******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260507_203947 produced at 2026-05-07 21:37:01.583933 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.22 0.0 0.00 0.00 0.00 0.00 -21.87 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 -13.72 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -2.38 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.16 0.0 0.23 -0.23 -0.14 -0.14 -9.24 13.0 -8 -8 caleb_strategy_v3 VIX False False 0.01 -0.05 -0.10 0.0 999.00 -999.00 -0.05 -0.05 -11.11 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 -1.82 25.0 -5 -5 caleb_strategy_v3 CHF False False 0.07 -0.07 -0.07 0.0 0.88 -0.88 -0.07 -0.07 -1.07 13.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.62 -0.62 -0.05 -0.05 -0.99 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 -6.14 3.0 0 0 caleb_strategy_v3 DX False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.65 999999999.0 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 -9.66 26.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -9.46 59.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.13 -0.02 0.0 0.69 -0.69 -0.13 -0.13 -1.54 66.0 -12 -12 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 GOLD_micro False False 0.02 -0.06 -0.02 0.0 1.11 -1.11 -0.06 -0.06 -1.05 56.0 -3 -3 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.87 -0.87 0.00 0.00 -0.40 14.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -1.36 18.0 -2 -2 caleb_strategy_v3 RICE False False 0.01 0.00 -0.01 0.0 0.04 -0.04 0.00 0.00 -1.35 4.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.12 -0.01 0.0 0.58 -0.58 -0.12 -0.12 -0.18 10.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.59 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 -0.99 3.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.28 24.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 0.00 0.0 0.22 -0.22 -0.05 -0.05 0.01 4.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.00 0.0 0.48 -0.48 -0.02 -0.02 -0.11 26.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.02 9.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.00 0.0 0.57 -0.57 -0.03 -0.03 -0.02 17.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.31 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.00 0.0 0.26 -0.26 0.00 0.00 -0.08 6.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.43 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.01 0.0 0.11 -0.11 0.01 0.01 0.40 8.0 1 1 caleb_strategy_v3 DAX False False 0.01 -0.01 0.01 0.0 0.70 -0.70 -0.01 -0.01 0.45 58.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.18 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 0.16 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 0.21 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.08 999999999.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.31 0.02 0.0 0.31 -0.31 0.31 0.31 0.16 2.0 2 2 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.00 11.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 1.33 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.05 0.02 0.0 0.55 -0.55 0.05 0.05 0.84 23.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.02 0.0 0.58 -0.58 0.09 0.09 0.72 20.0 3 3 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.02 0.0 0.18 -0.18 0.00 0.00 0.85 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.09 -1.09 0.00 0.00 0.34 19.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.02 0.0 0.17 -0.17 0.05 0.05 0.82 7.0 2 2 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.76 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.45 3.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.02 0.03 0.0 0.23 -0.23 0.02 0.02 7.43 51.0 4 4 caleb_strategy_v3 GBP False False 0.04 0.21 0.04 0.0 0.79 -0.79 0.21 0.21 1.03 22.0 6 6 caleb_strategy_v3 NZD False False 0.03 0.03 0.04 0.0 0.53 -0.53 0.03 0.03 1.40 21.0 1 1 caleb_strategy_v3 CORN False False 0.01 0.00 0.04 0.0 0.12 -0.12 0.00 0.00 3.78 12.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.04 0.0 0.90 -0.90 0.00 0.00 1.27 29.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.92 12.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.17 0.04 0.0 999.00 -999.00 0.17 0.17 0.71 999999999.0 3 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.70 9.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.41 -0.41 0.00 0.00 8.17 68.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.06 0.0 0.59 -0.59 0.18 0.18 0.98 10.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.06 0.0 0.62 -0.62 0.15 0.15 0.81 8.0 2 2 caleb_strategy_v3 NIKKEI False False 0.02 0.03 0.07 0.0 0.60 -0.60 0.03 0.03 4.19 36.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.19 0.09 0.0 999.00 -999.00 0.19 0.19 1.46 999999999.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.07 0.11 0.0 0.16 -0.16 0.07 0.07 3.22 5.