******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260511_203932 produced at 2026-05-11 21:36:26.346938 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.42 0.0 0.00 0.00 0.00 0.00 -24.00 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.42 0.0 0.00 0.00 0.00 0.00 -12.31 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -2.59 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.15 0.0 0.23 -0.23 -0.14 -0.14 -8.61 13.0 -8 -8 caleb_strategy_v3 VIX False False 0.01 -0.06 -0.09 0.0 999.00 -999.00 -0.06 -0.06 -9.74 999999999.0 -7 -7 caleb_strategy_v3 US5 False False 0.05 -0.23 -0.09 0.0 1.13 -1.13 -0.23 -0.23 -1.91 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 -0.99 13.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.61 -0.61 -0.05 -0.05 -1.01 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 -1.13 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 -6.30 3.0 0 0 caleb_strategy_v3 DX False True 0.04 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.88 999999999.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -7.89 59.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.24 -0.02 0.0 0.29 -0.29 -0.24 -0.24 -0.34 6.0 -5 -5 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.12 -1.12 -0.04 -0.08 -0.98 56.0 -2 -4 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 -0.02 0.0 0.00 -0.01 -0.01 -0.01 -6.85 26.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.42 24.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.17 -0.02 0.0 0.69 -0.69 -0.17 -0.16 -1.62 66.0 -16 -15 caleb_strategy_v3 EUR False False 0.06 0.00 -0.01 0.0 0.87 -0.87 0.00 0.00 -0.22 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 -1.18 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 -0.90 4.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.90 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.53 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.12 -0.01 0.0 0.58 -0.58 -0.12 -0.12 -0.17 10.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.22 9.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 0.00 0.0 0.51 -0.51 -0.02 0.00 0.01 26.0 -1 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.31 2.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.00 0.00 0.0 0.57 -0.57 0.00 0.00 0.02 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.08 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.21 -0.21 0.00 0.00 0.00 4.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.00 0.0 0.70 -0.70 0.00 0.00 0.14 58.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.34 -0.34 0.00 0.00 -0.15 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.09 6.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.01 0.0 999.00 -999.00 0.00 0.09 0.11 999999999.0 0 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.01 0.0 0.89 -0.89 0.00 0.00 0.31 29.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.18 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 0.15 10.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.27 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 0.44 8.0 1 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.08 -1.08 0.00 0.00 0.33 19.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.20 -0.20 0.00 0.00 0.98 11.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.02 0.0 0.18 -0.18 0.00 0.00 0.91 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.02 0.0 0.18 -0.18 0.05 0.05 0.99 7.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.58 -0.58 0.06 0.06 0.79 20.0 2 2 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.03 0.0 0.75 -0.75 0.00 0.00 1.74 48.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.18 -0.18 0.00 0.00 0.77 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 0.47 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.02 0.03 0.0 0.57 -0.57 0.02 0.00 1.02 23.0 1 0 caleb_strategy_v3 SP400 False False 0.16 0.31 0.03 0.0 0.31 -0.31 0.31 0.31 0.16 2.0 2 2 caleb_strategy_v3 GASOLINE False False 0.06 0.12 0.04 0.0 999.00 -999.00 0.12 0.12 0.76 999999999.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.04 0.0 0.61 -0.61 0.15 0.15 0.48 8.0 2 2 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.93 12.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.04 0.0 0.13 -0.13 0.00 0.00 4.31 12.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.03 0.04 0.0 0.53 -0.53 0.03 0.03 1.58 21.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.02 0.04 0.0 0.23 -0.23 0.02 0.03 7.79 51.0 4 7 caleb_strategy_v3 GBP False False 0.04 0.18 0.05 0.0 0.79 -0.79 0.18 0.07 1.27 22.0 5 2 caleb_strategy_v3 OAT False False 0.06 0.18 0.06 0.0 0.59 -0.59 0.18 0.18 1.01 10.0 3 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.80 9.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.06 0.0 0.41 -0.41 0.00 0.00 9.63 68.