******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260421_203952 produced at 2026-04-21 21:37:06.243742 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 SOFR False True 0.10 0.00 -1.36 0.0 0.00 0.00 0.00 0.00 -13.02 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.48 0.0 0.00 0.00 0.00 0.00 -13.47 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.09 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.15 -0.18 0.0 0.24 -0.24 -0.15 -0.15 -9.77 13.0 -8 -8 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.07 0.0 0.91 -0.91 -0.14 -0.14 -1.03 13.0 -2 -2 caleb_strategy_v3 US5 False False 0.05 -0.19 -0.07 0.0 1.17 -1.17 -0.19 -0.19 -1.41 25.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -21.09 59.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.06 0.0 0.58 -0.58 -0.03 -0.10 -1.63 17.0 -1 -3 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.05 0.0 999.00 -999.00 -0.02 -0.02 -5.69 999999999.0 -2 -2 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.64 -0.64 -0.05 -0.05 -0.72 13.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.82 -0.82 0.00 0.00 -0.81 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 -3.36 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 -4.50 3.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.08 -0.02 0.0 1.15 -1.15 -0.08 -0.04 -0.91 56.0 -4 -2 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.02 0.0 0.71 -0.71 -0.09 -0.09 -2.18 66.0 -8 -8 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -3.01 18.0 -3 -3 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 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.72 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 -0.29 6.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.01 0.0 0.74 -0.74 0.00 0.00 -0.81 48.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.37 9.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.96 26.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.17 9.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.09 -0.01 0.0 0.53 -0.53 -0.09 -0.05 -0.48 23.0 -4 -2 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.33 -0.33 0.00 0.00 -0.44 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 -0.23 14.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.08 0.00 0.0 999.00 -999.00 0.08 0.00 0.04 999999999.0 1 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 DX False False 0.04 0.04 0.00 0.0 999.00 -999.00 0.04 0.04 0.06 999999999.0 1 1 caleb_strategy_v3 DAX False False 0.01 -0.01 0.00 0.0 0.72 -0.72 -0.01 0.00 0.18 58.0 -1 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.48 2.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 -0.00 0.0 0.60 -0.60 0.00 -0.06 -0.03 10.0 0 -1 caleb_strategy_v3 BUXL False False 0.06 -0.11 -0.00 0.0 0.22 -0.22 -0.11 -0.06 -0.07 4.0 -2 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.13 -0.13 -0.01 -0.01 -0.19 9.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.32 8.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.16 2.0 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 CORN False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.99 12.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.03 0.01 0.0 0.92 -0.92 -0.03 0.00 0.44 29.0 -1 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.45 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 0.10 24.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.24 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.12 -1.12 0.00 0.00 0.30 19.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.02 0.0 0.80 -0.80 0.00 0.04 0.53 22.0 0 1 caleb_strategy_v3 NIKKEI False False 0.02 0.02 0.02 0.0 0.58 -0.58 0.02 0.00 1.55 36.0 1 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.02 0.0 0.18 -0.18 0.05 0.05 0.70 7.0 2 2 caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.02 0.0 999.00 -999.00 0.05 0.05 0.34 999999999.0 1 1 caleb_strategy_v3 SP400 False False 0.16 0.16 0.02 0.0 0.32 -0.32 0.16 0.16 0.11 2.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.11 11.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 0.37 3.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.02 0.0 0.60 -0.60 0.09 0.06 0.74 20.0 3 2 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.24 -0.24 0.00 0.00 4.11 51.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.61 4.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.54 -0.54 0.03 0.03 1.15 21.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.03 0.0 0.41 -0.41 0.00 0.00 4.63 68.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.15 12.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.70 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.24 0.06 0.0 0.61 -0.61 0.24 0.24 0.91 10.0 4 4 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.06 0.0 0.62 -0.62 0.16 0.16 0.75 8.