******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260423_203951 produced at 2026-04-23 21:36:22.547953 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.61 0.0 0.00 0.00 0.00 0.00 -15.45 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.52 0.0 0.00 0.00 0.00 0.00 -14.80 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -2.35 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.15 -0.17 0.0 0.24 -0.24 -0.15 -0.15 -9.02 13.0 -8 -8 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.09 0.0 0.90 -0.90 -0.14 -0.14 -1.23 13.0 -2 -2 caleb_strategy_v3 US5 False False 0.05 -0.19 -0.08 0.0 1.17 -1.17 -0.19 -0.19 -1.62 25.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.07 0.0 0.58 -0.58 -0.10 -0.10 -2.01 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 -16.65 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.82 -0.82 0.00 0.00 -0.94 17.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.05 0.0 999.00 -999.00 -0.02 -0.02 -5.47 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 -0.84 13.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.23 3.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.89 -0.89 0.00 0.00 -0.52 14.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -3.12 4.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.14 -1.14 -0.04 -0.04 -1.04 56.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.30 -0.30 -0.15 -0.15 -0.30 6.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.02 0.0 0.70 -0.70 -0.09 -0.09 -2.13 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 -3.02 18.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.92 3.0 -1 -1 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.01 0.0 0.59 -0.59 -0.06 -0.06 -0.14 10.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.54 9.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.14 24.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.86 2.0 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 -4.78 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 -0.19 9.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.01 0.0 0.39 -0.39 -0.01 -0.01 -0.45 26.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.01 0.0 0.53 -0.53 -0.05 -0.05 -0.26 23.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.01 0.0 0.74 -0.74 0.00 0.00 -0.57 48.0 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 0.04 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.35 -0.35 0.00 0.00 -0.27 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.29 -0.29 0.00 0.00 0.04 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 0.10 999999999.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.00 0.0 0.71 -0.71 0.00 0.00 0.01 58.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.00 0.0 0.13 -0.13 -0.01 -0.01 -0.00 9.0 -1 -1 caleb_strategy_v3 BUXL False False 0.06 -0.06 -0.00 0.0 0.22 -0.22 -0.06 -0.06 -0.05 4.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.12 2.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.13 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.11 -1.11 0.00 0.00 0.24 19.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.01 0.0 0.80 -0.80 0.04 0.04 0.36 22.0 1 1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.22 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.54 7.0 2 2 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.56 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.38 8.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.16 0.02 0.0 0.31 -0.31 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 1.01 11.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.59 -0.59 0.06 0.06 0.65 20.0 2 2 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.92 -0.92 0.00 0.00 0.63 29.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.02 0.0 0.13 -0.13 0.00 0.00 1.86 12.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.41 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.67 4.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.06 0.03 0.0 999.00 -999.00 0.06 0.06 0.47 999999999.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.53 -0.53 0.03 0.03 1.05 21.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.24 -0.24 0.00 0.00 5.62 51.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.00 0.03 0.0 0.57 -0.57 0.00 0.00 2.14 36.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 5.96 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 1.12 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.24 0.05 0.0 0.60 -0.60 0.24 0.24 0.81 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 0.67 8.0 2 2 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.77 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.09 0.0 0.72 -0.72 0.04 0.04 2.16 17.0 1 1 caleb_strategy_v3 COPPER False False 0.07 0.20 0.11 0.0 999.00 -999.00 0.20 0.20 1.68 999999999.