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.07 0.07 0.0 0.60 -0.60 0.07 0.07 4.39 36.0 4 4 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.10 0.0 0.69 -0.69 0.08 0.04 2.50 17.0 2 1 caleb_strategy_v3 COPPER False False 0.07 0.20 0.11 0.0 999.00 -999.00 0.20 0.14 1.68 999999999.0 3 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.11 0.0 0.17 -0.17 0.10 0.10 3.34 5.0 3 3 caleb_strategy_v3 AUD False False 0.03 0.03 0.14 0.0 0.58 -0.58 0.03 0.15 4.52 19.0 1 5 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.19 0.0 1.20 -1.20 0.00 0.00 1.55 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.38 0.52 0.0 0.73 -0.73 0.38 0.38 42.44 60.0 31 31 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.8 Shocked risk 36.2 Sum abs risk 46.1 Leverage 5.85 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2385525.18, 'annual_cash_vol_target': 596381.295, 'daily_cash_vol_target': 37273.8309375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.7246 0.5914 9.4619 BITCOIN 1428.8038 82125.0000 1.7398 27.8367 BOBL 0.2702 115.3700 0.2342 3.7470 BTP 0.6526 117.5400 0.5552 8.8833 BUND 0.4737 125.2100 0.3783 6.0529 BUXL 0.8969 108.0400 0.8302 13.2828 CAC 89.0977 8004.0000 1.1132 17.8106 CAD 0.0025 0.7325 0.3423 5.4772 CANOLA 8.1645 751.3000 1.0867 17.3874 CHF 0.0059 1.2898 0.4578 7.3252 COCOA 150.5651 4698.0000 3.2049 51.2780 COFFEE 5.0466 281.3000 1.7940 28.7044 COPPER 0.0903 6.4740 1.3950 22.3204 CORN 4.7348 497.2500 0.9522 15.2351 COTTON2 1.2790 88.1900 1.4503 23.2041 CRUDE_W 1.6591 81.5900 2.0334 32.5344 DAX 262.6401 24335.0000 1.0793 17.2683 DOW 382.9568 49710.0000 0.7704 12.3261 DX 0.3817 97.8250 0.3902 6.2430 EUR 0.0047 1.1796 0.3991 6.3857 EURIBOR-ICE 0.0537 97.3050 0.0552 0.8833 EUROSTX 67.8128 5877.0000 1.1539 18.4619 FEEDCOW 3.0047 362.4500 0.8290 13.2638 GASOIL 31.4911 1060.5000 2.9695 47.5113 GASOLINE 0.0686 3.2786 2.0926 33.4821 GAS_US_mini 0.0972 3.1400 3.0953 49.5255 GBP 0.0063 1.3629 0.4606 7.3697 GOLD_micro 55.1438 4773.7000 1.1552 18.4825 HEATOIL 0.0933 3.6276 2.5713 41.1411 JGB-SGX-mini 0.2787 129.2400 0.2156 3.4502 JPY 0.0000 0.0064 0.6654 10.6464 LEANHOG 1.1189 105.4500 1.0611 16.9776 LIVECOW 1.7444 243.6000 0.7161 11.4577 LUMBER-new 6.5510 584.5000 1.1208 17.9326 MXP 0.0003 0.0580 0.6023 9.6365 NASDAQ_micro 243.6861 29416.7500 0.8284 13.2543 NIKKEI 845.7936 62905.0000 1.3446 21.5129 NZD 0.0040 0.5970 0.6709 10.7346 OAT 0.5409 119.4400 0.4529 7.2463 OATIES 5.9593 354.7500 1.6799 26.8776 OJ 5.9660 182.4500 3.2699 52.3187 PALLAD 38.1259 1524.0000 2.5017 40.0272 PLAT 47.2467 2147.3000 2.2003 35.2045 REDWHEAT 11.2900 698.5000 1.6163 25.8612 RICE 0.1664 12.5400 1.3272 21.2354 ROBUSTA 56.2284 3506.0000 1.6038 25.6604 RUSSELL 29.1447 2889.1000 1.0088 16.1405 SHATZ 0.1097 105.7300 0.1038 1.6603 SILVER-mini 2.1499 86.8500 2.4754 39.6072 SMI 110.9932 13064.0000 0.8496 13.5938 SOFR 0.0524 96.3050 0.0544 0.8707 SOYBEAN 9.2916 1193.2500 0.7787 12.4589 SOYMEAL 3.7778 317.5000 1.1899 19.0378 SOYOIL 0.8804 71.1800 1.2369 19.7899 SP400 34.6332 3701.1000 0.9358 14.9721 SP500_micro 48.7977 7432.2500 0.6566 10.5051 SUGAR11 0.2754 15.4300 1.7848 28.5563 US10 0.3617 110.3906 0.3276 5.2423 US10U 0.4603 112.6875 0.4085 6.5362 US2 0.0968 103.4492 0.0936 1.4971 US20 0.6954 113.0000 0.6154 9.8458 US30 0.8958 115.1250 0.7781 12.4500 US5 0.2403 107.6250 0.2233 3.5725 VIX 0.5507 21.9000 2.5145 40.2325 WHEAT 10.1477 671.5000 1.5112 24.1793 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 724.55 0.59 428.48 1.00 428.48 37273.83 86.99 20.00 173.98 BITCOIN 82.12 1.74 142.88 1.00 142.88 37273.83 260.87 -2.79 -72.73 BOBL 1153.70 0.23 270.18 1.17 317.30 37273.83 117.47 2.79 32.81 BTP 1175.40 0.56 652.59 1.17 766.39 37273.83 48.64 -1.04 -5.08 BUND 1252.10 0.38 473.68 1.17 556.28 37273.83 67.01 2.16 14.48 BUXL 1080.40 0.83 896.92 1.17 1053.32 37273.83 35.39 0.11 0.38 CAC 800.40 1.11 890.98 1.17 1046.34 37273.83 35.62 7.65 27.25 CAD 732.50 0.34 250.75 1.00 250.75 37273.83 148.65 0.81 12.03 CANOLA 150.26 1.09 163.29 0.73 119.60 37273.83 311.64 10.26 319.84 CHF 1612.31 0.46 738.16 1.00 738.16 37273.83 50.50 -7.54 -38.07 COCOA 469.80 3.20 1505.65 1.00 1505.65 37273.83 24.76 0.24 0.60 COFFEE 1054.88 1.79 1892.47 1.00 1892.47 37273.83 19.70 -3.27 -6.43 COPPER 1618.50 1.40 2257.85 1.00 2257.85 37273.83 16.51 9.36 15.45 CORN 248.62 0.95 236.74 1.00 236.74 37273.83 157.45 11.24 177.01 COTTON2 440.95 1.45 639.49 1.00 639.49 37273.83 58.29 6.92 40.34 CRUDE_W 815.90 2.03 1659.05 1.00 1659.05 37273.83 22.47 13.71 30.81 DAX 243.35 1.08 262.64 1.17 308.44 37273.83 120.85 0.33 4.05 DOW 248.55 0.77 191.48 1.00 191.48 37273.83 194.66 -3.57 -69.52 DX 978.25 0.39 381.70 1.00 381.70 37273.83 97.65 -3.48 -34.03 EUR 1474.44 0.40 588.46 1.00 588.46 37273.83 63.34 -1.34 -8.48 EURIBOR-ICE 2432.63 0.06 134.30 1.17 157.72 37273.83 236.33 1.92 45.45 EUROSTX 587.70 1.15 678.13 1.17 796.38 37273.83 46.80 4.93 23.07 FEEDCOW 1812.25 0.83 1502.33 1.00 1502.33 37273.83 24.81 5.84 14.48 GASOIL 1060.50 2.97 3149.11 1.00 3149.11 37273.83 11.84 15.00 17.75 GASOLINE 1377.01 2.09 2881.58 1.00 2881.58 37273.83 12.94 13.60 17.59 GAS_US_mini 78.50 3.10 242.98 1.00 242.98 37273.83 153.40 -4.12 -63.19 GBP 851.81 0.46 392.35 1.00 392.35 37273.83 95.00 5.15 48.94 GOLD_micro 477.37 1.16 551.44 1.00 551.44 37273.83 67.59 -4.25 -28.70 HEATOIL 1523.59 2.57 3917.64 1.00 3917.64 37273.83 9.51 11.40 10.85 JGB-SGX-mini 129240.00 0.22 27868.83 