******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260420_203956 produced at 2026-04-20 21:37:31.728929 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.23 0.0 0.00 0.00 0.00 0.00 -11.81 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.46 0.0 0.00 0.00 0.00 0.00 -13.00 16.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.11 -0.19 0.0 0.23 -0.23 -0.11 -0.14 -10.34 13.0 -6 -8 caleb_strategy_v3 US2 False True 0.09 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -1.96 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.07 0.0 0.91 -0.91 -0.14 -0.14 -1.07 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 -20.22 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.06 0.0 1.17 -1.17 -0.23 -0.19 -1.29 25.0 -5 -4 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.05 0.0 0.58 -0.58 -0.03 -0.03 -1.47 17.0 -1 -1 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.05 0.0 999.00 -999.00 -0.02 -0.02 -5.10 999999999.0 -2 -2 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.82 -0.82 0.00 0.00 -0.75 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.03 0.0 0.71 -0.71 -0.09 -0.09 -2.37 66.0 -8 -8 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.03 0.0 0.64 -0.64 -0.05 -0.05 -0.66 13.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -3.35 4.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.25 3.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.17 -1.17 0.00 -0.08 -0.77 56.0 0 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -2.93 18.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.14 9.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.01 0.0 0.38 -0.38 -0.01 -0.01 -0.45 26.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.65 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 -0.26 6.0 -3 -3 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.77 26.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.01 0.0 0.74 -0.74 0.00 0.00 -0.91 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.01 0.0 0.53 -0.53 -0.07 -0.09 -0.55 23.0 -3 -4 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.33 -0.33 0.00 0.00 -0.43 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 -0.15 14.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.44 12.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.02 6.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.10 0.00 0.0 0.92 -0.92 -0.10 -0.03 0.05 29.0 -3 -1 caleb_strategy_v3 DAX False False 0.01 -0.02 0.00 0.0 0.72 -0.72 -0.02 -0.01 0.26 58.0 -2 -1 caleb_strategy_v3 DX False False 0.04 0.00 0.00 0.0 999.00 -999.00 0.00 0.04 0.07 999999999.0 0 1 caleb_strategy_v3 BTP False False 0.06 0.00 0.00 0.0 0.60 -0.60 0.00 0.00 0.01 10.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.00 0.0 0.22 -0.22 -0.11 -0.11 -0.07 4.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.29 9.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.38 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.20 8.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.33 9.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.26 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.16 2.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.16 0.01 0.0 0.32 -0.32 0.16 0.16 0.09 2.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.58 7.0 2 2 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.64 -0.64 0.00 0.00 0.18 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.39 10.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.15 24.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.01 0.0 999.00 -999.00 0.00 0.09 0.06 999999999.0 0 1 caleb_strategy_v3 NIKKEI False False 0.02 0.02 0.02 0.0 0.58 -0.58 0.02 0.02 1.25 36.0 1 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.12 -1.12 0.00 0.00 0.32 19.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.02 0.0 0.80 -0.80 0.04 0.00 0.59 22.0 1 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.02 0.0 0.18 -0.18 0.00 0.00 0.36 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.59 4.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 0.97 11.0 0 0 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.02 0.0 999.00 -999.00 0.05 0.05 0.30 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.23 -0.23 0.00 0.00 3.45 51.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.03 0.0 0.60 -0.60 0.09 0.09 0.84 20.0 3 3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.03 0.0 0.41 -0.41 0.00 0.00 4.13 68.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.54 -0.54 0.03 0.03 1.05 21.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.29 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 0.82 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.06 0.0 0.61 -0.61 0.18 0.24 0.97 10.0 3 4 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.07 0.0 0.62 -0.62 0.16 0.16 0.83 8.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.09 0.0 0.16 -0.16 0.10 0.10 2.87 5.0 3 3 caleb_strategy_v3 COPPER False False 0.07 0.13 0.10 0.0 999.00 -999.00 0.13 0.13 1.56 999999999.