******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260506_203958 produced at 2026-05-06 21:37:04.508319 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.10 0.0 0.00 0.00 0.00 0.00 -20.73 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 -0.20 0.0 0.00 0.00 0.00 0.00 -2.33 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 -9.13 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 -9.99 999999999.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.08 0.0 1.13 -1.13 -0.23 -0.23 -1.81 25.0 -5 -5 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.07 0.0 0.88 -0.88 -0.14 -0.07 -1.10 13.0 -2 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.62 -0.62 -0.05 -0.05 -0.98 13.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.05 0.0 0.79 -0.79 -0.05 -0.05 -1.10 17.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.71 3.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -10.10 59.0 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 -10.02 26.0 -3 -3 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.87 -0.87 0.00 0.00 -0.47 14.0 0 0 caleb_strategy_v3 DX False False 0.04 -0.04 -0.02 0.0 999.00 -999.00 -0.04 0.00 -0.52 999999999.0 -1 0 caleb_strategy_v3 DOW False False 0.01 -0.18 -0.02 0.0 0.69 -0.69 -0.18 -0.13 -1.55 66.0 -17 -12 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.11 -1.11 -0.04 -0.06 -1.16 56.0 -2 -3 caleb_strategy_v3 RICE False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -1.50 4.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.31 24.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.24 -0.02 0.0 0.29 -0.29 -0.24 -0.24 -0.35 6.0 -5 -5 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -1.20 18.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.52 9.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.24 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.95 3.0 -1 -1 caleb_strategy_v3 BTP False False 0.06 -0.12 -0.01 0.0 0.58 -0.58 -0.12 -0.12 -0.25 10.0 -2 -2 caleb_strategy_v3 BUXL False False 0.05 -0.11 0.00 0.0 0.22 -0.22 -0.11 -0.05 0.01 4.0 -2 -1 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.00 0.0 0.47 -0.47 -0.02 -0.02 -0.15 26.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 0.01 0.00 0.0 0.12 -0.12 0.01 0.00 0.15 9.0 1 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.03 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 0.06 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 -0.30 23.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 2.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.00 0.0 0.57 -0.57 -0.03 -0.03 -0.09 17.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.05 0.01 0.0 0.72 -0.72 -0.05 -0.01 0.74 58.0 -4 -1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.19 2.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.62 -0.62 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.43 -0.43 0.00 0.00 0.20 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.01 0.0 0.12 -0.12 0.01 0.01 0.70 8.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.17 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 0.05 0.78 23.0 0 2 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 1.09 48.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.02 0.0 0.17 -0.17 0.05 0.05 0.89 7.0 2 2 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.08 -1.08 0.00 0.00 0.32 19.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.02 0.0 0.18 -0.18 0.00 0.00 0.89 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.44 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.72 4.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.03 0.0 0.59 -0.59 0.09 0.09 0.87 20.0 3 3 caleb_strategy_v3 NZD False False 0.03 0.03 0.03 0.0 0.53 -0.53 0.03 0.03 1.28 21.0 1 1 caleb_strategy_v3 SP400 False False 0.16 0.31 0.03 0.0 0.31 -0.31 0.31 0.31 0.17 2.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.11 0.04 0.0 0.79 -0.79 0.11 0.21 1.02 22.0 3 6 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.10 12.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.04 0.0 0.12 -0.12 0.00 0.00 4.18 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.02 0.04 0.0 0.23 -0.23 0.02 0.02 8.39 51.0 4 4 caleb_strategy_v3 CAD False False 0.03 0.00 0.04 0.0 0.90 -0.90 0.00 0.00 1.38 29.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.17 0.04 0.0 999.00 -999.00 0.17 0.17 0.70 999999999.0 3 3 caleb_strategy_v3 OAT False False 0.06 0.18 0.06 0.0 0.59 -0.59 0.18 0.18 0.94 10.0 3 3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.06 0.0 0.41 -0.41 0.00 0.00 9.12 68.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.87 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.05 0.06 0.0 0.60 -0.60 0.05 0.03 3.75 36.0 3 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.63 -0.63 0.16 0.16 1.06 8.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.19 0.09 0.0 999.00 -999.00 0.19 0.19 1.37 999999999.