******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260422_203948 produced at 2026-04-22 21:36:46.101647 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.39 0.0 0.00 0.00 0.00 0.00 -13.33 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 -13.66 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 -2.16 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 -9.66 13.0 -8 -8 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.08 0.0 0.90 -0.90 -0.14 -0.14 -1.13 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 -1.44 25.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.06 0.0 0.58 -0.58 -0.10 -0.10 -1.77 17.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -16.17 59.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.05 0.0 999.00 -999.00 -0.02 -0.02 -5.78 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 -0.83 17.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.04 0.0 0.64 -0.64 -0.05 -0.05 -0.73 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 -3.27 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 -4.56 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.02 0.0 0.71 -0.71 -0.09 -0.09 -2.09 66.0 -8 -8 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.15 -1.15 -0.04 -0.04 -0.93 56.0 -2 -2 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.89 -0.89 0.00 0.00 -0.38 14.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -3.05 18.0 -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 -0.64 48.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.01 0.0 0.38 -0.38 -0.01 -0.01 -0.46 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 -0.83 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 -0.27 6.0 -3 -3 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.01 0.0 0.60 -0.60 -0.06 -0.06 -0.12 10.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -3.45 26.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.75 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.48 9.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.16 9.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.01 0.0 0.54 -0.54 -0.05 -0.05 -0.33 23.0 -2 -2 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.39 23.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.05 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.03 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 0.04 999999999.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.00 0.0 0.72 -0.72 0.00 0.00 0.07 58.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.06 -0.00 0.0 0.22 -0.22 -0.06 -0.06 -0.07 4.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.17 9.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.33 8.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 24.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.01 0.0 0.18 -0.18 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 0.14 10.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.25 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 1.32 12.0 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 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.50 10.0 0 0 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 GBP False False 0.04 0.04 0.02 0.0 0.80 -0.80 0.04 0.04 0.54 22.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.60 -0.60 0.06 0.06 0.73 20.0 2 2 caleb_strategy_v3 GASOLINE False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.06 0.40 999999999.0 1 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.92 -0.92 0.00 0.00 0.74 29.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 0.91 11.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.24 -0.24 0.00 0.00 4.80 51.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.12 -1.12 0.00 0.00 0.26 19.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.54 -0.54 0.03 0.03 1.24 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 5.29 68.0 0 0 caleb_strategy_v3 HEATOIL False False 0.07 0.00 0.03 0.0 0.20 -0.20 0.00 0.00 0.39 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.03 0.0 0.18 -0.18 0.00 0.00 0.63 4.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.00 0.04 0.0 0.58 -0.58 0.00 0.00 2.18 36.0 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 0.75 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.24 0.05 0.0 0.61 -0.61 0.24 0.24 0.87 10.0 4 4 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.05 0.0 0.62 -0.62 0.16 0.16 0.69 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 2.19 17.