******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260427_203959 produced at 2026-04-27 21:36:33.472741 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.77 0.0 0.00 0.00 0.00 0.00 -17.05 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.53 0.0 0.00 0.00 0.00 0.00 -15.14 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 -2.34 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.17 0.0 0.23 -0.23 -0.14 -0.14 -9.49 13.0 -8 -8 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.09 0.0 0.89 -0.89 -0.14 -0.14 -1.35 13.0 -2 -2 caleb_strategy_v3 US5 False False 0.05 -0.19 -0.08 0.0 1.16 -1.16 -0.19 -0.19 -1.70 25.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.07 0.0 0.57 -0.57 -0.07 -0.07 -2.12 17.0 -2 -2 caleb_strategy_v3 VIX False False 0.01 -0.04 -0.06 0.0 999.00 -999.00 -0.04 -0.04 -6.11 999999999.0 -4 -4 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.63 -0.63 -0.05 -0.05 -0.95 13.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.05 0.0 0.81 -0.81 -0.05 -0.05 -1.02 17.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -16.36 59.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -3.70 4.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.88 -0.88 0.00 0.00 -0.46 14.0 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 -4.54 3.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.02 0.0 0.59 -0.59 -0.06 -0.06 -0.26 10.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.30 -0.30 -0.15 -0.15 -0.37 6.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -3.02 18.0 -3 -3 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -5.97 26.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.13 -1.13 -0.04 -0.04 -1.11 56.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.11 -0.02 0.0 0.70 -0.70 -0.11 -0.07 -2.03 66.0 -10 -7 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.46 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 -0.25 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -1.09 3.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.23 24.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.01 0.0 0.37 -0.37 -0.01 -0.01 -0.51 26.0 -1 -1 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 0.01 0.00 -0.00 0.0 0.34 -0.34 0.00 0.00 -0.23 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.02 6.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.04 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.00 0.0 0.71 -0.71 0.00 -0.01 -0.08 58.0 0 -1 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.22 -0.22 -0.05 -0.05 -0.05 4.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 0.00 0.0 0.54 -0.54 -0.07 -0.05 0.09 23.0 -3 -2 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.14 9.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.00 0.0 0.74 -0.74 0.00 -0.03 -0.03 48.0 0 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.62 2.0 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 BUND False False 0.06 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.12 10.0 0 0 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 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.65 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 0.46 8.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.43 -0.43 0.00 0.00 0.20 10.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.59 -0.59 0.06 0.06 0.66 20.0 2 2 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.02 0.0 0.18 -0.18 0.05 0.05 0.62 7.0 2 2 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.17 11.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.16 0.02 0.0 0.31 -0.31 0.16 0.16 0.16 2.0 1 1 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.72 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.46 3.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.53 -0.53 0.03 0.03 1.32 21.0 1 1 caleb_strategy_v3 CORN False False 0.01 0.00 0.03 0.0 0.13 -0.13 0.00 0.00 2.96 12.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.03 0.0 0.80 -0.80 0.00 0.00 0.75 22.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.24 -0.24 0.00 0.00 6.67 51.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.11 0.03 0.0 999.00 -999.00 0.11 0.11 0.59 999999999.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 7.48 68.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.04 0.0 0.92 -0.92 0.00 0.00 1.38 29.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.03 0.05 0.0 0.58 -0.58 0.03 0.05 3.05 36.0 2 3 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.11 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.05 0.0 0.60 -0.60 0.18 0.18 0.83 10.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.06 0.0 0.63 -0.63 0.16 0.16 0.71 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 0.79 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.10 0.0 0.72 -0.72 0.04 0.04 2.44 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 1.66 999999999.