******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260429_203930 produced at 2026-04-29 21:36:39.754054 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.12 0.0 0.00 0.00 0.00 0.00 -20.68 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.58 0.0 0.00 0.00 0.00 0.00 -16.80 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -2.60 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.15 0.0 0.24 -0.24 -0.14 -0.14 -8.13 13.0 -8 -8 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.11 0.0 0.88 -0.88 -0.14 -0.14 -1.66 13.0 -2 -2 caleb_strategy_v3 US5 False False 0.05 -0.18 -0.09 0.0 1.15 -1.15 -0.18 -0.23 -2.00 25.0 -4 -5 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.08 0.0 0.57 -0.57 -0.10 -0.10 -2.48 17.0 -3 -3 caleb_strategy_v3 VIX False False 0.01 -0.04 -0.07 0.0 999.00 -999.00 -0.04 -0.04 -7.69 999999999.0 -4 -4 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.80 -0.80 -0.05 -0.05 -1.22 17.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -20.08 59.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.62 -0.62 -0.05 -0.05 -1.14 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 -4.53 4.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.04 0.0 0.87 -0.87 0.00 0.00 -0.64 14.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.13 3.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.52 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.03 0.0 0.58 -0.58 -0.06 -0.12 -0.49 10.0 -1 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.03 0.0 1.09 -1.09 -0.04 -0.04 -1.39 56.0 -2 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.03 0.0 0.08 -0.08 -0.01 -0.01 -8.82 26.0 -2 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.33 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.29 -0.29 -0.15 -0.20 -0.42 6.0 -3 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.13 -0.13 -0.02 -0.01 -2.28 18.0 -3 -2 caleb_strategy_v3 DOW False False 0.01 -0.05 -0.02 0.0 0.69 -0.69 -0.05 -0.05 -2.28 66.0 -5 -5 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.38 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.92 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.01 0.0 0.38 -0.38 -0.01 -0.01 -0.54 26.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.02 0.00 0.0 0.54 -0.54 -0.02 0.00 0.17 23.0 -1 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.22 -0.22 -0.05 -0.05 -0.08 4.0 -1 -1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.12 10.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.62 -0.62 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.04 -0.00 0.0 0.69 -0.69 -0.04 -0.05 -0.26 58.0 -3 -4 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.00 0.0 0.73 -0.73 -0.02 -0.02 -0.09 48.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.44 2.0 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 SILVER-mini False False 0.08 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.00 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.02 6.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.24 999999999.0 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 WHEAT False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.38 9.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.09 -1.09 0.00 0.00 0.12 19.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.02 0.00 0.01 0.0 0.12 -0.12 0.00 0.02 0.60 8.0 0 1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.19 -0.19 0.00 0.00 0.80 10.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.15 0.02 0.0 0.31 -0.31 0.15 0.31 0.10 2.0 1 2 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.26 11.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.02 0.0 0.17 -0.17 0.05 0.05 0.88 7.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.04 0.02 0.0 0.79 -0.79 0.04 0.14 0.57 22.0 1 4 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.57 -0.57 0.06 0.06 0.59 20.0 2 2 caleb_strategy_v3 NZD False False 0.02 0.02 0.03 0.0 0.52 -0.52 0.02 0.02 1.02 21.0 1 1 caleb_strategy_v3 HEATOIL False False 0.07 0.00 0.03 0.0 0.20 -0.20 0.00 0.07 0.50 3.0 0 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.03 0.0 0.91 -0.91 0.00 0.00 0.83 29.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 6.08 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 1.05 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.01 0.04 0.0 0.24 -0.24 0.01 0.01 8.34 51.0 2 3 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.20 -0.20 0.00 0.00 0.75 4.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.12 0.04 0.0 999.00 -999.00 0.12 0.12 0.71 999999999.0 2 2 caleb_strategy_v3 OAT False False 0.06 0.18 0.04 0.0 0.59 -0.59 0.18 0.18 0.67 10.0 3 3 caleb_strategy_v3 NIKKEI False False 0.02 0.03 0.04 0.0 0.57 -0.57 0.03 0.02 2.77 36.0 2 1 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.76 9.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.05 0.0 0.13 -0.13 0.00 0.00 4.61 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.64 -0.64 0.16 0.16 0.97 8.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.19 0.09 0.0 999.00 -999.00 0.19 0.13 1.42 999999999.0 3 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.12 0.0 1.21 -1.21 0.00 0.00 1.01 10.