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.58 -0.58 0.00 0.00 4.36 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.13 0.0 0.71 -0.71 0.08 0.08 3.16 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 1.87 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.38 0.47 0.0 0.73 -0.73 0.38 0.38 38.62 60.0 31 31 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.3 Shocked risk 34.6 Sum abs risk 46.9 Leverage 5.70 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2374764.14, 'annual_cash_vol_target': 593691.035, 'daily_cash_vol_target': 37105.6896875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.7218 0.6027 9.6439 BITCOIN 1440.0403 80405.0000 1.7910 28.6557 BOBL 0.2757 115.5700 0.2386 3.8174 BTP 0.6650 117.9100 0.5640 9.0235 BUND 0.4806 125.5100 0.3829 6.1267 BUXL 0.9048 108.6400 0.8328 13.3255 CAC 95.6784 8090.0000 1.1827 18.9228 CAD 0.0026 0.7346 0.3474 5.5591 CANOLA 7.9423 738.0000 1.0762 17.2191 CHF 0.0059 1.2882 0.4596 7.3538 COCOA 115.4957 4359.0000 2.6496 42.3935 COFFEE 5.1204 272.4500 1.8794 30.0705 COPPER 0.0848 6.1560 1.3773 22.0368 CORN 4.8069 488.5000 0.9840 15.7440 COTTON2 1.1723 82.7000 1.4176 22.6813 CRUDE_W 1.6397 77.7400 2.1092 33.7480 DAX 277.8671 24520.0000 1.1332 18.1316 DOW 398.9787 49690.0000 0.8029 12.8470 DX 0.3955 97.9500 0.4037 6.4600 EUR 0.0047 1.1768 0.3959 6.3351 EURIBOR-ICE 0.0554 97.3400 0.0569 0.9100 EUROSTX 73.3107 5884.0000 1.2459 19.9349 FEEDCOW 3.0821 366.6750 0.8405 13.4487 GASOIL 31.8075 1032.2500 3.0814 49.3020 GASOLINE 0.0704 3.1824 2.2133 35.4128 GAS_US_mini 0.0955 3.0200 3.1609 50.5741 GBP 0.0062 1.3576 0.4601 7.3623 GOLD_micro 57.8511 4718.8000 1.2260 19.6155 HEATOIL 0.0955 3.5298 2.7042 43.2678 JGB-SGX-mini 0.2789 129.5700 0.2153 3.4446 JPY 0.0000 0.0064 0.6801 10.8823 LEANHOG 1.1375 103.1250 1.1031 17.6489 LIVECOW 1.7614 246.3000 0.7151 11.4421 LUMBER-new 6.5553 584.5000 1.1215 17.9442 MXP 0.0003 0.0578 0.6049 9.6788 NASDAQ_micro 235.4904 28634.5000 0.8224 13.1584 NIKKEI 793.6289 62240.0000 1.2751 20.4018 NZD 0.0041 0.5958 0.6897 11.0347 OAT 0.5544 119.6900 0.4632 7.4118 OATIES 5.9573 343.0000 1.7368 27.7889 OJ 5.8933 174.4000 3.3792 54.0671 PALLAD 39.1693 1502.0000 2.6078 41.7250 PLAT 47.1776 2044.4000 2.3076 36.9224 REDWHEAT 11.5069 678.5000 1.6959 27.1348 RICE 0.1723 12.3450 1.3955 22.3274 ROBUSTA 55.9598 3415.0000 1.6386 26.2184 RUSSELL 30.3911 2843.2000 1.0689 17.1025 SHATZ 0.1129 105.8250 0.1067 1.7065 SILVER-mini 2.0668 81.1875 2.5457 40.7317 SMI 121.8078 13022.0000 0.9354 14.9664 SOFR 0.0527 96.3400 0.0547 0.8746 SOYBEAN 9.1103 1171.7500 0.7775 12.4400 SOYMEAL 3.7989 311.2000 1.2207 19.5317 SOYOIL 0.9165 71.2300 1.2867 20.5875 SP400 35.8722 3697.7000 0.9701 15.5220 SP500_micro 50.1147 7357.5000 0.6811 10.8982 SUGAR11 0.2793 15.0500 1.8560 29.6961 US10 0.3642 110.5156 0.3295 5.2721 US10U 0.4641 112.8438 0.4113 6.5803 US2 0.0985 103.5039 0.0952 1.5228 US20 0.6989 113.1562 0.6177 9.8827 US30 0.8945 115.3750 0.7753 12.4050 US5 0.2418 107.7266 0.2245 3.5916 VIX 0.5664 21.6000 2.6222 41.9544 WHEAT 9.9811 649.2500 1.5373 24.5973 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 721.80 0.60 435.06 1.00 435.06 37105.69 85.29 19.65 167.62 BITCOIN 80.40 1.79 144.00 1.00 144.00 37105.69 257.67 -3.39 -87.24 BOBL 1155.70 0.24 275.74 1.17 323.47 37105.69 114.71 2.93 33.64 BTP 1179.10 0.56 664.98 1.17 780.09 37105.69 47.57 -1.11 -5.26 BUND 1255.10 0.38 480.60 1.17 563.80 37105.69 65.81 2.37 15.60 BUXL 1086.40 0.83 904.80 1.17 1061.44 37105.69 34.96 0.41 1.42 CAC 809.00 1.18 956.78 1.17 1122.42 37105.69 33.06 8.16 26.99 CAD 734.60 0.35 255.23 1.00 255.23 37105.69 145.38 3.37 48.95 CANOLA 147.60 1.08 158.85 0.74 116.83 37105.69 317.61 9.60 304.97 CHF 1610.31 0.46 740.12 1.00 740.12 37105.69 50.13 -8.24 -41.33 COCOA 435.90 2.65 1154.96 1.00 1154.96 37105.69 32.13 -1.41 -4.53 COFFEE 1021.69 1.88 1920.16 1.00 1920.16 37105.69 19.32 -3.31 -6.39 COPPER 1539.00 1.38 2119.66 1.00 2119.66 37105.69 17.51 7.67 13.43 CORN 244.25 0.98 240.34 1.00 240.34 37105.69 154.39 10.05 155.17 COTTON2 413.50 1.42 586.17 1.00 586.17 37105.69 63.30 6.48 41.03 CRUDE_W 777.40 2.11 1639.73 1.00 1639.73 37105.69 22.63 13.10 29.65 DAX 245.20 1.13 277.87 1.17 325.97 37105.69 113.83 1.16 13.20 DOW 248.45 0.80 199.49 1.00 199.49 37105.69 186.00 -3.55 -65.99 DX 979.50 0.40 395.47 1.00 395.47 37105.69 93.83 -2.66 -24.93 EUR 1471.06 0.40 582.46 1.00 582.46 37105.69 63.71 -2.41 -15.34 EURIBOR-ICE 2433.50 0.06 138.40 1.17 162.36 37105.69 228.54 2.40 54.82 EUROSTX 588.40 1.25 733.11 1.17 860.02 37105.69 43.15 4.88 21.07 FEEDCOW 1833.38 0.84 1541.03 1.00 1541.03 37105.69 24.08 10.09 24.30 GASOIL 1032.25 3.08 3180.75 1.00 3180.75 37105.69 11.67 15.06 17.56 GASOLINE 1336.61 2.21 2958.32 1.00 2958.32 37105.69 12.54 13.04 16.35 GAS_US_mini 75.50 3.16 238.65 1.00 238.65 37105.69 155.48 -5.73 -89.11 GBP 848.50 0.46 390.43 1.00 390.43 37105.69 95.04 4.18 39.73 GOLD_micro 471.88 