******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260428_203947 produced at 2026-04-28 21:36:45.229753 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.96 0.0 0.00 0.00 0.00 0.00 -19.01 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.59 0.0 0.00 0.00 0.00 0.00 -16.89 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -2.49 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.18 0.0 0.23 -0.23 -0.14 -0.14 -9.89 13.0 -8 -8 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.10 0.0 0.88 -0.88 -0.14 -0.14 -1.49 13.0 -2 -2 caleb_strategy_v3 US5 False False 0.05 -0.18 -0.09 0.0 1.15 -1.15 -0.18 -0.18 -1.85 25.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.08 0.0 0.57 -0.57 -0.07 -0.10 -2.26 17.0 -2 -3 caleb_strategy_v3 VIX False False 0.01 -0.04 -0.06 0.0 999.00 -999.00 -0.04 -0.04 -6.81 999999999.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -17.64 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.05 0.0 0.80 -0.80 -0.05 -0.05 -1.13 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.63 -0.63 -0.05 -0.05 -1.06 13.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.10 4.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 -0.03 0.0 0.08 -0.08 0.00 -0.01 -8.02 26.0 0 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.85 3.0 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 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.35 24.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.13 -0.13 -0.02 -0.02 -2.90 18.0 -3 -3 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.02 0.0 0.58 -0.58 -0.06 -0.06 -0.36 10.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.10 -1.10 -0.04 -0.04 -1.21 56.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.07 -0.02 0.0 0.69 -0.69 -0.07 -0.05 -2.10 66.0 -7 -5 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.30 -0.30 -0.15 -0.15 -0.40 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.29 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 -1.03 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.37 9.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.01 0.0 0.37 -0.37 -0.01 -0.01 -0.54 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 0.03 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 -0.19 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 0.03 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 0.09 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.01 -0.00 0.0 0.70 -0.70 -0.01 -0.04 -0.15 58.0 -1 -3 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.22 -0.22 -0.05 -0.05 -0.07 4.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 0.00 0.0 0.53 -0.53 -0.05 -0.02 0.10 23.0 -2 -1 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.24 9.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.00 0.0 0.73 -0.73 -0.03 -0.02 -0.05 48.0 -2 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.57 2.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.09 -1.09 0.00 0.00 0.18 19.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.62 -0.62 0.00 0.00 0.08 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 0.11 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 0.71 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.02 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.51 8.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.42 -0.42 0.00 0.00 0.18 10.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.58 -0.58 0.06 0.06 0.65 20.0 2 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.02 0.0 0.17 -0.17 0.05 0.05 0.76 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 1.29 11.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.15 0.02 0.0 0.31 -0.31 0.15 0.15 0.13 2.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.53 -0.53 0.03 0.03 1.36 21.0 1 1 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.49 3.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.03 0.0 0.79 -0.79 0.00 0.04 0.82 22.0 0 1 caleb_strategy_v3 NIKKEI False False 0.02 0.05 0.04 0.0 0.57 -0.57 0.05 0.03 2.81 36.0 3 2 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.19 -0.19 0.00 0.00 0.75 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.04 0.0 0.24 -0.24 0.00 0.01 7.69 51.0 0 2 caleb_strategy_v3 GASOLINE False False 0.06 0.11 0.04 0.0 999.00 -999.00 0.11 0.11 0.66 999999999.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 6.94 68.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.10 12.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.04 0.0 0.13 -0.13 0.00 0.00 3.70 12.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.04 0.0 0.91 -0.91 0.00 0.00 1.14 29.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.05 0.0 0.59 -0.59 0.18 0.18 0.77 10.0 3 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.83 9.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.07 0.0 0.64 -0.64 0.16 0.16 0.84 8.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.19 0.09 0.0 999.00 -999.00 0.19 0.19 1.47 999999999.0 3 3 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.12 0.0 0.72 -0.72 0.04 0.04 2.71 17.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.09 0.14 0.0 0.58 -0.58 0.09 0.09 4.62 19.