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.09 0.12 0.0 0.58 -0.58 0.09 0.03 4.01 19.0 3 1 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.13 0.0 0.72 -0.72 0.04 0.09 3.01 17.0 1 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.16 0.0 0.17 -0.17 0.10 0.10 4.71 5.0 3 3 caleb_strategy_v3 MXP False False 0.01 0.36 0.34 0.0 0.73 -0.73 0.36 0.36 28.30 60.0 30 30 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.9 Shocked risk 31.1 Sum abs risk 46.2 Leverage 5.63 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2345035.69, 'annual_cash_vol_target': 586258.9225, 'daily_cash_vol_target': 36641.18265625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.7102 0.6133 9.8130 BITCOIN 1473.8591 75790.0000 1.9447 31.1146 BOBL 0.2754 114.9100 0.2397 3.8350 BTP 0.6702 116.1300 0.5771 9.2344 BUND 0.4812 124.5300 0.3864 6.1821 BUXL 0.9081 107.7400 0.8429 13.4858 CAC 82.3779 7963.5000 1.0344 16.5511 CAD 0.0025 0.7322 0.3387 5.4186 CANOLA 8.1981 765.6000 1.0708 17.1329 CHF 0.0055 1.2690 0.4351 6.9609 COCOA 105.0331 3405.0000 3.0847 49.3547 COFFEE 5.0928 290.7000 1.7519 28.0307 COPPER 0.0791 5.9285 1.3348 21.3576 CORN 4.2197 497.7500 0.8478 13.5640 COTTON2 0.9398 79.1100 1.1880 19.0080 CRUDE_W 1.3030 79.5300 1.6384 26.2144 DAX 251.7346 23958.0000 1.0507 16.8117 DOW 354.9059 48971.0000 0.7247 11.5956 DX 0.3870 98.8300 0.3916 6.2658 EUR 0.0048 1.1693 0.4145 6.6323 EURIBOR-ICE 0.0558 97.2100 0.0574 0.9188 EUROSTX 63.6668 5742.0000 1.1088 17.7407 FEEDCOW 2.8673 372.3750 0.7700 12.3199 GASOIL 33.2283 1156.5000 2.8732 45.9709 GASOLINE 0.0667 3.2603 2.0472 32.7548 GAS_US_mini 0.0993 2.9400 3.3768 54.0285 GBP 0.0062 1.3469 0.4588 7.3405 GOLD_micro 57.5689 4552.0000 1.2647 20.2351 HEATOIL 0.0945 3.7203 2.5393 40.6287 JGB-SGX-mini 0.2742 129.4700 0.2118 3.3881 JPY 0.0000 0.0063 0.5218 8.3490 LEANHOG 1.0449 106.2250 0.9837 15.7393 LIVECOW 1.8025 249.4750 0.7225 11.5601 LUMBER-new 7.0786 583.5000 1.2131 19.4100 MXP 0.0004 0.0568 0.6338 10.1407 NASDAQ_micro 236.2808 27291.0000 0.8658 13.8525 NIKKEI 779.4597 58840.0000 1.3247 21.1954 NZD 0.0040 0.5832 0.6856 10.9702 OAT 0.5586 118.3900 0.4718 7.5492 OATIES 5.8859 349.0000 1.6865 26.9840 OJ 6.2953 184.0000 3.4213 54.7416 PALLAD 38.8000 1469.0000 2.6413 42.2601 PLAT 44.6383 1888.2000 2.3641 37.8251 REDWHEAT 11.6613 714.0000 1.6332 26.1318 RICE 0.1360 10.9200 1.2454 19.9265 ROBUSTA 59.0203 3446.0000 1.7127 27.4035 RUSSELL 27.7532 2738.0000 1.0136 16.2181 SHATZ 0.1145 105.5450 0.1085 1.7364 SILVER-mini 2.0885 72.2375 2.8911 46.2583 SMI 114.6403 12970.0000 0.8839 14.1422 SOFR 0.0510 96.3600 0.0529 0.8465 SOYBEAN 8.4904 1171.7500 0.7246 11.5935 SOYMEAL 4.1092 318.6000 1.2898 20.6365 SOYOIL 0.9043 72.4800 1.2476 19.9619 SP400 31.9724 3585.1000 0.8918 14.2690 SP500_micro 50.0115 7157.5000 0.6987 11.1797 SUGAR11 0.2624 15.1300 1.7340 27.7446 US10 0.3434 110.4219 0.3110 4.9763 US10U 0.4398 112.6719 0.3904 6.2461 US2 0.0949 103.4844 0.0917 1.4669 US20 0.6654 112.6562 0.5907 9.4506 US30 0.8685 115.0000 0.7552 12.0833 US5 0.2291 107.6953 0.2127 3.4035 VIX 0.6166 21.9500 2.8092 44.9468 WHEAT 9.9810 686.7500 1.4534 23.2539 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 710.20 0.61 435.58 1.00 435.58 36641.18 84.12 18.36 154.47 BITCOIN 75.79 1.94 147.39 1.00 147.39 36641.18 248.61 -7.45 -185.19 BOBL 1149.10 0.24 275.42 1.17 322.41 36641.18 113.65 1.01 11.45 BTP 1161.30 0.58 670.24 1.17 784.59 36641.18 46.70 -3.06 -14.31 BUND 1245.30 0.39 481.16 1.17 563.25 36641.18 65.05 0.53 3.43 BUXL 1077.40 0.84 908.10 1.17 1063.02 36641.18 34.47 -2.36 -8.14 CAC 796.35 1.03 823.78 1.17 964.32 36641.18 38.00 8.09 30.74 CAD 732.15 0.34 247.95 1.00 247.95 36641.18 147.78 2.16 31.95 CANOLA 153.12 1.07 163.96 0.73 120.23 36641.18 304.75 11.23 342.14 CHF 1586.19 0.44 690.08 1.00 690.08 36641.18 53.10 -12.06 -64.03 COCOA 340.50 3.08 1050.33 1.00 1050.33 36641.18 34.89 -6.37 -22.23 COFFEE 1090.12 1.75 1909.81 1.00 1909.81 36641.18 19.19 0.96 1.83 COPPER 1482.12 1.33 1978.41 1.00 1978.41 36641.18 18.52 7.05 13.05 CORN 248.88 0.85 210.98 1.00 210.98 36641.18 173.67 10.90 189.21 COTTON2 395.55 1.19 469.91 1.00 469.91 36641.18 77.97 6.66 51.90 CRUDE_W 795.30 1.64 1303.02 1.00 1303.02 36641.18 28.12 15.43 43.40 DAX 239.58 1.05 251.73 1.17 294.68 36641.18 124.34 -0.61 -7.53 DOW 244.86 0.72 177.45 1.00 177.45 36641.18 206.48 -4.74 -97.95 DX 988.30 0.39 387.03 1.00 387.03 36641.18 94.67 0.99 9.38 EUR 1461.69 0.41 605.90 1.00 605.90 36641.18 60.47 -4.07 -24.62 EURIBOR-ICE 2430.25 0.06 139.56 1.17 163.37 36641.18 224.29 1.32 29.53 EUROSTX 574.20 1.11 636.67 1.17 745.28 36641.18 49.16 3.52 17.30 FEEDCOW 1861.88 0.77 1433.63 1.00 1433.63 36641.18 25.56 11.40 29.15 GASOIL 1156.50 2.87 3322.83 1.00 3322.83 36641.18 11.03 15.73 17.35 GASOLINE 1369.33 2.05 2803.25 1.00 2803.25 36641.18 13.07 12.59 16.45 GAS_US_mini 73.50 3.38 248.19 1.00 248.19 36641.18 147.63 -5.51 -81.33 GBP 841.81 0.46 386.21 1.00 386.21 36641.18 94.87 2.29 21.76 GOLD_micro 455.20 1.26 575.69 1.00 575.69 36641.18 63.65 -6.39 -40.68 HEATOIL 1562.53 2.54 3967.71 1.00 3967.71 36641.18 9.23 12.48 11.52 JGB-SGX-mini 129470.00 0.21 27416.45 0.01 172.26 36641.18 212.71 -7.28 -154.89 JPY 782.44 0.52 408.28 1.00 408.28 36641.18 