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.13 0.0 0.17 -0.17 0.10 0.10 3.91 5.0 3 3 caleb_strategy_v3 AUD False False 0.03 0.09 0.14 0.0 0.59 -0.59 0.09 0.09 4.51 19.0 3 3 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.23 0.0 1.22 -1.22 0.00 0.00 1.86 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.33 0.40 0.0 0.74 -0.74 0.33 0.34 32.64 60.0 27 28 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.3 Shocked risk 29.4 Sum abs risk 43.9 Leverage 5.22 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2328436.86, 'annual_cash_vol_target': 582109.215, 'daily_cash_vol_target': 36381.8259375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.7180 0.5841 9.3448 BITCOIN 1515.4197 77190.0000 1.9632 31.4117 BOBL 0.2723 115.5400 0.2357 3.7706 BTP 0.6812 117.1800 0.5813 9.3008 BUND 0.4839 125.3400 0.3861 6.1769 BUXL 0.9364 108.2600 0.8649 13.8391 CAC 85.0598 8078.5000 1.0529 16.8467 CAD 0.0024 0.7355 0.3326 5.3211 CANOLA 7.8670 741.2000 1.0614 16.9821 CHF 0.0056 1.2797 0.4343 6.9494 COCOA 108.6541 3287.0000 3.3056 52.8891 COFFEE 5.3116 288.4500 1.8414 29.4629 COPPER 0.0792 6.0900 1.3012 20.8185 CORN 4.1833 489.5000 0.8546 13.6738 COTTON2 0.9557 79.6900 1.1993 19.1891 CRUDE_W 1.3563 78.3200 1.7318 27.7089 DAX 260.8711 24268.0000 1.0750 17.1993 DOW 362.2860 49347.0000 0.7342 11.7466 DX 0.3949 98.3200 0.4016 6.4259 EUR 0.0049 1.1747 0.4190 6.7042 EURIBOR-ICE 0.0556 97.3250 0.0572 0.9147 EUROSTX 65.7005 5827.0000 1.1275 18.0403 FEEDCOW 2.8955 368.3250 0.7861 12.5779 GASOIL 33.8499 1094.5000 3.0927 49.4836 GASOLINE 0.0678 3.0858 2.1971 35.1536 GAS_US_mini 0.1029 2.7350 3.7615 60.1843 GBP 0.0063 1.3531 0.4643 7.4290 GOLD_micro 58.4527 4696.3000 1.2447 19.9145 HEATOIL 0.0972 3.5410 2.7458 43.9335 JGB-SGX-mini 0.2808 129.6600 0.2166 3.4656 JPY 0.0000 0.0063 0.5241 8.3854 LEANHOG 0.9910 105.0000 0.9438 15.1006 LIVECOW 1.7853 245.3750 0.7276 11.6416 LUMBER-new 6.8610 593.5000 1.1560 18.4964 MXP 0.0004 0.0573 0.6219 9.9502 NASDAQ_micro 241.1420 27405.7500 0.8799 14.0783 NIKKEI 778.4975 60115.0000 1.2950 20.7202 NZD 0.0039 0.5920 0.6590 10.5433 OAT 0.5677 119.1900 0.4763 7.6207 OATIES 6.1292 348.5000 1.7587 28.1398 OJ 5.9360 165.2000 3.5932 57.4915 PALLAD 40.5400 1482.5000 2.7346 43.7531 PLAT 45.3652 1998.8000 2.2696 36.3139 REDWHEAT 11.3147 688.5000 1.6434 26.2942 RICE 0.1379 11.1100 1.2415 19.8635 ROBUSTA 60.6077 3429.0000 1.7675 28.2801 RUSSELL 27.1965 2795.7000 0.9728 15.5648 SHATZ 0.1117 105.8700 0.1055 1.6877 SILVER-mini 2.1181 75.9375 2.7893 44.6288 SMI 115.3964 13141.0000 0.8781 14.0502 SOFR 0.0511 96.4550 0.0530 0.8472 SOYBEAN 8.6929 1164.7500 0.7463 11.9413 SOYMEAL 4.2319 320.0000 1.3225 21.1596 SOYOIL 0.8973 69.9800 1.2822 20.5145 SP400 31.7213 3657.7000 0.8672 13.8760 SP500_micro 51.3617 7203.0000 0.7131 11.4089 SUGAR11 0.2455 14.3900 1.7062 27.2998 US10 0.3422 111.0312 0.3082 4.9306 US10U 0.4387 113.3438 0.3870 6.1923 US2 0.0920 103.7227 0.0887 1.4189 US20 0.6549 113.6562 0.5762 9.2197 US30 0.8590 115.8750 0.7413 11.8605 US5 0.2271 108.1641 0.2099 3.3588 VIX 0.6367 22.0000 2.8943 46.3084 WHEAT 9.0166 662.0000 1.3620 21.7925 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 718.05 0.58 419.38 1.00 419.38 36381.83 86.75 20.00 173.50 BITCOIN 77.19 1.96 151.54 1.00 151.54 36381.83 240.08 -6.28 -150.87 BOBL 1155.40 0.24 272.29 1.17 318.06 36381.83 114.39 2.07 23.66 BTP 1171.80 0.58 681.17 1.17 795.68 36381.83 45.72 -1.67 -7.66 BUND 1253.40 0.39 483.88 1.17 565.23 36381.83 64.37 1.85 11.90 BUXL 1082.60 0.86 936.39 1.17 1093.81 36381.83 33.26 -1.58 -5.26 CAC 807.85 1.05 850.60 1.17 993.60 36381.83 36.62 8.91 32.63 CAD 735.45 0.33 244.59 1.00 244.59 36381.83 148.75 3.56 52.96 CANOLA 148.24 1.06 157.34 0.73 114.79 36381.83 316.93 8.64 273.81 CHF 1599.62 0.43 694.78 1.00 694.78 36381.83 52.36 -9.93 -51.99 COCOA 328.70 3.31 1086.54 1.00 1086.54 36381.83 33.48 -6.26 -20.95 COFFEE 1081.69 1.84 1991.85 1.00 1991.85 36381.83 18.27 0.67 1.23 COPPER 1522.50 1.30 1981.01 1.00 1981.01 36381.83 18.37 8.35 15.34 CORN 244.75 0.85 209.17 1.00 209.17 36381.83 173.94 6.99 121.59 COTTON2 398.45 1.20 477.87 1.00 477.87 36381.83 76.13 6.30 47.94 CRUDE_W 783.20 1.73 1356.35 1.00 1356.35 36381.83 26.82 13.43 36.04 DAX 242.68 1.07 260.87 1.17 304.73 36381.83 119.39 -0.19 -2.25 DOW 246.74 0.73 181.14 1.00 181.14 36381.83 200.85 -4.35 -87.35 DX 983.20 0.40 394.87 1.00 394.87 36381.83 92.14 -0.18 -1.67 EUR 1468.38 0.42 615.27 1.00 615.27 36381.83 59.13 -2.97 -17.56 EURIBOR-ICE 2433.12 0.06 139.10 1.17 162.49 36381.83 223.91 2.43 54.32 EUROSTX 582.70 1.13 657.01 1.17 767.46 36381.83 47.41 4.07 19.31 FEEDCOW 1841.62 0.79 1447.74 1.00 1447.74 36381.83 25.13 8.54 21.45 GASOIL 1094.50 3.09 3384.99 1.00 3384.99 36381.83 10.75 15.36 16.51 GASOLINE 1296.04 2.20 2847.52 1.00 2847.52 36381.83 12.78 10.63 13.58 GAS_US_mini 68.38 3.76 257.19 1.00 257.19 36381.83 141.46 -3.89 -55.03 GBP 845.69 0.46 392.67 1.00 392.67 36381.83 92.65 3.12 28.87 GOLD_micro 469.63 1.24 584.53 1.00 584.53 36381.83 62.24 -5.24 -32.63 HEATOIL 1487.22 2.75 4083.67 1.00 4083.67 36381.83 8.91 11.89 10.59 JGB-SGX-mini 129660.00 0.22 28084.31 0.01 175.79 36381.83 206.96 -6.75 -139.60 JPY 787.19 0.52 412.55 1.00 412.55 36381.83 88.19 -9.24 -81.49 LEANHOG 420.00 0.94 396.39 1.00 396.39 36381.83 91.78 -16.99 -155.98 LIVECOW 981.50 0.73 714.14 1.00 714.14 36381.83 50.95 14.43 73.51 LUMBER-new 163.21 1.16 188.68 1.00 188.68 36381.83 192.83 -9.66 -186.29 MXP 286.30 0.62 178.05 1.00 