1.23 578.51 1.00 578.51 37105.69 64.14 -4.80 -30.81 HEATOIL 1482.52 2.70 4009.08 1.00 4009.08 37105.69 9.26 11.10 10.27 JGB-SGX-mini 129570.00 0.22 27894.71 0.01 178.29 37105.69 208.12 -6.08 -126.55 JPY 800.00 0.68 544.12 1.00 544.12 37105.69 68.19 -0.09 -0.59 LEANHOG 412.50 1.10 455.01 1.00 455.01 37105.69 81.55 -18.61 -151.75 LIVECOW 985.20 0.72 704.55 1.00 704.55 37105.69 52.67 18.06 95.11 LUMBER-new 160.74 1.12 180.27 1.00 180.27 37105.69 205.83 -12.25 -252.09 MXP 288.75 0.60 174.67 1.00 174.67 37105.69 212.43 12.37 262.78 NASDAQ_micro 572.69 0.82 470.98 1.00 470.98 37105.69 78.78 4.55 35.88 NIKKEI 62240.00 1.28 79362.89 0.01 507.26 37105.69 73.15 5.28 38.66 NZD 595.85 0.69 410.94 1.00 410.94 37105.69 90.29 5.98 53.99 OAT 1196.90 0.46 554.45 1.17 650.43 37105.69 57.05 5.02 28.64 OATIES 171.50 1.74 297.86 1.00 297.86 37105.69 124.57 -1.42 -17.74 OJ 261.60 3.38 884.00 1.00 884.00 37105.69 41.97 -9.71 -40.75 PALLAD 1502.00 2.61 3916.93 1.00 3916.93 37105.69 9.47 5.56 5.27 PLAT 1022.20 2.31 2358.88 1.00 2358.88 37105.69 15.73 3.85 6.06 REDWHEAT 339.25 1.70 575.34 1.00 575.34 37105.69 64.49 4.63 29.87 RICE 246.90 1.40 344.54 1.00 344.54 37105.69 107.70 -5.14 -55.36 ROBUSTA 341.50 1.64 559.60 1.00 559.60 37105.69 66.31 -3.54 -23.44 RUSSELL 142.16 1.07 151.96 1.00 151.96 37105.69 244.19 10.08 246.19 SHATZ 1058.25 0.11 112.87 1.17 132.41 37105.69 280.23 -0.99 -27.80 SILVER-mini 2029.69 2.55 5167.04 1.00 5167.04 37105.69 7.18 3.16 2.27 SMI 1302.20 0.94 1218.08 1.28 1561.05 37105.69 23.77 8.62 20.49 SOFR 2408.50 0.05 131.65 1.00 131.65 37105.69 281.85 -12.75 -359.41 SOYBEAN 585.88 0.78 455.52 1.00 455.52 37105.69 81.46 10.85 88.40 SOYMEAL 311.20 1.22 379.89 1.00 379.89 37105.69 97.67 -6.46 -63.11 SOYOIL 427.38 1.29 549.92 1.00 549.92 37105.69 67.47 13.53 91.32 SP400 3697.70 0.97 3587.22 1.00 3587.22 37105.69 10.34 4.57 4.73 SP500_micro 367.88 0.68 250.57 1.00 250.57 37105.69 148.08 3.86 57.21 SUGAR11 168.56 1.86 312.85 1.00 312.85 37105.69 118.61 -4.72 -55.94 US10 1105.16 0.33 364.15 1.00 364.15 37105.69 101.90 -8.52 -86.80 US10U 1128.44 0.41 464.09 1.00 464.09 37105.69 79.95 -9.81 -78.40 US2 2070.08 0.10 197.02 1.00 197.02 37105.69 188.34 -9.97 -187.75 US20 1131.56 0.62 698.93 1.00 698.93 37105.69 53.09 -3.61 -19.14 US30 1153.75 0.78 894.52 1.00 894.52 37105.69 41.48 -6.68 -27.72 US5 1077.27 0.22 241.82 1.00 241.82 37105.69 153.45 -9.37 -143.78 VIX 216.00 2.62 566.38 1.00 566.38 37105.69 65.51 -6.86 -44.93 WHEAT 324.62 1.54 499.06 1.00 499.06 37105.69 74.35 0.17 1.28 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 167.621 0.010 2.5 4.355 BITCOIN -87.245 0.043 2.5 -9.461 BOBL 33.641 0.004 2.5 0.342 BTP -5.258 0.014 2.5 -0.180 BUND 15.601 0.004 2.5 0.158 BUXL 1.416 0.004 2.5 0.014 CAC 26.988 0.014 2.5 0.922 CAD 48.946 0.010 2.5 1.272 CANOLA 304.971 0.010 2.5 7.430 CHF -41.326 0.010 2.5 -1.074 COCOA -4.526 0.010 2.5 -0.110 COFFEE -6.393 0.005 2.5 -0.085 COPPER 13.432 0.043 2.5 1.457 CORN 155.167 0.010 2.5 3.780 COTTON2 41.029 0.010 2.5 1.000 CRUDE_W 29.653 0.043 2.5 3.216 DAX 13.204 0.014 2.5 0.451 DOW -65.993 0.009 2.5 -1.536 DX -24.929 0.010 2.5 -0.648 EUR -15.337 0.010 2.5 -0.399 EURIBOR-ICE 54.821 0.014 2.5 1.872 EUROSTX 21.072 0.014 2.5 0.720 FEEDCOW 24.303 0.013 2.5 0.806 GASOIL 17.563 0.017 2.5 0.762 GASOLINE 16.354 0.017 2.5 0.710 GAS_US_mini -89.114 0.043 2.5 -9.664 GBP 39.728 0.010 2.5 1.032 GOLD_micro -30.814 0.014 2.5 -1.053 HEATOIL 10.272 0.017 2.5 0.446 JGB-SGX-mini -126.549 0.043 2.5 -13.723 JPY -0.591 0.010 2.5 -0.015 LEANHOG -151.752 0.024 2.5 -9.236 LIVECOW 95.106 0.013 2.5 3.156 LUMBER-new -252.086 0.010 2.5 -6.142 MXP 262.781 0.059 2.5 38.623 NASDAQ_micro 35.885 0.009 2.5 0.835 NIKKEI 38.657 0.043 2.5 4.192 NZD 53.993 0.010 2.5 1.403 OAT 28.643 0.014 2.5 0.978 OATIES -17.735 0.010 2.5 -0.432 OJ -40.748 0.010 2.5 -0.993 PALLAD 5.270 0.014 2.5 0.180 PLAT 6.061 0.014 2.5 0.207 REDWHEAT 29.872 0.005 2.5 0.397 RICE -55.359 0.010 2.5 -1.349 ROBUSTA -23.443 0.005 2.5 -0.311 RUSSELL 246.189 0.013 2.5 8.170 SHATZ -27.801 0.004 2.5 -0.282 SILVER-mini 2.267 0.014 2.5 0.077 SMI 20.492 0.014 2.5 0.700 SOFR -359.414 0.024 2.5 -21.874 SOYBEAN 88.396 0.004 2.5 0.823 SOYMEAL -63.107 0.004 2.5 -0.588 SOYOIL 91.323 0.004 2.5 0.851 SP400 4.731 0.013 2.5 0.157 SP500_micro 57.211 0.009 2.5 1.331 SUGAR11 -55.941 0.010 2.5 -1.363 US10 -86.798 0.005 2.5 -1.101 US10U -78.404 0.005 2.5 -0.995 US2 -187.752 0.005 2.5 -2.382 US20 -19.143 0.005 2.5 -0.243 US30 -27.725 0.005 2.5 -0.352 US5 -143.781 0.005 2.5 -1.825 VIX -44.933 0.099 2.5 -11.107 WHEAT 1.279 0.005 2.5 0.017 ===================== Position diags ===================== AUD 2.22 BITCOIN 27.94 BOBL 1.16 BTP 1.62 BUND 0.67 BUXL 0.35 CAC 1.13 CAD 3.78 CANOLA 7.74 CHF 1.30 COCOA 0.78 COFFEE 0.26 COPPER 1.90 CORN 3.76 COTTON2 1.54 CRUDE_W 2.45 DAX 3.89 DOW 4.33 DX 2.44 EUR 1.66 EURIBOR-ICE 7.81 EUROSTX 