89.74 -10.63 -95.42 LEANHOG 424.90 0.98 417.98 1.00 417.98 36641.18 87.66 -15.24 -133.61 LIVECOW 997.90 0.72 720.99 1.00 720.99 36641.18 50.82 17.84 90.65 LUMBER-new 160.46 1.21 194.66 1.00 194.66 36641.18 188.23 -11.19 -210.57 MXP 283.80 0.63 179.87 1.00 179.87 36641.18 203.71 9.45 192.54 NASDAQ_micro 545.82 0.87 472.56 1.00 472.56 36641.18 77.54 0.96 7.41 NIKKEI 58840.00 1.32 77945.97 0.01 489.74 36641.18 74.82 3.41 25.53 NZD 583.20 0.69 399.86 1.00 399.86 36641.18 91.63 4.28 39.24 OAT 1183.90 0.47 558.59 1.17 653.89 36641.18 56.04 3.48 19.47 OATIES 174.50 1.69 294.29 1.00 294.29 36641.18 124.51 -1.44 -17.93 OJ 276.00 3.42 944.29 1.00 944.29 36641.18 38.80 -9.70 -37.64 PALLAD 1469.00 2.64 3880.00 1.00 3880.00 36641.18 9.44 3.73 3.52 PLAT 944.10 2.36 2231.91 1.00 2231.91 36641.18 16.42 2.21 3.64 REDWHEAT 357.00 1.63 583.07 1.00 583.07 36641.18 62.84 7.20 45.23 RICE 218.40 1.25 272.00 1.00 272.00 36641.18 134.71 -13.81 -185.99 ROBUSTA 344.60 1.71 590.20 1.00 590.20 36641.18 62.08 -2.26 -14.03 RUSSELL 136.90 1.01 138.77 1.00 138.77 36641.18 264.05 6.94 183.17 SHATZ 1055.45 0.11 114.54 1.17 134.08 36641.18 273.27 -1.87 -50.99 SILVER-mini 1805.94 2.89 5221.22 1.00 5221.22 36641.18 7.02 0.20 0.14 SMI 1297.00 0.88 1146.40 1.27 1455.65 36641.18 25.17 8.89 22.37 SOFR 2409.00 0.05 127.45 1.00 127.45 36641.18 287.50 -11.82 -339.84 SOYBEAN 585.88 0.72 424.52 1.00 424.52 36641.18 86.31 10.92 94.29 SOYMEAL 318.60 1.29 410.92 1.00 410.92 36641.18 89.17 -4.53 -40.43 SOYOIL 434.88 1.25 542.57 1.00 542.57 36641.18 67.53 12.75 86.09 SP400 3585.10 0.89 3197.24 1.00 3197.24 36641.18 11.46 2.60 2.99 SP500_micro 357.88 0.70 250.06 1.00 250.06 36641.18 146.53 -0.26 -3.82 SUGAR11 169.46 1.73 293.84 1.00 293.84 36641.18 124.70 -7.49 -93.40 US10 1104.22 0.31 343.43 1.00 343.43 36641.18 106.69 -9.04 -96.47 US10U 1126.72 0.39 439.85 1.00 439.85 36641.18 83.30 -10.80 -89.99 US2 2069.69 0.09 189.75 1.00 189.75 36641.18 193.10 -10.63 -205.26 US20 1126.56 0.59 665.42 1.00 665.42 36641.18 55.06 -4.72 -26.01 US30 1150.00 0.76 868.49 1.00 868.49 36641.18 42.19 -7.89 -33.28 US5 1076.95 0.21 229.09 1.00 229.09 36641.18 159.94 -9.86 -157.63 VIX 219.50 2.81 616.61 1.00 616.61 36641.18 59.42 -5.23 -31.10 WHEAT 343.38 1.45 499.05 1.00 499.05 36641.18 73.42 3.89 28.56 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 154.467 0.010 2.5 4.013 BITCOIN -185.194 0.043 2.5 -20.082 BOBL 11.445 0.004 2.5 0.116 BTP -14.310 0.014 2.5 -0.489 BUND 3.427 0.004 2.5 0.035 BUXL -8.136 0.004 2.5 -0.083 CAC 30.745 0.014 2.5 1.050 CAD 31.950 0.010 2.5 0.830 CANOLA 342.141 0.010 2.5 8.336 CHF -64.027 0.010 2.5 -1.664 COCOA -22.229 0.010 2.5 -0.542 COFFEE 1.834 0.005 2.5 0.024 COPPER 13.054 0.043 2.5 1.416 CORN 189.214 0.010 2.5 4.610 COTTON2 51.900 0.010 2.5 1.264 CRUDE_W 43.398 0.043 2.5 4.706 DAX -7.530 0.014 2.5 -0.257 DOW -97.948 0.009 2.5 -2.280 DX 9.384 0.010 2.5 0.244 EUR -24.615 0.010 2.5 -0.640 EURIBOR-ICE 29.528 0.014 2.5 1.009 EUROSTX 17.303 0.014 2.5 0.591 FEEDCOW 29.148 0.013 2.5 0.967 GASOIL 17.349 0.017 2.5 0.753 GASOLINE 16.453 0.017 2.5 0.714 GAS_US_mini -81.331 0.043 2.5 -8.819 GBP 21.757 0.010 2.5 0.565 GOLD_micro -40.678 0.014 2.5 -1.389 HEATOIL 11.525 0.017 2.5 0.500 JGB-SGX-mini -154.891 0.043 2.5 -16.796 JPY -95.424 0.010 2.5 -2.479 LEANHOG -133.608 0.024 2.5 -8.131 LIVECOW 90.651 0.013 2.5 3.008 LUMBER-new -210.569 0.010 2.5 -5.130 MXP 192.541 0.059 2.5 28.300 NASDAQ_micro 7.414 0.009 2.5 0.173 NIKKEI 25.534 0.043 2.5 2.769 NZD 39.241 0.010 2.5 1.020 OAT 19.475 0.014 2.5 0.665 OATIES -17.928 0.010 2.5 -0.437 OJ -37.645 0.010 2.5 -0.917 PALLAD 3.519 0.014 2.5 0.120 PLAT 3.635 0.014 2.5 0.124 REDWHEAT 45.225 0.005 2.5 0.601 RICE -185.986 0.010 2.5 -4.531 ROBUSTA -14.034 0.005 2.5 -0.186 RUSSELL 183.174 0.013 2.5 6.078 SHATZ -50.993 0.004 2.5 -0.518 SILVER-mini 0.140 0.014 2.5 0.005 SMI 22.372 0.014 2.5 0.764 SOFR -339.841 0.024 2.5 -20.683 SOYBEAN 94.286 0.004 2.5 0.878 SOYMEAL -40.430 0.004 2.5 -0.377 SOYOIL 86.088 0.004 2.5 0.803 SP400 2.985 0.013 2.5 0.099 SP500_micro -3.819 0.009 2.5 -0.089 SUGAR11 -93.404 0.010 2.5 -2.276 US10 -96.470 0.005 2.5 -1.224 US10U -89.990 0.005 2.5 -1.142 US2 -205.258 0.005 2.5 -2.605 US20 -26.008 0.005 2.5 -0.330 US30 -33.282 0.005 2.5 -0.422 US5 -157.633 0.005 2.5 -2.000 VIX -31.102 0.099 2.5 -7.688 WHEAT 28.555 0.005 2.5 0.379 ===================== Position diags ===================== AUD 2.19 BITCOIN 26.96 BOBL 1.15 BTP 1.60 BUND 0.66 BUXL 0.35 CAC 1.30 CAD 3.84 CANOLA 7.42 CHF 1.38 COCOA 0.85 COFFEE 0.25 COPPER 2.01 CORN 4.23 COTTON2 1.90 CRUDE_W 3.05 DAX 4.25 DOW 4.81 DX 2.46 EUR 1.57 EURIBOR-ICE 7.66 EUROSTX 1.68 FEEDCOW 0.85 GASOIL 0.48 GASOLINE 0.57 GAS_US_mini 16.01 GBP 2.47 GOLD_micro 2.17 HEATOIL 0.40 JGB-SGX-mini 23.07 JPY 2.33 LEANHOG 5.34 LIVECOW 1.69 LUMBER-new 4.59 MXP 29.94 NASDAQ_micro 1.80 NIKKEI 8.11 NZD 2.38 OAT 1.91 OATIES 3.03 OJ 0.95 PALLAD 0.32 PLAT 0.56 REDWHEAT 0.83 RICE 3.28 ROBUSTA 0.82 RUSSELL 8.76 SHATZ 2.78 SILVER-mini 0.24 SMI 0.86 SOFR 17.50 SOYBEAN 0.80 SOYMEAL 0.83 SOYOIL 0.63 SP400 0.38 SP500_micro 3.41 SUGAR11 3.04 US10 1.35 US10U 1.06 US2 2.45 US20 0.70 US30 0.54 US5 2.03 VIX 14.69 WHEAT 0.98 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.8 