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.12 0.0 0.17 -0.17 0.10 0.10 3.45 5.0 3 3 caleb_strategy_v3 AUD False False 0.03 0.09 0.13 0.0 0.59 -0.59 0.09 0.09 4.09 19.0 3 3 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.24 0.0 1.23 -1.23 0.00 0.00 1.97 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.32 0.37 0.0 0.74 -0.74 0.32 0.32 30.17 60.0 26 26 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.5 Shocked risk 26.5 Sum abs risk 41.3 Leverage 4.85 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2313631.88, 'annual_cash_vol_target': 578407.97, 'daily_cash_vol_target': 36150.498125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.7136 0.5950 9.5200 BITCOIN 1565.0574 78145.0000 2.0028 32.0442 BOBL 0.2866 115.4700 0.2482 3.9717 BTP 0.7081 117.4900 0.6027 9.6427 BUND 0.5039 125.3700 0.4019 6.4304 BUXL 0.9526 108.7200 0.8762 14.0190 CAC 87.3523 8095.5000 1.0790 17.2644 CAD 0.0025 0.7318 0.3351 5.3615 CANOLA 8.1908 739.5000 1.1076 17.7219 CHF 0.0057 1.2798 0.4483 7.1731 COCOA 109.8724 3453.0000 3.1819 50.9110 COFFEE 5.3491 300.9000 1.7777 28.4434 COPPER 0.0823 6.0970 1.3500 21.6006 CORN 4.1887 484.0000 0.8654 13.8471 COTTON2 0.9858 79.3800 1.2418 19.8691 CRUDE_W 1.3937 77.9800 1.7872 28.5958 DAX 275.1511 24227.0000 1.1357 18.1715 DOW 378.2246 49415.0000 0.7654 12.2465 DX 0.4075 98.5850 0.4134 6.6137 EUR 0.0050 1.1715 0.4299 6.8779 EURIBOR-ICE 0.0588 97.3050 0.0605 0.9676 EUROSTX 69.7209 5803.0000 1.2015 19.2234 FEEDCOW 2.7468 359.1250 0.7649 12.2376 GASOIL 35.4788 1073.2500 3.3057 52.8917 GASOLINE 0.0711 3.2120 2.2143 35.4286 GAS_US_mini 0.1054 2.7550 3.8275 61.2400 GBP 0.0064 1.3469 0.4720 7.5520 GOLD_micro 61.2244 4719.5000 1.2973 20.7562 HEATOIL 0.1020 3.5320 2.8872 46.1945 JGB-SGX-mini 0.2836 129.9400 0.2183 3.4922 JPY 0.0000 0.0063 0.5371 8.5937 LEANHOG 0.9823 106.4000 0.9232 14.7712 LIVECOW 1.7130 243.4750 0.7036 11.2568 LUMBER-new 7.0985 595.5000 1.1920 19.0723 MXP 0.0004 0.0572 0.6397 10.2353 NASDAQ_micro 243.2533 26884.7500 0.9048 14.4768 NIKKEI 821.2720 58920.0000 1.3939 22.3020 NZD 0.0039 0.5868 0.6727 10.7633 OAT 0.5956 119.1300 0.4999 7.9990 OATIES 5.9595 334.2500 1.7829 28.5270 OJ 6.1010 167.5500 3.6413 58.2604 PALLAD 41.8653 1471.0000 2.8460 45.5367 PLAT 47.3090 2025.7000 2.3354 37.3670 REDWHEAT 11.5081 691.2500 1.6648 26.6372 RICE 0.1363 11.3800 1.1976 19.1609 ROBUSTA 61.7908 3499.0000 1.7660 28.2553 RUSSELL 28.1986 2782.7000 1.0134 16.2136 SHATZ 0.1185 105.8250 0.1120 1.7913 SILVER-mini 2.2232 76.3250 2.9128 46.6041 SMI 115.6804 13120.0000 0.8817 14.1074 SOFR 0.0517 96.4600 0.0536 0.8578 SOYBEAN 8.7921 1155.2500 0.7611 12.1769 SOYMEAL 4.1326 311.8000 1.3254 21.2064 SOYOIL 0.9389 69.4600 1.3517 21.6272 SP400 33.1651 3639.9000 0.9112 14.5785 SP500_micro 53.2122 7129.0000 0.7464 11.9427 SUGAR11 0.2485 13.9000 1.7880 28.6074 US10 0.3483 111.0469 0.3137 5.0190 US10U 0.4474 113.4219 0.3944 6.3112 US2 0.0921 103.6758 0.0889 1.4218 US20 0.6665 113.9062 0.5852 9.3625 US30 0.8735 116.3438 0.7508 12.0123 US5 0.2299 108.1250 0.2126 3.4020 VIX 0.6628 22.1500 2.9922 47.8746 WHEAT 9.1475 653.5000 1.3998 22.3964 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 713.65 0.60 424.62 1.00 424.62 36150.5 85.14 18.49 157.38 BITCOIN 78.14 2.00 156.51 1.00 156.51 36150.5 230.99 -6.65 -153.54 BOBL 1154.70 0.25 286.63 1.17 336.73 36150.5 107.36 2.19 23.47 BTP 1174.90 0.60 708.07 1.17 831.83 36150.5 43.46 -0.96 -4.18 BUND 1253.70 0.40 503.86 1.17 591.92 36150.5 61.07 2.13 13.01 BUXL 1087.20 0.88 952.59 1.17 1119.08 36150.5 32.30 -1.55 -5.00 CAC 809.55 1.08 873.52 1.17 1026.19 36150.5 35.23 9.33 32.87 CAD 731.85 0.34 245.24 1.00 245.24 36150.5 147.41 1.63 24.07 CANOLA 147.90 1.11 163.82 0.73 119.96 36150.5 301.36 7.66 230.76 CHF 1599.75 0.45 717.19 1.00 717.19 36150.5 50.41 -9.40 -47.37 COCOA 345.30 3.18 1098.72 1.00 1098.72 36150.5 32.90 -5.67 -18.64 COFFEE 1128.37 1.78 2005.93 1.00 2005.93 36150.5 18.02 1.52 2.74 COPPER 1524.25 1.35 2057.80 1.00 2057.80 36150.5 17.57 8.82 15.50 CORN 242.00 0.87 209.44 1.00 209.44 36150.5 172.61 4.42 76.30 COTTON2 396.90 1.24 492.88 1.00 492.88 36150.5 73.35 5.64 41.35 CRUDE_W 779.80 1.79 1393.69 1.00 1393.69 36150.5 25.94 12.28 31.85 DAX 242.27 1.14 275.15 1.17 323.24 36150.5 111.84 0.01 0.15 DOW 247.08 0.77 189.11 1.00 189.11 36150.5 191.16 -4.79 -91.52 DX 985.85 0.41 407.51 1.00 407.51 36150.5 88.71 0.43 3.84 EUR 1464.38 0.43 629.49 1.00 629.49 36150.5 57.43 -3.48 -19.96 EURIBOR-ICE 2432.63 0.06 147.12 1.17 172.83 36150.5 209.17 2.76 57.76 EUROSTX 580.30 1.20 697.21 1.17 819.06 36150.5 44.14 4.31 19.04 FEEDCOW 1795.62 0.76 1373.39 1.00 1373.39 36150.5 26.32 7.62 20.06 GASOIL 1073.25 3.31 3547.88 1.00 3547.88 36150.5 10.19 15.07 15.36 GASOLINE 1349.04 2.21 2987.16 1.00 2987.16 36150.5 12.10 8.98 10.86 GAS_US_mini 68.88 3.83 263.62 1.00 263.62 36150.5 137.13 -3.21 -44.07 GBP 841.81 0.47 397.33 1.00 397.33 36150.5 90.98 1.51 13.71 GOLD_micro 471.95 1.30 612.24 1.00 612.24 36150.5 59.05 -5.14 -30.33 HEATOIL 1483.44 2.89 4282.92 1.00 4282.92 36150.5 8.44 11.32 9.55 JGB-SGX-mini 129940.00 0.22 28360.80 0.01 178.11 36150.5 202.97 -6.72 -136.44 JPY 786.62 0.54 422.50 1.00 422.50 