******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260505_203955 produced at 2026-05-05 21:37:03.097047 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.36 0.0 0.00 0.00 0.00 0.00 -23.18 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 -13.67 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -2.65 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.15 0.0 0.23 -0.23 -0.14 -0.14 -8.81 13.0 -8 -8 caleb_strategy_v3 VIX False False 0.01 -0.05 -0.09 0.0 999.00 -999.00 -0.05 -0.05 -9.60 999999999.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.09 0.0 1.14 -1.14 -0.23 -0.23 -2.07 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 -1.21 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 -1.17 13.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.79 -0.79 -0.05 -0.05 -1.28 17.0 -1 -1 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 BITCOIN True False 0.00 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -12.55 59.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.04 0.0 0.87 -0.87 0.00 0.00 -0.67 14.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.23 3.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.03 0.0 0.08 -0.08 -0.01 -0.01 -7.78 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 -0.45 10.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.03 0.0 1.08 -1.08 -0.04 -0.04 -1.33 56.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -1.86 4.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.18 -0.02 0.0 0.69 -0.69 -0.18 -0.18 -1.88 66.0 -17 -17 caleb_strategy_v3 US30 False False 0.05 -0.24 -0.02 0.0 0.29 -0.29 -0.24 -0.24 -0.43 6.0 -5 -5 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.34 9.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.01 0.0 0.57 -0.57 -0.03 -0.03 -0.32 17.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.45 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 -1.18 18.0 -2 -2 caleb_strategy_v3 DX False False 0.04 -0.04 -0.01 0.0 999.00 -999.00 -0.04 -0.04 -0.33 999999999.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.89 3.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 -0.11 -0.00 0.0 0.21 -0.21 -0.11 -0.11 -0.03 4.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 0.01 0.00 0.0 0.13 -0.13 0.01 0.01 0.32 9.0 1 1 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.01 6.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.04 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.06 0.00 0.0 0.70 -0.70 -0.06 -0.05 0.32 58.0 -5 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.47 2.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.00 0.0 0.45 -0.45 -0.02 -0.02 -0.22 26.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.27 23.0 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 BUND False False 0.06 0.00 0.01 0.0 0.62 -0.62 0.00 0.00 0.09 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.08 -1.08 0.00 0.00 0.19 19.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.01 0.0 0.12 -0.12 0.01 0.01 0.73 8.0 1 1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.01 0.0 0.74 -0.74 0.00 0.00 0.78 48.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.17 2.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.31 0.02 0.0 0.31 -0.31 0.31 0.31 0.13 2.0 2 2 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.20 -0.20 0.00 0.00 1.18 11.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.00 0.02 0.0 0.55 -0.55 0.00 0.00 0.66 23.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.12 0.02 0.0 0.58 -0.58 0.12 0.09 0.75 20.0 4 3 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.03 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.11 0.03 0.0 0.79 -0.79 0.11 0.11 0.87 22.0 3 3 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.03 0.0 0.18 -0.18 0.05 0.05 1.03 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 HEATOIL False False 0.07 0.00 0.04 0.0 0.20 -0.20 0.00 0.00 0.57 3.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.09 12.0 0 0 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.18 -0.18 0.00 0.00 0.83 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.01 0.05 0.0 0.24 -0.24 0.01 0.02 10.30 51.0 3 4 caleb_strategy_v3 OAT False False 0.06 0.18 0.05 0.0 0.59 -0.59 0.18 0.18 0.79 10.0 3 3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.41 -0.41 0.00 0.00 8.14 68.0 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 CAD False False 0.03 0.00 0.05 0.0 0.90 -0.90 0.00 0.00 1.62 29.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.85 9.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.06 0.0 0.13 -0.13 0.00 0.00 5.80 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.05 0.07 0.0 0.59 -0.59 0.05 0.05 4.56 36.0 3 3 caleb_strategy_v3 COPPER False False 0.06 0.19 0.08 0.0 999.00 -999.00 0.19 0.19 1.26 999999999.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.63 -0.63 0.16 0.16 0.98 8.