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.10 0.0 0.17 -0.17 0.10 0.10 3.16 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 4.00 19.0 3 3 caleb_strategy_v3 COPPER False False 0.07 0.20 0.12 0.0 999.00 -999.00 0.20 0.20 1.76 999999999.0 3 3 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.28 0.0 1.24 -1.24 0.00 0.00 2.25 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.32 0.39 0.0 0.75 -0.75 0.32 0.32 31.17 60.0 26 26 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.5 Shocked risk 26.3 Sum abs risk 41.1 Leverage 4.59 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2310212.52, 'annual_cash_vol_target': 577553.13, 'daily_cash_vol_target': 36097.070625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.7154 0.6009 9.6137 BITCOIN 1610.3783 79340.0000 2.0297 32.4755 BOBL 0.2899 115.6500 0.2506 4.0102 BTP 0.7268 117.4000 0.6191 9.9049 BUND 0.5102 125.5300 0.4064 6.5027 BUXL 0.9597 108.6800 0.8831 14.1294 CAC 91.7315 8123.5000 1.1292 18.0674 CAD 0.0025 0.7334 0.3360 5.3764 CANOLA 8.3362 735.6000 1.1333 18.1320 CHF 0.0058 1.2825 0.4523 7.2373 COCOA 111.4824 3404.0000 3.2750 52.4006 COFFEE 5.0120 289.2500 1.7328 27.7241 COPPER 0.0816 6.2020 1.3157 21.0507 CORN 4.2462 481.7500 0.8814 14.1026 COTTON2 1.0020 78.6200 1.2745 20.3922 CRUDE_W 1.4052 76.5600 1.8355 29.3676 DAX 281.3915 24322.0000 1.1569 18.5111 DOW 386.1100 49530.0000 0.7795 12.4728 DX 0.4133 98.4050 0.4200 6.7199 EUR 0.0051 1.1738 0.4344 6.9503 EURIBOR-ICE 0.0598 97.3400 0.0614 0.9825 EUROSTX 70.3645 5865.0000 1.1997 19.1958 FEEDCOW 2.8125 359.0000 0.7834 12.5350 GASOIL 36.4308 1053.5000 3.4581 55.3292 GASOLINE 0.0715 3.1103 2.2976 36.7612 GAS_US_mini 0.1058 2.8550 3.7067 59.3068 GBP 0.0064 1.3506 0.4758 7.6127 GOLD_micro 62.6009 4760.6000 1.3150 21.0397 HEATOIL 0.1048 3.6331 2.8851 46.1612 JGB-SGX-mini 0.2872 130.1900 0.2206 3.5300 JPY 0.0000 0.0063 0.5448 8.7169 LEANHOG 0.9781 105.5750 0.9264 14.8228 LIVECOW 1.7501 243.2250 0.7196 11.5128 LUMBER-new 7.0960 593.5000 1.1956 19.1300 MXP 0.0004 0.0574 0.6458 10.3328 NASDAQ_micro 239.6046 27014.0000 0.8870 14.1914 NIKKEI 820.2432 59695.0000 1.3741 21.9849 NZD 0.0039 0.5918 0.6566 10.5053 OAT 0.6010 119.4600 0.5031 8.0501 OATIES 6.0180 331.5000 1.8154 29.0459 OJ 6.1838 174.3500 3.5468 56.7482 PALLAD 39.7820 1562.0000 2.5469 40.7498 PLAT 47.4821 2094.1000 2.2674 36.2788 REDWHEAT 10.4429 661.7500 1.5781 25.2491 RICE 0.1372 11.4050 1.2027 19.2433 ROBUSTA 61.0295 3407.0000 1.7913 28.6607 RUSSELL 28.7169 2786.0000 1.0308 16.4921 SHATZ 0.1201 105.9150 0.1134 1.8145 SILVER-mini 2.2655 78.4500 2.8879 46.2061 SMI 117.0482 13072.0000 0.8954 14.3266 SOFR 0.0523 96.5000 0.0542 0.8671 SOYBEAN 8.9264 1156.2500 0.7720 12.3522 SOYMEAL 4.2246 310.9000 1.3588 21.7411 SOYOIL 0.9604 69.2500 1.3868 22.1895 SP400 33.9009 3641.5000 0.9310 14.8953 SP500_micro 53.5285 7153.5000 0.7483 11.9726 SUGAR11 0.2519 13.8100 1.8243 29.1886 US10 0.3531 111.2656 0.3174 5.0781 US10U 0.4533 113.7188 0.3986 6.3772 US2 0.0936 103.7344 0.0902 1.4429 US20 0.6772 114.1562 0.5933 9.4920 US30 0.8856 116.5938 0.7596 12.1531 US5 0.2331 108.2891 0.2152 3.4438 VIX 0.6756 21.9500 3.0780 49.2477 WHEAT 8.8857 638.7500 1.3911 22.2577 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 715.40 0.60 429.85 1.00 429.85 36097.07 83.98 18.33 153.92 BITCOIN 79.34 2.03 161.04 1.00 161.04 36097.07 224.15 -6.65 -149.14 BOBL 1156.50 0.25 289.86 1.18 341.31 36097.07 105.76 2.41 25.53 BTP 1174.00 0.62 726.77 1.18 855.75 36097.07 42.18 -0.84 -3.52 BUND 1255.30 0.41 510.17 1.18 600.72 36097.07 60.09 2.30 13.81 BUXL 1086.80 0.88 959.74 1.18 1130.07 36097.07 31.94 -2.07 -6.60 CAC 812.35 1.13 917.32 1.18 1078.11 36097.07 33.48 10.06 33.70 CAD 733.40 0.34 246.44 1.00 246.44 36097.07 146.47 1.95 28.63 CANOLA 147.12 1.13 166.72 0.73 122.14 36097.07 295.54 6.66 196.90 CHF 1603.12 0.45 725.14 1.00 725.14 36097.07 49.78 -8.71 -43.33 COCOA 340.40 3.28 1114.82 1.00 1114.82 36097.07 32.38 -5.78 -18.72 COFFEE 1084.69 1.73 1879.50 1.00 1879.50 36097.07 19.21 -1.12 -2.14 COPPER 1550.50 1.32 2039.95 1.00 2039.95 36097.07 17.70 9.16 16.21 CORN 240.88 0.88 212.31 1.00 212.31 36097.07 170.02 3.19 54.25 COTTON2 393.10 1.27 501.01 1.00 501.01 36097.07 72.05 5.19 37.41 CRUDE_W 765.60 1.84 1405.24 1.00 1405.24 36097.07 25.69 11.33 29.11 DAX 243.22 1.16 281.39 1.18 331.33 36097.07 108.95 0.19 2.09 DOW 247.65 0.78 193.05 1.00 193.05 36097.07 186.98 -4.80 -89.70 DX 984.05 0.42 413.29 1.00 413.29 36097.07 87.34 0.19 1.69 EUR 1467.31 0.43 637.39 1.00 637.39 36097.07 56.63 -2.56 -14.50 EURIBOR-ICE 2433.50 0.06 149.43 1.18 175.95 36097.07 205.15 3.21 65.86 EUROSTX 586.50 1.20 703.65 1.18 828.52 36097.07 43.57 4.93 21.48 FEEDCOW 1795.00 0.78 1406.27 1.00 1406.27 36097.07 25.67 8.12 20.83 GASOIL 1053.50 3.46 3643.08 1.00 3643.08 36097.07 9.91 14.72 14.58 GASOLINE 1306.33 2.30 3001.39 1.00 3001.39 36097.07 12.03 7.59 9.13 GAS_US_mini 71.38 3.71 264.56 1.00 264.56 36097.07 136.44 -2.33 -31.79 GBP 844.12 0.48 401.63 1.00 401.63 36097.07 89.88 2.30 20.64 GOLD_micro 476.06 1.31 626.01 1.00 626.01 36097.07 57.66 -4.70 -27.12 HEATOIL 1525.90 2.89 4402.34 1.00 4402.34 36097.07 8.20 10.94 8.97 JGB-SGX-mini 130190.00 0.22 28722.82 0.01 180.83 36097.07 