178.05 36381.83 204.34 10.87 222.07 NASDAQ_micro 548.12 0.88 482.28 1.00 482.28 36381.83 75.44 0.54 4.07 NIKKEI 60115.00 1.30 77849.75 0.01 487.30 36381.83 74.66 3.77 28.12 NZD 591.95 0.66 390.07 1.00 390.07 36381.83 93.27 5.44 50.75 OAT 1191.90 0.48 567.69 1.17 663.14 36381.83 54.86 4.45 24.43 OATIES 174.25 1.76 306.46 1.00 306.46 36381.83 118.72 -2.13 -25.28 OJ 247.80 3.59 890.40 1.00 890.40 36381.83 40.86 -10.91 -44.58 PALLAD 1482.50 2.73 4054.00 1.00 4054.00 36381.83 8.97 3.81 3.42 PLAT 999.40 2.27 2268.26 1.00 2268.26 36381.83 16.04 3.71 5.96 REDWHEAT 344.25 1.64 565.74 1.00 565.74 36381.83 64.31 5.42 34.87 RICE 222.20 1.24 275.85 1.00 275.85 36381.83 131.89 -11.51 -151.87 ROBUSTA 342.90 1.77 606.08 1.00 606.08 36381.83 60.03 -2.82 -16.96 RUSSELL 139.78 0.97 135.98 1.00 135.98 36381.83 267.55 8.42 225.36 SHATZ 1058.70 0.11 111.67 1.17 130.45 36381.83 278.90 -0.82 -22.92 SILVER-mini 1898.44 2.79 5295.31 1.00 5295.31 36381.83 6.87 1.71 1.17 SMI 1314.10 0.88 1153.96 1.27 1466.52 36381.83 24.81 9.29 23.06 SOFR 2411.38 0.05 127.69 1.00 127.69 36381.83 284.93 -9.83 -280.15 SOYBEAN 582.38 0.75 434.64 1.00 434.64 36381.83 83.70 7.99 66.86 SOYMEAL 320.00 1.32 423.19 1.00 423.19 36381.83 85.97 -5.80 -49.90 SOYOIL 419.88 1.28 538.35 1.00 538.35 36381.83 67.58 10.33 69.82 SP400 3657.70 0.87 3172.13 1.00 3172.13 36381.83 11.47 4.17 4.79 SP500_micro 360.15 0.71 256.81 1.00 256.81 36381.83 141.67 -0.09 -1.29 SUGAR11 161.17 1.71 274.99 1.00 274.99 36381.83 132.30 -9.36 -123.79 US10 1110.31 0.31 342.16 1.00 342.16 36381.83 106.33 -7.59 -80.66 US10U 1133.44 0.39 438.66 1.00 438.66 36381.83 82.94 -9.04 -74.98 US2 2074.45 0.09 183.97 1.00 183.97 36381.83 197.76 -9.31 -184.14 US20 1136.56 0.58 654.92 1.00 654.92 36381.83 55.55 -3.56 -19.79 US30 1158.75 0.74 858.96 1.00 858.96 36381.83 42.36 -6.93 -29.35 US5 1081.64 0.21 227.06 1.00 227.06 36381.83 160.23 -8.36 -133.95 VIX 220.00 2.89 636.74 1.00 636.74 36381.83 57.14 -4.32 -24.71 WHEAT 331.00 1.36 450.83 1.00 450.83 36381.83 80.70 1.35 10.88 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 173.504 0.010 2.5 4.508 BITCOIN -150.872 0.043 2.5 -16.361 BOBL 23.662 0.004 2.5 0.240 BTP -7.656 0.014 2.5 -0.261 BUND 11.903 0.004 2.5 0.121 BUXL -5.263 0.004 2.5 -0.053 CAC 32.634 0.014 2.5 1.115 CAD 52.957 0.010 2.5 1.376 CANOLA 273.808 0.010 2.5 6.671 CHF -51.992 0.010 2.5 -1.351 COCOA -20.947 0.010 2.5 -0.510 COFFEE 1.229 0.005 2.5 0.016 COPPER 15.336 0.043 2.5 1.663 CORN 121.592 0.010 2.5 2.962 COTTON2 47.939 0.010 2.5 1.168 CRUDE_W 36.036 0.043 2.5 3.908 DAX -2.253 0.014 2.5 -0.077 DOW -87.351 0.009 2.5 -2.033 DX -1.667 0.010 2.5 -0.043 EUR -17.556 0.010 2.5 -0.456 EURIBOR-ICE 54.321 0.014 2.5 1.855 EUROSTX 19.306 0.014 2.5 0.659 FEEDCOW 21.452 0.013 2.5 0.712 GASOIL 16.513 0.017 2.5 0.717 GASOLINE 13.576 0.017 2.5 0.589 GAS_US_mini -55.026 0.043 2.5 -5.967 GBP 28.875 0.010 2.5 0.750 GOLD_micro -32.626 0.014 2.5 -1.114 HEATOIL 10.593 0.017 2.5 0.460 JGB-SGX-mini -139.599 0.043 2.5 -15.138 JPY -81.492 0.010 2.5 -2.117 LEANHOG -155.977 0.024 2.5 -9.493 LIVECOW 73.509 0.013 2.5 2.439 LUMBER-new -186.285 0.010 2.5 -4.538 MXP 222.071 0.059 2.5 32.640 NASDAQ_micro 4.066 0.009 2.5 0.095 NIKKEI 28.121 0.043 2.5 3.049 NZD 50.745 0.010 2.5 1.318 OAT 24.430 0.014 2.5 0.834 OATIES -25.283 0.010 2.5 -0.616 OJ -44.576 0.010 2.5 -1.086 PALLAD 3.423 0.014 2.5 0.117 PLAT 5.958 0.014 2.5 0.203 REDWHEAT 34.874 0.005 2.5 0.463 RICE -151.867 0.010 2.5 -3.700 ROBUSTA -16.957 0.005 2.5 -0.225 RUSSELL 225.364 0.013 2.5 7.478 SHATZ -22.920 0.004 2.5 -0.233 SILVER-mini 1.174 0.014 2.5 0.040 SMI 23.058 0.014 2.5 0.788 SOFR -280.147 0.024 2.5 -17.050 SOYBEAN 66.859 0.004 2.5 0.623 SOYMEAL -49.902 0.004 2.5 -0.465 SOYOIL 69.817 0.004 2.5 0.651 SP400 4.786 0.013 2.5 0.159 SP500_micro -1.291 0.009 2.5 -0.030 SUGAR11 -123.791 0.010 2.5 -3.016 US10 -80.661 0.005 2.5 -1.024 US10U -74.983 0.005 2.5 -0.952 US2 -184.136 0.005 2.5 -2.337 US20 -19.794 0.005 2.5 -0.251 US30 -29.351 0.005 2.5 -0.372 US5 -133.950 0.005 2.5 -1.700 VIX -24.708 0.099 2.5 -6.108 WHEAT 10.880 0.005 2.5 0.145 ===================== Position diags ===================== AUD 2.25 BITCOIN 26.03 BOBL 1.16 BTP 1.56 BUND 0.65 BUXL 0.34 CAC 1.25 CAD 3.86 CANOLA 7.72 CHF 1.36 COCOA 0.82 COFFEE 0.24 COPPER 1.99 CORN 4.24 COTTON2 1.85 CRUDE_W 2.91 DAX 4.08 DOW 4.67 DX 2.39 EUR 1.54 EURIBOR-ICE 7.65 EUROSTX 1.62 FEEDCOW 0.83 GASOIL 0.47 GASOLINE 0.55 GAS_US_mini 15.34 GBP 2.41 GOLD_micro 2.13 HEATOIL 0.39 JGB-SGX-mini 22.44 JPY 2.29 LEANHOG 5.59 LIVECOW 1.69 LUMBER-new 4.70 MXP 30.03 NASDAQ_micro 1.76 NIKKEI 8.10 NZD 2.42 OAT 1.87 OATIES 2.89 OJ 1.00 PALLAD 0.31 PLAT 0.55 REDWHEAT 0.85 RICE 3.21 ROBUSTA 0.80 RUSSELL 8.88 SHATZ 2.83 SILVER-mini 0.23 SMI 0.85 SOFR 17.34 SOYBEAN 0.78 SOYMEAL 0.80 SOYOIL 0.63 SP400 0.38 SP500_micro 3.30 SUGAR11 3.22 US10 1.35 US10U 1.05 US2 2.51 US20 0.70 US30 0.54 US5 2.03 VIX 14.12 WHEAT 1.07 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.5 4.3 4.7 3.0 3 BITCOIN -16.4 -19.0 -13.8 0.0 0 BOBL 0.2 0.1 0.4 0.0 0 BTP -0.3 -0.4 -0.1 -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 1.4 1.0 1.8 0.0 0 CANOLA 6.7 5.9 7.4 0.0 0 CHF -1.4 -1.5 -1.2 -2.0 -2 