0.01 177.76 37273.83 209.68 -5.41 -113.52 JPY 797.56 0.67 530.70 1.00 530.70 37273.83 70.24 0.11 0.78 LEANHOG 421.80 1.06 447.57 1.00 447.57 37273.83 83.28 -16.99 -141.46 LIVECOW 974.40 0.72 697.77 1.00 697.77 37273.83 53.42 14.09 75.28 LUMBER-new 160.74 1.12 180.15 1.00 180.15 37273.83 206.90 -12.50 -258.55 MXP 290.05 0.60 174.69 1.00 174.69 37273.83 213.37 13.53 288.77 NASDAQ_micro 588.34 0.83 487.37 1.00 487.37 37273.83 76.48 5.70 43.62 NIKKEI 62905.00 1.34 84579.36 0.01 539.50 37273.83 69.09 5.86 40.46 NZD 596.95 0.67 400.50 1.00 400.50 37273.83 93.07 6.54 60.87 OAT 1194.40 0.45 540.94 1.17 635.27 37273.83 58.67 5.06 29.70 OATIES 177.38 1.68 297.96 1.00 297.96 37273.83 125.10 -1.03 -12.83 OJ 273.68 3.27 894.89 1.00 894.89 37273.83 41.65 -8.88 -36.98 PALLAD 1524.00 2.50 3812.59 1.00 3812.59 37273.83 9.78 5.52 5.40 PLAT 1073.65 2.20 2362.33 1.00 2362.33 37273.83 15.78 5.00 7.90 REDWHEAT 349.25 1.62 564.50 1.00 564.50 37273.83 66.03 4.99 32.92 RICE 250.80 1.33 332.87 1.00 332.87 37273.83 111.98 -3.29 -36.85 ROBUSTA 350.60 1.60 562.28 1.00 562.28 37273.83 66.29 -1.71 -11.31 RUSSELL 144.46 1.01 145.72 1.00 145.72 37273.83 255.78 11.35 290.20 SHATZ 1057.30 0.10 109.72 1.17 128.85 37273.83 289.28 -1.42 -41.06 SILVER-mini 2171.25 2.48 5374.81 1.00 5374.81 37273.83 6.93 4.58 3.18 SMI 1306.40 0.85 1109.93 1.28 1424.27 37273.83 26.17 8.90 23.28 SOFR 2407.63 0.05 131.03 1.00 131.03 37273.83 284.47 -13.86 -394.30 SOYBEAN 596.62 0.78 464.58 1.00 464.58 37273.83 80.23 13.30 106.72 SOYMEAL 317.50 1.19 377.78 1.00 377.78 37273.83 98.66 -5.81 -57.33 SOYOIL 427.08 1.24 528.24 1.00 528.24 37273.83 70.56 13.77 97.16 SP400 3701.10 0.94 3463.32 1.00 3463.32 37273.83 10.76 4.56 4.90 SP500_micro 371.61 0.66 243.99 1.00 243.99 37273.83 152.77 4.88 74.62 SUGAR11 172.82 1.78 308.44 1.00 308.44 37273.83 120.85 -4.00 -48.32 US10 1103.91 0.33 361.69 1.00 361.69 37273.83 103.05 -8.65 -89.18 US10U 1126.88 0.41 460.35 1.00 460.35 37273.83 80.97 -9.82 -79.50 US2 2068.98 0.09 193.59 1.00 193.59 37273.83 192.54 -10.62 -204.39 US20 1130.00 0.62 695.36 1.00 695.36 37273.83 53.60 -3.26 -17.46 US30 1151.25 0.78 895.82 1.00 895.82 37273.83 41.61 -6.35 -26.42 US5 1076.25 0.22 240.31 1.00 240.31 37273.83 155.11 -9.72 -150.81 VIX 219.00 2.51 550.68 1.00 550.68 37273.83 67.69 -5.82 -39.42 WHEAT 335.75 1.51 507.39 1.00 507.39 37273.83 73.46 0.77 5.67 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 173.983 0.010 2.5 4.521 BITCOIN -72.732 0.043 2.5 -7.887 BOBL 32.808 0.004 2.5 0.333 BTP -5.080 0.014 2.5 -0.174 BUND 14.479 0.004 2.5 0.147 BUXL 0.375 0.004 2.5 0.004 CAC 27.254 0.014 2.5 0.931 CAD 12.029 0.010 2.5 0.313 CANOLA 319.844 0.010 2.5 7.792 CHF -38.073 0.010 2.5 -0.989 COCOA 0.597 0.010 2.5 0.015 COFFEE -6.435 0.005 2.5 -0.085 COPPER 15.447 0.043 2.5 1.675 CORN 177.014 0.010 2.5 4.313 COTTON2 40.341 0.010 2.5 0.983 CRUDE_W 30.812 0.043 2.5 3.341 DAX 4.047 0.014 2.5 0.138 DOW -69.524 0.009 2.5 -1.618 DX -34.031 0.010 2.5 -0.884 EUR -8.479 0.010 2.5 -0.220 EURIBOR-ICE 45.451 0.014 2.5 1.552 EUROSTX 23.072 0.014 2.5 0.788 FEEDCOW 14.484 0.013 2.5 0.481 GASOIL 17.754 0.017 2.5 0.771 GASOLINE 17.588 0.017 2.5 0.764 GAS_US_mini -63.193 0.043 2.5 -6.853 GBP 48.943 0.010 2.5 1.272 GOLD_micro -28.699 0.014 2.5 -0.980 HEATOIL 10.850 0.017 2.5 0.471 JGB-SGX-mini -113.521 0.043 2.5 -12.310 JPY 0.785 0.010 2.5 0.020 LEANHOG -141.463 0.024 2.5 -8.609 LIVECOW 75.281 0.013 2.5 2.498 LUMBER-new -258.545 0.010 2.5 -6.299 MXP 288.766 0.059 2.5 42.443 NASDAQ_micro 43.619 0.009 2.5 1.015 NIKKEI 40.459 0.043 2.5 4.387 NZD 60.868 0.010 2.5 1.582 OAT 29.702 0.014 2.5 1.015 OATIES -12.829 0.010 2.5 -0.313 OJ -36.980 0.010 2.5 -0.901 PALLAD 5.400 0.014 2.5 0.184 PLAT 7.897 0.014 2.5 0.270 REDWHEAT 32.919 0.005 2.5 0.437 RICE -36.849 0.010 2.5 -0.898 ROBUSTA -11.309 0.005 2.5 -0.150 RUSSELL 290.200 0.013 2.5 9.630 SHATZ -41.059 0.004 2.5 -0.417 SILVER-mini 3.178 0.014 2.5 0.109 SMI 23.282 0.014 2.5 0.795 SOFR -394.297 0.024 2.5 -23.997 SOYBEAN 106.717 0.004 2.5 0.994 SOYMEAL -57.325 0.004 2.5 -0.534 SOYOIL 97.161 0.004 2.5 0.906 SP400 4.904 0.013 2.5 0.163 SP500_micro 74.620 0.009 2.5 1.737 SUGAR11 -48.317 0.010 2.5 -1.177 US10 -89.178 0.005 2.5 -1.132 US10U -79.498 0.005 2.5 -1.009 US2 -204.390 0.005 2.5 -2.594 US20 -17.464 0.005 2.5 -0.222 US30 -26.418 0.005 2.5 -0.335 US5 -150.813 0.005 2.5 -1.914 VIX -39.415 0.099 2.5 -9.743 WHEAT 5.675 0.005 2.5 0.075 ===================== Position diags ===================== AUD 2.26 BITCOIN 28.29 BOBL 1.19 BTP 1.66 BUND 0.68 BUXL 0.36 CAC 1.22 CAD 3.86 CANOLA 7.59 CHF 1.31 COCOA 0.60 COFFEE 0.26 COPPER 1.79 CORN 3.84 COTTON2 1.42 CRUDE_W 2.44 DAX 4.13 DOW 4.53 DX 2.54 EUR 1.65 EURIBOR-ICE 8.07 EUROSTX 1.60 FEEDCOW 0.82 GASOIL 0.51 GASOLINE 0.56 GAS_US_mini 16.63 GBP 2.47 GOLD_micro 2.31 HEATOIL 0.41 JGB-SGX-mini 22.74 JPY 1.82 LEANHOG 5.07 LIVECOW 1.77 LUMBER-new 5.04 MXP 31.36 NASDAQ_micro 1.78 NIKKEI 7.49 NZD 2.42 OAT 2.00 OATIES 3.05 OJ 1.01 PALLAD 0.33 PLAT 0.54 REDWHEAT 0.88 RICE 2.73 ROBUSTA 0.88 RUSSELL 8.49 SHATZ 2.94 SILVER-mini 0.24 SMI 0.89 SOFR 17.31 SOYBEAN 0.75 SOYMEAL 0.92 SOYOIL 