199.62 -6.31 -126.01 JPY 787.44 0.54 429.00 1.00 429.00 36097.07 84.14 -8.11 -68.22 LEANHOG 422.30 0.93 391.23 1.00 391.23 36097.07 92.27 -17.20 -158.68 LIVECOW 972.90 0.72 700.05 1.00 700.05 36097.07 51.56 12.80 66.00 LUMBER-new 163.21 1.20 195.14 1.00 195.14 36097.07 184.98 -10.13 -187.31 MXP 286.90 0.65 185.28 1.00 185.28 36097.07 194.82 10.89 212.09 NASDAQ_micro 540.28 0.89 479.21 1.00 479.21 36097.07 75.33 -1.88 -14.17 NIKKEI 59695.00 1.37 82024.32 0.01 516.40 36097.07 69.90 2.87 20.07 NZD 591.75 0.66 388.53 1.00 388.53 36097.07 92.91 5.15 47.85 OAT 1194.60 0.50 601.04 1.18 707.71 36097.07 51.01 5.00 25.49 OATIES 165.75 1.82 300.90 1.00 300.90 36097.07 119.96 -2.56 -30.71 OJ 261.52 3.55 927.57 1.00 927.57 36097.07 38.92 -8.71 -33.91 PALLAD 1562.00 2.55 3978.20 1.00 3978.20 36097.07 9.07 5.29 4.80 PLAT 1047.05 2.27 2374.11 1.00 2374.11 36097.07 15.20 4.89 7.43 REDWHEAT 330.88 1.58 522.14 1.00 522.14 36097.07 69.13 3.61 24.93 RICE 228.10 1.20 274.34 1.00 274.34 36097.07 131.58 -10.20 -134.25 ROBUSTA 340.70 1.79 610.29 1.00 610.29 36097.07 59.15 -4.94 -29.24 RUSSELL 139.30 1.03 143.58 1.00 143.58 36097.07 251.40 6.34 159.28 SHATZ 1059.15 0.11 120.11 1.18 141.43 36097.07 255.23 -0.06 -1.45 SILVER-mini 1961.25 2.89 5663.86 1.00 5663.86 36097.07 6.37 2.19 1.40 SMI 1307.20 0.90 1170.48 1.28 1502.60 36097.07 24.02 9.18 22.06 SOFR 2412.50 0.05 130.75 1.00 130.75 36097.07 276.09 -7.93 -218.99 SOYBEAN 578.12 0.77 446.32 1.00 446.32 36097.07 80.88 7.75 62.66 SOYMEAL 310.90 1.36 422.46 1.00 422.46 36097.07 85.45 -5.98 -51.07 SOYOIL 415.50 1.39 576.23 1.00 576.23 36097.07 62.64 8.62 54.02 SP400 3641.50 0.93 3390.09 1.00 3390.09 36097.07 10.65 3.10 3.30 SP500_micro 357.68 0.75 267.64 1.00 267.64 36097.07 134.87 -2.03 -27.42 SUGAR11 154.67 1.82 282.17 1.00 282.17 36097.07 127.93 -9.80 -125.39 US10 1112.66 0.32 353.14 1.00 353.14 36097.07 102.22 -6.38 -65.25 US10U 1137.19 0.40 453.26 1.00 453.26 36097.07 79.64 -7.18 -57.18 US2 2074.69 0.09 187.10 1.00 187.10 36097.07 192.93 -8.81 -169.93 US20 1141.56 0.59 677.23 1.00 677.23 36097.07 53.30 -2.33 -12.43 US30 1165.94 0.76 885.61 1.00 885.61 36097.07 40.76 -5.21 -21.24 US5 1082.89 0.22 233.08 1.00 233.08 36097.07 154.87 -7.35 -113.85 VIX 219.50 3.08 675.62 1.00 675.62 36097.07 53.43 -4.38 -23.39 WHEAT 319.38 1.39 444.28 1.00 444.28 36097.07 81.25 -1.61 -13.11 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 153.925 0.010 2.5 3.999 BITCOIN -149.137 0.043 2.5 -16.172 BOBL 25.526 0.004 2.5 0.259 BTP -3.523 0.014 2.5 -0.120 BUND 13.811 0.004 2.5 0.140 BUXL -6.603 0.004 2.5 -0.067 CAC 33.695 0.014 2.5 1.151 CAD 28.625 0.010 2.5 0.744 CANOLA 196.901 0.010 2.5 4.797 CHF -43.333 0.010 2.5 -1.126 COCOA -18.722 0.010 2.5 -0.456 COFFEE -2.143 0.005 2.5 -0.028 COPPER 16.210 0.043 2.5 1.758 CORN 54.254 0.010 2.5 1.322 COTTON2 37.415 0.010 2.5 0.912 CRUDE_W 29.110 0.043 2.5 3.157 DAX 2.094 0.014 2.5 0.072 DOW -89.699 0.009 2.5 -2.088 DX 1.691 0.010 2.5 0.044 EUR -14.499 0.010 2.5 -0.377 EURIBOR-ICE 65.859 0.014 2.5 2.250 EUROSTX 21.475 0.014 2.5 0.734 FEEDCOW 20.830 0.013 2.5 0.691 GASOIL 14.584 0.017 2.5 0.633 GASOLINE 9.127 0.017 2.5 0.396 GAS_US_mini -31.791 0.043 2.5 -3.447 GBP 20.638 0.010 2.5 0.536 GOLD_micro -27.120 0.014 2.5 -0.926 HEATOIL 8.969 0.017 2.5 0.389 JGB-SGX-mini -126.008 0.043 2.5 -13.664 JPY -68.224 0.010 2.5 -1.773 LEANHOG -158.683 0.024 2.5 -9.657 LIVECOW 66.003 0.013 2.5 2.190 LUMBER-new -187.313 0.010 2.5 -4.563 MXP 212.087 0.059 2.5 31.172 NASDAQ_micro -14.173 0.009 2.5 -0.330 NIKKEI 20.068 0.043 2.5 2.176 NZD 47.854 0.010 2.5 1.243 OAT 25.486 0.014 2.5 0.870 OATIES -30.712 0.010 2.5 -0.748 OJ -33.907 0.010 2.5 -0.826 PALLAD 4.797 0.014 2.5 0.164 PLAT 7.428 0.014 2.5 0.254 REDWHEAT 24.928 0.005 2.5 0.331 RICE -134.247 0.010 2.5 -3.271 ROBUSTA -29.243 0.005 2.5 -0.388 RUSSELL 159.282 0.013 2.5 5.286 SHATZ -1.452 0.004 2.5 -0.015 SILVER-mini 1.399 0.014 2.5 0.048 SMI 22.063 0.014 2.5 0.754 SOFR -218.994 0.024 2.5 -13.328 SOYBEAN 62.659 0.004 2.5 0.584 SOYMEAL -51.067 0.004 2.5 -0.476 SOYOIL 54.024 0.004 2.5 0.504 SP400 3.300 0.013 2.5 0.109 SP500_micro -27.416 0.009 2.5 -0.638 SUGAR11 -125.391 0.010 2.5 -3.055 US10 -65.254 0.005 2.5 -0.828 US10U -57.183 0.005 2.5 -0.726 US2 -169.933 0.005 2.5 -2.156 US20 -12.434 0.005 2.5 -0.158 US30 -21.240 0.005 2.5 -0.270 US5 -113.852 0.005 2.5 -1.445 VIX -23.390 0.099 2.5 -5.782 WHEAT -13.112 0.005 2.5 -0.174 ===================== Position diags ===================== AUD 2.18 BITCOIN 24.31 BOBL 1.07 BTP 1.44 BUND 0.61 BUXL 0.32 CAC 1.14 CAD 3.81 CANOLA 7.20 CHF 1.29 COCOA 0.79 COFFEE 0.26 COPPER 1.92 CORN 4.14 COTTON2 1.76 CRUDE_W 2.79 DAX 3.72 DOW 4.35 DX 2.27 EUR 1.47 EURIBOR-ICE 7.01 EUROSTX 1.49 FEEDCOW 0.85 GASOIL 0.43 GASOLINE 0.52 GAS_US_mini 14.80 GBP 2.34 GOLD_micro 1.97 HEATOIL 0.36 JGB-SGX-mini 21.65 JPY 2.19 LEANHOG 5.62 