******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260501_203941 produced at 2026-05-01 21:36:19.026533 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.06 0.0 0.00 0.00 0.00 0.00 -20.19 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.48 0.0 0.00 0.00 0.00 0.00 -13.89 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -2.47 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.16 0.0 0.23 -0.23 -0.14 -0.14 -9.11 13.0 -8 -8 caleb_strategy_v3 VIX False False 0.01 -0.04 -0.10 0.0 999.00 -999.00 -0.04 -0.04 -10.49 999999999.0 -4 -4 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.09 0.0 1.14 -1.14 -0.23 -0.23 -1.89 25.0 -5 -5 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.08 0.0 0.88 -0.88 -0.14 -0.14 -1.16 13.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -15.94 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.05 0.0 0.79 -0.79 -0.05 -0.05 -1.17 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.62 -0.62 -0.05 -0.05 -1.08 13.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.19 3.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.00 4.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.68 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 -8.22 26.0 -3 -3 caleb_strategy_v3 BTP False False 0.06 -0.12 -0.03 0.0 0.58 -0.58 -0.12 -0.12 -0.51 10.0 -2 -2 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.87 -0.87 0.00 0.00 -0.49 14.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.10 -1.10 -0.04 -0.02 -1.13 56.0 -2 -1 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.02 0.0 0.57 -0.57 -0.10 -0.07 -0.46 17.0 -3 -2 caleb_strategy_v3 DOW False False 0.01 -0.05 -0.02 0.0 0.69 -0.69 -0.05 -0.08 -1.58 66.0 -5 -8 caleb_strategy_v3 US30 False False 0.05 -0.20 -0.02 0.0 0.29 -0.29 -0.20 -0.20 -0.41 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 -0.47 9.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.31 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 -0.04 -0.31 999999999.0 0 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -1.75 18.0 -2 -2 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.40 -0.40 -0.02 -0.02 -0.44 26.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.22 -0.22 -0.05 -0.05 -0.04 4.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.18 2.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.05 -0.00 0.0 0.70 -0.70 -0.05 -0.06 -0.10 58.0 -4 -5 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.05 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.26 23.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.62 -0.62 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.03 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.18 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 NASDAQ_micro False False 0.02 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.43 23.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 0.01 0.0 0.74 -0.74 -0.02 0.00 0.42 48.0 -1 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.01 0.0 0.12 -0.12 0.01 0.01 0.67 8.0 1 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.09 -1.09 0.00 0.00 0.15 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 0.17 10.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.20 -0.20 0.00 0.00 1.26 11.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.31 0.02 0.0 0.31 -0.31 0.31 0.31 0.13 2.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.58 -0.58 0.06 0.09 0.64 20.0 2 3 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 0.95 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.03 0.0 0.17 -0.17 0.05 0.05 1.02 7.0 2 2 caleb_strategy_v3 HEATOIL False False 0.06 0.06 0.03 0.0 0.19 -0.19 0.06 0.00 0.51 3.0 1 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.03 0.0 0.52 -0.52 0.02 0.02 1.24 21.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 7.31 68.0 0 0 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.19 -0.19 0.00 0.00 0.80 4.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.14 0.04 0.0 0.79 -0.79 0.14 0.14 1.05 22.0 4 4 caleb_strategy_v3 OAT False False 0.06 0.18 0.04 0.0 0.59 -0.59 0.18 0.18 0.71 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 1.07 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 9.79 51.0 3 3 caleb_strategy_v3 GASOLINE False False 0.06 0.12 0.05 0.0 999.00 -999.00 0.12 0.17 0.80 999999999.0 2 3 caleb_strategy_v3 CORN False False 0.01 0.00 0.06 0.0 0.13 -0.13 0.00 0.00 5.32 12.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.06 0.0 0.90 -0.90 0.00 0.00 1.89 29.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.02 0.06 0.0 0.58 -0.58 0.02 0.05 4.01 36.0 1 3 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 COPPER False False 0.06 0.13 0.09 0.0 999.00 -999.00 0.13 0.19 1.50 999999999.0 2 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.09 0.0 0.63 -0.63 0.16 0.16 1.18 8.0 2 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.13 0.0 1.20 -1.20 0.00 0.00 1.10 10.