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.09 0.0 0.72 -0.72 0.04 0.04 2.24 17.0 1 1 caleb_strategy_v3 COPPER False False 0.07 0.13 0.10 0.0 999.00 -999.00 0.13 0.20 1.58 999999999.0 2 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.10 0.0 0.16 -0.16 0.10 0.10 2.93 5.0 3 3 caleb_strategy_v3 AUD False False 0.03 0.09 0.12 0.0 0.59 -0.59 0.09 0.09 3.77 19.0 3 3 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.32 0.0 1.24 -1.24 0.00 0.00 2.55 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.32 0.38 0.0 0.75 -0.75 0.32 0.32 30.89 60.0 26 26 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.1 Shocked risk 25.4 Sum abs risk 40.4 Leverage 4.52 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2310461.52, 'annual_cash_vol_target': 577615.38, 'daily_cash_vol_target': 36100.96125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.7146 0.6124 9.7991 BITCOIN 1534.6788 75845.0000 2.0234 32.3751 BOBL 0.2984 115.6800 0.2579 4.1268 BTP 0.7423 117.5800 0.6313 10.1016 BUND 0.5225 125.5400 0.4162 6.6587 BUXL 0.9761 108.6400 0.8985 14.3761 CAC 91.7315 8123.5000 1.1292 18.0674 CAD 0.0025 0.7338 0.3398 5.4373 CANOLA 8.5253 735.2000 1.1596 18.5534 CHF 0.0058 1.2885 0.4491 7.1852 COCOA 112.5109 3304.0000 3.4053 54.4847 COFFEE 4.8734 288.4500 1.6895 27.0322 COPPER 0.0814 6.0645 1.3428 21.4845 CORN 4.3136 481.5000 0.8959 14.3339 COTTON2 0.8447 80.8300 1.0450 16.7206 CRUDE_W 1.4066 75.0700 1.8738 29.9803 DAX 288.7519 24386.0000 1.1841 18.9454 DOW 395.6040 49477.0000 0.7996 12.7931 DX 0.4190 98.2200 0.4266 6.8250 EUR 0.0051 1.1772 0.4366 6.9854 EURIBOR-ICE 0.0613 97.3600 0.0629 1.0071 EUROSTX 72.7416 5861.0000 1.2411 19.8578 FEEDCOW 2.8793 359.0250 0.8020 12.8315 GASOIL 36.6993 1004.7500 3.6526 58.4412 GASOLINE 0.0710 2.9942 2.3727 37.9635 GAS_US_mini 0.1078 2.8450 3.7902 60.6438 GBP 0.0065 1.3504 0.4848 7.7575 GOLD_micro 64.7612 4726.6000 1.3701 21.9223 HEATOIL 0.1032 3.4579 2.9841 47.7462 JGB-SGX-mini 0.2943 130.0900 0.2263 3.6202 JPY 0.0000 0.0063 0.5532 8.8505 LEANHOG 0.9860 105.2000 0.9373 14.9965 LIVECOW 1.7922 243.5000 0.7360 11.7760 LUMBER-new 6.9820 591.0000 1.1814 18.9021 MXP 0.0004 0.0574 0.6590 10.5442 NASDAQ_micro 243.1427 26708.7500 0.9103 14.5656 NIKKEI 841.5579 58745.0000 1.4326 22.9210 NZD 0.0040 0.5906 0.6689 10.7020 OAT 0.6178 119.4300 0.5173 8.2766 OATIES 6.0667 338.2500 1.7936 28.6969 OJ 6.3237 176.0500 3.5920 57.4720 PALLAD 40.7473 1546.0000 2.6357 42.1706 PLAT 47.9910 2044.7000 2.3471 37.5535 REDWHEAT 10.5646 669.0000 1.5792 25.2667 RICE 0.1388 11.3450 1.2234 19.5743 ROBUSTA 61.0994 3342.0000 1.8282 29.2517 RUSSELL 29.3459 2787.4000 1.0528 16.8449 SHATZ 0.1236 105.9500 0.1167 1.8671 SILVER-mini 2.3393 76.9625 3.0396 48.6335 SMI 122.3512 13023.0000 0.9395 15.0320 SOFR 0.0531 96.5100 0.0550 0.8797 SOYBEAN 8.7435 1166.5000 0.7495 11.9928 SOYMEAL 4.2146 315.6000 1.3354 21.3667 SOYOIL 0.9734 69.8300 1.3940 22.3041 SP400 33.6840 3673.3000 0.9170 14.6719 SP500_micro 54.7416 7123.7500 0.7684 12.2950 SUGAR11 0.2551 13.7100 1.8608 29.7735 US10 0.3586 111.3281 0.3221 5.1533 US10U 0.4587 113.7812 0.4031 6.4501 US2 0.0949 103.7656 0.0915 1.4638 US20 0.6910 114.1250 0.6055 9.6881 US30 0.8996 116.5625 0.7717 12.3477 US5 0.2367 108.3281 0.2185 3.4955 VIX 0.6897 22.0000 3.1348 50.1576 WHEAT 8.9625 644.7500 1.3901 22.2411 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 714.65 0.61 437.68 1.00 437.68 36100.96 82.48 17.61 145.22 BITCOIN 75.84 2.02 153.47 1.00 153.47 36100.96 235.23 -8.27 -194.48 BOBL 1156.80 0.26 298.37 1.18 350.66 36100.96 102.95 2.83 29.11 BTP 1175.80 0.63 742.34 1.18 872.46 36100.96 41.38 -0.20 -0.81 BUND 1255.40 0.42 522.46 1.18 614.03 36100.96 58.79 2.64 15.50 BUXL 1086.40 0.90 976.14 1.18 1147.24 36100.96 31.47 -2.15 -6.77 CAC 812.35 1.13 917.32 1.18 1078.11 36100.96 33.49 10.07 33.74 CAD 733.85 0.34 249.38 1.00 249.38 36100.96 144.76 1.17 16.91 CANOLA 147.04 1.16 170.51 0.73 124.49 36100.96 290.00 5.82 168.67 CHF 1610.62 0.45 723.29 1.00 723.29 36100.96 49.91 -7.98 -39.83 COCOA 330.40 3.41 1125.11 1.00 1125.11 36100.96 32.09 -5.93 -19.03 COFFEE 1081.69 1.69 1827.52 1.00 1827.52 36100.96 19.75 -0.67 -1.32 COPPER 1516.12 1.34 2035.83 1.00 2035.83 36100.96 17.73 8.22 14.58 CORN 240.75 0.90 215.68 1.00 215.68 36100.96 167.38 2.43 40.70 COTTON2 404.15 1.05 422.35 1.00 422.35 36100.96 85.48 5.32 45.51 CRUDE_W 750.70 1.87 1406.64 1.00 1406.64 36100.96 25.66 10.54 27.04 DAX 243.86 1.18 288.75 1.18 339.37 36100.96 106.38 0.51 5.41 DOW 247.39 0.80 197.80 1.00 197.80 36100.96 182.51 -5.12 -93.49 DX 982.20 0.43 418.97 1.00 418.97 36100.96 86.17 0.29 2.48 EUR 1471.50 0.44 642.44 1.00 642.44 36100.96 56.19 -1.60 -9.01 EURIBOR-ICE 2434.00 0.06 153.21 1.18 180.06 36100.96 200.49 3.73 74.74 EUROSTX 586.10 1.24 727.42 1.18 854.92 36100.96 42.23 5.12 21.63 FEEDCOW 1795.12 0.80 1439.64 1.00 1439.64 36100.96 25.08 8.96 22.47 GASOIL 1004.75 3.65 3669.93 1.00 3669.93 36100.96 9.84 14.32 14.08 GASOLINE 1257.56 2.37 2983.84 1.00 2983.84 36100.96 12.10 6.42 7.77 GAS_US_mini 71.13 3.79 269.58 1.00 269.58 36100.96 133.92 -2.04 -27.34 GBP 844.00 0.48 409.21 1.00 409.21 36100.96 88.22 2.30 20.28 GOLD_micro 472.66 1.37 647.61 1.00 647.61 36100.96 55.74 -4.79 -26.71 HEATOIL 1452.32 2.98 4333.92 