******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260430_203936 produced at 2026-04-30 21:36:24.405357 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.07 0.0 0.00 0.00 0.00 0.00 -20.17 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 -16.85 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -2.41 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.15 0.0 0.23 -0.23 -0.14 -0.14 -8.25 13.0 -8 -8 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.09 0.0 1.15 -1.15 -0.23 -0.23 -1.88 25.0 -5 -5 caleb_strategy_v3 VIX False False 0.01 -0.04 -0.08 0.0 999.00 -999.00 -0.04 -0.04 -8.80 999999999.0 -4 -4 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.08 0.0 0.89 -0.89 -0.14 -0.14 -1.21 13.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -19.64 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.80 -0.80 -0.05 -0.05 -1.17 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 -1.10 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 -3.88 4.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -5.01 3.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.12 -0.03 0.0 0.58 -0.58 -0.12 -0.12 -0.49 10.0 -2 -2 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.66 24.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.03 0.0 0.08 -0.08 -0.01 -0.01 -7.92 26.0 -3 -3 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.88 -0.88 0.00 0.00 -0.50 14.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.02 0.0 0.13 -0.13 -0.01 -0.01 -2.21 18.0 -2 -2 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.02 0.0 0.58 -0.58 -0.10 -0.10 -0.63 17.0 -3 -3 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.11 -1.11 -0.04 -0.04 -1.11 56.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.05 -0.02 0.0 0.70 -0.70 -0.05 -0.05 -1.75 66.0 -5 -5 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 -0.20 -0.02 0.0 0.29 -0.29 -0.20 -0.20 -0.44 6.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.43 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 -0.90 3.0 -1 -1 caleb_strategy_v3 DX False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.16 999999999.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.39 -0.39 -0.02 -0.02 -0.47 26.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 0.00 0.0 0.74 -0.74 -0.02 -0.02 0.06 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 -0.46 2.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.62 -0.62 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.05 -0.00 0.0 0.70 -0.70 -0.05 -0.05 -0.06 58.0 -4 -4 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.01 999999999.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.22 -0.22 -0.05 -0.05 -0.05 4.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.23 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.01 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.15 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 0.37 9.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.27 23.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.09 -1.09 0.00 0.00 0.14 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.42 -0.42 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.02 0.02 0.01 0.0 0.12 -0.12 0.02 0.02 0.64 8.0 1 1 caleb_strategy_v3 SP400 False False 0.16 0.31 0.02 0.0 0.31 -0.31 0.31 0.31 0.11 2.0 2 2 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.21 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 0.93 7.0 2 2 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 SOYOIL False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 0.88 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.15 0.03 0.0 0.80 -0.80 0.15 0.15 0.90 22.0 4 4 caleb_strategy_v3 HEATOIL False False 0.07 0.07 0.03 0.0 0.20 -0.20 0.07 0.07 0.52 3.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.53 -0.53 0.03 0.03 1.14 21.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 6.41 68.0 0 0 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.20 -0.20 0.00 0.00 0.80 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 0.76 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 0.68 10.0 3 3 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.08 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.01 0.05 0.0 0.24 -0.24 0.01 0.01 9.55 51.0 3 3 caleb_strategy_v3 CAD False False 0.03 0.00 0.05 0.0 0.91 -0.91 0.00 0.00 1.50 29.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.05 0.0 0.13 -0.13 0.00 0.00 4.74 12.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.79 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.02 0.06 0.0 0.57 -0.57 0.02 0.02 3.80 36.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.09 0.0 0.64 -0.64 0.16 0.16 1.12 8.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.13 0.10 0.0 999.00 -999.00 0.13 0.13 1.49 999999999.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.03 0.12 0.0 0.58 -0.58 0.03 0.03 3.96 19.0 1 1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.13 0.0 1.21 -1.21 0.00 0.00 1.10 10.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.14 0.0 0.72 -0.72 0.08 0.08 3.22 17.