36150.5 85.56 -9.04 -77.32 LEANHOG 425.60 0.92 392.91 1.00 392.91 36150.5 92.01 -16.11 -148.27 LIVECOW 973.90 0.70 685.19 1.00 685.19 36150.5 52.76 12.33 65.08 LUMBER-new 163.76 1.19 195.21 1.00 195.21 36150.5 185.19 -9.38 -173.74 MXP 286.15 0.64 183.05 1.00 183.05 36150.5 197.49 10.39 205.24 NASDAQ_micro 537.70 0.90 486.51 1.00 486.51 36150.5 74.31 -1.48 -11.00 NIKKEI 58920.00 1.39 82127.20 0.01 515.78 36150.5 70.09 2.81 19.72 NZD 586.75 0.67 394.71 1.00 394.71 36150.5 91.59 4.40 40.27 OAT 1191.30 0.50 595.58 1.17 699.67 36150.5 51.67 4.57 23.61 OATIES 167.12 1.78 297.97 1.00 297.97 36150.5 121.32 -2.90 -35.13 OJ 251.32 3.64 915.14 1.00 915.14 36150.5 39.50 -9.56 -37.78 PALLAD 1471.00 2.85 4186.53 1.00 4186.53 36150.5 8.63 4.22 3.64 PLAT 1012.85 2.34 2365.45 1.00 2365.45 36150.5 15.28 4.20 6.41 REDWHEAT 345.62 1.66 575.40 1.00 575.40 36150.5 62.83 4.59 28.86 RICE 227.60 1.20 272.56 1.00 272.56 36150.5 132.63 -9.67 -128.20 ROBUSTA 349.90 1.77 617.91 1.00 617.91 36150.5 58.50 -3.48 -20.34 RUSSELL 139.14 1.01 140.99 1.00 140.99 36150.5 256.40 7.01 179.69 SHATZ 1058.25 0.11 118.48 1.17 139.19 36150.5 259.73 -0.54 -13.98 SILVER-mini 1908.12 2.91 5557.90 1.00 5557.90 36150.5 6.50 1.85 1.20 SMI 1312.00 0.88 1156.80 1.28 1483.41 36150.5 24.37 9.27 22.59 SOFR 2411.50 0.05 129.28 1.00 129.28 36150.5 279.63 -9.08 -253.84 SOYBEAN 577.62 0.76 439.60 1.00 439.60 36150.5 82.23 7.01 57.67 SOYMEAL 311.80 1.33 413.26 1.00 413.26 36150.5 87.48 -6.58 -57.60 SOYOIL 416.76 1.35 563.33 1.00 563.33 36150.5 64.17 9.37 60.15 SP400 3639.90 0.91 3316.51 1.00 3316.51 36150.5 10.90 3.17 3.46 SP500_micro 356.45 0.75 266.06 1.00 266.06 36150.5 135.87 -1.79 -24.32 SUGAR11 155.68 1.79 278.35 1.00 278.35 36150.5 129.87 -9.56 -124.14 US10 1110.47 0.31 348.34 1.00 348.34 36150.5 103.78 -7.12 -73.92 US10U 1134.22 0.39 447.39 1.00 447.39 36150.5 80.80 -8.20 -66.29 US2 2073.52 0.09 184.26 1.00 184.26 36150.5 196.20 -9.43 -184.94 US20 1139.06 0.59 666.53 1.00 666.53 36150.5 54.24 -2.82 -15.31 US30 1163.44 0.75 873.47 1.00 873.47 36150.5 41.39 -5.70 -23.58 US5 1081.25 0.21 229.90 1.00 229.90 36150.5 157.24 -8.11 -127.56 VIX 221.50 2.99 662.76 1.00 662.76 36150.5 54.55 -4.06 -22.14 WHEAT 326.75 1.40 457.38 1.00 457.38 36150.5 79.04 -0.04 -0.34 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 157.378 0.010 2.5 4.089 BITCOIN -153.541 0.043 2.5 -16.650 BOBL 23.470 0.004 2.5 0.238 BTP -4.179 0.014 2.5 -0.143 BUND 13.010 0.004 2.5 0.132 BUXL -4.996 0.004 2.5 -0.051 CAC 32.871 0.014 2.5 1.123 CAD 24.068 0.010 2.5 0.625 CANOLA 230.764 0.010 2.5 5.622 CHF -47.372 0.010 2.5 -1.231 COCOA -18.642 0.010 2.5 -0.454 COFFEE 2.741 0.005 2.5 0.036 COPPER 15.503 0.043 2.5 1.681 CORN 76.297 0.010 2.5 1.859 COTTON2 41.354 0.010 2.5 1.007 CRUDE_W 31.855 0.043 2.5 3.454 DAX 0.147 0.014 2.5 0.005 DOW -91.520 0.009 2.5 -2.130 DX 3.836 0.010 2.5 0.100 EUR -19.961 0.010 2.5 -0.519 EURIBOR-ICE 57.764 0.014 2.5 1.973 EUROSTX 19.037 0.014 2.5 0.650 FEEDCOW 20.060 0.013 2.5 0.666 GASOIL 15.358 0.017 2.5 0.667 GASOLINE 10.863 0.017 2.5 0.472 GAS_US_mini -44.074 0.043 2.5 -4.779 GBP 13.712 0.010 2.5 0.356 GOLD_micro -30.330 0.014 2.5 -1.036 HEATOIL 9.552 0.017 2.5 0.415 JGB-SGX-mini -136.440 0.043 2.5 -14.795 JPY -77.317 0.010 2.5 -2.009 LEANHOG -148.267 0.024 2.5 -9.024 LIVECOW 65.078 0.013 2.5 2.160 LUMBER-new -173.743 0.010 2.5 -4.233 MXP 205.238 0.059 2.5 30.166 NASDAQ_micro -11.001 0.009 2.5 -0.256 NIKKEI 19.721 0.043 2.5 2.139 NZD 40.272 0.010 2.5 1.046 OAT 23.610 0.014 2.5 0.806 OATIES -35.128 0.010 2.5 -0.856 OJ -37.778 0.010 2.5 -0.920 PALLAD 3.642 0.014 2.5 0.124 PLAT 6.413 0.014 2.5 0.219 REDWHEAT 28.859 0.005 2.5 0.383 RICE -128.202 0.010 2.5 -3.123 ROBUSTA -20.342 0.005 2.5 -0.270 RUSSELL 179.693 0.013 2.5 5.963 SHATZ -13.977 0.004 2.5 -0.142 SILVER-mini 1.203 0.014 2.5 0.041 SMI 22.589 0.014 2.5 0.772 SOFR -253.840 0.024 2.5 -15.449 SOYBEAN 57.672 0.004 2.5 0.537 SOYMEAL -57.603 0.004 2.5 -0.536 SOYOIL 60.146 0.004 2.5 0.561 SP400 3.460 0.013 2.5 0.115 SP500_micro -24.318 0.009 2.5 -0.566 SUGAR11 -124.143 0.010 2.5 -3.024 US10 -73.919 0.005 2.5 -0.938 US10U -66.291 0.005 2.5 -0.841 US2 -184.945 0.005 2.5 -2.347 US20 -15.313 0.005 2.5 -0.194 US30 -23.578 0.005 2.5 -0.299 US5 -127.556 0.005 2.5 -1.619 VIX -22.140 0.099 2.5 -5.473 WHEAT -0.341 0.005 2.5 -0.005 ===================== Position diags ===================== AUD 2.21 BITCOIN 25.05 BOBL 1.09 BTP 1.48 BUND 0.62 BUXL 0.33 CAC 1.20 CAD 3.83 CANOLA 7.34 CHF 1.31 COCOA 0.80 COFFEE 0.24 COPPER 1.91 CORN 4.21 COTTON2 1.79 CRUDE_W 2.81 DAX 3.82 DOW 4.45 DX 2.30 EUR 1.49 EURIBOR-ICE 7.14 EUROSTX 1.51 FEEDCOW 0.87 GASOIL 0.44 GASOLINE 0.53 GAS_US_mini 14.87 GBP 2.36 GOLD_micro 2.02 HEATOIL 0.37 JGB-SGX-mini 22.01 JPY 2.22 LEANHOG 5.60 LIVECOW 1.75 LUMBER-new 4.51 MXP 29.03 NASDAQ_micro 1.73 NIKKEI 7.60 NZD 2.38 OAT 1.76 OATIES 2.96 OJ 0.96 PALLAD 0.29 PLAT 0.52 REDWHEAT 0.83 RICE 3.23 ROBUSTA 0.78 RUSSELL 8.51 SHATZ 2.64 SILVER-mini 0.22 SMI 0.83 SOFR 17.02 SOYBEAN 0.77 