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.11 0.0 0.72 -0.72 0.04 0.04 2.54 17.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.03 0.11 0.0 0.59 -0.59 0.03 0.09 3.71 19.0 1 3 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.34 0.0 1.24 -1.24 0.00 0.00 2.78 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.32 0.38 0.0 0.74 -0.74 0.32 0.32 30.56 60.0 26 26 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.9 Shocked risk 24.9 Sum abs risk 39.7 Leverage 4.36 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2316875.4, 'annual_cash_vol_target': 579218.85, 'daily_cash_vol_target': 36201.178125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.7169 0.6148 9.8366 BITCOIN 1545.4088 76930.0000 2.0089 32.1416 BOBL 0.2985 116.0100 0.2573 4.1163 BTP 0.7497 118.1400 0.6346 10.1537 BUND 0.5275 125.9400 0.4188 6.7014 BUXL 0.9918 108.7600 0.9119 14.5904 CAC 90.1918 8245.5000 1.0938 17.5013 CAD 0.0025 0.7348 0.3435 5.4962 CANOLA 8.6457 728.0000 1.1876 19.0016 CHF 0.0058 1.2920 0.4497 7.1956 COCOA 112.9368 3367.0000 3.3542 53.6676 COFFEE 4.9843 287.8500 1.7316 27.7048 COPPER 0.0827 6.1045 1.3550 21.6802 CORN 4.3628 479.2500 0.9103 14.5655 COTTON2 0.8551 80.0400 1.0684 17.0942 CRUDE_W 1.4417 74.6400 1.9315 30.9045 DAX 292.6615 24598.0000 1.1898 19.0364 DOW 401.9898 49604.0000 0.8104 12.9664 DX 0.4304 97.8950 0.4397 7.0350 EUR 0.0051 1.1817 0.4327 6.9227 EURIBOR-ICE 0.0615 97.4250 0.0631 1.0098 EUROSTX 72.7188 5940.0000 1.2242 19.5876 FEEDCOW 2.9032 361.7500 0.8025 12.8406 GASOIL 37.7043 972.7500 3.8760 62.0168 GASOLINE 0.0721 2.9329 2.4587 39.3394 GAS_US_mini 0.1098 2.8250 3.8864 62.1824 GBP 0.0066 1.3537 0.4897 7.8356 GOLD_micro 63.5187 4834.9000 1.3138 21.0201 HEATOIL 0.1036 3.3296 3.1102 49.7628 JGB-SGX-mini 0.2994 130.2900 0.2298 3.6768 JPY 0.0000 0.0063 0.5559 8.8942 LEANHOG 0.9489 104.0000 0.9124 14.5980 LIVECOW 1.7568 246.1500 0.7137 11.4196 LUMBER-new 6.9017 598.5000 1.1532 18.4506 MXP 0.0004 0.0575 0.6662 10.6589 NASDAQ_micro 248.5299 26734.5000 0.9296 14.8740 NIKKEI 861.0761 59235.0000 1.4537 23.2586 NZD 0.0040 0.5904 0.6818 10.9094 OAT 0.6219 120.0100 0.5182 8.2907 OATIES 6.1524 337.0000 1.8257 29.2104 OJ 6.4188 178.4500 3.5970 57.5513 PALLAD 41.3948 1572.5000 2.6324 42.1188 PLAT 48.4188 2093.1000 2.3133 37.0121 REDWHEAT 10.7025 657.2500 1.6284 26.0541 RICE 0.1413 11.3350 1.2470 19.9516 ROBUSTA 62.0000 3372.0000 1.8387 29.4187 RUSSELL 29.4531 2807.2000 1.0492 16.7872 SHATZ 0.1235 106.1000 0.1164 1.8619 SILVER-mini 2.3267 80.5750 2.8876 46.2011 SMI 118.9151 13233.0000 0.8986 14.3780 SOFR 0.0532 96.5600 0.0550 0.8807 SOYBEAN 8.7247 1156.5000 0.7544 12.0705 SOYMEAL 4.3023 316.5000 1.3593 21.7496 SOYOIL 0.9325 67.7500 1.3764 22.0219 SP400 34.2515 3685.2000 0.9294 14.8709 SP500_micro 55.6158 7143.5000 0.7786 12.4568 SUGAR11 0.2586 13.6300 1.8970 30.3523 US10 0.3595 111.6719 0.3219 5.1508 US10U 0.4618 114.1250 0.4046 6.4738 US2 0.0946 103.8828 0.0911 1.4573 US20 0.6965 114.6562 0.6074 9.7188 US30 0.9090 117.0000 0.7769 12.4309 US5 0.2364 108.5938 0.2177 3.4828 VIX 0.7045 21.9500 3.2095 51.3522 WHEAT 9.0142 636.5000 1.4162 22.6595 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 716.90 0.61 440.74 1.00 440.74 36201.18 82.14 17.38 142.73 BITCOIN 76.93 2.01 154.54 1.00 154.54 36201.18 234.25 -7.96 -186.47 BOBL 1160.10 0.26 298.46 1.18 351.62 36201.18 102.96 3.09 31.77 BTP 1181.40 0.63 749.72 1.18 883.26 36201.18 40.99 0.08 0.34 BUND 1259.40 0.42 527.48 1.18 621.43 36201.18 58.25 3.00 17.46 BUXL 1087.60 0.91 991.78 1.18 1168.44 36201.18 30.98 -2.07 -6.41 CAC 824.55 1.09 901.92 1.18 1062.56 36201.18 34.07 11.07 37.73 CAD 734.80 0.34 252.41 1.00 252.41 36201.18 143.42 0.14 1.94 CANOLA 145.60 1.19 172.91 0.73 126.39 36201.18 286.43 4.94 141.52 CHF 1615.06 0.45 726.33 1.00 726.33 36201.18 49.84 -8.24 -41.08 COCOA 336.70 3.35 1129.37 1.00 1129.37 36201.18 32.05 -5.75 -18.44 COFFEE 1079.44 1.73 1869.10 1.00 1869.10 36201.18 19.37 -0.59 -1.14 COPPER 1526.12 1.36 2067.92 1.00 2067.92 36201.18 17.51 8.24 14.42 CORN 239.62 0.91 218.14 1.00 218.14 36201.18 165.95 1.09 18.17 COTTON2 400.20 1.07 427.57 1.00 427.57 36201.18 84.67 4.72 39.97 CRUDE_W 746.40 1.93 1441.69 1.00 1441.69 36201.18 25.11 10.54 26.45 DAX 245.98 1.19 292.66 1.18 344.79 36201.18 105.00 0.73 7.62 DOW 248.02 0.81 200.99 1.00 200.99 36201.18 180.11 -5.64 -101.67 DX 978.95 0.44 430.43 1.00 430.43 36201.18 84.10 0.30 2.55 EUR 1477.12 0.43 639.11 1.00 639.11 36201.18 56.64 -0.99 -5.63 EURIBOR-ICE 2435.62 0.06 153.71 1.18 181.09 36201.18 199.90 4.08 81.53 EUROSTX 594.00 1.22 727.19 1.18 856.71 36201.18 42.26 5.79 24.45 FEEDCOW 1808.75 0.80 1451.59 1.00 1451.59 36201.18 24.94 10.08 25.15 GASOIL 972.75 3.88 3770.43 1.00 3770.43 36201.18 9.60 14.15 13.58 GASOLINE 1231.82 2.46 3028.69 1.00 3028.69 36201.18 11.95 5.84 6.98 GAS_US_mini 70.62 3.89 274.48 1.00 274.48 36201.18 131.89 -1.94 -25.57 GBP 846.06 0.49 414.34 1.00 414.34 36201.18 87.37 2.62 22.86 GOLD_micro 483.49 1.31 635.19 1.00 635.19 