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.18 0.0 0.17 -0.17 0.10 0.10 5.12 5.0 3 3 caleb_strategy_v3 MXP False False 0.01 0.36 0.35 0.0 0.73 -0.73 0.36 0.36 28.61 60.0 30 30 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.6 Shocked risk 33.3 Sum abs risk 47.4 Leverage 5.60 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2344890.11, 'annual_cash_vol_target': 586222.5275, 'daily_cash_vol_target': 36638.90796875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7194 0.6300 10.0796 BITCOIN 1443.4529 76630.0000 1.8837 30.1386 BOBL 0.2729 115.4200 0.2364 3.7827 BTP 0.6682 116.9900 0.5712 9.1389 BUND 0.4772 125.2800 0.3809 6.0951 BUXL 0.9015 108.7200 0.8292 13.2666 CAC 80.7013 8076.0000 0.9993 15.9884 CAD 0.0027 0.7376 0.3653 5.8450 CANOLA 7.9373 763.2000 1.0400 16.6401 CHF 0.0064 1.2862 0.4956 7.9296 COCOA 106.5239 3562.0000 2.9906 47.8490 COFFEE 5.0578 285.7000 1.7703 28.3253 COPPER 0.0790 6.0175 1.3123 20.9968 CORN 4.2810 493.7500 0.8670 13.8725 COTTON2 1.0726 82.2000 1.3049 20.8781 CRUDE_W 1.2907 80.2700 1.6080 25.7272 DAX 251.8156 24421.0000 1.0311 16.4983 DOW 401.6066 49883.0000 0.8051 12.8816 DX 0.4195 97.9050 0.4285 6.8560 EUR 0.0049 1.1764 0.4184 6.6937 EURIBOR-ICE 0.0555 97.3200 0.0570 0.9126 EUROSTX 63.5827 5854.0000 1.0861 17.3783 FEEDCOW 2.7996 373.6000 0.7493 11.9896 GASOIL 32.5682 1158.2500 2.8118 44.9895 GASOLINE 0.0666 3.2855 2.0258 32.4123 GAS_US_mini 0.1007 3.0450 3.3081 52.9301 GBP 0.0066 1.3605 0.4859 7.7746 GOLD_micro 57.9269 4636.1000 1.2495 19.9916 HEATOIL 0.0943 3.7257 2.5321 40.5136 JGB-SGX-mini 0.2720 129.5200 0.2100 3.3597 JPY 0.0000 0.0064 0.7201 11.5223 LEANHOG 1.0605 104.9000 1.0109 16.1748 LIVECOW 1.7846 248.7000 0.7176 11.4811 LUMBER-new 7.0446 586.5000 1.2011 19.2181 MXP 0.0004 0.0570 0.6218 9.9494 NASDAQ_micro 238.2531 27552.5000 0.8647 13.8356 NIKKEI 732.3463 59780.0000 1.2251 19.6011 NZD 0.0042 0.5917 0.7112 11.3799 OAT 0.5531 119.1600 0.4641 7.4260 OATIES 5.7829 348.0000 1.6617 26.5879 OJ 6.1968 187.4000 3.3067 52.9075 PALLAD 40.4157 1540.5000 2.6235 41.9768 PLAT 47.7781 1991.0000 2.3997 38.3953 REDWHEAT 11.5904 708.5000 1.6359 26.1746 RICE 0.1448 11.1750 1.2957 20.7317 ROBUSTA 59.4268 3368.0000 1.7645 28.2312 RUSSELL 29.1589 2802.0000 1.0406 16.6503 SHATZ 0.1116 105.7550 0.1056 1.6891 SILVER-mini 2.0885 72.2375 2.8911 46.2583 SMI 113.8579 13132.0000 0.8670 13.8724 SOFR 0.0525 96.3900 0.0545 0.8716 SOYBEAN 8.3462 1171.7500 0.7123 11.3966 SOYMEAL 4.1054 314.8000 1.3041 20.8663 SOYOIL 0.8811 72.8900 1.2088 19.3403 SP400 34.0400 3650.4000 0.9325 14.9200 SP500_micro 51.5681 7240.7500 0.7122 11.3951 SUGAR11 0.2602 15.0400 1.7301 27.6823 US10 0.3564 110.6250 0.3222 5.1549 US10U 0.4531 112.9062 0.4013 6.4213 US2 0.0990 103.5703 0.0956 1.5292 US20 0.6773 112.8750 0.6000 9.6002 US30 0.8740 115.0625 0.7596 12.1537 US5 0.2386 107.8594 0.2212 3.5396 VIX 0.6129 21.6000 2.8376 45.4015 WHEAT 10.2420 673.5000 1.5207 24.3314 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 719.40 0.63 453.20 1.00 453.20 36638.91 80.84 18.85 152.38 BITCOIN 76.63 1.88 144.35 1.00 144.35 36638.91 253.83 -7.14 -181.12 BOBL 1154.20 0.24 272.88 1.17 319.33 36638.91 114.74 1.16 13.32 BTP 1169.90 0.57 668.23 1.17 781.99 36638.91 46.85 -3.09 -14.47 BUND 1252.80 0.38 477.25 1.17 558.50 36638.91 65.60 0.82 5.40 BUXL 1087.20 0.83 901.46 1.17 1054.94 36638.91 34.73 -1.43 -4.98 CAC 807.60 1.00 807.01 1.17 944.41 36638.91 38.80 8.12 31.51 CAD 737.60 0.37 269.46 1.00 269.46 36638.91 135.97 4.24 57.63 CANOLA 152.64 1.04 158.75 0.73 115.97 36638.91 315.94 12.40 391.81 CHF 1607.81 0.50 796.84 1.00 796.84 36638.91 45.98 -10.17 -46.75 COCOA 356.20 2.99 1065.24 1.00 1065.24 36638.91 34.40 -5.55 -19.10 COFFEE 1071.38 1.77 1896.69 1.00 1896.69 36638.91 19.32 0.39 0.76 COPPER 1504.38 1.31 1974.19 1.00 1974.19 36638.91 18.56 7.43 13.78 CORN 246.88 0.87 214.05 1.00 214.05 36638.91 171.17 11.37 194.62 COTTON2 411.00 1.30 536.31 1.00 536.31 36638.91 68.32 7.28 49.71 CRUDE_W 802.70 1.61 1290.70 1.00 1290.70 36638.91 28.39 16.63 47.20 DAX 244.21 1.03 251.82 1.17 294.69 36638.91 124.33 -0.13 -1.66 DOW 249.42 0.81 200.80 1.00 200.80 36638.91 182.46 -4.12 -75.18 DX 979.05 0.43 419.52 1.00 419.52 36638.91 87.33 -0.70 -6.13 EUR 1470.44 0.42 615.17 1.00 615.17 36638.91 59.56 -3.24 -19.32 EURIBOR-ICE 2433.00 0.06 138.77 1.17 162.40 36638.91 225.61 1.42 32.15 EUROSTX 585.40 1.09 635.83 1.17 744.08 36638.91 49.24 3.87 19.08 FEEDCOW 1868.00 0.75 1399.79 1.00 1399.79 36638.91 26.17 12.91 33.80 GASOIL 1158.25 2.81 3256.82 1.00 3256.82 36638.91 11.25 16.46 18.52 GASOLINE 1379.91 2.03 2795.38 1.00 2795.38 36638.91 13.11 13.34 17.48 GAS_US_mini 76.12 3.31 251.83 1.00 251.83 36638.91 145.49 -5.02 -73.06 GBP 850.31 0.49 413.18 1.00 413.18 36638.91 88.68 3.92 34.72 GOLD_micro 463.61 1.25 579.27 1.00 579.27 36638.91 63.25 -5.13 -32.44 HEATOIL 1564.79 2.53 3962.22 1.00 3962.22 36638.91 9.25 12.86 11.89 JGB-SGX-mini 129520.00 0.21 27196.56 0.01 170.31 36638.91 215.14 -7.22 -155.39 JPY 802.00 0.72 577.55 1.00 577.55 36638.91 63.44 -3.80 -24.09 LEANHOG 419.60 1.01 424.18 1.00 424.18 36638.91 