1.00 4333.92 36100.96 8.33 10.18 8.48 JGB-SGX-mini 130090.00 0.23 29434.77 0.01 185.20 36100.96 194.93 -6.37 -124.19 JPY 787.88 0.55 435.82 1.00 435.82 36100.96 82.83 -7.56 -62.60 LEANHOG 420.80 0.94 394.41 1.00 394.41 36100.96 91.53 -17.53 -160.49 LIVECOW 974.00 0.74 716.87 1.00 716.87 36100.96 50.36 13.38 67.39 LUMBER-new 162.52 1.18 192.00 1.00 192.00 36100.96 188.02 -9.82 -184.66 MXP 286.90 0.66 189.07 1.00 189.07 36100.96 190.94 11.01 210.16 NASDAQ_micro 534.17 0.91 486.29 1.00 486.29 36100.96 74.24 -2.75 -20.43 NIKKEI 58745.00 1.43 84155.79 0.01 529.50 36100.96 68.18 2.10 14.29 NZD 590.55 0.67 395.00 1.00 395.00 36100.96 91.39 4.85 44.32 OAT 1194.30 0.52 617.80 1.18 726.09 36100.96 49.72 5.37 26.68 OATIES 169.12 1.79 303.33 1.00 303.33 36100.96 119.01 -1.66 -19.73 OJ 264.08 3.59 948.56 1.00 948.56 36100.96 38.06 -7.80 -29.67 PALLAD 1546.00 2.64 4074.73 1.00 4074.73 36100.96 8.86 5.18 4.59 PLAT 1022.35 2.35 2399.55 1.00 2399.55 36100.96 15.04 4.60 6.92 REDWHEAT 334.50 1.58 528.23 1.00 528.23 36100.96 68.34 3.58 24.44 RICE 226.90 1.22 277.59 1.00 277.59 36100.96 130.05 -10.61 -137.98 ROBUSTA 334.20 1.83 610.99 1.00 610.99 36100.96 59.09 -5.62 -33.23 RUSSELL 139.37 1.05 146.73 1.00 146.73 36100.96 246.04 5.67 139.47 SHATZ 1059.50 0.12 123.63 1.18 145.31 36100.96 248.45 0.41 10.16 SILVER-mini 1924.06 3.04 5848.37 1.00 5848.37 36100.96 6.17 2.12 1.31 SMI 1302.30 0.94 1223.51 1.28 1562.42 36100.96 23.11 8.92 20.60 SOFR 2412.75 0.05 132.66 1.00 132.66 36100.96 272.14 -7.86 -213.90 SOYBEAN 583.25 0.75 437.17 1.00 437.17 36100.96 82.58 9.09 75.07 SOYMEAL 315.60 1.34 421.46 1.00 421.46 36100.96 85.66 -4.69 -40.16 SOYOIL 418.98 1.39 584.06 1.00 584.06 36100.96 61.81 7.86 48.60 SP400 3673.30 0.92 3368.40 1.00 3368.40 36100.96 10.72 3.23 3.46 SP500_micro 356.19 0.77 273.71 1.00 273.71 36100.96 131.90 -2.65 -34.89 SUGAR11 153.55 1.86 285.74 1.00 285.74 36100.96 126.34 -9.77 -123.46 US10 1113.28 0.32 358.57 1.00 358.57 36100.96 100.68 -6.35 -63.96 US10U 1137.81 0.40 458.68 1.00 458.68 36100.96 78.71 -7.17 -56.46 US2 2075.31 0.09 189.86 1.00 189.86 36100.96 190.14 -8.68 -165.01 US20 1141.25 0.61 691.03 1.00 691.03 36100.96 52.24 -2.56 -13.35 US30 1165.62 0.77 899.55 1.00 899.55 36100.96 40.13 -5.63 -22.60 US5 1083.28 0.22 236.67 1.00 236.67 36100.96 152.54 -7.29 -111.16 VIX 220.00 3.13 689.67 1.00 689.67 36100.96 52.35 -4.40 -23.01 WHEAT 322.38 1.39 448.12 1.00 448.12 36100.96 80.56 -1.78 -14.37 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 145.218 0.010 2.5 3.773 BITCOIN -194.476 0.043 2.5 -21.089 BOBL 29.107 0.004 2.5 0.296 BTP -0.809 0.014 2.5 -0.028 BUND 15.503 0.004 2.5 0.157 BUXL -6.774 0.004 2.5 -0.069 CAC 33.737 0.014 2.5 1.152 CAD 16.910 0.010 2.5 0.439 CANOLA 168.670 0.010 2.5 4.109 CHF -39.831 0.010 2.5 -1.035 COCOA -19.027 0.010 2.5 -0.464 COFFEE -1.316 0.005 2.5 -0.017 COPPER 14.577 0.043 2.5 1.581 CORN 40.705 0.010 2.5 0.992 COTTON2 45.511 0.010 2.5 1.109 CRUDE_W 27.038 0.043 2.5 2.932 DAX 5.415 0.014 2.5 0.185 DOW -93.486 0.009 2.5 -2.176 DX 2.479 0.010 2.5 0.064 EUR -9.008 0.010 2.5 -0.234 EURIBOR-ICE 74.740 0.014 2.5 2.553 EUROSTX 21.629 0.014 2.5 0.739 FEEDCOW 22.469 0.013 2.5 0.746 GASOIL 14.082 0.017 2.5 0.611 GASOLINE 7.767 0.017 2.5 0.337 GAS_US_mini -27.338 0.043 2.5 -2.965 GBP 20.275 0.010 2.5 0.527 GOLD_micro -26.714 0.014 2.5 -0.912 HEATOIL 8.477 0.017 2.5 0.368 JGB-SGX-mini -124.188 0.043 2.5 -13.467 JPY -62.596 0.010 2.5 -1.626 LEANHOG -160.487 0.024 2.5 -9.767 LIVECOW 67.393 0.013 2.5 2.236 LUMBER-new -184.657 0.010 2.5 -4.499 MXP 210.158 0.059 2.5 30.889 NASDAQ_micro -20.431 0.009 2.5 -0.475 NIKKEI 14.294 0.043 2.5 1.550 NZD 44.318 0.010 2.5 1.152 OAT 26.678 0.014 2.5 0.911 OATIES -19.733 0.010 2.5 -0.481 OJ -29.674 0.010 2.5 -0.723 PALLAD 4.591 0.014 2.5 0.157 PLAT 6.917 0.014 2.5 0.236 REDWHEAT 24.437 0.005 2.5 0.325 RICE -137.983 0.010 2.5 -3.362 ROBUSTA -33.229 0.005 2.5 -0.441 RUSSELL 139.472 0.013 2.5 4.628 SHATZ 10.161 0.004 2.5 0.103 SILVER-mini 1.307 0.014 2.5 0.045 SMI 20.601 0.014 2.5 0.704 SOFR -213.904 0.024 2.5 -13.018 SOYBEAN 75.075 0.004 2.5 0.699 SOYMEAL -40.163 0.004 2.5 -0.374 SOYOIL 48.601 0.004 2.5 0.453 SP400 3.463 0.013 2.5 0.115 SP500_micro -34.893 0.009 2.5 -0.812 SUGAR11 -123.460 0.010 2.5 -3.008 US10 -63.962 0.005 2.5 -0.812 US10U -56.462 0.005 2.5 -0.716 US2 -165.011 0.005 2.5 -2.094 US20 -13.352 0.005 2.5 -0.169 US30 -22.598 0.005 2.5 -0.287 US5 -111.159 0.005 2.5 -1.411 VIX -23.009 0.099 2.5 -5.687 WHEAT -14.366 0.005 2.5 -0.191 ===================== Position diags ===================== AUD 2.14 BITCOIN 25.51 BOBL 1.05 BTP 1.41 BUND 0.60 BUXL 0.32 CAC 1.14 CAD 3.76 CANOLA 7.07 CHF 1.30 COCOA 0.78 COFFEE 0.26 COPPER 1.92 CORN 4.08 COTTON2 2.08 CRUDE_W 2.78 DAX 3.63 DOW 4.25 DX 2.24 EUR 1.46 EURIBOR-ICE 6.85 EUROSTX 1.44 FEEDCOW 0.83 GASOIL 0.43 GASOLINE 0.53 GAS_US_mini 14.52 GBP 2.29 GOLD_micro 1.90 HEATOIL 0.36 JGB-SGX-mini 21.14 JPY 2.15 LEANHOG 5.57 LIVECOW 1.67 LUMBER-new 4.58 MXP 28.06 NASDAQ_micro 1.73 NIKKEI 7.39 NZD 2.37 OAT 1.70 