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.11 0.0 0.16 -0.16 0.10 0.06 3.51 5.0 3 2 caleb_strategy_v3 AUD False False 0.03 0.03 0.13 0.0 0.58 -0.58 0.03 0.00 4.27 19.0 1 0 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.15 0.0 0.71 -0.71 0.08 0.08 3.57 17.0 2 2 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.23 0.0 1.20 -1.20 0.00 0.00 1.91 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.36 0.43 0.0 0.73 -0.73 0.36 0.38 35.46 60.0 30 31 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.2 Shocked risk 34.1 Sum abs risk 47.3 Leverage 5.60 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2377990.46, 'annual_cash_vol_target': 594497.615, 'daily_cash_vol_target': 37156.1009375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.7232 0.6094 9.7507 BITCOIN 1430.8908 81635.0000 1.7528 28.0447 BOBL 0.2814 115.7400 0.2431 3.8903 BTP 0.6785 117.9900 0.5751 9.2008 BUND 0.4904 125.7300 0.3900 6.2400 BUXL 0.9190 108.9800 0.8432 13.4919 CAC 92.1073 8295.5000 1.1103 17.7652 CAD 0.0026 0.7347 0.3528 5.6449 CANOLA 8.0411 743.3000 1.0818 17.3089 CHF 0.0060 1.2898 0.4683 7.4935 COCOA 116.7298 4276.0000 2.7299 43.6781 COFFEE 4.8364 283.7000 1.7047 27.2759 COPPER 0.0854 6.1805 1.3813 22.1007 CORN 4.9510 489.2500 1.0120 16.1912 COTTON2 1.1528 83.8800 1.3743 21.9888 CRUDE_W 1.6558 77.0600 2.1487 34.3791 DAX 260.8467 25030.0000 1.0421 16.6742 DOW 403.7855 50066.0000 0.8065 12.9041 DX 0.4027 97.8600 0.4115 6.5836 EUR 0.0047 1.1772 0.4034 6.4536 EURIBOR-ICE 0.0555 97.3800 0.0570 0.9127 EUROSTX 69.5752 6011.0000 1.1575 18.5194 FEEDCOW 2.9145 372.9500 0.7815 12.5037 GASOIL 33.0714 1024.0000 3.2296 51.6741 GASOLINE 0.0731 3.1603 2.3118 36.9895 GAS_US_mini 0.0967 3.0100 3.2130 51.4079 GBP 0.0063 1.3593 0.4665 7.4633 GOLD_micro 58.9990 4697.4000 1.2560 20.0959 HEATOIL 0.0983 3.5133 2.7991 44.7855 JGB-SGX-mini 0.2790 129.6800 0.2151 3.4422 JPY 0.0000 0.0064 0.6898 11.0370 LEANHOG 1.1365 102.2500 1.1115 17.7837 LIVECOW 1.7160 248.9500 0.6893 11.0288 LUMBER-new 6.6182 586.5000 1.1284 18.0547 MXP 0.0004 0.0578 0.6176 9.8820 NASDAQ_micro 235.1594 28647.0000 0.8209 13.1342 NIKKEI 781.6790 61965.0000 1.2615 20.1838 NZD 0.0042 0.5966 0.7052 11.2836 OAT 0.5707 119.9700 0.4757 7.6112 OATIES 6.0073 346.7500 1.7324 27.7191 OJ 5.9517 179.8000 3.3102 52.9625 PALLAD 39.0314 1552.5000 2.5141 40.2256 PLAT 47.1782 2063.3000 2.2865 36.5847 REDWHEAT 10.9415 699.0000 1.5653 25.0449 RICE 0.1710 12.1500 1.4074 22.5180 ROBUSTA 57.0768 3397.0000 1.6802 26.8834 RUSSELL 28.9431 2887.1000 1.0025 16.0399 SHATZ 0.1147 105.9000 0.1083 1.7331 SILVER-mini 2.0430 77.8375 2.6247 41.9950 SMI 116.4178 13280.0000 0.8766 14.0262 SOFR 0.0533 96.3900 0.0552 0.8839 SOYBEAN 9.2698 1174.7500 0.7891 12.6254 SOYMEAL 3.8666 313.6000 1.2330 19.7275 SOYOIL 0.9264 73.3000 1.2639 20.2221 SP400 34.6973 3737.6000 0.9283 14.8533 SP500_micro 50.3378 7383.7500 0.6817 10.9078 SUGAR11 0.2783 15.3200 1.8168 29.0682 US10 0.3650 110.8125 0.3294 5.2701 US10U 0.4678 113.2188 0.4132 6.6115 US2 0.0997 103.6016 0.0962 1.5393 US20 0.7061 113.6875 0.6211 9.9375 US30 0.9023 115.9375 0.7783 12.4527 US5 0.2429 107.9297 0.2250 3.6002 VIX 0.5767 21.6500 2.6639 42.6220 WHEAT 10.1323 654.0000 1.5493 24.7885 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 723.15 0.61 440.70 1.00 440.70 37156.1 84.31 19.48 164.21 BITCOIN 81.64 1.75 143.09 1.00 143.09 37156.1 259.67 -3.59 -93.12 BOBL 1157.40 0.24 281.42 1.17 328.83 37156.1 113.00 2.80 31.64 BTP 1179.90 0.58 678.50 1.17 792.81 37156.1 46.87 -1.55 -7.27 BUND 1257.30 0.39 490.35 1.17 572.96 37156.1 64.85 2.27 14.72 BUXL 1089.80 0.84 918.97 1.17 1073.78 37156.1 34.60 0.26 0.90 CAC 829.55 1.11 921.07 1.17 1076.24 37156.1 34.52 9.29 32.07 CAD 734.70 0.35 259.20 1.00 259.20 37156.1 143.35 3.69 52.94 CANOLA 148.66 1.08 160.82 0.73 118.05 37156.1 314.75 10.94 344.33 CHF 1612.25 0.47 755.09 1.00 755.09 37156.1 49.21 -8.59 -42.25 COCOA 427.60 2.73 1167.30 1.00 1167.30 37156.1 31.83 -1.89 -6.00 COFFEE 1063.88 1.70 1813.64 1.00 1813.64 37156.1 20.49 -1.10 -2.25 COPPER 1545.12 1.38 2134.27 1.00 2134.27 37156.1 17.41 7.26 12.64 CORN 244.62 1.01 247.55 1.00 247.55 37156.1 150.10 11.43 171.55 COTTON2 419.40 1.37 576.38 1.00 576.38 37156.1 64.46 7.45 48.05 CRUDE_W 770.60 2.15 1655.78 1.00 1655.78 37156.1 22.44 14.41 32.34 DAX 250.30 1.04 260.85 1.17 304.79 37156.1 121.91 1.79 21.79 DOW 250.33 0.81 201.89 1.00 201.89 37156.1 184.04 -3.63 -66.79 DX 978.60 0.41 402.67 1.00 402.67 37156.1 92.27 -2.16 -19.93 EUR 1471.56 0.40 593.56 1.00 593.56 37156.1 62.60 -2.90 -18.13 EURIBOR-ICE 2434.50 0.06 138.87 1.17 162.27 37156.1 228.98 2.44 55.83 EUROSTX 601.10 1.16 695.75 1.17 812.96 37156.1 45.70 5.57 25.46 FEEDCOW 1864.75 0.78 1457.27 1.00 1457.27 37156.1 25.50 12.58 32.08 GASOIL 1024.00 3.23 3307.14 1.00 3307.14 37156.1 11.24 14.84 16.68 GASOLINE 1327.33 2.31 3068.57 1.00 3068.57 37156.1 12.11 13.23 16.02 GAS_US_mini 75.25 3.21 241.78 1.00 241.78 37156.1 153.68 -6.01 -92.39 GBP 849.56 0.47 396.28 1.00 396.28 37156.1 93.76 4.18 39.16 GOLD_micro 469.74 1.26 589.99 1.00 589.99 37156.1 62.98 -5.40 -34.01 HEATOIL 1475.59 2.80 4130.30 1.00 4130.30 37156.1 9.00 11.34 10.20 JGB-SGX-mini 129680.00 0.22 27899.28 0.01 177.41 37156.1 209.43 -6.02 -126.02 JPY 802.12 0.69 553.32 1.00 553.32 37156.1 67.15 -0.51 -3.41 LEANHOG 409.00 1.11 454.60 1.00 454.60 37156.1 81.73 -18.36 -150.06 LIVECOW 995.80 0.69 686.41 1.00 686.41 37156.1 54.13 19.85 107.45 LUMBER-new 161.29 1.13 182.00 1.00 182.00 37156.1 204.16 -11.48 -234.34 MXP 289.05 0.62 178.52 1.00 178.52 37156.1 208.13 11.59 241.24 NASDAQ_micro 572.94 0.82 470.32 1.00 470.32 37156.1 79.00 4.25 33.57 NIKKEI 61965.00 1.26 78167.90 0.01 497.08 37156.1 74.75 4.63 34.62 NZD 596.60 0.71 420.74 1.00 420.74 37156.1 88.31 5.59 49.37 OAT 1199.70 0.48 570.70 1.17 666.84 37156.1 55.72 4.92 27.42 OATIES 173.38 1.73 300.36 1.00 300.36 37156.1 123.70 -0.04 -0.46 OJ 269.70 3.31 892.75 1.00 892.75 37156.1 41.62 -9.40 -39.11 PALLAD 1552.50 2.51 3903.14 1.00 3903.14 37156.1 9.52 5.88 5.60 PLAT 1031.65 2.29 2358.91 1.00 2358.91 37156.1 15.75 3.63 5.72 REDWHEAT 349.50 1.57 547.07 1.00 547.07 37156.1 67.92 7.79 52.92 RICE 243.00 1.41 341.99 1.00 341.99 37156.1 108.65 -5.67 -61.64 ROBUSTA 339.70 1.68 570.77 1.00 570.77 37156.1 65.10 -3.44 -22.41 RUSSELL 144.35 1.00 144.72 1.00 144.72 37156.1 256.75 10.70 274.81 SHATZ 1059.00 0.11 114.71 1.17 134.03 37156.1 277.21 -1.10 -30.40 SILVER-mini 1945.94 2.62 5107.47 1.00 5107.47 37156.1 7.27 2.26 1.64 SMI 1328.00 0.88 1164.18 1.28 1484.41 37156.1 25.03 10.12 25.33 SOFR 2409.75 0.06 133.13 1.00 133.13 37156.1 279.10 -12.20 -340.56 SOYBEAN 587.38 0.79 463.49 1.00 463.49 37156.1 80.17 11.91 95.52 SOYMEAL 313.60 1.23 386.66 1.00 386.66 37156.1 96.10 -5.86 -56.35 SOYOIL 439.80 1.26 555.85 1.00 555.85 37156.1 66.85 14.29 95.51 SP400 3737.60 0.93 3469.73 1.00 3469.73 37156.1 10.71 4.82 5.16 SP500_micro 369.19 0.68 251.69 1.00 251.69 37156.1 147.63 3.18 46.87 SUGAR11 171.58 1.82 311.73 1.00 311.73 37156.1 119.19 -4.13 -49.22 US10 1108.12 0.33 364.99 1.00 364.99 37156.1 101.80 -8.50 -86.55 US10U 1132.19 0.41 467.84 1.00 467.84 37156.1 79.42 -9.69 -76.99 US2 2072.03 0.10 199.34 1.00 199.34 37156.1 186.40 -9.86 -183.77 US20 1136.88 0.62 706.11 1.00 706.11 37156.1 52.62 -3.62 -19.07 US30 1159.38 0.78 902.34 1.00 902.34 37156.1 41.18 -6.62 -27.27 US5 1079.30 0.23 242.86 1.00 242.86 37156.1 153.00 -9.33 -142.68 VIX 216.50 2.66 576.73 1.00 576.73 37156.1 64.43 -6.27 -40.42 WHEAT 327.00 1.55 506.62 1.00 506.62 37156.1 73.34 1.53 11.25 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 164.214 0.010 2.5 4.267 BITCOIN -93.124 0.043 2.5 -10.098 BOBL 31.636 0.004 2.5 0.321 BTP -7.269 0.014 2.5 -0.248 BUND 14.720 0.004 2.5 0.149 BUXL 0.900 0.004 2.5 0.009 CAC 32.067 0.014 2.5 1.095 CAD 52.937 0.010 2.5 1.375 CANOLA 344.331 0.010 2.5 8.389 CHF -42.246 0.010 2.5 -1.098 COCOA -6.002 0.010 2.5 -0.146 COFFEE -2.249 0.005 2.5 -0.030 COPPER 12.639 0.043 2.5 1.371 CORN 171.545 0.010 2.5 4.179 COTTON2 48.051 0.010 2.5 1.171 CRUDE_W 32.344 0.043 2.5 3.507 DAX 21.791 0.014 2.5 0.744 DOW -66.789 0.009 2.5 -1.554 DX -19.931 0.010 2.5 -0.518 EUR -18.126 0.010 2.5 -0.471 EURIBOR-ICE 55.825 0.014 2.5 1.907 EUROSTX 25.465 0.014 2.5 0.870 FEEDCOW 32.076 0.013 2.5 1.064 GASOIL 16.675 0.017 2.5 0.724 GASOLINE 16.018 0.017 2.5 0.695 GAS_US_mini -92.391 0.043 2.5 -10.019 GBP 39.160 0.010 2.5 1.017 GOLD_micro -34.009 0.014 2.5 -1.162 HEATOIL 10.203 0.017 2.5 0.443 JGB-SGX-mini -126.016 0.043 2.5 -13.665 JPY -3.409 0.010 2.5 -0.089 LEANHOG -150.059 0.024 2.5 -9.133 LIVECOW 107.452 0.013 2.5 3.566 LUMBER-new -234.337 0.010 2.5 -5.709 MXP 241.240 0.059 2.5 35.457 NASDAQ_micro 33.567 0.009 2.5 0.781 NIKKEI 34.625 0.043 2.5 3.755 NZD 49.374 0.010 2.5 1.283 OAT 27.416 0.014 2.5 0.936 OATIES -0.461 0.010 2.5 -0.011 OJ -39.114 0.010 2.5 -0.953 PALLAD 5.600 0.014 2.5 0.191 PLAT 5.720 0.014 2.5 0.195 REDWHEAT 52.924 0.005 2.5 0.703 RICE -61.641 0.010 2.5 -1.502 ROBUSTA -22.412 0.005 2.5 -0.298 RUSSELL 274.810 0.013 2.5 9.119 SHATZ -30.396 0.004 2.5 -0.309 SILVER-mini 1.641 0.014 2.5 0.056 SMI 25.327 0.014 2.5 0.865 SOFR -340.559 0.024 2.5 -20.726 SOYBEAN 95.517 0.004 2.5 0.890 SOYMEAL -56.351 0.004 2.5 -0.525 SOYOIL 95.512 0.004 2.5 0.890 SP400 5.157 0.013 2.5 0.171 SP500_micro 46.872 0.009 2.5 1.091 SUGAR11 -49.219 0.010 2.5 -1.199 US10 -86.548 0.005 2.5 -1.098 US10U -76.988 0.005 2.5 -0.977 US2 -183.771 0.005 2.5 -2.332 US20 -19.070 0.005 2.5 -0.242 US30 -27.272 0.005 2.5 -0.346 US5 -142.682 0.005 2.5 -1.811 VIX -40.423 0.099 2.5 -9.992 WHEAT 11.251 0.005 2.5 0.149 ===================== Position diags ===================== AUD 2.19 BITCOIN 28.16 BOBL 1.15 BTP 1.60 BUND 0.66 BUXL 0.35 CAC 1.18 CAD 3.72 CANOLA 7.67 CHF 1.28 COCOA 0.78 COFFEE 0.27 COPPER 1.89 CORN 3.66 COTTON2 1.57 CRUDE_W 2.43 DAX 4.16 DOW 4.28 DX 2.40 EUR 1.63 EURIBOR-ICE 7.82 EUROSTX 1.56 FEEDCOW 0.85 GASOIL 0.49 GASOLINE 0.53 GAS_US_mini 16.66 GBP 2.44 GOLD_micro 2.15 HEATOIL 0.39 JGB-SGX-mini 22.71 JPY 1.74 LEANHOG 4.97 LIVECOW 1.80 LUMBER-new 4.97 MXP 30.59 NASDAQ_micro 1.84 NIKKEI 8.11 NZD 2.29 OAT 1.90 OATIES 3.01 OJ 1.01 PALLAD 0.33 PLAT 0.54 REDWHEAT 0.90 RICE 2.65 ROBUSTA 0.86 RUSSELL 8.52 SHATZ 2.82 SILVER-mini 0.25 SMI 0.85 SOFR 16.99 SOYBEAN 0.75 SOYMEAL 0.89 SOYOIL 0.62 SP400 0.36 SP500_micro 3.44 SUGAR11 2.90 US10 1.29 US10U 1.01 US2 2.37 US20 0.67 US30 0.52 US5 1.94 VIX 15.93 WHEAT 0.97 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.3 4.0 4.5 1.0 1 BITCOIN -10.1 -12.9 -7.3 0.0 0 BOBL 0.3 0.2 0.4 0.0 0 BTP -0.2 -0.4 -0.1 -2.0 -2 BUND 0.1 0.1 0.2 0.0 0 BUXL 0.0 -0.0 0.0 -2.0 -2 CAC 1.1 1.0 1.2 0.0 0 CAD 1.4 1.0 1.7 0.0 0 CANOLA 8.4 7.6 9.2 4.0 4 CHF -1.1 -1.2 -1.0 -2.0 -2 COCOA -0.1 -0.2 -0.1 -1.0 -1 COFFEE -0.0 -0.1 -0.0 0.0 0 COPPER 1.4 1.2 1.6 3.0 3 CORN 4.2 3.8 4.5 0.0 0 COTTON2 1.2 1.0 1.3 0.0 0 CRUDE_W 3.5 3.3 3.8 3.0 3 DAX 0.7 0.3 1.2 -4.0 -4 DOW -1.6 -2.0 -1.1 -17.0 -17 DX -0.5 -0.8 -0.3 -1.0 -1 EUR -0.5 -0.6 -0.3 0.0 0 EURIBOR-ICE 1.9 1.1 2.7 0.0 0 EUROSTX 0.9 0.7 1.0 3.0 3 FEEDCOW 1.1 1.0 1.1 2.0 2 GASOIL 0.7 0.7 0.8 0.0 0 GASOLINE 0.7 0.6 0.7 3.0 3 GAS_US_mini -10.0 -11.7 -8.4 -3.0 -3 GBP 1.0 0.8 1.3 3.0 3 GOLD_micro -1.2 -1.4 -0.9 -2.0 -2 HEATOIL 0.4 0.4 0.5 0.0 0 JGB-SGX-mini -13.7 -15.9 -11.4 0.0 0 JPY -0.1 -0.3 0.1 -1.0 -1 LEANHOG -9.1 -9.6 -8.6 -8.0 -8 LIVECOW 3.6 3.4 3.7 2.0 2 LUMBER-new -5.7 -6.2 -5.2 0.0 0 MXP 35.5 32.4 38.5 30.0 30 NASDAQ_micro 0.8 0.6 1.0 0.0 0 NIKKEI 3.8 2.9 4.6 3.0 3 NZD 1.3 1.1 1.5 1.0 1 OAT 0.9 0.7 1.1 3.0 3 OATIES -0.0 -0.3 0.3 NaN 0 OJ -1.0 -1.1 -0.9 -1.0 -1 PALLAD 0.2 0.2 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 -1.5 -1.8 -1.2 0.0 0 ROBUSTA -0.3 -0.4 -0.2 0.0 0 RUSSELL 9.1 8.3 10.0 0.0 0 SHATZ -0.3 -0.6 -0.0 NaN 0 SILVER-mini 0.1 0.0 0.1 0.0 0 SMI 0.9 0.8 1.0 0.0 0 SOFR -20.7 -22.4 -19.0 NaN 0 SOYBEAN 0.9 0.8 1.0 2.0 2 SOYMEAL -0.5 -0.6 -0.4 0.0 0 SOYOIL 0.9 0.8 1.0 0.0 0 SP400 0.2 0.1 0.2 2.0 2 SP500_micro 1.1 0.7 1.4 0.0 0 SUGAR11 -1.2 -1.5 -0.9 -2.0 -2 US10 -1.1 -1.2 -1.0 -1.0 -1 US10U -1.0 -1.1 -0.9 -1.0 -1 US2 -2.3 -2.6 -2.1 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.3 -0.4 -0.3 -5.0 -5 US5 -1.8 -2.0 -1.6 -5.0 -5 VIX -10.0 -11.6 -8.4 -5.0 -5 WHEAT 0.1 0.1 0.2 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 0.3 0.0 0.4 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.4 0.2 0.6 0.2 0.2 0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.4 0.1 1.6 0.2 0.1 0.5 0.1 0.6 0.1 0.4 0.0 0.2 0.2 0.6 -0.1 0.7 0.4 0.7 BITCOIN 0.6 0.6 -0.6 -0.0 0.1 0.2 -0.0 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 0.2 -0.4 -0.1 -0.7 -0.7 BOBL 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 -0.0 -0.1 0.4 0.1 0.2 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 0.1 -0.1 0.0 -0.1 0.0 -0.0 0.2 0.2 0.0 0.0 0.1 0.5 0.2 0.7 BTP 0.1 -0.2 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 0.0 0.1 -0.0 -0.1 0.1 0.2 0.1 0.2 -0.0 -0.0 0.0 -0.0 -0.0 -2.7 -0.0 0.1 -0.1 0.1 0.0 0.0 0.5 0.3 0.3 0.1 0.0 0.0 0.4 0.1 0.5 BUND 0.1 -0.2 0.0 -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 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.3 0.2 0.2 0.1 0.1 0.1 0.4 0.2 0.7 BUXL 0.0 -0.0 0.3 -0.0 0.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.3 0.0 -0.6 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.0 0.4 0.0 0.1 -0.1 0.1 -0.3 0.0 -0.0 0.4 0.1 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 0.1 0.0 0.0 0.3 0.0 0.0 0.2 0.0 0.2 0.1 0.0 0.0 0.0 0.0 0.0 0.6 0.1 0.1 0.2 0.1 0.2 0.1 0.8 -0.0 -0.4 -0.2 0.1 -0.0 0.7 -0.1 0.7 CAD 0.6 -0.1 0.0 0.1 0.2 0.1 0.1 0.2 0.1 0.0 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 0.0 0.1 0.1 0.1 0.2 -0.4 -0.1 0.3 -0.1 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.2 0.1 0.6 0.2 0.0 0.2 0.1 -0.2 0.2 -0.0 0.3 0.1 0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.2 0.1 1.3 0.1 -0.0 0.4 0.1 0.3 0.1 -1.1 0.0 0.2 -0.1 0.6 0.3 0.7 0.4 0.7 CHF 0.3 -0.2 -0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.1 -0.2 0.1 0.3 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 0.0 0.1 0.0 -0.4 -0.0 0.1 0.0 0.1 0.2 0.0 -1.1 -0.1 -0.1 -0.2 -0.1 -0.7 -0.7 -0.4 -0.7 COCOA 0.6 0.6 -0.6 0.1 0.0 0.1 0.1 -0.1 0.1 0.1 -0.2 0.1 -0.2 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.4 0.1 -2.7 0.0 0.2 -0.1 0.1 -0.2 0.1 0.0 0.5 0.4 0.0 -0.5 0.4 0.1 0.5 0.2 COFFEE -0.0 0.3 -0.6 0.2 0.1 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 -0.1 -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 0.6 0.7 COPPER 0.3 0.1 0.1 -0.0 0.1 0.1 -0.0 0.4 -0.0 0.1 0.2 0.0 0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.0 -0.2 0.0 0.1 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 0.1 0.3 0.2 -0.3 0.2 -0.0 0.4 0.1 0.0 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.1 0.1 0.2 1.7 0.2 -0.0 0.4 0.2 0.3 0.2 -1.1 0.3 0.6 0.0 0.4 0.5 -0.0 0.6 0.2 COTTON2 0.3 0.6 0.6 0.2 0.1 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 0.5 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 0.1 0.6 0.1 -0.1 0.3 0.1 0.3 0.1 0.2 0.4 0.2 0.4 0.3 0.2 0.2 0.1 0.3 0.1 0.7 0.2 -0.0 0.4 0.1 0.3 0.1 -0.0 0.2 0.2 -0.2 -0.5 0.4 0.7 -0.1 0.0 DAX 0.5 0.1 -0.6 0.1 0.1 0.2 0.1 0.2 0.1 0.1 -0.0 0.1 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 0.0 0.1 -0.9 0.0 0.1 -0.0 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 -0.5 0.1 0.2 0.2 0.1 0.2 0.1 0.1 0.1 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 0.1 0.1 -0.8 0.0 0.1 0.0 0.1 0.1 0.1 -0.1 -0.2 -0.1 -0.4 -0.4 -0.3 -0.7 -0.5 -0.7 DX -0.4 -0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.1 -0.3 -0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.1 -1.7 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.8 -0.3 -0.6 -0.1 -0.3 0.0 0.4 0.5 0.5 EUR 0.2 0.1 -0.2 0.1 0.1 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 0.1 0.0 0.0 0.2 0.0 -0.3 -0.2 -0.4 0.0 -0.3 -0.7 -0.6 -0.3 -0.7 EURIBOR-ICE 0.2 -0.2 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.4 