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.15 0.0 0.17 -0.17 0.10 0.10 4.32 5.0 3 3 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.19 0.0 1.22 -1.22 0.00 0.00 1.52 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.34 0.43 0.0 0.73 -0.73 0.34 0.37 34.98 60.0 28 30 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.8 Shocked risk 30.9 Sum abs risk 45.9 Leverage 5.56 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2343001.35, 'annual_cash_vol_target': 585750.3375, 'daily_cash_vol_target': 36609.39609375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.7178 0.5743 9.1889 BITCOIN 1492.0826 76555.0000 1.9490 31.1845 BOBL 0.2712 115.2700 0.2353 3.7645 BTP 0.6719 116.7500 0.5755 9.2083 BUND 0.4792 125.0000 0.3834 6.1341 BUXL 0.9212 107.9800 0.8531 13.6493 CAC 83.4344 8025.0000 1.0397 16.6349 CAD 0.0025 0.7325 0.3424 5.4784 CANOLA 7.7568 747.7000 1.0374 16.5988 CHF 0.0056 1.2731 0.4390 7.0234 COCOA 106.8289 3365.0000 3.1747 50.7953 COFFEE 5.2371 292.1500 1.7926 28.6815 COPPER 0.0803 5.9790 1.3431 21.4898 CORN 4.2843 495.7500 0.8642 13.8272 COTTON2 0.9398 79.7000 1.1792 18.8671 CRUDE_W 1.3287 78.8800 1.6844 26.9505 DAX 255.4801 24122.0000 1.0591 16.9459 DOW 354.8789 49269.0000 0.7203 11.5246 DX 0.3873 98.4750 0.3933 6.2933 EUR 0.0048 1.1741 0.4121 6.5932 EURIBOR-ICE 0.0552 97.2800 0.0568 0.9083 EUROSTX 64.4536 5789.0000 1.1134 17.8141 FEEDCOW 2.9266 373.0750 0.7845 12.5513 GASOIL 33.1163 1111.5000 2.9794 47.6708 GASOLINE 0.0663 3.1367 2.1136 33.8181 GAS_US_mini 0.1009 2.9800 3.3874 54.1987 GBP 0.0062 1.3519 0.4576 7.3222 GOLD_micro 58.5430 4609.8000 1.2700 20.3195 HEATOIL 0.0948 3.5829 2.6471 42.3529 JGB-SGX-mini 0.2751 129.5500 0.2124 3.3980 JPY 0.0000 0.0063 0.5174 8.2787 LEANHOG 0.9770 104.4500 0.9354 14.9659 LIVECOW 1.8356 248.9500 0.7373 11.7974 LUMBER-new 7.2355 580.0000 1.2475 19.9601 MXP 0.0003 0.0573 0.6107 9.7710 NASDAQ_micro 242.0925 27190.2500 0.8904 14.2458 NIKKEI 789.2817 59180.0000 1.3337 21.3391 NZD 0.0039 0.5896 0.6535 10.4557 OAT 0.5584 118.9100 0.4696 7.5138 OATIES 6.0071 348.0000 1.7262 27.6189 OJ 6.1132 173.5000 3.5235 56.3755 PALLAD 39.6907 1468.5000 2.7028 43.2448 PLAT 44.6630 1955.3000 2.2842 36.5472 REDWHEAT 11.9292 713.2500 1.6725 26.7602 RICE 0.1381 10.9600 1.2604 20.1671 ROBUSTA 60.0067 3484.0000 1.7224 27.5576 RUSSELL 27.6764 2766.2000 1.0005 16.0083 SHATZ 0.1123 105.7250 0.1062 1.6997 SILVER-mini 2.0916 73.7000 2.8380 45.4086 SMI 112.8650 13120.0000 0.8603 13.7640 SOFR 0.0506 96.4200 0.0525 0.8397 SOYBEAN 8.5962 1167.7500 0.7361 11.7781 SOYMEAL 4.1718 321.7000 1.2968 20.7489 SOYOIL 0.8808 70.6400 1.2469 19.9508 SP400 32.0256 3616.9000 0.8854 14.1671 SP500_micro 51.0136 7169.5000 0.7115 11.3846 SUGAR11 0.2477 14.6400 1.6918 27.0681 US10 0.3377 110.8594 0.3046 4.8738 US10U 0.4329 113.2031 0.3824 6.1191 US2 0.0915 103.6445 0.0882 1.4120 US20 0.6470 113.5000 0.5701 9.1211 US30 0.8509 115.8438 0.7345 11.7523 US5 0.2244 108.0234 0.2078 3.3241 VIX 0.6254 21.9500 2.8490 45.5846 WHEAT 10.1978 689.7500 1.4785 23.6556 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 717.75 0.57 412.21 1.00 412.21 36609.4 88.81 20.00 177.63 BITCOIN 76.56 1.95 149.21 1.00 149.21 36609.4 245.36 -6.63 -162.68 BOBL 1152.70 0.24 271.21 1.17 317.89 36609.4 115.16 1.56 17.94 BTP 1167.50 0.58 671.92 1.17 787.56 36609.4 46.48 -2.29 -10.65 BUND 1250.00 0.38 479.22 1.17 561.71 36609.4 65.18 1.23 8.05 BUXL 1079.80 0.85 921.16 1.17 1079.71 36609.4 33.91 -2.04 -6.91 CAC 802.50 1.04 834.34 1.17 977.95 36609.4 37.43 8.57 32.08 CAD 732.50 0.34 250.81 1.00 250.81 36609.4 145.97 3.02 44.05 CANOLA 149.54 1.04 155.14 0.73 113.54 36609.4 322.45 9.79 315.77 CHF 1591.38 0.44 698.55 1.00 698.55 36609.4 52.41 -10.97 -57.52 COCOA 336.50 3.17 1068.29 1.00 1068.29 36609.4 34.27 -6.42 -22.02 COFFEE 1095.56 1.79 1963.90 1.00 1963.90 36609.4 18.64 1.29 2.40 COPPER 1494.75 1.34 2007.62 1.00 2007.62 36609.4 18.24 7.42 13.53 CORN 247.88 0.86 214.21 1.00 214.21 36609.4 170.90 8.90 152.03 COTTON2 398.50 1.18 469.91 1.00 469.91 36609.4 77.91 6.79 52.91 CRUDE_W 788.80 1.68 1328.66 1.00 1328.66 36609.4 27.55 14.47 39.86 DAX 241.22 1.06 255.48 1.17 299.45 36609.4 122.25 -0.35 -4.26 DOW 246.34 0.72 177.44 1.00 177.44 36609.4 206.32 -4.37 -90.09 DX 984.75 0.39 387.33 1.00 387.33 36609.4 94.52 0.35 3.30 EUR 1467.62 0.41 604.77 1.00 604.77 36609.4 60.53 -2.94 -17.83 EURIBOR-ICE 2432.00 0.06 138.07 1.17 161.83 36609.4 226.22 1.97 44.63 EUROSTX 578.90 1.11 644.54 1.17 755.47 36609.4 48.46 3.91 18.93 FEEDCOW 1865.38 0.78 1463.31 1.00 1463.31 36609.4 25.02 10.17 25.45 GASOIL 1111.50 2.98 3311.63 1.00 3311.63 36609.4 11.05 15.54 17.18 GASOLINE 1317.41 2.11 2784.53 1.00 2784.53 36609.4 13.15 11.54 15.17 GAS_US_mini 74.50 3.39 252.36 1.00 252.36 36609.4 145.07 -5.10 -73.92 GBP 844.94 0.46 386.68 1.00 386.68 36609.4 94.68 3.35 31.72 GOLD_micro 460.98 1.27 585.43 1.00 585.43 36609.4 62.53 -5.65 -35.34 HEATOIL 1504.82 2.65 3983.33 1.00 3983.33 36609.4 9.19 12.20 11.22 JGB-SGX-mini 129550.00 0.21 27513.15 0.01 172.57 36609.4 212.14 -7.34 -155.72 JPY 786.25 0.52 406.82 1.00 406.82 36609.4 89.99 -9.68 -87.15 LEANHOG 417.80 0.94 390.80 1.00 390.80 36609.4 93.68 -17.34 -162.44 LIVECOW 995.80 0.74 734.24 1.00 734.24 36609.4 49.86 16.38 81.66 LUMBER-new 159.50 1.25 198.98 1.00 198.98 36609.4 183.99 -10.81 -198.92 MXP 286.45 0.61 174.93 1.00 174.93 36609.4 209.28 11.37 238.02 NASDAQ_micro 543.81 0.89 484.19 1.00 484.19 36609.4 75.61 0.59 4.48 NIKKEI 59180.00 1.33 78928.17 0.01 495.06 36609.4 73.95 3.50 25.87 NZD 589.65 0.65 385.33 1.00 385.33 36609.4 95.01 5.50 52.23 OAT 1189.10 0.47 558.41 1.17 654.53 36609.4 55.93 4.04 22.60 OATIES 174.00 1.73 300.36 1.00 300.36 36609.4 121.89 -1.91 -23.27 OJ 260.25 3.52 916.98 1.00 916.98 36609.4 39.92 -10.59 -42.27 PALLAD 1468.50 2.70 3969.07 1.00 3969.07 36609.4 9.22 3.62 3.34 PLAT 977.65 2.28 2233.15 1.00 2233.15 36609.4 16.39 3.14 5.14 REDWHEAT 356.62 1.67 596.46 1.00 596.46 36609.4 61.38 6.25 38.36 RICE 219.20 1.26 276.29 1.00 276.29 36609.4 132.50 -12.71 -168.45 ROBUSTA 348.40 1.72 600.07 1.00 600.07 36609.4 61.01 -2.29 -14.00 RUSSELL 138.31 1.00 138.38 1.00 138.38 36609.4 264.55 7.91 209.13 SHATZ 1057.25 0.11 112.31 1.17 131.64 36609.4 278.09 -1.24 -34.36 SILVER-mini 1842.50 2.84 5229.09 1.00 5229.09 36609.4 7.00 1.10 0.77 SMI 1312.00 0.86 1128.65 1.27 1437.23 36609.4 25.47 9.48 24.15 SOFR 2410.50 0.05 126.51 1.00 126.51 36609.4 289.38 -10.80 -312.42 SOYBEAN 583.88 0.74 429.81 1.00 429.81 36609.4 85.18 9.61 81.84 SOYMEAL 321.70 1.30 417.18 1.00 417.18 36609.4 87.75 -4.50 -39.51 SOYOIL 423.84 1.25 528.50 1.00 528.50 36609.4 69.27 10.98 76.08 SP400 3616.90 0.89 3202.56 1.00 3202.56 36609.4 11.43 3.44 3.93 SP500_micro 358.48 0.71 255.07 1.00 255.07 36609.4 143.53 -0.15 -2.10 SUGAR11 163.97 1.69 277.39 1.00 277.39 36609.4 131.98 -9.03 -119.20 US10 1108.59 0.30 337.69 1.00 337.69 36609.4 108.41 -8.21 -88.98 US10U 1132.03 0.38 432.94 1.00 432.94 36609.4 84.56 -9.86 -83.39 US2 2072.89 0.09 182.93 1.00 182.93 36609.4 200.13 -9.80 -196.06 US20 1135.00 0.57 647.03 1.00 647.03 36609.4 56.58 -4.10 -23.19 US30 1158.44 0.73 850.90 1.00 850.90 36609.4 43.02 -7.38 -31.76 US5 1080.23 0.21 224.42 1.00 224.42 36609.4 163.13 -8.94 -145.81 VIX 219.50 2.85 625.36 1.00 625.36 36609.4 58.54 -4.71 -27.55 WHEAT 344.88 1.48 509.89 1.00 509.89 36609.4 71.80 2.52 18.08 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 177.626 0.010 2.5 4.615 BITCOIN -162.683 0.043 2.5 -17.641 BOBL 17.937 0.004 2.5 0.182 BTP -10.646 0.014 2.5 -0.364 BUND 8.047 0.004 2.5 0.082 BUXL -6.906 0.004 2.5 -0.070 CAC 32.079 0.014 2.5 1.096 CAD 44.052 0.010 2.5 1.145 CANOLA 315.768 0.010 2.5 7.693 CHF -57.517 0.010 2.5 -1.494 COCOA -22.015 0.010 2.5 -0.536 COFFEE 2.398 0.005 2.5 0.032 COPPER 13.534 0.043 2.5 1.468 CORN 152.035 0.010 2.5 3.704 COTTON2 52.909 0.010 2.5 1.289 CRUDE_W 39.857 0.043 2.5 4.322 DAX -4.264 0.014 2.5 -0.146 DOW -90.090 0.009 2.5 -2.097 DX 3.304 0.010 2.5 0.086 EUR -17.825 0.010 2.5 -0.463 EURIBOR-ICE 44.628 0.014 2.5 1.524 EUROSTX 18.933 0.014 2.5 0.647 FEEDCOW 25.445 0.013 2.5 0.844 GASOIL 17.182 0.017 2.5 0.746 GASOLINE 15.174 0.017 2.5 0.659 GAS_US_mini -73.924 0.043 2.5 -8.016 GBP 31.717 0.010 2.5 0.824 GOLD_micro -35.338 0.014 2.5 -1.207 HEATOIL 11.217 0.017 2.5 0.487 JGB-SGX-mini -155.721 0.043 2.5 -16.886 JPY -87.154 0.010 2.5 -2.264 LEANHOG -162.437 0.024 2.5 -9.886 LIVECOW 81.656 0.013 2.5 2.710 LUMBER-new -198.922 0.010 2.5 -4.846 MXP 238.016 0.059 2.5 34.984 NASDAQ_micro 4.477 0.009 2.5 0.104 NIKKEI 25.869 0.043 2.5 2.805 NZD 52.227 0.010 2.5 1.357 OAT 22.600 0.014 2.5 0.772 OATIES -23.265 0.010 2.5 -0.567 OJ -42.275 0.010 2.5 -1.030 PALLAD 3.336 0.014 2.5 0.114 PLAT 5.142 0.014 2.5 0.176 REDWHEAT 38.364 0.005 2.5 0.510 RICE -168.452 0.010 2.5 -4.104 ROBUSTA -13.995 0.005 2.5 -0.186 RUSSELL 209.131 0.013 2.5 6.940 SHATZ -34.356 0.004 2.5 -0.349 SILVER-mini 0.768 0.014 2.5 0.026 SMI 24.154 0.014 2.5 0.825 SOFR -312.420 0.024 2.5 -19.014 SOYBEAN 81.838 0.004 2.5 0.762 SOYMEAL -39.508 0.004 2.5 -0.368 SOYOIL 76.077 0.004 2.5 0.709 SP400 3.929 0.013 2.5 0.130 SP500_micro -2.097 0.009 2.5 -0.049 SUGAR11 -119.196 0.010 2.5 -2.904 US10 -88.979 0.005 2.5 -1.129 US10U -83.395 0.005 2.5 -1.058 US2 -196.057 0.005 2.5 -2.488 US20 -23.186 0.005 2.5 -0.294 US30 -31.758 0.005 2.5 -0.403 US5 -145.811 0.005 2.5 -1.850 VIX -27.553 0.099 2.5 -6.811 WHEAT 18.085 0.005 2.5 0.240 ===================== Position diags ===================== AUD 2.31 BITCOIN 26.61 BOBL 1.17 BTP 1.59 BUND 0.66 BUXL 0.34 CAC 1.28 CAD 3.79 CANOLA 7.86 CHF 1.36 COCOA 0.83 COFFEE 0.25 COPPER 1.98 CORN 4.16 COTTON2 1.90 CRUDE_W 2.99 DAX 4.18 DOW 4.80 DX 2.46 EUR 1.57 EURIBOR-ICE 7.73 EUROSTX 1.66 FEEDCOW 0.83 GASOIL 0.48 GASOLINE 0.57 GAS_US_mini 15.73 GBP 2.46 GOLD_micro 2.14 HEATOIL 0.40 JGB-SGX-mini 23.00 JPY 2.34 LEANHOG 5.70 LIVECOW 1.65 LUMBER-new 4.48 MXP 30.76 NASDAQ_micro 1.76 NIKKEI 8.02 NZD 2.47 OAT 1.91 OATIES 2.97 OJ 0.97 PALLAD 0.32 PLAT 0.56 REDWHEAT 0.82 RICE 3.23 ROBUSTA 0.81 RUSSELL 8.78 SHATZ 2.82 SILVER-mini 0.24 SMI 0.87 SOFR 17.61 SOYBEAN 0.79 SOYMEAL 0.82 SOYOIL 0.65 SP400 0.38 SP500_micro 3.34 SUGAR11 3.22 US10 1.38 US10U 1.07 US2 2.54 US20 0.72 US30 0.55 US5 2.07 VIX 14.47 WHEAT 0.95 