COCOA -0.5 -0.6 -0.4 -1.0 -1 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 1.7 1.5 1.9 3.0 3 CORN 3.0 2.5 3.4 0.0 0 COTTON2 1.2 1.0 1.4 0.0 0 CRUDE_W 3.9 3.6 4.2 3.0 3 DAX -0.1 -0.5 0.3 0.0 0 DOW -2.0 -2.5 -1.6 -10.0 -10 DX -0.0 -0.3 0.2 0.0 0 EUR -0.5 -0.6 -0.3 0.0 0 EURIBOR-ICE 1.9 1.1 2.6 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 0.7 0.8 0.0 0 GASOLINE 0.6 0.5 0.6 2.0 2 GAS_US_mini -6.0 -7.5 -4.4 0.0 0 GBP 0.8 0.5 1.0 0.0 0 GOLD_micro -1.1 -1.3 -0.9 -2.0 -2 HEATOIL 0.5 0.4 0.5 0.0 0 JGB-SGX-mini -15.1 -17.4 -12.9 0.0 0 JPY -2.1 -2.3 -1.9 -2.0 -2 LEANHOG -9.5 -10.1 -8.9 -8.0 -8 LIVECOW 2.4 2.3 2.6 1.0 1 LUMBER-new -4.5 -5.0 -4.1 0.0 0 MXP 32.6 29.6 35.6 27.0 27 NASDAQ_micro 0.1 -0.1 0.3 -3.0 -3 NIKKEI 3.0 2.2 3.9 2.0 2 NZD 1.3 1.1 1.6 1.0 1 OAT 0.8 0.6 1.0 3.0 3 OATIES -0.6 -0.9 -0.3 NaN 0 OJ -1.1 -1.2 -1.0 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.1 0.3 0.0 0 REDWHEAT 0.5 0.4 0.5 0.0 0 RICE -3.7 -4.0 -3.4 0.0 0 ROBUSTA -0.2 -0.3 -0.1 0.0 0 RUSSELL 7.5 6.6 8.4 0.0 0 SHATZ -0.2 -0.5 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 -17.0 -18.8 -15.3 NaN 0 SOYBEAN 0.6 0.5 0.7 2.0 2 SOYMEAL -0.5 -0.5 -0.4 0.0 0 SOYOIL 0.7 0.6 0.7 0.0 0 SP400 0.2 0.1 0.2 1.0 1 SP500_micro -0.0 -0.4 0.3 0.0 0 SUGAR11 -3.0 -3.3 -2.7 -3.0 -3 US10 -1.0 -1.2 -0.9 -1.0 -1 US10U -1.0 -1.1 -0.8 -1.0 -1 US2 -2.3 -2.6 -2.1 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.4 -0.4 -0.3 -3.0 -3 US5 -1.7 -1.9 -1.5 -4.0 -4 VIX -6.1 -7.5 -4.7 -4.0 -4 WHEAT 0.1 0.0 0.3 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.1 0.4 0.0 0.0 0.1 0.1 0.2 0.1 0.1 0.4 0.2 0.5 0.2 0.2 0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.4 0.1 1.6 0.2 0.1 0.5 0.1 0.6 0.2 0.4 0.3 0.3 0.3 0.6 -0.1 0.7 0.3 0.7 BITCOIN 0.6 0.4 -0.6 0.0 -0.1 0.3 -0.0 0.7 0.0 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 0.1 -0.3 0.2 -0.5 0.2 -0.0 0.5 0.3 0.6 -0.1 -0.4 -0.1 -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 -0.2 0.0 -0.1 0.1 0.1 -0.2 0.0 0.1 0.5 0.3 0.7 BTP 0.4 -0.4 -0.4 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.0 0.1 -0.0 -0.0 0.1 0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -2.6 -0.0 -0.0 -0.1 0.0 0.0 0.0 0.5 0.0 0.2 -0.2 0.0 0.1 0.5 0.2 0.6 BUND 0.2 -0.3 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 0.1 -0.1 -0.1 -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 0.5 0.3 0.7 BUXL -0.1 -0.1 0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 -0.3 -0.0 -0.5 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.0 0.4 -0.0 -0.0 -0.1 0.0 -0.3 0.0 -0.0 0.1 -0.3 0.2 0.2 -0.1 0.3 -0.0 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 0.0 0.3 0.1 0.0 0.3 0.0 0.2 0.1 0.0 0.0 0.0 0.0 0.0 0.5 0.1 -0.0 0.2 0.0 0.2 0.1 0.7 -0.4 -0.3 0.1 0.1 0.0 0.7 -0.1 0.7 CAD 0.4 -0.3 0.1 0.1 0.0 0.1 0.1 0.3 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 0.1 0.2 0.1 0.2 -0.4 0.5 0.1 0.1 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.3 0.1 0.6 0.1 0.1 0.1 0.1 -0.2 0.1 0.1 0.2 0.1 0.1 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.1 0.1 1.2 0.1 0.1 0.3 0.1 0.2 0.1 -1.1 0.3 -0.0 0.2 0.6 0.3 0.7 0.4 0.7 CHF 0.4 -0.4 -0.1 0.0 0.0 0.1 0.1 0.2 0.1 -0.1 -0.2 0.1 0.3 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 0.0 0.1 0.0 -0.4 -0.0 -0.0 0.0 -0.0 0.2 0.0 -1.1 -0.1 -0.2 -0.3 -0.1 -0.7 -0.7 -0.4 -0.7 COCOA 0.6 0.6 -0.6 0.1 0.0 0.1 0.0 -0.1 0.0 -0.0 -0.2 0.0 -0.2 0.0 -0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.4 -0.0 -2.7 -0.0 -0.0 -0.2 -0.0 -0.3 0.0 0.2 -0.1 0.1 -0.1 -0.6 0.4 0.1 0.5 0.2 COFFEE 0.1 0.4 -0.6 0.2 0.1 0.2 0.1 -0.4 0.1 -0.0 -0.3 0.0 -0.0 -0.0 -0.1 0.4 0.3 0.3 0.4 -0.1 -0.1 0.0 -0.1 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 0.2 -0.0 1.1 -0.4 -0.4 -0.2 -0.6 0.6 0.7 0.7 0.7 COPPER 0.6 -0.2 -0.0 0.0 -0.1 0.1 -0.0 0.5 0.0 -0.1 0.2 0.1 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.2 0.1 0.0 0.2 0.1 0.3 0.1 -0.2 0.3 0.5 0.3 0.2 0.1 0.7 -0.1 0.4 CORN -0.3 0.1 0.4 0.2 0.1 0.3 0.1 -0.4 0.1 0.2 0.3 0.1 -0.0 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.1 0.1 1.7 0.1 0.2 0.4 0.2 0.3 0.1 -1.1 0.5 -0.3 0.1 0.1 0.4 -0.0 0.5 0.2 COTTON2 0.6 0.6 0.6 0.2 0.1 0.3 0.1 -0.4 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 -0.1 0.4 0.6 0.2 0.1 0.5 0.1 0.6 0.2 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 0.5 0.1 0.3 0.1 -0.0 -0.1 -0.3 -0.5 -0.5 0.4 0.7 -0.1 0.0 DAX 0.6 -0.2 -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 -0.1 -0.3 -0.4 -0.3 0.2 0.6 0.3 0.7 DOW 0.6 -0.2 -0.5 0.1 0.0 0.1 0.1 0.2 0.1 0.0 0.1 0.1 0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.1 0.1 -0.8 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 -0.6 0.1 0.2 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 -0.3 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.0 -0.0 -0.0 -1.8 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.8 -0.2 -0.6 0.4 -0.1 0.0 0.4 0.4 0.6 EUR 0.5 -0.1 -0.2 0.0 0.0 0.1 0.1 0.2 0.1 -0.1 -0.1 0.1 0.4 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 -0.0 0.0 0.0 0.2 0.0 -0.3 -0.2 -0.0 -0.1 -0.2 -0.6 -0.7 -0.3 -0.7 EURIBOR-ICE 0.4 -0.4 -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 -0.1 -0.0 -0.1 -0.0 -0.4 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.4 