4.2 3.0 3 BITCOIN -20.1 -22.8 -17.4 0.0 0 BOBL 0.1 0.0 0.2 0.0 0 BTP -0.5 -0.6 -0.3 -1.0 -1 BUND 0.0 -0.0 0.1 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.1 0.9 1.2 0.0 0 CAD 0.8 0.4 1.2 0.0 0 CANOLA 8.3 7.6 9.1 2.0 2 CHF -1.7 -1.8 -1.5 -2.0 -2 COCOA -0.5 -0.6 -0.5 -1.0 -1 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 1.4 1.2 1.6 3.0 3 CORN 4.6 4.2 5.0 0.0 0 COTTON2 1.3 1.1 1.5 0.0 0 CRUDE_W 4.7 4.4 5.0 3.0 3 DAX -0.3 -0.7 0.2 -3.0 -3 DOW -2.3 -2.8 -1.8 -5.0 -5 DX 0.2 -0.0 0.5 0.0 0 EUR -0.6 -0.8 -0.5 0.0 0 EURIBOR-ICE 1.0 0.2 1.8 0.0 0 EUROSTX 0.6 0.4 0.8 2.0 2 FEEDCOW 1.0 0.9 1.1 2.0 2 GASOIL 0.8 0.7 0.8 0.0 0 GASOLINE 0.7 0.7 0.8 2.0 2 GAS_US_mini -8.8 -10.4 -7.2 -2.0 -2 GBP 0.6 0.3 0.8 1.0 1 GOLD_micro -1.4 -1.6 -1.2 -2.0 -2 HEATOIL 0.5 0.5 0.5 0.0 0 JGB-SGX-mini -16.8 -19.1 -14.5 0.0 0 JPY -2.5 -2.7 -2.2 -3.0 -3 LEANHOG -8.1 -8.7 -7.6 -8.0 -8 LIVECOW 3.0 2.8 3.2 1.0 1 LUMBER-new -5.1 -5.6 -4.7 0.0 0 MXP 28.3 25.3 31.3 30.0 30 NASDAQ_micro 0.2 -0.0 0.4 -1.0 -1 NIKKEI 2.8 2.0 3.6 2.0 2 NZD 1.0 0.8 1.3 1.0 1 OAT 0.7 0.5 0.9 3.0 3 OATIES -0.4 -0.7 -0.1 NaN 0 OJ -0.9 -1.0 -0.8 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.1 0.1 0.2 0.0 0 REDWHEAT 0.6 0.5 0.7 0.0 0 RICE -4.5 -4.9 -4.2 0.0 0 ROBUSTA -0.2 -0.3 -0.1 0.0 0 RUSSELL 6.1 5.2 7.0 0.0 0 SHATZ -0.5 -0.8 -0.2 NaN 0 SILVER-mini 0.0 -0.0 0.0 0.0 0 SMI 0.8 0.7 0.9 0.0 0 SOFR -20.7 -22.4 -18.9 NaN 0 SOYBEAN 0.9 0.8 1.0 2.0 2 SOYMEAL -0.4 -0.5 -0.3 0.0 0 SOYOIL 0.8 0.7 0.9 0.0 0 SP400 0.1 0.1 0.1 1.0 1 SP500_micro -0.1 -0.4 0.3 -1.0 -1 SUGAR11 -2.3 -2.6 -2.0 -3.0 -3 US10 -1.2 -1.4 -1.1 -1.0 -1 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -2.6 -2.8 -2.4 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.4 -0.5 -0.4 -3.0 -3 US5 -2.0 -2.2 -1.8 -4.0 -4 VIX -7.7 -9.2 -6.2 -4.0 -4 WHEAT 0.4 0.3 0.5 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 -0.0 0.3 0.0 -0.1 0.1 0.0 0.2 0.1 -0.1 0.4 0.1 0.6 0.2 0.2 0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.4 0.1 1.6 0.1 -0.1 0.5 0.1 0.6 0.1 0.4 0.1 0.3 0.3 0.6 -0.1 0.7 0.3 0.7 BITCOIN 0.6 0.4 -0.6 -0.0 -0.2 0.2 -0.2 0.7 -0.1 -0.1 -0.5 0.2 -0.6 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.1 -0.5 0.2 -2.2 0.0 -0.1 -0.3 0.1 -0.5 0.1 -0.0 0.5 0.6 0.6 -0.1 -0.4 -0.1 -0.7 -0.7 BOBL 0.4 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.0 0.2 -0.0 -0.1 -0.1 -0.1 -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 -0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 0.1 -0.0 -0.1 0.1 0.2 0.1 0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -2.7 -0.0 -0.1 -0.1 -0.0 0.0 -0.0 0.5 0.1 0.2 -0.1 0.0 0.1 0.5 0.1 0.6 BUND 0.2 -0.3 0.0 -0.0 -0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.0 0.3 0.1 0.1 -0.1 0.1 0.1 0.5 0.2 0.7 BUXL -0.1 -0.1 0.3 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 0.4 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.0 0.3 -0.2 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 0.6 0.1 -0.1 0.2 -0.0 0.2 0.1 0.7 -0.3 -0.3 0.0 0.1 0.0 0.7 -0.1 0.7 CAD 0.5 -0.2 0.0 0.1 -0.1 0.1 0.0 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 -0.0 0.1 0.1 0.1 0.1 -0.4 0.5 0.2 0.1 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 0.1 0.6 0.1 0.2 0.2 0.1 -0.2 0.1 0.1 0.2 0.1 0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.2 0.1 1.2 0.1 0.2 0.3 0.2 0.2 0.1 -1.1 0.5 0.2 0.2 0.6 0.3 0.7 0.4 0.7 CHF 0.4 -0.4 -0.1 0.0 -0.1 0.1 0.0 0.2 0.0 -0.1 -0.2 -0.0 0.3 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 -0.1 0.1 -0.0 -0.4 -0.0 -0.2 0.0 -0.1 0.2 -0.0 -1.1 -0.3 -0.3 -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 0.1 -0.1 0.1 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 0.1 -0.2 0.0 -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 0.2 -0.3 0.2 -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 -0.5 -0.3 -0.3 -0.6 0.5 0.6 0.7 0.7 COPPER 0.6 -0.1 -0.0 -0.0 -0.2 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 0.6 0.3 0.2 0.1 0.7 -0.1 0.4 CORN -0.1 0.2 0.5 0.2 0.2 0.3 0.2 -0.4 0.2 0.2 0.4 0.2 -0.0 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.2 0.1 0.2 1.7 0.2 0.2 0.5 0.2 0.3 0.2 -1.1 0.5 0.2 0.1 0.2 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 -0.0 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 0.0 0.5 0.2 0.1 0.2 -1.1 0.4 0.6 0.6 0.6 -0.4 -0.4 -0.4 -0.3 CRUDE_W 0.0 0.4 0.6 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.3 0.2 0.2 0.1 0.1 0.4 0.2 0.3 0.2 0.2 0.2 0.1 0.3 0.2 0.7 0.2 0.1 0.5 0.1 0.4 0.1 -0.0 -0.2 -0.1 -0.4 -0.5 0.4 0.7 -0.1 0.0 DAX 0.6 -0.1 -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 -0.9 -0.0 -0.1 -0.1 -0.0 0.0 0.0 -0.1 -0.1 -0.3 -0.3 -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 0.2 0.1 -0.9 0.0 -0.0 -0.0 0.0 0.1 0.1 -0.1 0.1 -0.2 -0.4 -0.4 -0.2 -0.7 -0.4 -0.7 DX -0.5 0.1 0.2 0.0 -0.1 0.1 0.0 0.1 0.0 0.1 0.2 -0.1 -0.3 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 -0.0 -0.0 -0.0 -1.9 0.0 0.1 0.0 -0.0 -0.0 -0.0 0.8 0.4 -0.6 0.3 -0.1 0.0 0.4 0.4 0.5 EUR 0.5 0.0 -0.2 0.0 -0.1 0.1 0.0 0.2 0.1 -0.1 -0.1 0.0 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 -0.1 0.0 -0.1 0.2 0.0 -0.3 -0.2 -0.2 -0.0 -0.2 -0.6 -0.7 -0.3 -0.7 EURIBOR-ICE 0.4 -0.4 -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 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.4 -0.0 0.1 -0.1 0.0 0.3 0.4 0.4 0.6 EUROSTX 0.6 -0.1 -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 0.3 -0.1 0.2 0.2 0.2 0.2 -0.3 0.2 0.1 0.4 0.1 0.6 0.1 0.1 -0.0 0.2 0.1 0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.2 0.2 0.1 0.5 0.1 1.1 -0.3 0.4 -0.2 -0.2 0.7 0.7 0.5 0.7 GASOIL -0.1 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 0.0 0.2 0.4 -0.0 0.3 -0.3 -0.1 GASOLINE 0.2 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 -0.0 -0.4 0.2 0.2 0.2 0.3 0.2 -1.3 0.2 0.2 0.5 0.2 0.5 0.2 -1.1 0.4 0.3 0.4 0.2 0.3 0.7 -0.1 0.3 GAS_US_mini -0.3 -0.4 -0.3 0.2 0.2 0.5 0.2 0.7 0.2 -0.1 -0.3 -0.2 -0.5 -0.2 -0.2 -0.4 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.3 -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 0.0 -0.1 0.1 0.0 0.2 0.1 -0.1 0.0 0.1 0.4 0.2 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 -0.3 0.1 -0.1 0.2 0.0 0.4 0.1 0.3 0.0 -0.0 0.2 -0.0 -0.6 -0.2 -0.3 -0.2 GOLD_micro -0.0 -0.6 -0.3 -0.0 -0.1 0.1 -0.1 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 -0.1 0.3 -0.1 -2.7 -0.0 -0.1 0.2 -0.1 0.6 -0.0 -0.3 -0.1 -0.1 -0.2 0.4 0.7 0.3 -0.2 -0.7 HEATOIL -0.4 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 0.1 0.5 0.1 0.5 0.1 1.1 0.0 -0.0 0.3 0.3 -0.1 0.1 -0.5 -0.3 JGB-SGX-mini -0.0 -0.3 0.2 -0.0 -0.1 -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 -0.1 0.1 0.0 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 -0.1 -0.5 -0.1 2.7 -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 -0.6 -0.1 -0.6 -0.3 -0.5 -0.3 -0.4 -0.0 -0.4 LEANHOG -0.3 -0.6 -0.2 0.2 0.2 0.3 0.2 -0.5 0.2 0.1 0.1 -0.1 0.6 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.0 -0.0 0.2 -0.2 -1.1 -0.2 0.1 -0.4 -0.1 0.0 -0.2 -1.1 -0.1 -0.6 -0.6 -0.6 -0.7 0.1 -0.5 0.3 LIVECOW 0.3 0.6 0.1 0.2 0.2 0.3 0.2 -0.4 0.2 0.2 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 -0.0 0.6 0.4 0.0 0.7 0.7 0.7 0.7 LUMBER-new -0.3 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 -0.2 -0.6 -0.1 -1.2 -0.6 -0.7 -0.5 -0.6 0.2 0.8 0.3 0.8 MXP 0.5 -0.0 -0.2 0.0 -0.1 0.1 0.0 0.2 0.1 -0.1 0.4 0.1 0.7 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.5 -0.0 0.7 0.0 1.1 -0.2 0.0 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 0.3 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 0.1 -0.2 0.1 -0.0 0.1 0.0 0.2 0.1 -0.0 0.2 0.1 0.3 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.1 -1.6 0.1 -0.0 0.2 0.1 0.4 0.1 0.9 0.1 -0.0 0.0 0.3 -0.7 -0.1 -0.5 -0.1 NZD 0.5 -0.2 0.1 0.0 -0.1 0.1 0.0 0.1 0.0 -0.1 0.0 0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 1.6 -0.0 -0.1 -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 -0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -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 -0.1 -0.0 -0.0 0.0 -0.0 0.8 0.1 0.2 -0.1 0.2 0.0 0.4 0.1 0.5 OATIES -0.3 0.1 0.6 0.1 0.2 0.2 0.1 -0.2 0.1 0.1 0.1 0.0 -0.1 -0.0 0.0 -0.4 -0.2 -0.2 -0.2 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.0 -0.7 -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 0.1 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.4 -0.2 -0.2 -0.3 -0.3 -0.2 -0.3 -0.3 -0.3 PALLAD 0.2 -0.5 -0.3 -0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 -0.1 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 1.9 -0.0 -0.1 -0.0 -0.1 0.2 -0.0 0.1 0.1 0.0 -0.1 -0.3 0.7 0.4 0.5 -0.1 PLAT 0.1 -0.4 -0.1 -0.0 -0.1 0.1 -0.1 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 -0.1 0.2 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 0.4 -0.0 0.1 -0.1 -0.0 -0.1 -0.2 0.7 0.5 0.6 -0.0 REDWHEAT 0.2 0.3 0.6 0.2 0.2 0.2 0.2 -0.3 0.2 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 0.5 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 -0.4 0.0 0.5 0.1 0.2 0.2 0.1 -0.2 0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -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 -0.1 -1.1 -0.3 -0.4 -0.3 -0.0 -0.7 -0.5 -0.7 -0.5 ROBUSTA 0.2 -0.2 -0.5 0.1 0.1 0.2 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 0.0 -0.2 0.1 -0.2 0.0 1.1 0.1 0.2 -0.5 -0.5 0.2 0.0 0.2 0.3 RUSSELL 0.6 0.2 -0.3 0.1 -0.0 0.2 0.1 0.3 0.2 -0.1 0.3 0.1 0.5 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.3 0.2 1.0 0.1 -0.1 0.2 0.1 0.3 0.2 0.1 0.1 0.1 0.0 -0.0 -0.1 -0.7 -0.1 -0.7 SHATZ 0.6 -0.3 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.2 -0.0 -0.1 0.0 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.8 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 -0.8 -0.1 0.2 -0.3 -0.2 0.1 0.4 0.2 0.6 SILVER-mini 0.1 -0.4 -0.3 -0.0 -0.1 0.1 -0.1 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 -0.1 0.2 -0.0 -1.2 -0.0 -0.1 0.2 -0.1 0.5 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.6 0.4 0.4 0.2 SMI 0.6 -0.2 -0.3 0.1 -0.0 0.1 0.1 0.2 0.1 -0.1 0.1 0.0 0.2 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.0 0.0 0.1 0.0 0.7 0.1 -0.0 0.2 0.0 0.3 0.1 1.0 -0.1 -0.3 -0.3 -0.0 0.1 0.7 0.1 0.7 SOFR -0.0 -0.3 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.0 -0.2 -0.3 -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 -0.1 -0.2 -0.0 -0.2 0.1 -0.1 0.2 -0.2 -0.3 -0.1 0.2 -0.3 -0.3 -0.3 -0.6 SOYBEAN -0.0 0.2 