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.13 0.0 0.58 -0.58 0.03 0.03 4.21 19.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.14 0.0 0.71 -0.71 0.08 0.08 3.35 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 0.07 5.39 5.0 3 2 caleb_strategy_v3 MXP False False 0.01 0.36 0.37 0.0 0.72 -0.72 0.36 0.36 30.74 60.0 30 30 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.2 Shocked risk 35.1 Sum abs risk 48.5 Leverage 5.57 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2367388.16, 'annual_cash_vol_target': 591847.04, 'daily_cash_vol_target': 36990.44} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7203 0.6189 9.9024 BITCOIN 1465.9101 78820.0000 1.8598 29.7571 BOBL 0.2744 115.4500 0.2377 3.8032 BTP 0.6670 116.9600 0.5703 9.1245 BUND 0.4812 125.3600 0.3838 6.1414 BUXL 0.9120 108.9800 0.8368 13.3891 CAC 80.1716 8055.5000 0.9952 15.9239 CAD 0.0027 0.7376 0.3609 5.7748 CANOLA 7.9324 757.2000 1.0476 16.7615 CHF 0.0062 1.2861 0.4819 7.7107 COCOA 104.6498 3598.0000 2.9086 46.5369 COFFEE 5.0260 289.9500 1.7334 27.7342 COPPER 0.0784 5.9705 1.3126 21.0021 CORN 4.2430 498.2500 0.8516 13.6254 COTTON2 1.0998 84.2400 1.3056 20.8893 CRUDE_W 1.2800 79.8300 1.6035 25.6553 DAX 250.3987 24387.0000 1.0268 16.4283 DOW 397.4294 49699.0000 0.7997 12.7948 DX 0.4113 97.9950 0.4197 6.7152 EUR 0.0048 1.1750 0.4086 6.5368 EURIBOR-ICE 0.0555 97.3200 0.0570 0.9126 EUROSTX 63.0233 5840.0000 1.0792 17.2666 FEEDCOW 2.7589 372.0250 0.7416 11.8656 GASOIL 32.2354 1130.5000 2.8514 45.6228 GASOLINE 0.0657 3.2636 2.0120 32.1913 GAS_US_mini 0.0990 3.0700 3.2254 51.6071 GBP 0.0065 1.3581 0.4793 7.6680 GOLD_micro 56.4257 4635.0000 1.2174 19.4781 HEATOIL 0.0940 3.6422 2.5795 41.2722 JGB-SGX-mini 0.2923 129.6800 0.2254 3.6067 JPY 0.0000 0.0064 0.6958 11.1323 LEANHOG 1.0729 103.4500 1.0371 16.5934 LIVECOW 1.7592 247.9250 0.7096 11.3530 LUMBER-new 6.9428 585.0000 1.1868 18.9888 MXP 0.0003 0.0572 0.6109 9.7741 NASDAQ_micro 235.3394 27815.2500 0.8461 13.5373 NIKKEI 720.7306 59470.0000 1.2119 19.3908 NZD 0.0041 0.5912 0.7005 11.2078 OAT 0.5578 119.2700 0.4677 7.4827 OATIES 5.6841 352.5000 1.6125 25.8000 OJ 6.1254 188.9500 3.2418 51.8691 PALLAD 39.6908 1542.5000 2.5731 41.1704 PLAT 46.9184 2001.8000 2.3438 37.5010 REDWHEAT 11.4609 706.5000 1.6222 25.9554 RICE 0.1413 11.2200 1.2596 20.1536 ROBUSTA 58.3829 3362.0000 1.7366 27.7848 RUSSELL 29.3081 2816.9000 1.0404 16.6470 SHATZ 0.1114 105.7500 0.1054 1.6860 SILVER-mini 2.1022 77.8625 2.6999 43.1984 SMI 112.3165 13085.0000 0.8584 13.7338 SOFR 0.0524 96.3850 0.0544 0.8702 SOYBEAN 8.3297 1180.7500 0.7055 11.2873 SOYMEAL 4.0271 314.5000 1.2805 20.4877 SOYOIL 0.8627 73.4600 1.1743 18.7895 SP400 34.4484 3650.7000 0.9436 15.0978 SP500_micro 50.6951 7266.0000 0.6977 11.1632 SUGAR11 0.2637 15.4100 1.7114 27.3831 US10 0.3539 110.6250 0.3199 5.1192 US10U 0.4506 112.9688 0.3989 6.3820 US2 0.0979 103.5586 0.0945 1.5119 US20 0.6747 113.1562 0.5963 9.5401 US30 0.8711 115.4375 0.7546 12.0737 US5 0.2371 107.8438 0.2199 3.5183 VIX 0.6043 21.4500 2.8173 45.0772 WHEAT 10.0749 672.5000 1.4981 23.9701 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 720.30 0.62 445.80 1.00 445.80 36990.44 82.98 19.52 162.00 BITCOIN 78.82 1.86 146.59 1.00 146.59 36990.44 252.34 -5.82 -146.96 BOBL 1154.50 0.24 274.43 1.17 321.15 36990.44 115.18 1.25 14.37 BTP 1169.60 0.57 667.00 1.17 780.56 36990.44 47.39 -3.14 -14.86 BUND 1253.60 0.38 481.17 1.17 563.09 36990.44 65.69 0.98 6.43 BUXL 1089.80 0.84 911.97 1.17 1067.23 36990.44 34.66 -1.03 -3.56 CAC 805.55 1.00 801.72 1.17 938.21 36990.44 39.43 7.97 31.44 CAD 737.55 0.36 266.20 1.00 266.20 36990.44 138.96 5.22 72.58 CANOLA 151.44 1.05 158.65 0.73 115.92 36990.44 319.10 12.60 402.01 CHF 1607.69 0.48 774.77 1.00 774.77 36990.44 47.74 -9.38 -44.80 COCOA 359.80 2.91 1046.50 1.00 1046.50 36990.44 35.35 -5.07 -17.93 COFFEE 1087.31 1.73 1884.74 1.00 1884.74 36990.44 19.63 1.06 2.08 COPPER 1492.62 1.31 1959.27 1.00 1959.27 36990.44 18.88 7.33 13.84 CORN 249.12 0.85 212.15 1.00 212.15 36990.44 174.36 12.53 218.46 COTTON2 421.20 1.31 549.91 1.00 549.91 36990.44 67.27 7.69 51.73 CRUDE_W 798.30 1.60 1280.04 1.00 1280.04 36990.44 28.90 17.21 49.72 DAX 243.87 1.03 250.40 1.17 293.03 36990.44 126.23 -0.23 -2.85 DOW 248.50 0.80 198.71 1.00 198.71 36990.44 186.15 -3.65 -67.86 DX 979.95 0.42 411.29 1.00 411.29 36990.44 89.94 -1.34 -12.06 EUR 1468.81 0.41 600.08 1.00 600.08 36990.44 61.64 -3.05 -18.79 EURIBOR-ICE 2433.00 0.06 138.77 1.17 162.40 36990.44 227.78 1.42 32.33 EUROSTX 584.00 1.08 630.23 1.17 737.53 36990.44 50.15 3.75 18.80 FEEDCOW 1860.12 0.74 1379.47 1.00 1379.47 36990.44 26.81 13.29 35.64 GASOIL 1130.50 2.85 3223.54 1.00 3223.54 36990.44 11.48 16.00 18.36 GASOLINE 1370.71 2.01 2757.81 1.00 2757.81 36990.44 13.41 13.73 18.42 GAS_US_mini 