0.66 SP400 0.36 SP500_micro 3.56 SUGAR11 2.94 US10 1.31 US10U 1.03 US2 2.44 US20 0.68 US30 0.53 US5 1.97 VIX 16.73 WHEAT 0.98 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.5 4.3 4.7 1.0 1 BITCOIN -7.9 -10.7 -5.1 0.0 0 BOBL 0.3 0.2 0.5 0.0 0 BTP -0.2 -0.3 -0.0 -2.0 -2 BUND 0.1 0.1 0.2 0.0 0 BUXL 0.0 -0.0 0.0 0.0 0 CAC 0.9 0.8 1.1 0.0 0 CAD 0.3 -0.1 0.7 0.0 0 CANOLA 7.8 7.0 8.6 4.0 4 CHF -1.0 -1.1 -0.9 -1.0 -1 COCOA 0.0 -0.0 0.1 -1.0 -1 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER 1.7 1.5 1.9 3.0 3 CORN 4.3 3.9 4.7 0.0 0 COTTON2 1.0 0.8 1.1 0.0 0 CRUDE_W 3.3 3.1 3.6 3.0 3 DAX 0.1 -0.3 0.6 0.0 0 DOW -1.6 -2.1 -1.2 -16.0 -16 DX -0.9 -1.1 -0.6 0.0 0 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 1.6 0.7 2.4 0.0 0 EUROSTX 0.8 0.6 0.9 2.0 2 FEEDCOW 0.5 0.4 0.6 2.0 2 GASOIL 0.8 0.7 0.8 0.0 0 GASOLINE 0.8 0.7 0.8 2.0 2 GAS_US_mini -6.9 -8.5 -5.2 -3.0 -3 GBP 1.3 1.0 1.5 5.0 5 GOLD_micro -1.0 -1.2 -0.7 -2.0 -2 HEATOIL 0.5 0.4 0.5 0.0 0 JGB-SGX-mini -12.3 -14.6 -10.0 0.0 0 JPY 0.0 -0.2 0.2 0.0 0 LEANHOG -8.6 -9.1 -8.1 -8.0 -8 LIVECOW 2.5 2.3 2.7 2.0 2 LUMBER-new -6.3 -6.8 -5.8 0.0 0 MXP 42.4 39.3 45.6 31.0 31 NASDAQ_micro 1.0 0.8 1.2 1.0 1 NIKKEI 4.4 3.6 5.1 4.0 4 NZD 1.6 1.3 1.8 1.0 1 OAT 1.0 0.8 1.2 3.0 3 OATIES -0.3 -0.6 -0.0 NaN 0 OJ -0.9 -1.0 -0.8 -1.0 -1 PALLAD 0.2 0.2 0.2 0.0 0 PLAT 0.3 0.2 0.3 0.0 0 REDWHEAT 0.4 0.3 0.5 1.0 1 RICE -0.9 -1.2 -0.6 0.0 0 ROBUSTA -0.2 -0.2 -0.1 0.0 0 RUSSELL 9.6 8.8 10.5 0.0 0 SHATZ -0.4 -0.7 -0.1 NaN 0 SILVER-mini 0.1 0.1 0.1 0.0 0 SMI 0.8 0.7 0.9 0.0 0 SOFR -24.0 -25.7 -22.3 NaN 0 SOYBEAN 1.0 0.9 1.1 2.0 2 SOYMEAL -0.5 -0.6 -0.4 0.0 0 SOYOIL 0.9 0.8 1.0 0.0 0 SP400 0.2 0.1 0.2 2.0 2 SP500_micro 1.7 1.4 2.1 0.0 0 SUGAR11 -1.2 -1.5 -0.9 -2.0 -2 US10 -1.1 -1.3 -1.0 -1.0 -1 US10U -1.0 -1.1 -0.9 -1.0 -1 US2 -2.6 -2.8 -2.3 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.3 -0.4 -0.3 -5.0 -5 US5 -1.9 -2.1 -1.7 -5.0 -5 VIX -9.7 -11.4 -8.1 -7.0 -7 WHEAT 0.1 -0.0 0.2 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 0.2 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 0.2 1.6 0.2 0.1 0.5 0.1 0.6 0.2 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 0.2 0.2 0.1 0.7 0.0 0.2 -0.5 0.2 -0.6 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.2 -0.5 0.2 -2.3 0.1 0.2 -0.1 0.2 -0.4 0.2 -0.0 0.4 0.6 0.6 0.2 -0.5 -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 0.0 0.4 0.1 0.7 BTP 0.1 -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 0.0 -0.0 0.1 0.0 0.0 0.4 0.3 0.3 0.2 0.0 -0.0 0.4 0.0 0.5 BUND 0.1 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 0.0 -0.3 -0.0 -0.1 -0.0 0.1 0.1 0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.2 0.2 0.3 0.2 0.1 0.0 0.4 0.2 0.7 BUXL 0.1 -0.1 0.3 -0.1 -0.0 -0.1 -0.0 -0.2 -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 -0.0 -0.1 0.0 -0.3 0.0 -0.1 0.3 0.3 0.4 0.2 -0.1 0.2 0.0 0.1 CAC -0.1 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 -0.0 0.2 0.1 0.2 0.1 0.8 -0.1 -0.4 -0.2 0.1 -0.1 0.7 -0.2 0.7 CAD 0.4 -0.0 0.0 0.1 0.2 0.2 0.2 0.2 0.2 -0.2 0.1 0.1 0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.0 0.1 2.7 0.1 -0.1 0.1 0.0 0.1 0.1 -0.4 -0.5 0.2 -0.3 -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 -0.1 0.1 -0.0 0.3 0.1 0.2 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.2 0.1 1.3 0.1 -0.0 0.3 0.0 0.3 0.1 -1.1 -0.1 0.2 -0.1 0.6 0.4 0.7 0.5 0.7 CHF 0.2 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.2 0.1 0.3 0.1 -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 0.0 -0.1 -0.2 -0.1 -0.7 -0.7 -0.4 -0.7 COCOA 0.6 0.6 -0.3 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 -0.3 0.1 -2.7 0.0 0.1 -0.1 0.1 -0.1 0.1 0.0 0.5 0.6 0.2 -0.4 0.4 0.1 0.5 0.2 COFFEE -0.1 0.1 -0.6 0.2 0.1 0.3 0.1 -0.2 0.1 -0.1 -0.3 -0.1 -0.1 -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 -0.1 -0.1 -0.1 0.1 -0.1 1.1 -0.5 -0.6 -0.5 -0.6 0.5 0.6 0.6 0.7 COPPER 0.2 0.2 0.0 -0.0 0.1 0.1 0.1 0.3 0.0 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.2 0.1 0.2 0.1 0.1 0.3 0.1 -0.2 0.3 0.5 0.4 0.3 0.1 0.7 -0.2 0.5 CORN 0.3 0.0 0.5 0.2 0.1 0.3 0.1 -0.2 0.2 -0.0 0.4 0.1 0.1 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.1 0.1 0.1 1.6 0.2 0.0 0.4 0.1 0.3 0.2 -1.1 0.1 0.6 -0.0 0.5 0.5 -0.0 0.7 0.3 COTTON2 0.1 0.6 0.6 0.2 0.1 0.2 0.1 -0.2 0.1 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 -0.5 -0.3 CRUDE_W -0.1 -0.0 0.6 0.2 -0.0 0.5 0.0 0.6 0.1 0.0 0.3 0.1 0.2 0.1 0.1 0.4 0.2 0.4 0.3 0.2 0.2 0.1 0.2 0.1 0.6 0.1 0.0 0.4 0.0 0.3 0.1 -0.0 0.2 0.1 -0.2 -0.4 0.5 0.7 -0.1 0.0 DAX 0.3 0.3 -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 0.0 0.0 0.0 -0.9 0.0 -0.0 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.2 -0.3 -0.5 0.1 0.5 0.3 0.6 DOW 0.5 0.4 -0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.0 0.1 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 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 -0.2 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 -0.4 -0.4 0.1 0.3 0.5 0.5 EUR 0.1 0.2 -0.2 0.1 0.1 0.2 0.2 0.2 0.1 0.1 -0.1 0.1 0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 0.7 0.0 0.1 0.1 0.1 0.2 0.1 -0.3 -0.2 -0.4 