******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260504_204003 produced at 2026-05-04 21:37:13.940599 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.24 0.0 0.00 0.00 0.00 0.00 -21.92 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.47 0.0 0.00 0.00 0.00 0.00 -13.29 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 -2.56 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.16 0.0 0.22 -0.22 -0.14 -0.14 -9.38 13.0 -8 -8 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.09 0.0 1.14 -1.14 -0.23 -0.23 -1.99 25.0 -5 -5 caleb_strategy_v3 VIX False False 0.01 -0.04 -0.08 0.0 999.00 -999.00 -0.04 -0.05 -8.41 999999999.0 -4 -5 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.08 0.0 0.88 -0.88 -0.14 -0.14 -1.21 13.0 -2 -2 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.06 0.0 0.62 -0.62 -0.05 -0.05 -1.16 13.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.80 -0.80 -0.05 -0.05 -1.24 17.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -14.11 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.73 24.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.21 3.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.04 0.0 0.87 -0.87 0.00 0.00 -0.60 14.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.03 0.0 1.08 -1.08 -0.02 -0.04 -1.31 56.0 -1 -2 caleb_strategy_v3 BTP False False 0.06 -0.12 -0.03 0.0 0.58 -0.58 -0.12 -0.12 -0.53 10.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.19 -0.02 0.0 0.29 -0.29 -0.19 -0.24 -0.45 6.0 -4 -5 caleb_strategy_v3 DOW False False 0.01 -0.08 -0.02 0.0 0.69 -0.69 -0.08 -0.18 -1.91 66.0 -8 -17 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.02 0.0 0.09 -0.09 -0.01 -0.01 -7.00 26.0 -3 -3 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.34 4.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.35 9.0 0 0 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 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -1.40 18.0 -2 -2 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.01 0.0 0.58 -0.58 -0.07 -0.03 -0.32 17.0 -2 -1 caleb_strategy_v3 DX False False 0.04 -0.04 -0.01 0.0 999.00 -999.00 -0.04 -0.04 -0.26 999999999.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.88 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.00 0.0 0.43 -0.43 -0.02 -0.02 -0.30 26.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.21 -0.21 -0.05 -0.11 -0.04 4.0 -1 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.27 2.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.06 -0.00 0.0 0.69 -0.69 -0.06 -0.06 -0.16 58.0 -5 -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 -0.25 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 0.06 10.0 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 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.16 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.01 0.45 9.0 0 1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.53 23.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.01 0.0 0.74 -0.74 0.00 0.00 0.47 48.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.02 0.02 0.01 0.0 0.12 -0.12 0.02 0.02 0.72 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 0.16 10.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.15 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 0.11 2.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.08 0.02 0.0 0.57 -0.57 0.08 0.11 0.58 20.0 3 4 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 0.97 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.14 0.03 0.0 0.79 -0.79 0.14 0.11 0.90 22.0 4 3 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.03 0.0 0.18 -0.18 0.05 0.05 1.08 7.0 2 2 caleb_strategy_v3 NZD False False 0.02 0.02 0.03 0.0 0.52 -0.52 0.02 0.02 1.16 21.0 1 1 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.19 -0.19 0.00 0.00 0.79 4.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.99 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.04 0.0 0.59 -0.59 0.18 0.18 0.69 10.0 3 3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 7.39 68.0 0 0 caleb_strategy_v3 HEATOIL False False 0.07 0.00 0.04 0.0 0.20 -0.20 0.00 0.00 0.54 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.18 0.05 0.0 999.00 -999.00 0.18 0.18 0.85 999999999.0 3 3 caleb_strategy_v3 CANOLA False False 0.00 0.01 0.05 0.0 0.24 -0.24 0.01 0.01 10.03 51.0 3 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.78 9.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.06 0.0 0.91 -0.91 0.00 0.00 1.83 29.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.06 0.0 0.13 -0.13 0.00 0.00 5.73 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.02 0.06 0.0 0.58 -0.58 0.02 0.05 4.05 36.0 1 3 caleb_strategy_v3 COPPER False False 0.06 0.19 0.08 0.0 999.00 -999.00 0.19 0.19 1.23 999999999.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.62 -0.62 0.16 0.16 0.97 8.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.03 0.12 0.0 0.58 -0.58 0.03 0.03 4.02 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 1.07 10.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.13 0.0 0.71 -0.71 0.08 0.08 3.20 17.