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.03 0.13 0.0 0.58 -0.58 0.03 0.03 4.15 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 EURIBOR-ICE False False 0.12 0.00 0.16 0.0 1.20 -1.20 0.00 0.00 1.34 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.18 0.0 0.17 -0.17 0.10 0.10 5.30 5.0 3 3 caleb_strategy_v3 MXP False False 0.01 0.36 0.38 0.0 0.73 -0.73 0.36 0.36 30.90 60.0 30 30 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.4 Shocked risk 35.5 Sum abs risk 48.3 Leverage 5.94 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2361447.89, 'annual_cash_vol_target': 590361.9725, 'daily_cash_vol_target': 36897.62328125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.7182 0.6101 9.7621 BITCOIN 1449.0500 81850.0000 1.7704 28.3260 BOBL 0.2683 115.2800 0.2327 3.7238 BTP 0.6548 116.9200 0.5601 8.9609 BUND 0.4714 125.0700 0.3769 6.0301 BUXL 0.8968 108.1400 0.8293 13.2694 CAC 81.7553 8051.5000 1.0154 16.2465 CAD 0.0026 0.7356 0.3566 5.7053 CANOLA 7.6675 757.6000 1.0121 16.1931 CHF 0.0060 1.2834 0.4687 7.4993 COCOA 114.8283 4061.0000 2.8276 45.2414 COFFEE 4.8049 289.3000 1.6609 26.5741 COPPER 0.0807 5.9875 1.3472 21.5555 CORN 4.4011 500.0000 0.8802 14.0834 COTTON2 1.1463 84.8600 1.3509 21.6138 CRUDE_W 1.3889 81.5900 1.7022 27.2358 DAX 252.2141 24503.0000 1.0293 16.4691 DOW 398.2715 49422.0000 0.8059 12.8937 DX 0.4014 98.3150 0.4083 6.5328 EUR 0.0047 1.1720 0.3998 6.3967 EURIBOR-ICE 0.0543 97.3000 0.0558 0.8927 EUROSTX 65.1156 5849.0000 1.1133 17.8124 FEEDCOW 2.9800 372.2250 0.8006 12.8093 GASOIL 31.0926 1090.5000 2.8512 45.6195 GASOLINE 0.0666 3.3079 2.0130 32.2081 GAS_US_mini 0.0977 3.0700 3.1835 50.9354 GBP 0.0064 1.3547 0.4707 7.5320 GOLD_micro 55.9293 4571.1000 1.2235 19.5766 HEATOIL 0.0895 3.7286 2.3993 38.3887 JGB-SGX-mini 0.2829 129.5000 0.2185 3.4959 JPY 0.0000 0.0064 0.6818 10.9092 LEANHOG 1.1359 103.4750 1.0977 17.5635 LIVECOW 1.7486 248.1750 0.7046 11.2736 LUMBER-new 6.7131 589.0000 1.1397 18.2358 MXP 0.0004 0.0574 0.6159 9.8550 NASDAQ_micro 232.3740 28169.5000 0.8249 13.1986 NIKKEI 712.4507 60670.0000 1.1743 18.7889 NZD 0.0040 0.5898 0.6866 10.9849 OAT 0.5461 119.0500 0.4588 7.3400 OATIES 5.6310 358.0000 1.5729 25.1663 OJ 6.1048 181.5500 3.3626 53.8017 PALLAD 38.7937 1507.5000 2.5734 41.1741 PLAT 45.3011 1974.4000 2.2944 36.7108 REDWHEAT 11.0809 703.2500 1.5757 25.2107 RICE 0.1707 12.0000 1.4226 22.7618 ROBUSTA 58.3940 3369.0000 1.7333 27.7324 RUSSELL 29.3000 2853.4000 1.0268 16.4295 SHATZ 0.1089 105.6800 0.1030 1.6486 SILVER-mini 1.9849 74.1625 2.6764 42.8228 SMI 110.8075 13069.0000 0.8479 13.5658 SOFR 0.0518 96.3300 0.0538 0.8603 SOYBEAN 8.8390 1188.0000 0.7440 11.9044 SOYMEAL 3.9167 315.6000 1.2410 19.8567 SOYOIL 0.8443 75.1100 1.1240 17.9847 SP400 34.0726 3676.7000 0.9267 14.8275 SP500_micro 49.8480 7293.7500 0.6834 10.9350 SUGAR11 0.2609 15.8200 1.6490 26.3834 US10 0.3530 110.3438 0.3199 5.1179 US10U 0.4544 112.6406 0.4034 6.4543 US2 0.0971 103.4648 0.0938 1.5011 US20 0.6843 112.7500 0.6069 9.7107 US30 0.8863 115.0625 0.7703 12.3251 US5 0.2358 107.6094 0.2191 3.5053 VIX 0.5866 21.7000 2.7033 43.2523 WHEAT 10.0304 665.7500 1.5066 24.1062 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 718.20 0.61 438.19 1.00 438.19 36897.62 84.20 18.96 159.62 BITCOIN 81.85 1.77 144.91 1.00 144.91 36897.62 254.63 -4.54 -115.71 BOBL 1152.80 0.23 268.30 1.17 314.12 36897.62 117.46 1.56 18.35 BTP 1169.20 0.56 654.81 1.17 766.63 36897.62 48.13 -2.72 -13.07 BUND 1250.70 0.38 471.37 1.17 551.85 36897.62 66.86 1.27 8.51 BUXL 1081.40 0.83 896.84 1.17 1049.98 36897.62 35.14 -0.92 -3.25 CAC 805.15 1.02 817.55 1.17 957.15 36897.62 38.55 8.31 32.02 CAD 735.65 0.36 262.32 1.00 262.32 36897.62 140.66 4.42 62.21 CANOLA 151.52 1.01 153.35 0.73 112.69 36897.62 327.43 12.91 422.72 CHF 1604.25 0.47 751.92 1.00 751.92 36897.62 49.07 -9.46 -46.41 COCOA 406.10 2.83 1148.28 1.00 1148.28 36897.62 32.13 -2.81 -9.03 COFFEE 1084.88 1.66 1801.85 1.00 1801.85 36897.62 20.48 0.21 0.43 COPPER 1496.88 1.35 2016.62 1.00 2016.62 36897.62 18.30 6.37 11.65 CORN 250.00 0.88 220.05 1.00 220.05 36897.62 167.68 14.21 238.26 COTTON2 424.30 1.35 573.17 1.00 573.17 36897.62 64.37 7.53 48.50 CRUDE_W 815.90 1.70 1388.85 1.00 1388.85 36897.62 26.57 18.38 48.84 DAX 245.03 1.03 252.21 1.17 295.28 36897.62 124.96 0.75 9.34 DOW 247.11 0.81 199.14 1.00 199.14 36897.62 185.29 -4.36 -80.82 DX 983.15 0.41 401.42 1.00 401.42 36897.62 91.92 -1.37 -12.58 EUR 1465.06 0.40 585.73 1.00 585.73 36897.62 62.99 -4.07 -25.64 EURIBOR-ICE 2432.50 0.06 135.72 1.17 158.90 36897.62 232.21 1.69 39.13 EUROSTX 584.90 1.11 651.16 1.17 762.34 36897.62 48.40 4.55 22.02 FEEDCOW 1861.12 0.80 1489.99 1.00 1489.99 36897.62 24.76 11.92 29.52 GASOIL 1090.50 2.85 3109.26 1.00 3109.26 36897.62 11.87 16.14 19.15 GASOLINE 1389.32 2.01 2796.71 1.00 2796.71 36897.62 13.19 14.78 19.50 GAS_US_mini 76.75 3.18 244.33 1.00 244.33 36897.62 151.02 -4.75 -71.79 GBP 846.69 0.47 398.58 1.00 398.58 36897.62 92.57 3.61 33.41 GOLD_micro 457.11 1.22 559.29 1.00 559.29 36897.62 65.97 -5.92 -39.05 