OATIES 2.90 OJ 0.93 PALLAD 0.30 PLAT 0.51 REDWHEAT 0.91 RICE 3.17 ROBUSTA 0.78 RUSSELL 8.16 SHATZ 2.52 SILVER-mini 0.21 SMI 0.79 SOFR 16.56 SOYBEAN 0.77 SOYMEAL 0.80 SOYOIL 0.58 SP400 0.36 SP500_micro 3.07 SUGAR11 3.08 US10 1.28 US10U 1.00 US2 2.41 US20 0.66 US30 0.51 US5 1.94 VIX 12.94 WHEAT 1.07 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.8 3.6 4.0 3.0 3 BITCOIN -21.1 -23.6 -18.5 0.0 0 BOBL 0.3 0.2 0.4 0.0 0 BTP -0.0 -0.2 0.1 0.0 0 BUND 0.2 0.1 0.2 0.0 0 BUXL -0.1 -0.1 -0.0 -2.0 -2 CAC 1.2 1.0 1.3 0.0 0 CAD 0.4 0.1 0.8 -1.0 -1 CANOLA 4.1 3.4 4.8 0.0 0 CHF -1.0 -1.2 -0.9 -2.0 -2 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE -0.0 -0.0 0.0 0.0 0 COPPER 1.6 1.4 1.8 2.0 2 CORN 1.0 0.6 1.4 0.0 0 COTTON2 1.1 0.9 1.3 0.0 0 CRUDE_W 2.9 2.7 3.2 3.0 3 DAX 0.2 -0.2 0.5 -1.0 -1 DOW -2.2 -2.6 -1.8 -8.0 -8 DX 0.1 -0.2 0.3 1.0 1 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 2.6 1.9 3.2 0.0 0 EUROSTX 0.7 0.6 0.9 3.0 3 FEEDCOW 0.7 0.7 0.8 2.0 2 GASOIL 0.6 0.6 0.7 0.0 0 GASOLINE 0.3 0.3 0.4 1.0 1 GAS_US_mini -3.0 -4.4 -1.5 0.0 0 GBP 0.5 0.3 0.8 0.0 0 GOLD_micro -0.9 -1.1 -0.7 -4.0 -4 HEATOIL 0.4 0.3 0.4 0.0 0 JGB-SGX-mini -13.5 -15.6 -11.4 0.0 0 JPY -1.6 -1.8 -1.4 -1.0 -1 LEANHOG -9.8 -10.3 -9.2 -8.0 -8 LIVECOW 2.2 2.1 2.4 1.0 1 LUMBER-new -4.5 -5.0 -4.0 0.0 0 MXP 30.9 28.1 33.7 26.0 26 NASDAQ_micro -0.5 -0.6 -0.3 -4.0 -4 NIKKEI 1.6 0.8 2.3 1.0 1 NZD 1.2 0.9 1.4 1.0 1 OAT 0.9 0.7 1.1 4.0 4 OATIES -0.5 -0.8 -0.2 NaN 0 OJ -0.7 -0.8 -0.6 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT 0.3 0.2 0.4 0.0 0 RICE -3.4 -3.7 -3.0 0.0 0 ROBUSTA -0.4 -0.5 -0.4 0.0 0 RUSSELL 4.6 3.8 5.4 0.0 0 SHATZ 0.1 -0.1 0.4 NaN 0 SILVER-mini 0.0 0.0 0.1 1.0 1 SMI 0.7 0.6 0.8 0.0 0 SOFR -13.0 -14.7 -11.4 NaN 0 SOYBEAN 0.7 0.6 0.8 2.0 2 SOYMEAL -0.4 -0.5 -0.3 0.0 0 SOYOIL 0.5 0.4 0.5 0.0 0 SP400 0.1 0.1 0.2 1.0 1 SP500_micro -0.8 -1.1 -0.5 0.0 0 SUGAR11 -3.0 -3.3 -2.7 -3.0 -3 US10 -0.8 -0.9 -0.7 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -2.1 -2.3 -1.9 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.4 -1.6 -1.2 -4.0 -4 VIX -5.7 -7.0 -4.4 -2.0 -2 WHEAT -0.2 -0.3 -0.1 -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 0.4 -0.2 0.4 0.0 0.1 0.1 0.1 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 0.1 0.3 0.1 1.4 0.1 0.1 0.4 0.2 0.5 0.1 0.4 0.1 0.1 0.3 0.6 -0.1 0.7 0.3 0.7 BITCOIN 0.6 -0.1 -0.6 0.0 -0.0 0.3 0.1 0.7 0.1 0.1 -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 0.1 -0.4 0.2 -0.5 0.1 -0.0 0.5 -0.3 0.6 -0.2 -0.4 -0.0 -0.7 -0.6 BOBL 0.3 -0.5 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.1 0.4 0.0 0.2 0.1 -0.1 -0.1 0.0 -0.1 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.2 0.1 0.1 -0.2 0.0 0.2 0.6 0.3 0.7 BTP 0.4 -0.5 -0.4 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -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 0.0 -0.1 0.1 0.0 0.0 0.5 0.2 0.2 -0.2 0.0 0.1 0.6 0.2 0.7 BUND 0.1 -0.4 0.1 -0.0 0.0 -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 0.0 -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 -0.1 -0.1 0.3 -0.0 0.0 -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 -0.3 -0.3 0.2 0.2 -0.2 0.3 -0.1 0.1 CAC 0.6 -0.3 -0.3 0.1 0.1 0.1 0.2 0.2 0.1 -0.0 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 -0.0 0.2 0.1 0.2 0.1 0.7 -0.2 -0.1 0.2 0.2 0.1 0.7 -0.0 0.7 CAD 0.2 -0.3 0.1 0.0 0.1 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 -0.0 -0.0 0.2 -0.0 0.1 2.7 -0.0 0.2 0.0 0.2 0.1 0.1 -0.4 0.3 -0.3 -0.0 -0.3 -0.7 -0.7 -0.7 -0.7 CANOLA -0.5 0.0 0.6 0.1 0.0 0.1 0.0 -0.2 0.1 0.1 0.2 -0.0 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 0.1 0.2 0.0 0.2 0.0 -0.9 -0.0 -0.2 0.2 0.6 0.3 0.7 0.4 0.7 CHF 0.3 -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 0.5 -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 -0.2 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 -0.1 -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 -0.6 -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 0.0 0.4 0.0 0.1 0.1 0.1 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.1 0.0 0.1 0.1 0.3 0.1 -0.2 0.3 0.4 0.2 0.2 0.2 0.7 -0.1 0.4 CORN -0.5 0.2 0.4 0.2 0.0 0.2 0.0 -0.4 0.1 0.2 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 0.1 -0.6 0.1 0.1 0.3 -0.1 0.5 0.2 COTTON2 0.6 0.6 0.6 0.2 0.0 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 0.6 -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 0.2 -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 -0.3 -0.6 0.0 0.1 0.1 0.1 0.1 0.1 0.0 -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 0.0 -0.1 0.1 0.0 0.0 -0.1 -0.1 -0.2 -0.4 -0.3 0.3 0.7 0.4 0.7 DOW 0.6 -0.5 -0.5 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 0.1 -0.2 -0.4 -0.4 -0.2 -0.7 -0.4 -0.7 DX -0.5 0.3 0.2 0.0 0.0 0.1 0.1 0.1 0.1 -0.0 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 -1.7 0.0 -0.0 0.0 -0.1 -0.0 -0.1 0.8 -0.5 -0.6 0.4 -0.1 0.0 0.5 0.3 0.6 EUR 0.6 -0.2 -0.3 0.0 0.1 0.1 0.1 0.2 0.1 0.0 -0.1 0.1 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 -0.0 0.0 0.1 0.2 0.1 -0.3 -0.1 0.2 -0.1 -0.2 -0.6 -0.7 -0.3 -0.7 EURIBOR-ICE 0.3 -0.5 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -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 0.0 -0.1 0.0 -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 -0.3 -0.5 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 0.3 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 -0.5 0.0 0.0 0.1 0.1 0.1 0.1 0.7 -0.1 -0.2 -0.3 -0.0 0.1 0.7 0.1 0.7 FEEDCOW 0.6 0.0 0.1 0.2 0.0 0.2 0.0 -0.4 0.1 -0.1 0.4 0.0 0.6 0.1 0.1 0.0 0.2 0.1 0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.2 0.2 -0.1 0.5 0.1 1.1 -0.5 0.6 -0.5 -0.1 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 0.2 -0.0 0.4 0.0 0.4 0.1 1.1 -0.1 0.1 0.5 0.4 -0.0 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 -0.2 -0.4 0.2 0.2 0.0 0.2 0.1 -1.1 0.2 0.0 0.4 0.0 0.3 0.1 -1.1 0.1 0.0 0.2 0.1 0.2 0.7 -0.1 0.3 GAS_US_mini -0.3 -0.3 -0.2 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 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 2.7 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -1.1 0.1 -0.3 -0.6 -0.6 0.5 0.0 0.5 -0.1 GBP 0.4 -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 0.0 0.1 0.1 0.3 0.1 0.3 -0.1 -0.0 0.1 0.0 -0.6 -0.2 -0.3 -0.3 GOLD_micro 0.2 -0.6 -0.6 0.0 -0.0 0.1 0.0 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 -0.1 -0.0 -0.2 0.4 0.7 0.3 -0.2 -0.7 HEATOIL -0.5 0.6 0.6 0.1 0.0 0.4 0.0 0.3 0.1 0.0 0.2 -0.0 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 -0.0 0.3 0.1 -1.1 0.1 0.0 0.4 0.0 0.4 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 -0.2 0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 0.4 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 0.3 -0.1 -0.5 -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 0.1 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 -0.2 -0.0 -0.5 -0.1 2.7 -0.1 -0.0 -0.3 -0.0 -0.6 -0.0 -0.5 -0.5 -0.4 -0.3 -0.4 -0.2 -0.4 0.0 -0.5 LEANHOG -0.4 -0.6 -0.0 0.2 0.0 0.3 0.0 -0.5 0.1 -0.1 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 -0.1 -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 -0.2 0.5 0.1 0.6 0.2 0.2 0.2 0.1 0.2 0.1 0.2 0.2 0.0 0.5 0.2 -2.7 0.2 -0.2 0.2 0.0 0.4 0.2 1.1 -0.2 0.6 -0.0 0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.3 0.2 0.1 0.2 0.0 0.2 0.0 -0.4 0.1 -0.1 -0.5 -0.2 -0.7 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.1 -0.6 -0.1 NaN -0.0 -0.1 -0.3 -0.1 -0.6 -0.0 -1.2 -0.2 -0.2 -0.7 -0.6 0.3 0.8 0.3 0.8 MXP 0.6 -0.2 -0.3 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.4 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 0.4 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 0.1 -0.0 0.2 0.1 0.1 -0.2 0.4 -0.1 0.1 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 0.6 -0.3 -0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.2 0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 -1.4 0.1 0.0 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 0.0 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 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.1 -0.0 -0.0 -0.0 0.2 0.2 0.2 0.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.2 -0.0 0.0 -0.0 0.0 0.0 0.0 0.8 0.1 0.1 -0.1 0.2 0.1 0.5 0.2 0.6 OATIES -0.3 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 -0.2 0.1 0.2 0.1 -0.4 0.1 -0.4 OJ 0.2 0.1 0.3 0.1 0.0 0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 -0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.7 -0.3 0.1 -0.3 -0.1 -0.3 -0.3 -0.4 -0.3 PALLAD 0.4 -0.6 -0.3 0.0 -0.0 0.1 0.0 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 0.0 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 0.2 -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 0.2 0.3 0.2 -0.8 0.5 0.5 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 0.1 -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 0.0 -0.1 0.0 -0.4 -0.0 -1.1 -0.1 -0.0 -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 -0.0 -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 0.1 0.0 0.2 0.3 RUSSELL 0.6 -0.2 -0.3 0.1 0.1 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 0.9 0.1 0.2 0.1 0.2 0.2 0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.1 -0.7 -0.2 -0.7 SHATZ 0.6 -0.5 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.0 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 0.8 -0.1 0.0 -0.2 0.0 -0.2 0.0 -0.9 0.2 0.2 -0.4 -0.2 0.2 0.4 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 0.0 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 0.0 0.2 0.0 -1.2 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 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 0.2 0.0 -0.0 0.0 0.1 0.1 0.1 0.0 0.0 0.1 0.1 0.1 0.6 0.0 -0.0 0.2 0.1 0.3 0.1 1.1 -0.3 -0.0 -0.3 0.1 0.1 0.7 0.1 0.7 SOFR 0.1 -0.3 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -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 -0.0 0.0 0.0 0.1 0.0 0.2 -0.3 -0.2 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 0.2 0.5 0.2 0.6 0.2 0.2 -0.0 -0.1 0.0 -0.0 0.2 0.2 0.1 0.3 0.1 -0.9 0.2 0.1 0.5 0.1 0.5 0.1 0.4 0.3 0.2 