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.04 0.07 0.19 0.0 0.18 -0.18 0.07 0.11 5.24 5.0 2 3 caleb_strategy_v3 MXP False False 0.01 0.36 0.34 0.0 0.72 -0.72 0.36 0.36 28.18 60.0 30 30 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.7 Shocked risk 33.7 Sum abs risk 46.8 Leverage 5.67 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2356261.42, 'annual_cash_vol_target': 589065.355, 'daily_cash_vol_target': 36816.5846875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7161 0.6220 9.9514 BITCOIN 1466.0464 80455.0000 1.8222 29.1551 BOBL 0.2744 115.1300 0.2384 3.8140 BTP 0.6670 116.3100 0.5735 9.1758 BUND 0.4812 124.8400 0.3854 6.1668 BUXL 0.9118 108.0800 0.8436 13.4982 CAC 80.1810 7889.5000 1.0163 16.2608 CAD 0.0026 0.7362 0.3584 5.7342 CANOLA 7.8178 760.1000 1.0285 16.4563 CHF 0.0061 1.2814 0.4777 7.6428 COCOA 115.7254 3904.0000 2.9643 47.4284 COFFEE 4.8499 286.6000 1.6922 27.0756 COPPER 0.0791 5.8595 1.3500 21.6003 CORN 4.2978 504.2500 0.8523 13.6369 COTTON2 1.1283 82.9300 1.3605 21.7680 CRUDE_W 1.3989 83.7500 1.6703 26.7255 DAX 250.4484 23974.0000 1.0447 16.7147 DOW 404.4530 49056.0000 0.8245 13.1916 DX 0.4104 98.3250 0.4174 6.6777 EUR 0.0047 1.1722 0.4051 6.4821 EURIBOR-ICE 0.0555 97.2650 0.0571 0.9132 EUROSTX 63.0327 5700.0000 1.1058 17.6934 FEEDCOW 2.8689 366.9750 0.7818 12.5084 GASOIL 32.2071 1099.2500 2.9299 46.8786 GASOLINE 0.0660 3.3995 1.9415 31.0637 GAS_US_mini 0.0985 3.1400 3.1371 50.1936 GBP 0.0065 1.3539 0.4774 7.6388 GOLD_micro 57.1393 4524.3000 1.2629 20.2071 HEATOIL 0.0919 3.7620 2.4433 39.0924 JGB-SGX-mini 0.2883 129.5900 0.2225 3.5599 JPY 0.0000 0.0064 0.6843 10.9496 LEANHOG 1.0819 101.9500 1.0612 16.9796 LIVECOW 1.7538 246.3750 0.7118 11.3896 LUMBER-new 6.8165 586.5000 1.1622 18.5957 MXP 0.0003 0.0569 0.6054 9.6861 NASDAQ_micro 230.5044 27756.5000 0.8305 13.2872 NIKKEI 704.8495 59360.0000 1.1874 18.9986 NZD 0.0041 0.5884 0.6972 11.1549 OAT 0.5578 118.6800 0.4700 7.5203 OATIES 5.7120 359.2500 1.5900 25.4397 OJ 5.9884 190.6000 3.1419 50.2699 PALLAD 39.6638 1492.5000 2.6575 42.5207 PLAT 46.2367 1957.9000 2.3615 37.7848 REDWHEAT 11.2352 707.7500 1.5875 25.3993 RICE 0.1710 11.7600 1.4540 23.2642 ROBUSTA 58.3869 3364.0000 1.7356 27.7702 RUSSELL 28.8910 2801.7000 1.0312 16.4991 SHATZ 0.1115 105.6000 0.1055 1.6886 SILVER-mini 2.0287 74.3375 2.7290 43.6648 SMI 112.3290 12898.0000 0.8709 13.9344 SOFR 0.0531 96.3150 0.0551 0.8818 SOYBEAN 8.6238 1196.0000 0.7211 11.5369 SOYMEAL 3.9775 317.0000 1.2547 20.0755 SOYOIL 0.8645 74.9300 1.1537 18.4599 SP400 34.1085 3623.7000 0.9413 15.0602 SP500_micro 50.1577 7221.7500 0.6945 11.1126 SUGAR11 0.2668 15.7800 1.6909 27.0538 US10 0.3576 110.2188 0.3244 5.1905 US10U 0.4576 112.4375 0.4070 6.5121 US2 0.0993 103.4180 0.0960 1.5364 US20 0.6929 112.1562 0.6178 9.8847 US30 0.8969 114.2500 0.7850 12.5607 US5 0.2401 107.5312 0.2233 3.5726 VIX 0.5982 22.0000 2.7191 43.5059 WHEAT 9.8820 677.7500 1.4581 23.3290 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 716.10 0.62 445.39 1.00 445.39 36816.58 82.66 18.71 154.63 BITCOIN 80.46 1.82 146.60 1.00 146.60 36816.58 251.13 -5.18 -130.10 BOBL 1151.30 0.24 274.44 1.17 321.70 36816.58 114.44 1.28 14.63 BTP 1163.10 0.57 667.02 1.17 781.88 36816.58 47.09 -3.28 -15.45 BUND 1248.40 0.39 481.16 1.17 564.01 36816.58 65.28 0.97 6.31 BUXL 1080.80 0.84 911.80 1.17 1068.80 36816.58 34.45 -1.15 -3.96 CAC 788.95 1.02 801.81 1.17 939.87 36816.58 39.17 7.39 28.96 CAD 736.25 0.36 263.87 1.00 263.87 36816.58 139.53 5.05 70.41 CANOLA 152.02 1.03 156.36 0.74 115.10 36816.58 319.87 12.87 411.60 CHF 1601.81 0.48 765.15 1.00 765.15 36816.58 48.12 -9.70 -46.67 COCOA 390.40 2.96 1157.25 1.00 1157.25 36816.58 31.81 -3.89 -12.36 COFFEE 1074.75 1.69 1818.72 1.00 1818.72 36816.58 20.24 -0.34 -0.68 COPPER 1464.88 1.35 1977.61 1.00 1977.61 36816.58 18.62 6.10 11.36 CORN 252.12 0.85 214.89 1.00 214.89 36816.58 171.33 13.73 235.24 COTTON2 414.65 1.36 564.13 1.00 564.13 36816.58 65.26 7.23 47.19 CRUDE_W 837.50 1.67 1398.91 1.00 1398.91 36816.58 26.32 18.36 48.33 DAX 239.74 1.04 250.45 1.17 293.57 36816.58 125.41 -0.38 -4.78 DOW 245.28 0.82 202.23 1.00 202.23 36816.58 182.06 -4.52 -82.20 DX 983.25 0.42 410.36 1.00 410.36 36816.58 89.72 -1.11 -9.99 EUR 1465.19 0.41 593.59 1.00 593.59 36816.58 62.02 -3.70 -22.93 EURIBOR-ICE 2431.62 0.06 138.79 1.17 162.69 36816.58 226.31 1.38 31.30 EUROSTX 570.00 1.11 630.33 1.17 738.86 36816.58 49.83 3.42 17.03 FEEDCOW 1834.88 0.78 1434.46 1.00 1434.46 36816.58 25.67 11.34 29.11 GASOIL 1099.25 2.93 3220.71 1.00 3220.71 36816.58 11.43 15.87 18.14 GASOLINE 1427.79 1.94 2772.03 1.00 2772.03 36816.58 13.28 14.82 19.68 GAS_US_mini 78.50 3.14 246.26 1.00 246.26 36816.58 149.50 -4.32 -64.57 GBP 846.19 0.48 403.99 1.00 403.99 36816.58 91.13 3.80 34.67 GOLD_micro 452.43 1.26 571.39 1.00 571.39 36816.58 64.43 -5.93 -38.24 HEATOIL 1580.04 2.44 3860.48 1.00 3860.48 36816.58 9.54 13.11 12.50 JGB-SGX-mini 129590.00 0.22 28833.30 0.01 183.34 36816.58 200.81 -6.10 -122.55 JPY 798.56 0.68 546.49 1.00 546.49 36816.58 67.37 -1.82 -12.28 LEANHOG 407.80 1.06 432.77 1.00 432.77 36816.58 