76.75 3.23 247.55 1.00 247.55 36990.44 149.42 -5.07 -75.76 GBP 848.81 0.48 406.80 1.00 406.80 36990.44 90.93 4.46 40.54 GOLD_micro 463.50 1.22 564.26 1.00 564.26 36990.44 65.56 -5.06 -33.17 HEATOIL 1529.72 2.58 3945.95 1.00 3945.95 36990.44 9.37 12.59 11.80 JGB-SGX-mini 129680.00 0.23 29232.21 0.01 181.97 36990.44 203.28 -6.30 -128.08 JPY 798.81 0.70 555.79 1.00 555.79 36990.44 66.55 -2.65 -17.64 LEANHOG 413.80 1.04 429.15 1.00 429.15 36990.44 86.20 -17.37 -149.76 LIVECOW 991.70 0.71 703.67 1.00 703.67 36990.44 52.57 19.21 101.01 LUMBER-new 160.88 1.19 190.93 1.00 190.93 36990.44 193.74 -10.99 -212.98 MXP 285.75 0.61 174.56 1.00 174.56 36990.44 211.91 9.87 209.14 NASDAQ_micro 556.31 0.85 470.68 1.00 470.68 36990.44 78.59 2.34 18.42 NIKKEI 59470.00 1.21 72073.06 0.01 448.65 36990.44 82.45 4.48 36.97 NZD 591.20 0.70 414.13 1.00 414.13 36990.44 89.32 5.36 47.91 OAT 1192.70 0.47 557.79 1.17 652.75 36990.44 56.67 3.67 20.80 OATIES 176.25 1.61 284.20 1.00 284.20 36990.44 130.16 -0.56 -7.35 OJ 283.42 3.24 918.81 1.00 918.81 36990.44 40.26 -9.22 -37.14 PALLAD 1542.50 2.57 3969.08 1.00 3969.08 36990.44 9.32 5.61 5.22 PLAT 1000.90 2.34 2345.92 1.00 2345.92 36990.44 15.77 3.23 5.10 REDWHEAT 353.25 1.62 573.05 1.00 573.05 36990.44 64.55 7.84 50.63 RICE 224.40 1.26 282.65 1.00 282.65 36990.44 130.87 -12.53 -164.03 ROBUSTA 336.20 1.74 583.83 1.00 583.83 36990.44 63.36 -3.05 -19.33 RUSSELL 140.84 1.04 146.54 1.00 146.54 36990.44 252.42 8.73 220.43 SHATZ 1057.50 0.11 111.43 1.17 130.40 36990.44 283.66 -2.35 -66.80 SILVER-mini 1946.56 2.70 5255.53 1.00 5255.53 36990.44 7.04 2.19 1.54 SMI 1308.50 0.86 1123.16 1.26 1422.85 36990.44 26.00 8.92 23.18 SOFR 2409.62 0.05 131.05 1.00 131.05 36990.44 282.27 -11.75 -331.76 SOYBEAN 590.38 0.71 416.48 1.00 416.48 36990.44 88.82 12.30 109.26 SOYMEAL 314.50 1.28 402.71 1.00 402.71 36990.44 91.85 -5.50 -50.56 SOYOIL 440.76 1.17 517.61 1.00 517.61 36990.44 71.46 14.22 101.63 SP400 3650.70 0.94 3444.84 1.00 3444.84 36990.44 10.74 3.56 3.82 SP500_micro 363.30 0.70 253.48 1.00 253.48 36990.44 145.93 1.24 18.15 SUGAR11 172.59 1.71 295.38 1.00 295.38 36990.44 125.23 -5.73 -71.74 US10 1106.25 0.32 353.94 1.00 353.94 36990.44 104.51 -8.85 -92.47 US10U 1129.69 0.40 450.60 1.00 450.60 36990.44 82.09 -10.41 -85.46 US2 2071.17 0.09 195.72 1.00 195.72 36990.44 189.00 -10.29 -194.54 US20 1131.56 0.60 674.70 1.00 674.70 36990.44 54.82 -4.41 -24.16 US30 1154.38 0.75 871.10 1.00 871.10 36990.44 42.46 -7.59 -32.21 US5 1078.44 0.22 237.14 1.00 237.14 36990.44 155.99 -9.54 -148.76 VIX 214.50 2.82 604.32 1.00 604.32 36990.44 61.21 -6.93 -42.43 WHEAT 336.25 1.50 503.75 1.00 503.75 36990.44 73.43 3.88 28.48 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 161.998 0.010 2.5 4.209 BITCOIN -146.955 0.043 2.5 -15.936 BOBL 14.373 0.004 2.5 0.146 BTP -14.860 0.014 2.5 -0.508 BUND 6.430 0.004 2.5 0.065 BUXL -3.557 0.004 2.5 -0.036 CAC 31.435 0.014 2.5 1.074 CAD 72.575 0.010 2.5 1.886 CANOLA 402.010 0.010 2.5 9.794 CHF -44.799 0.010 2.5 -1.164 COCOA -17.928 0.010 2.5 -0.437 COFFEE 2.083 0.005 2.5 0.028 COPPER 13.839 0.043 2.5 1.501 CORN 218.462 0.010 2.5 5.322 COTTON2 51.734 0.010 2.5 1.260 CRUDE_W 49.722 0.043 2.5 5.392 DAX -2.854 0.014 2.5 -0.097 DOW -67.864 0.009 2.5 -1.579 DX -12.064 0.010 2.5 -0.313 EUR -18.790 0.010 2.5 -0.488 EURIBOR-ICE 32.328 0.014 2.5 1.104 EUROSTX 18.804 0.014 2.5 0.642 FEEDCOW 35.636 0.013 2.5 1.183 GASOIL 18.357 0.017 2.5 0.797 GASOLINE 18.420 0.017 2.5 0.800 GAS_US_mini -75.764 0.043 2.5 -8.216 GBP 40.540 0.010 2.5 1.053 GOLD_micro -33.173 0.014 2.5 -1.133 HEATOIL 11.798 0.017 2.5 0.512 JGB-SGX-mini -128.079 0.043 2.5 -13.889 JPY -17.643 0.010 2.5 -0.458 LEANHOG -149.758 0.024 2.5 -9.114 LIVECOW 101.006 0.013 2.5 3.352 LUMBER-new -212.983 0.010 2.5 -5.189 MXP 209.138 0.059 2.5 30.739 NASDAQ_micro 18.417 0.009 2.5 0.429 NIKKEI 36.965 0.043 2.5 4.008 NZD 47.906 0.010 2.5 1.245 OAT 20.801 0.014 2.5 0.710 OATIES -7.346 0.010 2.5 -0.179 OJ -37.139 0.010 2.5 -0.905 PALLAD 5.225 0.014 2.5 0.178 PLAT 5.098 0.014 2.5 0.174 REDWHEAT 50.626 0.005 2.5 0.673 RICE -164.030 0.010 2.5 -3.996 ROBUSTA -19.326 0.005 2.5 -0.257 RUSSELL 220.427 0.013 2.5 7.315 SHATZ -66.798 0.004 2.5 -0.678 SILVER-mini 1.544 0.014 2.5 0.053 SMI 23.182 0.014 2.5 0.792 SOFR -331.762 0.024 2.5 -20.191 SOYBEAN 109.262 0.004 2.5 1.018 SOYMEAL -50.558 0.004 2.5 -0.471 SOYOIL 101.633 0.004 2.5 0.947 SP400 3.822 0.013 2.5 0.127 SP500_micro 18.155 0.009 2.5 0.423 SUGAR11 -71.737 0.010 2.5 -1.748 US10 -92.473 0.005 2.5 -1.173 US10U -85.460 0.005 2.5 -1.084 US2 -194.539 0.005 2.5 -2.469 US20 -24.164 0.005 2.5 -0.307 US30 -32.212 0.005 2.5 -0.409 US5 -148.762 0.005 2.5 -1.888 VIX -42.429 0.099 2.5 -10.488 WHEAT 28.481 0.005 2.5 0.378 ===================== Position diags ===================== AUD 2.16 BITCOIN 27.36 BOBL 1.17 BTP 1.62 BUND 0.67 BUXL 0.35 CAC 1.35 CAD 