LIVECOW 1.71 LUMBER-new 4.51 MXP 28.64 NASDAQ_micro 1.75 NIKKEI 7.58 NZD 2.41 OAT 1.74 OATIES 2.92 OJ 0.95 PALLAD 0.31 PLAT 0.52 REDWHEAT 0.92 RICE 3.21 ROBUSTA 0.79 RUSSELL 8.34 SHATZ 2.59 SILVER-mini 0.22 SMI 0.82 SOFR 16.80 SOYBEAN 0.75 SOYMEAL 0.80 SOYOIL 0.58 SP400 0.35 SP500_micro 3.14 SUGAR11 3.12 US10 1.30 US10U 1.01 US2 2.45 US20 0.68 US30 0.52 US5 1.97 VIX 13.21 WHEAT 1.08 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.8 4.2 3.0 3 BITCOIN -16.2 -18.6 -13.7 0.0 0 BOBL 0.3 0.2 0.4 0.0 0 BTP -0.1 -0.3 0.0 -1.0 -1 BUND 0.1 0.1 0.2 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.2 1.0 1.3 0.0 0 CAD 0.7 0.4 1.1 0.0 0 CANOLA 4.8 4.1 5.5 0.0 0 CHF -1.1 -1.3 -1.0 -2.0 -2 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE -0.0 -0.1 -0.0 0.0 0 COPPER 1.8 1.6 1.9 3.0 3 CORN 1.3 0.9 1.7 0.0 0 COTTON2 0.9 0.7 1.1 0.0 0 CRUDE_W 3.2 2.9 3.4 3.0 3 DAX 0.1 -0.3 0.4 0.0 0 DOW -2.1 -2.5 -1.7 -8.0 -8 DX 0.0 -0.2 0.3 1.0 1 EUR -0.4 -0.5 -0.2 0.0 0 EURIBOR-ICE 2.2 1.5 3.0 0.0 0 EUROSTX 0.7 0.6 0.9 2.0 2 FEEDCOW 0.7 0.6 0.8 2.0 2 GASOIL 0.6 0.6 0.7 0.0 0 GASOLINE 0.4 0.3 0.4 1.0 1 GAS_US_mini -3.4 -4.9 -2.0 0.0 0 GBP 0.5 0.3 0.8 1.0 1 GOLD_micro -0.9 -1.1 -0.7 -2.0 -2 HEATOIL 0.4 0.4 0.4 0.0 0 JGB-SGX-mini -13.7 -15.8 -11.5 0.0 0 JPY -1.8 -2.0 -1.6 -3.0 -3 LEANHOG -9.7 -10.2 -9.1 -8.0 -8 LIVECOW 2.2 2.0 2.4 1.0 1 LUMBER-new -4.6 -5.0 -4.1 0.0 0 MXP 31.2 28.3 34.0 26.0 26 NASDAQ_micro -0.3 -0.5 -0.2 -2.0 -2 NIKKEI 2.2 1.4 2.9 0.0 0 NZD 1.2 1.0 1.5 1.0 1 OAT 0.9 0.7 1.0 4.0 4 OATIES -0.7 -1.0 -0.5 NaN 0 OJ -0.8 -0.9 -0.7 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.3 0.2 0.3 0.0 0 REDWHEAT 0.3 0.2 0.4 0.0 0 RICE -3.3 -3.6 -3.0 0.0 0 ROBUSTA -0.4 -0.5 -0.3 0.0 0 RUSSELL 5.3 4.5 6.1 0.0 0 SHATZ -0.0 -0.3 0.2 NaN 0 SILVER-mini 0.0 0.0 0.1 0.0 0 SMI 0.8 0.7 0.8 0.0 0 SOFR -13.3 -15.0 -11.6 NaN 0 SOYBEAN 0.6 0.5 0.7 2.0 2 SOYMEAL -0.5 -0.6 -0.4 0.0 0 SOYOIL 0.5 0.4 0.6 0.0 0 SP400 0.1 0.1 0.1 1.0 1 SP500_micro -0.6 -1.0 -0.3 0.0 0 SUGAR11 -3.1 -3.4 -2.7 -3.0 -3 US10 -0.8 -1.0 -0.7 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -2.2 -2.4 -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 -5.8 -7.1 -4.5 -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 0.0 0.1 0.1 0.2 0.1 0.1 0.4 0.2 0.5 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.4 0.1 1.5 0.1 0.1 0.5 0.1 0.6 0.1 0.4 0.1 0.2 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 0.2 -0.5 0.2 -0.6 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.2 -0.5 0.2 -2.1 0.0 0.2 -0.3 0.2 -0.5 0.1 -0.0 0.5 -0.2 0.6 -0.2 -0.4 -0.0 -0.7 -0.7 BOBL 0.3 -0.4 -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 -0.0 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 0.0 -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 -2.5 -0.0 -0.0 -0.1 0.0 0.0 0.0 0.5 0.0 0.2 -0.2 0.0 0.1 0.6 0.2 0.6 BUND 0.2 -0.4 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.0 0.1 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 0.3 -0.1 -0.0 -0.1 0.1 0.1 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 0.1 -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 0.3 -0.3 0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.2 -0.0 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 0.4 -0.2 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 0.3 0.0 0.2 0.0 -0.9 0.2 -0.1 0.2 0.6 0.3 0.7 0.4 0.7 CHF 0.3 -0.4 -0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.0 -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 -0.0 0.0 0.1 0.2 0.0 -1.1 0.0 -0.1 -0.2 -0.1 -0.7 -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 0.3 0.1 0.1 -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 0.3 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.0 -2.7 -0.0 -0.0 -0.1 -0.1 0.2 -0.0 1.1 -0.0 -0.6 -0.3 -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 0.1 0.1 0.1 0.2 0.1 -0.1 0.1 0.1 0.1 0.1 0.3 0.1 -0.2 0.4 0.5 0.2 0.2 0.1 0.7 -0.1 0.4 CORN -0.4 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 0.1 0.3 0.0 -1.1 0.2 -0.6 0.1 0.1 0.4 -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 0.1 0.3 0.2 -0.2 0.2 0.2 -0.3 -0.4 -0.4 -0.4 0.2 0.2 0.2 -0.0 0.2 -0.5 0.2 0.1 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 -0.3 0.5 0.6 0.2 0.1 0.5 0.1 0.5 0.1 0.1 0.2 0.0 0.2 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 0.0 -0.4 -0.5 -0.5 0.4 0.7 -0.1 0.1 DAX 0.6 -0.3 -0.6 0.1 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 -0.2 -0.2 -0.4 -0.3 0.2 0.6 0.3 0.7 DOW 0.6 -0.4 -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 0.2 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 -0.0 -1.7 0.0 -0.0 0.0 -0.1 -0.0 -0.1 0.8 -0.5 -0.5 0.4 -0.1 0.0 0.4 0.3 0.6 EUR 0.6 -0.2 -0.3 0.0 0.0 0.1 0.1 0.2 0.1 -0.1 -0.1 0.1 0.3 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 0.6 0.0 -0.1 0.0 0.0 0.2 0.1 -0.3 -0.2 0.1 -0.1 -0.2 -0.6 -0.7 -0.3 -0.7 