HEATOIL 1566.01 2.40 3757.33 1.00 3757.33 36897.62 9.82 13.27 13.03 JGB-SGX-mini 129500.00 0.22 28294.81 0.01 180.11 36897.62 204.86 -6.15 -126.03 JPY 794.44 0.68 541.67 1.00 541.67 36897.62 68.12 -1.80 -12.23 LEANHOG 413.90 1.10 454.35 1.00 454.35 36897.62 81.21 -17.83 -144.79 LIVECOW 992.70 0.70 699.46 1.00 699.46 36897.62 52.75 19.15 101.04 LUMBER-new 161.98 1.14 184.61 1.00 184.61 36897.62 199.87 -10.74 -214.58 MXP 286.85 0.62 176.68 1.00 176.68 36897.62 208.84 10.07 210.26 NASDAQ_micro 563.39 0.82 464.75 1.00 464.75 36897.62 79.39 3.57 28.33 NIKKEI 60670.00 1.17 71245.07 0.01 453.51 36897.62 81.36 5.16 42.01 NZD 589.85 0.69 404.96 1.00 404.96 36897.62 91.11 4.91 44.69 OAT 1190.50 0.46 546.14 1.17 639.40 36897.62 57.71 3.99 23.03 OATIES 179.00 1.57 281.55 1.00 281.55 36897.62 131.05 1.48 19.40 OJ 272.32 3.36 915.72 1.00 915.72 36897.62 40.29 -9.06 -36.52 PALLAD 1507.50 2.57 3879.37 1.00 3879.37 36897.62 9.51 5.27 5.01 PLAT 987.20 2.29 2265.06 1.00 2265.06 36897.62 16.29 3.01 4.90 REDWHEAT 351.62 1.58 554.04 1.00 554.04 36897.62 66.60 8.23 54.78 RICE 240.00 1.42 341.43 1.00 341.43 36897.62 108.07 -7.05 -76.16 ROBUSTA 336.90 1.73 583.94 1.00 583.94 36897.62 63.19 -3.21 -20.28 RUSSELL 142.67 1.03 146.50 1.00 146.50 36897.62 251.86 9.74 245.42 SHATZ 1056.80 0.10 108.89 1.17 127.49 36897.62 289.42 -2.31 -66.86 SILVER-mini 1854.06 2.68 4962.26 1.00 4962.26 36897.62 7.44 1.72 1.28 SMI 1306.90 0.85 1108.08 1.28 1413.77 36897.62 26.10 9.52 24.85 SOFR 2408.25 0.05 129.48 1.00 129.48 36897.62 284.96 -13.37 -380.86 SOYBEAN 594.00 0.74 441.95 1.00 441.95 36897.62 83.49 13.30 111.01 SOYMEAL 315.60 1.24 391.67 1.00 391.67 36897.62 94.21 -5.14 -48.43 SOYOIL 450.66 1.12 506.56 1.00 506.56 36897.62 72.84 15.22 110.88 SP400 3676.70 0.93 3407.26 1.00 3407.26 36897.62 10.83 3.71 4.01 SP500_micro 364.69 0.68 249.24 1.00 249.24 36897.62 148.04 2.27 33.54 SUGAR11 177.18 1.65 292.17 1.00 292.17 36897.62 126.29 -3.84 -48.55 US10 1103.44 0.32 352.95 1.00 352.95 36897.62 104.54 -9.62 -100.59 US10U 1126.41 0.40 454.39 1.00 454.39 36897.62 81.20 -11.32 -91.92 US2 2069.30 0.09 194.14 1.00 194.14 36897.62 190.05 -10.99 -208.92 US20 1127.50 0.61 684.30 1.00 684.30 36897.62 53.92 -4.96 -26.75 US30 1150.62 0.77 886.35 1.00 886.35 36897.62 41.63 -8.15 -33.91 US5 1076.09 0.22 235.75 1.00 235.75 36897.62 156.51 -10.44 -163.34 VIX 217.00 2.70 586.61 1.00 586.61 36897.62 62.90 -6.18 -38.85 WHEAT 332.88 1.51 501.52 1.00 501.52 36897.62 73.57 3.28 24.12 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 159.616 0.010 2.5 4.147 BITCOIN -115.705 0.043 2.5 -12.547 BOBL 18.352 0.004 2.5 0.186 BTP -13.068 0.014 2.5 -0.446 BUND 8.513 0.004 2.5 0.086 BUXL -3.250 0.004 2.5 -0.033 CAC 32.016 0.014 2.5 1.094 CAD 62.210 0.010 2.5 1.616 CANOLA 422.722 0.010 2.5 10.299 CHF -46.407 0.010 2.5 -1.206 COCOA -9.033 0.010 2.5 -0.220 COFFEE 0.432 0.005 2.5 0.006 COPPER 11.649 0.043 2.5 1.263 CORN 238.256 0.010 2.5 5.805 COTTON2 48.495 0.010 2.5 1.181 CRUDE_W 48.841 0.043 2.5 5.296 DAX 9.344 0.014 2.5 0.319 DOW -80.823 0.009 2.5 -1.881 DX -12.577 0.010 2.5 -0.327 EUR -25.635 0.010 2.5 -0.666 EURIBOR-ICE 39.132 0.014 2.5 1.337 EUROSTX 22.023 0.014 2.5 0.752 FEEDCOW 29.522 0.013 2.5 0.980 GASOIL 19.154 0.017 2.5 0.831 GASOLINE 19.504 0.017 2.5 0.847 GAS_US_mini -71.789 0.043 2.5 -7.785 GBP 33.415 0.010 2.5 0.868 GOLD_micro -39.053 0.014 2.5 -1.334 HEATOIL 13.034 0.017 2.5 0.566 JGB-SGX-mini -126.031 0.043 2.5 -13.667 JPY -12.231 0.010 2.5 -0.318 LEANHOG -144.790 0.024 2.5 -8.812 LIVECOW 101.044 0.013 2.5 3.353 LUMBER-new -214.576 0.010 2.5 -5.228 MXP 210.260 0.059 2.5 30.904 NASDAQ_micro 28.328 0.009 2.5 0.659 NIKKEI 42.010 0.043 2.5 4.556 NZD 44.692 0.010 2.5 1.161 OAT 23.031 0.014 2.5 0.787 OATIES 19.404 0.010 2.5 0.473 OJ -36.525 0.010 2.5 -0.890 PALLAD 5.009 0.014 2.5 0.171 PLAT 4.903 0.014 2.5 0.167 REDWHEAT 54.780 0.005 2.5 0.728 RICE -76.160 0.010 2.5 -1.855 ROBUSTA -20.279 0.005 2.5 -0.269 RUSSELL 245.415 0.013 2.5 8.144 SHATZ -66.861 0.004 2.5 -0.679 SILVER-mini 1.280 0.014 2.5 0.044 SMI 24.845 0.014 2.5 0.849 SOFR -380.861 0.024 2.5 -23.179 SOYBEAN 111.009 0.004 2.5 1.034 SOYMEAL -48.434 0.004 2.5 -0.451 SOYOIL 110.882 0.004 2.5 1.034 SP400 4.012 0.013 2.5 0.133 SP500_micro 33.537 0.009 2.5 0.781 SUGAR11 -48.551 0.010 2.5 -1.183 US10 -100.592 0.005 2.5 -1.276 US10U -91.922 0.005 2.5 -1.166 US2 -208.915 0.005 2.5 -2.651 US20 -26.753 0.005 2.5 -0.339 US30 -33.912 0.005 2.5 -0.430 US5 -163.339 0.005 2.5 -2.073 VIX -38.847 0.099 2.5 -9.603 WHEAT 24.117 0.005 2.5 0.320 ===================== Position diags ===================== AUD 2.19 BITCOIN 27.61 BOBL 1.19 BTP 1.64 BUND 0.68 BUXL 0.36 CAC 1.32 CAD 3.65 CANOLA 7.98 CHF 1.27 COCOA 0.78 COFFEE 0.27 COPPER 1.98 CORN 4.09 COTTON2 1.57 CRUDE_W 2.88 DAX 4.27 DOW 4.31 DX 2.39 EUR 1.64 EURIBOR-ICE 7.93 EUROSTX 1.65 FEEDCOW 0.82 GASOIL 0.52 GASOLINE 0.57 GAS_US_mini 16.38 GBP 2.41 GOLD_micro 2.25 HEATOIL 0.43 JGB-SGX-mini 22.22 JPY 1.77 