0.1 -0.3 -0.7 -0.6 -0.3 -0.7 EURIBOR-ICE 0.1 -0.1 -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 0.3 0.2 0.2 0.1 0.0 0.2 0.4 0.3 0.5 EUROSTX 0.1 0.2 -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 0.1 0.0 0.1 0.1 0.2 0.1 0.6 0.0 -0.3 -0.3 -0.2 -0.0 0.7 0.0 0.7 FEEDCOW -0.3 0.3 -0.2 0.2 0.1 0.3 0.1 -0.2 0.1 -0.1 0.4 -0.0 0.6 0.1 0.1 0.0 0.2 0.1 0.1 0.1 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.1 0.5 0.0 1.0 -0.4 -0.6 0.4 -0.3 0.5 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 0.4 0.6 0.6 0.2 -0.0 0.5 0.0 0.6 0.1 0.0 0.3 0.1 0.4 0.1 0.1 0.4 -0.3 0.2 -0.2 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 0.4 0.3 0.3 0.7 -0.2 0.2 GAS_US_mini 0.0 -0.4 -0.4 0.2 -0.0 0.5 0.0 0.7 0.1 0.1 -0.5 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 0.1 -0.4 0.0 -0.5 -0.1 -1.1 0.0 -0.6 -0.6 -0.6 0.7 0.2 0.6 0.0 GBP 0.3 0.2 -0.1 0.1 0.1 0.2 0.2 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.1 -0.4 0.1 0.1 0.2 0.2 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 -0.4 0.2 -0.0 0.1 0.1 0.0 0.2 0.0 0.1 0.0 -0.0 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 0.0 0.3 -0.0 -2.7 -0.0 0.0 0.2 0.0 0.5 -0.0 -0.3 -0.1 -0.1 -0.3 0.3 0.7 0.4 -0.3 -0.7 HEATOIL -0.1 0.5 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 0.1 0.4 -0.1 0.1 -0.6 -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 0.2 0.2 0.1 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 -0.0 -0.3 -0.2 0.1 -0.6 0.1 -0.7 JPY 0.4 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.3 0.1 -0.4 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.0 -0.3 0.0 2.7 0.0 0.0 -0.1 0.1 -0.3 0.1 -0.5 0.2 -0.0 -0.0 -0.3 -0.3 -0.4 -0.2 -0.4 LEANHOG -0.1 -0.5 -0.4 0.2 0.1 0.4 0.2 -0.3 0.2 -0.0 -0.1 -0.1 0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.1 0.1 -0.2 -1.0 -0.2 0.0 -0.5 -0.1 -0.1 -0.2 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 0.0 -0.6 0.2 LIVECOW -0.2 0.6 0.3 0.2 0.1 0.3 0.1 -0.2 0.2 -0.1 0.5 0.0 0.7 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.2 -0.0 0.5 0.2 -2.7 0.2 -0.1 0.3 -0.0 0.5 0.1 1.1 -0.3 -0.2 0.6 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.2 -0.1 0.0 0.2 0.1 0.3 0.1 -0.2 0.2 -0.0 -0.6 -0.2 -0.8 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -0.6 -0.2 NaN -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 -1.2 -0.6 -0.7 -0.7 -0.7 0.3 0.8 0.4 0.8 MXP 0.1 0.2 -0.0 0.1 0.1 0.2 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 0.2 0.5 0.2 -2.7 0.1 0.2 0.5 0.2 0.7 0.1 1.1 0.0 -0.2 0.2 0.2 0.3 0.2 0.7 0.3 NASDAQ_micro 0.6 0.6 -0.1 0.1 0.1 0.3 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 0.2 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 0.5 -0.1 0.0 -0.7 0.3 -0.7 NIKKEI 0.5 0.4 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 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 0.2 -1.7 0.1 0.1 0.2 0.1 0.4 0.1 0.9 0.2 0.2 0.0 0.3 -0.7 -0.2 -0.5 -0.1 NZD 0.3 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 -0.0 0.1 1.5 0.0 0.1 0.0 0.1 -0.0 0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.5 0.7 -0.0 0.7 OAT 0.1 -0.1 -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 -0.1 0.0 -0.3 0.0 0.0 0.0 0.1 0.0 0.0 0.7 0.3 0.3 0.2 0.2 -0.0 0.3 0.0 0.4 OATIES -0.1 0.1 0.6 0.1 0.1 0.2 0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 0.0 0.1 -0.4 -0.2 -0.3 -0.3 0.1 0.1 0.0 -0.0 0.0 0.1 0.1 0.0 0.2 0.0 -0.0 0.0 -0.9 -0.0 -0.0 -0.4 0.3 0.2 -0.3 0.2 -0.3 OJ -0.2 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 0.1 -0.3 -0.3 -0.3 -0.2 -0.3 -0.2 -0.2 PALLAD 0.0 -0.2 -0.3 -0.0 0.1 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 2.1 -0.0 0.0 -0.0 -0.0 0.2 -0.0 0.1 -0.1 -0.1 -0.1 -0.3 0.7 0.5 0.6 -0.2 PLAT -0.0 -0.2 0.0 -0.0 0.1 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 -0.3 -0.0 0.1 0.1 0.1 0.3 0.0 0.1 0.1 0.0 -0.0 -0.1 0.7 0.6 0.7 -0.0 REDWHEAT 0.3 0.3 0.6 0.2 0.1 0.3 0.1 -0.2 0.1 -0.0 0.4 0.1 -0.0 0.1 0.2 -0.2 -0.3 -0.2 -0.3 0.2 0.2 0.1 0.2 0.2 0.9 0.2 0.0 0.5 0.1 0.4 0.2 -1.1 -0.1 0.6 0.4 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.4 0.3 0.6 0.1 0.1 0.1 0.1 -0.1 0.1 0.1 -0.1 0.1 -0.3 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.2 -0.2 0.1 0.4 0.1 0.1 0.0 0.2 -0.2 0.1 -1.1 0.5 0.4 -0.0 0.0 -0.7 -0.6 -0.7 -0.5 ROBUSTA 0.5 -0.1 -0.5 0.1 0.1 0.2 0.1 -0.1 0.1 0.1 -0.2 0.1 -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 0.1 -0.2 0.0 -0.2 0.0 1.1 -0.1 0.2 -0.3 -0.6 0.2 -0.0 0.2 0.3 RUSSELL 0.6 0.6 -0.0 0.2 0.1 0.3 0.2 0.3 0.2 0.1 0.3 0.2 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 1.0 0.2 0.1 0.3 0.2 0.3 0.2 0.1 0.0 0.3 0.1 -0.1 -0.2 -0.7 0.0 -0.7 SHATZ 0.1 -0.0 -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 -0.2 -0.0 0.9 -0.0 -0.0 -0.2 0.0 -0.2 -0.0 -0.8 0.1 0.2 -0.0 -0.2 0.0 0.3 0.1 0.5 SILVER-mini 0.1 -0.2 0.3 -0.0 0.1 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 0.1 0.2 0.0 -1.3 0.0 0.1 0.1 0.1 0.4 0.0 0.0 0.2 0.2 0.0 0.1 0.7 0.4 0.5 0.2 SMI 0.1 0.2 -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 -0.0 0.2 0.0 0.3 0.1 1.0 -0.2 -0.4 -0.3 -0.1 0.1 0.7 0.2 0.7 SOFR -0.3 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 -0.2 