1.47 FEEDCOW 0.80 GASOIL 0.51 GASOLINE 0.54 GAS_US_mini 16.86 GBP 2.47 GOLD_micro 2.19 HEATOIL 0.40 JGB-SGX-mini 22.57 JPY 1.77 LEANHOG 4.96 LIVECOW 1.75 LUMBER-new 5.01 MXP 31.22 NASDAQ_micro 1.83 NIKKEI 7.93 NZD 2.35 OAT 1.95 OATIES 3.03 OJ 1.02 PALLAD 0.32 PLAT 0.54 REDWHEAT 0.86 RICE 2.62 ROBUSTA 0.88 RUSSELL 8.10 SHATZ 2.85 SILVER-mini 0.25 SMI 0.81 SOFR 17.15 SOYBEAN 0.76 SOYMEAL 0.91 SOYOIL 0.63 SP400 0.34 SP500_micro 3.45 SUGAR11 2.89 US10 1.29 US10U 1.01 US2 2.39 US20 0.67 US30 0.53 US5 1.95 VIX 16.19 WHEAT 0.99 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.4 4.1 4.6 0.0 0 BITCOIN -9.5 -12.3 -6.7 0.0 0 BOBL 0.3 0.2 0.5 0.0 0 BTP -0.2 -0.3 -0.0 -2.0 -2 BUND 0.2 0.1 0.2 0.0 0 BUXL 0.0 -0.0 0.0 -1.0 -1 CAC 0.9 0.8 1.0 0.0 0 CAD 1.3 0.9 1.6 0.0 0 CANOLA 7.4 6.7 8.2 4.0 4 CHF -1.1 -1.2 -0.9 -1.0 -1 COCOA -0.1 -0.2 -0.0 -1.0 -1 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER 1.5 1.3 1.6 3.0 3 CORN 3.8 3.4 4.2 0.0 0 COTTON2 1.0 0.8 1.2 0.0 0 CRUDE_W 3.2 3.0 3.5 2.0 2 DAX 0.5 0.1 0.8 -1.0 -1 DOW -1.5 -2.0 -1.1 -12.0 -12 DX -0.6 -0.9 -0.4 0.0 0 EUR -0.4 -0.6 -0.2 0.0 0 EURIBOR-ICE 1.9 1.1 2.7 0.0 0 EUROSTX 0.7 0.6 0.9 3.0 3 FEEDCOW 0.8 0.7 0.9 2.0 2 GASOIL 0.8 0.7 0.8 0.0 0 GASOLINE 0.7 0.7 0.8 3.0 3 GAS_US_mini -9.7 -11.3 -8.0 -3.0 -3 GBP 1.0 0.8 1.3 6.0 6 GOLD_micro -1.1 -1.3 -0.8 -3.0 -3 HEATOIL 0.4 0.4 0.5 0.0 0 JGB-SGX-mini -13.7 -16.0 -11.5 0.0 0 JPY -0.0 -0.2 0.2 -1.0 -1 LEANHOG -9.2 -9.7 -8.7 -8.0 -8 LIVECOW 3.2 3.0 3.3 2.0 2 LUMBER-new -6.1 -6.6 -5.6 0.0 0 MXP 38.6 35.5 41.7 31.0 31 NASDAQ_micro 0.8 0.7 1.0 2.0 2 NIKKEI 4.2 3.4 5.0 2.0 2 NZD 1.4 1.2 1.6 1.0 1 OAT 1.0 0.8 1.2 3.0 3 OATIES -0.4 -0.7 -0.1 NaN 0 OJ -1.0 -1.1 -0.9 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT 0.4 0.3 0.5 1.0 1 RICE -1.3 -1.6 -1.1 0.0 0 ROBUSTA -0.3 -0.4 -0.2 0.0 0 RUSSELL 8.2 7.4 9.0 0.0 0 SHATZ -0.3 -0.6 0.0 NaN 0 SILVER-mini 0.1 0.1 0.1 0.0 0 SMI 0.7 0.6 0.8 0.0 0 SOFR -21.9 -23.6 -20.2 NaN 0 SOYBEAN 0.8 0.7 0.9 2.0 2 SOYMEAL -0.6 -0.7 -0.5 0.0 0 SOYOIL 0.9 0.8 0.9 0.0 0 SP400 0.2 0.1 0.2 2.0 2 SP500_micro 1.3 1.0 1.7 0.0 0 SUGAR11 -1.4 -1.7 -1.1 -2.0 -2 US10 -1.1 -1.2 -1.0 -1.0 -1 US10U -1.0 -1.1 -0.9 -1.0 -1 US2 -2.4 -2.6 -2.1 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.4 -0.4 -0.3 -5.0 -5 US5 -1.8 -2.0 -1.6 -5.0 -5 VIX -11.1 -12.7 -9.5 -5.0 -5 WHEAT 0.0 -0.1 0.1 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.3 0.1 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 0.2 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 -0.0 0.1 -0.5 0.2 -0.6 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.2 -0.5 0.2 -2.2 0.1 0.2 -0.2 0.2 -0.4 0.2 -0.0 0.5 0.6 0.6 0.2 -0.4 -0.1 -0.7 -0.7 BOBL 0.1 -0.1 -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 0.3 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.0 0.2 0.2 0.1 0.0 0.1 0.4 0.1 0.7 BTP 0.2 -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 0.0 0.1 0.0 -0.0 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 0.1 -0.2 -0.0 -0.3 -0.0 -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 0.1 -0.1 0.0 0.2 0.2 0.2 0.1 0.1 0.1 0.4 0.2 0.7 BUXL 0.0 -0.0 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.4 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 0.3 0.2 0.3 0.2 -0.1 0.2 0.0 0.1 CAC 0.0 0.3 -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 -0.1 -0.4 -0.2 0.1 -0.1 0.7 -0.1 0.7 CAD 0.5 -0.1 0.0 0.1 0.2 0.2 0.2 0.2 0.1 -0.0 0.1 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 0.1 -0.4 -0.2 0.3 -0.2 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.2 0.1 0.6 0.1 -0.1 0.2 0.1 -0.2 0.1 -0.1 0.3 0.1 0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.2 0.1 1.3 0.1 -0.1 0.4 0.0 0.3 0.1 -1.1 -0.1 0.2 -0.1 0.6 0.3 0.7 0.4 0.7 CHF 0.3 -0.2 -0.1 0.1 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 0.1 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 0.0 -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 0.2 -0.2 0.1 0.0 0.5 0.5 0.1 -0.5 0.4 0.1 0.5 0.2 COFFEE -0.1 0.2 -0.6 0.2 -0.1 0.3 0.1 -0.2 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 -0.1 -0.2 -0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.6 -0.5 -0.6 0.5 0.6 0.6 0.7 COPPER 0.2 0.1 0.1 -0.0 0.1 0.1 0.0 0.3 -0.0 0.1 0.2 0.1 0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.2 0.1 0.1 0.1 0.1 0.3 0.1 -0.2 0.1 0.5 0.3 0.2 0.1 0.7 -0.2 0.4 CORN 0.3 0.1 0.5 0.2 -0.1 0.3 0.1 -0.3 0.2 -0.1 0.4 0.1 0.0 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.1 0.2 1.7 0.2 -0.1 0.4 0.1 0.3 0.2 -1.1 0.3 0.6 -0.0 0.4 0.5 -0.0 0.6 0.2 COTTON2 0.2 0.6 0.6 0.2 -0.1 0.3 0.1 -0.2 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 0.1 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 -0.2 0.0 0.6 0.2 -0.1 0.5 0.0 0.6 0.1 -0.1 0.3 0.1 0.3 0.1 0.1 0.4 0.2 0.4 0.3 0.2 0.2 0.0 0.2 0.1 0.7 0.1 -0.1 0.4 0.0 0.3 0.1 -0.0 0.1 0.2 -0.2 -0.5 0.4 0.7 -0.1 0.0 DAX 0.4 0.2 -0.5 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 0.1 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 0.3 -0.4 0.1 0.1 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 0.0 0.0 0.1 0.1 0.1 -0.1 -0.2 -0.2 -0.4 -0.4 -0.3 -0.7 -0.5 -0.7 DX -0.3 -0.1 0.2 0.1 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 -0.5 -0.6 -0.1 -0.3 0.0 0.3 0.5 0.5 EUR 0.1 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 0.1 -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 -0.0 -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 0.2 0.1 0.0 0.2 0.4 0.3 0.5 EUROSTX 0.2 0.1 -0.5 0.1 0.1 0.2 0.1 0.2 0.1 0.0 0.1 0.0 0.3 0.1 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 0.0 -0.2 -0.2 -0.2 0.0 0.7 0.0 0.7 FEEDCOW -0.3 0.3 -0.1 0.2 -0.1 0.3 0.1 -0.2 0.2 0.0 0.4 0.1 0.6 0.1 0.1 -0.0 0.2 0.1 0.1 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 0.0 0.5 0.1 1.0 0.5 -0.2 0.5 -0.3 0.6 0.7 0.5 0.7 GASOIL 0.1 0.6 0.6 0.1 -0.0 0.4 0.0 0.4 0.1 -0.0 0.2 0.0 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.3 0.1 -0.4 0.2 -0.0 0.5 0.0 0.6 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 0.2 -0.3 0.2 0.2 0.1 0.4 0.2 -1.4 0.2 -0.0 0.5 0.1 0.6 0.2 -1.1 0.3 0.6 0.5 0.3 0.3 0.7 -0.1 0.2 GAS_US_mini -0.0 -0.4 -0.5 0.2 -0.1 0.5 0.0 0.7 0.2 -0.0 -0.4 -0.1 -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 -0.1 -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 0.2 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 -0.5 0.3 -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 -0.0 -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 0.1 -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 0.2 -0.0 -0.1 -0.3 -0.2 0.1 -0.6 0.1 -0.7 JPY 0.4 0.2 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 -0.3 0.1 -0.4 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 0.2 -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 0.1 -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 -0.1 -0.4 -0.2 -0.1 -0.2 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 0.0 -0.6 0.2 LIVECOW -0.1 0.6 0.3 0.2 -0.1 0.3 0.1 -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 0.1 0.5 0.2 -2.7 0.2 -0.0 0.4 0.1 0.5 0.2 1.1 0.5 0.3 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 0.1 -0.3 0.2 -0.1 -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 0.2 0.2 0.1 0.2 0.5 0.2 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 0.5 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 -0.2 0.1 0.1 0.2 0.1 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 0.1 0.1 0.2 0.1 0.0 0.2 0.1 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.1 -1.8 0.1 0.1 0.3 0.1 0.4 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 0.1 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 0.1 -0.0 0.0 1.5 0.0 0.1 0.0 0.1 -0.0 0.0 0.0 0.0 -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 0.1 -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 0.7 0.3 0.3 0.1 0.2 -0.0 0.4 0.0 0.5 OATIES -0.1 0.1 0.6 0.1 -0.1 0.2 0.1 -0.2 0.1 -0.0 0.1 0.0 -0.1 -0.0 0.1 -0.4 -0.2 -0.3 -0.3 0.1 0.1 0.0 -0.0 0.0 0.1 0.1 -0.1 0.1 0.0 -0.0 0.0 -0.9 0.2 -0.1 -0.3 0.3 0.1 -0.3 0.2 -0.3 OJ -0.3 0.1 -0.0 0.1 -0.0 0.1 0.0 -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 -0.2 -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 0.4 0.3 0.6 0.2 -0.1 0.3 0.1 -0.2 0.2 -0.1 0.4 0.1 -0.0 0.1 0.2 -0.2 -0.3 -0.3 -0.3 0.2 0.2 0.1 0.2 0.2 0.9 0.2 -0.1 0.5 0.1 0.4 0.2 -1.1 -0.1 0.6 0.5 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.3 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 -0.2 0.1 0.4 0.0 0.2 -0.0 0.2 -0.2 0.1 -1.1 0.4 0.2 -0.1 -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 -0.0 -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 -0.3 0.1 -0.4 -0.6 0.2 -0.0 0.2 0.3 RUSSELL 0.6 0.5 -0.1 0.1 0.1 0.2 0.2 0.3 0.2 0.1 0.3 0.1 0.5 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.3 0.2 1.0 0.1 0.1 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 -0.1 -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 0.1 -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 0.1 0.1 0.0 0.4 -0.0 0.0 0.1 0.1 -0.0 0.1 0.7 0.4 0.4 0.2 SMI 0.2 0.1 -0.3 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.1 -0.0 0.2 0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.0 0.0 0.1 0.0 0.7 0.1 0.0 0.2 0.0 0.3 0.1 1.0 -0.3 -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 -0.2 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 -0.2 0.1 -0.1 0.1 -0.2 -0.4 -0.3 0.2 -0.3 -0.3 -0.2 -0.5 SOYBEAN 0.1 0.2 0.5 0.2 -0.1 0.3 0.1 -0.3 0.2 -0.0 0.5 0.1 0.7 0.2 0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.1 0.3 0.2 -0.9 0.2 -0.0 0.5 0.1 0.6 0.2 0.0 0.4 0.4 -0.2 0.6 0.2 -0.2 0.2 -0.1 SOYMEAL -0.2 0.0 0.3 0.2 -0.1 0.2 0.1 -0.2 0.1 -0.1 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 0.1 -0.1 -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 0.1 -0.2 