LEANHOG 4.94 LIVECOW 1.75 LUMBER-new 4.87 MXP 30.69 NASDAQ_micro 1.85 NIKKEI 8.82 NZD 2.37 OAT 1.97 OATIES 3.19 OJ 0.98 PALLAD 0.32 PLAT 0.56 REDWHEAT 0.88 RICE 2.63 ROBUSTA 0.84 RUSSELL 8.36 SHATZ 2.94 SILVER-mini 0.25 SMI 0.89 SOFR 17.34 SOYBEAN 0.78 SOYMEAL 0.88 SOYOIL 0.68 SP400 0.36 SP500_micro 3.45 SUGAR11 3.08 US10 1.33 US10U 1.03 US2 2.41 US20 0.68 US30 0.53 US5 1.99 VIX 15.55 WHEAT 0.98 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.1 3.9 4.4 1.0 1 BITCOIN -12.5 -15.3 -9.8 0.0 0 BOBL 0.2 0.1 0.3 0.0 0 BTP -0.4 -0.6 -0.3 -2.0 -2 BUND 0.1 0.0 0.2 0.0 0 BUXL -0.0 -0.1 0.0 -2.0 -2 CAC 1.1 1.0 1.2 0.0 0 CAD 1.6 1.3 2.0 0.0 0 CANOLA 10.3 9.5 11.1 3.0 3 CHF -1.2 -1.3 -1.1 -2.0 -2 COCOA -0.2 -0.3 -0.1 -1.0 -1 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 1.3 1.1 1.5 3.0 3 CORN 5.8 5.4 6.2 0.0 0 COTTON2 1.2 1.0 1.3 0.0 0 CRUDE_W 5.3 5.0 5.6 3.0 3 DAX 0.3 -0.1 0.7 -5.0 -5 DOW -1.9 -2.3 -1.4 -17.0 -17 DX -0.3 -0.6 -0.1 -1.0 -1 EUR -0.7 -0.8 -0.5 0.0 0 EURIBOR-ICE 1.3 0.5 2.1 0.0 0 EUROSTX 0.8 0.6 0.9 4.0 4 FEEDCOW 1.0 0.9 1.1 2.0 2 GASOIL 0.8 0.8 0.9 0.0 0 GASOLINE 0.8 0.8 0.9 3.0 3 GAS_US_mini -7.8 -9.4 -6.1 -3.0 -3 GBP 0.9 0.6 1.1 3.0 3 GOLD_micro -1.3 -1.6 -1.1 -2.0 -2 HEATOIL 0.6 0.5 0.6 0.0 0 JGB-SGX-mini -13.7 -15.9 -11.4 0.0 0 JPY -0.3 -0.5 -0.1 -1.0 -1 LEANHOG -8.8 -9.3 -8.3 -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 30.9 27.8 34.0 30.0 30 NASDAQ_micro 0.7 0.5 0.8 0.0 0 NIKKEI 4.6 3.7 5.4 3.0 3 NZD 1.2 0.9 1.4 1.0 1 OAT 0.8 0.6 1.0 3.0 3 OATIES 0.5 0.2 0.8 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 -1.9 -2.1 -1.6 0.0 0 ROBUSTA -0.3 -0.4 -0.2 0.0 0 RUSSELL 8.1 7.3 9.0 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 0.8 0.9 0.0 0 SOFR -23.2 -24.9 -21.4 NaN 0 SOYBEAN 1.0 1.0 1.1 2.0 2 SOYMEAL -0.5 -0.5 -0.4 0.0 0 SOYOIL 1.0 1.0 1.1 0.0 0 SP400 0.1 0.1 0.2 2.0 2 SP500_micro 0.8 0.4 1.1 0.0 0 SUGAR11 -1.2 -1.5 -0.9 -2.0 -2 US10 -1.3 -1.4 -1.1 -1.0 -1 US10U -1.2 -1.3 -1.1 -1.0 -1 US2 -2.7 -2.9 -2.4 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.4 -0.5 -0.4 -5.0 -5 US5 -2.1 -2.3 -1.9 -5.0 -5 VIX -9.6 -11.2 -8.0 -5.0 -5 WHEAT 0.3 0.2 0.4 1.0 1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.5 0.1 0.6 0.1 0.4 0.1 0.2 0.3 0.6 -0.1 0.7 0.3 0.7 BITCOIN 0.6 0.6 -0.6 -0.0 -0.1 0.2 -0.1 0.7 -0.1 0.2 -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 -0.4 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 -0.0 -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 -0.1 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 -0.0 -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 0.2 0.3 0.1 0.0 0.0 0.4 0.1 0.5 BUND 0.1 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -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 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.3 0.3 0.2 0.1 0.1 0.1 0.5 0.2 0.7 BUXL -0.0 -0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.2 -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 0.1 0.2 -0.3 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.0 -0.0 0.3 0.0 0.0 0.2 0.0 0.2 0.1 0.0 0.0 -0.0 0.0 -0.0 0.6 0.1 0.1 0.2 0.1 0.2 0.1 0.8 -0.2 -0.3 -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 0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.0 0.1 2.7 0.1 0.1 0.1 0.2 0.1 0.2 -0.4 0.2 0.4 -0.0 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.2 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 0.1 0.3 0.1 -1.1 0.2 0.2 -0.0 0.6 0.3 0.7 0.4 0.7 CHF 0.3 -0.2 -0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.1 -0.2 0.0 0.3 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 0.0 0.1 0.0 -0.4 -0.0 0.0 0.0 0.0 0.2 0.0 -1.1 -0.2 -0.1 -0.2 -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 0.1 -0.2 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.4 0.1 -2.7 0.0 0.1 -0.1 0.1 -0.2 0.1 0.0 0.3 0.3 -0.0 -0.5 0.4 0.1 0.5 0.2 COFFEE 0.0 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 -0.0 -0.1 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 0.2 -0.0 1.1 -0.2 -0.3 -0.5 -0.6 0.5 0.6 0.6 0.7 COPPER 0.3 0.1 0.1 -0.0 -0.1 0.1 -0.1 0.4 -0.1 -0.0 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 0.0 -0.2 0.0 -0.0 0.1 -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 0.3 0.1 0.5 0.2 0.2 0.4 0.2 -0.3 0.2 0.1 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 0.1 0.6 0.2 0.1 0.5 0.2 0.7 0.2 0.1 0.4 0.2 0.3 0.2 0.2 0.4 0.2 0.4 0.3 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 0.2 0.3 -0.2 -0.5 0.4 0.7 -0.1 0.0 DAX 0.4 0.0 -0.6 0.1 0.1 0.2 0.1 0.2 0.1 0.0 -0.0 0.0 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 0.0 0.0 -0.9 0.0 0.1 -0.1 0.1 0.0 0.1 -0.1 -0.0 -0.2 -0.3 -0.5 0.1 0.5 0.3 0.7 DOW 0.6 0.2 -0.6 0.1 0.1 0.2 0.1 0.2 0.1 0.0 0.1 0.1 0.3 0.1 0.1 -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 -0.2 -0.1 -0.4 -0.4 -0.3 -0.7 -0.5 -0.7 DX -0.4 -0.1 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 -0.1 0.8 -0.1 -0.6 0.0 -0.3 0.0 0.4 0.4 0.5 EUR 0.2 