86.37 -15.69 -135.52 LIVECOW 994.80 0.72 713.84 1.00 713.84 36638.91 51.33 18.90 97.00 LUMBER-new 161.29 1.20 193.73 1.00 193.73 36638.91 189.13 -10.87 -205.53 MXP 285.20 0.62 177.35 1.00 177.35 36638.91 206.59 9.42 194.67 NASDAQ_micro 551.05 0.86 476.51 1.00 476.51 36638.91 76.89 1.50 11.55 NIKKEI 59780.00 1.23 73234.63 0.01 458.60 36638.91 79.89 4.38 35.03 NZD 591.70 0.71 420.84 1.00 420.84 36638.91 87.06 5.06 44.07 OAT 1191.60 0.46 553.05 1.17 647.21 36638.91 56.61 3.54 20.05 OATIES 174.00 1.66 289.14 1.00 289.14 36638.91 126.72 -1.48 -18.69 OJ 281.10 3.31 929.52 1.00 929.52 36638.91 39.42 -9.34 -36.82 PALLAD 1540.50 2.62 4041.57 1.00 4041.57 36638.91 9.07 4.92 4.46 PLAT 995.50 2.40 2388.91 1.00 2388.91 36638.91 15.34 2.92 4.48 REDWHEAT 354.25 1.64 579.52 1.00 579.52 36638.91 63.22 7.60 48.08 RICE 223.50 1.30 289.60 1.00 289.60 36638.91 126.52 -12.57 -159.09 ROBUSTA 336.80 1.76 594.27 1.00 594.27 36638.91 61.65 -2.79 -17.20 RUSSELL 140.10 1.04 145.79 1.00 145.79 36638.91 251.31 7.69 193.20 SHATZ 1057.55 0.11 111.64 1.17 130.65 36638.91 280.44 -2.32 -64.97 SILVER-mini 1805.94 2.89 5221.22 1.00 5221.22 36638.91 7.02 0.27 0.19 SMI 1313.20 0.87 1138.58 1.27 1442.37 36638.91 25.40 9.12 23.16 SOFR 2409.75 0.05 131.28 1.00 131.28 36638.91 279.10 -11.88 -331.47 SOYBEAN 585.88 0.71 417.31 1.00 417.31 36638.91 87.80 11.41 100.15 SOYMEAL 314.80 1.30 410.54 1.00 410.54 36638.91 89.24 -5.11 -45.64 SOYOIL 437.34 1.21 528.64 1.00 528.64 36638.91 69.31 13.67 94.77 SP400 3650.40 0.93 3404.00 1.00 3404.00 36638.91 10.76 2.98 3.21 SP500_micro 362.04 0.71 257.84 1.00 257.84 36638.91 142.10 0.19 2.76 SUGAR11 168.45 1.73 291.44 1.00 291.44 36638.91 125.72 -7.21 -90.60 US10 1106.25 0.32 356.41 1.00 356.41 36638.91 102.80 -8.96 -92.13 US10U 1129.06 0.40 453.13 1.00 453.13 36638.91 80.86 -10.74 -86.88 US2 2071.41 0.10 197.98 1.00 197.98 36638.91 185.06 -10.27 -190.04 US20 1128.75 0.60 677.26 1.00 677.26 36638.91 54.10 -4.80 -25.99 US30 1150.62 0.76 874.02 1.00 874.02 36638.91 41.92 -8.21 -34.41 US5 1078.59 0.22 238.61 1.00 238.61 36638.91 153.55 -9.63 -147.81 VIX 216.00 2.84 612.92 1.00 612.92 36638.91 59.78 -5.96 -35.62 WHEAT 336.75 1.52 512.10 1.00 512.10 36638.91 71.55 3.87 27.71 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 152.378 0.010 2.5 3.959 BITCOIN -181.121 0.043 2.5 -19.641 BOBL 13.317 0.004 2.5 0.135 BTP -14.468 0.014 2.5 -0.494 BUND 5.401 0.004 2.5 0.055 BUXL -4.976 0.004 2.5 -0.051 CAC 31.513 0.014 2.5 1.076 CAD 57.634 0.010 2.5 1.497 CANOLA 391.805 0.010 2.5 9.546 CHF -46.754 0.010 2.5 -1.215 COCOA -19.102 0.010 2.5 -0.465 COFFEE 0.760 0.005 2.5 0.010 COPPER 13.782 0.043 2.5 1.495 CORN 194.618 0.010 2.5 4.741 COTTON2 49.710 0.010 2.5 1.211 CRUDE_W 47.202 0.043 2.5 5.119 DAX -1.662 0.014 2.5 -0.057 DOW -75.184 0.009 2.5 -1.750 DX -6.132 0.010 2.5 -0.159 EUR -19.324 0.010 2.5 -0.502 EURIBOR-ICE 32.146 0.014 2.5 1.098 EUROSTX 19.077 0.014 2.5 0.652 FEEDCOW 33.801 0.013 2.5 1.122 GASOIL 18.522 0.017 2.5 0.804 GASOLINE 17.479 0.017 2.5 0.759 GAS_US_mini -73.055 0.043 2.5 -7.922 GBP 34.719 0.010 2.5 0.902 GOLD_micro -32.444 0.014 2.5 -1.108 HEATOIL 11.888 0.017 2.5 0.516 JGB-SGX-mini -155.392 0.043 2.5 -16.851 JPY -24.092 0.010 2.5 -0.626 LEANHOG -135.520 0.024 2.5 -8.248 LIVECOW 96.999 0.013 2.5 3.219 LUMBER-new -205.532 0.010 2.5 -5.007 MXP 194.666 0.059 2.5 28.612 NASDAQ_micro 11.548 0.009 2.5 0.269 NIKKEI 35.025 0.043 2.5 3.798 NZD 44.067 0.010 2.5 1.145 OAT 20.046 0.014 2.5 0.685 OATIES -18.691 0.010 2.5 -0.455 OJ -36.817 0.010 2.5 -0.897 PALLAD 4.461 0.014 2.5 0.152 PLAT 4.477 0.014 2.5 0.153 REDWHEAT 48.079 0.005 2.5 0.639 RICE -159.093 0.010 2.5 -3.876 ROBUSTA -17.201 0.005 2.5 -0.228 RUSSELL 193.199 0.013 2.5 6.411 SHATZ -64.971 0.004 2.5 -0.660 SILVER-mini 0.189 0.014 2.5 0.006 SMI 23.163 0.014 2.5 0.791 SOFR -331.466 0.024 2.5 -20.173 SOYBEAN 100.154 0.004 2.5 0.933 SOYMEAL -45.642 0.004 2.5 -0.425 SOYOIL 94.768 0.004 2.5 0.883 SP400 3.212 0.013 2.5 0.107 SP500_micro 2.762 0.009 2.5 0.064 SUGAR11 -90.597 0.010 2.5 -2.207 US10 -92.129 0.005 2.5 -1.169 US10U -86.880 0.005 2.5 -1.102 US2 -190.036 0.005 2.5 -2.411 US20 -25.988 0.005 2.5 -0.330 US30 -34.409 0.005 2.5 -0.437 US5 -147.815 0.005 2.5 -1.876 VIX -35.617 0.099 2.5 -8.804 WHEAT 27.713 0.005 2.5 0.368 ===================== Position diags ===================== AUD 2.10 BITCOIN 27.53 BOBL 1.17 BTP 1.60 BUND 0.67 BUXL 0.35 CAC 1.33 CAD 3.53 CANOLA 7.70 CHF 1.19 COCOA 0.84 COFFEE 0.26 COPPER 2.01 CORN 4.17 COTTON2 1.66 CRUDE_W 3.08 DAX 4.25 DOW 4.25 DX 2.27 EUR 1.55 EURIBOR-ICE 7.71 EUROSTX 1.68 FEEDCOW 0.87 GASOIL 0.49 GASOLINE 0.57 GAS_US_mini 15.78 GBP 2.30 GOLD_micro 2.16 HEATOIL 0.40 JGB-SGX-mini 23.33 JPY 1.65 LEANHOG 5.26 LIVECOW 1.70 LUMBER-new 4.61 MXP 30.36 NASDAQ_micro 1.79 NIKKEI 8.66 NZD 2.26 OAT 1.93 OATIES 3.09 OJ 0.96 PALLAD 0.31 PLAT 0.52 REDWHEAT 0.84 RICE 3.08 ROBUSTA 0.82 RUSSELL 8.34 SHATZ 2.85 SILVER-mini 0.24 SMI 0.87 SOFR 16.99 SOYBEAN 0.82 SOYMEAL 0.83 SOYOIL 0.65 SP400 0.36 SP500_micro 3.31 SUGAR11 3.06 US10 1.30 US10U 1.03 US2 2.35 US20 0.69 US30 0.53 US5 1.95 VIX 14.78 