3.61 CANOLA 7.77 CHF 1.24 COCOA 0.86 COFFEE 0.26 COPPER 2.05 CORN 4.25 COTTON2 1.64 CRUDE_W 3.13 DAX 4.31 DOW 4.33 DX 2.34 EUR 1.60 EURIBOR-ICE 7.78 EUROSTX 1.71 FEEDCOW 0.89 GASOIL 0.50 GASOLINE 0.58 GAS_US_mini 16.20 GBP 2.36 GOLD_micro 2.24 HEATOIL 0.41 JGB-SGX-mini 22.04 JPY 1.73 LEANHOG 5.25 LIVECOW 1.74 LUMBER-new 4.72 MXP 31.15 NASDAQ_micro 1.83 NIKKEI 8.94 NZD 2.32 OAT 1.94 OATIES 3.17 OJ 0.98 PALLAD 0.32 PLAT 0.54 REDWHEAT 0.86 RICE 3.19 ROBUSTA 0.84 RUSSELL 8.38 SHATZ 2.88 SILVER-mini 0.24 SMI 0.89 SOFR 17.18 SOYBEAN 0.83 SOYMEAL 0.86 SOYOIL 0.67 SP400 0.36 SP500_micro 3.40 SUGAR11 3.05 US10 1.33 US10U 1.04 US2 2.40 US20 0.70 US30 0.54 US5 1.98 VIX 15.13 WHEAT 0.98 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.2 4.0 4.4 1.0 1 BITCOIN -15.9 -18.7 -13.2 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 -0.0 -0.1 -0.0 -1.0 -1 CAC 1.1 0.9 1.2 0.0 0 CAD 1.9 1.5 2.2 0.0 0 CANOLA 9.8 9.0 10.6 3.0 3 CHF -1.2 -1.3 -1.0 -2.0 -2 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.5 1.3 1.7 2.0 2 CORN 5.3 4.9 5.7 0.0 0 COTTON2 1.3 1.1 1.4 0.0 0 CRUDE_W 5.4 5.1 5.7 3.0 3 DAX -0.1 -0.5 0.3 -4.0 -4 DOW -1.6 -2.0 -1.1 -5.0 -5 DX -0.3 -0.5 -0.1 0.0 0 EUR -0.5 -0.6 -0.3 0.0 0 EURIBOR-ICE 1.1 0.3 1.9 0.0 0 EUROSTX 0.6 0.5 0.8 2.0 2 FEEDCOW 1.2 1.1 1.3 2.0 2 GASOIL 0.8 0.7 0.8 0.0 0 GASOLINE 0.8 0.7 0.9 2.0 2 GAS_US_mini -8.2 -9.8 -6.6 -3.0 -3 GBP 1.1 0.8 1.3 4.0 4 GOLD_micro -1.1 -1.4 -0.9 -2.0 -2 HEATOIL 0.5 0.5 0.6 1.0 1 JGB-SGX-mini -13.9 -16.1 -11.7 0.0 0 JPY -0.5 -0.6 -0.3 -3.0 -3 LEANHOG -9.1 -9.6 -8.6 -8.0 -8 LIVECOW 3.4 3.2 3.5 2.0 2 LUMBER-new -5.2 -5.7 -4.7 0.0 0 MXP 30.7 27.6 33.9 30.0 30 NASDAQ_micro 0.4 0.2 0.6 0.0 0 NIKKEI 4.0 3.1 4.9 1.0 1 NZD 1.2 1.0 1.5 1.0 1 OAT 0.7 0.5 0.9 3.0 3 OATIES -0.2 -0.5 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 0.7 0.6 0.8 1.0 1 RICE -4.0 -4.3 -3.7 0.0 0 ROBUSTA -0.3 -0.3 -0.2 0.0 0 RUSSELL 7.3 6.5 8.2 0.0 0 SHATZ -0.7 -1.0 -0.4 NaN 0 SILVER-mini 0.1 0.0 0.1 0.0 0 SMI 0.8 0.7 0.9 0.0 0 SOFR -20.2 -21.9 -18.5 NaN 0 SOYBEAN 1.0 0.9 1.1 2.0 2 SOYMEAL -0.5 -0.6 -0.4 0.0 0 SOYOIL 0.9 0.9 1.0 0.0 0 SP400 0.1 0.1 0.2 2.0 2 SP500_micro 0.4 0.1 0.8 -1.0 -1 SUGAR11 -1.7 -2.1 -1.4 -2.0 -2 US10 -1.2 -1.3 -1.0 -1.0 -1 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -2.5 -2.7 -2.2 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.4 -0.5 -0.4 -4.0 -4 US5 -1.9 -2.1 -1.7 -5.0 -5 VIX -10.5 -12.0 -9.0 -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 0.4 -0.0 0.4 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 0.5 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 -0.1 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 -0.0 -0.2 0.1 -0.5 0.2 -2.2 0.1 0.1 -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 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.4 0.0 0.2 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.0 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 0.1 -0.3 0.0 -0.0 -0.1 -0.1 -0.0 -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 0.2 0.0 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.2 -0.0 0.1 2.7 0.1 0.2 0.1 0.2 0.1 0.2 -0.4 0.5 0.3 0.0 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.0 0.2 0.6 0.2 0.1 0.2 0.2 -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 0.1 0.2 0.1 1.3 0.1 0.1 0.4 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 0.1 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 0.1 -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 0.1 -0.2 0.0 -0.3 0.0 0.1 0.0 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 0.3 0.2 -0.3 0.2 -0.0 -0.3 -0.0 -0.0 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.0 -0.1 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 0.2 -0.0 1.1 -0.2 -0.3 -0.3 -0.6 0.5 0.6 0.7 0.7 COPPER 0.6 0.0 0.1 -0.0 -0.0 0.1 -0.1 0.4 -0.0 -0.1 0.2 0.0 0.3 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 0.0 -0.2 0.1 0.5 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 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 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 0.4 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 -0.3 0.2 0.1 0.3 0.2 -0.1 0.2 0.2 -0.2 -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 0.2 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 0.1 0.5 0.2 0.7 0.2 0.1 0.3 0.2 0.3 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.2 0.2 0.3 0.2 0.8 0.2 0.1 0.5 0.2 0.4 0.2 -0.0 -0.1 0.1 -0.3 -0.6 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 0.1 -0.6 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.1 0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 0.1 0.1 -0.8 0.0 0.1 0.0 0.1 0.1 0.1 -0.1 0.1 -0.1 -0.3 -0.4 -0.3 -0.7 -0.5 -0.7 DX -0.5 -0.0 0.2 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.1 -0.3 -0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.0 -1.8 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.8 -0.1 -0.6 0.1 -0.2 0.0 0.4 0.4 0.5 EUR 0.4 0.1 -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 -0.3 -0.0 -0.3 -0.6 -0.6 -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 0.0 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 -0.1 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 -0.0 0.1 -0.0 0.2 0.0 0.6 -0.3 -0.4 -0.3 -0.2 0.0 0.7 0.1 0.7 FEEDCOW 0.1 0.3 0.1 0.2 0.2 0.3 0.2 -0.3 0.2 0.1 0.5 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 0.1 0.2 0.2 0.6 0.1 1.1 0.1 0.2 0.0 -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 0.0 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 0.0 0.5 0.1 0.5 0.1 1.1 -0.0 -0.0 0.1 0.4 -0.0 0.3 -0.3 -0.1 GASOLINE 0.4 0.5 0.6 0.2 0.1 0.5 0.1 0.6 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 0.1 0.5 0.2 0.6 0.2 -1.1 0.4 0.4 0.4 0.2 0.3 0.7 -0.1 0.2 GAS_US_mini -0.2 -0.4 -0.4 0.2 0.1 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 -0.0 -0.3 -0.1 2.7 -0.1 0.0 -0.4 -0.1 -0.4 -0.1 -1.1 -0.5 -0.6 -0.6 -0.6 0.6 0.1 0.6 -0.0 GBP 0.5 0.1 -0.1 0.1 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 -0.7 -0.2 -0.3 -0.2 GOLD_micro -0.1 -0.6 0.3 -0.0 -0.0 0.1 -0.0 0.3 -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 0.0 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 0.0 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 -0.2 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 0.4 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.3 0.0 -0.3 -0.2 -0.3 0.1 -0.7 0.0 -0.7 JPY 0.3 0.2 -0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 -0.4 0.0 -0.5 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.1 -0.4 -0.0 2.7 -0.0 0.2 -0.2 0.1 -0.3 0.0 -0.6 0.2 -0.5 -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 -0.1 0.0 -0.2 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 -0.2 -0.4 -0.2 0.0 -0.2 -1.1 -0.4 -0.6 -0.6 -0.6 -0.7 0.1 -0.6 0.3 LIVECOW 0.2 0.6 0.1 0.2 0.2 0.3 0.2 -0.3 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 0.2 0.6 0.6 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 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 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 -0.0 0.5 -0.0 0.7 0.0 1.1 -0.4 -0.3 0.1 0.4 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.6 -0.5 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.2 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 -2.7 0.1 0.2 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 -0.1 0.1 0.0 0.1 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 -0.0 0.0 -0.0 0.0 1.5 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.1 -0.1 -0.0 -0.4 0.7 -0.0 0.7 OAT 0.1 -0.3 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.2 0.2 0.2 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.8 0.1 0.2 -0.0 0.2 0.0 0.4 0.1 0.5 OATIES -0.2 0.1 0.6 0.2 0.1 0.2 0.2 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.0 0.0 -0.4 -0.2 -0.3 -0.2 0.1 0.1 0.1 -0.0 0.0 0.1 0.1 0.1 0.2 0.1 -0.0 0.0 -0.8 -0.1 -0.2 0.0 0.2 0.1 -0.3 0.2 -0.3 OJ -0.3 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.1 0.1 0.1 -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 -0.1 -0.2 -0.3 -0.3 -0.2 -0.3 -0.3 -0.2 PALLAD 0.2 -0.4 -0.2 -0.0 -0.0 0.1 -0.0 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 2.0 -0.0 0.0 -0.0 -0.0 0.2 -0.0 0.1 0.2 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 -0.0 0.3 -0.0 0.1 -0.0 -0.0 -0.0 -0.2 0.7 0.5 0.7 -0.0 REDWHEAT 0.4 0.3 0.6 0.2 0.2 0.3 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 0.1 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 -0.0 -0.4 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.4 -0.1 0.5 -0.0 0.0 -0.1 -0.0 -0.4 -0.0 -1.1 -0.4 -0.4 -0.3 -0.0 -0.7 -0.5 -0.7 -0.5 ROBUSTA 0.4 -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 -0.6 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 0.2 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 0.2 0.1 0.1 -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 -0.1 0.2 -0.3 -0.2 0.1 0.4 0.2 0.6 SILVER-mini 0.1 -0.3 0.3 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.0 -1.3 -0.0 0.0 0.2 -0.0 0.5 -0.0 0.0 0.0 -0.0 -0.0 0.1 0.7 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 0.0 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 -0.2 -0.3 -0.3 -0.0 0.1 0.7 0.1 0.7 SOFR -0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.3 -0.1 0.3 -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 -0.1 -0.0 -0.2 0.1 -0.1 0.2 -0.2 -0.4 -0.1 0.2 -0.3 -0.3 -0.3 -0.5 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 0.7 0.2 0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.2 0.3 0.2 -0.9 0.2 0.2 0.5 0.2 0.6 0.2 0.1 0.2 0.3 -0.2 0.5 0.1 -0.3 0.2 -0.2 SOYMEAL 0.1 0.1 0.3 0.2 0.1 0.2 0.2 -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 -0.5 0.0 -0.4 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.2 0.5 0.6 0.2 0.2 0.3 