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 -0.4 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 0.2 0.3 0.0 0.0 0.2 0.4 0.4 0.6 EUROSTX 0.2 -0.0 -0.5 0.1 0.1 0.2 0.1 0.2 0.1 0.0 0.1 -0.0 0.3 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.1 0.0 -0.6 0.0 0.1 0.1 0.1 0.2 0.1 0.6 -0.1 -0.3 -0.2 -0.2 0.0 0.7 0.0 0.7 FEEDCOW -0.2 0.3 -0.1 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 0.1 0.2 0.1 0.5 0.1 1.0 0.4 -0.0 0.2 -0.2 0.6 0.7 0.5 0.7 GASOIL 0.2 0.6 0.6 0.2 0.0 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 0.6 0.1 1.1 0.0 -0.1 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 0.1 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 0.1 0.5 0.2 0.6 0.2 -1.1 0.4 0.5 0.5 0.3 0.3 0.7 -0.1 0.2 GAS_US_mini -0.1 -0.4 -0.4 0.2 0.1 0.5 0.2 0.7 0.2 0.0 -0.4 -0.0 -0.5 -0.2 -0.2 -0.4 -0.3 -0.4 -0.2 -0.1 -0.1 -0.0 -0.3 -0.1 2.7 -0.1 0.0 -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 0.0 0.1 0.1 0.2 0.1 0.0 0.1 0.1 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 -0.0 0.0 -0.1 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 -0.1 0.3 -0.1 -2.7 -0.0 -0.1 0.2 -0.1 0.6 -0.1 -0.3 -0.1 -0.1 -0.3 0.3 0.7 0.4 -0.2 -0.7 HEATOIL -0.1 0.6 0.6 0.2 0.0 0.5 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 0.0 0.5 0.1 0.5 0.1 1.1 0.0 -0.1 0.2 0.4 -0.1 0.1 -0.5 -0.4 JGB-SGX-mini -0.0 -0.2 0.3 -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 0.5 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.3 -0.0 -0.1 -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 0.0 -0.4 0.0 -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 -0.1 -0.0 -0.2 0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.2 0.1 -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 0.0 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 0.5 0.4 0.6 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.2 0.0 0.1 0.2 0.2 0.4 0.2 -0.3 0.2 -0.0 -0.6 -0.1 -0.8 -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 -0.0 -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 0.2 0.1 -0.1 0.1 0.0 0.1 0.1 0.2 0.1 0.1 0.5 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 0.4 -0.0 0.7 0.0 1.1 -0.2 -0.3 0.1 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.6 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.2 0.2 0.4 0.2 0.1 -0.1 -0.2 -0.1 -0.1 0.2 0.1 0.2 0.3 0.2 -2.7 0.1 0.2 0.1 0.2 0.2 0.2 -0.2 0.5 0.6 0.3 -0.2 0.1 -0.7 0.2 -0.7 NIKKEI 0.6 0.3 -0.2 0.1 0.1 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 -1.8 0.1 0.1 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 0.3 -0.1 0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.0 0.0 1.5 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 -0.0 -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 -0.0 -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 0.3 0.1 0.2 0.0 0.4 0.1 0.5 OATIES -0.0 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 -0.3 0.1 0.1 0.1 -0.0 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.1 -0.9 0.2 -0.1 -0.1 0.2 0.1 -0.3 0.2 -0.3 OJ -0.3 0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.3 -0.1 -0.3 -0.2 -0.3 -0.2 -0.3 -0.3 -0.2 PALLAD 0.1 -0.4 -0.2 -0.0 -0.0 0.1 -0.1 0.3 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 2.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.0 0.1 0.1 0.1 -0.0 -0.3 0.7 0.4 0.6 -0.2 PLAT -0.0 -0.3 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 -0.1 -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 0.4 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 0.2 0.2 1.0 0.2 0.1 0.5 0.2 0.4 0.2 -1.1 0.4 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 0.1 -0.3 0.0 0.5 0.0 0.2 -0.0 0.1 -0.2 0.0 -1.1 0.2 -0.1 -0.2 -0.0 -0.7 -0.6 -0.7 -0.5 ROBUSTA 0.5 -0.1 -0.5 0.1 0.1 0.2 0.2 -0.2 0.1 -0.1 -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 -0.2 0.1 -0.5 -0.6 0.2 -0.0 0.2 0.3 RUSSELL 0.6 0.4 -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 0.2 0.3 0.2 1.0 0.1 0.1 0.2 0.2 0.3 0.2 0.1 0.1 0.2 0.1 -0.0 -0.2 -0.7 -0.0 -0.7 SHATZ 0.1 -0.2 -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 0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.9 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -0.8 0.0 0.2 -0.1 -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 -0.1 -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 -0.1 0.1 0.7 0.4 0.4 0.2 SMI 0.3 -0.0 -0.2 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.1 -0.0 0.2 0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.0 -0.0 0.2 0.0 0.7 0.1 0.0 0.2 0.0 0.3 0.1 1.0 -0.1 -0.3 -0.2 -0.1 0.1 0.7 0.2 0.7 SOFR -0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 -0.2 0.3 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.2 0.0 -0.1 -2.7 -0.1 -0.2 -0.1 -0.2 0.1 -0.2 0.2 -0.2 -0.4 -0.2 0.2 -0.3 -0.3 -0.2 -0.5 SOYBEAN 0.1 0.2 0.6 0.2 0.2 0.4 0.2 -0.3 0.2 0.1 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 0.0 0.3 0.5 -0.1 0.6 0.1 -0.2 0.2 -0.1 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 -1.8 