36201.18 56.99 -3.94 -22.44 HEATOIL 1398.43 3.11 4349.37 1.00 4349.37 36201.18 8.32 9.98 8.31 JGB-SGX-mini 130290.00 0.23 29940.58 0.01 187.72 36201.18 192.84 -6.22 -119.88 JPY 790.38 0.56 439.36 1.00 439.36 36201.18 82.40 -6.87 -56.60 LEANHOG 416.00 0.91 379.55 1.00 379.55 36201.18 95.38 -17.81 -169.86 LIVECOW 984.60 0.71 702.73 1.00 702.73 36201.18 51.51 14.86 76.54 LUMBER-new 164.59 1.15 189.80 1.00 189.80 36201.18 190.74 -9.14 -174.34 MXP 287.45 0.67 191.49 1.00 191.49 36201.18 189.05 11.00 207.94 NASDAQ_micro 534.69 0.93 497.06 1.00 497.06 36201.18 72.83 -3.27 -23.82 NIKKEI 59235.00 1.45 86107.61 0.01 539.88 36201.18 67.05 1.71 11.50 NZD 590.35 0.68 402.52 1.00 402.52 36201.18 89.94 4.51 40.58 OAT 1200.10 0.52 621.86 1.18 732.62 36201.18 49.41 5.76 28.47 OATIES 168.50 1.83 307.62 1.00 307.62 36201.18 117.68 -1.31 -15.44 OJ 267.68 3.60 962.82 1.00 962.82 36201.18 37.60 -7.14 -26.86 PALLAD 1572.50 2.63 4139.48 1.00 4139.48 36201.18 8.75 5.34 4.67 PLAT 1046.55 2.31 2420.94 1.00 2420.94 36201.18 14.95 5.10 7.63 REDWHEAT 328.62 1.63 535.13 1.00 535.13 36201.18 67.65 2.22 15.01 RICE 226.70 1.25 282.69 1.00 282.69 36201.18 128.06 -10.73 -137.44 ROBUSTA 337.20 1.84 620.00 1.00 620.00 36201.18 58.39 -5.55 -32.40 RUSSELL 140.36 1.05 147.27 1.00 147.27 36201.18 245.82 5.06 124.39 SHATZ 1061.00 0.12 123.47 1.18 145.46 36201.18 248.87 0.60 14.81 SILVER-mini 2014.38 2.89 5816.65 1.00 5816.65 36201.18 6.22 2.80 1.74 SMI 1323.30 0.90 1189.15 1.28 1518.08 36201.18 23.85 10.02 23.89 SOFR 2414.00 0.06 132.88 1.00 132.88 36201.18 272.44 -7.12 -194.09 SOYBEAN 578.25 0.75 436.23 1.00 436.23 36201.18 82.99 7.53 62.51 SOYMEAL 316.50 1.36 430.23 1.00 430.23 36201.18 84.14 -4.22 -35.53 SOYOIL 406.50 1.38 559.49 1.00 559.49 36201.18 64.70 6.46 41.77 SP400 3685.20 0.93 3425.15 1.00 3425.15 36201.18 10.57 2.64 2.79 SP500_micro 357.18 0.78 278.08 1.00 278.08 36201.18 130.18 -3.01 -39.15 SUGAR11 152.66 1.90 289.59 1.00 289.59 36201.18 125.01 -9.63 -120.38 US10 1116.72 0.32 359.50 1.00 359.50 36201.18 100.70 -5.87 -59.13 US10U 1141.25 0.40 461.77 1.00 461.77 36201.18 78.40 -6.62 -51.90 US2 2077.66 0.09 189.23 1.00 189.23 36201.18 191.30 -8.06 -154.20 US20 1146.56 0.61 696.45 1.00 696.45 36201.18 51.98 -2.18 -11.32 US30 1170.00 0.78 909.01 1.00 909.01 36201.18 39.82 -5.15 -20.51 US5 1085.94 0.22 236.38 1.00 236.38 36201.18 153.15 -6.62 -101.41 VIX 219.50 3.21 704.49 1.00 704.49 36201.18 51.39 -4.02 -20.64 WHEAT 318.25 1.42 450.71 1.00 450.71 36201.18 80.32 -2.75 -22.11 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 142.735 0.010 2.5 3.709 BITCOIN -186.466 0.043 2.5 -20.220 BOBL 31.774 0.004 2.5 0.323 BTP 0.343 0.014 2.5 0.012 BUND 17.463 0.004 2.5 0.177 BUXL -6.411 0.004 2.5 -0.065 CAC 37.730 0.014 2.5 1.289 CAD 1.939 0.010 2.5 0.050 CANOLA 141.519 0.010 2.5 3.448 CHF -41.077 0.010 2.5 -1.067 COCOA -18.441 0.010 2.5 -0.449 COFFEE -1.142 0.005 2.5 -0.015 COPPER 14.421 0.043 2.5 1.564 CORN 18.170 0.010 2.5 0.443 COTTON2 39.968 0.010 2.5 0.974 CRUDE_W 26.454 0.043 2.5 2.869 DAX 7.618 0.014 2.5 0.260 DOW -101.666 0.009 2.5 -2.366 DX 2.546 0.010 2.5 0.066 EUR -5.634 0.010 2.5 -0.146 EURIBOR-ICE 81.533 0.014 2.5 2.785 EUROSTX 24.449 0.014 2.5 0.835 FEEDCOW 25.149 0.013 2.5 0.835 GASOIL 13.584 0.017 2.5 0.590 GASOLINE 6.980 0.017 2.5 0.303 GAS_US_mini -25.575 0.043 2.5 -2.773 GBP 22.857 0.010 2.5 0.594 GOLD_micro -22.440 0.014 2.5 -0.766 HEATOIL 8.307 0.017 2.5 0.361 JGB-SGX-mini -119.877 0.043 2.5 -12.999 JPY -56.597 0.010 2.5 -1.471 LEANHOG -169.856 0.024 2.5 -10.337 LIVECOW 76.540 0.013 2.5 2.540 LUMBER-new -174.338 0.010 2.5 -4.247 MXP 207.944 0.059 2.5 30.564 NASDAQ_micro -23.815 0.009 2.5 -0.554 NIKKEI 11.497 0.043 2.5 1.247 NZD 40.584 0.010 2.5 1.054 OAT 28.474 0.014 2.5 0.973 OATIES -15.443 0.010 2.5 -0.376 OJ -26.855 0.010 2.5 -0.654 PALLAD 4.673 0.014 2.5 0.160 PLAT 7.631 0.014 2.5 0.261 REDWHEAT 15.010 0.005 2.5 0.199 RICE -137.442 0.010 2.5 -3.348 ROBUSTA -32.398 0.005 2.5 -0.430 RUSSELL 124.388 0.013 2.5 4.128 SHATZ 14.812 0.004 2.5 0.150 SILVER-mini 1.742 0.014 2.5 0.060 SMI 23.890 0.014 2.5 0.816 SOFR -194.094 0.024 2.5 -11.813 SOYBEAN 62.513 0.004 2.5 0.582 SOYMEAL -35.527 0.004 2.5 -0.331 SOYOIL 41.772 0.004 2.5 0.389 SP400 2.787 0.013 2.5 0.092 SP500_micro -39.145 0.009 2.5 -0.911 SUGAR11 -120.385 0.010 2.5 -2.933 US10 -59.135 0.005 2.5 -0.750 US10U -51.901 0.005 2.5 -0.659 US2 -154.195 0.005 2.5 -1.957 US20 -11.324 0.005 2.5 -0.144 US30 -20.511 0.005 2.5 -0.260 US5 -101.413 0.005 2.5 -1.287 VIX -20.644 0.099 2.5 -5.103 WHEAT -22.115 0.005 2.5 -0.294 ===================== Position diags ===================== AUD 2.13 BITCOIN 25.40 BOBL 1.05 BTP 1.40 BUND 0.59 BUXL 0.31 CAC 1.16 CAD 3.73 CANOLA 6.98 CHF 1.29 COCOA 0.78 COFFEE 0.26 COPPER 1.90 CORN 4.04 COTTON2 2.06 CRUDE_W 2.72 DAX 3.59 DOW 4.19 DX 2.19 EUR 1.47 EURIBOR-ICE 6.83 EUROSTX 1.44 FEEDCOW 0.83 GASOIL 0.42 GASOLINE 0.52 GAS_US_mini 14.30 GBP 2.27 GOLD_micro 1.95 HEATOIL 0.36 JGB-SGX-mini 20.91 JPY 2.14 LEANHOG 5.80 LIVECOW 1.71 