0.2 0.0 0.5 0.2 0.7 0.2 0.2 0.4 0.0 0.4 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.0 0.5 0.2 0.7 0.2 0.7 0.5 0.6 0.6 0.6 0.0 -0.7 0.0 -0.7 SP400 0.5 0.3 -0.0 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 -0.1 -0.1 -0.2 -0.0 -0.2 -0.7 -0.1 -0.7 SP500_micro 0.6 0.6 -0.3 0.1 0.1 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 0.3 0.6 -0.1 -0.4 0.1 -0.7 0.2 -0.7 SUGAR11 0.1 0.0 0.5 0.1 -0.0 0.2 0.1 -0.1 0.1 0.0 -0.1 0.1 -0.3 -0.0 -0.0 -0.2 0.1 -0.1 0.0 0.0 -0.0 0.1 -0.2 0.0 -2.3 0.0 0.0 0.0 0.1 -0.1 0.1 0.7 0.4 -0.0 -0.0 -0.2 -0.2 -0.7 -0.2 -0.4 US10 -0.1 -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 -0.0 -0.1 -0.1 -0.9 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.2 -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 0.0 -0.1 -0.2 -0.0 -0.2 -0.2 -0.1 -0.0 -0.1 -0.2 -0.6 US2 0.0 -0.2 -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 -0.3 0.0 -0.7 0.1 -0.5 US20 -0.1 -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 -0.1 -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 0.0 -0.2 -0.1 -0.0 0.1 0.3 0.0 -0.2 US5 -0.0 -0.2 -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 -0.0 -0.2 -0.2 -0.1 0.0 -0.7 0.0 -0.5 VIX -0.5 -0.1 0.7 0.1 -0.1 0.4 -0.1 0.3 -0.1 -0.1 0.0 -0.2 -0.5 -0.3 -0.0 -0.6 -0.6 -0.5 -0.6 0.0 0.1 -0.1 0.1 -0.1 NaN 0.1 -0.1 0.4 -0.1 0.3 -0.1 NaN NaN NaN NaN NaN -0.6 -1.1 NaN NaN WHEAT 0.2 0.2 0.6 0.2 -0.1 0.2 0.1 -0.2 0.1 -0.1 0.3 0.0 -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 0.1 -0.1 0.4 0.0 0.3 0.1 -1.1 0.0 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 8.6 1.9 11.5 5.9 12.5 4.4 11.4 4.8 9.2 12.5 16.1 15.2 15.8 16.3 16.4 2.1 0.4 1.7 1.2 14.2 16.2 11.4 15.2 13.0 11.7 14.6 10.9 17.8 11.5 16.6 12.6 7.0 1.6 5.0 6.8 20.0 -3.7 20.0 10.8 20.0 BITCOIN 20.0 20.0 -20.0 -1.8 12.9 6.5 1.8 19.1 -2.7 14.4 -19.6 20.0 -17.5 20.0 -8.4 -4.2 -5.3 -4.0 -4.3 3.8 -20.0 20.0 -20.0 20.0 -16.9 11.6 20.0 -5.8 20.0 -11.7 20.0 -0.6 20.0 20.0 20.0 5.5 -13.3 -2.2 -20.0 -20.0 BOBL 4.3 -4.5 -2.7 -2.7 -0.5 -2.7 -2.5 -2.4 -2.7 4.8 -6.9 -1.4 -5.8 -3.9 -6.8 20.0 3.0 12.9 6.3 -5.5 -6.0 -0.1 -4.7 -3.0 1.5 -1.9 4.8 -4.1 3.4 -4.2 1.1 -0.2 8.3 6.5 2.1 0.3 1.9 13.5 4.3 20.0 BTP 4.9 -4.5 -15.4 -3.5 -0.6 -3.5 -3.2 -3.0 -3.4 8.9 -3.8 2.2 2.7 1.7 -4.5 3.7 9.5 6.3 8.5 -4.1 -4.2 3.2 -1.0 -0.8 -20.0 -1.3 9.2 -2.2 6.8 0.8 3.0 8.5 13.0 9.9 4.1 0.6 0.3 12.4 1.9 14.5 BUND 3.5 -4.6 0.9 -3.2 -0.6 -3.2 -3.0 -2.8 -3.1 5.9 -7.7 -0.9 -7.8 -3.8 -7.8 -1.1 6.8 3.4 6.2 -5.0 -5.4 0.4 -4.9 -2.6 -0.4 -1.2 6.2 -3.1 4.8 -3.7 1.9 4.3 10.3 6.7 3.5 3.1 1.6 13.0 5.3 20.0 BUXL 1.4 -1.0 9.3 -4.6 -0.8 -4.6 -4.3 -4.1 -4.5 3.8 -13.0 3.4 -16.0 -7.2 -10.6 3.6 3.8 3.8 4.0 -5.0 -6.7 -0.2 -10.7 -3.0 3.2 0.8 7.8 -3.2 7.2 -8.4 4.0 -0.6 14.3 4.9 10.7 7.2 -4.0 7.3 0.3 3.5 CAC 1.1 8.5 -10.1 8.7 8.8 5.9 10.5 5.6 11.1 1.7 1.6 -0.5 7.1 4.0 2.1 10.8 1.9 9.4 5.2 1.4 0.8 1.9 1.5 1.8 4.3 7.5 6.6 6.7 7.6 4.9 7.2 14.4 -4.2 -11.8 -6.2 2.1 -1.7 20.0 -4.4 20.0 CAD 16.5 -2.3 1.0 8.1 17.2 6.1 15.6 6.6 12.7 -0.9 2.1 15.3 4.4 13.0 -0.2 -7.2 -7.4 -7.2 -7.3 5.6 2.1 8.7 0.1 11.0 20.0 8.7 0.4 5.4 11.0 3.3 13.8 -7.0 -6.6 9.0 -5.6 -3.1 -20.0 -20.0 -20.0 -20.0 CANOLA 5.2 3.9 20.0 13.8 -6.2 7.9 6.4 -5.0 11.7 -9.7 10.4 5.8 5.3 6.8 11.4 -13.8 -15.5 -15.8 -16.3 11.4 11.5 2.0 7.3 8.4 9.6 12.6 -10.6 13.4 1.6 8.4 8.2 -20.0 -2.2 5.4 -3.4 20.0 10.3 20.0 13.3 20.0 CHF 8.0 -5.5 -4.2 4.7 10.0 3.5 9.1 3.8 7.4 10.8 -6.4 6.6 7.1 3.5 -6.5 -14.6 -15.5 -14.5 -14.7 -1.3 -1.3 5.7 2.2 2.2 -2.9 0.1 8.0 1.2 5.7 4.6 2.3 -20.0 -2.2 -2.5 -7.0 -2.1 -20.0 -20.0 -13.1 -20.0 COCOA 20.0 20.0 -20.0 7.0 -3.1 4.0 3.2 -2.5 6.0 6.6 -6.1 6.6 -6.6 5.5 -3.7 -7.3 -0.3 -7.0 -5.1 -0.5 -10.5 16.4 -13.3 9.1 -20.0 2.2 19.2 -4.2 15.2 -5.7 8.9 0.5 20.0 15.0 2.6 -14.9 13.3 1.7 15.7 7.1 COFFEE -2.5 5.8 -19.7 18.2 -8.1 10.5 8.4 -6.6 15.5 -16.2 -12.4 -12.7 -1.1 -10.3 -12.1 20.0 18.4 20.0 20.0 -8.2 -10.5 -14.6 -3.1 -8.2 -20.0 -5.1 -20.0 -4.3 -13.1 4.2 -7.2 20.0 -20.0 -17.4 -14.8 -20.0 15.3 17.9 18.6 20.0 COPPER 6.4 4.6 2.0 -0.9 6.5 3.3 0.9 9.6 -1.4 7.9 6.6 6.3 7.0 8.8 3.7 -7.2 -6.5 -6.8 -6.6 5.5 6.2 6.4 7.8 5.8 -1.4 5.0 10.3 5.4 5.4 7.5 4.8 -3.6 3.5 16.1 9.9 6.8 3.3 20.0 -4.7 13.4 CORN 9.1 2.2 16.1 20.0 -9.4 12.1 9.6 -7.5 17.8 -7.7 14.5 9.5 1.0 11.2 15.4 -20.0 -20.0 -20.0 -20.0 13.7 11.2 7.2 3.9 14.0 12.5 16.7 -12.6 15.2 8.6 8.2 15.9 -20.0 10.6 17.6 -1.2 12.3 14.0 -0.4 19.2 7.4 COTTON2 7.0 20.0 20.0 17.7 -7.9 10.2 8.1 -6.4 15.0 7.1 12.6 14.2 0.4 17.1 17.7 -9.8 -18.9 -16.3 -18.8 20.0 18.3 20.0 4.2 20.0 -3.5 20.0 9.3 20.0 20.0 5.6 20.0 -20.0 20.0 20.0 20.0 20.0 -12.3 -11.0 -12.9 -8.6 CRUDE_W -5.4 1.5 20.0 20.0 -9.1 20.0 1.9 18.0 11.7 -8.5 11.8 4.8 7.0 9.2 12.8 20.0 9.9 18.0 13.2 15.2 15.0 3.1 9.1 10.7 5.2 13.5 -7.6 14.5 2.2 8.9 8.3 -0.1 2.1 5.0 -6.3 -14.9 13.2 20.0 -2.3 0.4 DAX 13.0 5.7 -16.7 8.2 8.3 5.6 9.9 5.3 10.4 2.2 -0.2 3.7 5.3 6.0 1.1 -4.0 -6.7 -5.2 -6.0 1.3 -1.0 5.8 1.0 4.8 -6.7 2.0 6.2 -0.9 8.8 0.7 6.7 -1.9 -1.3 -5.9 -9.0 -14.6 3.4 14.8 8.1 19.7 DOW 19.1 9.4 -11.6 9.4 9.5 6.4 11.4 6.1 12.0 5.7 4.1 8.5 9.1 10.2 5.6 -5.3 -7.2 -5.8 -6.3 6.0 3.2 7.3 5.1 9.2 -6.0 2.8 4.3 0.8 5.5 3.0 6.1 -2.6 -9.2 -5.2 -11.0 -13.1 -8.3 -20.0 -15.2 -20.0 DX -10.0 -3.9 7.2 4.7 9.9 3.5 9.0 3.8 7.4 -10.3 4.4 -10.0 -7.6 -10.0 2.8 3.8 5.3 4.1 4.6 -1.7 1.2 -6.1 -0.5 -5.6 -13.0 -2.5 -5.7 -0.3 -6.8 -1.5 -6.1 14.3 -20.0 -20.0 -4.4 -10.2 1.3 10.4 13.9 14.4 EUR 3.8 3.7 -7.0 6.7 14.2 5.1 12.9 5.5 10.5 14.4 -5.0 -0.6 11.3 10.7 -3.9 -5.9 -7.2 -6.1 -6.6 1.0 -1.1 3.2 3.0 3.4 5.5 1.5 8.5 1.6 3.5 6.4 2.7 -6.2 -8.0 -12.3 1.8 -9.0 -19.8 -17.6 -8.1 -20.0 EURIBOR-ICE 5.1 -5.3 -8.5 -2.4 -0.4 -2.4 -2.2 -2.1 -2.4 3.6 -5.2 -0.0 -2.8 -1.3 -5.2 1.6 8.8 4.0 6.9 -4.6 -5.1 0.5 -3.2 -2.0 -3.1 -1.2 3.7 -3.2 3.3 -2.7 1.5 6.7 8.2 7.1 2.7 0.9 5.8 11.3 9.8 16.1 EUROSTX 5.3 2.3 -16.1 8.6 8.7 5.9 10.5 5.6 11.0 3.0 3.1 2.7 7.9 5.3 2.0 -2.1 1.3 0.5 1.6 2.3 2.2 4.4 4.2 3.6 -4.2 4.3 8.6 3.3 10.1 4.6 7.6 11.6 0.3 -7.6 -7.3 -6.5 0.2 20.0 0.8 20.0 FEEDCOW -9.1 9.5 -3.4 18.4 -8.2 10.6 8.4 -6.6 15.6 2.9 16.4 5.6 17.3 13.0 13.1 -0.9 8.1 3.5 7.0 15.1 18.9 5.1 20.0 11.4 -20.0 8.0 -4.9 7.3 3.9 13.1 8.1 19.0 20.0 -4.8 14.0 -8.2 17.5 20.0 14.1 20.0 GASOIL 3.7 20.0 20.0 11.8 -4.9 13.4 1.0 9.7 6.3 -2.2 7.7 4.5 7.1 7.0 7.9 20.0 20.0 20.0 20.0 16.1 16.5 4.6 11.7 10.4 -3.2 15.9 -1.1 19.2 3.1 15.4 8.3 20.0 5.8 0.5 2.9 13.2 -0.5 8.2 -9.0 -3.0 GASOLINE 9.5 20.0 20.0 18.1 -7.6 20.0 1.6 14.9 9.7 -1.6 11.8 8.0 9.8 10.3 12.1 20.0 -14.4 8.1 -13.2 20.0 20.0 12.3 14.8 20.0 -10.4 20.0 -2.1 20.0 8.8 15.6 16.5 -20.0 13.4 17.8 14.2 8.3 8.6 20.0 -4.4 6.0 GAS_US_mini -1.5 -12.1 -14.1 20.0 -11.4 20.0 2.4 20.0 14.6 -3.2 -15.9 -5.0 -15.7 -15.1 -17.5 -20.0 -13.7 -20.0 -10.2 -12.3 -12.9 -4.2 -12.2 -8.6 20.0 -12.7 -4.6 -14.3 -4.5 -12.9 -8.5 -20.0 -5.8 -20.0 -20.0 -20.0 20.0 4.1 18.5 0.4 GBP 8.6 4.2 -2.9 7.2 15.3 5.4 13.9 5.9 11.3 11.4 2.5 14.5 12.3 17.6 -0.1 0.9 0.3 0.7 0.5 6.6 3.6 8.9 5.3 10.0 -2.6 8.6 8.3 8.2 10.0 10.9 10.5 6.4 -0.9 -1.3 6.3 -2.5 -20.0 -7.0 -11.0 -6.4 GOLD_micro -6.1 -16.1 7.9 -0.6 4.0 2.0 0.6 5.9 -0.8 5.0 1.5 -2.2 4.5 -2.9 -4.0 -6.0 -8.0 -5.8 -6.4 -3.4 2.3 -0.9 8.9 -4.1 -20.0 -0.9 4.8 6.2 -0.5 14.2 -2.8 -4.7 -0.7 -3.1 -8.2 10.5 20.0 11.3 -7.2 -20.0 HEATOIL -7.4 19.8 20.0 12.7 -5.3 14.4 1.1 10.5 6.8 -4.8 8.4 5.1 7.5 7.0 8.6 20.0 20.0 20.0 20.0 16.9 18.5 3.2 13.5 10.0 -9.1 14.6 -3.6 17.4 1.8 13.7 7.4 20.0 1.2 -0.8 4.7 11.0 -1.6 2.4 -16.5 -10.8 JGB-SGX-mini -0.1 -6.4 2.1 -2.2 -0.4 -2.2 -2.1 -2.0 -2.2 -0.7 -7.6 -2.6 -7.9 -6.1 -6.8 0.6 8.6 2.2 4.8 -7.4 -9.2 -3.2 -10.7 -5.4 3.5 -7.5 -1.5 -10.2 -3.1 -12.2 -5.2 4.4 -0.4 -3.1 -8.0 -7.6 2.6 -19.3 2.3 -20.0 JPY 11.8 4.9 1.2 4.3 9.1 3.2 8.3 3.5 6.7 9.3 -11.6 8.0 -12.3 3.8 -8.5 -8.5 -9.8 -8.7 -8.9 -2.4 -7.4 7.4 -10.7 3.1 20.0 -0.4 8.8 -4.7 8.8 -7.5 4.6 -10.2 9.6 -4.7 -0.8 -8.4 -10.0 -10.8 -4.1 -11.4 LEANHOG -5.7 -17.4 -11.9 20.0 -11.3 14.5 11.6 -9.1 20.0 -12.1 -1.6 -16.7 13.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.2 -7.5 -18.9 4.3 -20.0 -7.9 -20.0 -12.1 -15.7 -19.8 -1.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 1.4 -17.1 7.3 LIVECOW -3.6 20.0 8.8 20.0 -9.2 11.8 9.4 -7.4 17.4 6.9 18.8 12.3 18.8 18.0 18.1 20.0 9.4 15.4 10.7 20.0 20.0 13.2 20.0 20.0 -20.0 18.7 -0.2 13.2 11.1 14.0 18.5 20.0 20.0 10.5 20.0 2.2 20.0 20.0 20.0 20.0 LUMBER-new -5.2 -2.6 2.2 19.3 -8.6 11.1 8.9 -6.9 16.4 -5.8 -18.9 -9.5 -19.1 -15.2 -16.2 -20.0 -20.0 -20.0 -20.0 -12.5 -16.4 -8.0 -20.0 -11.3 NaN -8.5 -8.0 -12.2 -9.0 -17.6 -9.6 -20.0 -20.0 -20.0 -17.4 -20.0 7.2 20.0 8.7 20.0 MXP 3.5 3.8 0.5 7.3 15.5 5.5 14.1 6.0 11.5 17.6 17.6 14.5 20.0 17.2 15.0 8.2 11.1 8.7 9.7 11.9 16.5 11.4 20.0 10.6 -20.0 9.3 20.0 17.5 12.1 20.0 8.2 20.0 -4.0 -9.1 6.3 7.9 9.4 6.4 20.0 10.3 NASDAQ_micro 20.0 20.0 -4.9 11.3 11.4 7.8 13.8 7.3 14.4 12.1 8.1 14.2 12.0 14.6 12.2 -7.0 -8.0 -7.1 -7.4 20.0 13.1 20.0 10.6 20.0 -20.0 16.8 20.0 7.1 20.0 6.1 20.0 -4.2 20.0 20.0 10.7 -4.7 1.9 -20.0 7.2 -20.0 NIKKEI 18.4 10.1 6.0 8.1 8.2 5.6 9.9 5.2 10.3 4.7 8.8 8.2 9.5 9.4 8.6 -0.1 5.4 1.7 3.5 11.8 11.3 10.6 12.5 12.3 -13.8 8.2 12.4 9.6 8.1 12.4 8.4 16.8 1.7 0.3 -0.6 8.3 -20.0 -4.9 -15.0 -3.1 NZD 8.5 -1.7 0.8 3.9 8.3 2.9 7.5 3.2 6.1 9.3 1.0 9.1 -0.5 7.1 -1.4 -2.6 -3.3 -2.9 -3.2 1.2 0.0 6.1 -0.7 3.7 11.1 1.3 9.1 0.1 6.1 -1.1 3.6 0.0 0.4 -1.5 -2.3 -1.2 -14.6 20.0 -0.3 20.0 OAT 4.1 -5.0 -2.7 -2.8 -0.5 -2.8 -2.6 -2.4 -2.7 6.0 -3.6 1.5 -2.1 0.9 -4.4 10.0 12.1 11.0 12.0 -2.8 -2.7 1.8 -1.8 -0.8 -1.9 0.6 6.5 0.0 5.4 0.3 3.0 13.9 10.6 7.9 4.5 5.6 -0.4 11.0 1.1 14.1 OATIES -3.4 1.9 20.0 13.6 -6.1 7.8 6.3 -4.9 11.6 -3.3 4.7 4.5 -2.1 -1.7 5.0 -20.0 -11.7 -15.0 -13.3 5.9 5.1 1.4 -0.2 4.0 0.7 6.3 -7.4 5.5 1.2 -0.6 3.8 -16.7 7.6 -1.9 -8.1 8.1 4.2 -8.9 6.6 -9.4 OJ -8.0 2.3 -0.8 7.1 -3.2 4.1 3.3 -2.6 6.0 0.2 -3.3 -0.7 -6.0 -0.8 -3.2 -2.2 1.5 -0.8 -0.1 -1.7 -2.9 -1.2 -5.7 -1.3 -20.0 -1.8 -4.0 -2.2 -1.1 -3.7 -1.2 5.9 1.0 -10.1 -8.2 -9.6 -5.4 -8.4 -7.3 -6.6 PALLAD 