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 -2.5 0.2 0.2 0.5 0.2 0.7 0.2 0.6 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 0.1 0.2 0.1 -0.1 -0.0 -0.2 -0.3 0.0 -0.1 -0.7 -0.1 -0.7 SP500_micro 0.6 0.4 -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 -0.2 -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 0.3 0.4 -0.1 -0.5 0.1 -0.7 0.2 -0.7 SUGAR11 -0.4 0.2 0.4 0.1 0.1 0.2 0.1 -0.2 0.1 0.1 -0.2 0.0 -0.4 -0.0 -0.0 -0.2 0.1 -0.0 0.1 -0.0 -0.0 0.1 -0.2 0.0 -2.4 0.0 0.2 0.0 0.1 -0.1 0.0 0.8 0.5 -0.4 -0.1 -0.2 -0.2 -0.7 -0.2 -0.4 US10 0.1 -0.3 -0.2 -0.0 -0.0 -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 0.0 -0.3 -0.2 -0.1 -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 -0.0 -0.3 -0.2 -0.1 -0.0 -0.1 -0.2 -0.7 US2 0.2 -0.3 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -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 -0.2 -0.2 -0.3 -0.4 0.0 -0.7 0.0 -0.5 US20 0.0 -0.3 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.2 -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 -0.1 -0.2 -0.1 -0.1 -0.1 -0.3 0.1 -0.4 -0.1 -0.0 0.0 0.3 0.0 -0.2 US5 0.1 -0.3 -0.3 -0.0 -0.0 -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 -0.2 -0.2 -0.1 0.0 -0.7 -0.0 -0.6 VIX -0.7 0.1 0.9 0.1 -0.1 0.3 -0.1 0.2 -0.1 -0.2 0.1 -0.3 -0.4 -0.2 0.0 -0.6 -0.6 -0.5 -0.6 0.0 0.1 -0.1 0.0 -0.1 NaN 0.1 -0.1 0.4 -0.1 0.2 -0.1 NaN NaN NaN NaN NaN -0.5 -1.1 NaN NaN WHEAT 0.2 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 0.1 0.2 1.1 0.2 0.1 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 13.6 -0.4 10.8 4.2 11.0 3.5 8.6 4.4 7.1 13.3 15.5 15.8 15.4 15.6 15.6 2.1 0.3 1.7 1.1 13.2 15.3 10.9 14.4 12.5 11.8 13.6 10.4 16.7 10.2 15.5 11.7 6.9 2.4 8.1 10.3 20.0 -3.7 20.0 9.5 20.0 BITCOIN 20.0 12.0 -20.0 -1.9 -6.8 8.4 -11.2 20.0 -6.2 10.0 -20.0 18.4 -17.4 19.5 -11.4 -4.0 -5.3 -3.8 -4.2 -3.3 -20.0 14.6 -20.0 16.1 -16.4 5.1 14.3 -9.5 12.4 -13.0 13.1 -0.5 20.0 20.0 20.0 0.3 -12.3 -1.9 -20.0 -20.0 BOBL 3.9 -10.1 -2.0 -2.2 -4.9 -2.5 -3.8 -2.3 -1.8 -4.3 -6.6 -2.1 -5.4 -5.8 -6.4 20.0 2.3 11.3 5.1 -5.8 -5.9 -3.9 -4.5 -4.1 1.5 -3.1 -3.7 -4.7 -2.8 -4.6 -1.3 -1.1 1.1 4.7 -3.0 0.1 3.4 15.2 6.2 20.0 BTP 5.4 -10.5 -14.5 -2.7 -6.1 -3.1 -4.7 -2.9 -2.2 -6.3 -3.6 -0.7 3.0 -3.1 -4.7 3.7 9.7 6.8 8.8 -5.0 -4.2 -3.9 -0.9 -3.3 -20.0 -3.1 -4.7 -2.9 -3.0 0.7 -1.0 9.5 2.1 7.3 -2.8 0.6 1.6 14.2 3.7 16.6 BUND 1.6 -8.8 1.4 -2.5 -5.7 -2.9 -4.4 -2.7 -2.1 -3.8 -7.3 -2.8 -7.4 -6.5 -7.4 -0.9 7.0 4.2 6.8 -5.3 -5.3 -3.0 -4.6 -3.7 -0.3 -2.5 -2.4 -3.7 -2.0 -4.0 -1.0 5.5 4.7 2.8 -1.1 2.9 2.8 14.6 6.9 20.0 BUXL -4.2 -1.3 9.1 -3.6 -8.2 -4.2 -6.3 -3.8 -3.0 4.8 -12.3 -3.3 -15.4 -7.9 -10.0 3.5 3.8 3.9 4.0 -5.1 -6.4 -0.8 -10.2 -3.5 3.2 -0.8 3.4 -3.8 1.1 -8.6 0.5 -0.2 16.3 -4.1 8.1 6.7 -4.3 8.4 -0.8 3.8 CAC 12.7 1.8 -9.1 8.0 4.5 5.4 7.6 5.8 10.6 -8.0 1.4 -0.4 7.3 3.7 1.8 11.6 1.6 9.4 4.8 1.8 0.8 -2.6 1.8 1.7 4.3 8.8 -3.7 8.5 -1.6 6.2 5.1 13.9 -14.5 -12.0 -0.9 3.2 -0.2 20.0 -3.2 20.0 CAD 18.4 -5.1 1.1 5.8 15.3 4.9 12.0 6.1 9.9 17.8 0.8 20.0 4.0 9.5 -2.2 -7.2 -7.4 -7.2 -7.3 4.2 1.0 19.0 -0.3 12.8 20.0 6.7 20.0 3.9 20.0 2.5 15.2 -6.9 19.0 9.5 0.3 -4.4 -20.0 -20.0 -20.0 -20.0 CANOLA 1.4 6.3 20.0 14.2 14.8 7.5 14.8 -6.4 13.4 9.6 9.6 11.7 4.7 8.1 11.1 -15.8 -15.7 -16.6 -16.8 11.7 11.1 16.2 6.7 12.2 9.5 13.3 13.4 13.2 15.2 7.9 12.1 -20.0 20.0 6.5 2.8 20.0 9.6 20.0 12.2 20.0 CHF 12.1 -8.3 -3.2 3.4 9.1 2.9 7.1 3.6 5.9 3.7 -6.8 4.0 7.3 -1.7 -7.4 -14.8 -15.5 -14.6 -14.7 -2.6 -1.7 2.1 2.2 -0.2 -3.0 -1.1 7.5 0.8 1.8 4.4 -0.2 -20.0 -4.6 -6.2 -8.2 -2.8 -20.0 -20.0 -12.7 -20.0 COCOA 20.0 20.0 -20.0 7.2 7.5 3.8 7.5 -3.2 6.8 5.8 -6.5 3.3 -6.5 2.6 -5.5 -7.6 -0.1 -7.0 -5.0 -5.3 -13.8 3.9 -15.1 1.3 -20.0 -1.7 6.4 -6.8 4.0 -7.2 2.1 1.2 1.2 2.6 -2.4 -18.2 12.9 1.7 15.0 6.8 COFFEE 3.9 12.0 -20.0 19.1 19.8 10.0 19.9 -8.6 18.0 -4.7 -11.2 -2.9 -0.6 -4.8 -10.6 20.0 17.8 18.6 18.9 -6.1 -10.0 -3.1 -2.5 -2.4 -20.0 -3.1 -2.3 -3.6 -2.8 5.1 -2.2 20.0 -10.0 -10.7 -10.8 -20.0 15.9 18.9 19.9 20.0 COPPER 17.1 0.6 2.2 -1.0 -3.5 4.4 -5.9 12.0 -3.2 -7.2 6.5 4.0 7.0 8.1 3.1 -7.1 -6.4 -6.7 -6.5 5.8 6.7 -0.7 8.6 5.2 -1.3 5.7 -5.2 6.2 -1.2 8.9 4.6 -3.4 3.9 15.8 9.1 6.4 3.6 20.0 -3.6 13.0 CORN 3.6 5.1 15.6 20.0 20.0 12.2 20.0 -10.4 20.0 19.1 14.6 19.7 -0.1 14.0 15.8 -20.0 -20.0 -20.0 -20.0 14.7 11.9 20.0 3.5 19.1 13.1 20.0 20.0 18.5 20.0 9.5 20.0 -20.0 20.0 13.2 2.7 6.6 12.5 -0.9 17.0 6.8 COTTON2 14.9 20.0 20.0 20.0 20.0 11.0 20.0 -9.4 19.8 16.6 12.8 17.9 -1.7 19.7 19.8 -12.0 -19.3 -17.9 -19.8 20.0 18.6 20.0 2.7 20.0 -3.8 20.0 20.0 20.0 20.0 4.3 20.0 -20.0 20.0 20.0 20.0 20.0 -11.6 -11.4 -12.1 -8.7 CRUDE_W 2.9 8.7 20.0 20.0 14.4 20.0 16.9 20.0 20.0 12.6 12.8 14.7 7.1 14.5 14.7 20.0 9.3 16.6 12.1 20.0 20.0 17.9 12.0 18.4 5.7 20.0 11.9 20.0 13.9 12.4 14.7 -0.1 -2.8 1.9 -9.7 -17.2 12.4 20.0 -2.3 0.9 DAX 17.5 -2.9 -17.3 7.2 4.1 4.9 6.8 5.2 9.6 -4.0 -1.0 3.6 5.1 3.7 -0.2 -4.0 -6.8 -5.4 -6.2 -0.1 -1.9 1.9 0.9 3.1 -6.6 -0.3 