0.0 0.1 -0.2 0.0 0.3 0.5 0.5 0.6 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 0.0 -0.5 0.0 -0.0 0.1 0.0 0.2 0.1 0.7 -0.3 -0.3 -0.3 -0.1 0.1 0.7 0.1 0.7 FEEDCOW 0.2 0.1 -0.1 0.2 0.1 0.2 0.1 -0.4 0.1 -0.0 0.4 -0.0 0.6 0.1 0.1 -0.0 0.2 0.1 0.2 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 0.1 0.2 -0.0 0.5 0.0 1.1 -0.5 0.5 -0.3 -0.2 0.7 0.7 0.6 0.7 GASOIL -0.0 0.6 0.6 0.1 0.0 0.4 0.1 0.3 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.2 0.1 -0.4 0.2 0.0 0.5 0.0 0.5 0.1 1.1 -0.0 0.1 0.4 0.4 -0.0 0.3 -0.3 -0.1 GASOLINE 0.0 0.6 0.6 0.2 0.1 0.5 0.1 0.5 0.1 0.1 0.3 0.1 0.3 0.1 0.1 0.4 -0.4 -0.1 -0.4 0.2 0.2 0.1 0.3 0.2 -1.2 0.2 0.1 0.5 0.1 0.4 0.1 -1.1 0.3 0.2 0.3 0.2 0.2 0.7 -0.1 0.3 GAS_US_mini -0.3 -0.4 -0.2 0.2 0.1 0.5 0.1 0.6 0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 2.7 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -1.1 -0.4 -0.5 -0.6 -0.6 0.6 0.1 0.5 -0.1 GBP 0.5 -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 -0.3 0.1 0.1 0.2 0.1 0.4 0.1 0.3 0.0 -0.1 0.2 -0.0 -0.6 -0.2 -0.3 -0.2 GOLD_micro 0.1 -0.6 -0.5 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 0.3 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.6 -0.0 -0.2 -0.0 0.0 -0.2 0.4 0.7 0.3 -0.2 -0.7 HEATOIL -0.4 0.6 0.6 0.1 0.0 0.4 0.1 0.4 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.3 0.1 -1.1 0.2 0.0 0.4 0.0 0.4 0.1 1.1 0.0 -0.0 0.4 0.3 -0.1 0.1 -0.5 -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 -0.1 0.3 0.0 -0.4 -0.2 -0.3 0.1 -0.7 0.0 -0.7 JPY 0.1 -0.2 -0.2 0.0 0.0 0.1 0.1 0.2 0.1 -0.1 -0.5 -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 -0.0 -0.4 -0.1 -0.6 -0.1 -0.5 -0.1 -0.6 -0.3 -0.4 -0.3 -0.4 -0.0 -0.4 LEANHOG -0.3 -0.6 -0.2 0.2 0.1 0.3 0.1 -0.5 0.2 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 -1.1 -0.2 -0.1 -0.4 -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 0.4 0.5 0.1 0.2 0.1 0.2 0.1 -0.4 0.1 0.0 0.5 0.0 0.6 0.1 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.4 0.1 1.1 -0.3 0.6 0.2 -0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.4 0.2 0.1 0.2 0.1 0.3 0.1 -0.4 0.1 0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.1 -0.6 -0.1 NaN -0.1 -0.0 -0.3 -0.1 -0.6 -0.1 -1.2 -0.2 -0.3 -0.5 -0.6 0.3 0.8 0.3 0.8 MXP 0.6 -0.1 -0.2 0.0 0.0 0.1 0.1 0.2 0.1 -0.1 0.4 0.2 0.7 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 0.5 0.0 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 0.3 -0.6 0.1 0.0 0.2 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 0.2 0.1 0.2 0.2 0.2 -2.6 0.1 0.2 0.0 0.2 0.1 0.2 -0.2 0.5 0.5 0.3 -0.4 0.1 -0.7 0.2 -0.7 NIKKEI 0.6 0.0 -0.2 0.1 0.0 0.1 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.1 -1.5 0.1 0.1 0.2 0.1 0.4 0.1 0.9 0.1 -0.1 -0.0 0.3 -0.6 -0.1 -0.5 -0.1 NZD 0.4 -0.3 0.1 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 -0.4 -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 0.2 -0.1 0.2 0.1 0.5 0.1 0.6 OATIES -0.4 0.2 0.6 0.1 0.1 0.1 0.0 -0.2 0.1 0.0 0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.2 -0.2 -0.2 0.0 0.0 -0.0 -0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.6 -0.0 -0.2 0.1 0.2 0.1 -0.3 0.2 -0.4 OJ -0.2 -0.0 0.1 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 -0.2 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 -0.5 -0.1 -0.3 -0.2 -0.3 -0.3 -0.3 -0.3 PALLAD 0.3 -0.5 -0.3 0.0 -0.1 0.1 -0.0 0.4 0.0 -0.1 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 1.9 -0.0 -0.1 -0.0 -0.0 0.2 -0.0 0.1 -0.1 -0.0 -0.2 -0.3 0.7 0.3 0.5 -0.1 PLAT 0.3 -0.3 -0.0 0.0 -0.0 0.1 -0.0 0.3 0.0 -0.1 -0.0 0.0 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 -0.1 0.1 -0.0 0.4 -0.0 0.2 -0.1 -0.0 -0.1 -0.1 0.7 0.5 0.6 -0.0 REDWHEAT -0.0 0.3 0.6 0.2 0.1 0.2 0.1 -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 0.3 0.2 -0.9 0.5 0.6 0.5 0.6 -0.6 -0.7 -0.7 -0.7 RICE -0.3 0.1 0.5 0.1 0.1 0.1 0.0 -0.2 0.1 -0.1 -0.2 -0.1 -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 -0.1 -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 0.1 -0.2 -0.5 0.1 0.1 0.1 0.0 -0.2 0.1 0.0 -0.2 0.1 -0.2 -0.0 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 0.1 -0.2 -0.0 -2.7 -0.0 0.0 -0.2 0.1 -0.2 0.0 1.1 0.3 0.1 -0.4 -0.5 0.1 0.0 0.2 0.3 RUSSELL 0.6 0.1 -0.2 0.1 0.0 0.2 0.2 0.3 0.2 0.1 0.3 0.2 0.5 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.3 0.2 1.0 0.1 0.1 0.2 0.2 0.3 0.2 0.1 0.3 0.1 0.1 -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 -0.3 -0.0 -0.8 0.1 0.2 -0.3 -0.2 0.2 0.4 0.2 0.6 SILVER-mini 0.2 -0.3 -0.2 0.0 -0.0 0.1 -0.0 0.3 0.0 -0.1 -0.0 0.0 0.1 -0.0 -0.1 -0.0 -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 0.1 -0.0 -0.0 0.1 0.6 0.4 0.3 0.1 SMI 0.6 -0.3 -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 -0.2 -0.3 0.0 0.1 0.7 0.1 0.7 SOFR 0.1 -0.3 -0.1 -0.0 -0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.2 -0.1 0.4 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 0.0 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 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 -0.0 0.5 0.2 0.1 0.3 0.1 -0.4 0.1 0.1 0.5 0.1 0.6 0.2 0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.1 0.3 0.1 -0.9 0.2 0.1 0.5 0.1 0.5 0.1 0.2 0.0 0.2 -0.1 0.4 0.1 -0.3 0.1 -0.2 SOYMEAL 0.0 0.1 0.3 0.1 0.1 0.2 0.1 -0.3 0.1 -0.0 0.0 -0.0 -0.2 -0.0 0.1 0.4 -0.1 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.0 -1.6 0.0 0.0 0.1 -0.0 0.1 0.0 -0.0 -0.3 0.0 -0.4 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL -0.2 0.0 0.6 0.2 0.1 0.2 0.1 -0.3 0.1 0.1 0.4 0.2 0.5 0.2 0.2 0.4 -0.0 0.2 0.1 0.2 0.2 0.2 0.5 0.2 -2.2 0.2 0.1 0.5 0.2 0.7 0.2 0.5 0.5 0.4 0.6 0.6 -0.0 -0.7 -0.0 -0.7 SP400 0.6 0.0 -0.0 0.1 0.0 0.2 0.1 0.3 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 0.1 0.2 0.2 0.5 0.1 0.0 0.1 0.1 0.2 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 0.2 0.1 0.3 0.2 0.1 0.2 0.2 0.5 0.1 0.1 -0.1 -0.2 -0.1 -0.2 0.1 0.0 0.2 0.2 0.2 -1.7 0.0 0.1 -0.0 0.2 0.1 0.2 -0.3 0.4 0.3 -0.1 -0.5 0.2 -0.7 0.2 -0.7 SUGAR11 -0.6 0.2 0.4 0.1 0.1 0.1 0.0 -0.2 0.1 0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 0.2 -0.0 0.1 -0.1 -0.0 -0.0 -0.2 -0.1 -2.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 1.0 -0.1 -0.6 -0.2 -0.2 -0.2 -0.7 -0.2 -0.4 US10 0.2 -0.3 -0.2 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.0 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -1.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.7 -0.2 -0.7 US10U 0.1 -0.3 -0.2 -0.0 -0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.2 -0.0 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.1 -0.3 -0.7 US2 0.3 -0.4 -0.4 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 -0.2 -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 -0.1 -0.1 -0.3 -0.4 0.0 -0.7 0.0 -0.5 US20 0.1 -0.3 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.0 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 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.2 -0.1 -0.0 0.1 0.4 0.0 -0.2 US30 0.1 -0.3 -0.0 -0.0 -0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.3 -0.0 -0.2 -0.1 -0.1 0.1 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.7 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.5 -0.1 0.0 0.0 0.3 -0.0 -0.2 US5 0.2 -0.4 -0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 0.0 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 -0.0 -0.1 -0.0 -0.0 -0.0 -0.4 -0.1 -0.1 -0.2 -0.1 -0.0 -0.7 -0.1 -0.6 VIX -0.9 0.3 0.9 0.1 -0.0 0.3 -0.1 0.2 -0.0 0.1 0.1 -0.2 -0.4 -0.1 0.0 -0.4 -0.6 -0.4 -0.6 0.0 0.1 -0.1 0.0 -0.1 NaN 0.1 0.0 0.4 -0.0 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 0.1 -0.3 0.1 0.1 0.3 0.1 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.0 0.1 1.2 0.1 0.2 0.4 0.2 0.3 0.1 -1.1 0.5 0.1 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 16.0 -4.0 13.2 3.7 1.8 3.5 7.5 5.0 7.7 12.1 14.7 15.5 14.9 14.3 14.5 2.0 0.3 1.6 1.0 13.4 15.6 12.2 14.8 13.6 11.9 15.2 9.6 18.9 12.1 17.4 13.9 6.9 11.6 10.0 9.2 20.0 -3.6 20.0 8.4 20.0 BITCOIN 20.0 10.9 -20.0 1.9 -14.4 10.5 -4.2 20.0 1.8 7.9 -20.0 19.7 -16.8 19.3 -12.2 -3.7 -5.3 -3.7 -4.2 -6.1 -20.0 20.0 -20.0 18.3 -16.0 3.7 6.1 -11.0 16.5 -13.2 14.9 -0.4 20.0 9.7 20.0 -4.1 -11.6 -1.6 -20.0 -20.0 BOBL 10.7 -12.1 -1.2 -1.4 -3.3 -2.4 0.2 -2.3 0.7 -5.4 -6.0 2.1 -4.9 -4.9 -5.6 20.0 1.5 9.4 3.7 -5.2 -5.5 -0.8 -4.1 -2.3 1.5 -2.6 -2.7 -4.7 0.9 -4.5 0.9 -2.8 2.8 4.2 -4.7 0.3 4.3 16.3 7.6 20.0 BTP 12.4 -12.4 -13.3 -1.8 -4.1 -2.9 0.3 -2.8 0.8 -7.3 -3.0 4.0 3.4 -2.7 -4.0 3.8 9.9 7.1 9.1 -4.2 -3.7 -0.3 -0.6 -1.1 -19.3 -2.4 -3.5 -2.6 1.4 0.9 1.6 9.8 1.6 7.6 -6.3 0.8 2.6 15.3 5.0 17.9 BUND 5.1 -10.3 2.0 -1.7 -3.8 -2.7 0.3 -2.6 0.8 -4.7 -6.6 1.8 -6.9 -5.9 -6.5 -0.6 7.3 4.8 7.2 -4.8 -4.8 -0.6 -4.2 -2.4 -0.2 -2.0 -2.6 -3.5 1.1 -3.9 0.9 6.1 3.6 1.4 -2.6 2.9 3.6 15.6 7.9 20.0 BUXL -4.2 -1.9 9.0 -2.4 -5.4 -3.9 0.4 -3.7 1.1 2.8 -11.5 -2.5 -14.6 -8.6 -9.2 3.5 3.8 3.9 4.1 -4.8 -5.9 -0.9 -9.5 -3.6 3.1 -0.7 -2.3 -3.6 1.6 -8.0 1.0 -0.2 4.7 -8.1 6.5 6.2 -4.3 9.2 -1.5 4.0 CAC 20.0 -1.7 -10.1 7.4 3.5 4.8 10.1 5.4 11.8 -9.2 1.5 3.7 7.0 4.7 2.1 12.9 1.4 9.5 4.7 2.5 0.8 0.2 1.7 4.2 4.0 9.2 -4.4 7.8 1.3 5.4 7.7 13.6 -15.7 -8.0 3.7 3.6 0.9 20.0 -2.4 20.0 CAD 13.7 -8.5 2.2 5.3 2.6 5.1 10.7 7.2 11.1 19.2 -0.8 20.0 3.6 4.3 -5.6 -7.3 -7.4 -7.2 -7.3 0.9 -0.6 19.1 -1.0 10.7 20.0 3.7 20.0 2.7 20.0 2.3 14.2 -6.9 20.0 1.6 2.8 -7.6 -20.0 -20.0 -20.0 -20.0 CANOLA -9.6 4.0 20.0 10.9 7.3 5.5 4.8 -6.9 7.0 11.1 7.8 7.2 3.7 2.5 8.8 -16.4 -15.7 -16.8 -16.9 8.0 9.2 7.8 5.5 5.1 8.9 10.0 8.9 11.3 7.2 6.6 5.7 -19.9 10.4 -1.1 6.0 20.0 9.0 20.0 11.3 20.0 CHF 11.5 -12.1 -1.6 3.2 1.5 3.1 6.4 4.3 6.7 -10.2 -6.8 4.7 7.8 -2.6 -7.5 -14.7 -15.5 -14.4 -14.7 -3.1 -1.9 0.2 2.8 0.2 -3.1 -1.1 -5.5 1.4 -0.8 6.0 0.3 -20.0 -4.4 -6.1 -7.7 -3.0 -20.0 -20.0 -12.1 -20.0 COCOA 20.0 17.4 -20.0 5.9 4.0 3.0 2.6 -3.8 3.8 -4.4 -6.6 0.1 -6.5 1.1 -5.8 -7.8 0.1 -7.0 -4.9 -6.5 -14.2 -0.3 -14.7 -0.6 -20.0 -2.7 -2.6 -7.1 -0.0 -7.0 0.4 3.9 -2.7 3.1 -3.7 -18.2 12.5 1.6 14.8 6.4 COFFEE 4.3 13.2 -20.0 15.9 10.6 8.0 7.0 -10.1 10.2 -1.4 -10.5 0.4 -0.2 -1.6 -10.4 17.5 17.3 16.7 18.0 -5.8 -9.7 0.1 -2.1 -0.9 -20.0 -2.5 -1.2 -3.2 -0.4 5.1 -1.1 20.0 -15.7 -10.8 -7.2 -20.0 17.0 20.0 20.0 20.0 COPPER 20.0 -4.6 -1.0 1.0 -7.5 5.5 -2.2 12.6 0.9 -7.0 6.2 9.1 6.6 9.8 3.1 -6.9 -6.4 -6.6 -6.4 6.9 6.6 8.0 8.3 10.4 -1.2 7.1 0.4 6.2 6.8 8.7 9.7 -3.3 10.5 16.5 7.9 5.7 4.0 20.0 -2.6 12.8 CORN -8.8 4.0 13.8 18.9 12.6 9.5 8.3 -12.0 12.1 20.0 12.1 12.1 -1.4 3.5 11.5 -20.0 -20.0 -20.0 -20.0 8.6 9.4 14.3 2.2 7.0 12.7 13.3 20.0 15.8 17.9 8.0 9.4 -20.0 20.0 -8.6 2.3 3.7 11.3 -1.4 15.3 6.2 COTTON2 20.0 20.0 20.0 18.7 12.5 9.4 8.2 -11.9 12.0 8.6 11.6 16.5 -4.4 20.0 20.0 -13.5 -19.6 -19.2 -20.0 20.0 18.9 20.0 0.6 20.0 -3.9 20.0 10.7 20.0 20.0 2.7 20.0 -20.0 20.0 20.0 20.0 20.0 -11.2 -11.7 -11.8 -8.7 CRUDE_W -3.5 12.9 20.0 20.0 9.7 20.0 9.1 17.9 14.1 12.2 10.3 11.1 5.2 10.7 11.8 16.8 8.4 14.3 10.7 16.5 16.1 11.0 9.1 11.7 5.1 16.0 9.9 16.8 7.4 9.3 8.9 -0.1 -2.7 -9.8 -15.0 -14.9 11.8 20.0 -2.0 1.5 DAX 20.0 -5.8 -20.0 6.6 3.1 4.2 9.0 4.8 10.5 -5.5 -1.2 5.1 4.8 2.7 -0.4 -3.9 -6.8 -5.5 -6.3 -0.1 -1.9 3.3 0.9 4.1 -6.2 -0.4 -1.1 -2.3 3.0 0.4 3.9 -2.2 -5.9 -8.0 -12.8 -10.4 6.0 17.9 9.4 20.0 DOW 20.0 -5.8 -15.8 8.3 4.0 5.4 11.4 6.1 13.3 4.3 2.3 10.5 8.9 8.9 3.0 -5.3 -7.3 -5.9 -6.4 4.6 1.7 12.3 5.2 12.6 -6.4 1.3 2.4 -0.6 8.3 3.1 7.9 -2.7 0.2 -4.8 -11.5 -12.6 -6.8 -20.0 -12.9 -20.0 DX -17.1 4.5 6.5 2.8 1.3 2.7 5.6 3.8 5.8 2.6 5.5 -7.1 -7.2 -3.5 4.5 3.8 5.4 4.2 4.7 0.5 2.5 -4.1 -0.2 -4.1 -13.4 -0.3 -1.4 1.0 -4.4 -1.2 -4.4 14.5 -10.1 -20.0 12.5 -4.3 0.3 12.5 10.7 16.7 EUR 16.5 -1.7 -6.9 3.7 1.8 3.5 7.5 5.0 7.8 -6.9 -5.0 8.2 10.0 8.0 -3.8 -5.6 -7.3 -6.1 -6.6 0.9 -1.5 1.6 2.6 5.0 5.1 1.7 -3.9 1.3 0.1 5.5 4.1 -6.2 -8.9 -1.1 -3.1 -7.2 -18.2 -20.0 -9.3 -20.0 EURIBOR-ICE 11.2 -13.6 -6.7 -1.3 -3.0 -2.1 0.2 -2.0 0.6 -5.3 -4.8 2.5 -2.1 -3.9 -4.6 2.3 9.3 4.9 7.6 -4.8 -4.8 -0.7 -2.7 -2.0 -2.7 -2.1 -2.4 -3.7 0.7 -2.9 0.9 8.3 1.9 4.5 -5.3 0.7 9.4 13.5 14.4 19.0 EUROSTX 20.0 -5.5 -16.2 7.2 3.4 4.6 9.8 5.2 11.4 -9.1 3.0 4.8 7.6 3.5 1.3 -1.7 1.5 1.4 2.1 2.4 2.1 1.5 4.5 4.4 -4.1 3.0 -3.5 2.9 1.7 5.1 4.9 12.3 -12.8 -9.3 -10.8 -3.5 2.4 20.0 2.7 20.0 FEEDCOW 5.6 4.4 -1.7 16.4 11.0 8.2 7.2 -10.4 10.5 -3.1 15.4 -4.6 17.0 7.9 10.7 -0.1 8.8 5.1 8.3 13.9 19.2 -0.3 20.0 6.7 -20.0 5.5 11.0 6.1 -0.2 14.2 3.5 20.0 -20.0 15.5 -10.3 -6.2 20.0 20.0 17.2 20.0 GASOIL -0.9 20.0 20.0 13.0 5.0 13.7 4.7 9.3 7.3 6.7 6.9 5.5 6.3 6.9 7.1 20.0 20.0 20.0 20.0 14.4 13.9 6.5 9.2 9.5 -2.7 15.3 5.2 17.0 4.4 12.7 8.2 20.0 -1.5 3.7 11.1 12.4 -1.1 9.8 -8.0 -1.8 GASOLINE 1.4 20.0 20.0 18.4 7.1 19.4 6.7 13.2 10.4 9.5 9.7 9.3 7.8 10.1 10.2 20.0 -19.0 -5.3 -20.0 19.0 17.3 15.8 11.0 15.9 -8.8 18.9 11.7 18.6 11.2 12.1 13.3 -20.0 13.0 5.9 9.6 5.1 7.3 20.0 -3.3 8.0 GAS_US_mini -8.1 -11.8 -7.4 20.0 9.1 20.0 8.5 16.9 13.3 -7.4 -10.6 -11.1 -10.9 -12.6 -12.1 -20.0 -9.5 -5.8 -0.5 -9.1 -8.5 -6.4 -7.8 -8.2 20.0 -10.2 -7.0 -10.2 -7.3 -8.8 -8.7 -20.0 -15.0 -15.4 -20.0 -20.0 17.0 2.1 15.1 -2.6 GBP 15.0 -2.0 -2.5 4.3 2.1 4.1 8.7 5.8 9.0 4.2 0.4 15.0 11.3 13.6 -3.4 1.0 0.2 0.6 0.4 3.7 1.5 8.3 4.3 8.7 -2.0 6.0 5.7 6.5 7.7 10.0 8.6 6.4 1.4 -1.8 5.0 -0.4 -18.3 -7.0 -10.2 -7.3 GOLD_micro 3.3 -20.0 -15.0 0.6 -4.5 3.3 -1.3 7.6 0.6 -6.4 2.4 -0.3 4.8 -2.2 -2.6 -5.5 -8.1 -5.6 -6.4 -1.7 3.9 -2.8 9.6 -2.5 -20.0 1.0 -4.1 8.7 -2.5 16.6 -1.5 -4.7 -0.6 0.0 -6.5 11.5 20.0 9.5 -6.0 -20.0 HEATOIL -11.5 20.0 20.0 13.7 5.3 14.5 5.0 9.8 7.7 6.9 7.4 6.1 6.5 7.5 7.7 20.0 20.0 20.0 20.0 15.8 16.2 6.9 11.1 9.7 -8.3 14.3 4.9 15.6 4.5 11.4 7.7 20.0 0.6 -0.1 12.1 9.5 -1.6 3.3 -13.9 -10.0 JGB-SGX-mini -3.2 -8.1 6.9 -1.2 -2.8 -2.0 0.2 -1.9 0.6 -4.0 -7.3 -3.7 -7.7 -6.1 -6.2 0.0 9.0 2.6 5.3 -7.1 -8.8 -3.6 -10.2 -5.2 3.1 -7.3 -5.0 -10.0 -3.4 -11.9 -4.9 5.6 0.3 -11.9 -6.1 -9.9 1.7 -20.0 0.3 -20.0 JPY 2.0 -4.9 -7.0 3.7 1.8 3.6 7.5 5.0 7.8 -9.2 -17.0 -8.7 -16.9 -13.6 -15.6 -9.1 -9.9 -8.9 -9.0 -11.0 -16.3 -4.1 -20.0 -6.4 20.0 -9.3 -4.0 -13.7 -4.8 -17.4 -6.1 -10.3 -6.0 -19.3 -9.4 -13.6 -8.0 -11.8 -0.9 -13.3 LEANHOG -8.1 -20.0 -5.0 20.0 15.1 11.3 9.9 -14.3 14.5 0.4 2.8 -14.4 15.8 -20.0 -17.9 -20.0 -20.0 -20.0 -20.0 -16.7 -4.0 -10.4 8.2 -19.1 -8.6 -20.0 -5.7 -14.0 -16.7 2.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 2.5 -16.0 8.7 LIVECOW 10.9 15.6 3.5 17.9 12.0 9.0 7.9 -11.4 11.5 1.7 17.0 3.8 17.8 13.5 15.4 15.4 8.0 10.9 7.8 20.0 20.0 7.4 20.0 17.2 -20.0 13.8 14.5 9.2 5.8 11.9 12.3 20.0 -13.6 20.0 6.3 -0.9 20.0 20.0 20.0 20.0 LUMBER-new -10.2 4.9 1.8 16.2 10.8 8.2 7.1 -10.2 10.4 0.1 -17.2 -13.3 -17.7 -12.4 -13.2 -20.0 -20.0 -20.0 -20.0 -9.6 -14.0 -6.8 -20.0 -9.1 NaN -4.3 -4.3 -9.8 -4.8 -15.6 -4.2 -20.0 -7.4 -7.5 -13.2 -14.9 6.5 20.0 7.9 20.0 MXP 19.0 -2.7 -6.1 4.3 2.1 4.1 8.7 5.8 9.0 -10.0 15.3 14.7 18.8 14.8 12.4 8.2 11.3 8.8 9.9 11.8 15.2 5.9 20.0 12.1 -20.0 9.9 -3.8 17.5 3.1 20.0 8.5 20.0 -8.6 5.0 -2.3 11.8 8.9 6.3 20.0 9.9 NASDAQ_micro 20.0 9.4 -18.9 9.1 4.4 5.9 12.5 6.7 14.6 11.4 4.0 13.1 10.4 12.5 7.7 -6.6 -8.1 -7.0 -7.4 14.3 5.3 20.0 6.8 20.0 -19.2 7.8 17.0 1.5 20.0 3.6 18.2 -4.2 20.0 16.3 8.6 -11.0 3.8 -20.0 6.0 -20.0 NIKKEI 20.0 0.5 -5.8 5.9 2.8 3.8 8.0 4.3 9.4 7.4 6.6 8.2 7.6 7.2 5.7 0.2 5.8 2.3 4.1 9.0 8.4 12.1 10.0 12.5 -11.4 6.9 5.7 8.3 8.6 11.2 8.8 17.7 5.3 -3.0 -0.6 8.1 -18.7 -4.4 -15.9 -2.2 NZD 12.7 -8.6 4.6 2.6 1.3 2.5 5.2 3.5 5.4 5.4 0.4 9.2 -0.8 2.5 -2.9 -2.7 -3.3 -3.0 -3.3 -0.2 -0.7 4.3 -1.1 2.7 11.5 0.0 3.9 -0.6 4.0 -1.6 2.8 0.0 2.4 -1.8 -3.5 -1.2 -12.5 20.0 -0.6 20.0 OAT 8.8 -12.1 -0.4 -1.5 -3.4 -2.4 0.2 -2.3 0.7 -5.2 -2.8 3.3 -1.5 -3.1 -3.9 9.7 12.2 11.2 12.3 -2.9 -2.4 -0.2 -1.5 -1.0 -1.5 -0.2 -2.7 -0.3 1.2 0.2 1.8 14.7 2.1 4.7 -3.4 5.0 1.7 13.5 4.1 17.2 OATIES -12.1 5.5 20.0 10.5 7.0 5.2 4.6 -6.6 6.7 2.9 