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 -0.1 0.2 -0.0 0.1 0.0 -0.0 0.2 -0.0 -0.2 -0.1 -0.3 -0.5 -0.6 -0.4 SOYOIL -0.4 0.1 0.6 0.1 0.0 0.2 0.0 -0.3 0.1 0.1 0.4 0.1 0.5 0.1 0.2 0.4 -0.0 0.1 0.0 0.2 0.2 0.1 0.5 0.2 -2.0 0.2 0.2 0.5 0.1 0.5 0.1 0.5 0.1 0.4 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 0.6 -0.3 -0.0 0.1 0.1 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 0.1 0.1 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 -0.2 -0.6 0.1 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.1 0.4 0.1 0.1 -0.1 -0.2 -0.1 -0.2 0.1 0.0 0.2 0.2 0.2 -1.6 0.0 0.1 -0.1 0.2 0.0 0.1 -0.3 0.3 -0.2 -0.2 -0.5 0.2 -0.7 0.2 -0.7 SUGAR11 -0.6 0.4 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 -0.2 -0.1 -0.2 -0.7 -0.1 -0.4 US10 0.2 -0.4 -0.2 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -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 0.0 -0.0 0.0 0.0 0.0 -0.2 -0.2 -0.1 -0.0 -0.0 -0.1 -0.7 -0.2 -0.7 US10U 0.2 -0.4 -0.2 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.1 0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.0 0.0 -0.0 -0.0 -1.6 -0.0 0.0 -0.0 0.0 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 0.0 -0.1 0.1 -0.1 0.0 -0.0 -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 -0.0 -0.2 0.0 -0.1 -0.0 -1.1 -0.2 -0.0 -0.3 -0.3 -0.0 -0.7 -0.0 -0.6 US20 0.2 -0.4 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.1 0.1 0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.9 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.3 -0.1 -0.1 0.0 0.1 0.5 -0.0 -0.3 US30 0.1 -0.3 -0.0 -0.0 0.0 -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 -0.0 -0.3 -0.5 -0.4 -0.1 0.1 0.0 0.4 -0.1 -0.2 US5 0.2 -0.4 -0.3 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.1 0.1 0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.7 -0.0 0.0 -0.1 0.0 0.0 0.0 -0.4 -0.2 -0.0 -0.1 -0.1 -0.0 -0.7 -0.1 -0.7 VIX -0.9 0.5 0.8 0.1 -0.0 0.3 -0.1 0.1 -0.0 -0.1 0.1 -0.2 -0.3 -0.0 0.0 -0.3 -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 0.2 0.0 -0.3 0.1 0.1 0.2 0.0 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.0 0.0 1.1 0.1 0.1 0.3 0.1 0.2 0.1 -0.9 0.1 -0.0 0.1 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 10.9 -6.4 12.1 2.3 7.0 2.5 13.4 4.1 8.2 10.5 12.6 14.2 13.1 11.3 11.9 1.9 0.2 1.5 0.9 10.8 13.0 15.4 12.4 12.9 10.8 12.5 7.8 15.9 14.8 14.5 13.2 6.9 4.9 4.5 9.3 18.1 -3.6 20.0 7.7 20.0 BITCOIN 20.0 -3.6 -20.0 2.8 -2.7 10.5 8.9 20.0 7.4 10.0 -20.0 18.1 -16.1 15.5 -14.1 -3.5 -5.3 -3.7 -4.2 -12.5 -20.0 20.0 -20.0 13.6 -15.3 -1.1 9.1 -13.7 15.3 -13.8 10.0 -0.4 19.7 -9.3 19.4 -5.7 -11.2 -1.4 -20.0 -19.4 BOBL 9.9 -14.1 -0.1 -1.5 2.4 -2.2 4.2 -2.0 1.6 2.2 -5.7 3.9 -4.5 -4.7 -5.3 19.6 0.9 7.8 2.6 -5.0 -4.8 1.9 -3.4 -1.9 1.5 -2.7 1.6 -4.2 4.3 -3.8 1.6 -4.1 5.1 3.1 -4.7 0.1 5.8 17.8 9.6 20.0 BTP 12.6 -16.1 -12.4 -1.9 3.0 -2.7 5.3 -2.5 2.0 2.2 -2.8 6.8 3.7 -3.0 -4.1 4.0 10.1 7.7 9.5 -4.2 -3.4 3.2 -0.3 -0.5 -18.4 -2.7 2.0 -2.5 5.6 0.8 2.4 10.3 6.8 5.0 -6.8 0.8 3.9 17.0 7.0 19.8 BUND 4.4 -12.1 2.5 -1.7 2.8 -2.5 4.9 -2.3 1.9 2.1 -6.3 3.2 -6.5 -6.0 -6.4 -0.4 7.5 5.7 7.8 -4.8 -4.3 1.0 -3.6 -2.6 -0.2 -2.3 2.0 -3.3 3.8 -3.3 1.1 6.7 0.5 -0.1 -2.4 2.6 4.8 17.1 9.4 20.0 BUXL -4.0 -2.3 8.6 -2.4 3.9 -3.6 6.9 -3.2 2.7 -2.4 -10.8 -6.2 -13.7 -9.9 -9.2 3.4 3.8 3.9 4.1 -5.1 -5.5 -2.3 -8.7 -5.3 3.0 -1.5 3.9 -3.7 1.6 -7.3 -0.4 -0.2 -14.0 -7.7 5.9 6.0 -4.7 10.2 -2.6 4.4 CAC 20.0 -9.8 -10.6 5.4 9.6 3.4 14.9 4.5 11.7 -4.2 1.1 7.6 7.0 5.2 1.7 14.0 1.1 9.3 4.2 2.8 0.5 6.7 1.5 7.5 4.0 9.5 -0.9 6.9 7.8 4.6 11.3 12.8 -6.5 -1.9 6.9 5.0 2.5 20.0 -1.1 20.0 CAD 5.1 -9.3 3.7 3.5 10.9 3.9 20.0 6.4 12.8 19.5 -2.1 19.6 3.1 -0.9 -8.7 -7.3 -7.4 -7.2 -7.3 -3.2 -2.1 20.0 -1.4 6.8 20.0 -1.2 20.0 0.9 20.0 1.6 9.3 -6.7 12.1 -9.8 -0.1 -8.8 -20.0 -20.0 -20.0 -20.0 CANOLA -14.4 1.4 20.0 9.8 0.8 4.4 0.7 -6.7 5.6 7.2 6.6 -2.7 3.0 -0.0 7.4 -15.9 -15.6 -16.7 -16.8 5.8 7.5 0.9 4.4 0.4 8.4 7.6 7.3 9.1 1.3 5.0 1.6 -16.8 -1.6 -5.5 6.4 18.7 8.4 20.0 10.6 20.0 CHF 8.5 -13.2 -2.1 2.0 6.2 2.2 11.9 3.6 7.3 8.7 -6.0 10.6 7.3 -2.4 -6.9 -14.4 -15.4 -14.3 -14.6 -2.8 -1.6 10.1 2.7 3.2 -2.9 -0.5 7.9 1.6 9.4 5.6 3.7 -19.8 4.7 -3.2 -5.9 -2.2 -19.1 -20.0 -11.9 -20.0 COCOA 20.0 15.5 -20.0 5.8 0.5 2.6 0.4 -3.9 3.3 -2.8 -6.7 0.1 -6.4 1.2 -5.8 -7.7 0.4 -6.8 -4.7 -7.4 -14.6 -0.1 -14.4 -0.9 -20.0 -3.2 -2.1 -7.4 0.4 -6.8 0.4 7.4 6.0 1.3 -5.6 -17.6 12.4 1.5 15.1 6.1 COFFEE 1.1 11.9 -20.0 16.1 1.3 7.1 1.1 -10.9 9.1 -6.2 -10.3 -8.7 0.2 -1.6 -11.1 11.7 16.8 14.7 17.1 -7.8 -11.7 -5.8 -2.1 -3.1 -20.0 -3.6 -7.7 -4.0 -7.2 6.3 -3.6 20.0 4.6 -19.5 -7.4 -20.0 18.1 20.0 20.0 20.0 COPPER 20.0 -6.9 -0.1 1.4 -1.3 5.2 4.4 11.5 3.6 6.6 5.0 9.7 5.6 8.2 1.4 -6.6 -6.3 -6.4 -6.4 4.9 5.0 11.8 7.0 10.0 -1.0 5.4 3.0 4.8 10.3 7.6 9.9 -3.1 14.4 12.1 4.8 4.7 4.6 20.0 -1.6 12.5 CORN -14.4 7.0 12.3 17.7 1.4 7.8 1.2 -12.0 10.0 17.1 10.8 -7.5 -2.0 -1.0 9.2 -20.0 -20.0 -20.0 -20.0 5.8 8.0 1.7 1.4 -0.9 11.9 9.6 14.5 13.7 2.4 6.5 -0.3 -20.0 3.9 -17.8 3.9 1.9 10.4 -1.8 14.2 5.6 COTTON2 20.0 20.0 20.0 20.0 1.6 8.9 1.4 -13.6 11.3 20.0 10.7 20.0 -7.7 20.0 20.0 -15.0 -19.9 -20.0 -20.0 20.0 19.1 20.0 -2.1 20.0 -4.2 20.0 20.0 20.0 20.0 0.3 20.0 -20.0 20.0 20.0 20.0 18.6 -11.8 -12.3 -12.2 -8.8 CRUDE_W -19.7 15.5 20.0 20.0 0.5 20.0 0.6 15.1 10.5 -1.3 8.9 0.8 4.0 7.3 10.0 15.4 8.0 13.4 10.0 14.1 14.0 -0.2 7.5 6.5 4.9 14.0 -1.8 14.6 -1.9 7.6 4.9 -0.1 11.1 -10.8 -15.6 -13.6 11.3 20.0 -1.7 2.0 DAX 20.0 -10.8 -20.0 4.5 8.0 2.8 12.5 3.8 9.8 2.1 -1.6 7.1 4.6 1.3 -1.2 -4.0 -6.9 -5.7 -6.4 -0.9 -2.1 7.8 0.7 4.8 -5.9 -1.0 2.9 -2.4 6.8 0.3 4.5 -2.3 -3.9 -5.7 -11.7 -8.0 7.6 19.6 10.6 20.0 DOW 20.0 -14.1 -16.9 5.6 10.0 3.5 15.6 4.7 12.3 8.3 1.1 10.8 8.1 6.0 0.8 -5.2 -7.3 -5.9 -6.5 1.7 0.2 17.5 4.1 11.3 -6.0 -0.7 9.5 -1.4 11.8 2.4 6.7 -2.8 2.1 -6.8 -13.1 -11.6 -6.0 -20.0 -12.5 -20.0 DX -15.0 8.1 7.3 1.7 5.2 1.9 9.9 3.0 6.1 -4.2 5.3 -8.2 -6.4 -1.2 4.6 3.7 5.4 4.2 4.7 1.1 2.5 -7.9 -0.1 -4.8 -12.4 0.4 -4.0 1.2 -8.1 -0.9 -4.9 14.7 -20.0 -17.0 13.5 -3.5 0.2 13.7 9.7 18.1 EUR 18.4 -5.6 -9.0 2.3 7.2 2.6 13.7 4.2 8.4 5.1 -4.9 13.1 9.3 7.5 -3.7 -5.5 -7.3 -6.1 -6.7 1.1 -1.6 10.2 2.3 8.9 4.8 2.3 -0.2 1.1 9.1 4.9 8.6 -6.2 -4.5 5.5 -2.3 -6.1 -17.1 -20.0 -9.0 -20.0 EURIBOR-ICE 10.5 -16.1 -5.9 -1.4 2.2 -2.0 3.9 -1.8 1.5 2.3 -4.6 4.7 -1.8 -3.9 -4.5 2.2 9.5 5.2 8.0 -4.6 -4.3 2.2 -2.3 -1.5 -2.5 -2.2 1.6 -3.4 4.1 -2.5 1.7 8.8 5.8 3.6 -5.2 0.6 11.6 14.8 17.3 20.0 EUROSTX 20.0 -10.7 -16.4 4.9 8.7 3.1 13.6 4.1 10.7 -1.0 2.7 7.3 7.2 2.7 0.7 -1.4 1.6 1.9 2.4 2.0 1.5 7.0 3.9 6.3 -4.0 2.4 0.5 2.2 6.7 4.2 6.6 12.6 -5.6 -5.6 -8.7 -1.3 3.8 20.0 4.0 20.0 FEEDCOW 19.2 0.9 4.1 15.6 1.2 6.9 1.1 -10.6 8.8 -16.5 15.1 3.0 16.5 10.4 13.0 0.6 9.2 6.1 9.0 16.9 19.8 -7.9 20.0 11.7 -20.0 7.6 -20.0 6.5 -7.9 14.5 7.0 20.0 -20.0 20.0 -14.7 -2.3 20.0 20.0 17.6 20.0 GASOIL 1.5 20.0 20.0 11.8 0.3 12.1 0.3 7.9 5.5 -2.6 6.3 2.0 5.9 5.8 6.5 20.0 20.0 20.0 20.0 12.9 12.0 0.9 7.6 7.4 -2.5 14.0 -0.5 14.8 0.7 10.6 6.8 20.0 -2.9 3.5 15.5 12.0 -1.4 10.7 -7.8 -1.3 GASOLINE -10.2 19.4 20.0 16.0 0.4 16.4 0.5 10.7 7.4 5.5 8.5 2.9 6.7 7.9 8.7 20.0 -20.0 -12.4 -20.0 14.7 14.0 3.9 8.8 8.8 -8.0 15.4 3.5 15.1 2.9 9.5 8.3 -20.0 6.0 1.4 7.1 3.7 6.8 20.0 -2.9 9.1 GAS_US_mini -9.2 -10.2 -4.8 20.0 0.5 20.0 0.6 13.7 9.6 2.8 -9.0 -9.0 -9.6 -11.2 -10.4 -20.0 -8.5 -1.0 2.4 -7.8 -7.0 -3.5 -6.5 -7.0 20.0 -9.0 1.8 -9.0 -3.1 -7.7 -7.2 -19.9 2.5 -9.1 -20.0 -20.0 15.3 1.2 13.7 -4.1 GBP 12.0 -4.8 -3.4 2.6 8.1 2.9 15.6 4.7 9.5 7.4 -0.3 14.1 10.1 10.3 -4.3 0.6 0.2 0.5 0.3 2.1 0.6 11.0 3.6 8.7 -1.6 4.5 2.3 5.0 9.7 8.4 8.6 6.4 -2.3 -0.7 3.1 0.5 -17.3 -7.0 -9.9 -7.7 GOLD_micro 6.4 -18.7 -17.6 0.9 -0.9 3.3 2.8 7.5 2.4 -2.9 2.7 4.7 4.9 -1.7 -2.1 -5.3 -8.2 -5.5 -6.4 -1.0 4.0 0.7 8.8 -0.9 -20.0 1.6 -2.6 8.3 0.4 14.8 0.1 -4.7 -4.3 -0.3 -5.2 11.4 20.0 8.8 -5.2 -20.0 HEATOIL -16.5 20.0 20.0 12.7 0.3 13.1 0.4 8.5 5.9 1.4 6.9 -1.6 6.2 6.3 7.1 20.0 20.0 20.0 20.0 14.6 14.7 -0.4 9.7 6.6 -8.1 13.3 0.3 14.0 0.0 9.8 6.0 20.0 -3.0 -0.4 14.2 8.9 -1.6 3.8 -13.0 -9.7 JGB-SGX-mini -5.1 -5.7 9.3 -1.3 2.1 -1.9 3.7 -1.7 1.4 3.0 -7.0 -2.8 -7.4 -5.6 -5.9 0.0 9.0 2.6 5.3 -6.8 -8.1 -1.2 -9.4 -5.0 2.8 -6.9 0.8 -9.2 -1.2 -10.8 -4.6 5.6 -3.4 -14.9 -5.7 -10.5 1.1 -20.0 -0.9 -20.0 JPY 3.4 -6.4 3.6 2.3 7.1 2.6 13.6 4.1 8.3 -8.5 -15.1 -0.3 -15.2 -11.5 -13.5 -8.7 -9.9 -8.7 -9.0 -9.7 -14.2 -1.7 -17.3 -4.9 20.0 -8.2 -4.1 -12.4 -1.7 -15.7 -4.2 -10.1 -20.0 -11.8 -9.9 -11.9 -7.5 -12.9 0.0 -14.7 LEANHOG -10.9 -20.0 -0.7 20.0 1.7 9.8 1.5 -15.0 12.5 -11.3 4.2 -20.0 16.4 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 -17.5 -2.5 -20.0 9.4 -20.0 -8.8 -20.0 -9.8 -11.7 -20.0 4.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 3.1 -15.2 9.5 LIVECOW 20.0 12.0 5.5 17.4 1.4 7.7 1.2 -11.8 9.9 -17.1 16.7 9.5 17.5 15.4 17.1 12.1 7.4 9.1 6.8 20.0 20.0 3.4 20.0 20.0 -20.0 15.7 -20.0 8.9 1.4 11.6 17.2 20.0 -8.4 20.0 -0.1 1.1 20.0 20.0 20.0 20.0 LUMBER-new -7.2 5.6 3.3 15.6 1.2 6.9 1.1 -10.5 8.8 -10.4 -16.5 -13.6 -17.2 -10.5 -11.3 -20.0 -20.0 -20.0 -20.0 -8.9 -13.4 -9.3 -19.7 -9.6 NaN -3.5 -9.3 -9.4 -5.6 -15.1 -3.4 -20.0 -7.0 -4.6 -17.6 -14.9 6.8 20.0 8.5 20.0 MXP 18.5 -7.4 -10.2 2.7 8.3 3.0 15.8 4.8 9.7 6.6 13.5 16.4 17.1 13.2 10.4 7.7 11.4 8.7 10.0 10.4 13.0 13.9 18.2 14.8 -20.0 8.8 0.9 14.9 10.5 20.0 11.2 20.0 -3.4 8.3 -1.5 10.8 8.8 6.3 20.0 9.8 NASDAQ_micro 20.0 0.9 -20.0 6.2 11.1 3.9 17.3 5.3 13.6 10.1 1.6 12.1 9.4 10.4 4.2 -6.4 -8.1 -6.9 -7.4 7.5 1.7 20.0 5.2 20.0 -18.1 2.9 14.2 -0.9 19.0 2.6 13.1 -4.2 16.9 -3.5 2.7 -13.1 5.0 -20.0 5.6 -20.0 NIKKEI 20.0 -8.3 -8.1 3.9 6.9 2.4 10.8 3.3 8.5 4.1 5.5 6.7 6.8 4.8 3.7 0.3 6.0 2.6 4.3 5.9 6.2 11.5 8.1 9.6 -10.4 4.6 4.5 6.5 7.9 9.2 6.7 18.1 -0.6 -4.0 -0.8 7.4 -17.0 -4.1 -17.1 -1.8 NZD 7.6 -10.9 7.9 1.6 5.0 1.8 9.5 2.9 5.8 6.3 0.1 8.5 -0.9 0.1 -3.3 -3.0 -3.4 -3.2 -3.4 -1.0 -1.0 6.0 -1.1 2.5 10.5 -0.7 3.6 -0.9 5.8 -1.5 2.8 0.0 1.6 -2.3 -4.0 -1.9 -11.7 20.0 0.0 20.0 OAT 8.3 -15.4 1.0 -1.5 2.5 -2.3 4.4 -2.1 1.7 1.8 -2.6 5.0 -1.3 -3.4 -4.0 10.0 12.3 11.5 12.5 -3.0 -2.2 1.9 -1.2 -0.9 -1.3 -0.6 1.2 -0.5 4.1 0.1 2.3 14.9 3.6 3.3 -3.2 4.9 2.9 14.9 6.0 19.0 OATIES -8.2 14.7 18.5 10.0 0.8 4.5 0.7 -6.8 5.7 -7.8 2.9 -6.5 -2.8 -0.2 3.9 -10.0 -9.8 -8.1 -9.8 5.0 4.1 -4.3 -1.0 0.1 0.2 5.7 -6.6 