******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260512_203937 produced at 2026-05-12 21:36:31.718053 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.63 0.0 0.00 0.00 0.00 0.00 -26.10 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.45 0.0 0.00 0.00 0.00 0.00 -12.98 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -2.80 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 -8.34 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 -9.86 999999999.0 -7 -7 caleb_strategy_v3 US5 False False 0.04 -0.22 -0.09 0.0 1.12 -1.12 -0.22 -0.22 -2.08 25.0 -5 -5 caleb_strategy_v3 CHF False False 0.07 -0.07 -0.07 0.0 0.87 -0.87 -0.07 -0.07 -1.06 13.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.78 -0.78 -0.05 -0.05 -1.24 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.61 -0.61 -0.05 -0.05 -1.14 13.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.71 3.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.57 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -9.12 59.0 0 0 caleb_strategy_v3 DX False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.75 999999999.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.12 -0.02 0.0 0.58 -0.58 -0.12 -0.12 -0.30 10.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.24 -0.02 0.0 0.29 -0.29 -0.24 -0.24 -0.40 6.0 -5 -5 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 -0.02 0.0 0.00 -0.01 -0.01 -0.01 -7.20 26.0 -3 -3 caleb_strategy_v3 EUR False False 0.06 0.00 -0.02 0.0 0.86 -0.86 0.00 0.00 -0.34 14.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.08 -0.02 0.0 1.11 -1.11 -0.08 -0.04 -1.01 56.0 -4 -2 caleb_strategy_v3 DOW False False 0.01 -0.16 -0.02 0.0 0.69 -0.69 -0.16 -0.17 -1.50 66.0 -15 -16 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.42 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 -0.29 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.80 3.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 0.00 -0.01 0.0 0.04 -0.04 0.00 0.00 -0.59 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -1.09 18.0 -2 -2 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.34 -0.34 0.00 0.00 -0.13 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 -0.07 6.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.00 0.0 0.89 -0.89 0.00 0.00 -0.11 29.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.00 0.0 0.69 -0.69 0.00 -0.01 -0.15 58.0 0 -1 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.21 -0.21 0.00 0.00 -0.03 4.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.04 26.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.16 9.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.16 2.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.00 -0.00 0.0 0.57 -0.57 0.00 -0.03 -0.01 17.0 0 -1 caleb_strategy_v3 SILVER-mini False False 0.09 0.09 0.01 0.0 999.00 -999.00 0.09 0.00 0.13 999999999.0 1 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.61 -0.61 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.08 -1.08 0.00 0.00 0.25 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.30 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.02 0.02 0.01 0.0 0.12 -0.12 0.02 0.00 0.42 8.0 1 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 SP400 False False 0.15 0.31 0.02 0.0 0.31 -0.31 0.31 0.31 0.14 2.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.57 -0.57 0.06 0.03 0.69 20.0 2 1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.00 0.02 0.0 0.56 -0.56 0.00 0.02 0.92 23.0 0 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.20 -0.20 0.00 0.00 0.99 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 0.97 10.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.03 0.0 0.74 -0.74 0.00 0.00 1.79 48.0 0 0 caleb_strategy_v3 HEATOIL False False 0.07 0.00 0.03 0.0 0.20 -0.20 0.00 0.00 0.48 3.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.88 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.15 0.03 0.0 0.60 -0.60 0.15 0.15 0.35 8.