WHEAT 0.95 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.7 4.2 1.0 1 BITCOIN -19.6 -22.4 -16.9 0.0 0 BOBL 0.1 0.0 0.3 0.0 0 BTP -0.5 -0.7 -0.3 -2.0 -2 BUND 0.1 -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 1.5 1.1 1.9 0.0 0 CANOLA 9.5 8.8 10.3 3.0 3 CHF -1.2 -1.3 -1.1 -2.0 -2 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 1.5 1.3 1.7 2.0 2 CORN 4.7 4.3 5.2 0.0 0 COTTON2 1.2 1.0 1.4 0.0 0 CRUDE_W 5.1 4.8 5.4 3.0 3 DAX -0.1 -0.5 0.4 -4.0 -4 DOW -1.7 -2.2 -1.3 -5.0 -5 DX -0.2 -0.4 0.1 0.0 0 EUR -0.5 -0.7 -0.3 0.0 0 EURIBOR-ICE 1.1 0.3 1.9 0.0 0 EUROSTX 0.7 0.5 0.8 2.0 2 FEEDCOW 1.1 1.0 1.2 2.0 2 GASOIL 0.8 0.8 0.9 0.0 0 GASOLINE 0.8 0.7 0.8 2.0 2 GAS_US_mini -7.9 -9.5 -6.3 -3.0 -3 GBP 0.9 0.7 1.1 4.0 4 GOLD_micro -1.1 -1.3 -0.9 -2.0 -2 HEATOIL 0.5 0.5 0.6 1.0 1 JGB-SGX-mini -16.9 -19.2 -14.5 0.0 0 JPY -0.6 -0.8 -0.5 -3.0 -3 LEANHOG -8.2 -8.8 -7.7 -8.0 -8 LIVECOW 3.2 3.0 3.4 2.0 2 LUMBER-new -5.0 -5.5 -4.5 0.0 0 MXP 28.6 25.6 31.6 30.0 30 NASDAQ_micro 0.3 0.1 0.4 0.0 0 NIKKEI 3.8 2.9 4.7 1.0 1 NZD 1.1 0.9 1.4 1.0 1 OAT 0.7 0.5 0.9 3.0 3 OATIES -0.5 -0.8 -0.1 NaN 0 OJ -0.9 -1.0 -0.8 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT 0.6 0.6 0.7 1.0 1 RICE -3.9 -4.2 -3.6 0.0 0 ROBUSTA -0.2 -0.3 -0.1 0.0 0 RUSSELL 6.4 5.6 7.2 0.0 0 SHATZ -0.7 -0.9 -0.4 NaN 0 SILVER-mini 0.0 -0.0 0.0 0.0 0 SMI 0.8 0.7 0.9 0.0 0 SOFR -20.2 -21.9 -18.5 NaN 0 SOYBEAN 0.9 0.9 1.0 2.0 2 SOYMEAL -0.4 -0.5 -0.3 0.0 0 SOYOIL 0.9 0.8 0.9 0.0 0 SP400 0.1 0.1 0.1 2.0 2 SP500_micro 0.1 -0.3 0.4 -1.0 -1 SUGAR11 -2.2 -2.5 -1.9 -2.0 -2 US10 -1.2 -1.3 -1.0 -1.0 -1 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -2.4 -2.6 -2.2 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.4 -0.5 -0.4 -4.0 -4 US5 -1.9 -2.1 -1.7 -5.0 -5 VIX -8.8 -10.3 -7.3 -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 -0.1 0.3 0.0 0.1 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 0.1 0.2 0.1 0.4 0.1 1.6 0.1 0.1 0.4 0.1 0.5 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 -0.1 0.2 -0.1 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 -0.0 -0.3 0.1 -0.5 0.1 -0.0 0.5 0.6 0.6 -0.0 -0.4 -0.1 -0.7 -0.7 BOBL 0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.4 0.0 0.2 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.0 0.2 -0.1 0.0 0.1 0.5 0.2 0.7 BTP 0.2 -0.3 -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 -0.0 -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 0.0 -0.3 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -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 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.1 0.1 -0.0 0.1 0.1 0.5 0.2 0.7 BUXL -0.1 -0.0 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.3 -0.0 -0.6 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.0 0.4 -0.0 0.0 -0.1 -0.0 -0.3 0.0 -0.0 0.4 -0.1 0.3 0.2 -0.1 0.3 -0.0 0.1 CAC 0.4 0.1 -0.3 0.1 0.0 0.1 0.1 0.2 0.1 -0.1 0.0 -0.0 0.3 0.0 0.0 0.2 0.0 0.2 0.1 0.0 0.0 -0.0 0.0 0.0 0.6 0.1 -0.0 0.2 -0.0 0.2 0.1 0.7 -0.3 -0.4 -0.0 0.1 -0.0 0.7 -0.1 0.7 CAD 0.6 -0.2 0.0 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 -0.0 0.1 2.7 0.1 0.2 0.1 0.2 0.1 0.1 -0.4 0.5 0.2 0.1 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.0 0.2 0.6 0.1 0.1 0.2 0.1 -0.2 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 0.2 0.1 1.3 0.1 0.2 0.3 0.2 0.3 0.1 -1.1 0.5 0.2 0.1 0.6 0.3 0.7 0.4 0.7 CHF 0.4 -0.3 -0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.0 -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 0.0 0.0 -0.0 0.2 -0.0 -1.1 -0.1 -0.2 -0.3 -0.1 -0.7 -0.7 -0.4 -0.7 COCOA 0.6 0.6 -0.6 0.1 0.1 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 -0.1 0.0 -0.4 0.0 -2.7 -0.0 0.0 -0.2 0.0 -0.3 0.0 0.1 -0.1 0.1 -0.1 -0.6 0.4 0.1 0.5 0.2 COFFEE 0.1 0.4 -0.6 0.2 0.2 0.2 0.2 -0.3 0.2 -0.1 -0.3 -0.0 -0.0 -0.0 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.0 -0.1 -0.0 -2.7 -0.0 -0.1 -0.1 -0.0 0.2 -0.0 1.1 -0.4 -0.3 -0.3 -0.6 0.5 0.6 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 0.0 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 -0.0 0.2 -0.0 0.3 0.1 -0.2 0.1 0.5 0.3 0.2 0.1 0.7 -0.1 0.4 CORN 0.0 0.2 0.5 0.2 0.2 0.3 0.2 -0.4 0.2 0.1 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 0.3 0.1 0.2 0.4 -0.0 0.6 0.2 COTTON2 0.5 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 0.1 0.2 -0.5 0.2 0.2 0.5 0.2 0.1 0.2 -1.1 0.5 0.6 0.6 0.6 -0.4 -0.4 -0.4 -0.3 CRUDE_W 0.1 0.3 0.6 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.3 0.2 0.2 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.2 0.2 0.3 0.2 0.7 0.2 0.1 0.5 0.2 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 -0.0 -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 0.0 -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 -0.0 -0.6 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 0.1 -0.0 0.1 0.1 0.1 -0.1 0.1 -0.2 -0.4 -0.4 -0.2 -0.7 -0.5 -0.7 DX -0.5 0.0 0.2 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.1 -0.1 -0.3 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.0 -0.0 -0.0 -1.8 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.8 0.0 -0.6 0.2 -0.2 0.0 0.4 0.4 