EURIBOR-ICE 0.4 -0.5 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.0 0.2 0.1 0.2 -0.0 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.5 0.0 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 0.2 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 0.2 0.1 0.7 -0.2 -0.2 -0.3 -0.1 0.1 0.7 0.1 0.7 FEEDCOW 0.5 0.1 0.1 0.2 0.0 0.2 0.0 -0.4 0.1 -0.2 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 0.0 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 -0.0 0.1 0.5 0.4 -0.0 0.3 -0.3 -0.0 GASOLINE -0.2 0.6 0.6 0.2 0.1 0.5 0.0 0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 -0.4 -0.2 -0.4 0.2 0.2 0.1 0.2 0.1 -1.1 0.2 0.1 0.4 0.1 0.4 0.1 -1.1 0.2 0.1 0.2 0.1 0.2 0.7 -0.1 0.3 GAS_US_mini -0.3 -0.3 -0.2 0.2 0.1 0.5 0.0 0.5 0.1 0.1 -0.3 -0.1 -0.4 -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 -0.3 -0.0 -0.3 -0.1 -1.1 -0.2 -0.4 -0.6 -0.6 0.5 0.0 0.5 -0.1 GBP 0.4 -0.1 -0.1 0.0 0.0 0.1 0.1 0.2 0.1 0.0 -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 0.1 0.0 0.1 0.1 0.3 0.1 0.3 -0.0 -0.1 0.1 0.0 -0.6 -0.2 -0.3 -0.3 GOLD_micro 0.2 -0.6 -0.5 0.0 0.0 0.1 0.0 0.3 0.0 -0.0 0.1 0.0 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 0.0 0.2 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.6 -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 0.1 0.2 0.0 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.3 0.1 -1.1 0.1 0.0 0.4 0.0 0.4 0.1 1.1 -0.0 0.0 0.5 0.3 -0.1 0.1 -0.4 -0.3 JGB-SGX-mini -0.1 -0.2 0.2 -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 -0.0 0.4 -0.1 0.0 -0.3 -0.0 -0.4 -0.0 0.3 -0.0 -0.5 -0.2 -0.3 0.0 -0.7 -0.0 -0.7 JPY 0.1 -0.2 0.1 0.0 0.0 0.1 0.1 0.2 0.1 -0.1 -0.4 -0.0 -0.6 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.0 -0.5 -0.1 2.7 -0.1 -0.1 -0.3 -0.0 -0.6 -0.1 -0.5 -0.5 -0.4 -0.3 -0.4 -0.3 -0.4 -0.0 -0.5 LEANHOG -0.3 -0.6 -0.1 0.2 0.0 0.3 0.0 -0.5 0.1 -0.0 0.1 -0.2 0.6 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.0 -0.1 0.2 -0.2 -1.2 -0.2 0.0 -0.3 -0.2 0.1 -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 0.3 0.2 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 -0.3 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 -0.1 -1.2 -0.4 -0.2 -0.6 -0.6 0.3 0.8 0.3 0.8 MXP 0.6 -0.2 -0.3 0.0 0.0 0.1 0.1 0.2 0.1 -0.0 0.4 0.2 0.6 0.2 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 0.2 -0.1 0.4 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.1 -0.6 0.1 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.1 0.3 0.1 0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.0 0.2 0.2 0.2 -2.5 0.0 0.1 -0.0 0.2 0.1 0.2 -0.2 0.5 0.0 0.1 -0.4 0.2 -0.7 0.2 -0.7 NIKKEI 0.6 -0.1 -0.3 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.3 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 0.1 0.2 0.1 0.4 0.1 1.0 0.1 -0.1 -0.0 0.2 -0.6 -0.1 -0.6 -0.1 NZD 0.3 -0.3 0.2 0.0 0.0 0.1 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 1.5 -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 -0.0 0.1 -0.1 0.2 0.1 0.5 0.2 0.6 OATIES -0.4 0.4 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 0.0 0.0 -0.1 -0.0 -0.0 0.0 0.1 -0.1 0.1 -0.1 -0.1 -0.0 -0.4 -0.2 -0.2 0.1 0.2 0.1 -0.4 0.1 -0.4 OJ 0.1 0.1 0.2 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 -0.1 -0.1 -0.0 -2.7 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.7 -0.4 0.0 -0.3 -0.1 -0.3 -0.3 -0.4 -0.3 PALLAD 0.4 -0.5 -0.3 0.0 0.0 0.1 0.0 0.4 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 1.9 -0.0 -0.0 -0.0 0.0 0.2 0.0 0.1 -0.1 0.0 -0.2 -0.4 0.7 0.3 0.4 -0.1 PLAT 0.3 -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 0.4 0.1 -0.2 0.2 0.2 -0.2 -0.3 -0.3 -0.3 0.2 0.1 0.1 0.1 0.1 0.9 0.2 0.1 0.5 0.1 0.3 0.2 -0.8 0.5 0.4 0.4 0.5 -0.6 -0.7 -0.7 -0.7 RICE -0.2 0.2 0.4 0.1 0.0 0.1 0.0 -0.3 0.1 0.1 -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 0.1 -0.1 0.0 -0.4 0.0 -1.1 -0.0 0.1 -0.1 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 0.1 -0.2 -0.0 -0.2 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 0.0 -0.2 -0.1 -2.7 -0.1 0.1 -0.2 0.0 -0.2 -0.0 1.1 0.3 -0.2 -0.5 -0.6 0.1 0.0 0.2 0.3 RUSSELL 0.6 -0.1 -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 0.1 0.1 0.2 0.2 0.2 0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.7 -0.1 -0.7 SHATZ 0.6 -0.4 -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 0.1 0.2 -0.4 -0.2 0.2 0.4 0.3 0.6 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 -0.4 -0.4 0.1 0.1 0.1 0.1 0.2 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 0.0 0.1 0.1 0.6 0.1 -0.0 0.2 0.1 0.3 0.1 1.1 -0.2 -0.1 -0.3 0.0 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 0.2 -0.0 0.2 -0.1 -0.2 0.0 0.2 -0.3 -0.3 -0.4 -0.6 SOYBEAN -0.0 0.1 0.5 0.2 0.0 0.2 0.0 -0.4 0.1 0.1 0.5 0.1 0.6 0.2 0.2 -0.0 -0.1 0.0 -0.0 0.2 0.2 0.1 0.3 0.1 -0.9 0.1 0.0 0.5 0.1 0.5 0.1 0.4 0.2 0.2 -0.0 0.4 0.1 -0.3 0.1 -0.2 SOYMEAL 0.0 0.1 0.3 0.1 0.0 0.1 0.0 -0.3 