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 0.2 0.5 0.1 0.6 0.1 0.2 0.3 0.2 -0.2 0.5 0.1 -0.3 0.2 -0.2 SOYMEAL 0.1 0.1 0.3 0.1 0.2 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 0.0 0.2 0.0 0.1 0.0 -0.0 -0.3 0.1 -0.4 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL -0.2 0.4 0.6 0.2 0.2 0.2 0.2 -0.3 0.2 0.1 0.5 0.2 0.6 0.2 0.2 0.4 0.0 0.3 0.1 0.2 0.2 0.2 0.5 0.2 -2.3 0.2 0.2 0.5 0.2 0.7 0.2 0.5 0.5 0.6 0.6 0.6 -0.0 -0.7 -0.0 -0.7 SP400 0.6 0.1 -0.1 0.1 -0.0 0.2 0.1 0.3 0.1 -0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 0.6 0.1 -0.1 0.1 0.0 0.2 0.1 -0.1 -0.0 -0.3 -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 0.1 0.0 0.2 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.1 -0.2 0.2 0.1 0.2 0.2 0.2 -1.8 0.1 0.0 -0.0 0.1 0.1 0.2 -0.3 0.3 0.4 -0.1 -0.5 0.2 -0.7 0.2 -0.7 SUGAR11 -0.6 0.2 0.5 0.1 0.1 0.1 0.1 -0.2 0.1 0.1 -0.2 -0.0 -0.4 -0.1 -0.1 -0.2 0.2 -0.0 0.1 -0.0 -0.0 0.0 -0.2 -0.0 -2.3 -0.0 0.1 -0.0 0.1 -0.1 -0.0 0.9 0.3 -0.6 -0.2 -0.2 -0.2 -0.7 -0.2 -0.4 US10 0.1 -0.3 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -1.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.7 -0.1 -0.7 US10U 0.1 -0.3 -0.2 -0.0 -0.2 -0.1 -0.1 -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 -0.2 -0.1 -0.1 0.1 -0.1 -0.2 -0.1 -0.2 -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 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 1.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -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 -0.1 -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 -0.1 -0.0 -0.0 -1.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.0 -0.2 -0.2 -0.0 0.1 0.4 0.0 -0.2 US30 0.0 -0.2 -0.0 -0.0 -0.2 -0.1 -0.1 -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 -0.1 -0.1 -0.1 -0.7 -0.1 -0.2 -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 0.1 -0.4 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.8 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.4 -0.1 -0.1 -0.2 -0.1 -0.0 -0.7 -0.1 -0.6 VIX -0.9 0.2 0.9 0.1 -0.0 0.3 -0.1 0.2 -0.0 -0.0 0.1 -0.2 -0.4 -0.1 0.0 -0.5 -0.6 -0.4 -0.6 0.0 0.1 -0.1 0.1 -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 -0.0 0.2 0.6 0.2 0.2 0.2 0.2 -0.3 0.1 0.1 0.3 0.2 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.2 0.0 0.2 1.1 0.2 0.2 0.4 0.2 0.2 0.2 -1.1 0.5 0.5 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 15.5 -1.3 10.6 3.3 -10.1 3.5 0.7 5.0 5.0 -6.2 15.3 13.5 15.4 14.3 15.0 2.1 0.3 1.6 1.1 12.8 15.4 5.9 14.7 11.3 12.1 13.7 -7.2 17.6 4.6 16.4 10.5 6.9 5.4 9.7 9.4 20.0 -3.5 20.0 8.9 20.0 BITCOIN 20.0 12.2 -20.0 -1.2 -20.0 9.2 -18.6 20.0 -6.1 -14.3 -20.0 16.1 -17.2 18.0 -12.1 -3.8 -5.3 -3.8 -4.2 -5.3 -20.0 10.1 -20.0 15.1 -16.2 3.7 -9.1 -10.5 6.4 -13.2 11.5 -0.5 20.0 20.0 20.0 -1.8 -12.0 -1.8 -20.0 -20.0 BOBL 11.0 -10.8 -1.9 -2.1 -10.6 -2.6 -4.7 -2.4 -1.7 -8.3 -6.5 -2.9 -5.3 -6.2 -6.3 20.0 2.1 10.8 4.7 -5.9 -5.8 -6.0 -4.4 -4.5 1.5 -3.4 -12.3 -4.8 -5.0 -4.6 -1.8 -1.5 0.0 3.8 -4.0 0.0 3.7 15.5 6.7 20.0 BTP 12.1 -11.1 -14.3 -2.7 -13.2 -3.2 -5.9 -2.9 -2.1 -10.3 -3.5 -1.1 3.1 -3.6 -4.6 3.7 9.8 6.9 8.9 -5.0 -4.1 -5.2 -0.8 -3.4 -19.9 -3.2 -12.0 -3.0 -4.5 0.8 -1.1 9.6 2.3 7.3 -3.9 0.6 1.9 14.6 4.1 17.0 BUND 5.3 -9.4 1.4 -2.5 -12.3 -3.0 -5.5 -2.7 -1.9 -9.4 -7.2 -3.9 -7.3 -7.2 -7.4 -0.8 7.1 4.4 6.9 -5.5 -5.2 -5.4 -4.5 -4.4 -0.3 -2.8 -12.1 -3.8 -4.8 -4.1 -1.7 5.7 3.7 1.7 -2.0 2.8 3.1 14.9 7.3 20.0 BUXL -4.0 -1.6 8.9 -3.6 -17.6 -4.3 -7.8 -3.9 -2.7 -10.1 -12.2 -6.4 -15.1 -9.7 -10.2 3.5 3.8 3.9 4.0 -5.5 -6.5 -4.4 -10.2 -4.9 3.1 -1.4 -9.6 -4.1 -3.5 -8.8 -1.0 -0.2 14.5 -6.2 7.5 6.4 -4.4 8.7 -1.0 3.9 CAC 20.0 0.7 -9.5 7.5 -3.5 5.1 5.3 5.7 10.0 -9.8 1.3 -0.6 7.1 3.5 1.7 11.7 1.5 9.3 4.7 1.7 0.7 -4.1 1.7 1.6 4.2 8.5 -9.4 8.0 -3.0 5.8 5.0 13.7 -13.6 -9.9 1.0 3.4 0.2 20.0 -3.0 20.0 CAD 16.4 -7.1 1.3 4.7 -14.2 4.9 1.0 7.0 7.0 -8.8 -0.5 17.1 3.7 4.5 -5.0 -7.3 -7.4 -7.3 -7.3 1.5 -0.2 10.3 -0.8 8.8 20.0 4.1 -0.7 3.0 12.1 2.4 11.2 -6.9 20.0 5.1 1.7 -6.2 -20.0 -20.0 -20.0 -20.0 CANOLA -5.8 2.4 20.0 12.5 18.3 6.4 12.5 -6.6 10.7 12.2 8.7 11.0 4.2 5.6 10.0 -15.9 -15.7 -16.6 -16.8 9.7 9.8 15.3 5.9 9.3 9.2 11.2 20.0 11.7 14.1 6.9 9.3 -20.0 20.0 5.0 5.2 20.0 9.3 20.0 11.7 20.0 CHF 11.4 -11.1 -2.8 2.9 -8.9 3.1 0.6 4.4 4.4 -13.6 -7.5 -1.3 7.9 -4.7 -8.6 -14.9 -15.5 -14.5 -14.7 -4.4 -2.4 -7.8 2.6 -3.6 -3.2 -2.7 -18.5 0.8 -9.4 5.9 -4.0 -20.0 -11.4 -9.1 -9.0 -3.4 -20.0 -20.0 -12.4 -20.0 COCOA 20.0 17.6 -20.0 6.5 9.6 3.3 6.5 -3.4 5.6 0.8 -6.6 0.4 -6.5 1.0 -5.7 -7.6 0.0 -6.9 -4.9 -6.3 -14.3 0.3 -15.1 -0.4 -20.0 -2.6 0.3 -7.2 0.5 -7.3 0.5 2.4 -7.8 0.8 -3.5 -18.5 12.7 1.6 14.9 6.6 COFFEE 4.6 11.8 -20.0 17.3 20.0 8.8 17.4 -9.2 14.8 -1.5 -10.8 0.1 -0.4 -2.8 -10.4 18.9 17.4 17.3 18.2 -5.8 -9.9 -0.7 -2.3 -1.1 -20.0 -2.6 -0.8 -3.4 -0.8 5.2 -1.2 20.0 -19.6 -9.4 -8.6 -20.0 16.5 19.5 20.0 20.0 COPPER 20.0 -2.8 -0.1 -0.6 -17.0 4.8 -9.7 12.3 -3.2 -11.0 6.3 4.7 6.7 8.4 2.9 -7.0 -6.4 -6.6 -6.5 6.1 6.5 -0.2 8.3 6.6 -1.3 6.1 -10.7 6.1 -1.0 8.7 5.9 -3.4 6.9 17.6 8.8 6.0 3.8 20.0 -3.1 12.9 CORN -2.1 5.1 14.6 20.0 20.0 10.7 20.0 -11.1 17.9 20.0 13.5 18.2 -0.7 10.3 14.0 -20.0 -20.0 -20.0 -20.0 12.3 10.8 20.0 2.9 15.5 12.9 17.6 20.0 17.4 20.0 8.9 19.8 -20.0 20.0 7.0 4.6 5.4 11.9 -1.1 16.1 6.5 COTTON2 19.4 