0.5 EUR 0.4 0.0 -0.2 0.0 0.1 0.1 0.1 0.2 0.1 -0.0 -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 -0.3 -0.2 -0.0 -0.2 -0.6 -0.7 -0.3 -0.7 EURIBOR-ICE 0.2 -0.4 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 0.2 0.1 0.1 -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 0.1 0.2 -0.1 0.0 0.3 0.4 0.4 0.6 EUROSTX 0.5 -0.1 -0.5 0.1 0.0 0.1 0.1 0.2 0.1 -0.0 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 0.0 0.1 0.0 0.2 0.0 0.6 -0.2 -0.4 -0.3 -0.2 0.0 0.7 0.1 0.7 FEEDCOW 0.1 0.3 0.0 0.2 0.2 0.3 0.2 -0.3 0.2 0.2 0.4 0.1 0.6 0.1 0.1 -0.0 0.2 0.1 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.2 0.2 0.2 0.6 0.1 1.1 0.0 0.3 -0.1 -0.2 0.7 0.7 0.5 0.7 GASOIL 0.2 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 -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 0.3 0.6 0.6 0.2 0.1 0.5 0.1 0.5 0.2 0.1 0.3 0.1 0.3 0.1 0.1 0.4 -0.3 0.0 -0.4 0.2 0.2 0.2 0.4 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 0.2 GAS_US_mini -0.2 -0.4 -0.4 0.2 0.2 0.5 0.2 0.7 0.2 -0.0 -0.4 -0.1 -0.5 -0.2 -0.2 -0.4 -0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 2.7 -0.1 -0.0 -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 0.1 0.2 0.1 0.1 0.0 0.2 0.4 0.2 -0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.1 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.3 0.1 -0.0 0.2 -0.0 -0.6 -0.2 -0.3 -0.2 GOLD_micro -0.0 -0.6 0.3 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 -0.1 0.3 -0.1 -2.7 -0.0 -0.0 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 -0.2 0.6 0.6 0.2 0.1 0.4 0.1 0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.3 0.1 -1.2 0.2 0.1 0.5 0.1 0.5 0.1 1.1 0.0 -0.1 0.2 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 -0.5 -0.1 0.3 -0.0 -0.3 -0.2 -0.3 0.1 -0.7 0.0 -0.7 JPY 0.2 0.2 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.0 -0.4 -0.0 -0.6 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.0 -0.4 -0.0 2.7 -0.0 0.2 -0.2 0.1 -0.3 -0.0 -0.6 0.3 -0.6 -0.2 -0.4 -0.3 -0.4 -0.1 -0.4 LEANHOG -0.3 -0.6 -0.2 0.2 0.2 0.4 0.2 -0.4 0.2 0.0 0.0 -0.1 0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.1 0.2 -0.2 -1.1 -0.2 -0.0 -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 0.2 0.6 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 0.4 0.2 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.3 0.2 0.5 0.2 1.1 0.3 0.6 0.5 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.3 0.1 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 -0.1 -0.3 -0.1 -0.6 -0.1 -1.2 -0.6 -0.7 -0.6 -0.5 0.3 0.8 0.3 0.8 MXP 0.4 -0.0 -0.1 0.0 0.1 0.1 0.1 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 -0.4 -0.2 0.1 0.4 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.5 -0.5 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 0.2 0.2 -0.2 0.5 0.6 0.3 -0.3 0.1 -0.7 0.2 -0.7 NIKKEI 0.6 0.2 -0.1 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 -1.7 0.1 0.0 0.3 0.1 0.5 0.1 0.9 -0.0 0.0 0.0 0.3 -0.7 -0.2 -0.5 -0.1 NZD 0.4 -0.2 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.0 0.0 0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 0.0 1.5 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.0 -0.4 0.7 -0.0 0.7 OAT 0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 0.2 0.2 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.8 0.1 0.2 -0.0 0.2 0.0 0.4 0.1 0.5 OATIES -0.2 0.1 0.6 0.1 0.1 0.2 0.1 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.0 0.0 -0.4 -0.2 -0.2 -0.2 0.1 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.0 -0.7 -0.2 -0.2 0.0 0.2 0.1 -0.3 0.2 -0.4 OJ -0.3 -0.0 0.1 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 0.1 -0.1 0.0 -0.1 -0.0 0.4 -0.0 -0.2 -0.3 -0.3 -0.2 -0.3 -0.3 -0.2 PALLAD 0.2 -0.5 -0.2 -0.0 -0.0 0.1 -0.1 0.3 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 1.9 -0.0 0.0 -0.0 -0.0 0.2 -0.0 0.1 0.1 0.1 -0.1 -0.3 0.7 0.4 0.5 -0.1 PLAT 0.1 -0.4 0.1 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.0 -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 -0.0 0.1 -0.1 0.3 -0.0 0.1 -0.0 -0.0 -0.0 -0.2 0.7 0.5 0.6 -0.0 REDWHEAT 0.3 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 0.2 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 -0.3 0.0 0.5 0.1 0.1 0.2 0.1 -0.2 0.1 -0.0 -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 -0.0 -0.1 -0.1 -0.4 -0.0 -1.1 -0.2 -0.4 -0.3 -0.0 -0.7 -0.5 -0.7 -0.5 ROBUSTA 0.3 -0.1 -0.5 0.1 0.1 0.2 0.1 -0.2 0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 0.4 0.3 0.4 0.4 -0.1 -0.1 0.0 -0.2 -0.0 -2.7 -0.0 -0.0 -0.2 0.0 -0.2 0.0 1.1 -0.0 0.2 -0.5 -0.5 0.2 -0.0 0.2 0.3 RUSSELL 0.6 0.3 -0.2 0.1 0.1 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 0.0 0.2 0.1 0.3 0.2 0.1 0.1 0.0 0.0 -0.0 -0.1 -0.7 -0.1 -0.7 SHATZ 0.2 -0.3 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.8 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -0.8 -0.0 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 0.5 -0.2 -0.3 0.1 0.0 0.1 0.1 0.2 0.1 -0.0 0.1 0.0 0.2 0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.0 0.0 0.2 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 