2.9 -4.3 -2.7 -1.5 3.1 -15.3 -10.4 -10.5 -10.9 3.6 3.6 -0.5 -1.0 -0.6 0.4 4.2 7.3 4.1 -0.5 -1.3 -0.5 -10.6 -2.1 -6.2 2.0 5.5 3.0 -10.1 4.6 -11.3 OJ -5.8 -1.0 4.5 6.1 4.0 3.0 2.7 -3.8 3.9 -5.6 -3.5 -6.0 -6.0 -2.8 -3.3 -1.9 1.8 -0.2 0.3 -2.8 -3.2 -8.8 -5.8 -5.4 -20.0 -3.0 -7.5 -2.4 -7.7 -3.7 -5.2 9.7 -19.7 -4.6 -9.7 -6.4 -7.7 -9.1 -10.5 -8.0 PALLAD 9.8 -16.7 -10.7 0.8 -5.8 4.2 -1.7 9.8 0.7 -6.7 -2.0 -1.2 1.9 -2.8 -6.0 -3.8 -3.2 -3.5 -3.3 -5.0 -1.9 -4.1 3.7 -3.2 14.2 -3.5 -7.4 -1.3 -4.1 4.9 -2.0 2.1 -5.7 -0.6 -5.6 -10.5 20.0 10.2 14.4 -4.4 PLAT 8.2 -10.5 -0.2 0.6 -4.9 3.6 -1.4 8.3 0.6 -7.0 -0.3 0.8 2.8 -1.6 -4.5 -2.5 -3.1 -2.4 -2.6 -1.6 2.1 -2.7 7.1 -1.3 -1.8 -0.4 -6.2 3.7 -3.0 10.4 -0.8 2.9 -2.6 -0.8 -1.6 -4.5 20.0 15.1 18.0 -0.4 REDWHEAT -0.3 9.1 20.0 15.4 10.3 7.7 6.7 -9.8 9.9 14.0 13.8 15.3 -4.2 15.6 15.7 -12.0 -15.2 -13.2 -14.2 15.6 12.4 19.9 3.5 16.6 7.0 18.2 19.3 16.1 19.5 7.7 17.7 -17.2 20.0 17.9 15.5 19.6 -17.9 -20.0 -20.0 -20.0 RICE -8.9 3.2 14.3 10.6 7.0 5.3 4.6 -6.7 6.8 -7.1 -5.8 -5.0 -10.1 -1.1 1.1 -20.0 -18.7 -20.0 -20.0 -2.4 -5.5 -4.6 -14.4 -3.5 3.5 0.4 -9.1 -2.0 -3.6 -11.2 -1.3 -20.0 -1.5 -3.8 -4.6 2.0 -20.0 -15.9 -20.0 -13.6 ROBUSTA 1.9 -6.6 -14.3 9.7 6.5 4.9 4.3 -6.2 6.2 5.4 -7.9 4.7 -5.4 -3.3 -8.5 20.0 16.3 18.8 17.3 -7.5 -9.6 5.7 -7.2 -1.1 -20.0 -3.5 5.4 -6.1 6.2 -4.9 1.8 20.0 12.1 4.1 -13.5 -16.7 4.5 0.3 5.5 9.9 RUSSELL 20.0 4.3 -6.9 11.0 5.2 7.1 15.1 8.0 17.6 10.8 9.5 14.9 13.3 14.4 9.7 -4.1 -4.9 -4.3 -4.5 16.2 10.3 20.0 11.2 20.0 7.1 11.5 9.4 7.0 18.7 8.5 20.0 1.0 11.6 2.0 1.7 -0.2 -3.5 -20.0 -3.0 -20.0 SHATZ 20.0 -13.0 -1.4 -1.2 -2.8 -2.0 0.2 -1.9 0.6 -5.1 -5.4 1.8 -6.0 -3.4 -4.2 1.7 -7.9 0.5 -2.5 -5.9 -6.7 -0.8 -5.1 -2.3 6.2 -5.5 -2.5 -8.1 0.5 -7.2 -0.5 -15.9 2.4 5.7 -10.5 -7.2 5.0 12.0 6.7 17.9 SILVER-mini 5.8 -9.6 -5.8 0.6 -4.4 3.2 -1.3 7.5 0.6 -6.1 -0.0 0.5 2.1 -2.4 -4.7 -2.4 -4.8 -2.6 -3.5 -1.0 3.1 -1.3 7.3 -0.9 -9.2 0.8 -3.3 7.0 -1.5 14.0 -0.4 0.4 2.2 -1.4 -1.4 3.7 17.7 12.0 10.4 4.2 SMI 20.0 -8.6 -11.7 6.8 3.2 4.4 9.3 5.0 10.9 -1.6 3.3 6.0 6.6 3.1 0.7 0.7 6.2 4.5 6.1 2.8 3.3 4.4 5.5 5.2 4.9 5.4 1.2 6.6 4.7 8.4 6.5 19.9 -6.5 -7.1 -10.2 0.0 2.1 20.0 3.6 20.0 SOFR 1.9 -10.0 -4.0 -2.9 -6.6 -4.7 0.5 -4.5 1.3 -13.9 -8.5 -5.1 10.0 -10.2 -10.3 4.3 6.0 5.1 5.9 -5.0 -3.1 -5.4 1.2 -4.8 -20.0 -2.7 -9.4 0.4 -6.0 4.2 -4.1 3.7 -8.4 -10.5 -1.4 6.0 -8.6 -8.4 -9.5 -18.1 SOYBEAN -2.0 -0.5 16.1 18.8 12.5 9.4 8.2 -11.9 12.0 11.7 18.8 10.2 16.7 15.1 19.5 -2.6 -2.8 -0.5 -1.3 15.1 16.7 6.6 10.8 9.5 -6.8 14.1 9.5 18.3 6.3 14.5 7.8 4.5 1.7 6.9 -4.4 12.5 2.5 -8.1 4.1 -5.2 SOYMEAL 0.9 1.9 8.9 11.3 7.5 5.7 4.9 -7.2 7.2 -1.2 0.4 -2.2 -4.3 -1.7 5.4 20.0 -7.1 7.3 -0.9 2.3 2.1 -1.0 -1.0 0.5 -12.3 3.3 4.0 5.5 -1.2 3.5 0.2 -0.0 -13.2 1.0 -12.0 -3.0 -10.6 -13.9 -18.2 -12.2 SOYOIL -4.8 0.8 20.0 14.4 9.6 7.2 6.3 -9.1 9.2 14.8 16.0 14.5 14.9 15.3 16.7 20.0 -0.6 11.4 3.8 20.0 20.0 19.3 20.0 20.0 -16.4 20.0 13.7 20.0 14.3 18.9 15.5 9.9 20.0 11.6 20.0 20.0 -1.0 -20.0 -1.4 -20.0 SP400 20.0 0.1 -1.3 10.0 4.8 6.4 13.7 7.3 16.0 6.0 9.2 12.5 11.9 11.8 8.8 -4.8 -6.0 -5.4 -5.7 11.9 8.5 15.8 8.5 18.1 4.1 7.9 5.1 5.0 11.7 4.7 13.0 -1.0 0.0 -5.7 -7.0 0.8 -3.4 -20.0 -3.8 -20.0 SP500_micro 20.0 2.3 -19.9 9.9 4.7 6.3 13.5 7.2 15.7 12.7 6.4 14.1 12.7 13.1 8.8 -6.8 -8.8 -7.5 -8.0 11.9 4.6 20.0 7.7 20.0 -12.8 4.5 11.8 -0.9 17.2 2.2 14.9 -5.4 17.3 9.1 -3.5 -16.0 5.7 -20.0 6.0 -20.0 SUGAR11 -20.0 6.4 12.5 9.5 6.4 4.8 4.2 -6.1 6.1 6.7 -6.4 -7.1 -9.5 -7.6 -5.4 -8.1 8.1 -0.8 4.5 -4.7 -3.7 -4.2 -7.1 -8.0 -16.9 -2.6 3.8 -0.7 -3.3 -4.2 -6.8 19.4 -3.2 -20.0 -6.9 -5.8 -5.3 -20.0 -4.7 -12.8 US10 5.9 -10.7 -7.2 -2.1 -4.7 -3.4 0.3 -3.2 0.9 -9.3 -5.2 0.6 4.2 -5.3 -6.2 3.3 1.8 3.0 2.7 -4.5 -3.9 -2.1 -1.1 -2.4 -7.2 -3.4 -4.9 -2.2 -2.2 1.0 -1.9 -2.9 -3.4 -3.5 -2.8 -1.9 -2.3 -20.0 -5.0 -20.0 US10U 4.5 -10.5 -6.1 -3.0 -6.9 -4.9 0.5 -4.7 1.4 -14.7 -6.6 -2.1 5.8 -7.7 -8.8 3.8 1.5 3.4 2.8 -6.2 -4.8 -3.8 -1.1 -3.9 -12.2 -5.5 -8.5 -2.4 -4.2 3.1 -3.9 -3.2 -5.8 -7.7 -4.0 -1.6 -1.8 -3.5 -8.7 -20.0 US2 7.7 -13.8 -11.1 -2.0 -4.5 -3.2 0.3 -3.1 0.9 -4.7 -7.2 0.5 -4.7 -4.5 -5.7 -3.4 -10.7 -5.6 -7.7 -8.8 -9.3 -2.0 -6.2 -4.2 7.7 -7.6 -2.2 -8.2 -1.5 -4.8 -3.2 -20.0 -2.8 -1.9 -9.5 -11.9 0.2 -20.0 0.3 -16.3 US20 4.5 -10.5 -3.3 -2.1 -4.7 -3.4 0.3 -3.3 0.9 -9.0 -4.4 -1.4 1.3 -5.2 -6.0 4.5 4.2 4.7 4.6 -3.7 -2.9 -1.9 -1.3 -2.2 -7.1 -4.7 -5.0 -2.3 -2.5 1.1 -3.2 0.8 -3.7 -6.5 -4.6 -0.1 2.8 12.8 0.8 -7.3 US30 1.8 -8.3 -1.2 -3.0 -6.7 -4.8 0.5 -4.6 1.3 -12.6 -10.4 -3.9 -5.5 -10.3 -10.6 2.5 0.4 2.2 1.6 -5.6 -4.7 -3.9 -4.2 -4.3 -5.2 -8.0 -9.8 -4.5 -5.7 -0.9 -6.6 -5.1 -6.2 -14.6 -2.1 0.2 0.9 10.1 -1.1 -6.2 US5 6.4 -11.7 -8.7 -2.1 -4.8 -3.4 0.3 -3.3 0.9 -7.4 -5.6 0.3 3.5 -5.0 -6.0 0.8 -1.1 0.5 0.1 -5.9 -5.5 -2.3 -2.4 -3.1 -5.5 -4.5 -4.0 -3.7 -2.1 -0.3 -2.2 -7.6 -3.6 -2.9 -4.8 -4.1 -0.4 -20.0 -2.2 -18.6 VIX -17.2 6.2 16.8 6.4 -0.1 7.5 -3.1 3.2 -1.1 8.6 1.9 -13.2 -6.6 -3.6 1.7 -13.2 -20.0 -11.5 -18.3 2.5 4.5 -4.5 1.1 -4.4 NaN 6.8 0.2 8.1 -2.7 3.6 -1.0 NaN NaN NaN NaN NaN -9.0 -20.0 NaN NaN WHEAT -5.2 6.3 20.0 14.7 9.8 7.4 6.5 -9.3 9.5 15.1 10.4 12.1 -6.2 10.4 12.6 -13.7 -17.1 -14.6 -15.7 10.0 8.7 14.5 1.0 9.4 8.7 13.7 20.0 14.4 15.1 7.3 10.9 -20.0 20.0 4.1 2.5 16.5 -19.6 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3