1.3 -2.2 1.9 0.5 3.0 -2.0 -5.8 -9.0 -10.1 -12.4 4.9 16.7 8.7 20.0 DOW 20.0 1.8 -17.1 9.2 6.2 6.3 9.1 6.6 12.0 6.4 3.3 10.1 9.2 10.1 4.5 -5.3 -7.2 -5.8 -6.4 5.5 2.6 9.3 5.0 10.6 -6.3 2.2 5.8 0.2 6.5 2.9 6.6 -2.6 2.7 -3.5 -10.6 -13.0 -7.7 -20.0 -14.0 -20.0 DX -14.9 -0.5 7.0 3.2 8.5 2.7 6.7 3.4 5.5 -8.3 5.1 -9.0 -7.4 -6.7 3.9 3.8 5.3 4.2 4.7 -0.4 1.9 -5.7 -0.2 -4.4 -13.4 -1.1 -8.3 0.5 -6.1 -1.2 -4.6 14.4 -5.1 -20.0 2.9 -6.6 0.7 11.4 12.3 15.4 EUR 11.8 2.5 -6.4 4.5 11.8 3.8 9.3 4.7 7.6 -3.5 -5.1 6.2 10.7 9.2 -3.9 -5.7 -7.3 -6.1 -6.6 0.8 -1.3 1.0 2.8 3.4 5.4 1.3 1.3 1.4 0.0 6.0 2.3 -6.2 -13.0 -8.6 -0.2 -8.0 -19.1 -19.2 -8.9 -20.0 EURIBOR-ICE 5.0 -11.4 -7.7 -1.9 -4.4 -2.2 -3.3 -2.0 -1.6 -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 1.8 5.3 -2.8 0.6 7.9 12.7 12.5 17.8 EUROSTX 14.9 -3.5 -15.0 7.8 4.4 5.3 7.5 5.7 10.4 -5.8 3.0 2.3 7.9 3.5 1.2 -1.9 1.4 1.0 1.9 2.0 2.2 -0.5 4.9 2.6 -4.3 2.7 -1.0 3.1 -0.2 5.5 3.1 12.0 -11.0 -11.5 -8.3 -4.8 1.5 20.0 1.8 20.0 FEEDCOW 2.3 10.5 2.1 20.0 20.0 10.6 20.0 -9.1 19.0 15.2 16.7 9.2 17.8 13.2 13.3 -0.9 8.4 4.2 7.6 18.5 20.0 18.5 20.0 17.0 -20.0 9.9 16.6 8.4 16.1 15.9 13.0 20.0 2.9 6.0 1.0 -6.1 20.0 20.0 15.9 20.0 GASOIL 5.1 20.0 20.0 14.5 7.1 15.3 8.3 10.7 9.8 5.4 7.6 6.6 6.9 7.7 7.9 20.0 20.0 20.0 20.0 16.7 16.2 9.6 11.0 12.3 -3.1 16.9 5.1 19.3 6.8 14.9 10.0 20.0 -2.0 -0.6 3.1 13.2 -0.7 8.9 -8.4 -2.4 GASOLINE 11.7 16.8 20.0 20.0 10.6 20.0 12.4 16.0 14.7 10.3 11.5 11.6 9.3 12.1 12.1 20.0 -16.6 2.1 -17.7 20.0 20.0 20.0 14.3 20.0 -10.1 20.0 15.1 20.0 18.2 15.6 19.7 -20.0 15.7 10.9 11.8 6.8 7.9 20.0 -3.7 7.0 GAS_US_mini -6.2 -12.7 -13.3 20.0 14.7 20.0 17.2 20.0 20.0 0.3 -13.9 -9.6 -13.8 -14.9 -15.6 -20.0 -11.7 -14.5 -5.7 -11.7 -11.3 -5.0 -10.4 -9.7 20.0 -12.7 3.3 -13.1 -5.2 -11.4 -10.1 -20.0 -20.0 -20.0 -20.0 -20.0 19.0 3.1 16.7 -1.1 GBP 14.3 2.4 -3.4 5.0 13.2 4.2 10.3 5.3 8.5 11.8 1.5 16.9 11.9 16.3 -1.6 1.0 0.3 0.7 0.5 5.3 2.6 10.6 4.6 9.8 -2.3 7.0 13.4 6.8 11.0 9.7 9.6 6.4 4.3 0.4 7.4 -1.3 -19.5 -7.0 -10.0 -6.9 GOLD_micro -2.7 -20.0 9.9 -0.6 -2.1 2.6 -3.5 7.1 -1.9 -3.6 1.9 -4.1 4.7 -3.2 -3.5 -5.8 -8.1 -5.7 -6.4 -3.2 3.1 -5.7 9.5 -5.3 -20.0 -0.5 -3.5 7.6 -5.0 16.2 -3.9 -4.7 -3.2 -2.7 -7.7 11.2 20.0 10.4 -6.5 -20.0 HEATOIL -7.1 19.7 20.0 15.1 7.4 16.0 8.7 11.2 10.3 5.5 8.1 6.9 7.2 8.1 8.4 20.0 20.0 20.0 20.0 17.7 18.3 9.8 12.9 12.4 -8.9 15.7 4.6 17.6 6.6 13.3 9.5 20.0 1.7 -1.9 6.4 10.5 -1.6 2.8 -15.1 -10.4 JGB-SGX-mini -1.6 -5.6 7.5 -1.9 -3.0 -2.2 -2.9 -2.0 -1.7 -2.8 -7.5 -4.0 -7.8 -6.6 -6.7 -0.4 8.8 2.2 5.0 -7.2 -8.7 -4.8 -10.0 -5.8 3.3 -7.1 -3.8 -9.5 -4.6 -11.3 -5.5 5.2 0.5 -8.4 -6.9 -9.0 2.2 -20.0 1.4 -20.0 JPY 8.4 5.4 -0.3 3.7 9.7 3.1 7.6 3.9 6.3 8.8 -14.8 2.2 -15.0 -4.1 -12.6 -9.0 -9.9 -8.9 -9.0 -5.4 -10.0 6.8 -13.1 -0.0 20.0 -3.1 17.2 -6.5 8.0 -8.9 1.2 -10.3 9.3 -14.0 -5.4 -11.9 -9.2 -11.1 -2.5 -12.2 LEANHOG -8.9 -20.0 -7.6 20.0 20.0 14.1 20.0 -12.1 20.0 -14.7 1.1 -17.8 15.0 -20.0 -19.6 -20.0 -20.0 -20.0 -20.0 -15.8 -5.2 -13.1 6.3 -16.9 -8.4 -20.0 -18.2 -14.1 -15.4 0.4 -20.0 -20.0 -17.0 -20.0 -20.0 -20.0 -20.0 1.9 -16.7 8.0 LIVECOW 6.1 19.8 4.2 20.0 20.0 11.2 20.0 -9.6 20.0 13.6 18.0 14.4 18.2 17.5 17.4 19.7 8.7 13.3 9.3 20.0 20.0 20.0 20.0 20.0 -20.0 18.5 17.4 12.0 20.0 13.2 20.0 20.0 7.2 20.0 18.2 2.2 20.0 20.0 20.0 20.0 LUMBER-new -8.7 1.8 2.6 19.1 19.8 10.0 19.9 -8.5 18.0 -8.3 -17.5 -12.8 -17.7 -14.5 -14.7 -20.0 -20.0 -20.0 -20.0 -11.2 -14.4 -11.2 -20.0 -11.9 NaN -6.8 -10.2 -10.2 -11.5 -15.0 -9.0 -20.0 -20.0 -20.0 -15.6 -14.7 6.6 20.0 7.9 20.0 MXP 11.0 1.3 -2.5 5.0 13.3 4.3 10.4 5.3 8.6 -3.9 16.4 9.0 19.9 14.2 12.8 8.4 11.2 8.8 9.8 10.8 15.9 0.1 20.0 7.5 -20.0 8.3 -4.0 17.5 -2.7 20.0 3.6 20.0 -15.7 -8.6 3.2 11.1 9.2 6.4 20.0 10.0 NASDAQ_micro 20.0 17.7 -15.7 10.4 7.0 7.1 10.2 7.4 13.5 11.8 6.1 13.3 11.2 13.5 10.1 -6.8 -8.0 -7.0 -7.4 19.2 8.8 20.0 8.5 20.0 -20.0 11.5 16.9 3.9 20.0 4.7 20.0 -4.2 20.0 20.0 9.0 -8.6 2.8 -20.0 6.6 -20.0 NIKKEI 20.0 6.0 -3.7 7.1 4.8 4.9 7.0 5.1 9.3 -0.1 7.8 8.2 8.6 8.5 7.3 0.1 5.6 2.0 3.8 11.5 10.9 8.2 12.3 12.9 -12.7 8.8 -0.1 10.5 5.7 13.7 9.2 17.3 1.6 0.4 0.8 9.2 -20.0 -4.6 -15.1 -2.6 NZD 11.7 -4.4 2.3 2.8 7.5 2.4 5.8 3.0 4.8 7.7 0.6 8.8 -0.7 4.1 -2.4 -2.6 -3.3 -3.0 -3.3 0.1 -0.5 2.7 -0.9 2.1 11.3 0.2 3.2 -0.4 2.3 -1.3 1.8 0.0 -1.5 -1.8 -2.8 -1.2 -13.4 20.0 -0.6 20.0 OAT 3.8 -10.1 -1.6 -2.2 -5.0 -2.5 -3.8 -2.3 -1.8 -3.7 -3.3 0.1 -1.8 -3.1 -4.4 9.7 12.2 11.0 12.1 -3.3 -2.7 -2.2 -1.7 -2.3 -1.7 -0.6 -1.9 -0.4 -1.3 0.1 0.1 14.5 3.5 5.5 -0.7 5.2 0.8 12.5 2.9 16.0 OATIES -5.0 2.6 20.0 13.9 14.5 7.3 14.5 -6.3 13.1 11.9 3.9 8.1 -2.5 -1.4 4.3 -20.0 -11.1 -13.1 -12.3 5.6 4.8 7.0 -0.7 3.9 0.5 6.4 10.2 5.6 6.9 -1.1 4.0 -14.6 -2.2 -6.0 0.6 5.9 3.4 -9.5 5.3 -10.4 OJ -8.0 -0.3 -1.2 7.4 7.7 3.9 7.7 -3.3 7.0 5.7 -3.4 -0.4 -6.0 -0.8 -3.1 -2.1 1.6 -0.5 0.1 -1.8 -2.9 2.5 -5.5 -1.2 -20.0 -1.9 7.3 -2.1 2.4 -3.5 -1.2 7.0 -3.9 -6.4 -8.3 -8.6 -6.4 -8.7 -8.8 -7.3 PALLAD 5.5 -13.5 -6.1 -0.8 -2.7 