0.1 -0.1 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 0.0 -0.1 0.2 -0.0 0.1 0.0 -0.0 0.0 -0.1 -0.3 -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 0.2 0.0 0.2 0.2 0.1 0.5 0.2 -2.0 0.2 0.1 0.5 0.1 0.6 0.1 0.5 0.4 0.4 0.6 0.6 -0.1 -0.7 -0.1 -0.7 SP400 0.6 -0.2 -0.1 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 -0.1 -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 0.1 0.1 -0.3 0.4 -0.1 -0.2 -0.5 0.2 -0.7 0.2 -0.7 SUGAR11 -0.6 0.3 0.4 0.1 0.0 0.1 0.0 -0.2 0.1 -0.0 -0.2 -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 -0.0 -0.0 -0.1 -0.1 -0.1 1.1 -0.4 -0.6 -0.2 -0.2 -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 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.9 -0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.2 -0.0 -0.1 -0.1 -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 -0.2 0.0 -0.0 -0.2 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 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.4 -0.7 US2 0.2 -0.5 -0.4 -0.0 0.0 -0.1 0.1 -0.1 0.0 -0.1 -0.2 0.1 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.0 -0.2 -0.0 1.0 -0.1 -0.0 -0.2 0.0 -0.2 -0.0 -1.1 -0.0 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 -0.1 -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 -0.2 -0.3 -0.1 0.0 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 -0.0 -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 -0.0 0.1 -0.2 -0.3 -0.0 0.0 -0.3 -0.6 -0.3 -0.6 0.0 0.1 -0.1 0.0 -0.1 NaN 0.1 -0.0 0.3 -0.1 0.2 -0.0 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT -0.3 0.2 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 0.4 0.1 0.2 0.1 -1.0 0.2 -0.0 0.1 0.5 -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 13.1 -5.7 13.2 2.8 4.0 2.8 11.7 4.4 8.4 10.3 13.2 14.5 13.6 12.3 12.6 1.8 0.2 1.5 0.9 11.6 13.8 14.3 13.1 13.4 11.1 13.5 6.5 16.9 13.8 15.5 13.7 6.8 4.9 6.1 9.2 18.9 -3.5 20.0 7.9 20.0 BITCOIN 20.0 3.2 -20.0 3.4 3.0 10.8 9.4 20.0 7.9 17.8 -20.0 20.0 -16.3 17.5 -13.4 -3.6 -5.3 -3.7 -4.2 -9.5 -20.0 20.0 -20.0 16.5 -15.5 1.0 20.0 -12.8 20.0 -13.6 13.9 -0.4 20.0 -5.3 20.0 -5.3 -11.3 -1.4 -20.0 -19.7 BOBL 10.6 -13.6 -0.3 -1.4 0.8 -2.2 3.4 -2.0 1.6 1.1 -5.7 3.6 -4.5 -4.7 -5.3 19.6 0.9 7.9 2.6 -5.0 -4.9 1.2 -3.6 -1.9 1.5 -2.6 -0.1 -4.3 3.5 -3.9 1.6 -4.1 -0.2 3.2 -4.8 0.2 5.4 17.4 9.1 20.0 BTP 12.8 -15.3 -12.6 -1.7 1.0 -2.8 4.3 -2.5 2.0 -0.2 -2.8 6.3 3.6 -3.0 -4.0 3.9 10.0 7.5 9.4 -4.1 -3.4 2.2 -0.4 -0.6 -18.5 -2.5 -0.4 -2.5 4.4 0.9 2.3 10.2 0.1 5.0 -7.1 0.8 3.6 16.5 6.5 19.3 BUND 5.0 -11.8 2.5 -1.6 0.9 -2.5 4.0 -2.4 1.9 2.1 -6.3 3.3 -6.6 -5.9 -6.3 -0.4 7.5 5.4 7.7 -4.8 -4.4 0.8 -3.8 -2.4 -0.2 -2.2 0.8 -3.3 3.3 -3.4 1.2 6.6 -2.6 -0.4 -2.6 2.7 4.5 16.7 9.0 20.0 BUXL -4.3 -2.4 8.7 -2.2 1.3 -3.6 5.6 -3.3 2.7 6.5 -11.0 -4.7 -13.9 -9.7 -9.3 3.4 3.8 3.9 4.1 -5.1 -5.6 -1.4 -8.9 -4.8 3.0 -1.3 3.9 -3.7 2.3 -7.6 0.1 -0.2 -11.5 -9.5 5.9 6.0 -4.6 9.9 -2.3 4.3 CAC 20.0 -9.8 -10.6 5.4 9.9 3.4 15.1 4.6 11.8 -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 -6.8 -2.0 6.8 5.0 2.5 20.0 -1.1 20.0 CAD 8.2 -9.2 3.6 4.2 6.1 4.3 17.9 6.6 12.8 17.1 -1.8 19.6 3.2 0.6 -7.9 -7.3 -7.4 -7.2 -7.3 -2.1 -1.7 20.0 -1.3 8.1 20.0 0.2 20.0 1.3 20.0 1.8 11.0 -6.8 16.8 -6.9 1.1 -8.7 -20.0 -20.0 -20.0 -20.0 CANOLA -14.1 0.9 20.0 10.0 0.8 4.6 0.8 -6.8 5.5 9.7 6.8 -0.0 3.1 0.6 7.6 -16.0 -15.7 -16.7 -16.9 6.2 7.8 3.1 4.6 1.5 8.5 8.1 8.1 9.5 3.1 5.3 2.6 -17.6 6.7 -3.1 6.3 19.3 8.5 20.0 10.7 20.0 CHF 10.6 -13.1 -2.0 2.4 3.5 2.5 10.2 3.8 7.3 2.3 -6.1 8.8 7.4 -2.6 -6.9 -14.5 -15.4 -14.3 -14.6 -2.7 -1.6 6.4 2.7 2.5 -2.9 -0.5 -0.7 1.5 5.6 5.5 2.9 -19.9 0.4 -4.2 -6.3 -2.4 -19.5 -20.0 -11.9 -20.0 COCOA 20.0 16.7 -20.0 5.8 0.5 2.7 0.5 -4.0 3.2 -1.7 -6.6 0.4 -6.4 1.4 -5.8 -7.7 0.3 -6.8 -4.7 -7.1 -14.5 0.5 -14.4 -0.7 -20.0 -3.0 0.1 -7.3 0.8 -6.9 0.5 6.6 5.0 2.5 -4.9 -17.7 12.4 1.5 15.0 6.2 COFFEE 1.0 12.1 -20.0 16.0 1.3 7.4 1.2 -11.0 8.8 -6.2 -10.5 -9.0 0.0 -3.0 -11.4 13.0 16.9 15.1 17.3 -8.0 -11.4 -6.6 -2.2 -4.3 -20.0 -4.0 -4.8 -4.0 -7.4 5.8 -4.5 20.0 -1.8 -20.0 -8.5 -20.0 17.8 20.0 20.0 20.0 COPPER 20.0 -6.1 -0.4 1.7 1.5 5.5 4.8 12.1 4.0 9.5 5.5 10.8 6.0 9.3 2.1 -6.7 -6.3 -6.5 -6.4 5.9 5.6 13.8 7.4 11.4 -1.0 6.3 9.1 5.3 12.1 7.9 11.0 -3.1 17.2 14.3 5.6 5.1 4.4 20.0 -1.8 12.6 CORN -13.4 6.2 12.7 18.0 1.5 8.3 1.4 -12.3 9.9 18.8 11.0 -5.4 -1.9 -0.4 9.5 -20.0 -20.0 -20.0 -20.0 6.2 8.3 4.1 1.6 0.6 12.1 10.3 14.7 14.2 5.2 6.9 1.5 -20.0 10.1 -18.2 3.3 2.3 10.6 -1.7 14.4 5.7 COTTON2 20.0 20.0 20.0 19.3 1.6 8.9 1.5 -13.2 10.6 9.7 10.7 19.7 -6.7 20.0 20.0 -14.5 -19.8 -20.0 -20.0 20.0 16.4 20.0 -1.2 20.0 -4.1 20.0 16.3 18.3 20.0 0.8 20.0 -20.0 20.0 20.0 20.0 19.0 -11.6 -12.1 -12.1 -8.8 CRUDE_W -9.7 14.2 20.0 20.0 8.3 20.0 4.6 15.3 11.5 8.3 9.1 4.5 4.2 8.0 10.3 15.7 8.1 13.6 10.2 14.3 14.3 3.8 7.8 7.7 4.9 14.2 4.7 14.9 1.3 7.8 5.8 -0.1 0.2 -12.4 -16.0 -13.9 11.4 20.0 -1.8 1.9 DAX 20.0 -9.2 -20.0 5.1 5.9 3.2 11.6 4.0 