85.07 -18.12 -154.17 LIVECOW 985.50 0.71 701.53 1.00 701.53 36816.58 52.48 18.37 96.39 LUMBER-new 161.29 1.16 187.45 1.00 187.45 36816.58 196.40 -10.89 -213.85 MXP 284.50 0.61 172.23 1.00 172.23 36816.58 213.76 8.97 191.72 NASDAQ_micro 555.13 0.83 461.01 1.00 461.01 36816.58 79.86 2.85 22.74 NIKKEI 59360.00 1.19 70484.95 0.01 448.19 36816.58 82.15 4.54 37.30 NZD 588.40 0.70 410.22 1.00 410.22 36816.58 89.75 4.96 44.48 OAT 1186.80 0.47 557.82 1.17 653.87 36816.58 56.31 3.61 20.32 OATIES 179.62 1.59 285.60 1.00 285.60 36816.58 128.91 0.87 11.19 OJ 285.90 3.14 898.26 1.00 898.26 36816.58 40.99 -8.86 -36.31 PALLAD 1492.50 2.66 3966.38 1.00 3966.38 36816.58 9.28 5.18 4.80 PLAT 978.95 2.36 2311.84 1.00 2311.84 36816.58 15.93 2.98 4.75 REDWHEAT 353.88 1.59 561.76 1.00 561.76 36816.58 65.54 8.26 54.16 RICE 235.20 1.45 341.98 1.00 341.98 36816.58 107.66 -8.93 -96.16 ROBUSTA 336.40 1.74 583.87 1.00 583.87 36816.58 63.06 -3.00 -18.94 RUSSELL 140.08 1.03 144.45 1.00 144.45 36816.58 254.87 8.74 222.64 SHATZ 1056.00 0.11 111.45 1.17 130.64 36816.58 281.82 -2.55 -71.74 SILVER-mini 1858.44 2.73 5071.76 1.00 5071.76 36816.58 7.26 1.85 1.34 SMI 1289.80 0.87 1123.29 1.28 1435.26 36816.58 25.65 8.94 22.94 SOFR 2407.88 0.06 132.70 1.00 132.70 36816.58 277.45 -12.98 -360.11 SOYBEAN 598.00 0.72 431.19 1.00 431.19 36816.58 85.38 13.58 115.96 SOYMEAL 317.00 1.25 397.75 1.00 397.75 36816.58 92.56 -4.99 -46.15 SOYOIL 449.58 1.15 518.70 1.00 518.70 36816.58 70.98 14.64 103.93 SP400 3623.70 0.94 3410.85 1.00 3410.85 36816.58 10.79 3.00 3.23 SP500_micro 361.09 0.69 250.79 1.00 250.79 36816.58 146.80 1.36 19.99 SUGAR11 176.74 1.69 298.84 1.00 298.84 36816.58 123.20 -4.68 -57.65 US10 1102.19 0.32 357.56 1.00 357.56 36816.58 102.97 -9.48 -97.63 US10U 1124.38 0.41 457.63 1.00 457.63 36816.58 80.45 -11.34 -91.21 US2 2068.36 0.10 198.62 1.00 198.62 36816.58 185.36 -10.88 -201.59 US20 1121.56 0.62 692.90 1.00 692.90 36816.58 53.13 -5.22 -27.73 US30 1142.50 0.79 896.91 1.00 896.91 36816.58 41.05 -8.63 -35.42 US5 1075.31 0.22 240.10 1.00 240.10 36816.58 153.34 -10.23 -156.80 VIX 220.00 2.72 598.21 1.00 598.21 36816.58 61.54 -5.53 -34.04 WHEAT 338.88 1.46 494.10 1.00 494.10 36816.58 74.51 4.52 33.68 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 154.633 0.010 2.5 4.018 BITCOIN -130.103 0.043 2.5 -14.108 BOBL 14.627 0.004 2.5 0.149 BTP -15.451 0.014 2.5 -0.528 BUND 6.306 0.004 2.5 0.064 BUXL -3.964 0.004 2.5 -0.040 CAC 28.963 0.014 2.5 0.989 CAD 70.413 0.010 2.5 1.830 CANOLA 411.599 0.010 2.5 10.028 CHF -46.665 0.010 2.5 -1.212 COCOA -12.363 0.010 2.5 -0.301 COFFEE -0.678 0.005 2.5 -0.009 COPPER 11.363 0.043 2.5 1.232 CORN 235.244 0.010 2.5 5.731 COTTON2 47.191 0.010 2.5 1.150 CRUDE_W 48.331 0.043 2.5 5.241 DAX -4.783 0.014 2.5 -0.163 DOW -82.199 0.009 2.5 -1.913 DX -9.990 0.010 2.5 -0.260 EUR -22.931 0.010 2.5 -0.596 EURIBOR-ICE 31.298 0.014 2.5 1.069 EUROSTX 17.032 0.014 2.5 0.582 FEEDCOW 29.105 0.013 2.5 0.966 GASOIL 18.136 0.017 2.5 0.787 GASOLINE 19.681 0.017 2.5 0.854 GAS_US_mini -64.568 0.043 2.5 -7.002 GBP 34.673 0.010 2.5 0.901 GOLD_micro -38.240 0.014 2.5 -1.306 HEATOIL 12.500 0.017 2.5 0.543 JGB-SGX-mini -122.550 0.043 2.5 -13.289 JPY -12.280 0.010 2.5 -0.319 LEANHOG -154.168 0.024 2.5 -9.383 LIVECOW 96.389 0.013 2.5 3.199 LUMBER-new -213.851 0.010 2.5 -5.210 MXP 191.716 0.059 2.5 28.178 NASDAQ_micro 22.739 0.009 2.5 0.529 NIKKEI 37.302 0.043 2.5 4.045 NZD 44.482 0.010 2.5 1.156 OAT 20.321 0.014 2.5 0.694 OATIES 11.195 0.010 2.5 0.273 OJ -36.305 0.010 2.5 -0.885 PALLAD 4.805 0.014 2.5 0.164 PLAT 4.753 0.014 2.5 0.162 REDWHEAT 54.156 0.005 2.5 0.719 RICE -96.157 0.010 2.5 -2.343 ROBUSTA -18.940 0.005 2.5 -0.252 RUSSELL 222.642 0.013 2.5 7.388 SHATZ -71.737 0.004 2.5 -0.728 SILVER-mini 1.344 0.014 2.5 0.046 SMI 22.940 0.014 2.5 0.784 SOFR -360.110 0.024 2.5 -21.916 SOYBEAN 115.956 0.004 2.5 1.080 SOYMEAL -46.152 0.004 2.5 -0.430 SOYOIL 103.927 0.004 2.5 0.969 SP400 3.235 0.013 2.5 0.107 SP500_micro 19.986 0.009 2.5 0.465 SUGAR11 -57.649 0.010 2.5 -1.405 US10 -97.629 0.005 2.5 -1.239 US10U -91.213 0.005 2.5 -1.157 US2 -201.591 0.005 2.5 -2.558 US20 -27.733 0.005 2.5 -0.352 US30 -35.415 0.005 2.5 -0.449 US5 -156.798 0.005 2.5 -1.990 VIX -34.042 0.099 2.5 -8.415 WHEAT 33.678 0.005 2.5 0.447 ===================== Position diags ===================== AUD 2.15 BITCOIN 27.23 BOBL 1.16 BTP 1.61 BUND 0.66 BUXL 0.35 CAC 1.34 CAD 3.63 CANOLA 7.79 CHF 1.25 COCOA 0.78 COFFEE 0.27 COPPER 2.02 CORN 4.17 COTTON2 1.59 CRUDE_W 2.85 DAX 4.28 DOW 4.24 DX 2.33 EUR 1.61 EURIBOR-ICE 7.73 EUROSTX 1.70 FEEDCOW 0.85 GASOIL 0.50 GASOLINE 0.58 GAS_US_mini 16.21 GBP 2.37 GOLD_micro 2.20 HEATOIL 0.41 JGB-SGX-mini 21.78 JPY 1.75 LEANHOG 5.18 LIVECOW 1.74 LUMBER-new 4.78 MXP 31.42 NASDAQ_micro 1.86 NIKKEI 8.91 NZD 2.33 OAT 1.92 OATIES 3.14 OJ 1.00 PALLAD 0.32 PLAT 0.54 REDWHEAT 0.87 RICE 2.62 ROBUSTA 0.84 RUSSELL 8.46 SHATZ 2.86 SILVER-mini 0.25 SMI 0.88 SOFR 16.89 SOYBEAN 0.80 SOYMEAL 0.86 SOYOIL 0.66 SP400 0.36 SP500_micro 3.42 SUGAR11 3.00 US10 1.31 US10U 1.02 US2 2.35 US20 0.67 US30 0.52 US5 1.95 VIX 15.21 WHEAT 0.99 