1.8 -9.1 -7.3 -0.7 5.3 2.7 0.7 7.8 -1.1 0.8 -3.2 -2.8 1.5 -0.5 -6.7 -4.1 -3.3 -3.7 -3.5 -4.8 -2.5 -0.5 3.2 -2.4 15.3 -3.2 -0.3 -1.6 -0.2 4.4 -1.4 1.8 2.5 -0.5 -1.5 -8.9 20.0 12.8 18.4 -4.6 PLAT -1.4 -8.4 2.0 -0.6 4.2 2.1 0.6 6.2 -0.9 4.8 -1.1 1.0 2.5 -0.4 -5.3 -2.7 -3.1 -2.5 -2.7 -2.3 1.1 1.2 6.1 -1.5 -1.9 -1.2 4.7 2.1 1.2 7.6 -0.9 2.7 1.5 -0.7 -0.8 -4.7 20.0 17.7 20.0 -0.7 REDWHEAT 12.0 9.9 20.0 18.1 -8.1 10.4 8.3 -6.5 15.3 -10.2 15.4 11.1 -1.3 13.7 16.5 -11.1 -14.9 -12.6 -13.7 20.0 16.0 6.4 6.1 17.5 7.1 20.0 -11.8 19.4 6.3 10.3 17.7 -20.0 -3.5 20.0 14.5 20.0 -19.8 -20.0 -20.0 -20.0 RICE 9.4 6.5 20.0 10.2 -4.5 5.8 4.7 -3.7 8.6 7.8 -3.2 7.0 -8.3 3.7 2.8 -20.0 -19.3 -20.0 -20.0 1.9 -2.3 15.4 -8.9 7.1 3.3 3.2 16.8 -0.0 14.3 -6.0 7.2 -20.0 16.2 6.3 -3.3 -0.3 -20.0 -17.0 -20.0 -14.0 ROBUSTA 12.3 -4.4 -15.2 11.9 -5.3 6.9 5.5 -4.3 10.1 -2.3 -8.9 3.0 -6.1 -1.7 -8.7 20.0 17.6 20.0 19.9 -6.6 -10.2 0.9 -8.6 -1.2 -20.0 -2.9 -0.2 -6.3 0.7 -5.6 0.8 20.0 -11.2 4.4 -12.6 -18.2 4.8 -0.7 5.5 10.0 RUSSELL 20.0 16.5 -2.0 12.8 12.9 8.8 15.6 8.3 16.3 8.3 12.0 13.7 14.2 15.4 13.3 -4.2 -4.9 -4.3 -4.5 18.4 12.9 19.3 11.8 20.0 7.3 13.1 11.0 8.8 15.4 8.5 17.0 1.0 -0.5 8.4 3.0 -0.8 -4.8 -20.0 -0.4 -20.0 SHATZ 4.9 -3.4 -3.5 -2.2 -0.4 -2.2 -2.1 -1.9 -2.2 3.0 -5.8 -2.5 -6.3 -3.2 -5.1 3.5 -7.0 1.6 -1.5 -6.2 -7.0 -1.1 -5.5 -3.6 6.4 -4.4 3.3 -7.0 1.9 -6.6 -0.5 -14.8 5.6 5.8 -2.2 -7.3 2.0 9.7 3.1 14.5 SILVER-mini -0.1 -7.9 9.8 -0.6 3.9 2.0 0.5 5.7 -0.8 5.7 -0.6 0.3 1.8 -1.3 -5.6 -2.6 -4.7 -2.6 -3.4 -1.7 2.3 2.7 7.0 -1.0 -9.7 -0.1 8.4 5.3 2.5 12.2 -0.4 0.6 4.6 1.8 -1.2 2.0 20.0 12.9 13.4 5.8 SMI 5.5 2.1 -10.2 8.0 8.1 5.5 9.8 5.2 10.2 -2.6 3.5 -1.4 6.7 5.8 1.0 0.7 5.8 3.5 5.4 2.4 3.2 0.9 5.3 2.4 5.0 5.0 1.5 6.2 4.1 7.6 5.2 19.0 -10.6 -10.8 -7.4 -2.8 3.2 20.0 5.5 20.0 SOFR -7.0 -9.6 -4.1 -5.2 -0.9 -5.2 -4.8 -4.6 -5.0 -11.3 -11.9 -14.0 8.8 -15.1 -14.8 3.7 5.9 4.7 5.6 -10.1 -5.9 -12.8 -0.4 -12.9 -20.0 -8.9 -9.2 -3.1 -14.2 2.3 -13.6 2.7 -7.8 -12.0 -7.9 5.7 -8.3 -8.3 -6.4 -14.9 SOYBEAN 3.7 6.4 17.0 20.0 -9.7 12.5 10.0 -7.8 18.5 -1.3 20.0 10.2 18.2 16.7 20.0 -4.6 -3.1 -1.9 -1.9 18.8 18.5 11.2 12.4 16.5 -6.8 18.5 -3.5 19.6 12.9 15.5 17.0 0.5 15.1 12.1 -7.6 19.5 5.0 -7.3 6.8 -4.2 SOYMEAL -4.8 0.3 9.3 14.7 -6.5 8.4 6.7 -5.3 12.4 -10.1 0.6 -7.3 -4.0 -4.2 5.8 20.0 -5.0 11.2 2.2 1.6 2.2 -3.9 -1.1 -1.2 -13.8 2.7 -6.5 6.4 -4.5 4.8 -1.5 1.0 -2.8 -3.9 -12.1 -3.2 -12.4 -14.2 -19.3 -11.8 SOYOIL 12.0 12.9 20.0 19.3 -8.6 11.1 8.9 -6.9 16.4 4.4 19.6 15.1 18.2 18.1 20.0 20.0 2.0 17.8 8.2 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 3.0 20.0 20.0 20.0 20.0 12.3 20.0 20.0 20.0 20.0 0.6 -20.0 0.7 -20.0 SP400 14.5 10.3 -0.1 11.3 11.4 7.7 13.8 7.3 14.4 7.6 10.5 10.2 12.3 12.3 10.8 -4.9 -6.0 -5.4 -5.7 11.7 9.1 12.8 8.3 13.8 4.3 7.8 9.9 5.5 10.1 4.6 9.9 -1.0 -4.9 -4.4 -5.7 -0.7 -5.2 -20.0 -2.2 -20.0 SP500_micro 20.0 20.0 -9.4 12.6 12.8 8.7 15.4 8.2 16.1 12.1 10.5 15.4 14.8 16.0 13.8 -7.3 -8.8 -7.5 -8.0 20.0 11.0 20.0 11.1 20.0 -14.4 11.7 19.3 3.4 20.0 4.0 20.0 -5.4 12.8 19.4 -2.2 -13.7 3.0 -20.0 4.6 -20.0 SUGAR11 4.3 1.5 13.9 11.2 -5.0 6.5 5.2 -4.0 9.5 1.4 -4.5 5.6 -9.4 -0.2 -1.6 -10.1 6.7 -3.5 2.3 1.1 -1.5 7.4 -5.6 4.6 -17.5 2.9 0.2 1.1 7.9 -2.7 5.6 13.1 16.3 -0.5 -1.2 -4.7 -6.7 -20.0 -6.1 -12.4 US10 -1.9 -6.9 -7.0 -3.6 -0.6 -3.6 -3.3 -3.2 -3.5 -3.9 -7.2 -7.2 2.8 -7.9 -8.9 3.8 2.0 3.3 2.9 -6.3 -4.8 -5.3 -1.9 -6.3 -7.0 -5.6 -2.1 -3.4 -5.7 -0.0 -6.4 -3.1 -1.0 -4.1 -4.2 -1.9 -2.6 -20.0 -2.5 -17.9 US10U -2.2 -6.9 -6.2 -5.3 -0.9 -5.3 -4.9 -4.7 -5.2 -3.9 -9.8 -9.6 3.8 -10.9 -12.8 4.1 1.7 3.6 3.0 -8.6 -6.2 -6.8 -2.2 -8.6 -11.8 -8.5 -2.4 -4.4 -7.8 1.3 -9.5 -3.3 -0.4 -6.0 -5.8 -2.7 -0.8 -3.7 -4.6 -18.3 US2 1.1 -7.7 -11.7 -3.3 -0.6 -3.3 -3.1 -2.9 -3.2 -5.3 -8.1 -7.5 -5.6 -6.9 -7.9 -1.5 -10.1 -4.3 -6.7 -9.6 -9.3 -6.7 -6.4 -8.1 7.3 -8.5 -3.6 -8.1 -6.5 -5.0 -7.4 -20.0 -2.3 -5.4 -8.6 -10.6 1.1 -20.0 2.1 -14.3 US20 -1.7 -5.9 -3.6 -3.6 -0.6 -3.6 -3.3 -3.2 -3.5 0.0 -6.4 -4.7 0.5 -5.8 -8.3 4.7 4.2 4.7 4.7 -5.0 -3.6 -3.1 -1.8 -4.8 -6.7 -6.0 0.4 -3.4 -3.8 0.0 -5.8 0.4 1.4 -3.3 -4.3 -1.8 4.1 10.5 3.3 -5.4 US30 -2.5 -5.6 -1.2 -5.2 -0.9 -5.2 -4.8 -4.6 -5.1 -0.6 -12.8 -7.8 -6.5 -10.9 -13.9 2.8 0.6 2.4 1.8 -7.4 -5.9 -4.8 -4.8 -7.2 -4.9 -10.1 -0.4 -6.2 -6.8 -2.2 -10.1 -5.3 1.9 -5.6 -3.7 -1.2 2.1 8.2 1.3 -4.7 US5 -1.5 -7.4 -8.8 -3.6 -0.6 -3.6 -3.3 -3.2 -3.5 -5.0 -7.4 -7.9 1.9 -7.9 -8.7 1.4 -0.9 0.8 0.3 -7.6 -6.3 -6.4 -3.1 -7.4 -5.3 -6.6 -3.2 -4.7 -6.6 -1.2 -7.1 -7.7 -1.9 -5.0 -5.8 -4.1 0.4 -20.0 0.1 -15.6 VIX -9.2 -1.6 14.1 5.0 -4.7 8.8 -5.2 4.6 -3.6 -9.5 0.9 -13.3 -8.3 -15.8 -0.3 -20.0 -20.0 -16.9 -20.0 0.2 4.2 -5.3 1.3 -6.1 NaN 5.4 -5.1 9.7 -5.3 5.3 -3.7 NaN NaN NaN NaN NaN -11.3 -20.0 NaN NaN WHEAT 7.6 5.2 20.0 14.9 -6.7 8.6 6.9 -5.4 12.7 -11.4 10.2 4.4 -3.6 6.9 11.2 -14.0 -17.0 -14.5 -15.5 11.1 9.2 0.7 2.4 8.9 7.7 13.5 -10.8 13.1 2.2 7.3 10.3 -20.0 1.0 13.1 2.5 18.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3