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -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 -0.4 -0.1 0.2 -0.3 -0.3 -0.3 -0.6 SOYBEAN 0.0 0.3 0.6 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 0.2 0.6 0.1 0.1 0.2 0.2 -0.2 0.5 0.1 -0.3 0.2 -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 -0.1 -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 -0.4 0.0 -0.4 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.1 0.5 0.6 0.2 0.2 0.2 0.2 -0.3 0.2 0.2 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 -2.4 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 0.1 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 0.1 0.6 0.1 0.0 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 0.3 -0.6 0.1 0.1 0.2 0.1 0.3 0.2 0.1 0.2 0.2 0.5 0.2 0.1 -0.1 -0.2 -0.1 -0.2 0.2 0.1 0.2 0.2 0.2 -1.8 0.1 0.1 0.0 0.2 0.1 0.2 -0.3 0.2 0.4 -0.1 -0.5 0.2 -0.7 0.2 -0.7 SUGAR11 -0.6 0.2 0.4 0.1 0.1 0.2 0.1 -0.2 0.1 0.1 -0.2 0.0 -0.4 -0.1 -0.0 -0.2 0.2 -0.0 0.1 -0.0 -0.0 0.1 -0.2 -0.0 -2.3 -0.0 0.1 -0.0 0.1 -0.1 -0.0 0.9 0.3 -0.6 -0.1 -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 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.7 -0.1 -0.7 US10U 0.1 -0.3 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.2 -0.1 0.2 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -1.6 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.2 -0.1 -0.3 -0.2 -0.1 -0.0 -0.1 -0.2 -0.7 US2 0.2 -0.4 -0.3 -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 0.0 -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 -0.1 -0.0 -0.1 -0.0 -0.1 -0.9 -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 0.1 -0.2 US30 -0.0 -0.2 -0.0 -0.0 -0.1 -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 -0.2 -0.1 -0.1 -0.3 0.0 -0.4 -0.1 -0.0 0.0 0.3 -0.0 -0.2 US5 0.1 -0.3 -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 -0.7 -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 -0.0 -0.6 VIX -0.8 0.2 0.9 0.1 -0.1 0.3 -0.1 0.2 -0.0 -0.1 0.1 -0.3 -0.4 -0.2 0.0 -0.6 -0.6 -0.4 -0.6 0.0 0.1 -0.1 0.1 -0.1 NaN 0.1 -0.1 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 0.2 -0.3 0.2 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 0.2 1.1 0.2 0.2 0.3 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 14.4 -2.2 10.8 3.5 8.2 3.2 6.1 4.2 5.9 8.5 15.3 15.0 15.4 15.1 15.3 2.1 0.3 1.6 1.1 12.7 14.9 9.0 14.1 11.7 11.9 12.9 6.6 16.2 8.0 15.1 10.7 6.9 2.3 8.0 9.8 20.0 -3.6 20.0 9.2 20.0 BITCOIN 20.0 13.2 -20.0 -1.5 -13.0 8.4 -13.4 20.0 -5.8 -12.5 -20.0 15.1 -17.3 17.9 -11.9 -3.8 -5.3 -3.8 -4.2 -4.8 -20.0 9.2 -20.0 14.6 -16.3 3.9 -3.9 -10.1 5.7 -13.1 10.8 -0.5 20.0 20.0 20.0 -1.2 -12.1 -1.9 -20.0 -20.0 BOBL 3.8 -10.2 -2.1 -2.3 -5.8 -2.6 -4.2 -2.4 -1.9 -4.6 -6.6 -2.2 -5.4 -5.9 -6.5 20.0 2.3 11.3 5.1 -5.9 -5.9 -4.1 -4.5 -4.2 1.5 -3.2 -4.2 -4.8 -3.0 -4.6 -1.4 -1.1 1.3 4.7 -3.0 0.1 3.4 15.2 6.2 20.0 BTP 5.4 -10.5 -14.5 -2.8 -7.2 -3.2 -5.2 -2.9 -2.4 -6.1 -3.6 -0.7 3.0 -3.1 -4.7 3.7 9.7 6.8 8.8 -4.9 -4.2 -3.8 -0.9 -3.2 -20.0 -3.1 -4.4 -2.9 -2.9 0.7 -1.0 9.5 3.0 7.6 -2.6 0.6 1.6 14.2 3.7 16.6 BUND 1.4 -8.9 1.3 -2.6 -6.8 -3.0 -4.9 -2.7 -2.3 -4.6 -7.3 -3.2 -7.5 -6.6 -7.5 -0.9 7.0 4.2 6.8 -5.4 -5.3 -3.4 -4.7 -3.9 -0.3 -2.6 -3.3 -3.8 -2.5 -4.1 -1.2 5.5 4.8 2.9 -1.1 2.9 2.8 14.6 6.9 20.0 BUXL -4.5 -1.5 8.9 -3.8 -9.7 -4.3 -7.0 -3.9 -3.2 -0.1 -12.4 -4.1 -15.4 -8.4 -10.1 3.5 3.8 3.9 4.0 -5.3 -6.6 -1.7 -10.4 -3.9 3.2 -1.0 0.8 -4.0 -0.0 -8.9 0.1 -0.2 15.9 -4.3 8.1 6.7 -4.3 8.4 -0.8 3.8 CAC 12.9 1.8 -9.1 8.0 4.4 5.4 7.5 5.8 10.6 -7.2 1.5 -0.1 7.3 3.8 1.9 11.6 1.6 9.4 4.8 1.9 0.8 -2.1 1.8 1.9 4.3 8.7 -2.4 8.4 -1.1 6.1 5.2 13.9 -13.5 -11.6 -0.8 3.3 -0.2 20.0 -3.2 20.0 CAD 17.6 -6.3 1.1 4.9 11.4 4.5 8.5 5.9 8.2 11.8 0.2 19.5 3.8 7.1 -3.5 -7.3 -7.4 -7.2 -7.3 2.9 0.4 16.1 -0.5 10.8 20.0 5.1 20.0 3.2 18.4 2.2 12.7 -6.9 20.0 7.0 1.7 -5.3 -20.0 -20.0 -20.0 -20.0 CANOLA -0.8 5.9 20.0 13.1 13.9 6.8 12.9 -6.5 11.7 12.3 9.3 12.1 4.5 7.3 10.7 -15.9 -15.7 -16.6 -16.8 11.1 10.7 17.6 6.5 11.5 9.4 12.8 20.0 12.8 16.5 7.6 11.5 -20.0 20.0 6.7 4.5 20.0 9.5 20.0 12.0 20.0 CHF 11.9 -9.7 -3.3 3.0 6.9 2.7 5.1 3.6 5.0 -0.3 -7.1 2.1 7.5 -3.0 -7.9 -15.0 -15.5 -14.6 -14.7 -3.1 -1.9 -0.8 2.2 -1.4 -3.1 -1.5 3.7 0.7 -1.1 4.3 -1.3 -20.0 -5.3 -7.7 -8.3 -3.0 -20.0 -20.0 -12.6 -20.0 COCOA 20.0 20.0 -20.0 6.7 7.1 3.5 6.6 -3.3 5.9 4.6 -6.5 2.0 -6.5 1.8 -5.6 -7.6 -0.0 -7.0 -5.0 -5.7 -13.8 2.4 -14.9 0.4 -20.0 -2.1 4.8 -6.8 2.5 -7.1 1.3 1.8 -2.6 1.9 -2.8 -18.6 12.8 1.7 14.9 6.7 COFFEE 3.7 11.7 -20.0 17.7 18.8 9.2 17.5 -8.8 15.8 -7.9 -11.0 -3.4 -0.5 -4.4 -10.6 20.0 17.6 18.0 18.6 -6.2 -10.0 -4.2 -2.4 -2.5 -20.0 -3.1 -7.4 -3.5 -3.8 5.1 -2.3 20.0 -17.1 -10.7 -10.0 -20.0 16.2 19.2 20.0 20.0 COPPER 18.7 -2.4 2.2 -0.8 -6.8 4.4 -7.0 11.6 -3.0 -6.2 6.5 4.6 6.9 8.4 3.1 -7.0 -6.4 -6.7 -6.5 6.0 6.6 0.3 8.5 6.1 -1.3 6.0 -4.5 6.1 -0.4 8.7 5.4 -3.4 6.0 16.9 9.0 6.3 3.7 20.0 -3.4 13.0 CORN 0.2 4.8 15.0 20.0 20.0 11.2 20.0 -10.6 19.2 15.3 13.9 17.6 -0.4 11.6 14.7 -20.0 -20.0 -20.0 -20.0 13.1 11.1 20.0 3.1 16.4 13.0 18.1 20.0 17.3 20.0 8.9 20.0 -20.0 20.0 9.6 3.5 5.9 12.2 -1.0 16.5 6.7 COTTON2 14.1 20.0 20.0 20.0 20.0 10.5 19.8 -9.9 17.9 12.6 12.6 16.8 -2.4 19.8 20.0 -12.7 -19.4 -18.4 -20.0 20.0 18.3 20.0 2.1 20.0 -3.9 20.0 20.0 20.0 20.0 3.8 20.0 -20.0 20.0 20.0 20.0 20.0 -11.3 -11.5 -11.9 -8.7 CRUDE_W 1.9 10.0 20.0 20.0 19.6 20.0 17.2 20.0 19.1 14.4 12.2 15.0 6.6 14.0 14.1 20.0 9.1 16.1 11.8 20.0 19.5 18.1 11.3 17.3 5.5 19.8 15.9 20.0 14.0 11.7 13.8 -0.1 -6.7 -2.1 -11.1 -16.7 12.2 20.0 -2.2 1.0 DAX 17.6 -2.9 -17.3 7.2 4.0 4.9 6.8 5.2 9.5 -3.5 -1.0 3.7 5.1 3.8 -0.2 -4.0 -6.8 -5.4 -6.2 -0.0 -1.8 2.2 0.9 3.2 -6.5 -0.2 1.8 -2.2 2.1 0.5 3.0 -2.0 -5.3 -8.8 -10.0 -12.3 4.9 16.7 8.7 20.0 DOW 20.0 -0.7 -18.2 8.8 4.9 6.0 8.3 6.4 11.7 5.4 3.1 9.9 9.2 9.8 4.1 -5.4 -7.3 -5.8 -6.4 5.0 2.2 8.9 4.9 10.4 -6.4 1.8 5.6 -0.0 5.9 2.8 6.2 -2.6 4.0 -5.0 -10.9 -13.1 -7.4 -20.0 -13.6 -20.0 DX -15.9 0.5 6.8 2.7 6.4 2.5 4.7 3.3 4.6 -4.6 5.4 -7.6 -7.4 -5.4 4.3 3.9 5.4 4.2 4.7 0.0 2.1 -4.2 -0.2 -3.7 -13.6 -0.6 -7.1 0.7 -4.4 -1.1 -3.8 14.4 0.9 -20.0 6.0 -5.5 0.5 11.6 11.8 15.7 EUR 13.4 1.5 -6.5 3.7 8.6 3.4 6.4 4.4 6.2 -3.9 -5.1 6.1 10.5 8.8 -3.9 -5.7 -7.3 -6.1 -6.6 0.8 -1.4 0.6 2.7 3.4 5.3 1.3 0.8 1.3 -0.5 5.6 2.3 -6.2 -12.6 -7.0 -0.5 -7.6 -18.9 -19.6 -9.1 -20.0 EURIBOR-ICE 5.0 -11.4 -7.7 -2.0 -5.2 -2.3 -3.7 -2.1 -1.7 -3.5 -5.1 -0.2 -2.5 -4.1 -5.1 2.0 9.1 4.5 7.3 -5.1 -5.1 -2.7 -3.0 -3.2 -2.8 -2.3 -2.3 -3.7 -1.7 -2.9 -0.6 7.9 2.3 5.4 -2.8 0.6 7.9 12.7 12.5 17.8 EUROSTX 15.1 -3.5 -15.1 7.8 4.3 5.3 7.4 5.7 10.4 -5.0 3.0 2.5 7.9 3.6 1.3 -1.9 1.4 1.0 1.9 2.0 2.2 -0.1 4.8 2.7 -4.3 2.7 0.0 3.1 0.2 5.4 3.2 12.0 -10.1 -11.1 -8.2 -4.8 1.5 20.0 1.8 20.0 FEEDCOW 3.7 9.9 0.0 18.6 19.8 9.7 18.4 -9.2 16.6 16.7 16.3 8.2 17.5 12.4 12.8 -0.7 8.5 4.4 7.8 17.7 20.0 19.3 20.0 16.0 -20.0 9.1 20.0 7.8 16.8 15.4 12.0 20.0 1.9 9.9 -2.9 -6.2 20.0 20.0 16.2 20.0 GASOIL 5.0 20.0 20.0 14.2 9.8 14.9 8.6 10.3 9.5 7.2 7.5 7.4 6.8 7.8 7.8 20.0 20.0 20.0 20.0 16.4 15.8 10.9 10.6 12.4 -3.0 16.8 8.5 18.9 7.7 14.4 10.1 20.0 1.7 0.4 5.5 13.2 -0.8 9.1 -8.3 -2.3 GASOLINE 9.5 18.0 20.0 20.0 14.4 20.0 12.7 15.2 14.0 10.6 11.1 11.4 8.9 11.7 11.7 20.0 -17.3 0.2 -19.0 20.0 20.0 20.0 13.4 20.0 -9.8 20.0 18.8 20.0 18.2 14.6 18.6 -20.0 15.1 9.1 11.7 6.4 7.8 20.0 -3.6 7.3 GAS_US_mini -7.4 -12.3 -10.8 20.0 19.8 20.0 17.4 20.0 19.2 -4.9 -13.2 -12.0 -13.2 -15.0 -15.0 -20.0 -11.2 -12.6 -4.5 -11.4 -10.7 -7.3 -9.7 -10.2 20.0 -12.6 -2.3 -12.6 -8.4 -10.9 -11.0 -20.0 -20.0 -20.0 -20.0 -20.0 18.5 2.8 16.3 -1.5 GBP 14.9 1.2 -3.2 4.2 9.8 3.8 7.3 5.0 7.0 9.7 1.1 16.1 11.8 15.5 -2.3 1.0 0.3 0.7 0.5 4.7 2.2 9.4 4.4 8.9 -2.2 6.3 13.7 6.4 9.2 9.3 8.4 6.4 3.9 -0.1 7.5 -1.1 -19.2 -7.0 -10.1 -7.1 GOLD_micro -1.1 -20.0 8.5 -0.5 -4.0 2.6 -4.1 6.9 -1.8 -4.4 2.0 -4.2 4.7 -3.1 -3.3 -5.7 -8.1 -5.6 -6.4 -2.9 3.2 -6.3 9.3 -5.1 -20.0 -0.3 -5.3 7.6 -5.5 15.7 -3.7 -4.7 -2.8 -2.5 -7.2 11.3 20.0 10.1 -6.4 -20.0 HEATOIL -6.4 20.0 20.0 14.8 10.2 15.6 9.0 10.8 10.0 7.1 8.0 7.6 7.1 8.2 8.4 20.0 20.0 20.0 20.0 17.6 18.0 11.3 12.5 12.6 -8.8 15.6 8.2 17.3 7.7 12.9 9.6 20.0 1.5 -1.7 7.6 10.3 -1.6 2.9 -14.8 -10.3 JGB-SGX-mini -3.2 -8.0 5.2 -1.9 -4.9 -2.2 -3.5 -2.0 -1.6 -6.0 -7.6 -5.2 -7.9 -6.8 -6.8 -0.4 8.8 2.2 5.0 -7.7 -9.4 -4.9 -10.9 -6.0 3.3 -7.9 -5.6 -10.7 -4.8 -12.7 -5.7 5.2 -0.4 -8.8 -6.8 -9.3 2.0 -20.0 1.1 -20.0 JPY 7.6 5.0 0.3 3.3 7.7 3.0 5.8 4.0 5.6 5.3 -16.0 -2.9 -16.1 -8.4 -14.2 -9.1 -9.9 -8.9 -9.1 -6.4 -10.6 4.2 -13.6 -1.8 20.0 -4.0 16.8 -6.9 4.8 -9.1 -0.7 -10.4 10.8 -17.3 -7.2 -13.0 -8.8 -11.2 -2.1 -12.4 LEANHOG -9.2 -20.0 -6.8 20.0 20.0 13.1 20.0 -12.4 20.0 2.2 1.7 -13.8 15.3 -19.8 -18.7 -20.0 -20.0 -20.0 -20.0 -15.2 -4.7 -6.3 6.8 -14.9 -8.5 -20.0 -1.0 -13.7 -9.2 0.9 -20.0 -20.0 -4.2 -20.0 -20.0 -20.0 -20.0 2.1 -16.5 8.2 LIVECOW 7.7 19.1 3.0 19.9 20.0 10.3 19.6 -9.8 17.7 15.8 17.7 14.7 18.1 17.0 17.1 18.7 8.5 12.7 8.9 20.0 20.0 20.0 20.0 20.0 -20.0 17.6 20.0 11.3 20.0 12.7 20.0 20.0 11.4 20.0 14.7 1.6 20.0 20.0 20.0 20.0 LUMBER-new -9.0 2.9 2.8 17.7 18.8 9.2 17.5 -8.7 15.8 -7.2 -17.3 -13.1 -17.5 -14.1 -14.3 -20.0 -20.0 -20.0 -20.0 -10.8 -14.0 -11.3 -19.6 -11.5 NaN -6.2 -10.6 -9.7 -11.4 -14.5 -8.3 -20.0 -20.0 -19.0 -15.2 -14.4 6.5 20.0 7.9 20.0 MXP 13.4 -0.0 -2.2 4.2 9.7 3.8 7.3 5.0 7.0 -9.6 16.1 9.1 19.6 14.0 12.6 8.3 11.2 8.8 9.9 10.8 15.5 -0.9 20.0 7.8 -20.0 8.3 -10.1 17.1 -4.1 20.0 3.8 20.0 -17.9 -6.0 1.8 11.7 9.1 6.3 20.0 10.0 NASDAQ_micro 20.0 15.2 -16.5 9.7 5.4 6.6 9.2 7.1 12.9 10.3 5.5 12.8 10.9 13.1 9.5 -6.7 -8.0 -7.0 -7.4 17.5 7.7 20.0 7.9 20.0 -19.8 10.1 11.9 3.1 17.7 4.3 18.6 -4.1 18.9 19.7 8.8 -9.3 3.0 -20.0 6.4 -20.0 NIKKEI 20.0 4.8 -3.5 6.6 3.6 4.5 6.2 4.8 8.8 4.1 7.5 8.6 8.4 8.4 7.1 0.1 5.7 2.1 3.8 11.2 10.4 10.3 11.8 13.5 -12.4 8.6 2.3 10.1 7.4 13.2 9.6 17.4 -1.7 1.0 0.6 9.5 -20.0 -4.5 -15.3 -2.5 NZD 12.6 -5.5 2.7 2.4 5.6 2.2 4.2 2.9 4.0 5.0 0.5 8.0 -0.8 3.4 -2.7 -2.5 -3.3 -2.9 -3.2 -0.1 -0.6 1.9 -1.0 1.7 11.5 0.0 1.7 -0.5 1.3 -1.3 1.4 0.0 -2.4 -2.2 -3.1 -1.2 -13.1 20.0 -0.6 20.0 OAT 3.6 -10.2 -1.7 -2.3 -5.9 -2.6 -4.2 -2.4 -2.0 -4.5 -3.3 -0.2 -1.8 -3.2 -4.5 9.7 12.2 11.0 12.1 -3.4 -2.8 -2.6 -1.7 -2.4 -1.7 -0.7 -2.8 -0.4 -1.7 0.1 -0.0 14.5 3.5 5.5 -0.7 5.2 0.8 12.5 2.9 16.0 OATIES -7.2 3.2 20.0 12.5 13.3 6.5 12.3 -6.2 11.2 9.3 3.6 4.7 -2.5 -1.7 3.9 -18.8 -10.9 -12.4 -11.9 4.8 4.4 4.7 -0.8 2.5 0.5 5.6 7.1 5.1 4.6 -1.2 2.5 -13.6 -8.9 -6.8 1.3 5.5 3.3 -9.6 5.0 -10.6 OJ -9.1 -0.8 2.2 6.8 7.3 3.6 6.7 -3.4 6.1 4.9 -3.5 -1.8 -6.0 -1.6 -3.3 -2.0 1.7 -0.5 0.1 -2.2 -3.0 0.3 -5.5 -2.4 -20.0 -2.2 6.8 -2.2 0.6 -3.5 -2.3 7.6 -1.3 -6.5 -9.4 -8.3 -6.8 -8.8 -9.3 -7.5 PALLAD 5.9 -15.1 -5.8 -0.6 -5.2 3.4 -5.4 8.9 -2.3 -0.6 -2.4 -3.8 1.7 -2.7 -6.4 -3.9 -3.3 -3.6 -3.4 -5.2 -2.3 -2.3 3.4 -3.6 14.5 -3.6 1.9 -1.6 -2.1 4.5 -2.4 2.0 5.2 1.8 -3.3 -9.9 20.0 11.1 15.9 -4.4 PLAT 3.7 -11.5 2.9 -0.5 -4.3 2.8 -4.4 7.3 -1.9 -2.8 -0.7 -3.2 2.7 -2.6 -5.1 -2.6 -3.1 -2.4 -2.6 -2.6 1.3 -5.3 6.3 -3.6 -1.8 -1.5 -3.8 2.4 -5.0 8.2 -3.0 2.8 -2.1 -1.0 -1.5 -4.9 20.0 16.1 19.4 -0.5 REDWHEAT 8.4 9.6 20.0 17.3 18.4 9.0 17.1 -8.6 15.4 13.8 14.7 16.7 -2.9 16.8 16.7 -11.4 -15.1 -12.9 -14.0 19.4 14.3 20.0 4.6 20.0 7.0 20.0 20.0 17.7 20.0 8.7 20.0 -18.9 20.0 20.0 19.5 20.0 -18.4 -20.0 -20.0 -20.0 RICE -10.0 1.2 15.4 11.4 12.2 5.9 11.3 -5.7 10.2 -3.5 -5.8 -6.3 -9.9 -4.9 -0.6 -20.0 -19.0 -20.0 -20.0 -3.6 -5.6 -6.5 -13.3 -5.5 3.6 -1.1 -2.8 -2.3 -5.8 -9.9 -3.9 -20.0 -8.3 -11.9 -9.6 -0.7 -20.0 -16.3 -20.0 -13.7 ROBUSTA 9.0 -4.6 -15.1 11.2 11.9 5.8 11.0 -5.5 9.9 0.9 -8.2 4.2 -5.7 -2.6 -8.4 20.0 16.9 20.0 18.5 -6.7 -9.6 1.8 -7.6 -0.7 -20.0 -2.8 -3.4 -6.0 2.4 -5.0 1.8 20.0 -1.9 6.0 -14.7 -16.9 4.5 -0.0 5.3 10.0 RUSSELL 20.0 7.7 -7.7 11.6 6.4 7.9 11.0 8.4 15.4 5.9 10.5 13.4 13.8 14.4 11.1 -4.2 -4.9 -4.3 -4.5 15.8 10.8 14.0 11.1 20.0 7.3 10.7 4.6 7.1 9.9 8.1 14.9 1.1 4.0 1.2 1.0 -0.2 -3.9 -20.0 -1.9 -20.0 SHATZ 6.7 -10.0 -2.6 -1.9 -4.8 -2.1 -3.4 -1.9 -1.6 -4.7 -5.6 -1.8 -6.2 -4.3 -4.8 2.6 -7.5 1.1 -2.0 -6.5 -7.0 -4.7 -5.4 -4.3 6.3 -5.8 -5.0 -8.0 -3.4 -7.2 -2.6 -15.1 -2.0 5.8 -8.0 -7.5 3.8 11.1 5.2 16.6 SILVER-mini 3.2 -10.9 -10.5 -0.3 -9.8 2.8 -5.6 7.2 -1.8 -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 -0.9 -2.0 -1.4 3.4 19.1 12.2 11.4 4.8 SMI 16.2 -5.7 -9.4 7.2 4.0 4.9 6.8 5.2 9.6 -2.9 3.4 4.1 6.7 4.7 0.9 0.8 6.0 4.0 5.8 2.8 3.5 1.9 5.6 3.9 4.9 5.2 0.0 6.8 2.1 8.6 5.0 19.5 -5.6 -10.2 -8.5 -0.9 2.5 20.0 4.4 20.0 SOFR -1.1 -10.9 -4.2 -4.4 -11.3 -5.0 -8.1 -4.6 -3.8 -11.6 -10.0 -12.0 9.7 -13.1 -12.5 4.1 6.0 5.0 5.8 -7.4 -4.2 -14.0 0.6 -10.0 -20.0 -5.6 -18.3 -1.0 -15.8 3.4 -10.2 3.5 -8.3 -11.1 -3.6 5.8 -8.4 -8.3 -8.2 -16.8 SOYBEAN 0.3 7.9 17.1 20.0 20.0 11.2 20.0 -10.7 19.3 20.0 20.0 19.6 17.8 19.6 20.0 -3.4 -2.9 -1.0 -1.5 17.5 18.6 14.1 12.3 13.8 -6.9 17.4 18.4 20.0 15.6 16.7 13.5 2.3 9.1 6.3 -5.2 14.6 3.5 -7.8 5.1 -4.8 SOYMEAL 2.6 2.3 9.6 13.0 13.9 6.8 12.8 -6.4 11.6 -1.7 0.7 -0.9 -4.1 -1.1 6.0 20.0 -6.2 9.3 0.5 2.4 2.3 -0.4 -0.9 1.0 -12.6 3.5 -2.5 5.8 -0.5 3.9 0.8 -0.0 -16.0 1.4 -11.2 -3.4 -11.2 -13.9 -18.6 -11.9 SOYOIL 3.2 15.8 20.0 17.6 18.7 9.2 17.4 -8.7 15.7 16.8 18.0 17.9 16.6 18.1 18.8 20.0 0.5 14.1 5.6 20.0 20.0 20.0 20.0 20.0 -18.2 20.0 20.0 20.0 20.0 20.0 20.0 10.2 20.0 20.0 20.0 20.0 -0.4 -20.0 -0.6 -20.0 SP400 20.0 2.8 -2.8 10.5 5.8 7.1 9.9 7.6 13.9 0.1 9.7 8.9 12.2 11.1 9.3 -5.3 -6.1 -5.6 -5.8 10.7 8.4 6.5 8.3 12.6 4.2 6.6 0.8 4.8 4.0 4.5 8.3 -1.1 -1.8 -9.0 -8.5 0.2 -4.1 -20.0 -3.0 -20.0 SP500_micro 20.0 8.2 -20.0 10.7 5.9 7.3 10.2 7.8 14.3 10.1 8.0 14.1 13.5 14.3 10.8 -7.0 -8.8 -7.5 -8.0 14.5 6.6 20.0 8.7 20.0 -13.5 6.4 10.2 0.3 14.3 2.7 14.9 -5.3 9.9 10.8 -3.3 -15.5 4.6 -20.0 5.4 -20.0 SUGAR11 -18.1 6.2 11.7 11.1 11.8 5.7 10.9 -5.5 9.8 9.2 -6.1 0.2 -9.8 -5.1 -4.6 -8.8 7.6 -1.8 3.6 -2.8 -3.1 6.3 -6.7 -1.8 -17.5 -0.6 15.2 -0.2 7.5 -3.7 -0.3 16.4 12.4 -17.3 -4.1 -6.2 -5.9 -20.0 -5.3 -12.6 US10 2.9 -10.0 -7.3 -3.1 -8.0 -3.6 -5.8 -3.3 -2.7 -7.8 -6.1 -6.6 3.8 -7.1 -7.6 3.5 1.9 3.1 2.8 -5.6 -4.4 -8.1 -1.4 -5.7 -7.3 -4.7 -11.3 -2.8 -8.9 0.6 -5.7 -2.8 -3.4 -4.7 -3.2 -2.1 -2.4 -20.0 -4.0 -20.0 US10U 1.6 -9.9 -6.3 -4.6 -11.8 -5.2 -8.5 -4.8 -3.9 -11.6 -8.1 -11.4 5.1 -10.4 -10.9 4.1 1.6 3.5 2.9 -7.9 -5.6 -11.5 -1.6 -8.4 -12.3 -7.5 -16.4 -3.4 -13.3 2.3 -9.1 -3.0 -3.2 -8.8 -5.0 -2.1 -1.4 -3.6 -7.0 -20.0 US2 5.9 -11.1 -10.5 -2.9 -7.5 -3.3 -5.4 -3.0 -2.5 -6.9 -7.6 -5.8 -5.1 -6.0 -6.7 -2.7 -10.5 -5.2 -7.3 -9.0 -9.0 -8.3 -6.0 -7.0 7.6 -7.7 -10.5 -7.7 -8.0 -4.5 -6.1 -20.0 -5.6 -4.3 -8.8 -11.9 0.5 -20.0 1.0 -15.4 US20 1.3 -9.2 -3.5 -3.1 -8.1 -3.6 -5.8 -3.3 -2.7 -8.6 -5.4 -8.0 1.0 -7.2 -7.4 4.6 4.2 4.7 4.7 -4.8 -3.4 -7.7 -1.5 -5.3 -7.1 -5.9 -12.2 -2.9 -9.1 0.6 -6.6 0.8 -0.9 -7.4 -5.2 -0.7 3.2 11.9 1.8 -6.6 US30 -0.9 -7.6 -1.3 -4.5 -11.5 -5.1 -8.3 -4.7 -3.9 -13.7 -11.7 -12.4 -6.0 -13.4 -12.7 2.6 0.4 2.3 1.7 -7.0 -5.4 -10.3 -4.5 -7.8 -5.1 -9.8 -19.0 -5.5 -14.7 -1.5 -11.3 -5.0 1.2 -12.9 -3.2 -0.1 1.3 9.3 -0.1 -5.6 US5 3.8 -10.6 -8.6 -3.1 -8.1 -3.6 -5.8 -3.3 -2.7 -7.7 -6.4 -6.7 3.0 -6.8 -7.3 1.1 -1.0 0.7 0.2 -6.9 -5.9 -8.5 -2.6 -6.4 -5.5 -5.6 -11.2 -4.1 -8.8 -0.6 -5.9 -7.4 -4.5 -4.4 -5.1 -4.4 -0.1 -20.0 -1.3 -17.4 VIX -15.0 3.1 17.4 5.8 -4.6 7.9 -4.9 3.6 -2.4 -8.9 1.5 -15.4 -7.2 -9.0 0.9 -17.3 -20.0 -13.5 -19.0 1.5 4.4 -5.8 1.2 -5.4 NaN 6.2 -4.9 8.6 -4.8 4.1 -2.3 NaN NaN NaN NaN NaN -9.8 -20.0 NaN NaN WHEAT 2.5 5.9 20.0 15.7 16.7 8.2 15.5 -7.8 14.0 9.4 10.9 12.8 -4.9 11.9 13.1 -13.7 -17.0 -14.5 -15.6 12.2 9.0 20.0 1.8 15.6 8.3 14.4 18.6 12.9 20.0 6.6 16.0 -20.0 20.0 16.1 7.2 18.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3