0.0 -0.0 0.2 -0.0 0.2 0.0 0.0 -0.3 -0.0 -0.4 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.5 0.6 0.6 0.2 0.2 0.3 0.2 -0.3 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.0 0.3 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 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 0.3 -0.1 0.1 0.1 0.2 0.1 0.3 0.2 0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.6 0.1 0.1 0.1 0.1 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 0.5 -0.6 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 -0.2 -0.2 -0.2 0.2 0.1 0.2 0.3 0.2 -1.9 0.1 0.1 0.1 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 -0.0 0.1 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 0.2 -0.2 0.1 -2.4 0.0 0.2 0.0 0.2 -0.1 0.1 0.7 0.5 -0.2 -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 -0.1 -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 -0.2 -0.1 -0.2 -0.1 -0.1 -0.3 -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 -0.1 -0.1 -0.2 0.1 -0.1 -0.2 -0.0 -0.3 -0.2 -0.1 -0.0 -0.1 -0.2 -0.6 US2 0.1 -0.3 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -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 -0.1 -0.2 -0.3 -0.4 0.0 -0.7 0.1 -0.5 US20 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.2 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 0.1 0.3 0.0 -0.2 US5 -0.0 -0.3 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.5 VIX -0.6 -0.0 0.9 0.1 -0.0 0.4 -0.1 0.2 -0.1 -0.0 0.0 -0.2 -0.5 -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 -0.1 NaN NaN NaN NaN NaN -0.6 -1.1 NaN NaN WHEAT 0.3 0.2 0.6 0.2 0.2 0.3 0.2 -0.2 0.2 0.0 0.3 0.1 -0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.1 0.2 1.1 0.2 0.0 0.4 0.1 0.3 0.2 -1.1 0.2 0.4 0.1 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 11.2 0.9 10.7 4.6 4.5 3.8 6.7 4.6 6.9 9.3 15.7 14.5 15.5 15.6 15.8 2.1 0.4 1.7 1.1 13.3 15.5 8.1 14.7 11.5 11.7 13.6 4.1 17.1 7.6 16.1 10.8 7.0 2.4 6.8 9.1 20.0 -3.7 20.0 10.2 20.0 BITCOIN 20.0 17.2 -20.0 -3.7 -11.5 7.4 -13.8 20.0 -9.0 20.0 -20.0 20.0 -17.5 20.0 -10.0 -4.1 -5.3 -3.9 -4.3 0.7 -20.0 20.0 -20.0 20.0 -16.7 8.8 20.0 -7.6 20.0 -12.3 20.0 -0.5 20.0 20.0 20.0 4.4 -12.7 -2.1 -20.0 -20.0 BOBL 3.2 -7.8 -2.9 -3.0 -6.3 -2.9 -5.5 -2.5 -3.5 -3.4 -7.0 -4.4 -5.7 -6.1 -7.0 20.0 2.5 11.7 5.4 -6.3 -6.3 -4.4 -4.8 -4.8 1.5 -3.1 0.5 -4.8 -1.0 -4.7 -1.1 -0.7 6.1 7.2 0.2 0.2 2.5 14.1 5.1 20.0 BTP 3.7 -7.8 -15.0 -3.7 -7.9 -3.6 -6.9 -3.1 -4.3 -2.4 -4.0 -3.3 2.8 -2.3 -5.1 3.6 9.6 6.5 8.7 -5.3 -4.5 -3.4 -1.1 -3.8 -20.0 -3.0 2.0 -2.9 -0.1 0.7 -0.6 9.2 9.0 10.1 1.7 0.4 0.8 13.1 2.6 15.3 BUND 2.0 -7.1 0.8 -3.5 -7.4 -3.4 -6.5 -2.9 -4.0 -3.9 -7.7 -5.4 -7.8 -6.5 -8.0 -1.0 6.9 3.8 6.5 -5.7 -5.6 -3.7 -4.9 -4.4 -0.4 -2.4 2.0 -3.7 0.2 -4.1 -0.6 5.2 10.5 6.1 2.0 3.1 2.1 13.6 6.0 20.0 BUXL -1.2 -1.6 8.9 -5.0 -10.6 -4.8 -9.3 -4.2 -5.8 -12.1 -12.9 -5.8 -15.9 -8.5 -10.7 3.6 3.8 3.9 4.0 -5.4 -6.8 -3.0 -10.7 -4.2 3.2 -0.5 4.3 -3.8 3.0 -8.8 1.3 -0.2 20.0 1.1 10.4 7.3 -4.1 7.7 -0.1 3.6 CAC 3.9 5.3 -9.3 9.0 8.9 6.3 9.4 6.3 11.3 -1.7 1.3 -3.7 7.4 2.8 1.4 11.2 1.7 9.4 5.0 1.0 0.6 -3.8 1.8 -0.1 4.5 9.3 9.6 8.9 5.2 6.5 6.7 14.2 -7.9 -10.8 -4.6 2.2 -1.1 20.0 -4.0 20.0 CAD 18.4 -3.7 1.0 6.3 6.2 5.3 9.3 6.3 9.5 7.5 1.5 18.4 4.2 11.4 -1.0 -7.2 -7.4 -7.2 -7.3 5.2 1.6 13.9 -0.1 12.4 20.0 8.0 9.5 4.7 17.0 2.9 15.1 -6.9 7.3 11.7 -1.2 -3.1 -20.0 -20.0 -20.0 -20.0 CANOLA 6.1 6.2 20.0 16.1 18.1 8.6 18.3 -6.0 16.5 7.9 10.5 11.7 5.2 9.5 12.0 -15.1 -15.7 -16.3 -16.6 13.3 12.4 14.2 7.6 13.4 9.8 15.0 8.1 14.7 13.5 8.9 13.3 -20.0 9.3 5.7 -0.4 20.0 10.0 20.0 12.8 20.0 CHF 9.8 -7.0 -3.7 3.7 3.6 3.1 5.4 3.7 5.5 7.1 -6.6 3.4 7.1 -0.1 -7.1 -14.6 -15.5 -14.5 -14.7 -2.3 -1.6 2.1 2.1 0.2 -2.9 -0.8 3.8 0.9 2.2 4.4 0.3 -20.0 -7.7 -3.8 -7.6 -2.5 -20.0 -20.0 -12.9 -20.0 COCOA 20.0 20.0 -20.0 7.9 8.9 4.3 9.0 -2.9 8.1 6.4 -6.3 5.5 -6.5 4.3 -4.7 -7.5 -0.2 -7.0 -5.1 -2.8 -11.6 10.9 -13.6 5.0 -20.0 0.2 15.8 -5.1 10.2 -6.0 5.3 0.5 12.9 8.8 -0.7 -16.9 13.0 1.7 15.3 6.9 COFFEE 1.0 8.6 -20.0 20.0 20.0 11.5 20.0 -8.0 20.0 -9.4 -11.9 -6.5 -0.8 -7.0 -11.2 20.0 18.1 19.6 19.4 -7.1 -10.8 -4.3 -2.9 -3.8 -20.0 -3.9 -0.8 -4.1 -3.8 5.3 -3.5 20.0 -9.4 -10.7 -14.3 -20.0 15.6 18.4 19.3 20.0 COPPER 10.2 2.4 2.1 -1.9 -5.9 3.8 -7.1 11.5 -4.6 -5.3 6.4 0.7 7.0 7.0 2.7 -7.2 -6.5 -6.8 -6.6 4.7 6.2 -2.6 8.3 2.8 -1.4 4.5 -3.4 5.5 -2.9 8.2 2.2 -3.5 4.1 15.0 9.1 6.4 3.4 20.0 -4.2 13.2 CORN 9.8 4.5 16.6 20.0 20.0 13.6 20.0 -9.4 20.0 14.9 15.5 19.6 0.7 16.2 17.1 -20.0 -20.0 -20.0 -20.0 17.1 12.9 20.0 4.2 20.0 13.1 20.0 20.0 18.8 20.0 9.8 20.0 -20.0 20.0 20.0 3.9 10.6 13.1 -0.6 18.0 7.1 COTTON2 11.8 20.0 20.0 20.0 20.0 11.6 20.0 -8.0 20.0 15.6 12.8 17.4 -0.5 18.8 18.9 -10.8 -19.1 -17.1 -19.3 20.0 18.6 20.0 3.5 20.0 -3.7 20.0 20.0 20.0 20.0 5.1 20.0 -20.0 12.9 20.0 20.0 20.0 -11.9 -11.2 -12.5 -8.7 CRUDE_W 2.7 4.5 20.0 20.0 10.1 20.0 16.2 20.0 20.0 9.9 13.5 14.3 7.7 14.9 15.3 20.0 9.7 17.7 12.8 20.0 20.0 20.0 11.9 20.0 5.8 20.0 15.6 20.0 17.1 11.9 16.4 -0.1 8.2 10.2 -6.5 -16.9 12.6 20.0 -2.6 0.6 DAX 13.9 1.3 -17.5 