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.4 0.2 0.2 0.1 0.0 0.2 0.4 0.3 0.5 EUROSTX 0.2 0.0 -0.5 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.0 0.3 0.1 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.0 -0.6 0.0 0.2 0.1 0.1 0.2 0.1 0.6 0.0 -0.3 -0.2 -0.2 0.0 0.7 0.0 0.7 FEEDCOW -0.2 0.4 -0.0 0.2 0.1 0.3 0.2 -0.3 0.2 0.1 0.5 0.1 0.6 0.2 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 0.5 0.0 0.4 -0.2 0.6 0.7 0.5 0.7 GASOIL 0.1 0.6 0.6 0.1 -0.0 0.3 0.0 0.3 0.1 0.0 0.2 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.3 0.1 -0.4 0.2 -0.0 0.5 0.0 0.5 0.1 1.1 0.1 0.0 0.1 0.4 -0.0 0.3 -0.3 -0.1 GASOLINE 0.3 0.6 0.6 0.2 -0.1 0.5 0.0 0.5 0.1 0.0 0.3 0.1 0.4 0.1 0.1 0.4 -0.3 0.1 -0.3 0.2 0.2 0.1 0.4 0.2 -1.4 0.2 0.0 0.5 0.1 0.5 0.2 -1.1 0.4 0.6 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 0.1 0.7 0.2 -0.0 -0.4 -0.0 -0.6 -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 -0.5 -0.1 -1.1 -0.5 -0.6 -0.6 -0.6 0.7 0.1 0.6 -0.0 GBP 0.3 0.1 -0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.2 0.4 0.2 -0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.1 -0.3 0.1 0.1 0.2 0.1 0.4 0.1 0.3 0.0 -0.0 0.2 -0.1 -0.7 -0.2 -0.4 -0.2 GOLD_micro -0.2 -0.6 0.2 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.0 -0.0 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.1 -2.7 -0.0 0.0 0.2 -0.0 0.5 -0.0 -0.3 -0.0 -0.1 -0.3 0.3 0.7 0.4 -0.2 -0.7 HEATOIL -0.2 0.6 0.6 0.1 -0.0 0.4 0.0 0.4 0.1 -0.0 0.2 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.4 0.1 -1.2 0.2 -0.0 0.5 0.0 0.5 0.1 1.1 0.0 -0.0 0.2 0.4 -0.1 0.1 -0.5 -0.4 JGB-SGX-mini -0.0 -0.2 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 0.5 -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 0.4 0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 -0.3 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 -0.1 0.1 -0.3 0.0 -0.5 0.3 -0.2 -0.0 -0.3 -0.3 -0.4 -0.1 -0.4 LEANHOG -0.2 -0.6 -0.4 0.2 0.1 0.4 0.2 -0.3 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 0.2 LIVECOW 0.0 0.6 0.3 0.2 0.1 0.3 0.2 -0.3 0.2 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.1 0.4 0.2 0.5 0.2 1.1 0.5 0.5 0.6 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.2 -0.1 0.1 0.2 0.1 0.3 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 -0.2 -0.2 -0.1 -0.6 -0.1 NaN -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 -1.2 -0.6 -0.7 -0.6 -0.7 0.3 0.8 0.3 0.8 MXP 0.1 0.1 -0.0 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.5 0.1 0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.2 0.4 0.1 0.7 0.1 1.1 -0.1 -0.3 0.2 0.3 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.6 -0.3 0.1 0.2 0.2 0.2 0.3 0.2 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 0.2 0.2 0.2 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 0.2 0.1 0.2 0.1 0.0 0.2 0.1 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.1 -1.8 0.1 0.1 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 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 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 0.1 -0.0 0.1 -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 -0.2 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.2 0.2 0.2 0.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.3 0.0 0.1 -0.0 0.1 0.0 0.0 0.8 0.2 0.2 0.1 0.2 -0.0 0.4 0.0 0.5 OATIES -0.1 0.1 0.6 0.2 0.0 0.2 0.1 -0.2 0.2 0.0 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 -0.0 0.2 0.1 -0.0 0.1 -0.9 0.2 -0.1 -0.2 0.3 0.1 -0.3 0.2 -0.3 OJ -0.3 0.1 -0.0 0.1 0.0 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 -0.2 -0.0 -2.7 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.3 -0.0 -0.3 -0.3 -0.3 -0.2 -0.3 -0.3 -0.2 PALLAD 0.1 -0.3 -0.2 -0.0 0.0 0.1 -0.0 0.3 -0.0 0.0 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 -0.0 2.0 -0.0 0.0 -0.0 0.0 0.2 -0.0 0.1 0.1 0.0 -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 0.2 -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 -0.3 -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 0.1 0.3 0.2 -0.3 0.2 0.0 0.4 0.2 -0.1 0.2 0.2 -0.2 -0.3 -0.3 -0.3 0.2 0.2 0.1 0.2 0.2 1.0 0.2 0.0 0.5 0.2 0.4 0.2 -1.1 0.4 0.6 0.5 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.2 0.2 0.6 0.1 0.0 0.2 0.1 -0.1 0.1 0.1 -0.1 0.1 -0.3 0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.1 -0.3 0.1 0.4 0.0 0.2 -0.0 0.2 -0.2 0.1 -1.1 0.3 0.1 -0.2 -0.0 -0.7 -0.6 -0.7 -0.5 ROBUSTA 0.4 -0.1 -0.5 0.1 0.0 0.2 0.1 -0.2 0.1 -0.1 -0.2 0.0 -0.2 -0.0 -0.1 0.4 0.4 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 0.5 -0.2 0.1 0.2 0.2 0.2 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 0.2 0.2 0.2 0.3 0.2 0.1 -0.0 0.3 0.1 -0.0 -0.2 -0.7 -0.0 -0.7 SHATZ 0.2 -0.2 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.9 -0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.8 0.1 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 0.1 -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 -0.3 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 0.1 0.2 0.1 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 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 -0.1 0.3 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -2.7 -0.1 -0.1 -0.1 -0.1 