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.6 4.4 4.8 3.0 3 BITCOIN -17.6 -20.3 -15.0 0.0 0 BOBL 0.2 0.1 0.3 0.0 0 BTP -0.4 -0.5 -0.2 -1.0 -1 BUND 0.1 0.0 0.1 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.1 1.0 1.2 0.0 0 CAD 1.1 0.8 1.5 0.0 0 CANOLA 7.7 6.9 8.5 0.0 0 CHF -1.5 -1.6 -1.4 -2.0 -2 COCOA -0.5 -0.6 -0.5 -1.0 -1 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.5 1.3 1.7 3.0 3 CORN 3.7 3.3 4.1 0.0 0 COTTON2 1.3 1.1 1.5 0.0 0 CRUDE_W 4.3 4.0 4.6 3.0 3 DAX -0.1 -0.6 0.3 -1.0 -1 DOW -2.1 -2.6 -1.6 -7.0 -7 DX 0.1 -0.2 0.3 0.0 0 EUR -0.5 -0.6 -0.3 0.0 0 EURIBOR-ICE 1.5 0.8 2.3 0.0 0 EUROSTX 0.6 0.5 0.8 2.0 2 FEEDCOW 0.8 0.8 0.9 2.0 2 GASOIL 0.7 0.7 0.8 0.0 0 GASOLINE 0.7 0.6 0.7 2.0 2 GAS_US_mini -8.0 -9.6 -6.4 0.0 0 GBP 0.8 0.6 1.1 0.0 0 GOLD_micro -1.2 -1.4 -1.0 -2.0 -2 HEATOIL 0.5 0.4 0.5 0.0 0 JGB-SGX-mini -16.9 -19.2 -14.6 0.0 0 JPY -2.3 -2.5 -2.0 -2.0 -2 LEANHOG -9.9 -10.5 -9.3 -8.0 -8 LIVECOW 2.7 2.5 2.9 1.0 1 LUMBER-new -4.8 -5.3 -4.4 0.0 0 MXP 35.0 31.9 38.1 28.0 28 NASDAQ_micro 0.1 -0.1 0.3 -2.0 -2 NIKKEI 2.8 2.0 3.6 3.0 3 NZD 1.4 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 -1.0 -1.1 -0.9 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT 0.5 0.4 0.6 0.0 0 RICE -4.1 -4.4 -3.8 0.0 0 ROBUSTA -0.2 -0.3 -0.1 0.0 0 RUSSELL 6.9 6.1 7.8 0.0 0 SHATZ -0.3 -0.6 -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 -19.0 -20.8 -17.3 NaN 0 SOYBEAN 0.8 0.7 0.8 2.0 2 SOYMEAL -0.4 -0.4 -0.3 0.0 0 SOYOIL 0.7 0.6 0.8 0.0 0 SP400 0.1 0.1 0.2 1.0 1 SP500_micro -0.0 -0.4 0.3 -2.0 -2 SUGAR11 -2.9 -3.2 -2.6 -3.0 -3 US10 -1.1 -1.3 -1.0 -1.0 -1 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -2.5 -2.7 -2.2 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.4 -0.5 -0.3 -3.0 -3 US5 -1.9 -2.1 -1.6 -4.0 -4 VIX -6.8 -8.3 -5.4 -4.0 -4 WHEAT 0.2 0.1 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 0.6 -0.0 0.4 0.0 -0.0 0.1 0.1 0.2 0.1 0.1 0.4 0.2 0.6 0.2 0.2 0.0 0.0 0.0 0.0 0.2 0.2 0.1 0.4 0.2 1.6 0.2 0.1 0.5 0.1 0.7 0.2 0.4 0.3 0.4 0.3 0.6 -0.1 0.7 0.3 0.7 BITCOIN 0.6 0.4 -0.6 0.0 -0.2 0.3 -0.1 0.7 -0.0 -0.0 -0.5 0.2 -0.6 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.1 -0.5 0.2 -2.1 0.0 -0.0 -0.3 0.1 -0.5 0.1 -0.0 0.5 0.5 0.6 -0.1 -0.4 -0.1 -0.7 -0.7 BOBL 0.3 -0.4 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 0.0 0.1 -0.1 0.0 0.1 0.5 0.2 0.7 BTP 0.4 -0.4 -0.4 -0.0 -0.1 -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 -0.1 -0.1 -0.0 0.0 0.0 0.5 0.0 0.2 -0.1 0.0 0.1 0.5 0.2 0.6 BUND 0.1 -0.3 0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.3 -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 -0.1 -0.1 -0.0 -0.1 -0.0 0.3 0.1 0.1 -0.1 0.1 0.1 0.5 0.3 0.7 BUXL -0.1 -0.1 0.3 -0.0 -0.1 -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 -0.1 -0.1 -0.0 -0.3 0.0 -0.0 0.2 -0.3 0.2 0.2 -0.1 0.3 -0.0 0.1 CAC 0.6 -0.0 -0.3 0.1 0.0 0.1 0.1 0.2 0.1 -0.1 0.0 0.0 0.3 0.0 0.0 0.2 0.0 0.2 0.1 0.0 0.0 -0.0 0.0 0.0 0.5 0.1 -0.1 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 0.5 -0.2 0.1 0.1 -0.0 0.1 0.1 0.3 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 0.1 0.2 0.1 0.1 -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 0.2 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 0.2 0.1 1.2 0.1 0.1 0.3 0.1 0.3 0.1 -1.1 0.4 -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 0.0 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 -0.1 0.2 -0.0 -1.1 -0.3 -0.2 -0.3 -0.1 -0.7 -0.7 -0.4 -0.7 COCOA 0.6 0.6 -0.6 0.1 0.1 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 -0.2 0.1 -0.1 -0.6 0.4 0.1 0.5 0.2 COFFEE 0.1 0.4 -0.6 0.2 0.2 0.2 0.1 -0.3 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 -0.3 -0.2 -0.6 0.6 0.7 0.7 0.7 COPPER 0.6 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.4 -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 0.0 0.2 0.1 -0.2 0.1 -0.1 0.2 0.0 0.3 0.1 -0.2 0.2 0.5 0.3 0.2 0.1 0.7 -0.1 0.4 CORN -0.2 0.1 0.5 0.2 0.2 0.3 0.2 -0.4 0.2 0.2 0.3 0.2 -0.0 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.2 0.1 0.1 1.7 0.2 0.2 0.4 0.2 0.3 0.2 -1.1 0.5 -0.0 0.1 0.1 0.4 -0.0 0.5 0.2 COTTON2 0.6 0.6 0.6 0.2 0.2 0.3 0.2 -0.4 0.2 0.1 0.3 0.2 -0.1 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 -0.0 0.4 0.6 0.2 0.1 0.5 0.1 0.7 0.2 0.1 0.3 0.1 0.2 0.1 0.1 0.4 0.2 0.3 0.2 0.2 0.2 0.1 0.3 0.1 0.7 0.2 0.1 0.5 0.1 0.4 0.1 -0.0 -0.1 -0.2 -0.4 -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 -0.1 -0.0 0.0 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 -0.2 -0.4 -0.4 0.2 0.6 0.3 0.7 DOW 0.6 -0.1 -0.5 0.1 0.0 0.2 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 0.1 0.0 0.1 0.1 0.1 -0.9 0.0 0.0 -0.0 0.1 0.1 0.1 -0.1 0.1 -0.2 -0.4 -0.4 -0.2 -0.7 -0.4 -0.7 DX -0.6 0.1 0.2 0.0 -0.0 0.1 0.1 0.1 0.1 0.1 0.2 -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 0.1 -0.6 0.3 -0.1 0.0 0.4 0.4 0.5 EUR 0.5 -0.0 -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 0.0 0.7 0.0 -0.0 0.0 -0.0 0.2 0.0 -0.3 -0.2 -0.1 -0.1 -0.2 -0.6 -0.7 -0.3 -0.7 EURIBOR-ICE 0.3 -0.4 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 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 0.2 -0.1 0.0 0.3 0.4 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 