20.0 20.0 20.0 20.0 10.3 20.0 -10.7 17.3 -1.5 12.3 14.7 -3.2 19.7 20.0 -13.3 -19.5 -18.8 -20.0 20.0 20.0 20.0 1.7 20.0 -4.0 20.0 2.4 20.0 20.0 3.9 20.0 -20.0 15.4 20.0 20.0 20.0 -11.1 -11.5 -11.6 -8.7 CRUDE_W 0.4 11.1 20.0 20.0 17.7 20.0 14.2 19.7 17.0 13.8 11.6 13.9 6.1 12.9 13.3 19.4 8.9 15.4 11.4 19.0 18.3 14.9 10.5 14.9 5.4 18.3 13.2 19.2 11.1 10.9 11.7 -0.1 -9.0 -4.4 -12.6 -16.0 12.1 20.0 -2.2 1.2 DAX 20.0 -4.1 -17.8 6.8 -3.1 4.6 4.8 5.1 9.0 -8.7 -1.2 2.6 5.0 2.9 -0.5 -4.0 -6.8 -5.4 -6.2 -0.4 -2.0 -0.3 0.9 2.5 -6.4 -0.6 -5.6 -2.4 -0.3 0.4 2.4 -2.1 -5.2 -8.5 -10.6 -11.6 5.2 17.1 8.9 20.0 DOW 20.0 -1.9 -16.6 8.6 -4.0 5.9 6.2 6.5 11.5 -3.8 2.8 9.2 9.3 9.5 3.7 -5.3 -7.3 -5.8 -6.4 5.2 2.2 7.3 5.6 11.3 -6.6 1.6 -3.7 -0.3 4.4 3.3 6.8 -2.7 3.0 -5.3 -11.5 -13.2 -7.2 -20.0 -13.3 -20.0 DX -16.9 2.3 7.5 2.6 -8.0 2.8 0.5 3.9 3.9 10.8 5.8 -5.0 -7.6 -3.7 4.8 3.9 5.4 4.2 4.7 0.7 2.6 -0.2 -0.1 -2.6 -14.0 0.0 6.5 1.1 -0.0 -1.2 -2.8 14.5 18.6 -20.0 10.2 -4.5 0.4 11.9 11.3 16.0 EUR 14.8 0.5 -7.2 3.4 -10.4 3.6 0.7 5.1 5.2 -13.6 -5.2 4.5 10.4 7.8 -4.1 -5.6 -7.3 -6.1 -6.6 0.4 -1.6 -2.5 2.6 2.8 5.2 1.0 -12.4 1.2 -4.7 5.8 1.5 -6.2 -9.0 -4.8 -1.0 -7.4 -18.7 -20.0 -9.4 -20.0 EURIBOR-ICE 11.8 -12.2 -7.5 -1.9 -9.5 -2.3 -4.2 -2.1 -1.5 -7.4 -5.1 -1.3 -2.4 -4.6 -5.1 2.1 9.2 4.6 7.4 -5.3 -5.1 -4.7 -2.9 -3.7 -2.8 -2.6 -9.5 -3.8 -3.6 -3.0 -1.0 8.0 -0.1 4.4 -4.0 0.6 8.4 12.9 13.1 18.2 EUROSTX 20.0 -4.4 -15.2 7.4 -3.4 5.0 5.3 5.6 9.9 -9.7 2.9 1.6 7.8 3.0 1.0 -1.8 1.4 1.1 1.9 1.8 2.1 -2.7 4.7 2.1 -4.2 2.5 -8.5 3.0 -2.4 5.4 2.7 12.1 -11.4 -10.5 -8.7 -4.4 1.8 20.0 2.1 20.0 FEEDCOW 4.1 8.1 -3.2 18.0 20.0 9.2 18.1 -9.5 15.4 14.1 15.9 4.8 17.2 10.9 12.0 -0.6 8.6 4.6 8.0 16.2 20.0 15.3 20.0 13.2 -20.0 7.8 20.0 7.1 13.3 14.6 9.4 20.0 -11.1 12.6 -5.1 -6.2 20.0 20.0 16.4 20.0 GASOIL -3.1 20.0 20.0 13.7 9.0 14.5 7.2 10.0 8.6 7.1 7.3 6.9 6.6 7.5 7.6 20.0 20.0 20.0 20.0 15.5 15.0 9.5 10.0 11.2 -2.9 16.1 8.3 18.1 6.7 13.7 9.3 20.0 2.0 1.4 7.2 12.8 -0.9 9.3 -8.2 -2.1 GASOLINE 4.9 18.6 20.0 19.9 13.1 20.0 10.5 14.5 12.5 10.3 10.6 10.8 8.6 11.2 11.2 20.0 -17.9 -1.6 -20.0 20.0 19.7 20.0 12.6 20.0 -9.5 20.0 18.1 20.0 16.1 13.8 16.7 -20.0 15.6 9.0 11.3 6.0 7.6 20.0 -3.4 7.5 GAS_US_mini -8.8 -12.8 -9.1 20.0 17.8 20.0 14.2 19.8 17.1 -13.5 -12.6 -14.5 -12.6 -15.1 -14.3 -20.0 -10.7 -10.6 -3.3 -11.3 -10.4 -10.0 -9.4 -10.8 20.0 -12.4 -13.0 -12.1 -11.9 -10.4 -11.7 -20.0 -20.0 -20.0 -20.0 -20.0 18.0 2.6 15.8 -1.9 GBP 15.5 0.4 -3.4 4.0 -12.1 4.2 0.8 6.0 6.0 -10.2 0.7 13.5 11.8 14.0 -3.2 1.0 0.3 0.7 0.5 4.0 1.9 3.9 4.6 7.4 -2.2 6.1 -6.4 6.9 2.7 10.7 7.0 6.4 1.6 -0.8 6.9 -1.0 -18.8 -7.0 -10.3 -7.2 GOLD_micro -0.4 -20.0 -10.7 -0.4 -10.2 2.9 -5.8 7.3 -1.9 -6.8 2.1 -4.3 4.7 -3.0 -3.1 -5.6 -8.1 -5.6 -6.4 -2.8 3.4 -7.5 9.5 -5.0 -20.0 -0.1 -10.6 8.0 -6.7 16.3 -3.8 -4.7 -2.4 -2.3 -7.0 11.4 20.0 9.9 -6.3 -20.0 HEATOIL -11.0 20.0 20.0 14.4 9.4 15.2 7.5 10.5 9.0 7.4 7.8 7.4 6.9 8.1 8.2 20.0 20.0 20.0 20.0 17.1 17.5 10.0 12.1 11.6 -8.6 15.3 8.2 16.9 6.7 12.5 9.0 20.0 1.8 -0.6 8.9 10.1 -1.6 3.1 -14.5 -10.2 JGB-SGX-mini -1.4 -8.3 5.6 -1.8 -8.9 -2.2 -4.0 -2.0 -1.4 -6.4 -7.5 -5.6 -7.8 -6.7 -6.7 -0.4 8.8 2.2 5.0 -7.6 -9.3 -5.5 -10.7 -6.2 3.2 -7.9 -6.8 -10.5 -5.3 -12.5 -5.9 5.2 1.0 -10.9 -6.4 -9.4 1.9 -20.0 0.9 -20.0 JPY 1.8 -3.9 -8.2 3.4 -10.4 3.6 0.7 5.1 5.1 -15.3 -17.9 -13.8 -17.7 -15.4 -16.8 -9.3 -9.9 -9.0 -9.1 -11.9 -17.2 -7.7 -20.0 -8.1 20.0 -10.5 -14.5 -14.6 -9.8 -18.3 -8.5 -10.4 -3.2 -20.0 -9.7 -14.6 -8.4 -11.4 -1.4 -12.7 LEANHOG -9.6 -20.0 -5.9 20.0 20.0 12.6 20.0 -13.0 20.0 11.4 2.1 -12.6 15.5 -19.7 -18.3 -20.0 -20.0 -20.0 -20.0 -15.4 -4.4 -4.6 7.2 -15.4 -8.5 -20.0 9.0 -13.5 -8.3 1.3 -20.0 -20.0 -4.9 -20.0 -20.0 -20.0 -20.0 2.2 -16.3 8.4 LIVECOW 8.6 18.1 3.0 19.4 20.0 9.9 19.5 -10.3 16.6 17.0 17.5 13.5 17.9 16.3 16.6 17.5 8.3 12.0 8.5 20.0 20.0 20.0 20.0 20.0 -20.0 16.4 20.0 10.5 20.0 12.3 19.1 20.0 -0.4 20.0 12.7 0.9 20.0 20.0 20.0 20.0 LUMBER-new -9.2 4.1 3.1 17.3 20.0 8.9 17.4 -9.1 14.8 -12.1 -17.2 -15.5 -17.5 -14.4 -14.2 -20.0 -20.0 -20.0 -20.0 -10.7 -13.9 -13.5 -19.5 -11.9 NaN -6.0 -17.8 -9.6 -13.4 -14.4 -8.4 -20.0 -20.0 -19.8 -14.6 -14.8 6.5 20.0 7.8 20.0 MXP 16.0 -0.3 -7.6 3.9 -11.8 4.1 0.8 5.8 5.9 -15.5 15.8 10.4 19.4 14.1 12.5 8.2 11.3 8.8 9.9 10.9 15.2 -0.8 20.0 8.6 -20.0 8.4 -16.6 16.8 -4.2 20.0 4.6 20.0 -7.0 0.3 1.3 12.2 9.0 6.3 20.0 9.9 NASDAQ_micro 20.0 13.6 -18.4 9.3 -4.3 6.3 6.6 7.0 12.4 8.4 5.0 12.7 10.8 12.8 8.9 -6.7 -8.0 -7.0 -7.4 16.6 7.0 20.0 7.6 20.0 -19.6 9.5 9.1 2.6 17.9 4.1 18.6 -4.2 20.0 20.0 9.8 -9.8 3.3 -20.0 6.2 -20.0 NIKKEI 20.0 2.1 -5.1 6.1 -2.8 4.1 4.3 4.6 8.1 -2.8 7.0 7.6 7.9 7.5 6.3 0.2 5.7 2.2 3.9 9.6 9.0 8.3 10.5 11.7 -11.8 7.2 -0.7 8.7 5.7 11.6 8.1 17.5 3.2 -0.2 0.1 8.8 -19.7 -4.5 -15.4 -2.4 NZD 14.1 -6.3 3.4 2.3 -7.0 2.4 0.5 3.5 3.5 -6.8 0.3 6.3 -0.9 2.3 -3.1 -2.7 -3.3 -3.0 -3.3 -0.5 -0.8 -0.7 -1.1 1.0 11.7 -0.4 -8.7 -0.7 -1.6 -1.5 0.7 0.0 -2.4 -2.1 -3.3 -1.2 -12.9 20.0 -0.7 20.0 OAT 8.7 -10.8 -1.3 -2.2 -10.7 -2.6 -4.8 -2.4 -1.7 -8.4 -3.2 -1.0 -1.8 -3.7 -4.4 9.7 12.2 11.1 12.2 -3.5 -2.7 -4.0 -1.6 -2.7 -1.6 -0.8 -9.2 -0.5 -3.2 0.1 -0.3 14.6 2.7 5.0 -1.7 5.1 1.1 12.8 3.3 16.4 OATIES -9.5 3.7 20.0 11.9 17.5 6.1 12.0 -6.3 10.2 7.6 3.3 2.8 -2.6 -1.5 3.6 -17.7 -10.8 -11.8 -11.6 4.5 4.1 4.2 -0.8 