10.2 0.1 -1.5 6.6 4.7 1.5 -0.9 -4.0 -6.9 -5.7 -6.4 -0.6 -2.0 6.4 0.7 4.7 -6.0 -0.8 0.9 -2.3 5.7 0.4 4.4 -2.3 -7.8 -5.9 -11.9 -8.6 7.2 19.2 10.2 20.0 DOW 20.0 -12.1 -16.9 6.4 7.4 4.0 14.5 5.1 12.8 8.3 1.4 10.9 8.3 6.9 1.4 -5.1 -7.3 -5.9 -6.5 2.6 0.6 16.8 4.4 12.2 -6.1 -0.0 7.8 -1.1 11.5 2.6 7.4 -2.8 2.9 -6.3 -12.6 -11.7 -6.2 -20.0 -12.5 -20.0 DX -15.5 6.8 7.1 2.1 3.0 2.1 8.7 3.2 6.2 -1.2 5.3 -7.7 -6.6 -1.6 4.5 3.8 5.4 4.2 4.7 0.9 2.5 -6.3 -0.1 -4.6 -12.6 0.2 -1.1 1.1 -6.5 -1.0 -4.8 14.7 -20.0 -16.6 13.4 -3.7 0.2 13.4 9.9 17.7 EUR 17.3 -4.8 -8.5 2.8 4.1 2.9 11.9 4.4 8.5 -7.0 -4.9 11.3 9.4 7.3 -3.7 -5.5 -7.3 -6.1 -6.7 1.0 -1.6 6.1 2.4 7.6 4.9 2.1 -7.2 1.2 4.6 5.0 7.0 -6.2 -7.6 3.0 -2.9 -6.4 -17.4 -20.0 -9.1 -20.0 EURIBOR-ICE 11.2 -15.3 -6.0 -1.3 0.7 -2.0 3.2 -1.9 1.5 0.3 -4.6 4.2 -1.9 -3.9 -4.5 2.2 9.5 5.1 7.9 -4.6 -4.4 1.2 -2.4 -1.5 -2.5 -2.1 -0.6 -3.5 3.0 -2.5 1.6 8.7 0.3 3.6 -5.4 0.6 11.0 14.5 16.5 20.0 EUROSTX 20.0 -9.1 -15.3 5.6 6.5 3.5 12.6 4.4 11.1 -2.7 2.9 6.9 7.3 2.9 1.0 -1.5 1.6 1.8 2.3 2.3 1.8 5.9 4.0 6.2 -4.0 2.8 -0.6 2.4 5.7 4.4 6.5 12.5 -9.1 -5.8 -9.5 -1.8 3.5 20.0 3.6 20.0 FEEDCOW 14.7 2.5 3.5 15.8 1.3 7.3 1.2 -10.8 8.7 -16.9 15.1 -0.1 16.5 8.7 11.9 0.5 9.1 5.9 8.9 15.8 19.8 -12.2 20.0 8.1 -20.0 6.6 -20.0 6.4 -11.5 14.9 4.0 20.0 -20.0 20.0 -16.3 -3.7 20.0 20.0 17.5 20.0 GASOIL -0.3 20.0 20.0 11.8 4.4 12.2 2.4 8.0 6.0 3.5 6.4 3.0 5.9 6.0 6.6 20.0 20.0 20.0 20.0 13.0 12.3 2.8 7.9 7.8 -2.6 14.1 2.4 15.1 1.9 10.9 7.0 20.0 -1.1 3.9 15.1 12.0 -1.4 10.5 -7.9 -1.4 GASOLINE -7.2 20.0 20.0 16.2 6.0 16.7 3.3 11.0 8.3 7.9 8.8 5.7 7.0 8.6 9.1 20.0 -20.0 -10.6 -20.0 15.4 14.5 8.1 9.1 10.5 -8.2 15.9 8.7 15.7 5.8 9.9 9.4 -20.0 7.8 2.4 7.6 3.9 6.9 20.0 -3.0 8.9 GAS_US_mini -8.4 -10.3 -5.2 20.0 7.9 20.0 4.4 14.4 10.8 9.1 -9.5 -8.5 -10.1 -11.2 -10.8 -20.0 -8.7 -2.1 1.7 -8.0 -7.5 -2.6 -6.9 -6.7 20.0 -9.0 2.7 -9.3 -1.9 -8.0 -6.6 -20.0 -7.1 -12.3 -20.0 -20.0 15.7 1.4 14.0 -3.7 GBP 13.4 -4.2 -3.2 3.2 4.7 3.3 13.7 5.1 9.8 3.7 -0.2 14.1 10.4 11.3 -4.1 0.7 0.2 0.5 0.4 2.6 0.8 9.7 3.8 8.8 -1.7 5.0 1.0 5.5 8.5 9.0 8.7 6.4 -2.1 -2.0 2.8 0.3 -17.5 -7.0 -10.0 -7.6 GOLD_micro 5.9 -19.2 -16.6 1.1 1.0 3.4 3.0 7.6 2.5 -3.9 2.6 4.6 4.8 -1.8 -2.2 -5.3 -8.1 -5.5 -6.4 -1.1 4.1 0.1 9.1 -1.1 -20.0 1.6 -2.2 8.5 -0.0 15.5 -0.1 -4.7 -3.5 -0.3 -5.5 11.4 20.0 9.0 -5.4 -20.0 HEATOIL -14.6 20.0 20.0 12.7 4.7 13.1 2.6 8.6 6.5 5.8 7.1 2.2 6.3 6.8 7.3 20.0 20.0 20.0 20.0 14.5 14.6 3.5 9.7 7.7 -8.1 13.3 4.7 14.1 2.4 9.9 6.6 20.0 -1.2 0.1 14.1 9.1 -1.6 3.7 -13.2 -9.8 JGB-SGX-mini -3.7 -7.5 6.4 -1.2 0.7 -1.9 3.0 -1.8 1.4 5.3 -7.0 -1.5 -7.4 -5.4 -5.8 0.0 9.0 2.6 5.3 -6.7 -8.3 -0.4 -9.7 -4.4 2.8 -6.9 1.3 -9.5 -0.5 -11.2 -4.2 5.6 -1.3 -14.1 -5.2 -10.3 1.3 -20.0 -0.5 -20.0 JPY 2.4 -6.2 3.8 2.8 4.1 2.9 11.8 4.4 8.5 -12.6 -15.6 -2.3 -15.6 -12.1 -14.0 -8.8 -9.9 -8.8 -9.0 -10.0 -14.7 -2.9 -18.0 -5.4 20.0 -8.5 -6.0 -12.7 -3.3 -16.0 -4.8 -10.2 -20.0 -13.1 -9.6 -12.3 -7.6 -12.6 -0.2 -14.3 LEANHOG -10.2 -20.0 -1.7 20.0 1.9 10.2 1.7 -15.1 12.2 -1.0 3.9 -17.6 16.2 -20.0 -17.2 -20.0 -20.0 -20.0 -20.0 -17.4 -2.9 -16.4 9.2 -20.0 -8.7 -20.0 2.5 -12.6 -20.0 3.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 2.9 -15.4 9.3 LIVECOW 19.5 13.8 5.5 17.5 1.5 8.1 1.4 -12.0 9.6 -18.4 16.7 6.4 17.5 13.9 16.2 13.2 7.6 9.7 7.1 20.0 20.0 -2.5 20.0 19.6 -20.0 15.0 -20.0 9.0 -3.7 12.0 13.9 20.0 -13.3 20.0 -1.4 0.2 20.0 20.0 20.0 20.0 LUMBER-new -8.8 6.1 2.0 15.6 1.3 7.2 1.2 -10.6 8.6 -5.6 -16.6 -13.8 -17.2 -11.6 -12.0 -20.0 -20.0 -20.0 -20.0 -9.1 -13.2 -9.5 -19.3 -9.9 NaN -3.8 -7.7 -9.2 -6.6 -14.5 -4.3 -20.0 -13.7 -5.3 -16.0 -14.9 6.7 20.0 8.3 20.0 MXP 19.3 -5.4 -10.6 3.3 4.8 3.3 13.8 5.1 9.9 -1.6 14.0 16.5 17.6 14.1 11.2 7.9 11.3 8.8 9.9 11.1 13.8 12.3 19.1 14.7 -20.0 9.5 -0.3 15.8 9.2 20.0 11.2 20.0 -6.1 6.3 -1.7 11.1 8.8 6.3 20.0 9.8 NASDAQ_micro 20.0 3.0 -19.6 7.1 8.3 4.4 16.2 5.6 14.2 11.2 2.2 12.6 9.7 11.1 5.2 -6.5 -8.1 -6.9 -7.4 9.5 2.6 20.0 5.7 20.0 -18.5 4.2 16.3 -0.4 20.0 2.9 14.8 -4.2 20.0 0.1 3.7 -12.8 4.7 -20.0 5.7 -20.0 NIKKEI 20.0 -4.2 -8.1 4.5 5.2 2.8 10.1 3.5 8.9 6.8 5.8 7.5 7.0 5.7 4.4 0.2 5.9 2.5 4.3 6.9 6.9 12.9 8.6 11.0 -10.7 5.4 6.5 7.0 9.0 9.8 7.7 18.0 2.3 -2.8 -1.0 7.7 -17.3 -4.2 -16.8 -1.9 NZD 9.5 -10.3 6.4 2.0 2.9 2.0 8.4 3.1 6.0 7.6 0.2 9.4 -0.8 0.7 -3.1 -2.9 -3.4 -3.1 -3.4 -0.7 -0.9 6.3 -1.1 3.0 10.9 -0.3 4.9 -0.8 6.3 -1.6 3.4 0.0 1.0 -1.8 -3.8 -1.6 -11.9 20.0 -0.1 20.0 OAT 9.0 -14.8 0.8 -1.4 0.8 -2.3 3.6 -2.1 1.7 1.3 -2.6 5.0 -1.4 -3.3 -3.9 9.9 12.3 11.4 12.4 -2.9 -2.3 1.5 -1.3 -0.8 -1.4 -0.4 0.3 -0.4 3.6 0.2 2.4 14.8 -0.8 3.1 -3.6 4.9 2.6 14.6 5.5 18.5 OATIES -11.0 12.7 18.9 10.0 0.8 4.6 0.8 -6.8 5.5 -10.1 2.8 -8.6 -2.8 -1.2 3.4 -11.4 -10.0 -8.7 -10.1 4.1 3.8 -7.1 -1.1 -1.5 0.2 4.8 -10.4 4.3 -6.9 -1.5 -1.4 -7.3 -7.5 -5.7 2.0 5.8 2.7 -10.7 4.4 -12.1 OJ 4.0 2.6 5.7 6.0 0.5 2.8 0.5 -4.1 3.3 -6.4 -3.3 -4.3 -6.0 0.1 -2.0 -1.0 1.9 0.3 0.5 -1.2 -2.5 -5.8 -5.5 -2.5 -20.0 -1.5 -6.4 -1.8 -5.2 -3.4 -2.7 12.3 -15.2 0.4 -8.7 -3.9 -8.3 -9.4 -11.0 -8.6 PALLAD 12.0 -16.9 -8.1 1.4 1.3 4.5 3.9 10.0 3.3 -2.0 -1.6 6.6 2.1 -2.0 -5.6 -3.7 -3.2 -3.4 -3.3 -4.4 -1.5 1.8 4.1 -0.6 14.2 -2.9 -0.3 -1.0 2.3 5.9 1.2 2.3 -4.3 0.3 -6.2 -10.9 20.0 9.2 12.9 -4.3 PLAT 10.3 -9.4 -0.4 1.2 1.0 3.7 3.2 8.2 2.7 0.4 -0.1 6.0 2.9 -1.2 -4.1 -2.4 -3.1 -2.4 -2.6 -0.9 2.3 2.0 6.9 0.9 -1.7 0.4 0.0 4.0 1.9 10.3 1.7 2.9 -1.0 -0.9 -0.7 -3.8 20.0 14.3 16.5 -0.4 REDWHEAT -5.2 11.2 20.0 15.2 1.3 7.0 1.2 -10.4 8.4 13.4 13.0 13.3 -5.2 14.1 14.8 -12.5 -15.3 -13.4 -14.4 13.9 12.0 12.6 2.8 11.9 7.1 17.8 10.2 16.7 13.4 7.6 14.3 -15.2 20.0 13.2 13.2 16.7 -17.7 -20.0 -20.0 -20.0 RICE -6.9 4.9 13.8 10.4 0.9 4.8 0.8 -7.1 5.7 8.5 -5.9 -1.8 -10.2 2.6 2.0 -20.0 -18.4 -20.0 -20.0 -1.8 -5.5 0.8 -14.8 -2.1 3.3 1.2 6.7 -2.0 3.0 -11.8 0.6 -20.0 -1.8 1.9 -3.9 2.9 -20.0 -15.6 -20.0 -13.8 ROBUSTA -4.9 -8.4 -13.6 9.2 0.8 4.3 0.7 -6.3 5.1 7.8 -7.7 -2.2 -5.2 -6.3 -9.3 17.4 15.7 16.8 16.2 -9.5 -10.0 1.1 -7.0 -5.3 -20.0 -5.4 5.9 -6.7 2.9 -4.8 -1.5 20.0 11.6 -4.9 -14.2 -17.1 4.5 0.7 6.0 9.9 RUSSELL 20.0 -2.5 -9.6 8.2 9.6 5.1 18.7 6.5 16.4 10.3 7.7 14.0 12.0 12.4 6.9 -3.9 -4.9 -4.2 -4.5 11.8 7.4 20.0 9.1 20.0 6.6 7.9 13.5 4.7 20.0 6.8 17.6 1.0 12.5 -1.3 -0.4 -1.2 -3.1 -20.0 -4.3 -20.0 SHATZ 19.8 -13.2 -0.0 -1.2 0.7 -1.9 3.0 -1.8 1.4 0.2 -5.5 3.6 -6.0 -3.3 -4.2 0.9 -8.1 0.2 -2.8 -5.8 -6.3 1.6 -4.6 -1.7 6.2 -5.5 -0.6 -7.6 3.0 -6.4 0.2 -16.3 2.2 6.0 -11.6 -7.2 6.4 13.0 8.5 19.3 SILVER-mini 6.9 -8.5 -7.1 1.1 0.9 3.4 2.9 7.5 2.5 -0.6 0.1 4.4 2.2 -2.2 -4.3 -2.3 -4.9 -2.6 -3.6 -0.6 3.2 2.0 7.0 0.6 -9.0 1.3 -0.8 7.2 1.5 13.7 1.1 0.4 0.3 -1.4 -1.3 3.8 16.4 11.8 9.3 3.7 SMI 20.0 -13.1 -12.0 5.4 6.3 3.4 12.4 4.3 10.8 -2.3 3.1 6.6 6.4 1.3 0.1 0.9 6.3 4.9 6.5 2.2 2.9 5.3 5.3 5.4 4.9 4.8 -0.5 6.2 5.7 8.0 7.1 20.0 -9.4 -2.2 -8.9 1.4 1.8 20.0 2.9 20.0 SOFR 2.6 -10.2 -4.4 -2.7 1.5 -4.4 6.8 -4.0 3.2 -5.2 -7.2 8.8 9.9 -8.7 -8.8 4.2 6.1 5.2 6.0 -3.8 -2.4 -0.0 1.5 -2.0 -20.0 -1.2 -3.9 1.0 0.3 4.2 -0.6 3.7 -3.5 -7.0 1.2 6.4 -9.0 -8.6 -10.9 -19.5 SOYBEAN -1.1 3.0 15.2 18.0 1.5 8.3 1.4 -12.3 9.9 7.5 18.0 12.6 15.9 14.4 18.6 -1.4 -2.7 0.1 -1.0 15.0 15.9 6.5 10.0 9.7 -6.7 13.6 3.8 17.2 5.6 13.2 7.5 7.0 6.7 5.6 -0.4 10.9 1.6 -8.5 3.1 -5.6 SOYMEAL 1.1 3.3 8.3 10.7 0.9 4.9 0.8 -7.3 5.9 -9.0 0.5 -2.3 -4.3 -0.1 5.5 16.7 -8.1 4.6 -2.7 2.8 2.2 -3.9 -1.0 1.3 -11.9 4.0 -12.7 5.7 -4.6 3.4 0.9 -0.0 1.5 -2.8 -8.5 -3.0 -10.0 -13.9 -17.4 -12.5 SOYOIL -12.9 2.3 20.0 13.3 1.1 6.1 1.0 -9.1 7.3 11.3 14.6 9.7 13.7 12.9 15.2 20.0 -1.6 8.5 1.9 20.0 20.0 15.7 18.3 16.4 -15.2 19.2 15.8 20.0 11.1 15.7 11.4 9.8 18.0 13.7 20.0 20.0 -1.5 -20.0 -2.0 -20.0 SP400 20.0 -6.4 -2.0 7.7 8.9 4.8 17.5 6.1 15.3 7.0 7.9 12.7 11.0 10.3 6.8 -4.4 -6.0 -5.4 -5.7 9.2 6.5 19.8 7.1 17.3 3.8 5.7 7.3 3.6 14.4 3.8 12.1 -1.0 -0.2 -6.7 -6.5 0.4 -2.8 -20.0 -4.7 -20.0 SP500_micro 20.0 -4.6 -20.0 7.5 8.7 4.6 17.0 5.9 14.9 10.9 4.6 12.9 11.6 11.0 6.1 -6.7 -8.9 -7.5 -8.1 7.5 2.2 20.0 6.3 20.0 -12.1 1.5 11.6 -2.2 17.1 1.5 12.1 -5.5 15.7 -2.7 -6.3 -16.0 7.0 -20.0 6.8 -20.0 SUGAR11 -20.0 9.1 12.6 8.8 0.7 4.1 0.7 -6.0 4.9 -1.7 -5.7 -8.9 -8.8 -7.7 -4.4 -7.0 8.6 0.4 5.3 -4.4 -3.1 -10.8 -6.5 -10.2 -15.9 -2.3 -2.4 -0.3 -9.8 -3.7 -9.0 20.0 -16.0 -20.0 -5.9 -4.6 -4.9 -20.0 -4.1 -12.9 US10 6.4 -11.8 -7.3 -1.9 1.1 -3.1 4.8 -2.9 2.3 -1.3 -4.6 7.8 4.3 -4.8 -5.6 3.0 1.7 2.8 2.6 -3.9 -3.4 1.3 -0.9 -0.8 -6.9 -2.7 -1.5 -1.8 1.6 1.1 -0.0 -3.0 -1.0 -1.9 -1.6 -1.3 -2.4 -20.0 -6.3 -20.0 US10U 5.3 -11.6 -6.1 -2.8 1.6 -4.6 7.2 -4.2 3.4 -1.9 -5.6 11.9 6.1 -6.9 -7.9 3.3 1.4 3.2 2.6 -5.4 -4.2 1.3 -0.8 -1.7 -11.7 -4.4 -1.7 -1.7 1.7 3.2 -1.2 -3.4 -3.0 -5.1 -3.0 -0.3 -2.1 -3.4 -10.6 -20.0 US2 7.6 -15.4 -11.2 -1.8 1.0 -3.0 4.6 -2.7 2.2 -6.9 -6.8 7.0 -4.2 -4.4 -5.4 -3.8 -10.9 -6.0 -7.9 -8.5 -8.7 0.1 -5.6 -3.2 7.4 -7.3 -3.3 -7.7 0.6 -4.2 -2.1 -20.0 -2.0 0.3 -9.8 -10.4 -0.2 -20.0 -0.5 -17.2 US20 5.2 -12.3 -3.0 -1.9 1.1 -3.1 4.8 -2.9 2.3 0.3 -3.7 7.9 1.4 -4.8 -5.3 4.4 4.2 4.6 4.6 -3.2 -2.5 0.9 -1.0 -1.0 -6.8 -4.1 -0.5 -1.8 0.7 1.2 -1.9 0.7 -2.6 -3.8 -4.3 0.9 2.3 13.7 -0.2 -7.9 US30 2.3 -9.4 -0.9 -2.8 1.5 -4.5 7.0 -4.1 3.3 0.7 -9.2 8.6 -5.1 -9.2 -9.5 2.3 0.3 2.1 1.5 -5.0 -4.2 -0.4 -3.7 -2.9 -5.0 -6.8 -0.6 -3.6 -0.7 -0.5 -4.6 -5.3 -6.7 -10.6 -2.4 1.4 0.4 10.9 -2.2 -6.8 US5 6.9 -13.0 -8.8 -2.0 1.1 -3.2 4.9 -2.9 2.3 -3.5 -5.1 7.5 3.6 -4.5 -5.4 0.6 -1.1 0.4 0.0 -5.3 -5.0 1.0 -2.0 -1.5 -5.3 -3.8 -2.2 -3.2 1.5 -0.0 -0.4 -7.7 -1.1 -1.0 -4.1 -3.1 -0.8 -20.0 -3.3 -19.9 VIX -16.6 9.3 16.0 6.1 -1.1 6.5 -4.6 2.5 -1.2 -2.5 2.0 -12.7 -5.9 -1.0 2.1 -10.0 -20.0 -10.2 -18.1 2.9 4.3 -6.5 0.9 -4.5 NaN 6.4 -0.6 7.0 -4.2 2.8 -1.2 NaN NaN NaN NaN NaN -8.4 -20.0 NaN NaN WHEAT -10.1 7.5 20.0 13.7 1.1 6.3 1.1 -9.4 7.5 11.0 8.6 3.2 -6.5 5.0 10.1 -13.4 -17.1 -14.5 -15.7 7.6 7.6 4.9 0.4 3.7 8.2 11.5 7.5 13.3 5.5 6.5 5.4 -17.8 9.3 -0.3 3.7 13.9 -19.8 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3