LUMBER-new 4.65 MXP 27.79 NASDAQ_micro 1.69 NIKKEI 7.27 NZD 2.34 OAT 1.69 OATIES 2.87 OJ 0.92 PALLAD 0.30 PLAT 0.51 REDWHEAT 0.90 RICE 3.12 ROBUSTA 0.78 RUSSELL 8.16 SHATZ 2.53 SILVER-mini 0.21 SMI 0.81 SOFR 16.58 SOYBEAN 0.77 SOYMEAL 0.78 SOYOIL 0.60 SP400 0.35 SP500_micro 3.03 SUGAR11 3.05 US10 1.28 US10U 0.99 US2 2.43 US20 0.66 US30 0.51 US5 1.94 VIX 12.70 WHEAT 1.07 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.7 3.5 3.9 1.0 1 BITCOIN -20.2 -22.8 -17.7 0.0 0 BOBL 0.3 0.2 0.4 0.0 0 BTP 0.0 -0.1 0.2 0.0 0 BUND 0.2 0.1 0.2 0.0 0 BUXL -0.1 -0.1 -0.0 -2.0 -2 CAC 1.3 1.2 1.4 0.0 0 CAD 0.1 -0.3 0.4 -3.0 -3 CANOLA 3.4 2.7 4.1 0.0 0 CHF -1.1 -1.2 -0.9 -2.0 -2 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE -0.0 -0.0 0.0 0.0 0 COPPER 1.6 1.4 1.8 2.0 2 CORN 0.4 0.0 0.8 0.0 0 COTTON2 1.0 0.8 1.2 0.0 0 CRUDE_W 2.9 2.6 3.1 3.0 3 DAX 0.3 -0.1 0.6 -2.0 -2 DOW -2.4 -2.8 -1.9 -8.0 -8 DX 0.1 -0.2 0.3 0.0 0 EUR -0.1 -0.3 0.0 0.0 0 EURIBOR-ICE 2.8 2.1 3.5 0.0 0 EUROSTX 0.8 0.7 1.0 3.0 3 FEEDCOW 0.8 0.8 0.9 2.0 2 GASOIL 0.6 0.5 0.6 0.0 0 GASOLINE 0.3 0.3 0.4 1.0 1 GAS_US_mini -2.8 -4.2 -1.3 0.0 0 GBP 0.6 0.4 0.8 1.0 1 GOLD_micro -0.8 -1.0 -0.6 0.0 0 HEATOIL 0.4 0.3 0.4 0.0 0 JGB-SGX-mini -13.0 -15.1 -10.9 0.0 0 JPY -1.5 -1.7 -1.3 -1.0 -1 LEANHOG -10.3 -10.9 -9.8 -6.0 -6 LIVECOW 2.5 2.4 2.7 1.0 1 LUMBER-new -4.2 -4.7 -3.8 0.0 0 MXP 30.6 27.8 33.3 26.0 26 NASDAQ_micro -0.6 -0.7 -0.4 -3.0 -3 NIKKEI 1.2 0.5 2.0 1.0 1 NZD 1.1 0.8 1.3 1.0 1 OAT 1.0 0.8 1.1 3.0 3 OATIES -0.4 -0.7 -0.1 NaN 0 OJ -0.7 -0.7 -0.6 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.3 0.2 0.3 0.0 0 REDWHEAT 0.2 0.1 0.3 0.0 0 RICE -3.3 -3.7 -3.0 0.0 0 ROBUSTA -0.4 -0.5 -0.4 0.0 0 RUSSELL 4.1 3.3 4.9 0.0 0 SHATZ 0.2 -0.1 0.4 NaN 0 SILVER-mini 0.1 0.0 0.1 0.0 0 SMI 0.8 0.7 0.9 0.0 0 SOFR -11.8 -13.5 -10.2 NaN 0 SOYBEAN 0.6 0.5 0.7 2.0 2 SOYMEAL -0.3 -0.4 -0.3 0.0 0 SOYOIL 0.4 0.3 0.4 0.0 0 SP400 0.1 0.1 0.1 1.0 1 SP500_micro -0.9 -1.2 -0.6 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 -0.1 -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 -5.1 -6.4 -3.8 -2.0 -2 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 0.3 -0.2 0.4 0.0 0.1 0.1 0.2 0.1 0.1 0.1 0.3 0.2 0.5 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 0.6 -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 -0.6 0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.2 -0.5 0.1 -2.0 -0.0 0.2 -0.4 0.2 -0.5 0.1 -0.0 0.4 -0.4 0.6 -0.2 -0.4 -0.0 -0.7 -0.6 BOBL 0.3 -0.5 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.1 -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 -0.2 0.1 0.1 -0.2 0.0 0.2 0.6 0.3 0.7 BTP 0.4 -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 -0.0 -0.0 0.0 -0.0 -0.0 -2.4 -0.0 0.1 -0.1 0.1 0.0 0.0 0.6 0.1 0.1 -0.2 0.0 0.1 0.6 0.3 0.7 BUND 0.1 -0.4 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.0 0.2 0.1 0.2 -0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.4 -0.0 0.0 -0.1 0.1 0.2 0.6 0.3 0.7 BUXL -0.1 -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 -0.3 -0.0 -0.0 -0.5 -0.2 0.2 0.2 -0.2 0.3 -0.1 0.1 CAC 0.6 -0.4 -0.3 0.1 0.1 0.1 0.2 0.2 0.1 0.1 0.0 0.1 0.3 0.1 0.0 0.3 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 0.1 0.7 -0.1 -0.0 0.3 0.2 0.1 0.7 -0.0 0.7 CAD 0.0 -0.3 0.1 0.0 0.2 0.1 0.2 0.2 0.1 0.2 -0.1 0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.2 -0.0 0.0 2.7 -0.0 0.2 0.0 0.2 0.1 0.1 -0.4 0.2 -0.4 -0.1 -0.3 -0.7 -0.7 -0.7 -0.7 CANOLA -0.5 0.1 0.6 0.1 -0.0 0.1 -0.0 -0.2 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 0.2 -0.0 0.2 0.0 -0.9 -0.1 -0.3 0.2 0.6 0.3 0.7 0.3 0.7 CHF 0.2 -0.4 -0.1 0.0 0.1 0.1 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 0.1 -0.1 -0.2 -0.1 -0.6 -0.7 -0.4 -0.7 COCOA 0.6 0.6 -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 -0.2 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 0.4 0.1 0.0 -0.2 -0.6 0.4 0.1 0.5 0.2 COFFEE 0.0 0.4 -0.6 0.2 -0.0 0.2 -0.0 -0.4 0.1 -0.0 -0.3 -0.1 0.0 -0.0 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 0.2 -0.0 1.1 -0.1 -0.4 -0.2 -0.6 0.6 0.7 0.7 0.7 COPPER 0.6 -0.2 0.0 0.0 0.0 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 0.1 0.1 0.1 0.1 0.3 0.1 -0.2 0.3 0.4 0.1 0.1 0.2 0.7 -0.0 0.4 CORN -0.5 0.3 0.4 0.2 -0.0 0.2 -0.0 -0.4 0.1 0.1 0.3 -0.1 -0.1 -0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.0 0.0 -0.0 1.6 0.1 0.1 0.4 -0.0 0.2 -0.0 -1.1 -0.0 -0.6 0.1 0.1 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 0.3 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 -0.6 0.2 0.2 0.5 0.2 -0.0 0.2 -1.1 0.5 0.6 0.6 0.5 -0.4 -0.4 -0.4 -0.3 CRUDE_W -0.6 0.5 0.6 0.2 -0.0 0.5 0.0 0.5 0.1 -0.0 0.2 0.0 0.1 0.1 0.1 0.3 0.2 0.3 0.2 0.2 0.1 0.0 0.2 0.1 0.7 0.2 -0.0 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 -0.4 -0.6 0.0 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 0.0 0.1 -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 -0.5 -0.6 0.1 0.1 0.1 0.2 0.2 0.1 0.1 0.0 0.1 0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 0.1 0.1 -0.8 -0.0 0.1 -0.0 0.1 