1.7 0.4 5.2 9.2 4.7 4.0 -1.3 1.8 -12.7 -6.1 -7.1 2.1 5.4 3.2 -9.8 4.8 -10.8 OJ -8.3 -0.9 5.4 6.6 9.8 3.4 6.7 -3.5 5.7 2.1 -3.5 -3.4 -6.0 -2.4 -3.4 -2.1 1.7 -0.4 0.2 -2.5 -3.0 -2.5 -5.4 -3.6 -20.0 -2.5 4.3 -2.2 -1.9 -3.4 -3.3 8.1 -8.1 -6.4 -9.9 -7.8 -7.1 -8.9 -9.8 -7.7 PALLAD 7.7 -15.9 -10.8 -0.5 -13.2 3.7 -7.5 9.5 -2.5 -8.6 -2.3 -6.1 1.7 -3.3 -6.4 -3.9 -3.3 -3.6 -3.4 -5.7 -2.4 -5.7 3.6 -4.7 14.4 -4.3 -7.2 -1.7 -5.9 5.0 -3.7 2.0 2.5 1.4 -4.2 -10.1 20.0 10.8 15.4 -4.4 PLAT 4.5 -10.9 -2.9 -0.4 -11.0 3.1 -6.2 7.9 -2.1 -7.3 -0.6 -4.3 2.7 -2.7 -5.1 -2.6 -3.1 -2.4 -2.6 -2.8 1.6 -7.9 6.9 -4.1 -1.8 -1.7 -13.5 3.0 -8.2 9.8 -3.7 2.8 -3.9 -0.9 -1.6 -4.9 20.0 15.7 19.0 -0.5 REDWHEAT 5.1 9.0 20.0 16.8 20.0 8.6 16.9 -8.9 14.4 16.1 14.4 16.9 -3.3 16.7 16.5 -11.5 -15.1 -12.9 -14.0 18.2 13.6 20.0 4.2 20.0 7.0 20.0 20.0 16.9 20.0 8.2 20.0 -18.5 20.0 20.0 19.1 20.0 -18.2 -20.0 -20.0 -20.0 RICE -11.2 0.9 14.0 11.4 16.7 5.8 11.4 -6.0 9.7 -10.7 -5.9 -9.1 -10.0 -5.0 -0.4 -20.0 -19.0 -20.0 -20.0 -3.9 -6.1 -10.4 -14.5 -6.7 3.6 -1.3 -16.0 -2.6 -10.4 -11.3 -5.1 -20.0 -14.6 -12.9 -8.7 -0.2 -20.0 -16.2 -20.0 -13.7 ROBUSTA 6.8 -5.3 -15.1 10.9 16.0 5.6 10.9 -5.8 9.3 6.0 -8.1 6.5 -5.6 -2.1 -8.3 20.0 16.7 20.0 18.1 -6.7 -9.6 5.6 -7.6 0.2 -20.0 -2.8 3.8 -6.1 5.9 -5.1 2.8 20.0 2.4 6.3 -14.0 -16.9 4.6 0.1 5.4 9.9 RUSSELL 20.0 7.1 -8.0 11.2 -5.2 7.7 8.0 8.5 15.0 -7.2 10.1 12.2 13.8 13.9 10.5 -4.1 -4.9 -4.3 -4.5 16.0 10.9 12.3 11.5 20.0 7.3 11.1 -7.9 7.3 8.2 8.6 15.8 1.0 4.3 1.9 1.2 -0.0 -3.7 -20.0 -2.2 -20.0 SHATZ 20.0 -10.5 -2.0 -1.8 -8.8 -2.1 -3.9 -2.0 -1.4 -6.9 -5.6 -2.2 -6.1 -4.5 -4.7 2.3 -7.7 0.8 -2.3 -6.4 -6.8 -6.0 -5.2 -4.4 6.3 -5.8 -10.9 -7.9 -4.6 -7.0 -2.7 -15.5 -2.6 4.9 -9.1 -7.5 4.2 11.4 5.7 17.0 SILVER-mini 3.2 -10.9 -10.5 -0.4 -9.9 2.8 -5.6 7.2 -1.9 -6.6 -0.2 -3.9 2.0 -3.5 -5.2 -2.4 -4.8 -2.6 -3.5 -1.9 2.7 -5.8 7.2 -3.2 -9.2 -0.2 -9.3 6.5 -5.6 13.8 -2.6 0.5 -0.8 -2.0 -1.4 3.4 18.6 12.1 11.1 4.6 SMI 19.2 -6.7 -9.0 6.9 -3.2 4.7 4.9 5.2 9.2 -7.0 3.3 3.5 6.6 3.9 0.7 0.6 6.0 4.1 5.8 2.6 3.3 0.7 5.6 3.7 4.9 5.0 -4.8 6.6 1.1 8.5 4.9 19.6 -5.7 -8.7 -8.7 -0.5 2.4 20.0 4.1 20.0 SOFR -0.1 -10.5 -4.1 -4.3 -20.0 -5.1 -9.4 -4.7 -3.3 -16.8 -9.7 -12.9 10.0 -12.9 -12.2 4.2 6.0 5.0 5.8 -6.9 -3.9 -13.8 0.9 -9.0 -20.0 -5.0 -20.0 -0.6 -15.9 3.9 -9.2 3.6 -8.0 -10.5 -2.3 6.0 -8.5 -8.4 -8.6 -17.3 SOYBEAN -0.5 7.3 16.7 20.0 20.0 10.7 20.0 -11.1 17.8 19.6 19.8 17.6 17.4 18.3 20.0 -3.1 -2.9 -0.8 -1.4 16.7 17.9 12.8 11.7 12.6 -6.9 16.1 19.3 19.9 13.8 15.8 11.8 2.9 11.1 6.0 -5.0 13.9 3.2 -7.9 4.8 -5.0 SOYMEAL 3.0 2.3 9.4 12.6 18.6 6.5 12.7 -6.7 10.8 3.8 0.7 1.0 -4.2 -0.2 6.1 20.0 -6.4 8.9 0.2 2.7 2.3 1.9 -0.9 1.7 -12.5 3.8 4.5 5.9 1.9 3.9 1.6 -0.0 -13.6 2.2 -11.6 -3.1 -11.0 -13.9 -18.5 -12.0 SOYOIL -4.7 13.2 20.0 16.6 20.0 8.5 16.7 -8.8 14.2 16.2 17.2 16.9 16.0 17.2 18.1 20.0 0.1 13.3 5.0 20.0 20.0 20.0 20.0 20.0 -17.5 20.0 20.0 20.0 20.0 20.0 20.0 10.0 20.0 18.3 20.0 20.0 -0.6 -20.0 -0.9 -20.0 SP400 20.0 2.5 -2.2 10.2 -4.7 6.9 7.2 7.7 13.6 -9.4 9.5 8.3 12.2 10.9 9.0 -5.0 -6.0 -5.5 -5.7 11.2 8.7 5.1 8.7 13.6 4.2 7.2 -9.8 5.1 2.5 4.8 9.1 -1.0 -1.1 -7.9 -8.1 0.5 -3.8 -20.0 -3.2 -20.0 SP500_micro 20.0 6.8 -20.0 10.2 -4.7 7.0 7.3 7.7 13.7 5.4 7.5 13.7 13.3 13.9 10.2 -6.9 -8.8 -7.5 -8.0 13.9 6.1 20.0 8.6 20.0 -13.4 5.9 3.6 -0.2 13.4 2.6 15.0 -5.4 13.3 11.2 -2.7 -15.6 5.0 -20.0 5.6 -20.0 SUGAR11 -20.0 6.6 14.7 10.7 15.8 5.5 10.8 -5.7 9.2 10.1 -6.3 -2.1 -9.7 -6.0 -5.0 -8.6 7.8 -1.5 3.9 -3.4 -3.3 4.1 -6.7 -3.5 -17.4 -1.2 16.5 -0.4 5.2 -3.7 -2.1 17.2 10.7 -20.0 -5.5 -6.1 -5.6 -20.0 -5.0 -12.7 US10 3.8 -10.2 -7.3 -3.1 -15.1 -3.7 -6.7 -3.4 -2.4 -12.0 -5.9 -6.8 4.0 -6.5 -7.3 3.4 1.8 3.0 2.7 -5.5 -4.4 -7.7 -1.4 -5.0 -7.4 -4.5 -15.7 -2.7 -8.6 0.8 -4.9 -2.8 -2.7 -3.8 -2.7 -1.9 -2.4 -20.0 -4.4 -20.0 US10U 2.5 -9.9 -6.2 -4.5 -20.0 -5.4 -9.8 -4.9 -3.4 -17.6 -7.6 -12.3 5.5 -9.7 -10.3 4.2 1.6 3.6 2.9 -7.6 -5.5 -11.0 -1.5 -7.4 -12.4 -7.2 -20.0 -3.2 -13.0 2.7 -8.2 -3.0 -2.8 -7.6 -4.4 -1.9 -1.5 -3.5 -7.6 -20.0 US2 6.0 -12.3 -10.8 -2.9 -14.1 -3.4 -6.3 -3.2 -2.2 -10.6 -7.6 -6.1 -5.0 -5.6 -6.5 -3.0 -10.6 -5.3 -7.4 -9.3 -9.4 -8.3 -6.3 -6.7 7.8 -8.1 -15.3 -8.2 -8.0 -4.8 -5.8 -20.0 -4.5 -3.2 -8.9 -12.1 0.4 -20.0 0.7 -15.7 US20 2.4 -9.3 -3.5 -3.1 -15.1 -3.7 -6.7 -3.4 -2.4 -11.6 -5.1 -7.9 1.1 -6.5 -6.9 4.6 4.2 4.7 4.7 -4.5 -3.2 -6.7 -1.5 -4.4 -7.2 -5.6 -14.4 -2.8 -8.0 0.8 -5.7 0.8 -0.9 -6.1 -4.6 -0.4 3.0 12.1 1.5 -6.8 US30 0.1 -7.6 -1.2 -4.3 -20.0 -5.2 -9.5 -4.8 -3.3 -15.4 -11.3 -11.3 -5.8 -12.3 -12.1 2.6 0.4 2.3 1.7 -6.5 -5.2 -8.5 -4.4 -6.5 -5.2 -9.1 -19.9 -5.1 -12.3 -1.3 -9.6 -5.0 2.3 -11.5 -1.9 0.2 1.2 9.6 -0.4 -5.8 US5 4.5 -11.1 -8.7 -3.1 -15.2 -3.7 -6.8 -3.4 -2.4 -11.8 -6.2 -6.9 3.2 -6.3 -7.0 1.1 -1.0 0.7 0.2 -6.9 -6.0 -8.4 -2.7 -5.9 -5.7 -5.6 -16.2 -4.2 -8.8 -0.5 -5.3 -7.4 -4.0 -3.5 -4.9 -4.4 -0.2 -20.0 -1.6 -17.8 VIX -17.0 4.1 17.3 6.2 -1.1 7.9 -3.9 3.5 -1.9 -0.3 1.7 -14.4 -7.1 -6.9 1.2 -16.0 -20.0 -12.8 -18.7 1.9 4.5 -5.0 1.2 -5.0 NaN 6.6 -1.0 8.6 -3.6 4.0 -1.8 NaN NaN NaN NaN NaN -9.5 -20.0 NaN NaN WHEAT -0.5 6.1 20.0 15.7 20.0 8.0 15.8 -8.3 13.4 14.5 11.0 14.5 -5.3 12.6 13.4 -13.6 -17.0 -14.5 -15.6 12.2 9.1 20.0 1.6 16.0 8.5 14.6 20.0 13.3 20.0 6.8 16.5 -20.0 20.0 15.3 7.2 18.6 -19.9 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3