SOYMEAL 0.81 SOYOIL 0.60 SP400 0.36 SP500_micro 3.16 SUGAR11 3.16 US10 1.32 US10U 1.03 US2 2.49 US20 0.69 US30 0.53 US5 2.00 VIX 13.48 WHEAT 1.05 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.1 3.9 4.3 3.0 3 BITCOIN -16.6 -19.2 -14.1 0.0 0 BOBL 0.2 0.1 0.3 0.0 0 BTP -0.1 -0.3 0.0 -1.0 -1 BUND 0.1 0.1 0.2 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.1 1.0 1.2 0.0 0 CAD 0.6 0.2 1.0 0.0 0 CANOLA 5.6 4.9 6.4 0.0 0 CHF -1.2 -1.4 -1.1 -2.0 -2 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.7 1.5 1.9 3.0 3 CORN 1.9 1.4 2.3 0.0 0 COTTON2 1.0 0.8 1.2 0.0 0 CRUDE_W 3.5 3.2 3.7 3.0 3 DAX 0.0 -0.4 0.4 0.0 0 DOW -2.1 -2.6 -1.7 -8.0 -8 DX 0.1 -0.1 0.3 1.0 1 EUR -0.5 -0.7 -0.4 0.0 0 EURIBOR-ICE 2.0 1.3 2.7 0.0 0 EUROSTX 0.7 0.5 0.8 2.0 2 FEEDCOW 0.7 0.6 0.8 2.0 2 GASOIL 0.7 0.6 0.7 0.0 0 GASOLINE 0.5 0.4 0.5 1.0 1 GAS_US_mini -4.8 -6.3 -3.3 0.0 0 GBP 0.4 0.1 0.6 1.0 1 GOLD_micro -1.0 -1.2 -0.8 -2.0 -2 HEATOIL 0.4 0.4 0.5 0.0 0 JGB-SGX-mini -14.8 -17.0 -12.6 0.0 0 JPY -2.0 -2.2 -1.8 -3.0 -3 LEANHOG -9.0 -9.6 -8.5 -8.0 -8 LIVECOW 2.2 2.0 2.3 1.0 1 LUMBER-new -4.2 -4.7 -3.8 0.0 0 MXP 30.2 27.3 33.1 26.0 26 NASDAQ_micro -0.3 -0.4 -0.1 -2.0 -2 NIKKEI 2.1 1.4 2.9 0.0 0 NZD 1.0 0.8 1.3 1.0 1 OAT 0.8 0.6 1.0 4.0 4 OATIES -0.9 -1.2 -0.6 NaN 0 OJ -0.9 -1.0 -0.8 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT 0.4 0.3 0.5 0.0 0 RICE -3.1 -3.4 -2.8 0.0 0 ROBUSTA -0.3 -0.3 -0.2 0.0 0 RUSSELL 6.0 5.1 6.8 0.0 0 SHATZ -0.1 -0.4 0.1 NaN 0 SILVER-mini 0.0 0.0 0.1 0.0 0 SMI 0.8 0.7 0.9 0.0 0 SOFR -15.4 -17.2 -13.7 NaN 0 SOYBEAN 0.5 0.5 0.6 2.0 2 SOYMEAL -0.5 -0.6 -0.5 0.0 0 SOYOIL 0.6 0.5 0.6 0.0 0 SP400 0.1 0.1 0.2 1.0 1 SP500_micro -0.6 -0.9 -0.2 0.0 0 SUGAR11 -3.0 -3.3 -2.7 -3.0 -3 US10 -0.9 -1.1 -0.8 0.0 0 US10U -0.8 -0.9 -0.7 -1.0 -1 US2 -2.3 -2.6 -2.1 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.3 -0.4 -0.2 -3.0 -3 US5 -1.6 -1.8 -1.4 -4.0 -4 VIX -5.5 -6.8 -4.1 -2.0 -2 WHEAT -0.0 -0.1 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 0.5 -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 0.2 0.1 0.4 0.1 1.5 0.2 0.0 0.5 0.1 0.6 0.1 0.4 0.1 0.3 0.3 0.6 -0.1 0.7 0.3 0.7 BITCOIN 0.6 0.2 -0.6 0.0 -0.1 0.3 0.0 0.7 0.1 0.1 -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 0.2 -0.0 0.5 -0.1 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 0.1 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 0.1 0.2 -0.2 0.0 0.1 0.5 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 0.0 0.0 -0.1 0.1 0.1 0.5 0.3 0.7 BUXL -0.1 -0.1 0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.1 -0.3 -0.0 -0.5 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 0.4 -0.0 0.0 -0.1 0.0 -0.3 0.0 -0.0 -0.0 -0.3 0.2 0.2 -0.1 0.3 -0.1 0.1 CAC 0.6 -0.1 -0.3 0.1 0.0 0.1 0.1 0.2 0.1 -0.1 0.0 0.1 0.3 0.1 0.0 0.3 0.0 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.5 0.1 -0.0 0.2 0.0 0.2 0.1 0.7 -0.4 -0.1 0.2 0.1 0.1 0.7 -0.1 0.7 CAD 0.3 -0.3 0.1 0.0 -0.0 0.1 0.1 0.2 0.1 0.1 -0.0 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 0.1 2.7 0.0 0.1 0.0 0.2 0.1 0.1 -0.4 0.4 -0.2 0.1 -0.3 -0.7 -0.7 -0.7 -0.7 CANOLA -0.4 0.2 0.6 0.1 0.0 0.1 0.0 -0.2 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 0.1 0.2 0.0 -1.0 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 0.0 0.1 0.0 -0.4 -0.0 -0.1 0.0 0.0 0.2 0.0 -1.1 0.0 -0.2 -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 -0.3 0.0 0.3 0.1 0.1 -0.1 -0.6 0.4 0.1 0.5 0.2 COFFEE 0.1 0.5 -0.6 0.2 0.1 0.2 0.0 -0.4 0.1 0.1 -0.3 0.0 -0.0 -0.0 -0.1 0.3 0.3 0.3 0.4 -0.1 -0.1 0.0 -0.1 -0.0 -2.7 -0.0 0.1 -0.1 0.0 0.2 -0.0 1.1 0.2 -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 0.0 0.2 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 0.5 0.5 0.2 0.2 0.1 0.7 -0.1 0.4 CORN -0.4 0.2 0.4 0.2 0.1 0.2 0.0 -0.4 0.1 0.2 0.3 -0.0 -0.1 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.0 0.0 1.6 0.1 0.2 0.4 0.1 0.3 0.0 -1.1 0.3 -0.6 0.1 0.1 0.4 -0.1 0.5 0.2 COTTON2 0.6 0.6 0.6 0.2 0.1 0.2 0.1 -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 0.1 0.2 -1.1 0.5 0.6 0.6 0.6 -0.4 -0.4 -0.4 -0.3 CRUDE_W -0.2 0.4 0.6 0.2 0.1 0.5 0.1 0.6 0.1 0.1 0.3 0.1 0.2 0.1 0.1 0.3 0.2 0.3 0.2 0.2 0.2 0.1 0.2 0.1 0.7 0.2 0.1 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 0.0 0.1 0.1 0.2 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 0.0 0.0 0.0 -0.8 -0.0 -0.0 -0.1 0.0 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 -0.3 -0.5 0.1 0.0 0.1 0.1 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 0.1 0.1 0.1 -0.8 0.0 0.0 -0.0 0.1 0.1 0.1 -0.1 0.0 -0.2 -0.4 -0.4 -0.2 -0.7 -0.4 -0.7 DX -0.5 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 -0.0 -0.0 -0.0 -1.7 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.8 -0.3 -0.6 0.4 -0.1 0.0 0.4 0.3 0.6 EUR 0.5 -0.1 -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 0.0 0.1 0.1 0.7 0.0 -0.1 0.0 0.0 0.2 0.1 -0.3 -0.2 0.0 -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 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.5 0.0 0.1 -0.2 0.0 0.3 0.5 0.5 0.7 EUROSTX 