9.0 1.1 8.5 5.2 1.7 -19.8 -0.7 -3.7 -6.1 -2.1 -18.5 -20.0 -11.9 -20.0 COCOA 20.0 14.7 -20.0 5.8 -2.7 2.4 -0.2 -3.9 3.4 -0.1 -6.7 1.5 -6.4 1.5 -5.9 -7.5 0.6 -6.7 -4.5 -7.7 -14.9 1.5 -14.4 -0.5 -20.0 -3.3 -1.4 -7.6 1.9 -6.8 0.9 8.9 4.4 1.0 -6.4 -17.2 12.4 1.5 15.3 6.0 COFFEE 2.0 11.9 -20.0 15.8 -7.5 6.5 -0.4 -10.7 9.4 -6.3 -9.6 -7.0 0.4 0.1 -10.7 11.6 16.9 14.9 17.3 -7.2 -11.2 -5.2 -1.8 -1.8 -20.0 -2.7 -16.2 -3.5 -6.9 6.2 -2.2 20.0 -5.5 -8.3 -5.9 -20.0 18.6 20.0 20.0 20.0 COPPER 16.7 -8.6 0.1 1.1 8.0 4.7 8.2 10.6 4.2 9.1 4.4 9.8 5.1 6.7 0.5 -6.5 -6.3 -6.4 -6.3 3.6 4.1 14.9 6.2 9.3 -0.9 4.2 10.1 4.0 13.3 6.6 9.5 -3.0 12.4 11.8 3.3 4.1 4.9 20.0 -1.1 12.5 CORN -17.0 9.0 11.5 17.3 -8.2 7.1 -0.5 -11.7 10.2 -1.4 10.6 -13.1 -2.2 -2.0 8.7 -20.0 -20.0 -20.0 -20.0 5.1 7.7 -6.3 1.2 -4.3 11.6 8.7 2.8 12.9 -6.8 5.9 -4.2 -20.0 -6.1 -20.0 5.5 1.4 10.1 -1.9 13.8 5.3 COTTON2 20.0 20.0 20.0 19.6 -9.3 8.0 -0.5 -13.3 11.6 20.0 8.8 20.0 -9.4 20.0 20.0 -15.5 -20.0 -20.0 -20.0 20.0 14.9 20.0 -3.9 20.0 -4.1 20.0 20.0 18.7 20.0 -1.8 20.0 -20.0 20.0 20.0 20.0 14.2 -11.5 -12.5 -12.0 -8.8 CRUDE_W -16.3 17.6 20.0 20.0 -6.4 20.0 -0.3 14.3 11.5 -5.6 8.9 0.7 3.8 7.9 10.3 15.4 7.9 13.3 9.8 14.9 14.0 0.1 7.2 7.8 5.0 14.8 -7.7 14.4 -1.8 7.1 6.2 -0.1 10.7 -10.7 -15.3 -13.2 11.0 20.0 -1.6 2.3 DAX 20.0 -14.5 -20.0 3.2 12.9 2.2 13.4 3.6 8.7 8.1 -2.1 8.5 4.6 0.5 -2.0 -4.1 -7.0 -5.9 -6.5 -1.9 -2.6 9.9 0.6 4.2 -6.0 -2.0 8.9 -2.8 8.7 0.3 4.1 -2.4 -4.3 -6.6 -11.2 -7.4 8.6 20.0 11.2 20.0 DOW 20.0 -19.8 -19.8 4.0 15.9 2.7 16.5 4.4 10.7 9.9 0.4 10.7 7.8 3.6 -0.8 -5.1 -7.4 -5.9 -6.5 -0.5 -0.7 16.9 3.7 8.5 -6.0 -2.2 12.8 -1.9 11.0 2.1 4.5 -2.8 -3.9 -7.1 -14.6 -11.2 -5.6 -20.0 -12.6 -20.0 DX -11.7 10.7 7.7 0.6 9.5 1.4 11.4 2.7 5.0 -9.3 5.3 -9.5 -6.2 -0.1 4.9 3.6 5.4 4.2 4.8 1.6 2.7 -11.4 -0.1 -4.9 -12.3 1.0 -10.5 1.4 -11.3 -0.8 -4.9 14.7 -20.0 -17.4 15.0 -3.3 0.2 14.3 9.2 18.9 EUR 15.1 -8.1 -10.8 0.9 12.8 1.9 15.4 3.7 6.8 12.0 -5.2 14.0 8.8 6.2 -4.2 -5.4 -7.3 -6.1 -6.7 0.2 -2.0 14.9 2.1 9.2 4.6 1.5 8.6 0.7 14.0 4.6 9.3 -6.2 -0.3 10.4 -2.2 -5.8 -16.5 -20.0 -9.0 -20.0 EURIBOR-ICE 7.3 -18.7 -5.7 -1.8 6.4 -2.1 4.7 -1.8 1.0 6.1 -4.8 4.7 -1.7 -4.2 -4.8 2.0 9.6 5.4 8.1 -5.1 -4.3 3.0 -2.1 -2.1 -2.4 -2.7 6.5 -3.5 5.3 -2.4 1.4 9.0 5.9 3.2 -5.1 0.4 12.9 15.5 19.0 20.0 EUROSTX 20.0 -14.1 -15.5 3.5 14.1 2.4 14.7 3.9 9.5 8.2 2.5 8.9 7.1 2.1 -0.1 -1.2 1.7 2.2 2.6 1.3 1.2 10.7 3.8 6.7 -4.0 1.8 7.8 1.8 10.1 4.1 7.2 12.8 -4.5 -4.5 -6.5 -0.6 4.6 20.0 4.7 20.0 FEEDCOW 20.0 -0.9 5.7 15.6 -7.4 6.4 -0.4 -10.6 9.2 -12.3 15.4 11.2 16.6 14.3 15.4 1.0 9.3 6.7 9.4 20.0 20.0 9.5 20.0 20.0 -20.0 10.2 -13.3 7.1 6.6 14.8 15.3 20.0 -2.1 20.0 -12.3 -0.1 20.0 20.0 17.5 20.0 GASOIL -0.1 20.0 20.0 11.8 -3.3 11.5 -0.2 7.3 5.9 -5.2 6.2 1.2 5.7 5.7 6.4 20.0 20.0 20.0 20.0 12.0 10.8 -0.5 6.7 7.1 -2.4 13.2 -3.7 13.4 -0.2 9.4 6.7 20.0 -2.8 5.6 15.6 11.7 -1.6 11.2 -7.7 -1.0 GASOLINE -7.0 20.0 20.0 15.8 -4.4 15.5 -0.2 9.8 7.9 -3.3 8.2 0.4 6.5 7.4 8.3 20.0 -20.0 -15.7 -20.0 14.4 13.3 1.7 8.1 8.4 -7.8 14.9 -1.3 14.1 1.5 8.6 8.2 -20.0 1.7 -0.7 6.4 3.3 6.5 20.0 -2.7 9.7 GAS_US_mini -9.1 -9.5 -2.5 19.4 -5.3 18.9 -0.3 12.0 9.7 -4.7 -8.1 -9.8 -8.8 -11.0 -9.4 -18.5 -8.1 1.5 3.8 -7.2 -6.2 -5.2 -5.7 -7.4 20.0 -8.8 -0.4 -8.3 -5.3 -7.0 -8.1 -18.3 4.0 -7.8 -20.0 -20.0 14.5 0.7 13.1 -4.9 GBP 8.3 -6.6 -3.4 1.0 14.4 2.1 17.3 4.2 7.6 12.7 -0.7 14.5 9.5 8.2 -4.9 0.7 0.2 0.5 0.4 1.1 0.1 14.5 3.1 8.4 -1.5 3.4 8.8 4.2 13.1 7.4 8.5 6.3 -0.4 4.3 3.2 0.9 -16.9 -7.1 -9.7 -7.9 GOLD_micro 2.8 -17.3 -16.6 0.8 5.5 3.2 5.6 7.3 2.9 5.4 2.8 5.3 4.9 -1.5 -2.0 -5.1 -8.2 -5.4 -6.4 -1.0 4.1 3.8 8.8 -0.3 -19.9 1.8 3.9 8.5 3.1 14.8 0.7 -4.6 -0.9 -3.4 -4.2 11.4 20.0 8.4 -4.8 -20.0 HEATOIL -10.3 20.0 20.0 12.9 -3.6 