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 0.2 0.5 0.2 0.1 0.3 0.2 -0.3 0.2 0.0 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 0.1 0.5 0.2 0.5 0.2 0.0 0.3 0.4 -0.2 0.6 0.2 -0.2 0.2 -0.1 SOYMEAL -0.1 0.0 0.3 0.2 0.0 0.2 0.1 -0.2 0.2 -0.0 0.0 -0.1 -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 -0.1 0.2 -0.0 0.2 -0.0 0.0 -0.2 -0.1 -0.4 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.4 0.4 0.6 0.2 0.1 0.3 0.2 -0.3 0.2 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.0 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.1 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 0.5 0.3 -0.1 0.1 0.2 0.2 0.2 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 0.2 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 0.6 -0.5 0.1 0.2 0.2 0.2 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 0.2 0.1 0.2 0.1 0.2 -0.3 0.2 0.6 -0.1 -0.5 0.1 -0.7 0.2 -0.7 SUGAR11 0.1 0.1 0.4 0.1 0.0 0.2 0.1 -0.2 0.1 0.1 -0.1 0.1 -0.3 -0.0 -0.0 -0.2 0.1 -0.1 0.1 0.0 -0.0 0.1 -0.2 0.1 -2.4 0.0 0.1 0.0 0.1 -0.1 0.1 0.7 0.5 -0.1 -0.0 -0.2 -0.2 -0.7 -0.2 -0.4 US10 -0.0 -0.2 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -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 -0.9 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.7 -0.1 -0.6 US10U -0.1 -0.2 -0.2 -0.1 0.0 -0.1 -0.1 -0.2 -0.1 -0.0 -0.3 -0.1 0.1 -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 0.0 -0.1 -0.1 0.1 -0.1 -0.2 -0.0 -0.2 -0.2 -0.1 -0.0 -0.1 -0.2 -0.6 US2 0.1 -0.3 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -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 -0.0 -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 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.1 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.9 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 0.0 -0.1 -0.2 -0.1 0.1 0.4 0.1 -0.2 US30 -0.1 -0.2 -0.0 -0.1 0.0 -0.1 -0.1 -0.2 -0.1 0.0 -0.3 -0.1 -0.2 -0.1 -0.1 0.1 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.7 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 -0.3 0.1 -0.2 -0.1 -0.0 0.1 0.3 0.0 -0.2 US5 -0.0 -0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -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 -0.0 -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 -0.5 -0.0 0.8 0.1 -0.0 0.4 -0.1 0.3 -0.1 -0.1 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 0.0 0.2 0.1 -0.2 0.2 -0.1 0.3 0.1 -0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.1 0.1 1.0 0.2 -0.1 0.4 0.1 0.3 0.1 -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 10.0 1.2 11.1 5.1 12.6 4.0 9.9 4.5 8.1 13.1 15.9 15.3 15.6 16.1 16.1 2.1 0.4 1.7 1.2 13.7 15.7 10.9 14.8 12.5 11.7 14.0 12.4 17.2 10.7 16.0 11.9 7.0 1.7 6.1 7.7 20.0 -3.7 20.0 10.5 20.0 BITCOIN 20.0 19.4 -20.0 -2.5 11.4 6.6 -2.8 19.5 -5.0 20.0 -19.8 20.0 -17.5 20.0 -9.1 -4.2 -5.3 -4.0 -4.3 2.7 -20.0 20.0 -20.0 20.0 -16.8 10.6 20.0 -6.6 20.0 -12.0 20.0 -0.6 20.0 20.0 20.0 5.0 -13.0 -2.1 -20.0 -20.0 BOBL 4.3 -5.7 -2.4 -2.7 0.5 -2.7 -2.8 -2.4 -2.7 4.6 -6.9 -1.9 -5.7 -4.6 -6.8 20.0 2.8 12.4 6.0 -5.6 -5.9 -0.8 -4.6 -3.4 1.5 -2.2 6.8 -4.1 3.1 -4.1 0.5 -0.2 7.6 6.2 1.3 0.3 2.2 13.8 4.7 20.0 BTP 4.5 -5.9 -15.1 -3.4 0.7 -3.4 -3.6 -3.0 -3.4 6.6 -3.9 0.2 2.8 -0.0 -4.8 3.7 9.6 6.5 8.6 -4.5 -4.2 1.2 -1.0 -1.9 -20.0 -1.9 9.9 -2.4 5.2 0.7 1.7 9.0 10.5 9.0 2.9 0.5 0.6 12.8 2.3 14.9 BUND 3.1 -5.5 1.1 -3.1 0.6 -3.1 -3.3 -2.7 -3.1 5.2 -7.7 -2.0 -7.7 -4.8 -7.8 -1.0 6.8 3.6 6.4 -5.1 -5.3 -0.4 -4.7 -3.1 -0.4 -1.5 8.3 -3.1 4.3 -3.6 1.2 4.9 9.7 5.5 2.9 3.1 1.8 13.3 5.6 20.0 BUXL 0.3 -1.0 9.2 -4.5 0.9 -4.5 -4.8 -4.0 -4.5 4.4 -12.9 1.0 -15.9 -7.6 -10.6 3.6 3.8 3.9 4.0 -5.0 -6.6 -0.5 -10.5 -3.3 3.2 0.3 11.0 -3.3 7.1 -8.2 3.2 -0.1 15.3 1.6 10.5 7.3 -4.1 7.5 0.1 3.5 CAC 3.0 7.3 -9.7 9.2 15.9 6.3 12.6 6.0 12.1 6.1 1.7 0.9 7.3 4.2 2.1 11.1 1.8 9.4 5.1 1.7 0.8 3.7 1.6 2.4 4.4 7.9 16.4 7.0 10.7 5.0 7.9 14.3 -0.3 -11.0 -5.2 2.2 -1.4 20.0 -4.3 20.0 CAD 17.6 -3.1 1.0 7.1 17.3 5.5 13.6 6.3 11.1 2.5 1.8 16.6 4.3 12.3 -0.6 -7.2 -7.4 -7.2 -7.3 5.4 1.9 10.8 0.0 11.6 20.0 8.3 2.9 5.0 13.5 3.0 14.4 -6.9 -3.8 10.0 -3.5 -3.1 -20.0 -20.0 -20.0 -20.0 CANOLA 5.3 4.2 20.0 14.8 4.3 8.2 12.3 -5.3 14.1 -3.3 10.5 8.7 5.3 8.3 11.7 -13.5 -15.5 -15.6 -16.3 12.0 11.6 7.2 7.2 10.6 9.6 13.2 -4.6 13.4 6.5 8.3 10.2 -20.0 1.8 6.3 -1.9 20.0 10.2 20.0 13.0 20.0 CHF 8.8 -6.3 -4.0 4.1 10.1 3.2 7.9 3.6 6.5 10.4 -6.5 5.6 7.0 2.0 -6.7 -14.6 -15.5 -14.5 -14.7 -1.7 -1.4 4.8 2.1 1.4 -2.9 -0.3 9.0 1.0 4.8 4.4 1.6 -20.0 -2.9 -3.3 -7.3 -2.4 -20.0 -20.0 -13.0 -20.0 COCOA 20.0 20.0 -20.0 7.4 2.1 4.1 6.2 -2.7 7.1 6.5 -6.2 6.1 -6.5 4.9 -4.1 -7.4 -0.3 -7.0 -5.1 -1.5 -10.9 14.7 -13.2 7.4 -20.0 1.3 19.1 -4.6 13.5 -5.8 7.4 0.5 18.8 12.3 0.9 -15.9 13.1 1.7 15.4 7.0 COFFEE -0.3 8.0 -20.0 19.9 5.8 11.0 16.6 -7.1 19.0 -14.6 -12.2 -9.9 -0.9 -8.4 -11.5 20.0 18.3 20.0 19.7 -7.4 -10.9 -6.7 -3.0 -4.9 -20.0 -4.3 -7.5 -4.2 -6.0 5.1 -4.4 20.0 -16.3 -12.2 -13.6 -20.0 15.5 18.1 18.9 20.0 COPPER 8.0 3.5 1.7 -1.3 5.8 3.4 -1.4 9.9 -2.5 6.0 6.5 4.4 7.0 8.1 3.3 -7.2 -6.5 -6.8 -6.6 5.1 6.1 3.8 7.8 4.6 -1.4 4.6 9.6 5.2 3.0 7.5 3.8 -3.6 3.4 15.3 9.5 6.6 3.3 20.0 -4.4 13.3 CORN 8.6 2.5 15.9 20.0 6.6 12.6 18.9 -8.2 20.0 -1.0 14.9 13.6 0.9 13.4 16.2 -20.0 -20.0 -20.0 -20.0 14.2 11.1 