0.6 -0.2 -0.5 0.1 0.0 0.1 0.1 0.2 0.1 -0.1 0.1 0.1 0.3 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 -0.5 0.0 -0.0 0.1 0.0 0.2 0.1 0.7 -0.3 -0.2 -0.3 -0.1 0.1 0.7 0.1 0.7 FEEDCOW 0.3 0.1 0.1 0.2 0.1 0.2 0.0 -0.4 0.1 -0.2 0.4 -0.1 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 0.6 0.0 1.1 -0.5 0.6 -0.5 -0.2 0.7 0.7 0.6 0.7 GASOIL 0.0 0.6 0.6 0.1 0.1 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 0.3 -0.3 -0.1 GASOLINE -0.1 0.6 0.6 0.2 0.1 0.5 0.1 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 0.3 0.1 -1.1 0.2 0.1 0.4 0.1 0.4 0.1 -1.1 0.3 0.1 0.3 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 0.1 0.5 0.1 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.2 -0.1 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 -0.3 -0.5 -0.6 -0.6 0.5 0.1 0.5 -0.1 GBP 0.4 -0.1 -0.1 0.0 -0.0 0.1 0.1 0.2 0.1 -0.1 -0.0 0.1 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 0.2 0.1 0.3 0.1 0.3 -0.1 -0.1 0.1 0.0 -0.6 -0.2 -0.3 -0.3 GOLD_micro 0.1 -0.6 -0.6 0.0 -0.0 0.1 0.0 0.3 0.0 -0.1 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 -0.4 0.6 0.6 0.1 0.1 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 0.1 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 -0.3 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 -0.1 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 -0.1 -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 -0.4 -0.1 -0.6 -0.1 -0.5 -0.4 -0.5 -0.3 -0.4 -0.3 -0.4 -0.0 -0.5 LEANHOG -0.3 -0.6 -0.1 0.2 0.1 0.3 0.1 -0.5 0.1 0.1 0.1 -0.1 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 0.1 -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 0.5 0.5 0.2 0.2 0.1 0.2 0.0 -0.4 0.1 -0.2 0.5 0.0 0.6 0.1 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 -0.1 0.4 0.1 1.1 -0.5 0.6 -0.0 -0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.4 0.2 0.1 0.2 0.1 0.2 0.0 -0.4 0.1 0.0 -0.5 -0.2 -0.7 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.1 -0.6 -0.1 NaN -0.0 -0.0 -0.3 -0.1 -0.6 -0.0 -1.2 -0.3 -0.1 -0.5 -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 -0.1 0.4 0.2 0.6 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 -0.0 0.4 0.1 0.7 0.1 1.1 -0.2 0.2 -0.1 0.4 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.2 -0.6 0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.1 0.4 0.1 0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.0 0.2 0.2 0.2 -2.5 0.1 0.1 0.0 0.2 0.1 0.2 -0.2 0.5 0.1 0.2 -0.4 0.1 -0.7 0.2 -0.7 NIKKEI 0.6 -0.1 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.2 0.1 0.3 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.1 -1.4 0.1 0.0 0.2 0.1 0.4 0.1 1.0 0.1 -0.1 -0.0 0.3 -0.6 -0.1 -0.5 -0.1 NZD 0.3 -0.3 0.2 0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 0.0 1.5 -0.0 -0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.0 -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 0.0 -0.1 -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 0.3 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 -0.3 -0.2 -0.2 -0.2 0.0 0.0 -0.1 -0.0 -0.0 0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.4 -0.2 -0.2 0.0 0.2 0.1 -0.3 0.1 -0.4 OJ -0.0 0.0 0.2 0.1 0.0 0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.1 -0.0 0.6 -0.4 -0.1 -0.3 -0.2 -0.3 -0.3 -0.4 -0.3 PALLAD 0.4 -0.5 -0.3 0.0 -0.0 0.1 0.0 0.3 0.0 -0.1 -0.0 0.0 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 -0.1 -0.0 -0.0 0.2 -0.0 0.1 -0.2 -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 -0.1 -0.0 -0.0 -0.1 0.7 0.5 0.6 -0.0 REDWHEAT -0.1 0.3 0.6 0.2 0.1 0.2 0.0 -0.4 0.1 0.1 0.4 0.2 -0.2 0.2 0.2 -0.2 -0.3 -0.3 -0.3 0.2 0.1 0.2 0.1 0.2 0.9 0.2 0.2 0.4 0.2 0.2 0.2 -0.8 0.5 0.5 0.5 0.6 -0.6 -0.7 -0.7 -0.7 RICE -0.2 0.1 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 0.5 0.0 0.0 -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 -0.1 -0.2 -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 0.4 0.3 0.3 0.3 -0.1 -0.1 0.0 -0.2 -0.0 -2.7 -0.0 0.1 -0.2 0.1 -0.2 0.0 1.1 0.4 -0.1 -0.4 -0.5 0.1 0.0 0.2 0.3 RUSSELL 0.6 -0.0 -0.2 0.1 0.0 0.2 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 0.3 0.2 0.9 0.1 0.1 0.1 0.2 0.3 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 0.0 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 -0.1 -0.0 0.1 0.6 0.4 0.3 0.1 SMI 0.6 -0.4 -0.4 0.1 0.0 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 0.7 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 0.0 -0.2 0.0 -0.1 -0.2 0.0 0.4 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 0.0 -0.0 -2.7 -0.0 -0.1 0.0 -0.0 0.2 -0.0 0.2 -0.2 -0.3 0.0 0.2 -0.3 -0.3 -0.3 -0.6 SOYBEAN -0.1 0.1 0.5 0.2 0.1 0.2 0.0 -0.4 0.1 0.0 0.5 0.1 0.6 0.1 0.2 -0.0 -0.1 -0.0 -0.0 0.2 0.2 0.0 0.3 0.1 -0.9 0.1 -0.0 0.5 0.0 0.5 0.1 0.3 -0.0 0.1 -0.1 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 0.4 -0.2 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.0 -1.6 0.0 -0.1 0.2 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.4 -0.1 -0.3 -0.5 -0.6 -0.4 SOYOIL -0.3 0.1 0.6 0.1 0.1 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 