12.6 -0.2 8.0 6.5 -5.7 6.9 -2.2 6.1 6.4 7.2 20.0 20.0 20.0 20.0 15.3 14.6 -1.9 9.3 7.5 -8.1 13.7 -4.4 13.7 -0.7 9.3 6.7 20.0 -4.7 -0.1 15.1 8.9 -1.6 4.1 -12.6 -9.7 JGB-SGX-mini -8.8 -3.6 8.5 -1.7 6.0 -2.0 4.4 -1.7 0.9 2.6 -6.9 -3.6 -7.3 -5.9 -6.0 0.6 9.2 3.0 5.6 -6.9 -7.8 -2.3 -8.9 -5.8 2.6 -6.9 1.4 -8.8 -2.1 -10.2 -5.3 6.0 -9.8 -12.8 -4.5 -10.7 0.8 -20.0 -1.6 -20.0 JPY 2.2 -7.0 3.1 0.9 12.8 1.9 15.3 3.7 6.8 8.0 -14.3 0.5 -14.4 -11.0 -12.7 -8.6 -9.9 -8.7 -8.9 -9.2 -13.3 0.7 -16.0 -4.3 20.0 -7.8 5.0 -11.8 1.5 -14.7 -3.4 -10.2 -20.0 -7.7 -8.6 -11.1 -7.1 -13.4 0.6 -15.4 LEANHOG -10.0 -18.7 1.6 20.0 -10.4 9.0 -0.6 -14.9 13.0 -20.0 5.4 -20.0 16.8 -20.0 -15.3 -20.0 -20.0 -20.0 -20.0 -16.6 -1.0 -20.0 10.6 -20.0 -8.8 -20.0 -20.0 -10.1 -20.0 6.2 -20.0 -20.0 -20.0 -20.0 -20.0 -18.9 -20.0 3.4 -14.7 10.0 LIVECOW 20.0 11.1 6.3 17.4 -8.2 7.1 -0.5 -11.8 10.3 -6.2 16.8 15.5 17.5 18.3 18.8 10.2 7.2 8.2 6.2 20.0 20.0 20.0 20.0 20.0 -20.0 17.8 -4.2 8.9 16.1 11.7 20.0 20.0 12.4 20.0 1.0 1.9 20.0 20.0 20.0 20.0 LUMBER-new -5.2 6.7 4.0 15.1 -7.1 6.2 -0.4 -10.2 8.9 -2.7 -15.8 -12.0 -16.5 -9.0 -10.0 -20.0 -20.0 -20.0 -20.0 -8.1 -12.7 -8.4 -19.0 -9.1 NaN -3.0 -0.9 -9.2 -3.1 -14.6 -2.5 -20.0 -0.7 -11.8 -18.4 -14.9 6.9 20.0 8.8 20.0 MXP 13.8 -10.1 -10.8 1.0 14.9 2.2 17.9 4.3 7.9 13.5 12.4 16.6 16.2 11.2 8.8 7.6 11.4 8.7 10.0 8.9 11.7 18.2 16.8 14.8 -20.0 7.6 6.4 13.4 14.3 20.0 11.3 20.0 -3.0 11.2 -0.8 10.2 8.8 6.4 20.0 9.8 NASDAQ_micro 20.0 -3.3 -20.0 4.3 17.4 3.0 18.1 4.8 11.7 11.0 0.3 11.9 8.8 9.0 2.1 -6.3 -8.1 -6.9 -7.4 4.0 0.1 20.0 4.5 17.7 -17.5 0.5 20.0 -1.9 19.1 2.1 10.2 -4.2 12.5 -6.6 1.1 -13.3 5.7 -20.0 5.3 -20.0 NIKKEI 17.0 -16.4 -15.8 2.7 11.0 1.9 11.4 3.0 7.4 6.9 5.2 7.5 6.6 4.0 3.1 0.3 6.1 2.8 4.5 5.0 5.6 14.7 7.6 9.4 -10.2 4.0 10.1 6.0 10.1 8.7 6.5 18.3 2.1 -1.3 0.4 7.5 -16.2 -4.0 -17.8 -1.5 NZD 2.7 -12.2 