14.2 3.7 16.6 12.7 16.9 -4.7 14.8 15.7 7.8 18.2 -20.0 13.3 17.9 0.8 11.3 13.6 -0.5 18.6 7.3 COTTON2 10.2 20.0 20.0 19.4 5.6 10.7 16.2 -7.0 18.5 12.7 12.8 16.4 0.0 18.2 18.4 -10.3 -19.0 -16.7 -19.1 20.0 18.7 20.0 3.9 20.0 -3.6 20.0 20.0 20.0 20.0 5.5 20.0 -20.0 20.0 20.0 20.0 20.0 -12.1 -11.1 -12.7 -8.7 CRUDE_W -4.0 2.6 20.0 20.0 -7.9 20.0 5.2 18.0 13.6 -5.8 12.6 8.3 7.4 11.6 14.0 20.0 9.8 17.9 13.0 16.6 15.8 7.8 9.5 13.4 5.5 14.8 -5.4 15.3 6.1 9.2 10.4 -0.1 6.5 6.9 -5.8 -15.8 12.9 20.0 -2.5 0.5 DAX 14.3 3.8 -17.1 8.6 14.8 5.8 11.8 5.6 11.2 8.2 -0.4 5.6 5.4 6.0 0.8 -4.0 -6.7 -5.2 -6.1 1.2 -1.2 8.1 1.1 5.4 -6.8 1.8 15.9 -1.3 12.5 0.7 7.4 -1.9 -0.2 -6.3 -8.8 -14.5 3.7 15.2 8.2 20.0 DOW 20.0 7.6 -16.3 9.7 16.9 6.6 13.4 6.4 12.8 7.2 3.9 8.8 9.1 10.1 5.3 -5.3 -7.2 -5.8 -6.3 5.7 3.0 8.0 5.0 9.3 -6.1 2.6 7.2 0.6 6.0 2.9 6.1 -2.6 -10.3 -4.5 -11.4 -13.0 -8.2 -20.0 -14.9 -20.0 DX -11.4 -3.3 7.1 4.1 9.9 3.2 7.8 3.6 6.4 -9.7 4.6 -9.4 -7.5 -9.2 3.1 3.8 5.3 4.1 4.6 -1.4 1.4 -6.0 -0.4 -5.3 -13.0 -2.1 -6.5 -0.1 -6.6 -1.4 -5.7 14.3 -13.3 -20.0 -1.6 -9.1 1.2 10.6 13.5 14.7 EUR 5.4 3.2 -7.0 5.8 14.2 4.5 11.1 5.1 9.1 9.2 -5.1 -1.1 11.2 9.8 -4.0 -5.8 -7.2 -6.1 -6.6 0.7 -1.3 1.5 2.9 2.7 5.5 1.0 6.6 1.4 1.2 6.1 1.7 -6.2 -9.0 -11.8 1.2 -8.9 -19.6 -18.0 -8.3 -20.0 EURIBOR-ICE 5.0 -6.7 -8.2 -2.4 0.5 -2.4 -2.5 -2.1 -2.4 4.8 -5.3 -0.2 -2.8 -2.1 -5.2 1.7 8.9 4.1 6.9 -4.8 -5.2 0.2 -3.1 -2.4 -3.0 -1.5 6.3 -3.3 3.5 -2.8 1.1 7.3 8.0 6.8 2.1 0.8 6.2 11.5 10.3 16.4 EUROSTX 6.9 1.4 -16.3 9.1 15.8 6.2 12.5 6.0 12.0 7.6 3.1 3.7 8.1 5.1 1.8 -2.1 1.3 0.6 1.6 2.3 2.3 5.7 4.5 3.8 -4.4 4.2 18.4 3.4 13.2 4.9 7.9 11.7 0.3 -8.0 -7.2 -6.4 0.4 20.0 1.0 20.0 FEEDCOW -6.6 11.4 -0.3 20.0 5.8 11.1 16.7 -7.2 19.1 14.7 16.7 9.4 17.6 14.0 13.7 -0.9 8.2 3.7 7.2 17.2 20.0 12.9 20.0 15.0 -20.0 9.4 9.5 8.1 10.4 14.5 11.1 19.1 20.0 0.0 11.7 -7.5 18.2 20.0 14.6 20.0 GASOIL 2.6 20.0 20.0 11.7 -4.0 12.8 2.7 9.2 7.0 0.9 7.7 5.2 7.0 7.3 7.9 20.0 20.0 20.0 20.0 15.8 15.9 5.9 11.1 10.8 -3.1 15.5 -0.3 18.4 4.0 14.6 8.6 20.0 4.1 0.2 1.9 13.1 -0.5 8.3 -8.8 -2.9 GASOLINE 8.7 20.0 20.0 18.1 -6.2 19.9 4.2 14.3 10.8 0.3 12.0 9.4 9.9 11.3 12.4 20.0 -14.9 6.8 -14.2 20.0 20.0 15.8 14.2 20.0 -10.5 20.0 0.1 20.0 11.5 14.9 17.3 -20.0 16.9 17.1 14.3 8.1 8.4 20.0 -4.2 6.2 GAS_US_mini -2.2 -12.4 -13.8 20.0 -9.1 20.0 6.1 20.0 15.8 -1.8 -15.5 -4.4 -15.3 -14.7 -17.0 -20.0 -13.2 -19.7 -9.2 -12.0 -12.5 -3.4 -11.7 -8.3 20.0 -12.5 -4.0 -14.0 -3.4 -12.6 -8.2 -20.0 -19.6 -20.0 -20.0 -20.0 20.0 3.9 18.0 -0.0 GBP 9.9 3.8 -3.1 6.3 15.3 4.9 12.1 5.5 9.8 11.6 2.2 14.9 12.2 16.9 -0.6 1.0 0.3 0.7 0.5 6.2 3.3 8.9 5.0 9.6 -2.5 8.0 10.3 7.7 9.9 10.4 10.0 6.4 0.8 -0.3 6.8 -2.4 -20.0 -7.0 -10.7 -6.6 GOLD_micro -6.2 -17.9 7.6 -0.8 3.5 2.0 -0.9 6.0 -1.5 1.6 1.5 -3.8 4.5 -3.5 -4.0 -5.9 -8.0 -5.8 -6.4 -3.7 2.3 -3.4 8.7 -5.1 -20.0 -1.1 2.1 6.1 -2.7 14.0 -3.6 -4.7 -1.8 -3.9 -8.4 10.6 20.0 11.1 -7.0 -20.0 HEATOIL -7.6 20.0 20.0 12.6 -4.4 13.9 2.9 10.0 7.5 -2.3 8.5 6.2 7.5 7.7 8.7 20.0 20.0 20.0 20.0 17.0 18.1 5.5 13.1 11.0 -9.2 14.7 -2.3 17.1 3.5 13.3 8.2 20.0 1.7 -0.6 5.1 11.0 -1.6 2.5 -16.1 -10.7 JGB-SGX-mini -0.7 -6.7 6.1 -2.2 0.4 -2.2 -2.3 -1.9 -2.2 -0.6 -7.6 -3.0 -7.9 -6.3 -6.8 0.6 8.6 2.2 4.8 -7.5 -9.2 -3.6 -10.6 -5.7 3.5 -7.6 -1.1 -10.2 -3.5 -12.2 -5.5 4.9 -1.6 -3.9 -7.6 -7.9 2.5 -19.7 2.1 -20.0 JPY 11.1 4.2 0.9 3.9 9.5 3.0 7.5 3.4 6.1 9.5 -12.2 7.1 -12.8 2.2 -9.3 -8.6 -9.8 -8.8 -9.0 -3.0 -7.8 7.6 -11.0 2.6 20.0 -0.9 11.3 -5.0 9.1 -7.6 4.0 -10.3 11.7 -7.0 -1.2 -8.9 -9.8 -10.9 -3.7 -11.6 LEANHOG -7.1 -17.8 -11.1 20.0 7.8 14.9 20.0 -9.7 20.0 -16.6 -1.0 -19.0 14.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.0 -7.0 -20.0 4.6 -20.0 -8.1 -20.0 -20.0 -15.2 -20.0 -1.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 1.5 -17.0 7.5 LIVECOW 0.4 20.0 9.8 20.0 6.3 12.1 18.2 -7.9 20.0 15.0 18.8 14.9 18.8 18.5 18.3 20.0 9.3 15.0 10.4 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 13.4 13.7 17.5 14.5 20.0 20.0 20.0 14.3 20.0 2.3 20.0 20.0 20.0 20.0 LUMBER-new -5.7 -2.0 2.0 20.0 5.9 11.2 16.8 -7.2 19.3 -3.4 -18.5 -9.5 -18.7 -14.8 -15.7 -20.0 -20.0 -20.0 -20.0 -12.2 -15.9 -7.7 -20.0 -11.2 NaN -8.1 -4.9 -11.7 -8.3 -17.1 -9.2 -20.0 -20.0 -20.0 -17.0 -18.7 7.0 20.0 8.5 20.0 MXP 4.4 2.9 -1.5 6.3 15.5 5.0 12.2 5.6 10.0 15.2 17.2 11.2 20.0 15.8 14.0 8.2 11.2 8.7 9.7 11.0 15.9 8.6 20.0 9.0 -20.0 8.2 20.0 16.5 8.4 20.0 6.0 20.0 -5.6 -8.7 5.3 9.2 9.3 6.4 20.0 10.2 NASDAQ_micro 20.0 20.0 -8.4 11.6 20.0 7.9 16.0 7.6 15.3 12.8 7.6 14.2 11.9 14.4 11.8 -7.0 -8.0 -7.1 -7.4 20.0 12.0 20.0 10.0 20.0 -20.0 15.3 20.0 6.2 20.0 5.7 20.0 -4.2 20.0 20.0 9.4 -6.1 2.1 -20.0 7.0 -20.0 NIKKEI 20.0 10.0 -6.9 8.2 14.1 5.6 11.2 5.3 10.7 4.7 8.5 8.4 9.2 9.2 8.2 -0.1 5.5 1.8 3.6 11.7 11.1 10.5 12.3 12.6 -13.5 8.4 11.0 9.7 7.9 12.5 8.7 17.0 -2.7 0.2 -0.1 8.5 -20.0 -4.8 -14.9 -3.0 NZD 9.1 -2.6 1.2 3.4 8.4 2.7 6.6 3.0 5.4 8.2 0.8 8.1 -0.6 6.1 -1.8 -2.7 -3.3 -3.0 -3.2 0.7 -0.2 4.8 -0.8 2.9 11.1 0.8 8.7 -0.1 4.7 -1.1 2.7 0.0 -2.1 -1.1 -2.6 -1.2 -14.3 20.0 -0.4 20.0 OAT 3.9 -6.1 -2.4 -2.7 0.5 -2.7 -2.9 -2.4 -2.7 5.1 -3.5 0.8 -2.0 -0.2 -4.5 9.9 12.2 11.0 12.1 -3.0 -2.7 1.1 -1.7 -1.3 -1.9 0.2 8.5 -0.1 5.0 0.2 2.3 14.3 10.0 7.3 3.6 5.5 -0.2 11.3 1.4 14.5 OATIES -2.0 2.0 20.0 14.8 4.3 8.2 12.3 -5.3 14.1 4.3 4.8 