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.8 4.2 1.0 1 BITCOIN -14.1 -16.8 -11.4 0.0 0 BOBL 0.1 0.0 0.3 0.0 0 BTP -0.5 -0.7 -0.4 -2.0 -2 BUND 0.1 -0.0 0.1 0.0 0 BUXL -0.0 -0.1 -0.0 -1.0 -1 CAC 1.0 0.9 1.1 0.0 0 CAD 1.8 1.5 2.2 0.0 0 CANOLA 10.0 9.2 10.8 3.0 3 CHF -1.2 -1.3 -1.1 -2.0 -2 COCOA -0.3 -0.4 -0.2 -1.0 -1 COFFEE -0.0 -0.0 0.0 0.0 0 COPPER 1.2 1.0 1.4 3.0 3 CORN 5.7 5.3 6.1 0.0 0 COTTON2 1.1 1.0 1.3 0.0 0 CRUDE_W 5.2 5.0 5.5 2.0 2 DAX -0.2 -0.6 0.3 -5.0 -5 DOW -1.9 -2.3 -1.5 -8.0 -8 DX -0.3 -0.5 -0.0 -1.0 -1 EUR -0.6 -0.8 -0.4 0.0 0 EURIBOR-ICE 1.1 0.3 1.8 0.0 0 EUROSTX 0.6 0.4 0.8 3.0 3 FEEDCOW 1.0 0.9 1.1 2.0 2 GASOIL 0.8 0.7 0.8 0.0 0 GASOLINE 0.9 0.8 0.9 3.0 3 GAS_US_mini -7.0 -8.6 -5.4 -3.0 -3 GBP 0.9 0.7 1.1 4.0 4 GOLD_micro -1.3 -1.5 -1.1 -1.0 -1 HEATOIL 0.5 0.5 0.6 0.0 0 JGB-SGX-mini -13.3 -15.5 -11.1 0.0 0 JPY -0.3 -0.5 -0.1 -2.0 -2 LEANHOG -9.4 -9.9 -8.9 -8.0 -8 LIVECOW 3.2 3.0 3.4 2.0 2 LUMBER-new -5.2 -5.7 -4.7 0.0 0 MXP 28.2 25.0 31.3 30.0 30 NASDAQ_micro 0.5 0.3 0.7 0.0 0 NIKKEI 4.0 3.2 4.9 1.0 1 NZD 1.2 0.9 1.4 1.0 1 OAT 0.7 0.5 0.9 3.0 3 OATIES 0.3 -0.0 0.6 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 -2.3 -2.6 -2.1 0.0 0 ROBUSTA -0.3 -0.3 -0.2 0.0 0 RUSSELL 7.4 6.5 8.2 0.0 0 SHATZ -0.7 -1.0 -0.4 NaN 0 SILVER-mini 0.0 0.0 0.1 0.0 0 SMI 0.8 0.7 0.9 0.0 0 SOFR -21.9 -23.6 -20.2 NaN 0 SOYBEAN 1.1 1.0 1.2 2.0 2 SOYMEAL -0.4 -0.5 -0.3 0.0 0 SOYOIL 1.0 0.9 1.0 0.0 0 SP400 0.1 0.1 0.1 2.0 2 SP500_micro 0.5 0.1 0.8 0.0 0 SUGAR11 -1.4 -1.7 -1.1 -2.0 -2 US10 -1.2 -1.4 -1.1 -1.0 -1 US10U -1.2 -1.3 -1.1 -1.0 -1 US2 -2.6 -2.8 -2.3 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.4 -0.5 -0.4 -4.0 -4 US5 -2.0 -2.2 -1.8 -5.0 -5 VIX -8.4 -9.9 -6.9 -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 0.3 0.0 0.0 0.1 0.1 0.2 0.1 0.1 0.4 0.2 0.6 0.2 0.2 0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.4 0.1 1.6 0.1 0.0 0.4 0.1 0.6 0.1 0.4 0.0 0.2 0.3 0.6 -0.1 0.7 0.3 0.7 BITCOIN 0.6 0.5 -0.6 -0.0 -0.2 0.2 -0.2 0.7 -0.1 0.1 -0.5 0.2 -0.6 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.2 -0.5 0.2 -2.2 0.1 0.2 -0.2 0.2 -0.5 0.2 -0.0 0.5 0.6 0.6 0.1 -0.4 -0.1 -0.7 -0.7 BOBL 0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 0.4 0.0 0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.1 0.2 -0.0 0.0 0.1 0.5 0.2 0.7 BTP 0.1 -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 -0.1 -0.0 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.5 0.2 0.3 0.0 0.0 0.0 0.4 0.1 0.5 BUND 0.0 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -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 0.2 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 -0.1 -0.1 -0.3 -0.1 -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 0.5 -0.0 0.3 0.2 -0.1 0.3 -0.0 0.1 CAC 0.2 0.1 -0.3 0.1 0.0 0.2 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 -0.1 0.0 -0.0 0.6 0.1 -0.0 0.2 -0.0 0.2 0.1 0.7 -0.2 -0.4 -0.1 0.1 -0.0 0.7 -0.1 0.7 CAD 0.6 -0.1 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 0.1 0.0 0.2 -0.0 0.1 2.7 0.1 0.2 0.1 0.2 0.1 0.2 -0.4 0.3 0.4 0.0 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.1 0.2 0.6 0.2 0.2 0.2 0.2 -0.2 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 0.1 0.2 0.1 1.3 0.2 0.1 0.4 0.2 0.3 0.1 -1.1 0.4 0.2 -0.0 0.6 0.3 0.7 0.4 0.7 CHF 0.4 -0.2 -0.1 0.0 0.0 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 -0.2 -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 -0.0 -0.1 0.1 -0.4 0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 0.2 0.2 -0.0 -0.6 0.4 0.1 0.5 0.2 COFFEE 0.1 0.3 -0.6 0.2 0.2 0.3 0.2 -0.3 0.2 -0.1 -0.3 -0.1 -0.0 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.1 -0.1 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 0.2 -0.0 1.1 -0.4 -0.4 -0.4 -0.6 0.5 0.6 0.7 0.7 COPPER 0.4 0.0 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 0.0 -0.2 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.2 0.0 0.5 0.3 0.2 0.1 0.7 -0.1 0.4 CORN 0.2 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 0.4 0.2 -1.1 0.5 0.6 0.1 0.3 0.4 -0.0 0.6 0.2 COTTON2 0.4 0.6 0.6 0.2 0.2 0.3 0.2 -0.3 0.2 0.1 0.3 0.2 -0.0 0.2 0.2 -0.2 -0.4 -0.3 -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 0.3 0.6 0.6 0.6 -0.4 -0.4 -0.4 -0.3 CRUDE_W 0.1 0.2 0.6 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 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 0.2 0.5 0.2 0.4 0.2 -0.0 0.2 0.2 -0.3 -0.6 0.4 0.7 -0.1 0.0 DAX 0.4 -0.0 -0.6 0.1 0.0 0.2 0.1 0.2 0.1 -0.1 -0.0 0.0 0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 0.0 0.0 -0.9 -0.0 0.0 -0.1 0.0 0.0 0.0 -0.1 -0.1 -0.2 -0.3 -0.4 0.1 0.5 0.3 0.7 DOW 0.6 0.1 -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 0.0 0.1 0.1 -0.8 0.0 -0.0 0.0 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.4 -0.4 -0.3 -0.7 -0.5 -0.7 DX -0.5 -0.0 0.2 0.0 0.0 0.1 0.1 0.1 0.1 -0.0 0.1 -0.1 -0.3 -0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 -0.0 -0.0 -1.8 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.8 -0.0 -0.6 0.0 -0.2 0.0 0.4 0.4 0.5 EUR 0.3 0.1 -0.2 0.1 0.0 0.1 0.1 0.2 0.1 -0.1 -0.1 0.0 0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 