0.0 0.3 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.1 0.0 -0.6 0.0 -0.1 0.1 -0.0 0.2 0.0 0.6 -0.3 -0.3 -0.3 -0.1 0.1 0.7 0.1 0.7 FEEDCOW 0.1 0.2 -0.1 0.2 0.2 0.2 0.1 -0.4 0.1 0.1 0.4 0.0 0.6 0.1 0.1 -0.0 0.2 0.1 0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.2 0.2 0.1 0.5 0.1 1.1 -0.5 0.5 -0.2 -0.2 0.7 0.7 0.6 0.7 GASOIL -0.0 0.6 0.6 0.1 0.1 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 -0.4 0.2 0.1 0.5 0.1 0.5 0.1 1.1 0.0 0.1 0.3 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 0.5 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 0.2 0.3 0.2 -1.2 0.2 0.1 0.5 0.1 0.5 0.2 -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 -0.3 0.2 0.1 0.5 0.1 0.7 0.2 -0.1 -0.3 -0.1 -0.4 -0.2 -0.1 -0.4 -0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 2.7 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -1.1 -0.5 -0.6 -0.6 -0.6 0.6 0.1 0.5 -0.1 GBP 0.5 -0.0 -0.1 0.1 -0.0 0.1 0.1 0.2 0.1 0.0 0.0 0.2 0.4 0.2 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 -0.3 0.1 0.0 0.2 0.1 0.4 0.1 0.3 0.0 -0.0 0.2 -0.0 -0.6 -0.2 -0.3 -0.2 GOLD_micro 0.1 -0.6 -0.3 0.0 -0.1 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 -0.1 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 -0.3 0.6 0.6 0.2 0.1 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 0.1 0.4 0.1 1.1 0.0 -0.0 0.3 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 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 0.4 -0.1 -0.1 -0.3 -0.1 -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 -0.1 -0.3 0.0 -0.0 0.1 0.1 0.2 0.1 -0.1 -0.5 -0.1 -0.6 -0.2 -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 -0.5 -0.3 -0.4 -0.0 -0.4 LEANHOG -0.3 -0.6 -0.1 0.2 0.2 0.3 0.2 -0.5 0.2 -0.1 0.1 -0.2 0.6 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.0 -0.1 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 0.3 0.5 0.1 0.2 0.2 0.2 0.1 -0.4 0.1 0.1 0.5 0.1 0.6 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.3 0.2 0.4 0.2 1.1 -0.1 0.6 0.3 -0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.4 0.2 0.1 0.2 0.2 0.3 0.2 -0.4 0.2 -0.1 -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 -0.2 -0.3 -0.1 -0.6 -0.1 -1.2 -0.6 -0.6 -0.5 -0.6 0.3 0.8 0.3 0.8 MXP 0.6 -0.0 -0.2 0.1 -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 -0.1 0.1 0.0 0.4 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.4 -0.6 0.1 0.0 0.2 0.1 0.2 0.1 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 0.1 0.1 0.2 0.1 0.2 -0.2 0.5 0.6 0.3 -0.3 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 0.0 0.2 0.1 0.3 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.1 -1.5 0.1 0.0 0.2 0.1 0.4 0.1 0.9 0.1 -0.0 -0.0 0.3 -0.6 -0.1 -0.5 -0.1 NZD 0.5 -0.2 0.1 0.0 -0.0 0.1 0.0 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 1.6 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.4 0.7 -0.0 0.7 OAT 0.3 -0.4 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -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 0.1 0.2 -0.1 0.2 0.0 0.4 0.1 0.6 OATIES -0.4 0.1 0.6 0.1 0.1 0.1 0.1 -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 0.1 0.0 0.1 0.1 0.0 -0.0 0.0 -0.6 -0.1 -0.2 0.1 0.2 0.1 -0.3 0.2 -0.4 OJ -0.3 -0.0 0.2 0.1 0.1 0.1 0.1 -0.1 0.0 -0.0 -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 -0.0 -0.1 -0.1 -0.1 -0.1 0.5 -0.4 -0.2 -0.3 -0.2 -0.2 -0.3 -0.3 -0.3 PALLAD 0.3 -0.5 -0.3 0.0 -0.1 0.1 -0.0 0.3 -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 -0.1 0.2 -0.0 0.1 -0.1 -0.0 -0.2 -0.3 0.7 0.3 0.5 -0.1 PLAT 0.2 -0.3 -0.0 0.0 -0.1 0.1 -0.0 0.3 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.2 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 0.4 -0.0 0.2 -0.1 -0.0 -0.0 -0.2 0.7 0.5 0.6 -0.0 REDWHEAT 0.1 0.3 0.6 0.2 0.2 0.2 0.1 -0.3 0.1 0.1 0.4 0.2 -0.1 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 -1.0 0.5 0.6 0.6 0.6 -0.6 -0.7 -0.7 -0.7 RICE -0.3 0.1 0.5 0.1 0.1 0.1 0.1 -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 -0.1 -0.4 -0.1 0.5 -0.0 -0.1 -0.1 -0.1 -0.4 -0.0 -1.1 -0.2 -0.3 -0.2 0.0 -0.7 -0.5 -0.7 -0.5 ROBUSTA 0.1 -0.2 -0.5 0.1 0.1 0.1 0.1 -0.2 0.1 0.1 -0.2 0.1 -0.2 -0.0 -0.1 0.4 0.3 0.4 0.4 -0.1 -0.1 0.1 -0.2 -0.0 -2.7 -0.0 0.1 -0.2 0.1 -0.2 0.0 1.1 0.2 0.2 -0.4 -0.5 0.2 0.0 0.2 0.3 RUSSELL 0.6 0.2 -0.2 0.1 0.0 0.2 0.1 0.3 0.2 0.0 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 0.0 0.2 0.2 0.3 0.2 0.1 0.2 0.1 0.1 -0.0 -0.1 -0.7 -0.1 -0.7 SHATZ 0.6 -0.4 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.2 -0.0 -0.0 0.0 -0.2 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.8 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 -0.8 0.0 0.2 -0.3 -0.2 0.2 0.4 0.2 0.6 SILVER-mini 0.2 -0.3 -0.3 0.0 -0.1 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 -0.1 0.2 -0.0 0.5 -0.0 0.0 0.0 -0.0 -0.0 0.1 0.6 0.4 0.4 0.1 SMI 0.6 -0.2 -0.3 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 0.2 0.1 0.7 0.1 0.0 0.2 0.0 0.3 0.1 1.1 -0.1 -0.2 -0.3 -0.0 0.1 0.7 0.1 0.7 SOFR 0.0 -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 -0.1 0.0 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.2 -0.2 -0.4 -0.1 0.2 -0.3 -0.3 -0.3 -0.6 SOYBEAN -0.0 -0.0 