3.4 -4.5 9.2 -2.5 2.4 -2.5 -2.0 1.7 -2.2 -6.4 -3.9 -3.3 -3.6 -3.4 -5.0 -2.3 -0.3 3.4 -2.8 14.7 -3.5 4.3 -1.5 -0.0 4.6 -1.7 2.0 7.4 2.4 -2.5 -9.7 20.0 11.4 16.4 -4.5 PLAT 1.7 -10.9 2.6 -0.6 -2.2 2.8 -3.7 7.5 -2.0 -0.4 -0.7 -2.1 2.6 -2.3 -5.2 -2.6 -3.1 -2.5 -2.6 -2.6 1.3 -3.5 6.4 -3.3 -1.8 -1.5 -0.5 2.4 -3.3 8.3 -2.7 2.8 -0.2 -0.8 -1.4 -4.9 20.0 16.4 19.9 -0.5 REDWHEAT 11.1 9.9 20.0 18.6 19.3 9.8 19.4 -8.4 17.5 11.9 14.9 16.0 -2.5 16.5 16.8 -11.3 -15.1 -12.8 -13.9 20.0 14.9 20.0 5.0 20.0 7.0 20.0 15.6 18.5 20.0 9.2 20.0 -19.3 20.0 20.0 17.7 20.0 -18.6 -20.0 -20.0 -20.0 RICE -8.5 0.6 15.1 12.2 12.7 6.4 12.8 -5.5 11.5 -0.1 -5.7 -4.2 -9.8 -4.7 -0.8 -20.0 -19.1 -20.0 -20.0 -3.6 -5.7 -3.9 -13.6 -4.9 3.6 -1.1 2.1 -2.4 -3.3 -10.2 -3.3 -20.0 -15.7 -11.5 -10.3 -1.2 -20.0 -16.5 -20.0 -13.6 ROBUSTA 10.9 -4.6 -15.5 12.0 12.5 6.3 12.5 -5.4 11.3 -5.0 -8.4 2.5 -5.7 -3.1 -8.5 20.0 16.9 20.0 18.5 -6.8 -9.8 -0.5 -7.8 -1.5 -20.0 -3.0 -5.3 -6.1 0.3 -5.2 0.9 20.0 -2.1 5.2 -15.3 -17.1 4.6 -0.2 5.3 10.0 RUSSELL 20.0 9.8 -7.5 12.2 8.2 8.4 12.0 8.7 15.8 12.3 10.8 14.5 13.9 14.9 11.7 -4.2 -4.9 -4.3 -4.5 16.4 11.3 16.4 11.2 20.0 7.2 11.2 10.0 7.5 12.3 8.1 15.4 1.0 7.6 3.9 1.7 -0.1 -4.2 -20.0 -1.6 -20.0 SHATZ 6.6 -10.1 -2.6 -1.8 -4.1 -2.1 -3.1 -1.9 -1.5 -4.8 -5.6 -1.9 -6.2 -4.3 -4.8 2.7 -7.5 1.1 -2.0 -6.5 -7.0 -4.7 -5.4 -4.4 6.3 -5.8 -5.2 -8.1 -3.5 -7.2 -2.6 -15.1 -2.6 5.6 -8.1 -7.5 3.8 11.1 5.2 16.6 SILVER-mini 2.3 -10.6 9.7 -0.6 -2.0 2.5 -3.4 6.9 -1.9 -0.5 -0.3 -2.5 1.9 -3.3 -5.3 -2.6 -4.8 -2.7 -3.5 -1.9 2.5 -2.3 7.0 -2.6 -9.4 -0.3 1.3 5.9 -2.1 13.0 -2.0 0.5 0.6 -0.3 -1.4 3.3 19.6 12.4 11.8 5.0 SMI 16.0 -5.7 -9.3 7.2 4.1 4.9 6.9 5.2 9.6 -4.7 3.4 3.6 6.7 4.5 0.8 0.7 6.0 4.0 5.8 2.7 3.5 1.1 5.7 3.6 5.0 5.2 -1.6 6.9 1.5 8.8 4.8 19.4 -7.0 -10.7 -8.7 -1.0 2.5 20.0 4.4 20.0 SOFR -2.2 -10.7 -4.0 -4.5 -6.9 -5.1 -6.8 -4.6 -3.9 -9.9 -10.3 -11.1 9.6 -13.1 -12.8 4.0 6.0 4.9 5.7 -7.8 -4.4 -12.8 0.5 -10.3 -20.0 -6.1 -13.7 -1.4 -14.5 3.2 -10.6 3.5 -7.2 -11.4 -4.5 5.8 -8.4 -8.3 -7.8 -16.4 SOYBEAN 1.4 8.3 17.5 20.0 20.0 12.3 20.0 -10.5 20.0 20.0 20.0 20.0 18.2 20.0 20.0 -3.7 -2.9 -1.2 -1.6 18.8 19.3 19.0 12.8 16.5 -7.0 18.9 20.0 20.0 20.0 17.3 16.8 1.7 9.5 8.7 -5.1 15.6 3.8 -7.7 5.5 -4.7 SOYMEAL 1.9 2.1 9.9 14.1 14.7 7.4 14.8 -6.4 13.3 -3.1 0.6 -2.2 -4.1 -1.9 5.9 20.0 -5.9 9.7 0.9 2.2 2.2 -1.7 -1.0 0.3 -12.7 3.3 -4.5 5.9 -1.9 4.0 0.2 -0.0 -20.0 0.3 -11.6 -3.9 -11.5 -14.0 -18.8 -11.9 SOYOIL 6.2 16.8 20.0 19.5 20.0 10.2 20.0 -8.8 18.4 17.4 18.7 18.8 17.3 19.0 19.6 20.0 0.8 15.0 6.1 20.0 20.0 20.0 20.0 20.0 -18.9 20.0 20.0 20.0 20.0 20.0 20.0 10.4 20.0 20.0 20.0 20.0 -0.2 -20.0 -0.4 -20.0 SP400 20.0 4.1 -2.8 11.0 7.4 7.5 10.8 7.9 14.2 4.1 9.8 9.8 12.2 11.4 9.6 -5.0 -6.0 -5.5 -5.7 10.8 8.5 7.9 8.2 12.5 4.2 6.8 3.8 4.9 5.4 4.4 8.4 -1.0 -1.3 -7.2 -7.8 0.2 -4.3 -20.0 -2.9 -20.0 SP500_micro 20.0 11.0 -19.8 11.5 7.8 7.9 11.3 8.2 14.9 12.6 8.5 14.7 13.8 14.8 11.5 -7.1 -8.8 -7.5 -8.0 16.0 7.6 20.0 9.2 20.0 -13.7 7.6 13.8 0.9 16.4 3.0 16.4 -5.4 13.7 13.7 -3.0 -15.1 4.3 -20.0 5.2 -20.0 SUGAR11 -12.4 5.8 12.8 12.0 12.4 6.3 12.5 -5.4 11.3 10.3 -5.9 3.5 -9.8 -3.7 -3.9 -9.1 7.4 -2.2 3.4 -1.7 -2.8 10.1 -6.6 0.8 -17.7 0.4 19.2 0.1 11.1 -3.5 2.2 15.5 19.2 -13.6 -2.9 -6.0 -6.1 -20.0 -5.5 -12.6 US10 1.8 -9.7 -7.1 -3.2 -4.9 -3.6 -4.9 -3.3 -2.8 -6.0 -6.3 -6.2 3.6 -7.1 -7.8 3.5 1.9 3.1 2.8 -5.8 -4.5 -7.3 -1.5 -5.9 -7.2 -5.0 -8.0 -2.9 -8.1 0.5 -5.9 -2.7 -3.0 -5.1 -3.7 -2.0 -2.4 -20.0 -3.7 -19.6 US10U 0.8 -9.5 -6.2 -4.7 -7.2 -5.3 -7.2 -4.8 -4.1 -8.1 -8.3 -9.7 4.9 -10.3 -11.2 3.9 1.6 3.5 2.9 -8.0 -5.7 -9.9 -1.7 -8.4 -12.2 -7.8 -10.4 -3.6 -11.6 2.2 -9.2 -2.9 -1.4 -9.1 -5.4 -2.2 -1.2 -3.6 -6.5 -20.0 US2 4.9 -10.8 -10.8 -3.0 -4.6 -3.3 -4.5 -3.0 -2.6 -5.6 -7.6 -5.8 -5.1 -6.1 -6.8 -2.4 -10.4 -5.0 -7.2 -9.2 -9.1 -7.9 -6.1 -7.3 7.5 -7.9 -8.0 -7.8 -7.7 -4.7 -6.5 -20.0 -6.4 -5.1 -9.2 -11.5 0.6 -20.0 1.2 -15.2 US20 0.7 -8.7 -3.5 -3.2 -5.0 -3.6 -4.9 -3.3 -2.8 -5.0 -5.6 -6.4 0.9 -7.0 -7.5 4.7 4.2 4.7 4.7 -4.9 -3.4 -6.2 -1.6 -5.1 -7.0 -6.0 -6.7 -3.1 -7.5 0.5 -6.4 0.9 1.1 -7.4 -5.3 -0.9 3.4 11.6 2.1 -6.4 US30 -1.2 -7.2 -1.2 -4.6 -7.1 -5.2 -7.0 -4.7 -4.0 -8.2 -12.0 -10.3 -6.1 -13.3 -13.0 2.7 0.5 2.3 1.7 -7.1 -5.5 -8.3 -4.6 -7.5 -5.1 -9.9 -10.3 -5.7 -12.1 -1.6 -11.0 -4.9 5.4 -12.7 -3.7 -0.3 1.5 9.1 0.2 -5.4 US5 2.7 -10.3 -8.6 -3.2 -4.9 -3.6 -4.9 -3.3 -2.8 -6.1 -6.5 -6.3 2.8 -6.8 -7.5 1.2 -0.9 0.7 0.2 -7.0 -6.0 -7.8 -2.7 -6.6 -5.5 -5.8 -8.1 -4.2 -8.1 -0.7 -6.2 -7.4 -4.9 -4.9 -5.5 -4.3 0.0 -20.0 -1.0 -17.0 VIX -14.2 1.8 16.5 5.2 -7.5 7.9 -6.9 3.7 -3.5 -13.8 1.3 -16.5 -7.4 -11.0 0.4 -18.7 -20.0 -14.2 -19.2 0.9 4.2 -7.4 1.1 -6.3 NaN 5.6 -8.1 8.6 -7.0 4.2 -3.5 NaN NaN NaN NaN NaN -10.1 -20.0 NaN NaN WHEAT 5.4 6.1 20.0 16.6 17.2 8.7 17.3 -7.5 15.6 6.6 10.9 11.5 -4.5 11.4 12.9 -13.7 -17.0 -14.5 -15.6 12.7 9.3 18.1 2.0 15.5 8.1 14.9 12.0 13.3 18.5 6.9 16.1 -20.0 20.0 15.8 5.4 18.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3