0.1 0.0 0.7 0.0 -0.0 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 0.1 -0.3 -0.3 -0.0 -0.1 -0.1 -0.1 -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 0.0 0.0 0.2 0.4 0.4 0.6 EUROSTX 0.3 -0.1 -0.5 0.1 0.0 0.2 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 -0.1 0.1 0.0 -0.6 0.0 -0.0 0.1 -0.0 0.2 0.0 0.6 -0.1 -0.3 -0.2 -0.2 0.0 0.7 0.0 0.7 FEEDCOW -0.1 0.3 -0.0 0.2 0.2 0.3 0.2 -0.3 0.2 0.1 0.4 0.1 0.6 0.1 0.1 -0.0 0.2 0.1 0.1 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.1 0.5 0.1 1.1 0.0 -0.0 0.1 -0.2 0.7 0.7 0.5 0.7 GASOIL 0.1 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 -0.4 0.2 0.1 0.5 0.1 0.5 0.1 1.1 -0.1 -0.0 0.0 0.4 -0.0 0.3 -0.3 -0.1 GASOLINE 0.5 0.5 0.6 0.2 0.1 0.5 0.2 0.6 0.2 0.1 0.3 0.1 0.4 0.1 0.1 0.4 -0.3 0.1 -0.3 0.2 0.2 0.2 0.4 0.2 -1.4 0.2 0.2 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 -0.1 -0.4 -0.4 0.2 0.2 0.5 0.2 0.7 0.2 0.1 -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 0.1 -0.4 0.0 -0.4 -0.1 -1.1 -0.5 -0.6 -0.6 -0.6 0.7 0.1 0.6 -0.0 GBP 0.4 0.1 -0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.0 0.0 0.2 0.4 0.2 -0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.1 -0.3 0.1 0.0 0.2 0.1 0.4 0.1 0.3 0.1 0.0 0.2 -0.1 -0.7 -0.2 -0.3 -0.2 GOLD_micro -0.2 -0.6 0.3 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 0.0 -0.1 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.1 0.2 -0.1 0.6 -0.1 -0.3 -0.1 -0.1 -0.3 0.4 0.7 0.4 -0.2 -0.7 HEATOIL -0.1 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 0.4 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 -0.0 -0.2 0.3 -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 0.2 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 0.1 -0.2 -0.2 -0.3 0.1 -0.7 0.1 -0.7 JPY 0.3 0.1 -0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.1 -0.4 0.1 -0.5 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.1 -0.3 0.0 2.7 -0.0 0.1 -0.2 0.1 -0.3 0.0 -0.5 0.3 -0.3 -0.1 -0.3 -0.3 -0.4 -0.1 -0.4 LEANHOG -0.3 -0.6 -0.3 0.2 0.2 0.4 0.2 -0.4 0.2 -0.2 0.0 -0.2 0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.2 0.2 -0.2 -1.1 -0.2 -0.2 -0.4 -0.2 -0.0 -0.2 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 0.1 -0.6 0.3 LIVECOW 0.1 0.6 0.1 0.2 0.2 0.3 0.2 -0.3 0.2 0.1 0.5 0.1 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 0.1 0.3 0.2 0.5 0.2 1.1 0.1 0.5 0.6 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.3 0.0 0.1 0.2 0.2 0.3 0.2 -0.3 0.2 -0.1 -0.6 -0.1 -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 -0.7 -0.1 -1.2 -0.6 -0.7 -0.6 -0.6 0.3 0.8 0.3 0.8 MXP 0.3 0.1 -0.1 0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.4 0.1 0.7 0.1 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 -0.1 0.7 0.0 1.1 -0.4 -0.3 0.1 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.6 -0.4 0.1 0.0 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 0.1 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 0.4 0.1 -1.7 0.1 -0.0 0.3 0.1 0.5 0.1 0.9 0.1 0.0 0.0 0.3 -0.7 -0.2 -0.5 -0.1 NZD 0.3 -0.1 0.1 0.0 0.0 0.1 0.1 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 -0.0 -0.1 -0.1 -0.0 -0.5 0.7 -0.0 0.7 OAT 0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 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 0.2 0.2 0.1 0.2 0.0 0.4 0.1 0.5 OATIES -0.1 0.1 0.6 0.2 0.2 0.2 0.2 -0.2 0.2 0.1 0.1 0.1 -0.1 -0.0 0.1 -0.4 -0.2 -0.3 -0.2 0.1 0.1 0.1 -0.0 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.1 -0.8 0.2 -0.1 0.0 0.2 0.1 -0.3 0.2 -0.3 OJ -0.2 0.0 -0.1 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 -0.2 -0.0 -2.7 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.3 -0.0 -0.2 -0.2 -0.3 -0.2 -0.3 -0.3 -0.2 PALLAD 0.2 -0.4 -0.2 -0.0 -0.1 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 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 0.6 -0.2 PLAT 0.0 -0.3 0.1 -0.0 -0.0 0.1 -0.1 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 0.6 0.7 -0.0 REDWHEAT 0.5 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 0.4 0.2 -1.1 0.5 0.6 0.5 0.6 -0.6 -0.7 -0.7 -0.7 RICE -0.1 0.1 0.6 0.1 0.1 0.2 0.2 -0.2 0.1 0.1 -0.1 0.0 -0.3 -0.0 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.0 0.0 -0.3 -0.0 0.5 0.0 0.1 -0.0 0.1 -0.3 0.0 -1.1 -0.0 -0.2 -0.3 -0.0 -0.7 -0.6 -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 0.4 -0.2 0.1 0.0 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 0.1 0.2 0.1 -0.0 -0.1 -0.7 -0.0 -0.7 SHATZ 0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.8 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -0.8 0.0 0.2 -0.2 -0.2 0.1 0.3 0.1 0.5 SILVER-mini 0.0 -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 -0.0 -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 -0.1 0.1 0.7 0.4 0.4 0.2 SMI 0.3 -0.1 -0.3 0.1 0.0 0.1 0.1 0.2 0.1 -0.1 0.1 0.0 0.2 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.0 -0.0 0.2 0.0 0.7 0.1 -0.0 0.2 0.0 0.3 0.1 1.0 -0.1 -0.3 -0.2 -0.1 0.1 0.7 0.2 0.7 SOFR -0.1 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 -0.1 0.3 -0.2 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 0.0 -0.1 -2.7 -0.1 -0.2 -0.1 -0.2 0.1 -0.1 0.2 -0.2 -0.4 -0.2 0.2 -0.3 -0.3 -0.2 -0.5 SOYBEAN 0.1 0.3 0.6 0.2 0.2 0.4 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 0.5 0.5 -0.1 0.5 0.1 -0.3 0.2 -0.2 SOYMEAL 0.0 0.0 0.3 0.2 0.2 0.2 0.2 -0.2 0.2 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 0.2 0.0 -0.0 -0.4 0.0 -0.4 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.3 0.6 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 -2.6 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 0.2 -0.1 0.1 0.0 0.2 0.1 0.3 0.1 0.0 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 0.6 0.1 -0.0 0.1 0.0 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.0 -0.2 -0.7 -0.1 -0.7 SP500_micro 0.6 0.4 -0.6 0.1 0.0 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 0.3 0.2 -1.8 0.1 0.1 0.0 0.2 0.1 0.2 -0.3 0.3 0.5 -0.1 -0.5 0.1 -0.7 0.2 -0.7 SUGAR11 -0.2 0.2 0.4 0.1 0.1 0.2 0.2 -0.2 0.1 0.1 -0.1 0.1 -0.4 -0.0 -0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.0 0.1 -0.2 0.0 -2.4 0.0 0.2 0.0 0.2 -0.1 0.1 0.8 0.5 -0.3 -0.1 -0.2 -0.2 -0.7 -0.2 -0.4 US10 0.0 -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 -0.1 -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 -0.6 US10U -0.0 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.1 -0.1 -1.6 -0.1 -0.2 -0.1 -0.2 0.1 -0.1 -0.2 -0.0 -0.3 -0.2 -0.1 -0.0 -0.1 -0.2 -0.7 US2 0.1 -0.3 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -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 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -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 -0.3 -0.2 -0.0 0.1 0.4 0.1 -0.2 US30 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 -0.1 -0.2 -0.2 -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 -0.2 -0.2 -0.1 -0.1 -0.3 0.1 -0.4 -0.1 -0.0 0.1 0.3 0.0 -0.2 US5 0.0 -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 -0.2 -0.2 -0.1 0.0 -0.7 -0.0 -0.6 VIX -0.7 0.1 0.8 0.1 0.0 0.4 -0.1 0.2 -0.0 0.1 0.1 -0.2 -0.4 -0.2 0.0 -0.6 -0.6 -0.5 -0.6 0.0 0.1 -0.1 0.1 -0.1 NaN 0.1 0.0 0.4 -0.1 0.3 -0.0 NaN NaN NaN NaN NaN -0.6 -1.1 NaN NaN WHEAT 0.3 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 0.3 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 12.2 -0.1 10.7 4.3 4.9 3.6 7.0 4.4 6.8 6.4 15.5 14.5 15.4 15.3 15.6 2.1 0.3 1.7 1.1 13.0 15.2 8.0 14.4 11.4 11.7 13.2 2.6 16.6 7.3 15.5 10.6 7.0 0.5 7.6 9.9 20.0 -3.7 20.0 9.8 20.0 BITCOIN 20.0 14.7 -20.0 -3.0 -16.7 7.8 -14.8 20.0 -8.3 16.5 -20.0 20.0 -17.5 20.0 -10.8 -4.0 -5.3 -3.9 -4.2 -1.6 -20.0 20.0 -20.0 18.6 -16.6 6.7 20.0 -8.7 19.7 -12.7 16.0 -0.5 20.0 20.0 20.0 2.7 -12.6 -2.0 -20.0 -20.0 BOBL 2.8 -8.6 -2.3 -2.6 -7.6 -2.7 -5.2 -2.4 -2.9 -6.7 -6.8 -4.2 -5.6 -6.4 -6.8 20.0 2.5 11.7 5.4 -6.2 -6.1 -5.6 -4.6 -4.9 1.5 -3.2 -3.7 -4.8 -2.8 -4.6 -1.4 -0.7 5.1 5.9 -0.5 0.1 2.8 14.5 5.4 20.0 BTP 3.3 -9.1 -14.8 -3.3 -9.5 -3.4 -6.6 -3.0 -3.7 -9.9 -3.9 -3.1 2.9 -3.6 -5.1 3.7 9.7 6.6 8.7 -5.4 -4.5 -6.0 -1.0 -4.4 -20.0 -3.2 -4.8 -3.0 -3.0 0.7 -1.1 9.4 7.7 8.2 0.8 0.3 1.1 13.5 3.0 15.7 BUND 1.2 -7.6 1.2 -3.1 -8.8 -3.1 -6.1 -2.8 -3.4 -7.7 -7.6 -5.5 -7.6 -7.1 -7.8 -1.0 7.0 3.9 6.6 -5.6 -5.4 -4.8 -4.7 -4.5 -0.4 -2.5 -2.4 -3.7 -2.1 -4.1 -1.0 5.3 10.3 4.5 1.2 3.0 2.3 13.9 6.3 20.0 BUXL -2.7 -1.3 9.2 -4.4 -12.7 -4.5 -8.8 -4.0 -4.9 -12.0 -12.7 -5.4 -15.7 -8.5 -10.5 3.5 3.8 3.9 4.0 -5.3 -6.6 -3.0 -10.4 -4.1 3.2 -0.8 3.4 -3.9 1.1 -8.8 0.5 -0.2 20.0 -0.8 9.4 7.1 -4.1 8.0 -0.3 3.7 CAC 5.6 3.4 -9.5 8.8 2.8 6.2 7.3 6.3 10.8 -10.1 1.2 -3.9 7.3 2.5 1.3 11.6 1.7 9.4 5.0 0.9 0.5 -8.0 1.8 -0.7 4.4 9.0 -3.8 8.7 -1.6 6.4 5.2 14.1 -10.4 -11.4 -3.3 2.5 -0.8 20.0 -3.7 20.0 CAD 19.2 -4.3 1.1 6.0 6.8 5.1 9.8 6.2 9.5 13.0 1.2 20.0 4.1 10.7 -1.4 -7.2 -7.4 -7.2 -7.3 4.9 1.4 17.2 -0.2 13.1 20.0 7.6 17.0 4.3 20.0 2.7 15.7 -6.9 13.0 11.8 0.0 -3.5 -20.0 -20.0 -20.0 -20.0 CANOLA 4.0 6.3 20.0 15.2 18.4 8.0 17.3 -6.2 15.1 9.4 10.1 11.9 4.9 9.0 11.6 -15.6 -15.7 -16.5 -16.7 12.5 11.7 15.8 7.1 13.0 9.6 14.2 11.7 13.9 14.8 8.4 12.9 -20.0 16.4 6.2 -0.3 20.0 9.8 20.0 12.5 20.0 CHF 11.5 -7.6 -3.5 3.5 4.0 3.0 5.7 3.6 5.5 3.3 -6.7 3.6 7.1 -1.2 -7.3 -15.0 -15.5 -14.6 -14.8 -2.5 -1.7 1.5 2.1 -0.3 -2.9 -1.0 3.4 0.8 1.5 4.4 -0.1 -20.0 -8.3 -5.2 -7.9 -2.7 -20.0 -20.0 -12.8 -20.0 COCOA 20.0 20.0 -20.0 7.6 9.2 4.0 8.6 -3.1 7.6 6.2 -6.4 4.6 -6.5 3.5 -5.1 -7.6 -0.1 -7.0 -5.1 -3.8 -12.0 7.4 -13.6 3.0 -20.0 -0.7 12.2 -5.4 7.0 -6.0 3.4 0.6 6.3 5.1 -1.5 -17.6 12.9 1.7 15.1 6.9 COFFEE 1.7 10.2 -20.0 20.0 20.0 10.8 20.0 -8.3 20.0 -9.5 -11.6 -6.4 -0.7 -6.6 -11.1 20.0 17.8 18.6 18.9 -7.0 -10.6 -5.9 -2.8 -4.0 -20.0 -3.8 -6.0 -4.0 -5.4 5.2 -3.7 20.0 -17.7 -13.7 -13.3 -20.0 15.8 18.7 19.6 20.0 COPPER 13.4 0.8 2.5 -1.6 -8.7 4.0 -7.7 11.5 -4.3 -10.3 6.4 1.5 6.9 7.1 2.7 -7.1 -6.5 -6.8 -6.6 4.9 6.4 -4.7 8.4 2.9 -1.4 4.8 -11.7 5.8 -4.9 8.6 2.4 -3.5 2.0 14.4 8.7 6.3 3.5 20.0 -3.9 13.1 CORN 7.4 4.9 16.1 20.0 20.0 12.9 20.0 -9.9 20.0 20.0 15.2 20.0 0.4 15.9 16.8 -20.0 -20.0 -20.0 -20.0 16.6 12.7 20.0 3.9 20.0 13.1 20.0 20.0 19.1 20.0 9.9 20.0 -20.0 20.0 18.4 3.7 8.6 12.8 -0.8 17.5 7.0 COTTON2 12.6 20.0 20.0 20.0 20.0 11.3 20.0 -8.7 20.0 11.9 12.7 16.7 -1.1 18.9 19.1 -11.2 -19.2 -17.5 -19.5 20.0 18.4 20.0 3.1 20.0 -3.7 20.0 20.0 20.0 20.0 