0.1 0.1 -0.1 -0.0 -0.2 -0.4 -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 0.0 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 -0.2 -0.3 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 0.1 0.2 0.1 -0.3 -0.0 0.3 -0.1 -0.2 -0.6 -0.7 -0.3 -0.7 EURIBOR-ICE 0.4 -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 -0.0 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 -0.4 -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 0.1 0.1 0.1 0.1 0.7 -0.1 -0.1 -0.3 -0.0 0.1 0.7 0.1 0.7 FEEDCOW 0.6 -0.0 0.2 0.2 -0.0 0.2 -0.0 -0.4 0.1 -0.1 0.4 0.1 0.6 0.1 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 -0.2 0.2 -0.0 0.5 0.1 1.1 -0.3 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 -0.1 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 0.4 0.1 1.1 -0.1 0.1 0.5 0.4 -0.1 0.4 -0.3 -0.0 GASOLINE -0.3 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 -1.1 0.2 0.0 0.4 0.0 0.3 0.1 -1.1 0.1 0.0 0.2 0.1 0.2 0.7 -0.1 0.3 GAS_US_mini -0.3 -0.3 -0.1 0.2 -0.0 0.5 0.0 0.5 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 -0.0 -0.3 -0.1 -1.0 0.1 -0.3 -0.6 -0.6 0.5 0.0 0.4 -0.1 GBP 0.3 -0.2 -0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.1 -0.0 0.2 0.4 0.1 -0.0 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 0.0 0.1 0.0 -0.6 -0.2 -0.3 -0.3 GOLD_micro 0.2 -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 0.6 0.0 -0.2 -0.0 -0.0 -0.2 0.4 0.7 0.3 -0.2 -0.7 HEATOIL -0.4 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 0.2 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 -0.2 -0.1 0.3 -0.0 0.1 -0.1 0.1 -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 0.4 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 0.3 -0.2 -0.4 -0.2 -0.3 0.0 -0.7 -0.0 -0.7 JPY 0.1 -0.2 0.1 0.0 0.1 0.1 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 -0.5 -0.0 2.7 -0.1 0.0 -0.3 0.0 -0.6 -0.0 -0.5 -0.5 -0.3 -0.3 -0.4 -0.2 -0.4 0.0 -0.5 LEANHOG -0.4 -0.6 0.0 0.2 -0.1 0.3 -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 -0.0 0.2 -0.0 -0.4 0.1 -0.1 0.5 0.1 0.6 0.2 0.2 0.2 0.1 0.2 0.1 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 -0.1 0.3 0.1 0.4 0.2 1.1 0.1 0.6 0.0 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.2 0.2 0.1 0.2 -0.0 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 -0.3 -0.7 -0.6 0.3 0.8 0.3 0.8 MXP 0.5 -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 0.1 0.5 0.2 -2.7 0.1 0.0 0.4 0.1 0.7 0.1 1.1 -0.1 0.3 -0.0 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 -0.0 -0.6 0.1 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 0.1 0.0 0.2 0.1 0.2 -2.4 0.0 0.2 -0.0 0.2 0.1 0.1 -0.2 0.3 -0.2 0.1 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 0.6 -0.4 -0.4 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 -0.0 -0.1 -0.0 0.2 -0.6 -0.1 -0.6 -0.1 NZD 0.2 -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 1.4 -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 0.3 -0.5 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 0.6 OATIES -0.2 0.5 0.6 0.1 -0.0 0.1 -0.0 -0.2 0.1 -0.1 0.1 -0.1 -0.1 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.0 -0.0 -0.0 0.0 0.0 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.3 -0.2 -0.3 0.2 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 -0.1 -0.0 -0.0 -0.1 -0.0 0.7 -0.2 0.1 -0.3 -0.1 -0.3 -0.3 -0.4 -0.3 PALLAD 0.4 -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 1.8 -0.0 0.0 -0.0 0.0 0.2 0.0 0.1 -0.0 -0.0 -0.2 -0.4 0.7 0.3 0.4 -0.1 PLAT 0.3 -0.3 0.0 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 -0.0 -0.1 -0.0 0.0 0.0 0.2 0.0 -0.2 0.0 0.0 0.1 0.0 0.4 0.0 0.2 -0.0 -0.0 -0.0 -0.1 0.7 0.5 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 0.1 0.1 0.9 0.2 0.1 0.4 0.1 0.2 0.1 -0.7 0.5 0.3 0.4 0.5 -0.6 -0.7 -0.7 -0.7 RICE -0.2 0.2 0.5 0.1 -0.0 0.1 -0.0 -0.3 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 -0.1 -0.2 0.1 -0.7 -0.5 -0.7 -0.5 ROBUSTA -0.2 -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 0.3 -0.2 -0.5 -0.6 0.2 0.0 0.2 0.3 RUSSELL 0.6 -0.3 -0.4 0.1 0.2 0.1 0.2 0.2 0.2 0.1 0.2 0.2 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.2 0.2 0.8 0.1 0.2 0.1 0.2 0.2 0.2 0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.7 -0.2 -0.7 SHATZ 0.6 -0.5 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.1 -0.2 -0.0 -0.0 -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 0.2 0.2 -0.4 -0.2 0.2 0.5 0.3 0.7 SILVER-mini 0.2 -0.3 -0.2 0.0 0.0 0.1 0.0 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 -0.0 -0.0 0.1 0.5 0.4 0.3 0.1 SMI 0.6 -0.5 -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 0.7 0.1 0.1 0.2 0.1 0.3 0.1 1.1 -0.2 0.0 -0.2 0.1 0.1 0.7 0.1 0.7 SOFR 0.1 -0.3 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.1 0.4 -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 0.1 0.1 0.0 0.2 -0.3 -0.3 0.1 0.2 -0.3 -0.3 -0.4 -0.7 SOYBEAN -0.0 0.2 0.5 0.2 -0.0 0.2 -0.0 -0.4 0.1 0.1 0.5 0.2 0.5 0.1 0.2 -0.0 -0.1 0.0 -0.0 0.2 0.2 0.0 0.3 0.1 -0.9 0.1 0.0 0.5 0.0 0.5 0.1 0.5 0.1 0.1 0.0 0.3 0.0 -0.3 0.1 -0.2 