8.2 8.1 5.7 8.6 5.7 10.3 5.2 -0.8 2.7 5.3 4.7 0.1 -4.0 -6.7 -5.3 -6.1 0.3 -1.7 3.1 1.0 3.3 -6.8 0.6 11.9 -2.0 8.2 0.6 5.1 -2.0 -1.9 -6.0 -9.2 -14.2 4.0 15.6 8.2 20.0 DOW 20.0 5.7 -17.8 9.4 9.3 6.6 9.8 6.6 11.8 0.3 3.6 7.4 9.1 9.5 4.8 -5.3 -7.2 -5.8 -6.3 5.3 2.7 5.0 5.0 8.5 -6.1 2.2 0.8 0.4 3.6 2.9 5.3 -2.6 -7.6 -3.9 -11.2 -13.0 -8.0 -20.0 -14.7 -20.0 DX -13.8 -2.2 7.1 3.6 3.5 3.0 5.3 3.6 5.4 -4.2 4.8 -7.2 -7.5 -8.0 3.5 3.8 5.3 4.1 4.6 -0.9 1.6 -4.4 -0.3 -4.6 -13.2 -1.7 -1.6 0.2 -4.9 -1.3 -4.9 14.3 -2.2 -20.0 0.3 -8.0 1.0 10.9 13.2 14.9 EUR 7.2 2.7 -6.8 5.1 5.0 4.3 7.5 5.1 7.7 -5.8 -5.2 -2.4 11.0 8.9 -4.2 -5.8 -7.2 -6.1 -6.6 0.3 -1.5 -2.0 2.8 1.7 5.5 0.6 -5.5 1.3 -3.5 6.2 0.4 -6.2 -13.5 -11.1 0.6 -8.7 -19.4 -18.4 -8.5 -20.0 EURIBOR-ICE 4.4 -8.6 -8.4 -2.6 -5.6 -2.5 -4.9 -2.2 -3.1 -0.7 -5.3 -2.0 -2.7 -3.5 -5.3 1.7 9.0 4.2 7.0 -5.3 -5.4 -2.7 -3.2 -3.5 -3.0 -2.2 1.9 -3.7 0.4 -3.0 -0.2 7.6 6.6 7.7 1.0 0.7 6.6 11.8 10.8 16.8 EUROSTX 7.6 -0.2 -16.5 8.9 8.7 6.2 9.2 6.2 11.1 3.1 2.9 -0.5 8.1 3.5 1.1 -2.0 1.3 0.7 1.7 1.6 2.1 -0.8 4.8 1.5 -4.4 3.6 14.0 3.5 8.2 5.7 5.7 11.8 -3.7 -8.3 -7.7 -6.2 0.7 20.0 1.2 20.0 FEEDCOW -4.9 10.3 -3.6 20.0 20.0 11.6 20.0 -8.1 20.0 11.6 16.6 7.5 17.6 13.2 13.3 -0.8 8.3 3.9 7.3 16.5 20.0 11.2 20.0 14.0 -20.0 8.7 6.4 7.6 9.1 14.0 10.2 19.3 16.0 -1.1 6.9 -7.4 18.9 20.0 15.0 20.0 GASOIL 5.1 20.0 20.0 14.9 4.9 15.8 7.9 11.2 10.2 6.5 7.8 6.9 7.1 7.8 8.1 20.0 20.0 20.0 20.0 17.3 17.1 9.5 11.8 12.7 -3.1 17.4 5.6 20.0 6.8 15.8 10.3 20.0 1.3 -1.7 0.6 13.2 -0.6 8.5 -8.7 -2.7 GASOLINE 14.1 15.6 20.0 20.0 7.7 20.0 12.4 17.6 16.0 8.6 12.3 11.7 10.0 12.6 12.9 20.0 -15.4 5.5 -15.2 20.0 20.0 20.0 15.6 20.0 -10.7 20.0 12.9 20.0 18.8 16.8 20.0 -20.0 17.8 15.3 13.9 7.8 8.2 20.0 -4.0 6.5 GAS_US_mini -3.0 -12.4 -13.5 20.0 10.9 20.0 17.4 20.0 20.0 5.5 -15.0 -2.7 -14.9 -14.2 -16.6 -20.0 -12.7 -18.1 -8.1 -11.7 -12.1 -1.2 -11.3 -7.8 20.0 -12.2 5.0 -13.7 -0.3 -12.3 -7.5 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 3.6 17.6 -0.4 GBP 11.4 3.4 -3.7 5.5 5.4 4.6 8.1 5.5 8.3 3.3 1.9 13.3 12.0 16.0 -1.1 1.0 0.3 0.7 0.5 5.6 2.9 7.0 4.9 8.9 -2.4 7.4 3.7 7.3 7.5 10.1 8.9 6.4 3.3 0.7 7.3 -2.0 -20.0 -7.0 -10.5 -6.7 GOLD_micro -6.2 -18.8 9.3 -1.1 -3.5 2.3 -4.2 6.9 -2.8 -5.0 1.6 -5.6 4.5 -3.9 -4.0 -5.9 -8.0 -5.7 -6.4 -4.1 2.5 -7.3 9.3 -6.6 -20.0 -1.4 -5.6 6.9 -6.3 15.6 -5.1 -4.7 -3.8 -4.4 -8.2 10.7 20.0 10.8 -6.8 -20.0 HEATOIL -2.7 18.0 20.0 16.1 5.3 17.1 8.6 12.1 11.1 6.5 8.6 7.9 7.6 8.6 8.9 20.0 20.0 20.0 20.0 19.5 20.0 10.5 14.5 13.9 -9.3 17.2 5.1 19.5 7.3 15.0 10.5 20.0 0.9 -1.5 5.6 11.1 -1.6 2.6 -15.8 -10.6 JGB-SGX-mini -0.5 -6.1 7.9 -2.4 -5.1 -2.3 -4.5 -2.0 -2.8 -3.1 -7.6 -4.1 -7.8 -6.5 -6.8 0.6 8.6 2.2 4.8 -7.5 -9.1 -4.8 -10.4 -6.1 3.4 -7.5 -3.6 -10.0 -4.6 -11.9 -5.8 5.0 -0.0 -4.6 -6.9 -8.2 2.3 -20.0 1.8 -20.0 JPY 10.1 3.2 -0.3 3.6 3.6 3.0 5.3 3.6 5.5 5.1 -13.0 4.2 -13.4 -0.3 -10.4 -8.7 -9.8 -8.8 -9.0 -4.0 -8.7 5.6 -11.9 1.2 20.0 -1.8 7.7 -5.6 7.6 -8.2 2.8 -10.3 11.0 -9.1 -2.5 -9.7 -9.7 -11.0 -3.4 -11.8 LEANHOG -7.8 -18.0 -9.9 20.0 20.0 15.7 20.0 -10.8 20.0 -11.4 -0.3 -17.7 14.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.0 -6.4 -19.6 5.1 -20.0 -8.2 -20.0 -18.0 -14.5 -20.0 -0.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 1.7 -16.9 7.6 LIVECOW 1.4 20.0 3.6 20.0 20.0 12.6 20.0 -8.7 20.0 11.8 18.4 12.9 18.5 17.7 17.7 20.0 9.1 14.5 10.1 20.0 20.0 18.6 20.0 20.0 -20.0 18.9 9.6 12.8 16.0 13.7 20.0 20.0 19.3 12.4 20.0 1.8 20.0 20.0 20.0 20.0 LUMBER-new -6.0 0.1 2.0 20.0 20.0 11.5 20.0 -7.9 20.0 -0.6 -18.1 -9.7 -18.3 -14.3 -15.3 -20.0 -20.0 -20.0 -20.0 -11.7 -15.3 -7.5 -20.0 -11.0 NaN -7.5 -2.1 -11.2 -7.7 -16.4 -8.6 -20.0 -20.0 -20.0 -16.6 -17.0 6.8 20.0 8.3 20.0 MXP 5.7 2.2 -2.1 5.6 5.5 4.7 8.3 5.6 8.5 7.2 16.8 6.0 20.0 14.3 12.9 8.3 11.2 8.8 9.8 10.3 15.7 1.6 20.0 6.6 -20.0 7.4 5.4 16.6 -0.1 20.0 3.0 20.0 -9.0 -8.9 4.3 9.9 9.3 6.4 20.0 10.2 NASDAQ_micro 20.0 20.0 -10.1 11.1 10.9 7.7 11.6 7.7 13.9 12.5 7.1 13.9 11.6 14.1 11.2 -7.0 -8.0 -7.1 -7.4 20.0 10.8 20.0 9.6 20.0 -20.0 13.8 20.0 5.3 20.0 5.4 20.0 -4.2 20.0 20.0 9.2 -7.1 2.3 -20.0 6.8 -20.0 NIKKEI 20.0 10.5 -5.1 7.9 7.7 5.5 8.2 5.5 9.8 5.0 8.4 8.9 9.2 9.2 8.1 -0.1 5.5 1.8 3.6 12.5 12.0 9.1 13.4 13.2 -13.4 9.4 5.7 11.2 6.8 14.6 9.4 17.1 1.5 1.2 0.4 9.0 -20.0 -4.7 -14.9 -2.9 NZD 9.6 -3.4 1.3 3.1 3.0 2.6 4.5 3.1 4.6 4.6 0.6 6.8 -0.7 4.8 -2.3 -2.6 -3.3 -3.0 -3.2 0.2 -0.4 1.6 -0.9 1.7 11.2 0.3 0.7 -0.4 1.3 -1.3 1.5 0.0 -2.5 -1.1 -2.9 -1.3 -14.0 20.0 -0.5 20.0 OAT 3.0 -7.8 -2.5 -3.0 -6.4 -2.9 -5.6 -2.5 -3.5 -1.9 -3.6 -2.3 -2.0 -2.3 -4.7 9.8 12.2 11.0 12.1 -3.6 -3.0 -2.4 -1.8 -2.7 -1.8 -0.4 2.5 -0.4 1.0 0.2 0.6 14.5 9.3 8.1 2.7 5.4 0.1 11.6 1.8 14.8 OATIES -0.6 2.1 20.0 16.3 18.3 8.7 18.5 -6.0 16.6 12.3 4.8 11.5 -2.3 0.3 5.5 -20.0 -11.3 -13.9 -12.7 7.4 5.8 12.0 -0.4 7.4 0.6 8.2 15.1 6.6 12.1 -0.8 7.6 -16.1 9.7 -2.8 -1.6 7.6 3.7 -9.2 5.9 -9.9 OJ -7.8 1.8 -1.4 8.2 9.2 4.4 9.3 -3.0 8.4 3.7 -3.3 0.2 -6.1 -0.2 -3.0 -2.1 1.6 -0.6 0.0 -1.5 -2.8 2.0 -5.5 -0.4 -20.0 -1.5 1.6 -2.0 1.9 -3.5 -0.4 5.9 -2.2 -8.5 -7.7 -9.1 -5.9 -8.5 -8.0 -6.9 PALLAD 2.9 -11.5 -7.1 -1.5 -4.6 3.0 -5.6 9.0 -3.6 -1.3 -2.8 -3.7 1.6 -1.8 -6.6 -4.0 -3.3 -3.7 -3.4 -5.2 -2.5 -1.5 3.4 -3.1 15.0 -3.6 -0.6 -1.7 -1.2 4.6 -2.0 1.9 5.2 2.7 -1.4 -9.1 20.0 12.1 17.4 -4.5 PLAT -1.2 -10.2 1.9 -1.2 -3.8 2.4 -4.5 7.3 -2.9 -1.1 -1.0 -2.3 2.5 -2.4 -5.4 -2.7 -3.1 -2.5 -2.7 -3.0 1.1 -3.5 6.4 -3.6 -1.9 -1.9 -1.6 2.2 -3.2 8.4 -3.0 2.7 1.5 -0.2 -1.1 -4.7 20.0 17.0 20.0 -0.6 REDWHEAT 15.5 11.4 20.0 20.0 20.0 11.2 20.0 -7.8 20.0 10.2 15.6 15.6 -1.8 16.5 17.4 -11.3 -15.0 -12.7 -13.8 20.0 16.7 20.0 6.0 20.0 7.2 20.0 7.9 20.0 19.6 10.6 20.0 -20.0 14.7 20.0 16.3 20.0 -19.3 -20.0 -20.0 -20.0 RICE 2.2 3.8 20.0 12.3 13.8 6.6 13.9 -4.6 12.5 8.9 -4.4 4.6 -8.9 0.9 1.2 -20.0 -19.3 -20.0 -20.0 -0.4 -3.5 11.2 -9.9 2.6 3.4 1.3 20.0 -0.9 10.6 -6.7 3.4 -20.0 7.7 -2.7 -7.0 -0.9 -20.0 -16.8 -20.0 -13.8 ROBUSTA 14.0 -4.6 -15.1 13.3 14.9 7.1 15.1 -4.9 13.6 -9.0 -8.6 1.3 -5.9 -3.0 -8.6 20.0 17.3 20.0 19.3 -6.9 -9.8 -1.7 -7.9 -2.1 -20.0 -3.0 -5.2 -6.2 0.3 -5.2 1.0 20.0 -9.0 3.0 -15.6 -17.6 4.6 -0.4 5.3 10.0 RUSSELL 20.0 13.8 -7.4 12.8 12.6 8.9 13.3 8.9 15.9 13.5 11.5 15.3 14.1 15.6 12.8 -4.2 -4.9 -4.3 -4.5 17.6 12.3 18.6 11.7 20.0 7.3 12.3 14.8 8.3 14.6 8.5 16.3 1.0 3.9 7.2 2.7 -0.0 -4.5 -20.0 -1.0 -20.0 SHATZ 4.3 -7.5 -4.1 -2.4 -5.1 -2.3 -4.5 -2.0 -2.8 -4.9 -5.8 -4.5 -6.3 -4.8 -5.3 2.9 -7.4 1.2 -1.9 -7.0 -7.4 -5.7 -5.7 -5.5 6.4 -5.7 -1.3 -8.0 -2.4 -7.3 -2.6 -14.9 1.6 7.5 -4.4 -7.5 2.7 10.2 3.9 15.3 SILVER-mini -0.4 -9.5 9.6 -1.1 -3.4 2.2 -4.1 6.7 -2.7 -3.0 -0.5 -4.1 1.8 -3.8 -5.7 -2.5 -4.7 -2.6 -3.4 -2.6 2.3 -3.8 7.3 -3.6 -9.5 -0.8 -2.8 5.8 -3.5 13.5 -2.9 0.5 -0.0 -0.4 -1.7 2.7 20.0 12.6 12.6 5.4 SMI 9.6 -0.1 -7.6 8.1 8.0 5.6 8.4 5.6 10.1 -3.8 3.5 -0.4 6.8 5.0 0.8 0.7 5.9 3.8 5.7 2.4 3.5 -0.3 5.9 2.4 5.0 5.5 4.6 7.1 4.2 9.0 5.5 19.3 -4.1 -10.4 -7.3 -1.8 3.0 20.0 5.1 20.0 SOFR -5.0 -10.5 -4.4 -5.7 -12.1 -5.5 -10.5 -4.8 -6.6 -15.5 -11.3 -15.2 9.2 -15.2 -14.2 3.8 5.9 4.8 5.7 -9.7 -5.4 -16.8 0.0 -13.5 -20.0 -8.5 -19.4 -2.5 -19.2 2.8 -14.4 3.4 -8.0 -13.7 -5.9 5.8 -8.3 -8.3 -7.1 -15.7 SOYBEAN 3.8 7.7 17.4 20.0 20.0 13.8 20.0 -9.5 20.0 15.1 20.0 19.8 18.5 20.0 20.0 -4.0 -3.0 -1.5 -1.7 20.0 19.4 20.0 12.7 20.0 -7.0 20.0 20.0 20.0 20.0 16.3 20.0 0.6 11.4 15.1 -4.1 18.2 4.4 -7.4 6.2 -4.4 SOYMEAL -1.3 1.1 10.0 16.2 18.2 8.7 18.4 -6.0 16.5 -0.1 0.7 -3.0 -4.0 -2.2 6.1 20.0 -5.5 10.6 1.7 2.2 2.3 -1.3 -1.0 0.3 -13.3 3.3 -1.8 6.3 -1.4 4.4 0.1 0.0 -13.8 -0.9 -11.7 -3.8 -11.9 -14.0 -19.0 -11.8 SOYOIL 14.4 18.5 20.0 20.0 20.0 12.2 20.0 -8.4 20.0 18.5 20.0 20.0 18.6 20.0 20.0 20.0 1.5 16.7 7.3 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 10.9 20.0 20.0 20.0 20.0 0.2 -20.0 0.2 -20.0 SP400 17.4 7.9 -3.1 11.4 11.2 7.9 11.9 7.9 14.2 9.2 10.2 10.3 12.3 11.9 10.3 -5.1 -6.0 -5.5 -5.7 11.0 8.9 8.4 8.5 12.2 4.2 7.1 6.6 5.2 6.3 4.7 8.4 -1.0 -9.8 -6.5 -7.1 -0.1 -4.8 -20.0 -2.5 -20.0 SP500_micro 20.0 16.1 -17.4 12.3 12.1 8.6 12.8 8.6 15.4 13.0 9.6 15.3 14.3 15.5 12.7 -7.2 -8.8 -7.5 -8.0 18.1 9.1 20.0 10.2 20.0 -14.1 9.2 13.7 2.0 16.6 3.4 17.4 -5.4 12.2 16.5 -3.2 -14.7 3.6 -20.0 4.9 -20.0 SUGAR11 -0.9 3.7 12.0 13.6 15.2 7.3 15.4 -5.0 13.8 11.0 -5.1 8.4 -9.9 -0.4 -2.1 -9.7 7.1 -2.9 2.8 0.8 -2.0 17.2 -6.5 6.2 -18.3 3.0 20.0 1.0 18.3 -3.3 7.7 13.7 20.0 -6.0 -1.6 -5.5 -6.5 -20.0 -5.9 -12.5 US10 -0.7 -8.7 -7.3 -4.0 -8.5 -3.9 -7.4 -3.4 -4.7 -9.3 -7.0 -9.2 3.2 -8.6 -8.8 3.7 1.9 3.2 2.8 -6.7 -5.0 -9.4 -1.8 -7.6 -7.2 -6.1 -10.5 -3.5 -10.4 0.2 -7.9 -2.6 -2.4 -6.5 -4.1 -2.0 -2.4 -20.0 -3.1 -18.7 US10U -1.1 -8.5 -6.3 -5.8 -12.4 -5.7 -10.9 -4.9 -6.8 -12.2 -9.3 -13.2 4.3 -12.3 -12.5 4.0 1.7 3.6 2.9 -9.1 -6.3 -12.4 -2.1 -10.4 -12.0 -9.1 -13.9 -4.3 -14.4 1.7 -11.6 -2.9 -0.6 -10.3 -5.7 -2.4 -1.0 -3.7 -5.5 -19.2 US2 2.2 -9.4 -11.1 -3.7 -7.8 -3.5 -6.8 -3.1 -4.3 -9.0 -7.9 -8.7 -5.4 -7.4 -7.6 -1.8 -10.2 -4.6 -6.9 -10.0 -9.5 -10.3 -6.4 -9.1 7.5 -8.8 -10.3 -8.3 -10.0 -5.0 -8.3 -20.0 -4.6 -7.2 -9.2 -11.2 0.9 -20.0 1.6 -14.7 US20 -1.1 -7.6 -3.6 -4.0 -8.5 -3.9 -7.4 -3.4 -4.6 -7.1 -6.2 -8.4 0.6 -8.0 -8.4 4.7 4.2 4.7 4.7 -5.5 -3.7 -7.6 -1.8 -6.4 -6.8 -6.6 -8.0 -3.5 -9.0 0.2 -7.8 0.9 1.0 -7.7 -5.2 -1.4 3.7 11.0 2.7 -5.9 US30 -2.1 -6.7 -1.0 -5.7 -12.2 -5.5 -10.7 -4.8 -6.7 -9.5 -12.6 -12.4 -6.4 -13.9 -13.9 2.8 0.5 2.4 1.8 -7.8 -5.9 -9.7 -4.7 -8.8 -5.0 -10.7 -11.3 -6.2 -13.7 -2.0 -12.5 -4.8 5.5 -12.2 -3.9 -0.7 1.8 8.6 0.7 -5.1 US5 -0.1 -9.2 -8.9 -4.0 -8.5 -3.9 -7.4 -3.4 -4.6 -9.9 -7.1 -9.6 2.4 -8.5 -8.5 1.3 -0.9 0.8 0.3 -8.0 -6.4 -10.5 -3.0 -8.6 -5.4 -6.9 -11.4 -4.8 -11.0 -1.0 -8.4 -7.3 -4.1 -6.9 -5.9 -4.3 0.3 -20.0 -0.4 -16.3 VIX -11.5 -0.0 16.5 5.3 -2.2 8.4 -4.4 4.2 -3.0 -3.3 1.1 -14.1 -7.8 -13.4 0.1 -20.0 -20.0 -15.4 -19.7 0.7 4.3 -5.0 1.2 -5.7 NaN 5.7 -2.3 9.1 -4.3 4.7 -3.0 NaN NaN NaN NaN NaN -10.6 -20.0 NaN NaN WHEAT 9.4 6.1 20.0 17.9 20.0 9.6 20.0 -6.6 18.2 3.2 10.9 9.8 -4.0 10.6 12.7 -13.9 -17.0 -14.5 -15.6 13.0 9.7 12.3 2.4 14.3 8.0 15.3 2.6 13.7 13.0 7.3 15.2 -20.0 10.0 12.8 4.2 19.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3