4.6 20.0 -20.0 11.3 20.0 20.0 20.0 -11.7 -11.3 -12.3 -8.7 CRUDE_W 2.1 6.0 20.0 20.0 19.7 20.0 19.5 20.0 20.0 14.5 13.2 15.7 7.4 15.3 15.2 20.0 9.5 17.1 12.5 20.0 19.6 20.0 11.5 20.0 5.7 19.7 20.0 19.6 18.8 11.4 16.1 -0.1 6.4 7.0 -7.8 -17.0 12.4 20.0 -2.5 0.7 DAX 13.5 -1.0 -17.5 7.9 2.5 5.6 6.6 5.7 9.7 -8.6 -1.0 2.1 5.2 3.6 -0.3 -4.0 -6.7 -5.3 -6.1 -0.3 -1.9 -1.2 0.9 1.9 -6.7 -0.3 1.3 -2.3 1.9 0.5 3.1 -2.0 -2.5 -6.9 -9.1 -13.5 4.3 15.9 8.4 20.0 DOW 20.0 3.4 -17.7 9.3 3.0 6.5 7.6 6.7 11.4 -2.2 3.4 8.2 9.1 9.5 4.5 -5.3 -7.2 -5.8 -6.4 5.1 2.5 5.0 4.9 8.7 -6.2 2.0 -1.3 0.2 3.5 2.8 5.3 -2.6 -3.2 -3.7 -10.9 -13.0 -7.9 -20.0 -14.4 -20.0 DX -14.1 -1.5 7.1 3.4 3.8 2.8 5.5 3.5 5.3 -3.8 5.0 -8.3 -7.4 -7.0 3.7 3.8 5.3 4.2 4.7 -0.6 1.8 -4.4 -0.3 -4.2 -13.2 -1.3 -2.9 0.4 -4.8 -1.2 -4.4 14.4 -0.6 -20.0 1.2 -7.1 0.8 11.1 12.7 15.2 EUR 9.6 2.4 -6.6 4.7 5.4 4.0 7.7 4.9 7.5 -6.1 -5.1 3.4 10.9 9.0 -4.0 -5.8 -7.2 -6.1 -6.6 0.6 -1.4 -0.9 2.8 2.5 5.4 1.0 -4.5 1.4 -2.2 6.1 1.3 -6.2 -14.3 -9.2 0.2 -8.3 -19.2 -18.8 -8.7 -20.0 EURIBOR-ICE 4.0 -9.6 -7.9 -2.3 -6.7 -2.4 -4.6 -2.1 -2.6 -4.8 -5.2 -1.5 -2.6 -4.3 -5.3 1.9 9.0 4.4 7.2 -5.3 -5.2 -3.9 -3.1 -3.7 -2.9 -2.4 -2.3 -3.7 -1.7 -3.0 -0.6 7.7 5.3 6.4 0.2 0.6 7.0 12.1 11.3 17.1 EUROSTX 8.7 -2.0 -15.5 8.6 2.8 6.0 7.1 6.2 10.6 -9.6 2.8 -0.5 8.1 2.7 0.8 -2.0 1.4 0.9 1.8 1.3 2.0 -5.7 4.9 0.4 -4.4 2.7 -1.0 3.2 -0.2 5.6 3.2 11.9 -6.1 -9.7 -7.6 -5.8 0.9 20.0 1.4 20.0 FEEDCOW -2.0 10.7 -0.8 20.0 20.0 11.2 20.0 -8.6 20.0 6.4 16.6 5.9 17.8 12.7 13.1 -0.8 8.4 4.0 7.5 17.1 20.0 10.1 20.0 14.1 -20.0 8.9 -1.1 7.8 8.4 14.9 10.3 20.0 0.6 -1.2 3.9 -6.8 19.5 20.0 15.5 20.0 GASOIL 4.6 20.0 20.0 14.5 9.6 15.2 9.5 10.7 10.4 6.5 7.6 7.0 7.0 7.8 8.0 20.0 20.0 20.0 20.0 16.7 16.3 10.3 11.2 12.7 -3.1 16.9 6.7 19.3 7.4 15.0 10.2 20.0 -3.2 -1.4 0.7 13.1 -0.7 8.7 -8.5 -2.5 GASOLINE 14.0 16.9 20.0 20.0 14.9 20.0 14.8 16.7 16.2 11.3 12.0 12.4 9.8 12.7 12.7 20.0 -16.0 3.9 -16.4 20.0 20.0 20.0 15.2 20.0 -10.5 20.0 20.0 20.0 20.0 16.5 20.0 -20.0 17.8 13.1 13.2 7.3 8.1 20.0 -3.8 6.8 GAS_US_mini -4.3 -12.5 -13.3 20.0 20.0 20.0 20.0 20.0 20.0 9.3 -14.5 -5.2 -14.4 -14.2 -16.1 -20.0 -12.2 -16.3 -6.9 -11.6 -11.7 -1.1 -10.9 -8.1 20.0 -12.3 11.6 -13.4 0.0 -11.9 -8.0 -20.0 -20.0 -20.0 -20.0 -20.0 19.5 3.4 17.1 -0.8 GBP 13.0 2.8 -3.7 5.2 5.9 4.4 8.5 5.4 8.2 4.3 1.7 15.2 11.9 16.0 -1.4 1.0 0.3 0.7 0.5 5.4 2.7 8.1 4.7 9.1 -2.4 7.1 5.1 7.0 8.5 9.8 9.0 6.4 4.0 1.0 7.4 -1.6 -20.0 -7.0 -10.2 -6.8 GOLD_micro -4.8 -20.0 10.0 -0.9 -5.1 2.4 -4.5 6.9 -2.6 -5.9 1.7 -5.4 4.6 -3.7 -3.8 -5.8 -8.0 -5.7 -6.4 -3.7 2.7 -7.7 9.2 -6.3 -20.0 -1.1 -7.9 7.0 -6.7 15.4 -4.8 -4.7 -5.8 -3.5 -8.0 10.9 20.0 10.6 -6.7 -20.0 HEATOIL -3.9 19.0 20.0 15.6 10.3 16.3 10.2 11.5 11.1 7.2 8.3 7.8 7.4 8.5 8.7 20.0 20.0 20.0 20.0 18.7 19.3 11.0 13.7 13.5 -9.1 16.5 6.5 18.5 7.6 14.1 10.2 20.0 0.8 -2.3 5.7 10.7 -1.6 2.7 -15.4 -10.5 JGB-SGX-mini -1.3 -5.5 7.9 -2.2 -6.2 -2.2 -4.3 -1.9 -2.4 -2.5 -7.5 -3.6 -7.8 -6.4 -6.7 -0.4 8.8 2.2 5.0 -7.3 -8.9 -4.5 -10.2 -5.8 3.4 -7.3 -3.1 -9.7 -4.3 -11.5 -5.5 5.2 2.6 -6.7 -7.0 -8.5 2.3 -20.0 1.6 -20.0 JPY 9.5 3.2 -0.2 3.6 4.1 3.1 5.9 3.7 5.7 9.1 -13.7 4.9 -14.1 -1.2 -11.2 -8.8 -9.8 -8.9 -9.0 -4.5 -9.3 7.7 -12.4 1.2 20.0 -2.2 14.4 -6.0 9.2 -8.5 2.6 -10.3 13.6 -10.5 -3.4 -10.6 -9.4 -11.1 -3.0 -12.0 LEANHOG -9.4 -18.6 -8.5 20.0 20.0 14.9 20.0 -11.5 20.0 -20.0 0.2 -20.0 14.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.5 -6.2 -20.0 5.7 -20.0 -8.3 -20.0 -20.0 -15.0 -20.0 -0.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 1.8 -16.8 7.8 LIVECOW 3.1 20.0 4.2 20.0 20.0 11.9 20.0 -9.1 20.0 8.9 18.1 12.1 18.4 17.3 17.4 20.0 8.9 13.9 9.7 20.0 20.0 18.8 20.0 20.0 -20.0 18.4 5.7 12.3 16.1 13.4 20.0 20.0 3.7 14.0 20.0 2.0 20.0 20.0 20.0 20.0 LUMBER-new -7.6 0.8 2.4 20.0 20.0 10.8 20.0 -8.2 20.0 -5.1 -17.7 -11.5 -18.0 -14.5 -15.0 -20.0 -20.0 -20.0 -20.0 -11.6 -14.9 -9.6 -20.0 -11.6 NaN -7.3 -6.8 -10.7 -10.1 -15.7 -9.1 -20.0 -20.0 -20.0 -15.9 -15.7 6.7 20.0 8.1 20.0 MXP 7.9 1.7 -1.7 5.3 6.0 4.5 8.7 5.5 8.4 -11.1 16.5 5.7 20.0 13.4 12.5 8.3 11.2 8.8 9.8 10.3 16.0 -2.6 20.0 5.8 -20.0 7.6 -10.0 17.7 -5.9 20.0 1.8 20.0 -15.7 -10.6 3.4 10.6 9.3 6.4 20.0 10.1 NASDAQ_micro 20.0 20.0 -12.8 10.7 3.4 7.5 8.9 7.7 13.1 12.0 6.6 13.6 11.4 13.8 10.7 -6.9 -8.0 -7.0 -7.4 20.0 9.8 20.0 9.1 20.0 -20.0 12.7 14.8 4.6 20.0 5.1 20.0 -4.2 20.0 20.0 8.9 -7.8 2.5 -20.0 6.7 -20.0 NIKKEI 20.0 7.2 -3.9 7.5 2.4 5.2 6.2 5.4 9.2 -3.7 8.1 8.0 8.9 8.6 7.6 -0.0 5.6 1.9 3.7 12.0 11.5 6.8 13.0 12.5 -13.1 9.1 -1.0 11.1 4.7 14.5 8.9 17.2 3.3 0.6 0.7 9.1 -20.0 -4.7 -15.0 -2.7 NZD 10.8 -4.0 1.7 2.9 3.3 2.5 4.8 3.0 4.6 3.4 0.6 7.8 -0.7 4.2 -2.4 -2.7 -3.3 -3.0 -3.3 0.1 -0.5 1.5 -0.9 1.7 11.2 0.2 -0.3 -0.4 1.2 -1.3 1.4 0.0 -1.4 -1.6 -2.8 -1.3 -13.7 20.0 -0.6 20.0 OAT 2.4 -8.9 -2.2 -2.7 -7.7 -2.7 -5.3 -2.4 -3.0 -6.8 -3.5 -1.8 -2.0 -3.4 -4.7 9.7 12.2 11.0 12.1 -3.6 -2.9 -3.8 -1.8 -3.0 -1.8 -0.6 -1.9 -0.4 -1.3 0.1 0.1 14.5 8.7 6.7 2.0 5.2 0.3 11.9 2.1 15.2 OATIES -2.4 2.0 20.0 15.1 18.4 8.0 17.2 -6.2 15.1 12.7 4.4 10.2 -2.4 -0.4 5.0 -20.0 -11.1 -13.2 -12.3 6.5 5.2 10.6 -0.5 5.9 0.6 7.3 16.3 6.0 10.6 -1.0 6.0 -15.1 7.2 -4.5 0.1 6.7 3.5 -9.3 5.6 -10.1 