8.3 0.6 8.9 1.3 10.7 2.6 4.7 7.6 -0.0 8.0 -0.9 -0.9 -3.7 -2.8 -3.4 -3.1 -3.4 -1.6 -1.1 6.8 -1.0 1.8 9.9 -1.2 4.9 -1.0 6.6 -1.4 2.2 0.0 -0.0 -1.5 -4.4 -1.9 -11.3 20.0 0.5 20.0 OAT 4.7 -18.3 1.2 -2.1 7.3 -2.4 5.3 -2.0 1.1 5.9 -2.6 4.9 -1.3 -3.8 -4.3 10.2 12.4 11.6 12.6 -3.4 -2.3 2.7 -1.2 -1.4 -1.2 -1.1 6.3 -0.6 5.6 0.1 2.0 15.0 3.5 2.9 -2.7 4.8 3.7 15.7 7.1 19.9 OATIES -6.8 17.7 18.6 10.0 -4.7 4.1 -0.3 -6.8 5.9 -2.4 3.0 -2.7 -2.9 1.0 4.5 -7.1 -9.6 -7.0 -9.3 5.8 4.2 -0.8 -1.0 2.1 0.0 6.4 -4.0 4.6 -1.1 -1.4 1.9 -4.5 -5.0 -10.3 7.9 6.9 2.4 -11.3 4.2 -13.0 OJ 9.7 3.3 8.4 6.1 -2.9 2.5 -0.2 -4.1 3.6 -3.3 -3.1 1.8 -6.1 2.5 -1.1 -0.6 2.1 0.5 0.7 0.0 -2.2 -2.2 -5.4 0.3 -20.0 -0.4 -3.5 -1.4 -2.2 -3.3 -0.4 14.5 -5.4 3.6 -7.7 -1.4 -9.0 -9.8 -11.5 -9.2 PALLAD 9.7 -18.1 -6.8 1.0 6.9 4.1 7.1 9.2 3.6 5.2 -1.3 6.7 2.1 -2.0 -5.4 -3.5 -3.2 -3.3 -3.2 -4.4 -1.3 3.8 3.8 -0.4 13.3 -3.0 2.6 -1.0 4.5 5.2 1.5 2.4 -2.9 -0.9 -6.1 -10.9 20.0 8.4 11.3 -4.3 PLAT 6.9 -9.4 0.9 0.8 5.8 3.5 6.0 7.7 3.0 6.4 -0.1 6.6 2.9 -1.1 -3.9 -2.3 -3.1 -2.3 -2.6 -1.1 2.2 4.8 6.5 1.4 -1.6 0.3 3.9 3.9 4.8 10.0 2.4 3.0 -0.7 -1.6 -0.4 -2.7 20.0 13.5 15.0 -0.5 REDWHEAT -5.3 12.0 20.0 14.0 -6.6 5.7 -0.4 -9.5 8.3 12.2 11.0 7.5 -5.5 10.5 12.4 -12.7 -15.4 -13.6 -14.5 11.3 10.0 10.8 1.9 8.2 6.5 14.5 16.1 13.8 12.0 5.9 10.7 -13.4 20.0 6.2 11.7 14.0 -18.1 -20.0 -20.0 -20.0 RICE -5.1 7.7 15.8 10.2 -4.8 4.2 -0.3 -6.9 6.0 5.0 -6.1 -4.2 -10.1 1.6 2.0 -20.0 -18.1 -20.0 -20.0 -2.0 -5.3 -2.1 -14.1 -3.8 3.2 0.6 8.8 -2.0 0.3 -10.9 -1.2 -20.0 1.0 -5.4 -8.9 2.4 -20.0 -15.3 -20.0 -14.1 ROBUSTA -9.9 -9.8 -13.5 9.1 -4.3 3.7 -0.2 -6.2 5.4 -2.4 -7.3 -6.2 -5.0 -8.0 -9.6 16.5 15.6 16.3 15.9 -11.1 -10.4 -4.4 -7.0 -8.9 -20.0 -7.0 -2.2 -7.3 -1.0 -5.0 -4.2 20.0 8.3 -6.4 -16.1 -17.3 4.5 1.1 6.5 9.8 RUSSELL 20.0 -11.4 -11.0 4.9 19.6 3.4 20.0 5.4 13.2 12.4 5.9 13.6 10.9 9.9 3.7 -3.8 -4.9 -4.2 -4.5 6.4 4.6 20.0 7.4 17.5 6.1 3.7 20.0 2.6 19.9 5.4 12.5 1.1 1.7 -0.6 -3.3 -2.1 -2.7 -20.0 -5.7 -20.0 SHATZ 15.1 -16.0 0.9 -1.8 6.2 -2.1 4.5 -1.7 1.0 6.4 -5.8 4.8 -6.1 -3.8 -4.7 -0.6 -8.5 -0.4 -3.3 -6.5 -6.2 4.1 -4.4 -2.3 6.2 -6.3 7.5 -7.5 5.8 -6.0 -0.1 -17.1 11.2 4.1 -12.7 -7.5 7.9 14.0 10.5 20.0 SILVER-mini 4.1 -8.2 -3.8 0.8 5.5 3.2 5.6 7.2 2.8 6.1 0.2 5.7 2.3 -2.2 -4.1 -2.2 -5.0 -2.6 -3.6 -0.8 3.1 5.2 6.7 0.9 -8.7 1.2 5.6 7.0 4.4 13.1 1.6 0.4 1.0 -1.0 -0.9 4.3 15.2 11.6 8.4 3.2 SMI 20.0 -19.1 -12.8 3.5 13.8 2.4 14.4 3.8 9.3 8.0 2.9 9.1 6.4 0.9 -0.6 1.2 6.5 5.5 6.8 1.4 2.5 10.4 5.0 6.2 4.9 4.0 8.9 5.5 10.6 7.5 8.0 20.0 -8.4 0.1 -4.6 3.3 1.4 20.0 2.2 20.0 SOFR 0.4 -9.7 -5.4 -3.7 13.2 -4.4 9.7 -3.7 2.1 10.2 -6.6 9.5 9.6 -8.2 -8.3 4.1 6.1 5.2 6.0 -3.8 -2.1 3.4 1.5 -1.6 -20.0 -1.2 7.1 1.0 4.3 3.8 -0.0 3.8 -8.0 -7.5 4.3 6.8 -9.6 -8.8 -12.6 -20.0 SOYBEAN -2.0 5.4 14.4 17.2 -8.1 7.1 -0.5 -11.7 10.2 9.0 16.8 9.9 14.8 11.7 17.1 -0.0 -2.7 0.7 -0.8 14.3 15.2 3.2 9.2 8.0 -6.5 12.9 2.7 16.5 1.6 12.4 5.3 9.2 4.5 2.6 2.0 8.7 0.6 -8.9 2.1 -6.0 SOYMEAL 1.0 4.4 7.5 10.6 -5.0 4.3 -0.3 -7.2 6.3 7.0 0.6 7.0 -4.4 4.9 6.3 13.6 -9.0 2.3 -4.2 4.2 2.5 6.8 -1.1 5.8 -11.9 5.7 3.0 6.2 5.9 3.5 5.6 -0.0 18.5 1.3 -2.8 -3.0 -9.4 -14.1 -15.7 -12.8 SOYOIL -10.1 4.6 20.0 13.1 -6.2 5.4 -0.4 -8.9 7.7 -2.2 14.1 1.2 13.3 10.7 14.5 16.9 -2.6 5.3 0.0 20.0 20.0 2.6 18.0 11.3 -14.9 18.4 2.0 20.0 0.6 15.1 7.1 9.5 -8.9 5.6 20.0 20.0 -2.1 -20.0 -2.6 -20.0 SP400 20.0 -15.1 -2.9 4.7 18.7 3.2 19.5 5.2 12.6 11.7 6.5 12.9 10.2 7.5 4.1 -4.7 -6.1 -5.5 -5.8 5.5 4.6 20.0 6.0 13.3 3.5 2.8 14.9 2.1 14.2 3.1 8.9 -1.1 -6.2 -5.0 -7.7 -0.0 -2.1 -20.0 -5.7 -20.0 SP500_micro 20.0 -11.7 -20.0 4.5 18.1 3.1 18.8 5.0 12.2 11.4 2.8 12.3 10.7 8.4 3.1 -6.6 -8.9 -7.5 -8.1 2.8 0.1 20.0 5.0 16.1 -11.4 -1.5 19.0 -3.2 17.6 1.0 8.4 -5.5 8.8 -6.5 -7.7 -15.4 8.4 -20.0 7.6 -20.0 SUGAR11 -20.0 15.6 13.1 8.9 -4.2 3.6 -0.2 -6.0 5.3 -9.4 -5.1 -10.1 -8.8 -6.7 -2.7 -6.0 9.1 1.6 6.2 -2.8 -2.2 -16.3 -6.2 -10.4 -16.2 -0.7 -13.0 0.5 -14.8 -3.4 -9.0 20.0 -20.0 -18.6 -2.3 -3.0 -4.3 -19.7 -3.4 -13.1 US10 4.2 -12.4 -8.0 -2.6 9.3 -3.1 6.8 -2.6 1.5 7.7 -4.3 7.8 4.3 -4.8 -5.6 2.8 1.7 2.8 2.6 -4.1 -3.2 3.7 -0.7 -0.9 -6.6 -2.9 6.3 -1.7 4.2 1.1 -0.0 -3.1 -4.2 -2.6 -0.6 -0.5 -2.7 -20.0 -7.7 -20.0 US10U 3.2 -12.3 -6.7 -4.0 14.1 -4.7 10.3 -3.9 2.2 9.8 -5.3 11.4 6.2 -7.0 -8.1 3.4 1.4 3.2 2.6 -5.7 -4.0 3.7 -0.6 -2.0 -11.4 -4.7 7.2 -1.6 4.4 3.0 -1.4 -3.5 -11.2 -5.7 -1.4 1.1 -2.6 -3.3 -12.7 -20.0 US2 7.4 -16.7 -11.4 -2.5 9.0 -3.0 6.6 -2.5 1.4 8.7 -6.6 8.4 -3.8 -4.1 -5.4 -3.5 -11.1 -6.1 -8.1 -8.5 -8.1 3.9 -4.9 -3.0 7.0 -7.2 7.1 -7.0 4.4 -3.6 -1.8 -20.0 -2.1 -1.1 -9.7 -8.9 -0.7 -20.0 -1.4 -18.1 US20 3.6 -12.9 -3.3 -2.7 9.5 -3.1 7.0 -2.6 1.5 3.3 -3.4 7.2 1.4 -4.9 -5.4 4.3 4.1 4.6 4.6 -3.5 -2.3 1.5 -0.9 -1.4 -6.6 -4.1 2.9 -1.6 1.3 1.2 -2.3 0.7 -11.3 -4.4 -3.7 2.0 1.8 14.7 -1.4 -8.7 US30 1.0 -9.2 -0.9 -3.9 13.8 -4.6 10.1 -3.8 2.2 0.6 -8.6 6.8 -4.8 -9.2 -9.3 2.0 0.2 2.0 1.5 -5.1 -3.9 -0.8 -3.4 -3.5 -4.9 -6.7 1.0 -3.1 -1.4 -0.2 -5.3 -5.4 -20.0 -9.5 -2.0 2.9 -0.2 11.7 -3.4 -7.4 US5 5.1 -14.0 -9.3 -2.7 9.6 -3.2 7.0 -2.7 1.5 8.4 -4.9 8.4 3.7 -4.5 -5.5 0.6 -1.2 0.4 -0.0 -5.5 -4.7 4.1 -1.7 -1.5 -5.0 -4.0 7.0 -3.0 4.7 0.1 -0.3 -7.8 -2.9 -2.0 -3.0 -2.2 -1.4 -20.0 -4.6 -20.0 VIX -13.4 15.1 17.2 6.1 -6.2 5.7 -7.2 2.0 -1.0 -11.2 2.2 -12.2 -5.4 -0.2 2.8 -6.4 -20.0 -9.0 -17.9 3.5 4.1 -9.8 0.8 -4.2 NaN 6.3 -5.7 6.1 -7.0 2.2 -1.2 NaN NaN NaN NaN NaN -7.9 -20.0 NaN NaN WHEAT -9.5 9.2 20.0 12.6 -6.0 5.2 -0.3 -8.6 7.5 5.6 7.3 -2.9 -6.4 2.8 8.6 -13.0 -17.2 -14.5 -15.8 6.3 6.6 -0.9 -0.0 0.5 7.6 9.9 2.1 11.7 -0.1 5.4 2.2 -16.0 -0.1 -6.4 6.4 12.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3