0.3 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -2.7 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 0.1 -0.3 -0.4 -0.4 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 -0.2 0.2 0.1 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.2 0.3 0.2 -0.9 0.2 0.2 0.5 0.2 0.6 0.2 0.0 0.5 0.5 -0.0 0.6 0.2 -0.2 0.2 -0.1 SOYMEAL -0.2 0.0 0.3 0.1 0.1 0.2 0.1 -0.2 0.1 0.0 0.0 -0.0 -0.1 -0.0 0.1 0.4 -0.1 0.2 0.1 0.0 0.0 0.0 -0.0 0.0 -1.9 0.0 0.1 0.2 0.0 0.2 0.0 0.1 -0.2 -0.4 -0.3 -0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.5 0.4 0.6 0.2 0.1 0.3 0.1 -0.2 0.2 -0.0 0.5 0.1 0.7 0.2 0.2 0.4 0.1 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 0.4 0.6 0.6 0.6 0.0 -0.7 0.0 -0.7 SP400 0.4 0.4 -0.0 0.1 0.1 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 0.2 0.1 0.2 0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.7 -0.1 -0.7 SP500_micro 0.6 0.6 -0.3 0.2 0.1 0.3 0.2 0.3 0.2 0.1 0.3 0.2 0.6 0.2 0.2 -0.1 -0.2 -0.2 -0.2 0.2 0.1 0.2 0.3 0.2 -2.0 0.2 0.2 0.1 0.2 0.2 0.2 -0.3 0.3 0.6 0.0 -0.4 0.1 -0.7 0.2 -0.7 SUGAR11 0.3 -0.0 0.5 0.1 0.1 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 -0.1 0.1 -2.3 0.0 0.0 0.0 0.1 -0.1 0.1 0.7 0.3 0.1 -0.0 -0.1 -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 -0.1 -0.1 -0.1 -0.0 -0.1 -0.7 -0.1 -0.6 US10U -0.1 -0.2 -0.2 -0.1 -0.1 -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 -0.1 -0.6 US2 -0.1 -0.2 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 1.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -1.1 -0.2 -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 -0.0 0.0 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.9 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.1 -0.1 -0.1 -0.1 0.1 0.3 0.1 -0.2 US30 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.4 -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 -0.1 -0.1 -0.0 0.1 0.3 0.1 -0.1 US5 -0.1 -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 -0.1 -0.2 -0.2 -0.1 0.0 -0.7 0.0 -0.5 VIX -0.4 -0.2 0.7 0.1 0.0 0.4 -0.0 0.3 -0.1 0.0 0.0 -0.1 -0.5 -0.3 -0.0 -0.6 -0.6 -0.6 -0.6 -0.0 0.1 -0.0 0.1 -0.1 NaN 0.1 0.0 0.4 -0.0 0.3 -0.1 NaN NaN NaN NaN NaN -0.6 -1.1 NaN NaN WHEAT 0.2 0.1 0.6 0.1 0.1 0.2 0.1 -0.2 0.1 -0.0 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 0.0 0.3 0.0 0.3 0.1 -1.1 -0.0 0.5 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 6.6 4.6 11.3 7.1 12.5 5.1 13.0 5.1 10.9 15.4 16.6 16.3 16.2 17.1 17.0 2.2 0.4 1.8 1.2 15.3 17.0 13.2 16.0 14.4 11.9 15.9 13.3 18.8 13.8 17.5 14.3 7.1 -1.1 6.7 6.3 20.0 -3.7 20.0 11.5 20.0 BITCOIN 20.0 20.0 -20.0 -0.2 20.0 6.7 10.6 18.7 1.9 19.2 -19.3 20.0 -17.4 20.0 -6.3 -4.4 -5.3 -4.1 -4.3 6.2 -20.0 20.0 -20.0 20.0 -17.0 13.5 20.0 -4.2 20.0 -10.9 20.0 -0.6 15.9 20.0 20.0 6.8 -13.8 -2.3 -20.0 -20.0 BOBL 2.9 -3.3 -3.4 -2.8 -3.2 -2.9 -2.5 -2.5 -2.5 1.6 -7.0 -1.0 -5.9 -2.7 -6.8 20.0 3.4 13.7 7.0 -5.1 -6.0 -0.3 -4.9 -2.3 1.5 -1.4 -0.6 -3.9 2.3 -4.3 1.6 0.5 7.7 7.1 3.2 0.3 1.4 12.9 3.6 20.0 BTP 4.3 -2.4 -15.5 -3.6 -4.1 -3.6 -3.2 -3.2 -3.2 5.7 -3.7 4.1 2.7 4.3 -4.1 3.6 9.4 6.2 8.3 -3.3 -4.0 3.6 -1.1 0.6 -20.0 -0.2 2.5 -1.8 6.1 0.9 4.3 7.9 14.6 10.6 6.3 0.5 -0.1 11.8 1.3 13.8 BUND 3.0 -4.0 0.4 -3.3 -3.8 -3.4 -2.9 -3.0 -3.0 1.8 -7.8 0.3 -7.9 -2.2 -7.7 -1.2 6.6 3.1 5.9 -4.6 -5.4 0.4 -5.0 -1.8 -0.5 -0.5 -0.1 -2.8 3.6 -3.8 2.7 3.6 10.4 8.7 4.8 3.1 1.2 12.3 4.8 20.0 BUXL 2.1 -2.4 8.8 -4.8 -5.5 -4.9 -4.2 -4.3 -4.3 -3.9 -13.3 3.0 -16.3 -6.9 -10.7 3.5 3.8 3.8 4.0 -4.8 -6.7 -1.2 -10.9 -2.7 3.2 1.5 -2.2 -2.8 4.2 -8.4 4.2 -1.0 13.9 9.9 11.3 7.0 -4.0 6.9 0.7 3.4 CAC -2.3 10.1 -10.5 10.1 6.8 7.0 10.8 6.3 12.4 -2.2 1.7 -2.0 7.0 3.8 2.1 10.6 1.9 9.4 5.2 1.4 0.8 -0.2 1.6 1.4 4.3 8.1 -0.3 7.5 4.7 5.5 7.1 14.5 -4.9 -13.4 -7.5 2.1 -2.3 20.0 -5.0 20.0 CAD 12.1 -0.7 0.3 9.7 17.0 6.9 17.6 6.9 14.8 -18.1 2.0 5.0 4.4 11.4 -0.7 -7.2 -7.4 -7.2 -7.3 4.6 2.0 -0.1 0.1 6.6 20.0 7.5 -11.0 5.3 0.2 3.4 8.6 -7.0 -20.0 5.2 -10.0 -3.6 -20.0 -20.0 -20.0 -20.0 CANOLA 6.8 2.6 20.0 12.2 8.0 7.3 7.5 -4.0 10.3 -3.4 10.6 6.4 5.5 6.9 11.3 -11.9 -15.3 -14.9 -15.8 10.8 11.2 3.1 7.3 7.6 9.4 11.7 -1.2 12.8 2.7 8.2 7.3 -20.0 -2.8 7.1 -4.0 20.0 10.6 20.0 13.7 20.0 CHF 7.7 -3.1 -4.5 5.6 9.9 4.0 10.2 4.0 8.6 10.0 -6.1 9.2 7.1 6.5 -5.8 -14.6 -15.5 -14.6 -14.7 -0.3 -0.9 7.2 2.3 3.8 -2.9 1.0 7.6 1.5 7.2 4.7 3.9 -20.0 0.4 -2.3 -6.2 -1.7 -20.0 -20.0 -13.4 -20.0 COCOA 20.0 20.0 -9.7 6.2 4.1 3.7 3.8 -2.0 5.2 5.9 -5.7 6.2 -6.4 5.7 -2.0 -6.8 -0.4 -6.8 -5.1 1.5 -6.9 15.1 -9.7 9.6 -20.0 3.1 14.7 -2.3 13.1 -3.9 8.7 0.5 20.0 17.5 5.6 -12.6 12.8 1.5 15.2 7.0 COFFEE -3.1 2.9 -18.9 16.1 10.5 9.6 9.9 -5.2 13.6 -5.7 -12.8 -11.9 -1.4 -11.5 -12.8 20.0 18.7 20.0 20.0 -9.3 -10.9 -12.9 -3.4 -9.7 -20.0 -6.3 -8.5 -4.8 -11.8 3.9 -8.7 20.0 -20.0 -20.0 -15.1 -20.0 14.7 17.4 17.8 20.0 COPPER 6.0 6.7 0.8 -0.1 11.4 3.3 5.2 9.1 0.9 10.6 7.0 9.4 7.2 9.9 5.1 -7.1 -6.5 -6.8 -6.6 7.1 6.5 16.1 7.5 10.2 -1.5 6.1 20.0 5.5 13.2 7.1 8.4 -3.6 12.3 16.0 12.2 8.3 3.1 20.0 -5.2 13.6 CORN 10.4 1.3 16.8 18.4 12.0 11.0 11.3 -6.0 15.5 -2.3 14.4 10.2 1.5 11.0 15.2 -20.0 -20.0 -20.0 -20.0 14.0 11.6 9.6 4.2 13.8 12.3 17.2 5.4 15.8 10.3 8.7 15.6 -20.0 5.5 20.0 -1.1 14.2 14.9 -0.1 20.0 7.7 