0.5 0.2 0.2 0.3 0.2 -0.4 0.2 0.2 0.5 0.2 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 0.3 0.2 -0.2 0.4 0.1 -0.3 0.1 -0.2 SOYMEAL 0.1 0.1 0.3 0.1 0.1 0.2 0.1 -0.2 0.1 0.0 0.0 0.0 -0.2 -0.0 0.1 0.4 -0.1 0.2 -0.0 0.0 0.0 0.0 -0.0 0.0 -1.7 0.0 0.1 0.2 0.0 0.1 0.0 -0.0 -0.2 0.1 -0.4 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL -0.1 -0.0 0.6 0.2 0.2 0.2 0.1 -0.3 0.1 0.1 0.5 0.2 0.6 0.2 0.2 0.4 -0.0 0.2 0.1 0.2 0.2 0.2 0.5 0.2 -2.3 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 -0.1 0.1 0.0 0.2 0.1 0.3 0.2 -0.0 0.3 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 0.6 0.1 -0.0 0.1 0.1 0.2 0.1 -0.1 -0.0 -0.2 -0.3 0.0 -0.1 -0.7 -0.1 -0.7 SP500_micro 0.6 0.2 -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 0.1 0.2 0.2 0.2 -1.7 0.1 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 0.1 -0.2 0.1 0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 0.2 -0.0 0.1 -0.0 -0.0 -0.0 -0.2 -0.1 -2.3 -0.0 0.1 -0.0 -0.0 -0.1 -0.1 1.0 -0.0 -0.6 -0.2 -0.2 -0.2 -0.7 -0.2 -0.4 US10 0.2 -0.3 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.1 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -1.0 -0.0 -0.1 -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 -0.2 -0.2 -0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -1.7 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.3 -0.7 US2 0.2 -0.4 -0.4 -0.0 -0.1 -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 -0.1 1.0 -0.1 -0.1 -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 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -1.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.2 -0.2 -0.0 0.1 0.4 0.0 -0.2 US30 0.0 -0.3 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 0.1 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.7 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 0.0 0.0 0.3 -0.0 -0.2 US5 0.2 -0.4 -0.3 -0.0 -0.1 -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 -0.1 -0.1 -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 -0.5 -0.6 -0.4 -0.6 0.0 0.1 -0.1 0.0 -0.1 NaN 0.1 -0.0 0.4 -0.1 0.2 -0.0 NaN NaN NaN NaN NaN -0.5 -1.1 NaN NaN WHEAT -0.1 0.2 0.6 0.2 0.2 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 0.2 0.0 0.1 1.1 0.1 0.2 0.3 0.2 0.2 0.1 -1.1 0.5 0.3 0.2 0.6 -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 17.7 -1.0 12.8 4.0 -0.0 3.8 6.4 5.3 7.6 13.9 15.3 16.4 15.4 15.4 15.3 2.0 0.3 1.6 1.0 14.3 16.5 12.8 15.5 14.4 12.1 16.4 10.1 20.0 13.1 18.6 14.9 6.9 14.3 10.9 9.8 20.0 -3.6 20.0 8.7 20.0 BITCOIN 20.0 12.9 -20.0 0.7 -20.0 9.9 -10.8 20.0 -1.6 -2.0 -20.0 18.1 -17.0 18.8 -12.1 -3.7 -5.3 -3.7 -4.2 -5.5 -20.0 15.6 -20.0 17.1 -16.1 3.9 -1.7 -10.7 11.8 -13.2 13.5 -0.4 20.0 16.6 20.0 -3.0 -11.8 -1.7 -20.0 -20.0 BOBL 10.1 -11.4 -1.5 -1.7 -6.2 -2.5 -1.8 -2.4 -0.3 -7.5 -6.2 -0.1 -5.1 -5.4 -5.9 20.0 1.7 9.9 4.1 -5.5 -5.7 -3.0 -4.3 -3.2 1.5 -2.9 -7.0 -4.8 -1.7 -4.6 -0.2 -2.3 1.7 4.2 -4.0 0.2 4.0 15.9 7.1 20.0 BTP 11.8 -11.6 -13.8 -2.2 -7.7 -3.1 -2.3 -2.9 -0.3 -9.5 -3.2 1.8 3.3 -3.1 -4.2 3.7 9.8 7.0 9.0 -4.5 -3.9 -2.4 -0.7 -2.1 -19.6 -2.7 -7.2 -2.8 -1.2 0.9 0.5 9.7 1.8 7.7 -4.6 0.6 2.2 14.9 4.6 17.5 BUND 4.6 -9.7 1.8 -2.0 -7.2 -2.9 -2.1 -2.7 -0.3 -8.1 -6.9 -0.9 -7.1 -6.4 -6.9 -0.7 7.2 4.6 7.1 -5.1 -5.0 -2.7 -4.4 -3.2 -0.3 -2.3 -6.9 -3.7 -1.4 -4.0 -0.1 5.9 3.6 1.7 -2.1 2.9 3.3 15.3 7.6 20.0 BUXL -4.6 -1.7 9.1 -2.9 -10.2 -4.1 -3.0 -3.9 -0.4 -3.6 -11.8 -4.5 -14.9 -9.1 -9.7 3.5 3.8 3.9 4.0 -5.2 -6.2 -2.8 -9.8 -4.2 3.1 -1.0 -6.8 -3.9 -1.1 -8.4 0.1 -0.2 8.9 -7.8 6.9 6.2 -4.4 8.9 -1.2 4.0 CAC 20.0 -0.2 -9.4 7.5 0.1 5.0 7.9 5.6 11.1 -9.7 1.4 1.5 7.1 4.1 1.9 12.3 1.5 9.4 4.7 2.2 0.8 -1.9 1.7 3.0 4.1 9.0 -6.6 8.0 -0.7 5.7 6.4 13.6 -15.3 -8.2 2.0 3.5 0.5 20.0 -2.7 20.0 CAD 15.4 -7.5 1.9 5.6 -0.1 5.3 8.9 7.4 10.5 6.1 -0.6 18.8 3.6 4.5 -5.2 -7.4 -7.4 -7.3 -7.3 1.2 -0.4 14.0 -0.9 9.7 20.0 3.8 6.4 2.8 16.7 2.2 12.3 -6.9 20.0 2.8 1.7 -7.1 -20.0 -20.0 -20.0 -20.0 CANOLA -7.9 3.7 20.0 11.4 14.7 5.8 8.7 -6.7 8.6 12.0 8.3 9.6 3.9 3.6 9.4 -16.3 -15.7 -16.8 -16.9 8.9 9.8 10.0 5.9 6.7 9.2 11.0 11.8 12.1 9.3 7.1 7.2 -20.0 15.2 -0.2 5.1 20.0 9.2 20.0 11.6 20.0 CHF 11.6 -11.3 -2.0 3.5 -0.0 3.3 5.4 4.5 6.5 -12.6 -7.1 1.9 7.8 -3.4 -8.0 -14.8 -15.5 -14.5 -14.7 -3.6 -2.1 -3.8 2.7 -1.5 -3.2 -1.8 -12.9 1.2 -5.0 5.9 -1.7 -20.0 -11.4 -7.5 -8.5 -3.3 -20.0 -20.0 -12.3 -20.0 COCOA 20.0 18.5 -20.0 6.0 7.7 3.1 4.6 -3.5 4.5 -3.1 -6.6 0.1 -6.5 0.9 -5.8 -7.7 0.1 -6.9 -4.9 -6.4 -14.2 -0.2 -14.9 -0.7 -20.0 -2.7 -1.3 -7.2 -0.0 -7.1 0.3 3.2 -8.2 2.0 -3.6 -18.3 12.6 1.6 14.8 6.5 COFFEE 4.2 13.1 -20.0 16.0 20.0 8.1 12.2 -9.4 12.0 0.4 -10.5 1.2 -0.3 -1.9 -10.3 18.9 17.4 17.3 18.2 -5.6 -9.6 0.5 -2.1 -0.6 -20.0 -2.4 0.8 -3.2 0.1 5.1 -0.8 20.0 -16.1 -8.6 -7.5 -20.0 16.7 19.8 20.0 20.0 COPPER 20.0 -3.7 -2.0 0.3 -12.4 5.2 -5.6 12.4 -0.8 -10.0 6.3 6.9 6.6 9.2 3.1 -6.9 -6.4 -6.6 -6.5 6.5 6.5 3.7 8.2 8.4 -1.2 6.5 -6.6 6.0 2.6 8.5 7.7 -3.3 6.8 16.6 8.3 5.7 3.9 20.0 -2.9 12.8 CORN -6.1 3.2 14.1 19.3 20.0 9.8 14.7 -11.3 14.5 20.0 12.8 15.7 -1.0 7.2 12.8 -20.0 -20.0 -20.0 -20.0 10.3 9.9 20.0 2.5 11.3 12.8 14.9 20.0 15.9 20.0 8.1 14.4 -20.0 20.0 -0.1 3.1 4.6 11.6 -1.3 15.7 6.4 COTTON2 20.0 20.0 20.0 18.9 20.0 9.6 14.4 -11.1 14.2 6.9 