0.1 0.2 0.2 0.2 0.5 0.2 -2.1 0.2 0.1 0.5 0.1 0.6 0.1 0.5 0.4 0.4 0.6 0.6 -0.0 -0.7 -0.1 -0.7 SP400 0.6 -0.2 -0.0 0.1 0.0 0.1 0.2 0.2 0.2 0.0 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 0.0 0.1 0.1 0.1 0.1 -0.1 0.0 -0.2 -0.2 0.0 -0.1 -0.7 -0.1 -0.7 SP500_micro 0.6 -0.1 -0.6 0.1 0.0 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 -0.0 0.2 0.1 0.1 -0.3 0.4 0.0 -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 -0.1 -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 -0.2 -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 0.0 -0.1 0.0 -0.1 -0.1 0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.9 -0.0 -0.1 -0.1 -0.0 0.0 -0.0 -0.2 -0.1 -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 0.0 -0.2 0.0 -0.1 -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 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.3 -0.7 US2 0.2 -0.5 -0.4 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -0.0 1.0 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 -1.1 -0.1 0.0 -0.3 -0.4 -0.0 -0.7 -0.0 -0.6 US20 0.2 -0.4 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.1 0.0 -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 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.2 -0.1 0.0 0.1 0.4 0.0 -0.3 US30 0.1 -0.3 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.0 -0.3 0.1 -0.2 -0.1 -0.1 0.1 0.0 0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.3 -0.1 -0.4 -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 0.0 -0.1 0.0 -0.1 -0.1 0.1 0.1 -0.1 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.7 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.7 -0.1 -0.6 VIX -0.9 0.4 0.8 0.1 0.0 0.3 -0.1 0.2 -0.0 0.1 0.1 -0.2 -0.4 -0.0 0.0 -0.4 -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 -0.5 -1.1 NaN NaN WHEAT -0.2 0.2 0.6 0.2 0.1 0.2 0.0 -0.3 0.1 0.1 0.2 0.1 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.0 0.1 1.1 0.1 0.1 0.4 0.1 0.2 0.1 -1.0 0.5 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 14.2 -5.7 13.2 3.0 -1.2 3.0 8.6 4.6 7.8 7.3 13.7 14.3 14.1 12.8 13.2 1.9 0.2 1.5 1.0 12.2 14.5 12.0 13.7 13.1 11.4 14.1 2.0 17.8 11.4 16.3 13.4 6.8 4.0 7.9 9.2 19.7 -3.6 20.0 8.1 20.0 BITCOIN 20.0 5.5 -20.0 2.9 -8.4 10.6 3.3 20.0 5.6 15.9 -20.0 20.0 -16.5 18.4 -13.0 -3.6 -5.3 -3.7 -4.2 -8.3 -20.0 20.0 -20.0 17.8 -15.6 2.1 20.0 -12.1 20.0 -13.5 14.7 -0.4 20.0 -2.1 20.0 -4.9 -11.4 -1.5 -20.0 -20.0 BOBL 10.5 -13.5 -0.4 -1.4 -1.8 -2.2 1.8 -2.1 1.2 -1.6 -5.8 2.3 -4.6 -5.0 -5.4 20.0 1.3 8.9 3.3 -5.1 -5.1 -0.4 -3.7 -2.3 1.5 -2.7 -3.1 -4.4 1.7 -4.0 1.1 -3.2 0.0 3.4 -4.7 0.2 5.1 17.0 8.6 20.0 BTP 12.6 -14.5 -12.9 -1.8 -2.3 -2.8 2.3 -2.6 1.5 -0.2 -2.8 6.3 3.5 -2.9 -3.9 3.8 10.0 7.4 9.3 -4.0 -3.5 1.8 -0.4 -0.5 -18.7 -2.3 -0.6 -2.5 3.8 0.9 2.4 10.0 2.3 6.0 -6.8 0.9 3.2 16.1 6.0 18.8 BUND 4.9 -11.6 2.5 -1.6 -2.1 -2.6 2.1 -2.4 1.4 0.7 -6.4 2.8 -6.7 -6.0 -6.4 -0.5 7.4 5.2 7.5 -4.8 -4.5 0.0 -3.9 -2.5 -0.2 -2.1 -1.3 -3.4 2.2 -3.5 1.1 6.4 0.3 0.1 -2.6 2.8 4.2 16.4 8.6 20.0 BUXL -4.3 -2.3 9.1 -2.3 -3.0 -3.7 3.1 -3.5 2.0 7.8 -11.1 -2.8 -14.1 -9.2 -9.1 3.5 3.8 3.9 4.1 -4.9 -5.7 -0.2 -9.1 -4.0 3.0 -0.9 3.8 -3.6 3.2 -7.7 0.9 -0.2 -1.8 -9.2 6.3 6.2 -4.5 9.7 -2.0 4.2 CAC 20.0 -4.2 -10.0 6.3 3.5 4.0 11.5 4.9 11.6 -8.2 1.3 5.4 7.0 4.9 1.9 13.8 1.3 9.6 4.5 2.7 0.7 2.2 1.6 5.6 4.0 9.5 -4.4 7.5 3.5 5.1 9.3 13.3 -14.6 -4.1 5.5 4.2 1.7 20.0 -1.8 20.0 CAD 9.8 -9.4 3.0 4.4 -1.8 4.5 12.7 6.8 11.5 12.0 -1.6 17.9 3.3 1.1 -7.4 -7.3 -7.4 -7.2 -7.3 -1.5 -1.5 16.7 -1.2 7.8 20.0 0.8 9.5 1.6 20.0 1.9 10.5 -6.8 17.0 -5.1 1.7 -8.6 -20.0 -20.0 -20.0 -20.0 CANOLA -11.6 5.2 20.0 10.3 4.7 4.9 2.6 -6.8 6.0 10.7 7.1 2.7 3.3 1.4 8.0 -16.1 -15.7 -16.7 -16.9 6.7 8.2 5.2 4.8 2.8 8.6 8.6 9.4 10.0 4.9 5.7 3.6 -18.3 7.5 -2.3 6.0 20.0 8.7 20.0 10.9 20.0 CHF 10.5 -13.1 -1.8 2.6 -1.0 2.6 7.4 3.9 6.7 -4.1 -6.3 6.6 7.5 -3.1 -7.1 -14.3 -15.4 -14.3 -14.6 -2.9 -1.7 2.9 2.7 1.4 -3.0 -0.8 -5.9 1.5 2.0 5.6 1.6 -19.9 0.5 -5.1 -6.7 -2.5 -19.9 -20.0 -11.9 -20.0 COCOA 20.0 15.3 -20.0 5.9 2.7 2.8 1.5 -3.9 3.5 -0.6 -6.6 1.1 -6.4 1.9 -5.8 -7.7 0.3 -6.9 -4.8 -6.8 -14.4 1.4 -14.6 -0.2 -20.0 -2.8 1.9 -7.3 1.6 -7.0 0.9 5.8 5.0 3.5 -4.4 -17.8 12.5 1.6 14.9 6.3 COFFEE 3.5 14.0 -20.0 16.1 7.3 7.6 4.1 -10.7 9.5 9.4 -10.4 0.5 -0.0 -0.8 -10.7 14.8 17.1 15.7 17.5 -6.2 -10.1 3.1 -2.0 -0.7 -20.0 -2.7 13.9 -3.3 1.6 5.3 -1.2 20.0 8.1 -18.9 -7.0 -20.0 17.6 20.0 20.0 20.0 COPPER 20.0 -6.0 -0.5 1.5 -4.3 5.4 1.7 12.0 2.8 5.1 5.7 10.2 6.1 9.5 2.5 -6.7 -6.4 -6.5 -6.4 6.2 5.8 11.2 7.5 10.9 -1.1 6.4 3.3 5.5 9.5 7.9 10.3 -3.2 19.6 14.3 6.1 5.4 4.3 20.0 -2.1 12.6 CORN -11.4 5.6 12.9 18.3 8.4 8.7 4.6 -12.2 10.8 19.5 11.3 -0.7 -1.7 0.6 10.0 -20.0 -20.0 -20.0 -20.0 7.0 8.7 7.5 1.8 2.6 12.3 11.3 18.8 15.0 9.3 7.4 4.0 -20.0 14.4 -18.0 2.8 2.7 10.8 -1.6 14.7 5.9 COTTON2 20.0 20.0 20.0 19.0 8.7 9.0 4.8 -12.6 11.2 9.5 11.0 18.0 -5.9 20.0 20.0 -14.5 -19.8 -20.0 -20.0 20.0 17.2 20.0 -0.5 20.0 -4.0 20.0 13.0 19.3 20.0 1.4 20.0 -20.0 20.0 20.0 20.0 19.5 -11.5 -12.0 -12.0 -8.8 CRUDE_W -6.5 13.0 20.0 20.0 