COTTON2 2.5 20.0 20.0 15.1 9.9 9.0 9.3 -4.9 12.7 14.9 12.7 15.9 1.4 17.1 17.3 -9.0 -18.6 -15.6 -18.4 20.0 17.6 20.0 4.7 20.0 -3.5 20.0 20.0 19.4 20.0 6.0 20.0 -20.0 20.0 20.0 20.0 20.0 -12.8 -10.9 -13.5 -8.7 CRUDE_W -1.6 -0.9 20.0 19.6 -0.3 20.0 1.9 17.2 9.6 2.3 11.1 6.0 6.8 8.5 11.9 20.0 10.1 18.3 13.5 14.1 13.9 6.5 8.7 10.3 4.8 12.5 3.6 13.7 4.1 8.6 7.7 -0.1 6.3 3.8 -5.8 -13.3 13.7 20.0 -2.1 0.3 DAX 8.8 8.0 -16.6 9.7 6.5 6.7 10.4 6.0 11.9 -3.0 0.0 0.1 5.3 5.8 1.4 -4.0 -6.6 -5.1 -6.0 1.5 -0.8 2.4 1.1 4.1 -6.6 2.5 -1.0 -0.6 4.9 0.8 6.2 -1.8 -4.7 -7.3 -10.2 -15.3 2.9 14.1 7.9 18.9 DOW 14.8 12.6 -12.3 11.3 7.6 7.8 12.1 7.0 13.8 5.5 4.6 7.6 9.3 10.5 6.2 -5.3 -7.2 -5.7 -6.3 6.5 3.8 6.5 5.5 9.2 -6.0 3.4 2.7 1.2 5.0 3.2 6.2 -2.5 -9.9 -6.1 -11.4 -13.8 -8.7 -20.0 -15.6 -20.0 DX -8.6 -5.2 7.0 5.8 10.2 4.1 10.5 4.2 8.8 -12.6 4.1 -12.4 -7.9 -11.9 2.3 4.0 5.3 4.2 4.6 -2.6 0.9 -6.8 -0.6 -6.6 -13.0 -3.5 -6.3 -0.7 -7.7 -1.8 -7.3 14.2 -20.0 -20.0 -12.0 -12.3 1.6 10.0 14.5 14.0 EUR 2.5 5.3 -7.0 8.1 14.2 5.8 14.7 5.8 12.4 14.3 -4.6 4.7 11.5 12.7 -3.2 -6.0 -7.2 -6.1 -6.6 2.0 -0.6 7.5 3.1 5.5 5.5 2.6 13.9 2.1 8.9 6.4 5.4 -6.2 -6.7 -12.2 3.6 -8.7 -20.0 -16.9 -7.7 -20.0 EURIBOR-ICE 3.7 -3.8 -9.3 -2.5 -2.8 -2.5 -2.2 -2.2 -2.2 1.6 -5.2 0.1 -3.0 -0.1 -5.1 1.4 8.7 3.8 6.6 -4.3 -5.2 0.2 -3.3 -1.4 -3.1 -0.8 -0.8 -3.0 2.3 -2.8 1.9 6.1 7.2 6.9 3.9 1.0 5.1 10.8 8.9 15.4 EUROSTX 3.1 5.0 -15.9 10.3 6.9 7.1 11.0 6.4 12.6 1.2 3.3 2.4 8.0 5.9 2.5 -2.2 1.2 0.3 1.4 2.8 2.6 3.5 4.6 4.0 -4.2 5.6 3.0 4.2 8.2 5.3 8.6 11.4 0.9 -8.6 -7.8 -7.0 -0.4 20.0 0.3 20.0 FEEDCOW -10.3 8.8 -4.8 15.9 10.4 9.5 9.8 -5.2 13.4 -14.7 15.7 -2.9 16.7 9.8 11.4 1.0 8.2 3.9 7.1 12.5 17.9 -7.1 20.0 5.0 -20.0 6.2 -15.9 6.8 -5.7 12.9 3.2 19.2 -17.8 -20.0 13.9 -8.7 16.5 20.0 13.6 20.0 GASOIL 3.4 20.0 20.0 11.5 -0.2 13.5 1.1 10.0 5.6 0.9 7.7 4.5 7.1 6.8 7.9 20.0 20.0 20.0 20.0 15.7 16.7 4.4 12.0 9.6 -3.3 15.4 1.6 19.2 3.0 15.7 7.7 20.0 2.2 0.1 3.7 13.1 -0.3 7.8 -9.4 -3.4 GASOLINE 12.7 19.7 20.0 17.5 -0.3 20.0 1.7 15.4 8.6 0.1 11.8 7.8 9.9 9.7 12.0 20.0 -13.3 10.8 -11.0 20.0 20.0 11.1 15.7 19.9 -10.4 20.0 2.9 20.0 7.9 16.6 15.6 -20.0 10.4 18.3 13.6 8.9 8.9 20.0 -4.8 5.5 GAS_US_mini 0.4 -10.8 -13.6 20.0 -0.4 20.0 2.7 20.0 13.4 10.1 -16.7 1.9 -16.4 -14.3 -18.1 -20.0 -14.5 -20.0 -11.9 -11.6 -13.0 0.1 -12.5 -6.6 20.0 -12.3 10.8 -14.8 1.3 -13.8 -6.3 -20.0 1.1 -18.4 -20.0 -20.0 20.0 4.7 19.4 1.1 GBP 7.8 5.6 -2.9 8.7 15.2 6.2 15.8 6.2 13.3 17.8 3.3 17.3 12.6 19.0 1.2 0.9 0.3 0.7 0.5 7.8 4.3 12.3 5.5 11.7 -2.7 9.8 15.4 8.8 14.1 11.1 12.6 6.4 -1.9 -0.6 7.0 -2.5 -20.0 -7.1 -11.3 -6.1 GOLD_micro -6.2 -12.8 7.2 -0.1 7.3 2.1 3.3 5.8 0.6 6.8 1.3 -0.3 4.5 -2.0 -4.0 -6.1 -8.0 -5.8 -6.4 -3.1 2.4 1.8 9.3 -2.6 -20.0 -0.6 5.5 6.5 1.8 15.1 -1.5 -4.7 -3.4 -2.8 -8.2 10.3 20.0 11.9 -7.5 -20.0 HEATOIL -1.6 16.8 20.0 12.3 -0.2 14.5 1.2 10.8 6.0 -2.3 8.4 5.0 7.6 6.5 8.6 20.0 20.0 20.0 20.0 16.6 18.8 2.8 14.1 9.1 -9.1 14.3 -0.5 17.7 1.5 14.3 6.7 20.0 0.1 0.2 4.4 11.0 -1.5 2.2 -17.2 -11.1 JGB-SGX-mini 0.0 -6.4 3.1 -2.3 -2.6 -2.3 -2.0 -2.1 -2.1 -3.7 -7.7 -3.5 -8.0 -6.1 -6.9 10.1 9.1 5.1 6.0 -7.4 -9.3 -4.1 -10.8 -5.4 3.7 -7.4 -5.5 -10.2 -4.0 -12.3 -5.2 5.2 -0.8 -1.2 -8.4 -7.0 2.9 -18.5 2.7 -20.0 JPY 12.4 6.6 -0.1 4.9 8.6 3.5 8.9 3.5 7.5 7.0 -10.9 7.8 -11.7 5.1 -7.5 -8.3 -9.8 -8.7 -8.9 -1.7 -6.8 5.4 -10.3 3.3 20.0 0.3 3.6 -4.2 6.8 -7.3 4.9 -10.2 6.3 -1.0 -1.3 -7.9 -10.3 -10.6 -4.6 -11.1 LEANHOG -1.7 -16.4 -12.3 20.0 14.8 13.5 13.9 -7.3 19.0 -2.5 -2.4 -9.8 13.5 -19.4 -20.0 -20.0 -20.0 -20.0 -20.0 -18.1 -8.2 -9.9 3.8 -18.3 -7.8 -20.0 4.6 -16.8 -11.0 -2.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 1.1 -16.6 7.0 LIVECOW -4.7 19.7 7.9 18.2 11.9 10.9 11.2 -5.9 15.3 -16.4 18.6 3.5 18.7 15.2 16.9 20.0 9.8 16.5 11.4 20.0 20.0 -1.7 20.0 15.5 -20.0 16.5 -16.3 12.9 -1.8 14.0 11.9 20.0 -12.2 -6.5 20.0 2.6 20.0 20.0 20.0 20.0 LUMBER-new -5.4 -3.8 0.2 17.4 11.4 10.4 10.7 -5.6 14.6 -4.5 -19.3 -12.7 -19.4 -16.7 -17.2 -20.0 -20.0 -20.0 -20.0 -13.2 -16.8 -9.2 -20.0 -12.1 NaN -9.6 -7.0 -12.6 -10.7 -17.8 -11.1 -20.0 -20.0 -20.0 -20.0 -20.0 7.5 20.0 9.2 20.0 MXP 2.7 5.5 -0.9 8.8 15.4 6.3 16.0 6.3 13.4 18.3 18.3 17.3 20.0 18.8 16.5 8.3 11.1 8.7 9.7 13.5 17.3 16.8 20.0 14.0 -20.0 11.3 20.0 18.0 18.8 20.0 12.7 20.0 2.0 -6.8 6.8 5.8 9.4 6.5 20.0 10.4 NASDAQ_micro 20.0 20.0 -3.6 13.5 9.1 9.3 14.5 8.5 16.6 13.0 8.9 14.5 12.3 14.9 12.9 -7.1 -8.0 -7.1 -7.4 20.0 15.3 20.0 11.4 20.0 -20.0 19.6 20.0 8.8 20.0 6.7 20.0 -4.3 20.0 20.0 15.0 -1.8 1.5 -20.0 7.7 -20.0 NIKKEI 15.9 11.2 3.3 9.1 6.1 6.3 9.7 5.7 11.1 7.3 8.5 8.4 9.0 9.2 8.4 -0.1 5.3 1.6 3.4 12.0 10.8 14.7 11.4 13.9 -13.0 8.4 13.0 8.8 11.6 10.7 9.9 16.6 6.7 5.9 0.8 8.1 -20.0 -5.1 -15.3 -3.4 NZD 8.6 0.5 0.3 4.7 8.3 3.4 8.6 3.4 7.2 10.1 1.4 10.2 -0.3 8.7 -0.5 -2.7 -3.3 -2.9 -3.2 2.1 0.4 7.5 -0.6 5.1 11.3 2.2 8.6 0.5 7.9 -1.0 5.2 0.0 -1.5 -0.3 -1.6 -1.3 -15.2 20.0 -0.2 20.0 OAT 3.6 -3.3 -3.3 -2.9 -3.3 -2.9 -2.5 -2.6 -2.6 3.7 -3.5 3.0 -2.1 3.2 -4.1 10.1 12.1 11.0 12.0 -2.3 -2.6 2.1 -1.9 0.2 -2.1 1.4 1.6 0.4 4.7 0.4 3.9 13.4 11.7 9.0 6.2 5.8 -0.9 10.4 0.4 13.4 OATIES -1.8 2.1 20.0 12.2 8.0 7.3 7.5 -4.0 10.2 2.4 5.0 5.7 -1.9 0.7 5.2 -20.0 -12.0 -16.0 -13.9 