SOYMEAL 0.1 0.1 0.3 0.1 -0.0 0.1 -0.0 -0.3 0.1 0.0 0.0 0.0 -0.2 0.0 0.1 0.3 -0.2 0.1 -0.1 0.0 0.0 0.0 -0.0 0.0 -1.6 0.1 -0.0 0.2 0.0 0.1 0.0 -0.0 0.3 -0.0 -0.1 -0.1 -0.3 -0.5 -0.5 -0.4 SOYOIL -0.3 0.2 0.6 0.1 -0.0 0.2 -0.0 -0.3 0.1 0.1 0.4 0.0 0.5 0.1 0.2 0.4 -0.0 0.1 0.0 0.2 0.2 0.1 0.5 0.1 -2.0 0.2 0.1 0.5 0.0 0.6 0.1 0.5 -0.1 0.3 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 0.6 -0.4 -0.1 0.1 0.2 0.1 0.2 0.2 0.2 0.1 0.2 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.0 0.2 0.1 0.2 0.1 0.1 -0.1 -0.0 -0.2 -0.2 0.0 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.6 -0.3 -0.6 0.1 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 0.2 -1.5 -0.0 0.1 -0.1 0.2 0.0 0.1 -0.3 0.3 -0.2 -0.2 -0.5 0.3 -0.7 0.2 -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 -2.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 1.1 -0.5 -0.6 -0.1 -0.1 -0.2 -0.7 -0.1 -0.4 US10 0.2 -0.4 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.1 0.2 -0.0 -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 0.1 0.0 0.0 -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 -0.7 -0.2 -0.7 US10U 0.2 -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 -0.0 0.1 -0.0 0.1 0.1 -0.0 -0.2 -0.3 -0.2 -0.1 0.0 -0.1 -0.1 -0.4 -0.7 US2 0.3 -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 1.0 -0.1 0.1 -0.2 0.1 -0.1 -0.0 -1.1 -0.1 -0.0 -0.3 -0.3 -0.0 -0.7 -0.0 -0.6 US20 0.2 -0.4 -0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.1 0.1 -0.0 -0.1 0.1 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 0.1 -0.3 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.1 -0.2 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.7 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.3 -0.5 -0.3 -0.1 0.1 -0.0 0.4 -0.1 -0.2 US5 0.2 -0.4 -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 -0.1 -0.7 VIX -0.8 0.7 0.9 0.1 -0.0 0.3 -0.1 0.1 -0.0 -0.1 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 -0.0 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 -0.0 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 -0.9 0.1 -0.1 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 7.9 -6.8 12.0 1.7 12.3 2.2 15.4 3.9 7.9 13.5 12.1 14.3 12.7 10.5 11.2 1.7 0.2 1.4 0.9 10.0 12.4 17.3 11.9 12.5 10.6 11.8 13.5 15.1 16.8 13.8 13.0 6.8 8.0 3.5 8.8 17.6 -3.6 20.0 7.5 20.0 BITCOIN 20.0 -6.1 -20.0 2.9 8.5 10.5 14.4 20.0 8.8 17.1 -20.0 19.8 -15.8 15.4 -14.3 -3.6 -5.4 -3.7 -4.2 -13.5 -20.0 20.0 -20.0 13.7 -15.0 -1.6 20.0 -14.0 19.4 -13.8 10.3 -0.4 17.6 -11.7 17.4 -5.5 -11.1 -1.3 -20.0 -19.1 BOBL 9.9 -15.0 -0.0 -1.6 6.8 -2.2 5.8 -2.0 1.8 6.4 -5.7 5.0 -4.4 -4.7 -5.4 19.4 0.8 7.3 2.3 -5.2 -4.8 3.5 -3.4 -1.8 1.5 -2.9 6.6 -4.3 6.2 -3.8 1.9 -4.5 4.2 3.2 -4.7 0.0 6.2 18.2 10.2 20.0 BTP 11.7 -17.4 -12.3 -2.0 8.5 -2.8 7.2 -2.5 2.2 7.6 -2.8 7.7 3.8 -3.0 -4.3 4.1 10.1 7.8 9.7 -4.4 -3.4 4.9 -0.3 -0.4 -18.3 -2.9 6.8 -2.5 7.5 0.8 2.7 10.4 4.5 4.6 -6.8 0.7 4.3 17.4 7.6 20.0 BUND 4.3 -12.5 2.5 -1.9 7.8 -2.6 6.7 -2.3 2.1 5.6 -6.2 4.1 -6.5 -5.9 -6.4 -0.3 7.6 5.9 8.0 -4.9 -4.2 2.2 -3.6 -2.6 -0.1 -2.4 6.4 -3.3 5.3 -3.2 1.3 6.9 -1.7 0.2 -2.2 2.6 5.2 17.5 9.9 20.0 BUXL -3.8 -2.1 8.6 -2.6 10.9 -3.6 9.3 -3.2 2.9 -1.9 -10.6 -6.5 -13.6 -10.0 -9.1 3.4 3.8 3.9 4.1 -5.1 -5.3 -2.8 -8.4 -5.6 3.0 -1.6 5.2 -3.6 1.4 -7.0 -0.6 -0.2 -19.8 -6.2 6.0 6.0 -4.7 10.4 -2.9 4.5 CAC 20.0 -12.8 -10.6 4.8 14.1 3.1 16.6 4.5 11.6 7.3 1.0 9.5 7.1 5.4 1.6 16.0 1.1 9.8 4.3 2.9 0.4 11.0 1.6 9.0 4.1 10.1 6.3 7.1 11.9 4.6 13.2 13.0 -4.0 -0.9 8.4 5.6 3.0 20.0 -0.8 20.0 CAD 1.1 -9.9 3.5 2.7 19.6 3.6 20.0 6.2 12.6 20.0 -2.5 18.6 3.0 -3.1 -9.7 -7.2 -7.4 -7.1 -7.3 -4.7 -2.6 20.0 -1.5 4.3 20.0 -3.0 20.0 0.3 20.0 1.4 6.2 -6.7 8.9 -13.7 -1.8 -8.9 -20.0 -20.0 -20.0 -20.0 CANOLA -14.8 2.8 20.0 9.8 -2.8 4.2 -0.4 -6.7 5.5 0.9 6.4 -6.4 2.9 -0.7 7.2 -15.8 -15.6 -16.7 -16.8 5.5 7.3 -2.6 4.2 -0.9 8.4 7.3 2.5 8.8 -1.6 4.8 0.5 -16.1 -5.8 -8.6 6.9 18.4 8.3 20.0 10.4 20.0 CHF 5.3 -13.8 -2.5 1.5 11.0 2.0 13.7 3.5 7.0 11.2 -6.0 10.6 7.2 -3.0 -7.1 -14.5 -15.4 -14.3 -14.6 -3.4 -1.7 10.7 2.7 2.4 -2.8 -1.1 11.9 1.4 10.1 5.4 3.1 -19.9 2.3 -3.6 -6.0 -2.2 -18.8 -20.0 -11.9 -20.0 COCOA 20.0 17.4 -20.0 5.8 -1.7 2.5 -0.2 -4.0 3.3 -0.2 -6.7 0.8 -6.4 1.4 -5.9 -7.6 0.5 -6.7 -4.6 -7.5 -14.7 0.8 -14.3 -0.6 -20.0 -3.2 -1.1 -7.5 1.2 -6.8 0.7 8.2 4.2 1.5 -5.9 -17.4 12.4 1.5 15.3 6.1 COFFEE 1.1 12.3 -20.0 15.9 -4.5 6.8 -0.6 -10.9 8.9 -4.4 -9.9 -8.0 0.3 -0.9 -10.9 11.5 16.9 14.7 17.1 -7.5 -11.4 -5.8 -2.0 -2.6 -20.0 -3.1 -11.1 -3.8 -7.3 6.2 -3.0 20.0 -4.4 -12.3 -6.1 -20.0 18.3 20.0 20.0 20.0 COPPER 19.2 -7.5 0.1 1.4 4.1 5.1 7.0 11.3 4.2 8.6 4.7 9.9 5.4 7.6 1.0 -6.5 -6.3 -6.4 -6.4 4.3 4.6 13.7 6.6 9.9 -0.9 4.9 6.7 4.4 12.1 7.1 9.9 -3.0 13.3 11.9 4.2 4.5 4.7 20.0 -1.3 12.5 CORN -16.5 8.1 11.8 17.5 -5.0 7.5 -0.7 -12.0 9.8 12.8 10.7 -10.4 -2.1 -1.5 8.8 -20.0 -20.0 -20.0 -20.0 5.3 7.8 -2.3 1.3 -2.8 11.7 9.0 9.0 13.2 -2.3 6.2 -2.4 -20.0 -2.0 -20.0 4.4 1.5 10.2 -1.9 14.0 5.4 COTTON2 20.0 20.0 20.0 19.8 -5.6 8.5 -0.7 -13.5 11.1 20.0 9.8 20.0 -8.5 20.0 20.0 -15.4 -20.0 -20.0 -20.0 20.0 17.0 20.0 -3.1 20.0 -4.2 20.0 20.0 20.0 20.0 -0.8 20.0 -20.0 20.0 20.0 20.0 16.4 -11.7 -12.4 -12.1 -8.8 CRUDE_W -18.4 16.3 20.0 20.0 -2.5 20.0 0.1 14.6 10.9 -2.7 8.9 1.0 3.9 7.6 10.1 15.3 7.9 13.3 9.9 14.3 13.8 0.0 7.3 7.1 4.9 14.2 -4.3 14.3 -1.8 7.2 5.5 -0.1 11.3 -10.6 -15.4 -13.3 11.1 20.0 -1.7 2.2 DAX 20.0 -12.4 -20.0 3.9 11.5 2.5 13.6 3.7 9.5 6.5 -1.8 8.0 4.6 1.1 -1.5 -4.0 -6.9 -5.8 -6.5 -1.2 -2.3 9.7 0.7 4.9 -5.9 -1.3 6.7 -2.5 8.3 0.3 4.6 -2.4 -3.7 -5.9 -11.6 -7.6 8.1 20.0 10.9 20.0 DOW 20.0 -16.5 -18.5 4.9 14.2 3.1 16.8 4.5 11.7 9.8 0.7 10.8 7.9 4.9 0.0 -5.1 -7.4 -5.9 -6.5 0.7 -0.3 18.0 3.9 10.2 -6.0 -1.4 12.3 -1.6 12.0 2.3 5.8 -2.8 -1.4 -7.6 -13.8 -11.4 -5.8 -20.0 -12.5 -20.0 DX -13.6 9.2 7.3 1.3 9.1 1.7 11.4 2.9 5.9 -8.9 5.2 -9.3 -6.2 -1.0 4.6 3.7 5.4 4.2 4.8 1.2 2.5 -10.2 -0.1 -5.1 -12.2 0.5 -8.4 1.2 -10.2 -0.8 -5.1 14.7 -20.0 -18.2 13.9 -3.4 0.2 14.0 9.4 18.5 EUR 16.8 -6.7 -9.3 1.8 12.7 2.3 15.9 4.0 8.2 11.8 -5.0 14.0 9.1 7.1 -3.9 -5.4 -7.3 -6.1 -6.7 0.8 -1.8 13.6 2.2 9.5 4.7 2.1 7.0 1.0 12.8 4.9 9.5 -6.2 -0.7 7.9 -2.3 -6.0 -16.8 -20.0 -9.0 -20.0 EURIBOR-ICE 10.9 -17.3 -5.8 -1.5 6.2 -2.1 5.3 -1.8 1.6 6.3 -4.6 5.5 -1.7 -3.9 -4.6 2.2 9.6 5.3 8.1 -4.8 -4.3 3.6 -2.2 -1.4 -2.4 -2.3 5.7 -3.5 5.6 -2.4 1.9 8.9 4.7 3.5 -5.1 0.5 12.3 15.2 18.2 20.0 EUROSTX 20.0 -12.0 -15.7 4.3 12.6 2.8 14.9 4.0 10.4 7.0 2.7 8.5 7.2 2.8 0.5 -1.3 1.7 2.1 2.5 1.9 1.5 10.1 3.9 7.1 -4.0 2.3 5.7 2.1 9.4 4.1 7.3 12.7 -4.1 -4.6 -7.7 -0.7 4.2 20.0 4.3 20.0 FEEDCOW 20.0 -1.5 5.3 15.6 -4.4 6.7 -0.6 -10.7 8.8 -15.5 15.4 7.3 16.6 12.6 14.4 0.8 9.2 6.4 9.2 18.8 20.0 0.6 20.0 16.9 -20.0 9.1 -20.0 6.9 -0.9 14.6 11.3 20.0 -13.3 20.0 -13.1 -0.9 20.0 20.0 17.5 20.0 GASOIL 3.3 20.0 20.0 11.8 -1.3 11.8 0.1 7.6 5.7 -5.9 6.3 1.5 5.8 5.7 6.4 20.0 20.0 20.0 20.0 12.7 11.6 0.0 7.3 7.3 -2.5 13.8 -2.3 14.3 0.1 10.1 6.8 20.0 -2.7 3.3 15.6 11.9 -1.5 11.0 -7.8 -1.2 GASOLINE -8.3 20.0 20.0 15.8 -1.8 15.8 0.1 10.2 7.6 1.2 8.3 1.2 6.6 7.6 8.4 20.0 -20.0 -14.0 -20.0 14.5 13.6 2.5 8.4 8.4 -7.9 15.0 0.8 14.6 2.0 9.0 8.1 -20.0 2.6 0.4 6.6 3.5 6.7 20.0 -2.8 9.4 GAS_US_mini -9.6 -9.7 -3.0 19.9 -2.2 19.9 0.1 12.8 9.6 -4.1 -8.6 -9.5 -9.2 -11.1 -9.9 -19.3 -8.3 0.2 3.1 -7.5 -6.6 -4.4 -6.1 -7.2 20.0 -8.9 0.4 -8.6 -4.3 -7.3 -7.7 -19.1 3.7 -8.9 -20.0 -20.0 14.9 0.9 13.4 -4.5 GBP 10.0 -5.6 -3.4 2.0 14.3 2.6 17.8 4.5 9.2 12.3 -0.5 14.6 9.8 9.5 -4.6 0.7 0.2 0.5 0.4 1.7 0.4 13.3 3.4 8.8 -1.5 4.1 7.2 4.7 12.1 7.9 8.9 6.4 -0.7 1.4 3.1 0.6 -17.1 -7.1 -9.8 -7.8 GOLD_micro 5.0 -17.3 -15.3 0.9 2.7 3.4 4.6 7.5 2.8 4.0 2.8 5.6 4.9 -1.5 -2.0 -5.2 -8.2 -5.5 -6.4 -0.9 4.3 3.1 9.1 -0.3 -20.0 1.9 2.1 8.8 2.5 15.5 0.7 -4.6 -0.6 -1.1 -4.8 11.4 20.0 8.6 -5.0 -20.0 HEATOIL -13.5 20.0 20.0 12.8 -1.4 12.8 0.1 8.2 6.2 -4.1 6.9 -2.7 6.1 6.3 7.1 20.0 20.0 20.0 20.0 14.9 14.7 -2.0 9.5 6.7 -8.1 13.5 -2.9 13.9 -0.9 9.6 6.1 20.0 -5.1 -0.7 14.4 8.8 -1.6 4.0 -12.8 -9.7 JGB-SGX-mini -6.5 -3.9 9.3 -1.4 5.8 -1.9 5.0 -1.7 1.5 4.8 -6.9 -2.7 -7.3 -5.6 -5.9 0.6 9.2 3.0 5.6 -6.8 -7.9 -1.0 -9.1 -5.1 2.7 -6.8 2.6 -8.9 -1.0 -10.5 -4.7 6.0 -8.7 -13.5 -5.2 -10.6 1.0 -20.0 -1.2 -20.0 JPY 3.1 -6.9 3.2 1.7 12.6 2.3 15.7 4.0 8.1 2.1 -14.8 1.3 -14.9 -11.0 -13.1 -8.7 -9.9 -8.7 -9.0 -9.5 -13.9 -0.1 -16.8 -4.5 20.0 -8.0 1.3 -12.1 0.5 -15.3 -3.6 -10.1 -20.0 -10.1 -9.8 -11.6 -7.3 -13.1 0.3 -15.1 LEANHOG -11.7 -19.4 0.7 20.0 -6.3 9.4 -0.8 -15.1 12.4 -20.0 4.7 -20.0 16.6 -20.0 -16.5 -20.0 -20.0 -20.0 -20.0 -18.1 -2.0 -20.0 10.2 -20.0 -8.8 -20.0 -20.0 -11.7 -20.0 5.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 3.2 -15.0 9.7 LIVECOW 20.0 11.4 6.8 17.5 -5.0 7.5 -0.7 -12.0 9.8 -12.9 16.9 13.3 17.6 17.3 18.3 11.0 7.3 8.6 6.5 20.0 20.0 13.9 20.0 20.0 -20.0 17.7 -9.8 9.3 10.4 12.1 20.0 20.0 5.2 20.0 1.1 1.9 20.0 20.0 20.0 20.0 LUMBER-new -5.1 5.3 3.0 15.4 -4.4 6.6 -0.6 -10.5 8.7 0.0 -16.2 -11.3 -16.9 -8.9 -10.4 -20.0 -20.0 -20.0 -20.0 -8.4 -13.2 -6.7 -19.8 -8.7 NaN -2.9 0.8 -9.5 -1.7 -15.4 -1.9 -20.0 0.7 -8.0 -17.9 -14.8 6.9 20.0 8.7 20.0 MXP 16.4 -8.5 -11.0 2.0 14.6 2.7 18.3 4.6 9.4 12.9 12.9 16.6 16.7 12.3 9.6 7.6 11.4 8.7 10.0 9.8 12.4 16.3 17.5 15.0 -20.0 8.3 4.3 14.2 12.7 20.0 11.5 20.0 -4.2 9.9 -1.0 10.5 8.8 6.4 20.0 9.8 NASDAQ_micro 20.0 -1.4 -20.0 5.4 15.7 3.4 18.5 5.0 12.9 10.5 0.9 11.9 9.1 9.7 3.2 -6.3 -8.1 -6.9 -7.4 5.9 0.9 20.0 4.8 19.9 -17.8 1.7 17.7 -1.4 19.4 2.4 11.8 -4.2 14.5 -6.0 1.9 -13.2 5.4 -20.0 5.5 -20.0 NIKKEI 19.3 -13.4 -11.8 3.4 9.8 2.2 11.6 3.1 8.1 6.0 5.3 7.1 6.7 4.5 3.4 0.3 6.0 2.7 4.4 5.4 5.8 12.9 7.8 9.5 -10.3 4.3 6.9 6.2 8.9 8.9 6.5 18.2 -0.5 -3.0 -0.3 7.4 -16.6 -4.1 -17.4 -1.7 NZD 5.0 -11.4 8.0 1.2 8.7 1.6 10.9 2.7 5.6 7.3 0.0 8.1 -0.9 -0.4 -3.5 -3.0 -3.4 -3.2 -3.4 -1.3 -1.1 6.1 -1.0 2.1 10.2 -1.0 3.8 -1.0 5.9 -1.5 2.4 0.0 -0.2 -2.5 -4.3 -1.9 -11.5 20.0 0.3 20.0 OAT 7.9 -16.4 1.1 -1.7 7.1 -2.3 6.0 -2.1 1.9 6.5 -2.5 5.9 -1.3 -3.3 -4.0 10.1 12.4 11.5 12.5 -3.1 -2.2 3.4 -1.2 -0.7 -1.3 -0.7 5.6 -0.5 5.9 0.1 2.6 15.0 2.2 3.4 -2.9 4.8 3.3 15.3 6.6 19.5 OATIES -7.1 16.3 18.6 10.0 -2.9 4.3 -0.4 -6.9 5.6 -6.9 3.0 -4.9 -2.8 0.4 4.2 -8.8 -9.7 -7.6 -9.6 5.5 4.2 -3.2 -1.1 1.0 0.1 6.1 -7.3 4.7 -3.3 -1.5 1.0 -5.4 -8.4 -8.1 5.8 6.6 2.5 -11.1 4.3 -12.7 OJ 8.7 3.2 8.3 6.1 -1.7 2.6 -0.2 -4.2 3.4 -5.4 -3.2 -0.3 -6.0 1.7 -1.4 -0.6 2.0 0.5 0.6 -0.3 -2.2 -3.7 -5.3 -0.7 -20.0 -0.8 -5.7 -1.5 -3.4 -3.2 -1.2 13.8 -8.4 3.9 -7.8 -2.3 -8.9 -9.7 -11.4 -9.0 PALLAD 11.8 -17.6 -7.0 1.2 3.5 4.3 5.9 9.6 3.6 4.5 -1.4 6.8 2.1 -2.0 -5.5 -3.6 -3.2 -3.4 -3.2 -4.4 -1.4 3.2 4.0 -0.4 13.6 -3.0 1.6 -1.0 3.9 5.5 1.5 2.4 -2.1 -0.9 -6.0 -10.9 20.0 8.7 11.8 -4.3 PLAT 8.8 -9.2 0.8 1.0 2.9 3.6 5.0 8.1 3.0 5.0 -0.1 6.5 2.9 -1.1 -3.9 -2.3 -3.1 -2.3 -2.6 -1.0 2.3 3.7 6.7 1.3 -1.6 0.3 1.3 4.0 3.7 10.4 2.3 3.0 -1.0 -1.3 -0.4 -3.1 20.0 13.7 15.5 -0.5 REDWHEAT -5.7 12.1 20.0 14.3 -4.1 6.1 -0.5 -9.8 8.0 11.0 11.6 9.1 -5.5 11.5 13.1 -12.6 -15.4 -13.5 -14.4 12.0 10.6 10.9 2.1 9.2 6.7 15.5 11.5 14.7 11.9 6.5 11.8 -14.0 20.0 9.5 11.3 14.7 -18.0 -20.0 -20.0 -20.0 RICE -5.1 6.0 14.8 10.2 -2.9 4.4 -0.4 -7.0 5.7 4.0 -6.0 -3.5 -10.1 1.8 2.0 -20.0 -18.2 -20.0 -20.0 -2.1 -5.4 -1.4 -14.4 -3.4 3.2 0.7 6.1 -2.1 1.0 -11.3 -0.7 -20.0 -0.0 -2.2 -7.3 2.6 -20.0 -15.4 -20.0 -14.0 ROBUSTA -7.7 -8.6 -12.9 9.1 -2.6 3.9 -0.3 -6.2 5.1 4.0 -7.4 -4.9 -5.0 -7.3 -9.5 16.7 15.6 16.5 16.0 -10.2 -9.9 -1.7 -6.8 -7.3 -20.0 -6.1 3.3 -6.8 0.9 -4.7 -2.9 20.0 12.8 -5.8 -14.6 -17.0 4.5 1.0 6.3 9.8 RUSSELL 20.0 -8.2 -10.9 6.2 17.9 3.9 20.0 5.7 14.8 12.7 6.6 14.1 11.3 11.0 4.9 -3.9 -4.9 -4.2 -4.5 8.6 5.6 20.0 8.0 20.0 6.3 5.4 20.0 3.4 20.0 5.9 15.3 1.1 7.9 -0.4 -2.2 -1.8 -2.8 -20.0 -5.2 -20.0 SHATZ 18.7 -15.6 0.7 -1.4 6.0 -2.0 5.1 -1.8 1.6 5.8 -5.6 5.3 -6.1 -3.3 -4.4 -0.3 -8.4 -0.3 -3.2 -6.1 -6.2 4.5 -4.4 -1.5 6.1 -5.8 5.9 -7.5 5.9 -6.1 0.5 -16.9 9.7 4.9 -12.2 -7.3 7.4 13.7 9.8 20.0 SILVER-mini 6.2 -7.9 -4.8 0.9 2.7 3.4 4.6 7.5 2.8 5.3 0.2 5.9 2.3 -2.0 -4.2 -2.2 -4.9 -2.6 -3.6 -0.6 3.2 4.7 6.9 1.1 -8.8 1.4 3.6 7.3 4.0 13.7 1.8 0.4 1.5 -0.7 -1.0 4.2 15.6 11.6 8.7 3.3 SMI 20.0 -16.7 -12.0 4.2 12.4 2.7 14.6 3.9 10.2 7.3 3.0 8.9 6.4 1.4 -0.2 1.1 6.4 5.3 6.7 2.0 2.7 10.2 5.2 6.8 4.9 4.6 7.2 5.9 10.3 7.8 8.4 20.0 -8.0 0.5 -6.0 2.8 1.6 20.0 2.4 20.0 SOFR 2.5 -9.7 -4.9 -3.1 13.1 -4.3 11.2 -3.8 3.5 13.4 -6.7 12.0 9.7 -7.9 -8.2 4.2 6.1 5.2 6.0 -3.6 -2.1 4.4 1.6 -0.9 -20.0 -0.9 7.9 1.2 5.4 4.1 0.8 3.8 -10.4 -7.8 2.9 6.6 -9.3 -8.7 -12.0 -20.0 SOYBEAN -1.1 5.2 15.1 17.6 -5.0 7.5 -0.7 -12.0 9.8 15.1 17.3 14.3 15.2 12.6 17.7 -0.6 -2.7 0.5 -0.9 14.9 15.8 4.7 9.7 8.7 -6.6 13.6 4.9 17.3 3.4 13.1 6.2 8.5 6.0 3.4 1.2 9.3 0.9 -8.8 2.4 -5.9 SOYMEAL 1.6 4.3 7.9 10.6 -3.0 4.5 -0.4 -7.2 5.9 1.6 0.6 4.2 -4.3 3.7 6.2 14.5 -8.7 3.0 -3.7 3.8 2.4 2.9 -1.0 4.4 -11.8 5.1 -4.6 5.9 2.0 3.4 4.1 -0.0 13.1 -0.8 -4.2 -2.9 -9.5 -14.0 -16.3 -12.7 SOYOIL -10.7 6.9 20.0 13.2 -3.8 5.7 -0.5 -9.1 7.4 6.0 14.3 4.3 13.5 11.4 14.8 18.4 -2.3 6.3 0.6 20.0 20.0 6.5 18.3 12.5 -15.1 18.7 8.0 20.0 3.8 15.5 8.2 9.6 -3.6 8.4 20.0 20.0 -1.9 -20.0 -2.3 -20.0 SP400 20.0 -12.3 -2.7 5.8 17.0 3.7 20.0 5.4 14.0 12.0 7.0 13.2 10.5 8.8 5.2 -4.6 -6.1 -5.5 -5.8 7.2 5.4 20.0 6.5 16.0 3.6 4.1 17.9 2.7 16.9 3.3 11.0 -1.1 -0.1 -4.8 -7.2 0.1 -2.3 -20.0 -5.3 -20.0 SP500_micro 20.0 -9.7 -20.0 5.6 16.4 3.6 19.3 5.2 13.5 11.0 3.4 12.5 11.0 9.3 4.1 -6.6 -8.9 -7.5 -8.1 4.5 0.8 20.0 5.4 18.3 -11.6 -0.4 16.4 -2.9 18.0 1.2 10.0 -5.5 10.6 -6.3 -7.2 -15.7 7.9 -20.0 7.4 -20.0 SUGAR11 -20.0 15.1 12.8 8.8 -2.5 3.8 -0.3 -6.0 4.9 -8.0 -5.3 -9.8 -8.8 -7.3 -3.4 -6.1 9.0 1.3 6.0 -3.5 -2.5 -15.0 -6.2 -10.7 -16.0 -1.4 -9.5 0.2 -13.6 -3.4 -9.3 20.0 -20.0 -20.0 -4.0 -3.7 -4.5 -19.8 -3.6 -13.0 US10 6.8 -12.0 -7.7 -2.2 9.3 -3.1 7.9 -2.7 2.4 9.9 -4.3 9.4 4.3 -4.4 -5.5 2.8 1.7 2.8 2.6 -3.9 -3.3 4.5 -0.7 -0.2 -6.7 -2.6 6.8 -1.7 5.1 1.1 0.7 -3.1 -5.7 -2.7 -1.0 -0.8 -2.6 -20.0 -7.2 -20.0 US10U 5.8 -11.7 -6.4 -3.3 13.9 -4.6 11.9 -4.1 3.7 14.1 -5.3 13.7 6.2 -6.5 -7.8 3.4 1.4 3.2 2.6 -5.4 -4.0 5.0 -0.6 -1.0 -11.5 -4.3 8.5 -1.5 5.8 3.1 -0.4 -3.4 -13.3 -6.1 -2.1 0.6 -2.4 -3.3 -12.0 -20.0 US2 8.5 -16.1 -11.4 -2.1 9.0 -3.0 7.6 -2.6 2.4 9.0 -6.6 9.5 -3.9 -3.8 -5.2 -3.6 -11.1 -6.2 -8.1 -8.3 -8.4 4.7 -5.2 -2.2 7.2 -7.1 6.8 -7.3 5.2 -3.9 -1.1 -20.0 -3.9 -1.2 -9.8 -9.4 -0.6 -20.0 -1.1 -17.8 US20 5.8 -12.4 -3.1 -2.2 9.4 -3.1 8.0 -2.7 2.5 7.4 -3.5 8.7 1.4 -4.5 -5.2 4.3 4.1 4.6 4.6 -3.2 -2.3 2.6 -0.9 -0.8 -6.6 -3.9 4.6 -1.6 2.5 1.2 -1.6 0.7 -12.4 -4.3 -4.0 1.6 2.0 14.4 -1.0 -8.4 US30 2.6 -9.1 -0.8 -3.2 13.6 -4.5 11.6 -3.9 3.6 6.6 -8.7 9.2 -4.9 -8.9 -9.2 2.1 0.2 2.0 1.5 -4.9 -3.9 0.6 -3.5 -2.9 -5.0 -6.5 4.4 -3.2 0.5 -0.3 -4.5 -5.4 -20.0 -10.7 -2.3 2.3 -0.0 11.4 -3.0 -7.2 US5 7.5 -13.4 -9.1 -2.3 9.5 -3.1 8.1 -2.8 2.5 10.0 -4.9 9.8 3.7 -4.1 -5.3 0.6 -1.1 0.4 0.0 -5.2 -4.8 5.0 -1.8 -0.7 -5.1 -3.7 7.2 -3.0 5.7 0.1 0.5 -7.7 -4.4 -2.0 -3.5 -2.5 -1.2 -20.0 -4.2 -20.0 VIX -14.9 12.9 17.1 6.1 -2.7 5.9 -5.8 2.2 -1.0 -9.6 2.2 -12.2 -5.6 -0.4 2.6 -7.7 -20.0 -9.4 -18.0 3.3 4.2 -8.2 0.8 -4.2 NaN 6.3 -2.1 6.3 -5.5 2.4 -1.1 NaN NaN NaN NaN NaN -8.1 -20.0 NaN NaN WHEAT -9.7 8.8 20.0 13.0 -3.7 5.6 -0.5 -8.9 7.3 10.1 7.7 -0.9 -6.5 3.2 9.1 -13.1 -17.2 -14.5 -15.8 6.7 6.9 1.4 0.1 1.5 7.8 10.5 5.9 12.3 2.1 5.8 3.2 -16.5 2.8 -3.6 4.8 12.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3