12.1 16.1 -3.8 20.0 20.0 -13.4 -19.6 -19.0 -20.0 20.0 19.9 20.0 1.2 20.0 -4.0 20.0 9.4 20.0 20.0 3.4 20.0 -20.0 20.0 20.0 20.0 20.0 -11.2 -11.6 -11.7 -8.7 CRUDE_W -1.2 11.3 20.0 20.0 11.1 20.0 10.6 19.1 15.3 13.2 10.9 12.6 5.7 11.8 12.5 17.8 8.6 14.7 11.0 17.7 17.1 12.8 9.7 13.2 5.2 17.1 11.3 17.9 9.1 10.0 10.2 -0.1 -4.2 -6.0 -13.6 -15.4 11.9 20.0 -2.1 1.3 DAX 20.0 -4.8 -20.0 6.8 0.1 4.5 7.1 5.0 9.9 -8.0 -1.1 3.9 4.9 2.9 -0.4 -3.9 -6.8 -5.4 -6.2 -0.2 -1.9 1.6 0.9 3.3 -6.3 -0.5 -3.2 -2.3 1.5 0.4 3.2 -2.1 -5.0 -7.5 -11.4 -10.9 5.6 17.5 9.1 20.0 DOW 20.0 -3.6 -16.1 8.6 0.1 5.7 9.0 6.3 12.7 2.5 2.6 10.1 9.1 9.4 3.4 -5.3 -7.3 -5.9 -6.4 5.1 2.0 10.5 5.5 12.4 -6.5 1.6 0.6 -0.4 7.1 3.3 7.7 -2.7 2.4 -5.4 -11.5 -13.0 -7.0 -20.0 -13.1 -20.0 DX -17.8 3.3 6.9 3.1 -0.0 2.9 4.8 4.0 5.7 7.2 5.6 -6.5 -7.4 -3.9 4.6 3.9 5.4 4.2 4.7 0.5 2.6 -2.8 -0.2 -3.7 -13.7 -0.2 0.7 1.0 -3.1 -1.2 -4.0 14.5 5.1 -20.0 10.4 -4.5 0.3 12.2 11.0 16.3 EUR 16.4 -0.2 -6.6 4.1 -0.0 3.8 6.4 5.3 7.6 -7.6 -5.0 7.4 10.2 8.4 -3.8 -5.6 -7.3 -6.1 -6.6 0.9 -1.5 1.1 2.7 4.6 5.2 1.7 -3.9 1.4 -0.4 5.8 3.7 -6.2 -8.8 -3.3 -2.1 -7.3 -18.5 -20.0 -9.3 -20.0 EURIBOR-ICE 10.8 -12.8 -7.0 -1.6 -5.5 -2.2 -1.6 -2.1 -0.2 -6.9 -4.9 1.1 -2.3 -4.1 -4.8 2.2 9.2 4.8 7.5 -5.0 -5.0 -2.2 -2.8 -2.6 -2.7 -2.2 -5.1 -3.8 -1.0 -3.0 0.2 8.2 1.4 4.7 -4.2 0.7 8.9 13.2 13.7 18.6 EUROSTX 20.0 -4.8 -15.5 7.4 0.1 4.9 7.7 5.4 10.8 -9.5 3.0 3.2 7.7 3.3 1.2 -1.7 1.5 1.3 2.0 2.1 2.1 -0.5 4.6 3.4 -4.2 2.8 -5.7 3.0 -0.2 5.3 4.0 12.2 -12.7 -8.9 -9.5 -4.0 2.1 20.0 2.4 20.0 FEEDCOW 3.9 5.5 -2.8 16.6 20.0 8.5 12.7 -9.8 12.5 10.6 15.6 1.4 17.1 9.6 11.4 -0.4 8.7 4.9 8.1 14.9 19.4 10.5 20.0 10.5 -20.0 6.6 20.0 6.5 9.1 14.1 6.9 20.0 -19.9 15.7 -6.2 -6.3 20.0 20.0 16.8 20.0 GASOIL -1.5 20.0 20.0 13.5 5.7 14.3 5.4 9.8 7.9 6.9 7.1 6.3 6.5 7.2 7.3 20.0 20.0 20.0 20.0 15.0 14.6 7.6 9.7 10.3 -2.8 15.8 5.8 17.7 5.2 13.3 8.7 20.0 0.6 2.4 8.6 12.6 -1.0 9.5 -8.1 -2.0 GASOLINE 3.4 19.1 20.0 19.4 8.2 20.0 7.8 14.1 11.3 9.9 10.2 10.1 8.2 10.7 10.7 20.0 -18.5 -3.6 -20.0 20.0 18.6 17.9 11.9 17.9 -9.1 20.0 12.9 20.0 12.8 13.1 14.8 -20.0 13.4 7.0 10.5 5.5 7.5 20.0 -3.3 7.8 GAS_US_mini -8.3 -12.4 -8.1 20.0 11.1 20.0 10.6 19.1 15.3 -12.1 -11.9 -13.4 -12.0 -14.2 -13.5 -20.0 -10.1 -8.4 -2.0 -10.4 -9.6 -8.2 -8.8 -9.6 20.0 -11.5 -10.2 -11.4 -9.6 -9.8 -10.3 -20.0 -20.0 -19.9 -20.0 -20.0 17.5 2.4 15.4 -2.3 GBP 16.0 -0.4 -2.8 4.7 -0.1 4.4 7.4 6.1 8.8 3.1 0.6 15.4 11.6 14.4 -3.1 1.0 0.2 0.7 0.5 4.1 1.8 7.8 4.5 8.8 -2.1 6.5 3.6 6.9 7.3 10.6 8.8 6.4 0.5 -0.7 5.7 -0.8 -18.5 -7.0 -10.2 -7.2 GOLD_micro 2.0 -20.0 -9.5 0.2 -7.5 3.1 -3.4 7.5 -0.5 -6.7 2.3 -2.7 4.8 -2.5 -2.8 -5.6 -8.1 -5.6 -6.4 -2.1 3.7 -5.0 9.5 -3.6 -20.0 0.5 -7.8 8.2 -4.5 16.2 -2.5 -4.7 -3.0 -0.8 -6.8 11.5 20.0 9.7 -6.1 -20.0 HEATOIL -10.4 20.0 20.0 14.2 6.0 15.1 5.7 10.3 8.3 7.2 7.6 6.8 6.7 7.8 7.9 20.0 20.0 20.0 20.0 16.4 17.0 7.7 11.7 10.4 -8.4 14.8 5.3 16.3 5.1 12.0 8.2 20.0 1.4 -0.2 10.4 9.8 -1.6 3.2 -14.2 -10.1 JGB-SGX-mini -2.8 -8.6 5.1 -1.5 -5.2 -2.1 -1.5 -2.0 -0.2 -6.1 -7.4 -5.2 -7.7 -6.5 -6.5 -0.4 8.8 2.2 5.0 -7.5 -9.1 -5.1 -10.5 -5.9 3.2 -7.7 -6.7 -10.4 -4.9 -12.3 -5.6 5.2 -0.3 -11.4 -6.6 -9.7 1.8 -20.0 0.6 -20.0 JPY 2.0 -4.2 -8.3 4.1 -0.0 3.8 6.4 5.3 7.6 -12.8 -17.5 -11.4 -17.4 -14.4 -16.2 -9.2 -9.9 -9.0 -9.1 -11.4 -16.9 -4.6 -20.0 -6.8 20.0 -9.7 -5.5 -14.2 -5.5 -17.9 -6.6 -10.3 -4.8 -20.0 -9.6 -14.1 -8.2 -11.6 -1.1 -13.0 LEANHOG -10.4 -20.0 -4.6 20.0 20.0 11.6 17.4 -13.4 17.1 -6.8 2.3 -16.3 15.6 -20.0 -18.6 -20.0 -20.0 -20.0 -20.0 -17.4 -4.6 -12.9 7.9 -19.8 -8.6 -20.0 -12.8 -15.1 -19.2 1.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 2.3 -16.1 8.5 LIVECOW 8.7 16.2 2.4 18.0 20.0 9.2 13.7 -10.6 13.5 13.2 17.2 9.6 17.8 15.0 16.0 16.2 8.1 11.4 8.1 20.0 20.0 19.0 20.0 20.0 -20.0 14.7 20.0 9.5 15.9 11.7 15.6 20.0 -5.8 20.0 10.7 -0.2 20.0 20.0 20.0 20.0 LUMBER-new -9.7 5.1 3.5 16.1 20.0 8.2 12.3 -9.4 12.1 -11.6 -17.1 -15.1 -17.5 -13.6 -13.7 -20.0 -20.0 -20.0 -20.0 -9.9 -13.4 -12.5 -19.0 -10.9 NaN -5.0 -20.0 -9.0 -11.7 -13.8 -6.8 -20.0 -20.0 -15.3 -14.0 -14.8 6.5 20.0 7.8 20.0 MXP 18.5 -1.4 -5.9 4.7 -0.1 4.4 7.3 6.1 8.7 -7.9 15.8 14.5 19.2 15.4 13.0 8.2 11.3 8.8 9.9 12.1 15.9 5.6 20.0 11.9 -20.0 10.3 -2.0 18.3 3.2 20.0 8.4 20.0 -4.4 3.4 0.1 12.3 9.0 6.3 20.0 9.9 NASDAQ_micro 20.0 11.5 -19.2 9.3 0.1 6.1 9.7 6.9 13.7 8.2 4.5 12.6 10.5 12.6 8.3 -6.7 -8.0 -7.0 -7.4 15.2 6.0 20.0 7.1 20.0 -19.4 8.5 10.3 2.0 18.8 3.8 18.0 -4.2 20.0 17.7 9.2 -10.4 3.5 -20.0 6.1 -20.0 NIKKEI 20.0 0.9 -5.7 6.0 0.1 4.0 6.3 4.4 8.8 1.8 6.8 7.7 7.7 7.3 6.0 0.2 5.8 2.2 4.0 9.1 8.5 9.8 10.0 11.8 -11.6 6.9 1.7 8.3 6.8 11.2 8.2 17.6 3.6 -0.3 -0.5 8.3 -19.2 -4.4 -15.6 -2.3 NZD 14.2 -7.0 4.0 2.8 -0.0 2.7 4.4 3.7 5.3 2.2 0.5 9.2 -0.8 3.1 -2.8 -2.8 -3.4 -3.1 -3.3 -0.1 -0.7 3.5 -1.1 2.7 11.8 0.1 1.3 -0.6 3.3 -1.6 2.7 0.0 1.4 -1.8 -3.1 -1.2 -12.7 20.0 -0.7 20.0 OAT 8.2 -11.3 -0.8 -1.8 -6.3 -2.5 -1.8 -2.4 -0.3 -7.5 -3.0 1.5 -1.6 -3.3 -4.1 9.7 12.2 11.1 12.2 -3.1 -2.6 -1.8 -1.6 -1.7 -1.6 -0.4 -5.3 -0.3 -0.7 0.2 1.0 14.6 2.4 5.1 -2.2 5.0 1.4 13.2 3.7 16.8 OATIES -11.4 3.5 20.0 10.8 13.8 5.5 8.2 -6.3 8.1 5.5 3.1 -0.5 -2.6 -1.4 3.3 -16.5 -10.6 -11.1 -11.2 3.9 3.8 2.1 -0.9 0.5 0.4 4.6 8.8 4.4 2.0 -1.3 0.6 -11.7 -4.4 -7.3 2.3 5.4 3.1 -10.0 4.7 -11.1 OJ -8.0 -1.2 4.8 6.1 7.9 3.1 4.7 -3.6 4.6 -2.5 -3.6 -5.2 -6.0 -3.0 -3.5 -2.0 1.7 -0.3 0.2 -2.9 -3.2 -6.4 -5.6 -5.0 -20.0 -2.9 -1.9 -2.4 -5.5 -3.6 -4.7 8.9 -15.8 -5.6 -9.9 -7.1 -7.4 -9.0 -10.2 -7.8 PALLAD 8.3 -16.1 -10.1 0.3 -9.6 4.0 -4.3 9.6 -0.7 -8.1 -2.2 -4.1 1.8 -3.1 -6.2 -3.8 -3.2 -3.5 -3.3 -5.4 -2.1 -5.3 3.6 -4.1 14.2 -3.9 -8.2 -1.5 -5.4 4.9 -3.0 2.1 -3.0 -0.2 -5.0 -10.3 20.0 10.5 14.8 -4.4 PLAT 6.5 -10.3 -1.5 0.2 -8.1 3.4 -3.7 8.1 -0.6 -7.3 -0.4 -2.4 2.8 -1.9 -4.8 -2.5 -3.1 -2.4 -2.6 -2.1 1.9 -4.8 7.1 -2.4 -1.8 -0.9 -9.2 3.5 -5.2 10.4 -2.0 2.8 -2.3 -0.6 -1.4 -4.7 20.0 15.4 18.5 -0.4 REDWHEAT 2.0 8.2 20.0 15.5 19.9 7.9 11.8 -9.1 11.6 15.2 14.0 16.1 -3.7 16.0 16.0 -11.7 -15.2 -13.1 -14.1 16.3 12.5 20.0 3.7 19.0 7.0 18.4 20.0 15.7 20.0 7.5 19.4 -17.9 20.0 20.0 17.0 20.0 -18.0 -20.0 -20.0 -20.0 RICE -9.8 2.2 14.7 10.6 13.6 5.4 8.1 -6.2 7.9 -9.8 -5.8 -7.4 -10.0 -3.3 0.4 -20.0 -18.8 -20.0 -20.0 -3.1 -5.7 -8.1 -14.3 -5.1 3.5 -0.4 -14.7 -2.3 -7.6 -11.1 -3.3 -20.0 -8.0 -9.1 -7.0 0.9 -20.0 -16.1 -20.0 -13.6 ROBUSTA 3.3 -6.3 -14.7 10.0 12.8 5.1 7.6 -5.8 7.5 7.5 -8.0 6.4 -5.5 -2.4 -8.4 20.0 16.4 19.4 17.6 -6.9 -9.5 6.7 -7.4 -0.0 -20.0 -3.0 7.0 -6.0 7.0 -4.9 2.7 20.0 8.6 6.5 -13.5 -16.8 4.5 0.2 5.4 9.9 RUSSELL 20.0 5.8 -7.4 11.3 0.1 7.4 11.8 8.3 16.6 4.0 9.9 14.1 13.6 14.4 10.3 -4.1 -4.9 -4.3 -4.5 16.3 10.7 18.9 11.3 20.0 7.2 11.5 0.9 7.2 14.0 8.5 18.2 1.0 8.6 1.8 1.7 -0.0 -3.6 -20.0 -2.6 -20.0 SHATZ 19.9 -11.6 -1.8 -1.5 -5.2 -2.1 -1.5 -2.0 -0.2 -6.5 -5.5 0.2 -6.1 -3.8 -4.4 2.0 -7.8 0.7 -2.4 -6.1 -6.7 -3.0 -5.1 -3.1 6.3 -5.6 -6.2 -8.1 -1.7 -7.2 -1.4 -15.7 0.3 5.5 -9.3 -7.4 4.5 11.7 6.2 17.4 SILVER-mini 4.9 -9.8 -8.0 0.2 -7.3 3.0 -3.3 7.3 -0.5 -6.4 -0.1 -1.9 2.0 -2.7 -4.9 -2.5 -4.8 -2.6 -3.5 -1.3 3.0 -3.0 7.3 -1.7 -9.2 0.5 -5.9 6.8 -3.0 14.0 -1.2 0.4 0.8 -1.5 -1.3 3.5 18.1 12.1 10.7 4.4 SMI 20.0 -7.4 -9.3 7.0 0.1 4.6 7.3 5.1 10.2 -3.2 3.4 5.3 6.6 3.8 0.8 0.7 6.1 4.2 5.9 2.9 3.4 3.5 5.7 4.9 4.9 5.5 0.2 6.9 3.8 8.7 6.2 19.7 -5.0 -7.5 -9.3 -0.2 2.3 20.0 3.9 20.0 SOFR 1.5 -10.0 -4.0 -3.4 -12.2 -5.0 -3.6 -4.7 -0.5 -16.0 -9.1 -9.7 10.1 -11.2 -11.1 4.2 6.0 5.1 5.9 -5.8 -3.4 -8.6 1.1 -6.4 -20.0 -3.6 -15.6 0.0 -9.8 4.2 -6.1 3.6 -9.8 -11.2 -2.0 6.0 -8.5 -8.4 -9.0 -17.7 SOYBEAN -1.5 -0.7 16.3 19.2 20.0 9.7 14.6 -11.2 14.4 17.8 19.3 14.8 17.0 16.9 20.0 -2.6 -2.8 -0.5 -1.3 15.8 17.2 9.8 11.3 11.0 -6.8 15.0 15.0 19.0 10.2 15.1 9.7 3.7 12.9 6.4 -5.1 13.3 2.8 -8.0 4.4 -5.1 SOYMEAL 2.2 1.7 9.0 11.6 14.8 5.9 8.8 -6.8 8.7 3.6 0.6 1.1 -4.2 -0.2 6.0 20.0 -6.7 8.2 -0.3 2.7 2.3 2.4 -1.0 1.8 -12.4 3.8 9.0 5.8 2.3 3.7 1.6 -0.0 -8.5 3.5 -11.9 -2.8 -10.8 -13.9 -18.3 -12.1 SOYOIL -4.3 -0.3 20.0 15.1 19.3 7.7 11.5 -8.8 11.3 15.7 16.7 15.9 15.5 16.3 17.4 20.0 -0.2 12.4 4.4 20.0 20.0 20.0 20.0 20.0 -17.0 20.0 16.6 20.0 16.6 20.0 17.4 9.9 20.0 11.5 20.0 20.0 -0.8 -20.0 -1.1 -20.0 SP400 20.0 1.3 -1.8 10.3 0.1 6.8 10.7 7.5 15.1 -1.4 9.4 10.7 12.1 11.5 9.0 -4.9 -6.0 -5.4 -5.7 11.7 8.7 10.7 8.6 16.1 4.2 7.6 -2.8 5.1 7.4 4.8 11.3 -1.0 -0.5 -7.0 -7.7 0.6 -3.6 -20.0 -3.5 -20.0 SP500_micro 20.0 4.7 -20.0 10.2 0.1 6.7 10.6 7.5 14.9 8.8 6.9 13.9 13.0 13.5 9.5 -6.9 -8.8 -7.5 -8.0 12.9 5.3 20.0 8.1 20.0 -13.1 5.2 7.0 -0.5 15.3 2.4 15.0 -5.4 16.3 9.7 -3.0 -15.8 5.3 -20.0 5.8 -20.0 SUGAR11 -20.0 6.1 13.1 9.9 12.7 5.0 7.5 -5.8 7.4 9.2 -6.5 -5.7 -9.7 -7.3 -5.4 -8.4 7.9 -1.1 4.2 -4.5 -3.7 -1.3 -7.2 -6.6 -17.3 -2.3 7.9 -0.7 -0.4 -4.2 -5.3 18.2 -1.9 -20.0 -7.0 -6.1 -5.4 -20.0 -4.8 -12.7 US10 5.4 -10.2 -7.2 -2.5 -8.8 -3.6 -2.6 -3.4 -0.4 -11.4 -5.5 -3.7 4.2 -5.5 -6.6 3.3 1.8 3.0 2.7 -4.9 -4.2 -4.0 -1.3 -3.3 -7.4 -3.9 -8.2 -2.5 -4.4 1.0 -3.0 -2.8 -3.6 -3.9 -2.8 -1.9 -2.3 -20.0 -4.7 -20.0 US10U 3.9 -10.1 -6.1 -3.6 -12.9 -5.2 -3.8 -4.9 -0.5 -16.8 -7.0 -8.4 5.7 -8.3 -9.4 3.8 1.6 3.4 2.8 -6.8 -5.1 -6.2 -1.3 -5.2 -12.4 -6.3 -12.1 -2.8 -7.2 3.1 -5.5 -3.1 -5.5 -8.1 -4.2 -1.7 -1.6 -3.5 -8.1 -20.0 US2 7.5 -13.0 -11.1 -2.3 -8.3 -3.4 -2.5 -3.2 -0.4 -9.1 -7.4 -3.1 -4.9 -4.7 -6.0 -3.2 -10.7 -5.5 -7.6 -9.1 -9.6 -3.9 -6.4 -5.0 7.8 -7.9 -6.6 -8.5 -3.5 -5.0 -4.0 -20.0 -2.4 -2.4 -9.2 -12.1 0.3 -20.0 0.5 -16.0 US20 3.6 -9.8 -3.4 -2.5 -8.9 -3.6 -2.6 -3.4 -0.4 -11.2 -4.7 -5.5 1.3 -5.6 -6.3 4.5 4.2 4.7 4.6 -4.1 -3.1 -3.5 -1.4 -3.0 -7.2 -5.2 -7.2 -2.6 -4.3 1.0 -4.2 0.8 -2.9 -6.6 -4.6 -0.2 2.9 12.5 1.2 -7.0 US30 1.1 -7.8 -1.3 -3.5 -12.6 -5.1 -3.7 -4.8 -0.5 -14.6 -10.9 -8.6 -5.7 -11.0 -11.2 2.7 0.4 2.3 1.7 -6.0 -5.0 -5.3 -4.4 -5.1 -5.2 -8.7 -11.1 -5.0 -7.9 -1.1 -7.9 -5.1 -3.2 -13.6 -2.1 0.2 1.0 9.8 -0.8 -6.0 US5 6.1 -11.2 -8.7 -2.5 -8.9 -3.6 -2.6 -3.4 -0.4 -10.7 -5.8 -3.6 3.4 -5.3 -6.4 1.0 -1.0 0.6 0.1 -6.3 -5.8 -4.2 -2.6 -4.0 -5.6 -4.9 -7.8 -4.0 -4.2 -0.4 -3.3 -7.5 -3.8 -3.3 -4.9 -4.3 -0.3 -20.0 -1.9 -18.2 VIX -16.7 5.0 17.1 6.4 -1.0 7.8 -3.4 3.4 -1.4 4.0 1.8 -13.6 -6.8 -4.6 1.4 -14.5 -20.0 -12.2 -18.5 2.2 4.6 -4.7 1.1 -4.6 NaN 6.8 -0.9 8.5 -3.1 3.8 -1.3 NaN NaN NaN NaN NaN -9.3 -20.0 NaN NaN WHEAT -3.3 5.0 20.0 14.7 18.8 7.5 11.2 -8.6 11.0 15.3 10.7 13.7 -5.7 11.7 13.0 -13.6 -17.1 -14.5 -15.6 10.6 8.3 20.0 1.2 12.9 8.5 12.9 20.0 12.4 20.0 6.3 13.3 -20.0 20.0 9.9 4.8 17.7 -19.8 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3