11.6 20.0 7.4 16.1 12.7 11.2 9.5 7.8 4.6 9.0 10.8 16.1 8.2 13.9 10.3 15.0 14.8 7.8 8.1 9.3 4.9 14.7 9.9 15.4 4.6 8.2 7.1 -0.1 0.9 -12.9 -15.8 -14.3 11.5 20.0 -1.8 1.7 DAX 20.0 -8.1 -20.0 5.5 3.1 3.4 9.9 4.2 10.0 -1.8 -1.4 5.9 4.7 1.5 -0.8 -3.9 -6.9 -5.6 -6.3 -0.5 -2.0 4.8 0.8 4.4 -6.0 -0.6 -1.0 -2.3 4.3 0.4 4.1 -2.2 -6.3 -6.0 -12.4 -9.1 6.8 18.7 9.9 20.0 DOW 20.0 -10.4 -16.6 6.9 3.9 4.3 12.4 5.3 12.6 7.1 1.7 10.7 8.5 7.6 2.0 -5.2 -7.3 -5.9 -6.5 3.3 0.9 15.1 4.6 12.4 -6.2 0.4 5.2 -0.9 10.3 2.7 7.6 -2.7 1.5 -5.8 -12.2 -11.9 -6.4 -20.0 -12.6 -20.0 DX -15.3 6.2 6.1 2.2 -0.9 2.2 6.3 3.4 5.7 2.4 5.4 -6.8 -6.7 -1.9 4.6 3.8 5.4 4.2 4.7 0.8 2.5 -4.3 -0.1 -4.1 -12.9 0.2 2.1 1.1 -4.4 -1.0 -4.3 14.6 -11.3 -18.3 13.6 -3.8 0.3 13.1 10.2 17.4 EUR 16.3 -4.1 -8.2 3.0 -1.2 3.0 8.6 4.6 7.8 -12.7 -5.0 9.2 9.6 6.7 -3.9 -5.6 -7.3 -6.1 -6.7 0.8 -1.6 2.1 2.4 5.9 4.9 1.7 -12.0 1.1 0.2 5.2 5.1 -6.2 -9.2 0.5 -3.5 -6.7 -17.7 -20.0 -9.2 -20.0 EURIBOR-ICE 11.0 -15.1 -6.1 -1.3 -1.7 -2.0 1.7 -1.9 1.1 -2.5 -4.7 3.0 -2.0 -4.1 -4.6 2.2 9.4 5.0 7.8 -4.7 -4.5 -0.3 -2.5 -2.0 -2.6 -2.1 -3.1 -3.5 1.4 -2.6 1.1 8.5 0.6 3.7 -5.5 0.7 10.5 14.2 15.8 19.8 EUROSTX 20.0 -7.5 -15.7 5.9 3.3 3.7 10.7 4.6 10.8 -7.0 2.9 5.6 7.3 2.6 1.0 -1.5 1.6 1.7 2.3 2.1 1.8 2.9 4.1 5.0 -4.0 2.6 -4.4 2.5 3.0 4.5 5.4 12.4 -11.0 -6.8 -10.4 -2.4 3.1 20.0 3.3 20.0 FEEDCOW 10.2 3.5 2.9 16.0 7.3 7.6 4.1 -10.7 9.4 -16.9 15.1 -5.6 16.7 7.4 11.0 0.3 9.0 5.7 8.7 14.8 20.0 -14.1 20.0 5.3 -20.0 5.7 -20.0 6.4 -13.1 15.4 1.7 20.0 -20.0 20.0 -16.7 -5.0 20.0 20.0 17.5 20.0 GASOIL 0.4 20.0 20.0 12.2 6.1 12.7 3.9 8.4 6.6 5.5 6.6 3.7 6.0 6.3 6.7 20.0 20.0 20.0 20.0 13.5 12.8 4.3 8.3 8.4 -2.6 14.4 4.0 15.7 2.9 11.5 7.4 20.0 -2.6 4.5 14.4 12.1 -1.3 10.2 -7.9 -1.6 GASOLINE -3.8 19.8 20.0 17.1 8.5 17.7 5.4 11.8 9.3 8.9 9.2 7.4 7.3 9.2 9.5 20.0 -20.0 -8.8 -20.0 16.6 15.3 12.6 9.7 12.7 -8.5 16.9 13.1 16.6 8.9 10.6 11.0 -20.0 11.6 4.3 8.5 4.4 7.0 20.0 -3.1 8.6 GAS_US_mini -7.8 -10.4 -5.8 20.0 11.0 20.0 7.0 15.3 12.0 -4.9 -9.9 -10.3 -10.3 -11.9 -11.2 -20.0 -8.9 -3.2 1.1 -8.3 -7.7 -4.2 -7.2 -7.1 20.0 -9.4 -4.5 -9.6 -4.3 -8.3 -7.3 -20.0 -14.0 -14.5 -20.0 -20.0 16.1 1.6 14.4 -3.4 GBP 13.2 -3.8 -2.6 3.5 -1.4 3.5 10.0 5.3 9.0 -8.4 -0.1 12.7 10.7 11.2 -4.1 0.8 0.2 0.5 0.4 2.6 1.0 6.3 3.9 7.8 -1.8 4.9 -5.1 5.7 4.8 9.4 7.5 6.4 -3.1 -4.3 3.1 0.0 -17.8 -7.0 -10.1 -7.5 GOLD_micro 4.5 -20.0 -18.5 0.9 -2.6 3.3 1.0 7.4 1.8 -5.8 2.6 3.5 4.8 -1.9 -2.3 -5.4 -8.1 -5.5 -6.4 -1.3 4.0 -1.2 9.3 -1.6 -20.0 1.4 -3.7 8.6 -1.2 15.8 -0.6 -4.7 -2.2 0.5 -5.8 11.4 20.0 9.1 -5.6 -20.0 HEATOIL -13.6 20.0 20.0 13.0 6.5 13.5 4.1 9.0 7.1 6.6 7.1 4.0 6.3 7.0 7.4 20.0 20.0 20.0 20.0 15.0 15.1 5.5 10.1 8.6 -8.1 13.6 5.9 14.6 3.6 10.4 7.1 20.0 -2.1 -0.1 14.0 9.2 -1.6 3.6 -13.4 -9.9 JGB-SGX-mini -4.6 -8.0 6.5 -1.2 -1.6 -1.9 1.6 -1.8 1.0 1.8 -7.1 -2.3 -7.5 -5.6 -5.9 0.0 9.0 2.6 5.3 -6.9 -8.5 -1.7 -9.9 -4.7 2.9 -7.1 -1.8 -9.7 -1.7 -11.5 -4.5 5.6 -2.0 -14.3 -5.3 -10.1 1.5 -20.0 -0.2 -20.0 JPY 1.9 -6.0 -3.4 3.0 -1.2 3.0 8.6 4.6 7.8 -14.2 -16.0 -5.0 -16.0 -12.9 -14.6 -8.9 -9.9 -8.8 -9.0 -10.5 -15.3 -4.1 -18.8 -6.0 20.0 -8.9 -7.5 -13.1 -4.9 -16.5 -5.7 -10.2 -15.9 -14.7 -9.5 -12.7 -7.8 -12.3 -0.5 -14.0 LEANHOG -8.7 -20.0 -2.6 20.0 10.2 10.6 5.6 -14.9 13.1 14.2 3.7 -12.7 16.1 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 -16.4 -3.0 -7.5 8.9 -19.9 -8.7 -20.0 15.9 -12.8 -15.3 3.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 2.8 -15.6 9.1 LIVECOW 15.4 15.0 6.0 17.7 8.1 8.4 4.5 -11.8 10.4 -17.7 16.7 2.4 17.7 12.8 15.4 14.1 7.7 10.1 7.3 20.0 20.0 -5.4 20.0 16.6 -20.0 14.4 -18.8 9.2 -6.2 12.4 11.5 20.0 -20.0 20.0 -1.2 -0.7 20.0 20.0 20.0 20.0 LUMBER-new -9.5 5.8 2.2 15.7 7.2 7.5 4.0 -10.4 9.2 3.1 -16.6 -12.6 -17.2 -11.3 -12.2 -20.0 -20.0 -20.0 -20.0 -8.9 -13.2 -7.1 -19.3 -8.9 NaN -3.7 -2.5 -9.0 -4.3 -14.4 -3.6 -20.0 -11.8 -3.9 -14.5 -14.9 6.6 20.0 8.1 20.0 MXP 19.1 -5.0 -10.3 3.5 -1.4 3.5 10.0 5.3 9.1 -11.5 14.5 15.8 18.0 14.4 11.7 8.0 11.3 8.8 9.9 11.4 14.3 9.3 19.8 13.8 -20.0 9.7 -4.6 16.4 6.2 20.0 10.2 20.0 -7.5 5.6 -1.9 11.4 8.8 6.3 20.0 9.8 NASDAQ_micro 20.0 4.7 -19.8 7.7 4.3 4.8 13.8 5.9 14.0 9.6 2.8 12.3 9.9 11.4 6.0 -6.5 -8.1 -6.9 -7.4 10.7 3.4 20.0 5.9 20.0 -18.7 5.1 12.2 0.1 18.7 3.0 15.2 -4.2 20.0 4.6 5.2 -12.4 4.4 -20.0 5.8 -20.0 NIKKEI 20.0 -3.4 -6.2 4.8 2.7 3.0 8.7 3.7 8.8 4.5 6.0 7.3 7.1 6.0 4.7 0.2 5.9 2.5 4.2 7.3 7.1 11.0 8.8 10.8 -10.8 5.6 3.3 7.2 7.7 10.0 7.5 17.9 2.2 -2.9 -1.1 7.7 -17.8 -4.3 -16.5 -2.0 NZD 10.4 -10.2 6.0 2.1 -0.9 2.1 6.0 3.2 5.5 -1.6 0.2 8.0 -0.9 0.5 -3.2 -2.8 -3.4 -3.1 -3.3 -0.7 -0.9 3.4 -1.1 2.2 11.1 -0.4 -2.6 -0.8 2.9 -1.6 2.3 0.0 -3.1 -2.4 -3.9 -1.5 -12.1 20.0 -0.3 20.0 OAT 8.6 -14.3 0.5 -1.5 -1.9 -2.3 1.9 -2.2 1.2 -1.4 -2.7 4.2 -1.4 -3.5 -4.0 9.7 12.3 11.2 12.3 -3.0 -2.3 0.3 -1.3 -1.0 -1.4 -0.4 -2.3 -0.4 2.1 0.2 1.9 14.7 -0.1 3.1 -3.7 5.0 2.3 14.2 5.0 18.1 OATIES -12.0 10.4 19.0 10.1 4.6 4.8 2.6 -6.7 6.0 -8.4 2.7 -8.8 -2.7 -1.8 3.1 -12.7 -10.1 -9.3 -10.3 3.6 3.7 -7.3 -1.1 -2.3 0.3 4.3 -7.7 4.2 -7.0 -1.5 -2.1 -8.3 -7.7 -6.2 1.2 5.5 2.8 -10.5 4.4 -11.9 OJ -0.2 1.5 5.3 6.0 2.8 2.9 1.5 -4.0 3.6 -6.5 -3.3 -5.3 -6.0 -0.9 -2.4 -1.3 1.9 0.1 0.4 -1.8 -2.7 -7.4 -5.5 -3.7 -20.0 -2.0 -8.4 -2.0 -6.6 -3.5 -3.7 11.5 -16.3 -1.8 -9.2 -4.8 -8.1 -9.3 -10.8 -8.4 PALLAD 11.6 -16.8 -9.2 1.2 -3.4 4.3 1.3 9.6 2.3 -6.7 -1.7 3.6 2.0 -2.6 -5.8 -3.7 -3.2 -3.5 -3.3 -4.5 -1.6 -2.4 3.7 -2.0 14.1 -3.0 -8.9 -1.1 -2.2 4.9 -0.6 2.2 -6.3 -0.7 -6.4 -10.8 20.0 9.5 13.4 -4.3 PLAT 10.0 -10.0 -1.0 1.0 -2.9 3.6 1.1 8.1 1.9 -5.0 -0.2 4.6 2.9 -1.5 -4.2 -2.4 -3.1 -2.4 -2.6 -1.1 2.2 -0.1 6.9 0.1 -1.7 0.1 -4.2 3.8 -0.4 10.1 0.7 2.9 -3.2 -0.6 -1.0 -4.1 20.0 14.5 17.0 -0.4 REDWHEAT -2.9 9.5 20.0 15.3 7.0 7.3 3.9 -10.2 9.0 15.5 13.3 15.0 -4.9 15.0 15.2 -12.3 -15.3 -13.4 -14.3 14.0 11.5 18.5 2.9 14.0 7.1 16.5 20.0 14.9 18.1 6.9 15.3 -15.8 20.0 16.7 15.3 17.9 -17.7 -20.0 -20.0 -20.0 RICE -7.1 4.5 14.4 10.6 4.8 5.0 2.7 -7.0 6.2 8.6 -5.8 -0.9 -10.2 2.6 2.2 -20.0 -18.5 -20.0 -20.0 -1.6 -5.5 1.5 -14.9 -1.4 3.4 1.5 5.5 -1.9 3.7 -11.8 1.3 -20.0 1.1 3.4 -2.5 3.0 -20.0 -15.7 -20.0 -13.7 ROBUSTA -1.8 -7.3 -13.6 9.4 4.3 4.5 2.4 -6.3 5.5 9.4 -7.8 1.8 -5.2 -4.8 -8.9 18.6 15.9 17.3 16.5 -8.5 -9.7 5.3 -7.0 -3.0 -20.0 -4.5 11.8 -6.3 6.2 -4.7 0.4 20.0 16.3 -1.6 -13.3 -17.0 4.5 0.6 5.8 9.9 RUSSELL 20.0 -0.6 -7.0 9.0 5.0 5.7 16.2 6.9 16.4 10.0 8.3 14.1 12.5 13.0 7.8 -4.0 -4.9 -4.2 -4.5 13.3 8.3 20.0 9.8 20.0 6.8 9.1 10.1 5.5 19.9 7.3 18.4 1.0 13.9 -0.6 0.3 -0.8 -3.2 -20.0 -3.8 -20.0 SHATZ 19.8 -13.7 -0.3 -1.2 -1.6 -2.0 1.6 -1.8 1.0 -2.5 -5.5 2.3 -6.0 -3.6 -4.3 1.5 -8.0 0.4 -2.6 -5.9 -6.4 -0.3 -4.7 -2.2 6.2 -5.5 -3.4 -7.7 1.2 -6.6 -0.3 -16.0 0.5 6.0 -11.4 -7.2 5.9 12.6 7.9 18.8 SILVER-mini 6.3 -9.2 -6.0 0.9 -2.6 3.3 1.0 7.3 1.7 -4.6 0.1 3.1 2.2 -2.4 -4.5 -2.3 -4.9 -2.6 -3.6 -0.7 3.2 0.3 7.1 -0.0 -9.0 1.1 -3.2 7.1 -0.1 13.8 0.5 0.4 0.6 -1.6 -1.4 3.7 16.8 11.8 9.7 3.9 SMI 20.0 -11.4 -11.1 5.8 3.2 3.7 10.5 4.5 10.6 -2.9 3.1 6.3 6.5 1.4 0.2 0.8 6.3 4.8 6.3 2.3 3.0 4.6 5.4 5.2 4.9 5.0 0.5 6.3 5.0 8.2 6.7 20.0 -6.8 -3.6 -9.2 0.8 1.9 20.0 3.2 20.0 SOFR 2.2 -10.4 -4.2 -2.8 -3.7 -4.5 3.7 -4.2 2.4 -13.9 -7.7 4.0 9.9 -9.7 -9.4 4.2 6.1 5.2 5.9 -4.5 -2.7 -3.9 1.4 -3.6 -20.0 -2.0 -10.9 0.8 -4.1 4.2 -2.6 3.7 -7.0 -7.9 0.1 6.3 -8.9 -8.5 -10.4 -19.0 SOYBEAN -1.8 2.1 15.6 18.2 8.3 8.7 4.6 -12.1 10.7 2.4 18.2 8.3 16.1 13.9 18.7 -1.9 -2.8 -0.1 -1.1 14.9 16.2 4.3 10.3 8.9 -6.7 13.6 -0.7 17.6 3.4 13.7 6.8 6.2 -0.5 3.4 -2.4 11.4 1.9 -8.4 3.4 -5.5 SOYMEAL 0.4 2.8 8.3 10.9 5.0 5.2 2.8 -7.3 6.4 -10.3 0.4 -4.5 -4.3 -1.8 5.2 17.6 -7.8 5.4 -2.2 2.4 2.1 -5.4 -1.1 0.1 -12.0 3.6 -11.5 5.7 -6.1 3.6 -0.3 -0.0 -4.6 -3.8 -10.9 -3.1 -10.3 -13.9 -17.8 -12.4 SOYOIL -7.8 1.8 20.0 13.6 6.2 6.4 3.4 -9.0 8.0 12.1 14.9 11.2 14.0 13.5 15.5 20.0 -1.2 9.4 2.5 20.0 20.0 17.0 19.2 17.9 -15.5 20.0 14.4 20.0 12.3 16.6 12.7 9.9 18.6 12.4 20.0 20.0 -1.4 -20.0 -1.8 -20.0 SP400 20.0 -4.8 -1.4 8.3 4.6 5.2 14.9 6.4 15.1 5.3 8.2 12.2 11.3 10.6 7.4 -4.6 -6.0 -5.4 -5.7 10.0 7.1 17.2 7.5 17.2 3.9 6.3 4.0 4.0 12.4 4.1 12.1 -1.0 0.8 -7.0 -6.6 0.5 -3.0 -20.0 -4.4 -20.0 SP500_micro 20.0 -2.8 -20.0 8.1 4.5 5.1 14.6 6.2 14.8 10.2 5.1 13.0 11.9 11.6 6.9 -6.7 -8.8 -7.5 -8.1 8.7 2.9 20.0 6.6 20.0 -12.3 2.3 8.0 -1.8 15.6 1.7 12.5 -5.4 15.1 0.5 -5.4 -16.0 6.6 -20.0 6.5 -20.0 SUGAR11 -20.0 7.8 12.0 9.0 4.1 4.3 2.3 -6.0 5.3 1.9 -5.9 -8.4 -9.0 -7.7 -4.8 -7.4 8.4 0.0 5.0 -4.6 -3.3 -8.5 -6.7 -9.7 -16.1 -2.6 0.5 -0.5 -7.7 -3.9 -8.5 20.0 -10.2 -20.0 -6.5 -5.1 -5.0 -20.0 -4.3 -12.9 US10 6.0 -12.0 -7.2 -2.0 -2.6 -3.2 2.6 -3.0 1.7 -8.7 -4.8 5.9 4.2 -5.3 -5.9 3.1 1.8 2.9 2.6 -4.2 -3.6 -1.1 -1.0 -1.8 -7.0 -3.1 -5.7 -2.0 -1.0 1.1 -1.1 -3.0 -2.6 -2.1 -2.2 -1.5 -2.4 -20.0 -5.8 -20.0 US10U 4.9 -11.8 -6.1 -2.9 -3.9 -4.7 3.9 -4.4 2.5 -13.0 -6.0 9.0 6.0 -7.7 -8.3 3.6 1.5 3.3 2.7 -5.8 -4.4 -2.0 -0.9 -2.9 -11.9 -5.0 -8.0 -2.0 -2.1 3.1 -2.6 -3.3 -4.4 -6.0 -3.6 -0.8 -2.0 -3.4 -9.9 -20.0 US2 7.1 -15.4 -11.3 -1.9 -2.5 -3.1 2.5 -2.9 1.6 -10.1 -7.0 3.9 -4.4 -4.9 -5.6 -3.6 -10.9 -5.9 -7.8 -8.9 -9.1 -2.5 -5.9 -4.3 7.5 -7.8 -7.0 -8.1 -2.0 -4.5 -3.2 -20.0 -3.4 0.6 -9.9 -11.0 -0.1 -20.0 -0.2 -16.8 US20 5.0 -12.4 -3.1 -2.0 -2.6 -3.2 2.6 -3.0 1.7 -4.4 -4.0 6.7 1.4 -5.1 -5.5 4.4 4.2 4.6 4.6 -3.4 -2.6 -0.5 -1.1 -1.5 -6.9 -4.3 -3.1 -2.0 -0.8 1.1 -2.4 0.8 -1.8 -4.7 -4.5 0.6 2.5 13.4 0.2 -7.7 US30 2.3 -9.4 -1.0 -2.9 -3.8 -4.6 3.8 -4.3 2.4 -4.3 -9.6 7.0 -5.2 -9.7 -9.8 2.5 0.3 2.2 1.6 -5.2 -4.4 -1.6 -3.9 -3.4 -5.0 -7.2 -3.9 -3.9 -2.4 -0.6 -5.2 -5.2 -3.5 -12.2 -2.4 1.1 0.6 10.6 -1.8 -6.6 US5 6.5 -13.2 -8.8 -2.0 -2.7 -3.2 2.7 -3.0 1.7 -9.7 -5.3 4.9 3.6 -5.1 -5.8 0.6 -1.1 0.4 0.0 -5.7 -5.2 -1.8 -2.2 -2.6 -5.3 -4.3 -6.6 -3.5 -1.5 -0.1 -1.6 -7.7 -3.2 -1.0 -4.6 -3.5 -0.7 -20.0 -2.9 -19.5 VIX -16.6 8.2 16.2 6.3 0.9 6.8 -3.4 2.7 -1.0 4.4 2.0 -12.6 -6.2 -1.6 2.0 -11.0 -20.0 -10.6 -18.1 2.8 4.4 -5.1 1.0 -4.2 NaN 6.6 1.5 7.4 -2.9 3.0 -0.9 NaN NaN NaN NaN NaN -8.6 -20.0 NaN NaN WHEAT -7.6 6.9 20.0 14.0 6.4 6.7 3.5 -9.3 8.2 13.8 9.2 7.5 -6.4 7.2 11.0 -13.5 -17.1 -14.5 -15.7 8.2 7.7 9.3 0.5 5.8 8.3 11.8 16.2 13.1 9.8 6.5 7.3 -18.5 20.0 1.5 3.7 14.7 -19.8 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3