6.0 5.2 3.8 -0.0 4.4 0.8 6.4 4.5 5.6 3.4 -0.4 4.1 -17.4 -0.4 -1.4 -10.9 8.2 4.6 -8.6 7.4 -9.0 OJ -5.4 2.6 -0.2 6.4 4.2 3.8 3.9 -2.1 5.4 0.8 -3.2 0.7 -6.0 -0.6 -3.2 -2.3 1.4 -0.9 -0.2 -1.5 -2.8 0.0 -5.6 -0.8 -20.0 -1.5 0.7 -2.1 0.1 -3.5 -0.8 5.8 5.6 -10.4 -8.3 -10.1 -4.9 -8.2 -6.5 -6.3 PALLAD 0.9 -6.8 -8.1 -0.1 9.6 2.7 4.3 7.7 0.8 1.8 -3.5 -3.1 1.4 0.2 -6.8 -4.2 -3.4 -3.8 -3.5 -4.8 -2.7 -0.4 3.2 -2.3 15.6 -3.2 1.0 -1.7 -0.1 4.4 -1.3 1.8 -2.8 -3.6 -2.1 -8.8 20.0 13.5 19.5 -4.7 PLAT -0.2 -5.7 1.1 -0.1 7.8 2.2 3.5 6.2 0.6 7.1 -1.1 4.2 2.5 1.9 -5.2 -2.8 -3.1 -2.6 -2.7 -1.4 1.3 5.5 6.2 0.8 -2.0 -0.4 9.7 2.2 4.9 7.6 1.1 2.7 4.4 0.4 -0.2 -4.4 20.0 18.3 20.0 -0.8 REDWHEAT 9.4 9.4 20.0 16.2 10.6 9.7 10.0 -5.3 13.6 -2.4 15.4 9.5 -0.7 12.7 16.2 -11.0 -14.9 -12.4 -13.6 19.6 16.5 6.0 6.6 15.6 7.1 20.0 0.4 20.0 5.8 11.1 15.9 -19.7 -4.4 20.0 12.6 20.0 -20.0 -20.0 -20.0 -20.0 RICE 13.8 9.1 20.0 9.0 5.9 5.4 5.6 -2.9 7.6 9.2 -2.1 8.9 -8.0 6.1 4.4 -20.0 -19.3 -20.0 -20.0 3.9 -1.5 16.7 -8.7 10.1 3.3 5.0 14.5 0.7 15.4 -5.9 9.9 -20.0 20.0 12.9 -1.2 0.3 -20.0 -17.1 -20.0 -14.0 ROBUSTA 14.7 -2.7 -14.2 11.1 7.3 6.6 6.8 -3.6 9.3 7.5 -9.2 6.9 -6.4 0.7 -8.6 20.0 18.1 20.0 20.0 -5.6 -10.0 5.2 -8.8 1.0 -20.0 -2.0 7.2 -5.9 4.5 -5.6 2.5 20.0 -5.5 5.4 -8.2 -18.7 4.7 -0.9 5.5 10.0 RUSSELL 20.0 20.0 -1.4 15.3 10.3 10.6 16.5 9.6 18.8 12.7 12.6 14.4 14.5 15.8 14.1 -4.3 -4.9 -4.3 -4.5 20.0 14.7 20.0 13.0 20.0 7.3 15.1 14.2 10.3 17.4 9.5 19.1 1.0 0.4 9.1 3.9 -1.8 -5.1 -20.0 0.3 -20.0 SHATZ 2.1 -1.4 -4.2 -2.2 -2.6 -2.3 -2.0 -2.0 -2.0 0.5 -5.8 -2.6 -6.3 -2.5 -5.1 3.6 -6.9 1.7 -1.4 -6.0 -7.1 -1.2 -5.7 -3.1 6.5 -4.1 -1.0 -7.1 1.0 -6.9 -0.2 -15.0 4.4 5.3 -0.8 -7.3 1.4 9.1 2.4 13.8 SILVER-mini 2.4 -5.4 8.4 -0.1 7.1 2.0 3.2 5.7 0.6 6.8 -0.5 4.0 1.8 1.5 -5.2 -2.8 -4.7 -2.7 -3.4 -0.2 2.6 8.7 6.8 2.4 -10.0 1.0 13.7 5.2 7.4 11.3 2.5 0.6 8.7 5.2 0.2 1.8 20.0 13.2 14.2 6.2 SMI 2.8 4.7 -10.4 9.7 6.6 6.7 10.5 6.1 12.0 -2.7 3.6 -2.2 6.8 6.4 1.2 0.7 5.8 3.4 5.3 2.7 3.7 0.6 5.9 2.6 5.0 6.0 -0.1 7.3 3.4 8.9 5.8 18.9 -10.0 -11.8 -8.2 -3.5 3.4 20.0 6.0 20.0 SOFR -8.8 -9.1 -4.8 -5.3 -6.0 -5.4 -4.7 -4.8 -4.8 -13.8 -12.6 -15.2 8.4 -15.8 -15.5 3.4 5.8 4.5 5.4 -10.9 -6.5 -12.9 -0.7 -13.4 -20.0 -10.0 -12.5 -3.9 -14.3 1.8 -14.2 2.2 -12.6 -13.7 -10.8 5.7 -8.3 -8.4 -5.8 -14.2 SOYBEAN 4.6 5.9 16.8 19.1 12.5 11.4 11.8 -6.2 16.1 12.6 20.0 14.8 18.1 17.8 20.0 -4.8 -3.1 -2.1 -2.0 19.5 18.6 17.7 12.5 18.7 -6.7 19.3 18.6 19.6 19.4 15.4 19.3 0.5 19.9 14.8 -1.2 20.0 5.5 -7.1 7.4 -3.9 SOYMEAL -5.2 0.3 9.0 13.8 9.0 8.3 8.5 -4.5 11.6 5.1 0.7 -3.5 -3.9 -2.7 6.4 20.0 -4.7 11.4 2.7 2.0 2.5 1.4 -1.0 0.4 -14.4 3.2 8.8 6.8 1.9 5.1 0.5 1.8 -8.2 -11.6 -10.6 -2.1 -12.6 -14.3 -19.4 -11.7 SOYOIL 14.7 13.3 20.0 17.3 11.3 10.3 10.7 -5.6 14.6 -1.2 19.6 12.4 18.3 16.2 19.7 20.0 2.5 18.5 8.9 20.0 20.0 18.2 20.0 20.0 -20.0 20.0 -2.2 20.0 14.3 20.0 20.0 13.3 17.5 20.0 20.0 20.0 1.0 -20.0 1.2 -20.0 SP400 11.7 12.9 -0.5 13.4 9.0 9.2 14.4 8.4 16.4 6.5 10.8 8.5 12.4 12.2 11.1 -4.8 -6.0 -5.3 -5.6 12.6 9.9 11.5 8.9 14.1 4.3 8.6 6.0 6.2 9.3 5.1 10.5 -1.0 -8.2 -5.3 -5.3 -1.7 -5.6 -20.0 -1.7 -20.0 SP500_micro 20.0 20.0 -8.3 15.4 10.4 10.6 16.6 9.6 18.9 14.6 11.5 16.2 15.3 16.7 14.8 -7.4 -8.8 -7.6 -8.0 20.0 13.5 20.0 12.5 20.0 -14.7 14.8 20.0 5.2 20.0 4.9 20.0 -5.4 13.2 20.0 0.1 -12.7 2.5 -20.0 4.5 -20.0 SUGAR11 10.0 -0.5 14.0 9.9 6.5 5.9 6.1 -3.2 8.3 2.6 -4.0 5.5 -9.1 0.3 -1.0 -10.3 6.4 -4.1 1.8 1.6 -1.2 6.3 -5.4 4.6 -17.1 3.4 4.0 1.4 6.7 -2.5 5.6 12.5 13.0 4.0 -0.7 -4.4 -6.9 -20.0 -6.2 -12.2 US10 -3.3 -5.7 -7.4 -3.6 -4.1 -3.7 -3.2 -3.3 -3.3 -3.1 -7.5 -7.0 2.5 -7.7 -9.2 3.8 2.0 3.3 2.9 -6.3 -5.0 -4.4 -2.0 -5.8 -6.9 -5.7 -3.6 -3.6 -4.8 -0.2 -6.0 -3.4 -2.5 -4.1 -4.6 -1.5 -2.7 -20.0 -2.0 -17.1 US10U -3.2 -5.8 -6.5 -5.3 -6.1 -5.4 -4.7 -4.8 -4.8 -1.7 -10.3 -9.0 3.4 -10.4 -13.2 4.1 1.8 3.7 3.0 -8.6 -6.4 -5.7 -2.4 -7.9 -11.8 -8.6 -4.9 -4.7 -6.5 1.0 -8.7 -3.6 -0.7 -5.4 -6.1 -2.3 -0.6 -3.9 -3.7 -17.4 US2 -1.6 -6.4 -12.5 -3.4 -3.8 -3.4 -3.0 -3.1 -3.1 -7.2 -8.4 -8.3 -5.9 -7.2 -8.4 -1.1 -9.9 -4.0 -6.4 -9.9 -9.7 -6.6 -6.7 -8.1 7.4 -8.9 -5.5 -8.5 -6.4 -5.3 -7.5 -20.0 -8.2 -6.6 -8.6 -10.3 1.3 -20.0 2.5 -13.9 US20 -1.9 -4.7 -4.0 -3.6 -4.1 -3.7 -3.2 -3.3 -3.3 2.7 -6.6 -3.2 0.4 -4.3 -8.3 4.7 4.3 4.7 4.7 -4.7 -3.6 -1.9 -1.9 -3.9 -6.6 -5.7 -1.1 -3.5 -2.4 -0.1 -4.8 0.4 2.2 -2.2 -3.5 -1.8 4.4 10.0 3.8 -5.0 US30 -2.2 -4.9 -1.6 -5.3 -6.0 -5.4 -4.6 -4.8 -4.8 2.0 -13.0 -6.3 -6.6 -9.2 -13.9 2.9 0.6 2.5 1.9 -7.1 -5.9 -3.5 -4.8 -6.1 -4.9 -9.7 -3.3 -6.3 -5.0 -2.4 -8.7 -5.6 4.0 -3.7 -3.6 -1.5 2.4 7.8 1.9 -4.3 US5 -3.5 -6.2 -9.4 -3.6 -4.1 -3.7 -3.2 -3.3 -3.3 -5.4 -7.7 -8.1 1.6 -8.0 -9.1 1.4 -0.8 0.9 0.4 -7.7 -6.5 -5.7 -3.3 -7.1 -5.3 -6.8 -4.6 -5.0 -5.8 -1.4 -6.8 -8.0 -5.2 -5.6 -6.2 -3.7 0.6 -20.0 0.6 -14.9 VIX -7.3 -3.3 14.3 4.9 2.5 9.2 -2.8 5.0 -3.3 3.0 0.6 -6.2 -8.7 -17.6 -0.7 -20.0 -20.0 -18.4 -20.0 -0.1 4.1 -3.2 1.3 -5.7 NaN 5.3 2.8 10.1 -2.7 5.8 -3.3 NaN NaN NaN NaN NaN -11.9 -20.0 NaN NaN WHEAT 6.9 4.1 20.0 13.2 8.6 7.9 8.1 -4.3 11.1 -2.0 10.1 3.9 -3.2 6.4 10.8 -14.1 -16.9 -14.6 -15.5 10.6 9.1 3.6 2.6 8.2 7.6 12.9 4.6 12.9 4.6 7.3 9.4 -20.0 -0.6 14.9 1.8 18.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3