4.6 -4.3 -1.5 0.1 -6.3 -8.1 -5.9 3.7 6.3 2.6 -10.9 4.4 -12.4 OJ 7.0 2.9 8.3 6.0 0.5 2.7 0.4 -4.1 3.4 -6.2 -3.2 -2.7 -6.0 0.9 -1.7 -0.7 2.0 0.4 0.6 -0.8 -2.4 -4.9 -5.3 -1.6 -20.0 -1.1 -6.4 -1.6 -4.5 -3.3 -2.0 13.1 -12.2 2.6 -8.3 -3.1 -8.6 -9.6 -11.2 -8.8 PALLAD 12.8 -17.2 -7.7 1.2 -1.1 4.3 3.7 9.7 3.1 -2.7 -1.5 6.3 2.1 -2.1 -5.6 -3.6 -3.2 -3.4 -3.3 -4.4 -1.5 1.8 4.0 -0.7 13.9 -3.0 -1.4 -1.0 2.4 5.6 1.1 2.3 -1.0 -0.3 -6.1 -10.9 20.0 8.9 12.4 -4.3 PLAT 9.8 -9.4 -0.5 1.0 -0.9 3.6 3.1 8.0 2.5 -3.0 -0.1 5.7 2.9 -1.3 -4.0 -2.4 -3.1 -2.3 -2.6 -1.1 2.3 1.8 6.8 0.7 -1.7 0.2 -2.8 3.9 1.5 10.3 1.6 3.0 -1.2 -1.3 -0.4 -3.5 20.0 14.0 16.0 -0.5 REDWHEAT -4.7 11.9 20.0 14.8 1.2 6.6 1.0 -10.1 8.4 14.9 12.4 12.6 -5.4 13.3 14.1 -12.6 -15.3 -13.5 -14.4 13.3 11.5 14.1 2.5 11.5 6.9 17.0 16.4 15.9 14.9 7.1 14.0 -14.6 20.0 14.0 12.4 15.8 -17.8 -20.0 -20.0 -20.0 RICE -6.0 5.5 14.8 10.3 0.8 4.6 0.7 -7.0 5.8 5.9 -6.0 -2.8 -10.1 2.1 2.0 -20.0 -18.3 -20.0 -20.0 -2.0 -5.5 -0.5 -14.6 -2.8 3.2 0.9 5.2 -2.1 1.8 -11.6 -0.2 -20.0 -4.7 -0.1 -5.6 2.8 -20.0 -15.5 -20.0 -13.9 ROBUSTA -7.0 -8.8 -13.6 9.1 0.7 4.0 0.6 -6.2 5.2 3.6 -7.6 -4.4 -5.1 -7.0 -9.4 16.9 15.6 16.6 16.1 -10.0 -10.0 -1.2 -6.9 -6.7 -20.0 -5.9 2.5 -6.8 1.1 -4.8 -2.5 20.0 9.8 -6.3 -14.3 -17.1 4.5 0.8 6.2 9.8 RUSSELL 20.0 -4.9 -9.4 7.2 12.7 4.5 19.9 6.0 15.6 11.0 7.1 14.0 11.6 11.7 5.9 -3.9 -4.9 -4.2 -4.5 10.2 6.4 20.0 8.5 20.0 6.4 6.7 17.3 4.0 20.0 6.3 16.4 1.1 8.5 -0.8 -1.4 -1.5 -2.9 -20.0 -4.7 -20.0 SHATZ 18.6 -14.2 0.5 -1.3 2.1 -1.9 3.8 -1.7 1.4 1.9 -5.5 4.3 -6.0 -3.3 -4.3 0.3 -8.3 -0.0 -3.0 -5.8 -6.1 2.7 -4.4 -1.6 6.1 -5.6 1.4 -7.4 4.1 -6.2 0.3 -16.6 10.2 5.4 -11.9 -7.2 6.9 13.3 9.1 19.8 SILVER-mini 7.3 -8.4 -6.4 0.9 -0.9 3.3 2.8 7.4 2.3 -0.0 0.2 4.5 2.3 -2.2 -4.3 -2.2 -4.9 -2.6 -3.6 -0.7 3.1 2.3 6.8 0.6 -8.9 1.2 -1.4 6.9 1.7 13.2 1.1 0.4 -0.7 -1.0 -1.2 3.8 15.9 11.7 9.0 3.5 SMI 20.0 -15.1 -13.0 4.8 8.5 3.0 13.3 4.0 10.4 -2.0 3.0 6.9 6.4 1.1 -0.1 1.0 6.4 5.1 6.6 1.8 2.6 5.8 5.0 5.3 4.8 4.3 -0.5 5.6 6.2 7.4 6.9 20.0 -11.4 -1.5 -8.0 2.0 1.7 20.0 2.7 20.0 SOFR 2.8 -9.8 -4.6 -2.9 4.7 -4.3 8.3 -3.9 3.2 1.5 -6.9 10.5 9.8 -8.2 -8.4 4.2 6.1 5.2 6.0 -3.6 -2.2 2.0 1.5 -1.3 -20.0 -1.0 -0.2 1.1 2.6 4.1 0.1 3.8 -11.4 -7.1 1.8 6.4 -9.1 -8.6 -11.5 -20.0 SOYBEAN -0.2 4.7 15.3 17.8 1.4 7.9 1.2 -12.1 10.1 18.8 17.9 17.8 15.7 14.8 18.5 -1.1 -2.7 0.3 -0.9 15.6 16.2 9.4 10.0 10.6 -6.7 14.4 15.2 17.8 8.7 13.5 8.4 7.7 12.3 7.3 1.1 10.2 1.2 -8.6 2.8 -5.7 SOYMEAL 2.0 3.9 8.4 10.7 0.8 4.7 0.7 -7.3 6.1 -3.3 0.6 2.0 -4.3 2.4 6.1 15.5 -8.4 3.8 -3.2 3.6 2.4 0.3 -1.0 3.3 -11.9 4.9 -7.2 6.0 -0.5 3.5 3.0 -0.0 9.5 -1.4 -5.8 -2.9 -9.7 -14.0 -16.9 -12.6 SOYOIL -12.1 2.9 20.0 13.2 1.0 5.9 0.9 -9.0 7.5 11.7 14.5 8.3 13.6 12.4 15.0 20.0 -1.9 7.4 1.2 20.0 20.0 13.9 17.8 14.9 -15.1 18.6 18.3 20.0 9.5 15.1 10.2 9.7 6.2 13.6 20.0 20.0 -1.7 -20.0 -2.1 -20.0 SP400 20.0 -8.1 -1.5 6.8 12.0 4.2 18.8 5.7 14.8 11.0 7.5 13.3 10.8 9.8 6.2 -4.7 -6.1 -5.5 -5.8 8.5 6.1 20.0 6.9 17.5 3.7 5.2 14.8 3.3 17.1 3.6 12.3 -1.1 0.4 -5.3 -6.7 0.3 -2.5 -20.0 -5.0 -20.0 SP500_micro 20.0 -6.8 -20.0 6.5 11.6 4.1 18.1 5.5 14.2 9.9 3.9 12.5 11.3 10.1 5.1 -6.6 -8.9 -7.5 -8.1 6.0 1.5 20.0 5.8 19.7 -11.8 0.6 12.2 -2.5 17.2 1.4 11.0 -5.4 11.9 -4.7 -6.7 -15.9 7.5 -20.0 7.1 -20.0 SUGAR11 -20.0 12.4 12.9 8.8 0.7 3.9 0.6 -6.0 5.0 -6.0 -5.5 -9.4 -8.8 -7.6 -4.0 -6.5 8.8 0.9 5.7 -4.0 -2.8 -13.0 -6.3 -10.6 -15.9 -2.0 -5.9 -0.1 -11.9 -3.6 -9.3 20.0 -20.0 -20.0 -5.3 -4.2 -4.7 -19.9 -3.9 -13.0 US10 6.5 -11.8 -7.4 -2.1 3.3 -3.0 5.9 -2.7 2.3 2.8 -4.4 8.7 4.3 -4.6 -5.5 2.9 1.7 2.8 2.6 -3.9 -3.3 2.7 -0.8 -0.5 -6.8 -2.6 1.0 -1.7 3.2 1.1 0.3 -3.0 -6.8 -2.0 -1.4 -1.1 -2.5 -20.0 -6.7 -20.0 US10U 5.4 -11.6 -6.1 -3.1 4.9 -4.5 8.8 -4.1 3.4 4.3 -5.4 13.0 6.1 -6.6 -7.8 3.3 1.4 3.2 2.6 -5.3 -4.0 3.1 -0.7 -1.2 -11.6 -4.3 1.6 -1.6 3.7 3.1 -0.6 -3.4 -12.7 -5.1 -2.5 0.2 -2.3 -3.3 -11.3 -20.0 US2 7.9 -15.7 -11.2 -2.0 3.2 -2.9 5.7 -2.6 2.2 -1.0 -6.7 8.2 -4.0 -4.1 -5.2 -3.7 -11.0 -6.0 -8.0 -8.3 -8.4 2.1 -5.3 -2.7 7.3 -7.1 -0.1 -7.4 2.7 -4.0 -1.5 -20.0 -6.8 -0.2 -9.7 -9.9 -0.4 -20.0 -0.8 -17.5 US20 5.3 -12.3 -3.0 -2.1 3.3 -3.1 5.9 -2.8 2.3 1.3 -3.6 7.9 1.4 -4.7 -5.3 4.3 4.1 4.6 4.6 -3.2 -2.4 1.4 -0.9 -1.0 -6.7 -4.0 0.3 -1.7 1.2 1.2 -1.8 0.7 -10.9 -4.0 -4.2 1.3 2.1 14.1 -0.6 -8.2 US30 2.3 -9.2 -0.9 -3.0 4.8 -4.4 8.6 -4.0 3.3 1.5 -9.0 8.6 -4.9 -9.1 -9.3 2.2 0.3 2.1 1.5 -4.9 -4.0 -0.2 -3.6 -3.0 -5.0 -6.6 0.1 -3.4 -0.5 -0.4 -4.6 -5.3 -19.6 -10.9 -2.3 1.9 0.2 11.1 -2.6 -7.0 US5 7.1 -13.1 -8.9 -2.1 3.4 -3.1 6.0 -2.8 2.3 0.8 -4.9 8.5 3.7 -4.3 -5.4 0.5 -1.1 0.4 -0.0 -5.2 -4.8 2.6 -1.9 -1.1 -5.2 -3.7 0.4 -3.1 3.2 0.0 0.0 -7.7 -6.5 -1.3 -3.8 -2.8 -1.0 -20.0 -3.7 -20.0 VIX -17.4 10.6 15.6 6.1 -1.3 6.2 -5.1 2.3 -1.1 -5.2 2.1 -12.4 -5.7 -0.6 2.3 -8.8 -20.0 -9.8 -18.0 3.1 4.2 -7.2 0.9 -4.4 NaN 6.3 -0.8 6.6 -4.7 2.6 -1.2 NaN NaN NaN NaN NaN -8.3 -20.0 NaN NaN WHEAT -9.4 8.2 20.0 13.4 1.1 5.9 0.9 -9.1 7.6 13.4 8.2 2.5 -6.5 4.7 9.8 -13.3 -17.2 -14.5 -15.7 7.4 7.3 5.2 0.2 3.3 8.0 11.2 12.2 12.9 5.9 6.2 5.0 -17.2 3.5 -0.3 4.2 13.4 -19.9 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3