OJ -7.6 0.4 -2.5 7.9 9.6 4.2 9.0 -3.2 7.8 6.4 -3.3 0.6 -6.1 -0.2 -3.0 -2.0 1.6 -0.6 0.0 -1.5 -2.9 3.7 -5.7 -0.3 -20.0 -1.6 7.0 -2.1 3.5 -3.6 -0.4 6.5 -1.0 -6.7 -7.6 -8.8 -6.1 -8.6 -8.4 -7.1 PALLAD 4.7 -12.6 -6.7 -1.2 -6.7 3.1 -5.9 8.9 -3.3 -2.0 -2.7 -3.6 1.6 -2.2 -6.5 -4.0 -3.3 -3.6 -3.4 -5.1 -2.4 -1.6 3.3 -3.2 14.8 -3.5 -1.0 -1.6 -1.4 4.5 -2.0 1.9 6.5 2.5 -2.1 -9.4 20.0 11.8 16.9 -4.5 PLAT 0.2 -10.7 2.3 -1.0 -5.5 2.5 -4.8 7.3 -2.7 -1.5 -0.9 -2.4 2.6 -2.4 -5.3 -2.7 -3.1 -2.5 -2.7 -2.9 1.2 -3.9 6.4 -3.6 -1.8 -1.7 -2.5 2.3 -3.6 8.3 -2.9 2.7 0.9 -0.4 -1.2 -4.8 20.0 16.7 20.0 -0.6 REDWHEAT 14.0 9.9 20.0 19.9 20.0 10.5 20.0 -8.1 19.8 12.1 15.3 16.1 -2.2 16.7 17.2 -11.3 -15.0 -12.8 -13.9 20.0 15.9 20.0 5.5 20.0 7.1 20.0 13.2 19.7 20.0 9.9 20.0 -19.8 20.0 20.0 16.8 20.0 -18.9 -20.0 -20.0 -20.0 RICE -3.0 3.3 20.0 12.2 14.8 6.5 13.9 -5.0 12.2 7.0 -5.0 1.4 -9.3 -1.4 0.1 -20.0 -19.2 -20.0 -20.0 -1.7 -4.1 4.9 -10.5 -0.6 3.5 0.2 16.3 -1.3 5.1 -7.0 0.6 -20.0 -1.8 -6.1 -8.9 -1.0 -20.0 -16.6 -20.0 -13.7 ROBUSTA 10.9 -4.5 -15.5 12.0 12.5 6.3 12.5 -5.4 11.3 -4.8 -8.4 2.6 -5.7 -3.1 -8.5 20.0 17.1 20.0 18.9 -6.8 -9.8 -0.4 -7.8 -1.5 -20.0 -3.0 -5.1 -6.1 0.3 -5.2 0.9 20.0 -1.9 5.2 -15.3 -17.1 4.6 -0.2 5.3 10.0 RUSSELL 20.0 11.5 -7.6 12.4 4.0 8.7 10.3 9.0 15.2 10.7 11.1 14.6 14.0 15.1 12.2 -4.2 -4.9 -4.3 -4.5 16.8 11.8 14.9 11.6 20.0 7.2 11.7 6.6 7.9 11.3 8.4 15.3 1.0 3.9 5.9 2.0 -0.1 -4.4 -20.0 -1.3 -20.0 SHATZ 4.5 -8.7 -3.2 -2.2 -6.2 -2.2 -4.3 -1.9 -2.4 -6.9 -5.8 -3.8 -6.2 -5.0 -5.1 2.7 -7.5 1.1 -2.0 -6.9 -7.2 -6.9 -5.5 -5.5 6.4 -5.8 -5.2 -8.1 -3.5 -7.2 -2.6 -15.1 0.1 6.4 -5.1 -7.6 3.0 10.5 4.3 15.7 SILVER-mini 0.7 -10.4 10.0 -0.9 -5.0 2.3 -4.4 6.7 -2.5 -2.4 -0.4 -3.6 1.8 -3.6 -5.5 -2.4 -4.7 -2.6 -3.4 -2.3 2.4 -3.6 7.2 -3.3 -9.5 -0.6 -2.3 6.0 -3.3 13.5 -2.6 0.5 0.1 -0.1 -1.6 3.1 20.0 12.5 12.2 5.2 SMI 10.6 -2.3 -8.0 7.8 2.5 5.5 6.5 5.7 9.6 -8.6 3.4 0.9 6.7 4.3 0.7 0.7 5.9 3.8 5.7 2.2 3.3 -3.1 5.7 1.8 5.0 5.2 -1.6 7.0 1.5 8.9 4.9 19.3 -3.2 -10.2 -7.5 -1.6 2.8 20.0 4.8 20.0 SOFR -3.4 -11.0 -4.2 -5.0 -14.5 -5.1 -10.0 -4.5 -5.6 -14.5 -10.8 -13.6 9.3 -14.3 -13.5 3.9 5.9 4.9 5.7 -8.7 -4.9 -16.4 0.2 -12.2 -20.0 -7.2 -20.0 -1.9 -18.3 2.9 -12.8 3.4 -9.2 -12.8 -5.8 5.8 -8.3 -8.3 -7.4 -16.1 SOYBEAN 2.6 7.9 17.5 20.0 20.0 13.1 20.0 -10.1 20.0 20.0 20.0 20.0 18.5 20.0 20.0 -3.9 -3.0 -1.4 -1.7 20.0 19.5 20.0 12.8 20.0 -7.1 20.0 20.0 20.0 20.0 16.7 20.0 1.1 20.0 14.2 -3.6 16.9 4.1 -7.5 5.8 -4.5 SOYMEAL 0.4 1.5 10.3 15.2 18.5 8.1 17.3 -6.2 15.2 1.3 0.7 -1.6 -4.0 -1.7 6.1 20.0 -5.7 10.1 1.3 2.3 2.3 -0.8 -1.0 0.5 -13.0 3.4 -0.4 6.1 -0.8 4.2 0.4 -0.0 -15.8 0.1 -11.5 -4.0 -11.6 -14.0 -18.7 -11.8 SOYOIL 9.6 17.2 20.0 20.0 20.0 11.2 20.0 -8.6 20.0 18.0 19.4 19.7 17.9 19.8 20.0 20.0 1.1 15.8 6.7 20.0 20.0 20.0 20.0 20.0 -19.7 20.0 20.0 20.0 20.0 20.0 20.0 10.7 20.0 20.0 20.0 20.0 -0.0 -20.0 -0.1 -20.0 SP400 19.1 5.2 -3.1 11.1 3.5 7.8 9.2 8.0 13.6 0.2 9.9 8.6 12.1 11.1 9.7 -5.1 -6.0 -5.5 -5.7 10.5 8.6 5.4 8.3 11.3 4.2 6.6 -0.4 5.0 3.6 4.5 7.6 -1.0 -6.4 -6.4 -7.7 0.1 -4.6 -20.0 -2.7 -20.0 SP500_micro 20.0 13.1 -18.1 11.9 3.8 8.3 9.8 8.6 14.5 9.7 9.0 14.7 14.1 15.0 12.1 -7.1 -8.8 -7.5 -8.0 16.7 8.2 20.0 9.7 20.0 -13.9 8.2 7.9 1.3 14.4 3.2 16.2 -5.3 12.9 15.3 -3.4 -14.9 3.9 -20.0 5.0 -20.0 SUGAR11 -6.3 4.7 11.6 12.8 15.5 6.8 14.5 -5.2 12.7 10.7 -5.4 6.3 -9.8 -2.0 -3.0 -9.4 7.2 -2.5 3.1 -0.4 -2.3 14.5 -6.4 3.7 -18.0 1.7 20.0 0.5 15.4 -3.3 5.1 14.6 20.0 -9.8 -2.5 -5.8 -6.3 -20.0 -5.7 -12.5 US10 0.7 -9.3 -7.2 -3.6 -10.3 -3.6 -7.1 -3.2 -4.0 -9.8 -6.6 -8.4 3.4 -8.1 -8.3 3.6 1.9 3.2 2.8 -6.3 -4.7 -9.2 -1.7 -7.0 -7.2 -5.5 -12.7 -3.2 -10.2 0.3 -7.1 -2.7 -3.4 -5.8 -3.9 -2.0 -2.4 -20.0 -3.4 -19.1 US10U -0.1 -9.2 -6.2 -5.2 -15.1 -5.3 -10.4 -4.7 -5.8 -14.1 -8.9 -12.6 4.6 -11.7 -11.9 3.8 1.7 3.5 2.9 -8.6 -6.0 -12.6 -1.9 -9.8 -12.1 -8.4 -17.9 -3.9 -14.6 1.9 -10.8 -2.9 -2.0 -9.9 -5.7 -2.3 -1.1 -3.6 -6.0 -19.6 US2 3.8 -10.0 -10.7 -3.3 -9.4 -3.3 -6.5 -3.0 -3.6 -9.1 -7.8 -7.8 -5.3 -7.0 -7.3 -2.1 -10.3 -4.8 -7.1 -9.5 -9.1 -10.3 -6.1 -8.5 7.5 -8.3 -12.7 -7.9 -9.9 -4.7 -7.6 -20.0 -7.0 -6.2 -9.2 -11.3 0.7 -20.0 1.4 -14.9 US20 -0.3 -8.6 -3.5 -3.6 -10.3 -3.6 -7.1 -3.2 -4.0 -9.5 -6.0 -8.6 0.7 -8.1 -8.1 4.7 4.2 4.7 4.7 -5.3 -3.6 -8.7 -1.7 -6.3 -6.9 -6.3 -13.1 -3.2 -10.1 0.3 -7.6 0.9 -0.6 -8.4 -5.6 -1.2 3.5 11.3 2.4 -6.1 US30 -1.8 -7.2 -1.1 -5.1 -14.7 -5.2 -10.2 -4.6 -5.7 -14.0 -12.3 -13.1 -6.2 -14.3 -13.6 2.8 0.5 2.4 1.8 -7.6 -5.7 -11.6 -4.6 -9.0 -5.0 -10.3 -20.0 -5.8 -16.1 -1.8 -12.6 -4.9 3.5 -13.7 -4.6 -0.6 1.6 8.9 0.5 -5.3 US5 1.5 -9.8 -8.7 -3.6 -10.3 -3.6 -7.1 -3.2 -4.0 -9.9 -6.8 -8.5 2.5 -7.9 -8.0 1.2 -0.9 0.7 0.3 -7.5 -6.1 -10.2 -2.8 -7.8 -5.4 -6.3 -13.4 -4.4 -10.5 -0.9 -7.5 -7.3 -5.5 -5.9 -5.7 -4.2 0.1 -20.0 -0.7 -16.7 VIX -12.6 1.1 16.3 5.5 1.1 8.2 -3.3 3.9 -2.4 5.1 1.3 -14.3 -7.6 -11.8 0.5 -19.6 -20.0 -14.7 -19.4 1.1 4.3 -4.2 1.2 -5.3 NaN 5.9 1.4 8.9 -3.1 4.5 -2.3 NaN NaN NaN NaN NaN -10.3 -20.0 NaN NaN WHEAT 8.7 6.1 20.0 17.4 20.0 9.2 19.8 -7.1 17.4 7.7 11.1 11.6 -4.2 11.6 13.1 -13.8 -17.0 -14.5 -15.6 13.5 9.9 17.7 2.3 16.2 8.1 15.9 12.0 14.0 18.1 7.4 17.0 -20.0 20.0 16.3 5.0 19.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3