8.2 -2.2 -0.5 5.4 -20.0 -11.5 -14.5 -13.0 6.5 5.3 6.2 -0.3 5.7 0.7 6.9 -0.3 5.7 5.8 -0.6 5.5 -16.4 9.3 -1.7 -4.7 8.0 3.9 -9.0 6.3 -9.6 OJ -8.1 2.6 -1.4 7.6 2.2 4.2 6.3 -2.7 7.2 2.3 -3.3 0.1 -6.1 -0.3 -3.1 -2.1 1.5 -0.7 -0.0 -1.5 -2.8 0.8 -5.7 -0.6 -20.0 -1.6 -0.8 -2.1 0.8 -3.6 -0.6 5.9 -1.1 -9.9 -8.0 -9.4 -5.6 -8.4 -7.6 -6.8 PALLAD 2.6 -10.1 -7.0 -1.0 4.7 2.7 -1.2 8.0 -2.0 5.5 -3.0 -1.7 1.5 -0.8 -6.6 -4.1 -3.3 -3.7 -3.4 -4.8 -2.5 0.6 3.3 -2.2 15.2 -3.2 4.4 -1.6 1.0 4.5 -1.1 1.9 3.6 1.0 -1.1 -8.9 20.0 12.5 17.9 -4.6 PLAT -1.1 -9.3 2.0 -0.8 3.7 2.2 -0.9 6.4 -1.6 4.5 -1.0 -0.3 2.5 -1.3 -5.4 -2.8 -3.1 -2.5 -2.7 -2.6 1.1 -0.3 6.1 -2.4 -1.9 -1.4 4.8 2.1 -0.1 7.7 -1.7 2.7 1.1 -0.2 -0.9 -4.7 20.0 17.3 20.0 -0.6 REDWHEAT 15.8 11.6 20.0 19.6 5.7 10.8 16.3 -7.0 18.7 3.8 15.9 14.6 -1.5 16.0 17.5 -11.3 -15.0 -12.6 -13.8 20.0 17.4 16.2 6.4 20.0 7.3 20.0 2.6 20.0 15.9 11.2 20.0 -20.0 17.7 20.0 16.0 20.0 -19.6 -20.0 -20.0 -20.0 RICE 6.8 5.3 20.0 11.0 3.2 6.1 9.1 -3.9 10.5 9.3 -3.7 6.6 -8.5 2.8 2.2 -20.0 -19.3 -20.0 -20.0 1.1 -2.8 15.8 -9.3 5.8 3.3 2.5 20.0 -0.4 14.6 -6.3 6.1 -20.0 13.5 2.6 -4.7 -0.5 -20.0 -16.9 -20.0 -13.9 ROBUSTA 12.6 -4.5 -15.2 12.5 3.6 6.9 10.4 -4.5 11.9 -6.2 -8.7 1.9 -6.0 -2.5 -8.7 20.0 17.6 20.0 19.9 -6.8 -10.1 -0.6 -8.3 -1.8 -20.0 -3.0 -2.5 -6.2 -0.4 -5.3 0.5 20.0 -9.1 3.1 -14.0 -18.0 4.7 -0.6 5.4 9.9 RUSSELL 20.0 16.3 -5.4 13.4 20.0 9.1 18.4 8.7 17.6 14.5 12.0 15.9 14.4 16.0 13.4 -4.3 -4.9 -4.3 -4.5 19.2 13.3 20.0 12.3 20.0 7.3 13.7 20.0 9.1 18.9 9.0 18.5 1.0 -0.5 8.4 2.7 -0.4 -4.7 -20.0 -0.7 -20.0 SHATZ 5.2 -4.9 -3.1 -2.2 0.4 -2.2 -2.3 -1.9 -2.2 2.9 -5.8 -2.8 -6.3 -3.7 -5.2 3.1 -7.3 1.3 -1.8 -6.3 -6.9 -1.9 -5.4 -4.0 6.4 -4.6 4.8 -7.0 1.5 -6.5 -1.0 -14.8 4.6 6.1 -3.1 -7.4 2.3 9.9 3.5 14.9 SILVER-mini -1.0 -9.0 10.2 -0.8 3.4 2.0 -0.8 5.9 -1.5 3.4 -0.6 -2.6 1.8 -3.1 -5.7 -2.5 -4.7 -2.6 -3.4 -2.3 2.2 -1.2 7.0 -2.7 -9.6 -0.6 2.9 5.4 -0.9 12.6 -1.9 0.6 0.5 0.1 -1.8 2.2 20.0 12.7 13.0 5.6 SMI 8.1 1.4 -8.7 8.4 14.5 5.7 11.5 5.5 11.0 4.5 3.6 2.5 6.8 6.0 1.1 0.8 5.9 3.7 5.5 2.8 3.5 3.5 5.6 3.5 5.0 5.5 10.1 6.6 7.6 8.1 6.5 19.1 -3.1 -10.2 -6.9 -2.3 3.1 20.0 5.3 20.0 SOFR -5.8 -10.0 -3.9 -5.1 1.0 -5.1 -5.4 -4.5 -5.1 -7.3 -11.5 -12.9 9.0 -14.5 -14.3 3.8 5.9 4.8 5.6 -9.5 -5.5 -12.4 -0.1 -12.3 -20.0 -8.2 -5.6 -2.6 -13.7 2.4 -12.8 3.2 -8.0 -11.2 -7.0 5.6 -8.3 -8.3 -6.7 -15.3 SOYBEAN 3.5 6.4 16.7 20.0 6.8 12.9 19.5 -8.4 20.0 4.5 20.0 14.6 18.3 18.8 20.0 -4.3 -3.0 -1.7 -1.8 19.1 18.4 17.3 12.2 18.4 -6.9 18.5 6.6 19.2 19.1 15.0 18.6 0.5 11.3 13.6 -6.0 18.9 4.7 -7.3 6.5 -4.3 SOYMEAL -2.9 0.6 9.3 15.3 4.4 8.5 12.8 -5.5 14.6 -4.9 0.6 -5.5 -4.0 -3.3 6.0 20.0 -5.2 11.0 2.0 1.9 2.3 -2.9 -1.0 -0.5 -13.5 3.0 -5.7 6.3 -3.3 4.6 -0.8 0.6 -8.0 -2.3 -11.8 -3.6 -12.1 -14.1 -19.2 -11.8 SOYOIL 11.0 13.2 20.0 20.0 6.0 11.5 17.3 -7.5 19.9 10.2 20.0 17.8 18.5 19.5 20.0 20.0 1.8 17.4 7.9 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 15.2 20.0 20.0 20.0 20.0 11.7 20.0 20.0 20.0 20.0 0.4 -20.0 0.5 -20.0 SP400 16.3 9.7 -3.3 11.8 20.0 8.0 16.2 7.7 15.5 11.8 10.5 11.7 12.4 12.5 10.8 -5.0 -6.0 -5.4 -5.7 11.8 9.2 13.8 8.5 14.1 4.3 7.8 15.6 5.5 10.8 4.7 10.0 -1.0 -6.8 -5.6 -6.8 -0.3 -5.0 -20.0 -2.3 -20.0 SP500_micro 20.0 18.5 -14.6 12.9 20.0 8.8 17.8 8.5 17.0 14.0 10.1 15.7 14.6 15.9 13.3 -7.2 -8.8 -7.5 -8.0 19.6 10.1 20.0 10.6 20.0 -14.2 10.6 20.0 2.7 20.0 3.7 19.4 -5.4 7.8 17.9 -3.3 -14.3 3.3 -20.0 4.7 -20.0 SUGAR11 1.7 3.0 13.3 12.3 3.6 6.8 10.2 -4.4 11.7 6.1 -4.7 7.4 -9.7 -0.0 -1.7 -9.9 6.9 -3.2 2.5 1.1 -1.6 12.2 -5.9 5.7 -18.0 3.0 9.1 1.1 12.7 -2.8 6.7 13.4 20.0 -3.1 -1.1 -5.2 -6.6 -20.0 -6.0 -12.4 US10 -1.2 -7.7 -6.9 -3.6 0.7 -3.6 -3.8 -3.1 -3.6 -2.1 -7.0 -7.1 3.0 -7.9 -8.8 3.8 1.9 3.3 2.9 -6.3 -4.8 -5.7 -1.8 -6.5 -7.1 -5.6 -0.5 -3.3 -6.3 0.1 -6.5 -2.7 -1.8 -4.3 -4.4 -2.0 -2.5 -20.0 -2.8 -18.3 US10U -1.6 -7.6 -6.0 -5.2 1.0 -5.2 -5.5 -4.6 -5.2 -1.0 -9.5 -9.5 4.1 -10.9 -12.5 4.0 1.7 3.6 3.0 -8.5 -6.1 -7.2 -2.1 -8.7 -11.9 -8.3 0.6 -4.2 -8.3 1.4 -9.5 -2.9 -0.6 -6.7 -5.8 -2.5 -0.9 -3.7 -5.0 -18.7 US2 2.2 -8.3 -11.3 -3.3 0.6 -3.3 -3.5 -2.9 -3.3 -3.0 -7.9 -6.9 -5.5 -6.8 -7.6 -1.7 -10.1 -4.5 -6.8 -9.4 -9.1 -6.6 -6.2 -7.9 7.4 -8.2 -1.5 -7.9 -6.4 -4.8 -7.2 -20.0 -3.0 -5.2 -9.2 -10.9 1.0 -20.0 1.9 -14.5 US20 -1.3 -6.6 -3.5 -3.5 0.7 -3.5 -3.7 -3.1 -3.6 1.5 -6.2 -5.1 0.6 -6.2 -8.2 4.7 4.2 4.7 4.7 -5.0 -3.6 -3.6 -1.7 -5.0 -6.7 -5.9 2.3 -3.3 -4.4 0.1 -6.1 0.8 1.4 -4.4 -4.6 -1.5 3.9 10.8 3.0 -5.7 US30 -2.3 -6.1 -1.1 -5.1 1.0 -5.1 -5.4 -4.5 -5.2 1.7 -12.6 -8.2 -6.4 -11.6 -13.8 2.8 0.6 2.4 1.8 -7.4 -5.7 -5.3 -4.7 -7.4 -5.0 -9.9 2.5 -6.0 -7.5 -2.0 -10.3 -4.9 2.9 -7.7 -3.7 -0.9 2.0 8.4 1.0 -4.9 US5 -0.7 -8.2 -8.6 -3.5 0.7 -3.6 -3.8 -3.1 -3.6 -3.1 -7.2 -7.7 2.2 -7.8 -8.5 1.3 -0.9 0.8 0.3 -7.6 -6.2 -6.8 -3.0 -7.4 -5.3 -6.5 -1.6 -4.6 -7.0 -1.1 -7.1 -7.3 -3.0 -4.9 -6.2 -4.2 0.4 -20.0 -0.1 -15.9 VIX -10.1 -0.7 15.2 5.3 -3.0 8.6 -4.2 4.4 -3.0 -4.4 1.0 -12.1 -8.1 -14.5 -0.0 -20.0 -20.0 -16.1 -20.0 0.5 4.3 -4.7 1.3 -5.7 NaN 5.7 -3.3 9.4 -4.2 5.0 -3.0 NaN NaN NaN NaN NaN -10.9 -20.0 NaN NaN WHEAT 8.5 5.5 20.0 16.1 4.7 8.9 13.4 -5.8 15.4 -6.4 10.5 6.8 -3.7 8.7 11.9 -14.0 -17.0 -14.5 -15.5 11.9 9.3 5.5 2.4 11.4 7.8 14.1 -6.7 13.2 6.7 7.2 12.4 -20.0 7.2 12.4 3.2 18.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3