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.07 0.03 0.0 0.78 -0.78 0.07 0.07 0.71 22.0 2 2 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.03 0.0 0.18 -0.18 0.05 0.05 1.12 7.0 2 2 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.19 -0.19 0.00 0.00 0.79 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.03 0.04 0.0 0.24 -0.24 0.03 0.05 8.71 51.0 7 10 caleb_strategy_v3 NZD False False 0.02 0.02 0.04 0.0 0.52 -0.52 0.02 0.02 1.63 21.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.40 -0.40 0.00 0.00 8.29 68.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.05 0.0 0.13 -0.13 0.00 0.00 4.81 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.18 0.05 0.0 0.58 -0.58 0.18 0.18 0.84 10.0 3 3 caleb_strategy_v3 GASOLINE False False 0.06 0.12 0.05 0.0 999.00 -999.00 0.12 0.12 0.81 999999999.0 2 2 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.84 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.07 0.07 0.0 0.60 -0.60 0.07 0.05 4.16 36.0 4 3 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.09 0.0 0.69 -0.69 0.04 0.04 2.13 17.0 1 1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.10 0.0 1.20 -1.20 0.00 0.00 0.84 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.04 0.11 0.12 0.0 0.18 -0.18 0.11 0.14 3.55 5.0 3 4 caleb_strategy_v3 COPPER False False 0.07 0.14 0.13 0.0 999.00 -999.00 0.14 0.21 1.92 999999999.0 2 3 caleb_strategy_v3 AUD False False 0.03 0.15 0.14 0.0 0.58 -0.58 0.15 0.12 4.59 19.0 5 4 caleb_strategy_v3 MXP False False 0.01 0.38 0.51 0.0 0.73 -0.73 0.38 0.39 42.51 60.0 31 32 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.1 Shocked risk 36.5 Sum abs risk 46.7 Leverage 6.01 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2388286.02, 'annual_cash_vol_target': 597071.505, 'daily_cash_vol_target': 37316.9690625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.7232 0.5845 9.3527 BITCOIN 1428.2875 80870.0000 1.7662 28.2584 BOBL 0.2712 115.0600 0.2357 3.7712 BTP 0.6508 116.9500 0.5565 8.9041 BUND 0.4787 124.6600 0.3840 6.1439 BUXL 0.9134 107.0400 0.8534 13.6539 CAC 87.3277 7966.0000 1.0963 17.5401 CAD 0.0025 0.7310 0.3398 5.4370 CANOLA 8.2301 763.3000 1.0782 17.2517 CHF 0.0059 1.2852 0.4570 7.3122 COCOA 151.0765 4598.0000 3.2857 52.5712 COFFEE 4.9870 281.2500 1.7731 28.3703 COPPER 0.0913 6.6355 1.3762 22.0193 CORN 4.6957 501.0000 0.9373 14.9961 COTTON2 1.2849 86.1800 1.4909 23.8547 CRUDE_W 1.6576 83.7000 1.9804 31.6864 DAX 262.5011 24110.0000 1.0888 17.4202 DOW 374.0756 49870.0000 0.7501 12.0016 DX 0.3805 98.1900 0.3876 6.2009 EUR 0.0047 1.1760 0.4011 6.4180 EURIBOR-ICE 0.0545 97.2300 0.0561 0.8969 EUROSTX 67.4284 5823.0000 1.1580 18.5275 FEEDCOW 3.1196 356.0000 0.8763 14.0207 GASOIL 31.8353 1117.7500 2.8482 45.5706 GASOLINE 0.0685 3.3802 2.0254 32.4070 GAS_US_mini 0.0976 3.0550 3.1933 51.0935 GBP 0.0064 1.3534 0.4739 7.5818 GOLD_micro 54.2811 4739.0000 1.1454 18.3266 HEATOIL 0.0950 3.8122 2.4930 39.8886 JGB-SGX-mini 0.2765 128.9500 0.2144 3.4304 JPY 0.0000 0.0064 0.6579 10.5261 LEANHOG 1.1507 104.0000 1.1065 17.7035 LIVECOW 1.7752 240.8500 0.7371 11.7931 LUMBER-new 6.4957 588.0000 1.1047 17.6755 MXP 0.0003 0.0579 0.5974 9.5577 NASDAQ_micro 258.0824 28968.7500 0.8909 14.2544 NIKKEI 834.9412 62240.0000 1.3415 21.4638 NZD 0.0039 0.5958 0.6625 10.6008 OAT 0.5472 118.7900 0.4607 7.3706 OATIES 6.0100 362.7500 1.6568 26.5086 OJ 5.9922 191.3000 3.1323 50.1176 PALLAD 37.5137 1507.5000 2.4885 39.8155 PLAT 46.4769 2139.6000 2.1722 34.7556 REDWHEAT 13.5640 742.2500 1.8274 29.2388 RICE 0.1655 12.7450 1.2988 20.7814 ROBUSTA 54.8860 3493.0000 1.5713 25.1410 RUSSELL 29.6403 2840.8000 1.0434 16.6940 SHATZ 0.1085 105.6300 0.1027 1.6428 SILVER-mini 2.0938 87.1375 2.4029 38.4461 SMI 108.5652 13125.0000 0.8272 13.2346 SOFR 0.0525 96.2450 0.0546 0.8735 SOYBEAN 9.2648 1203.7500 0.7697 12.3145 SOYMEAL 3.7224 319.3000 1.1658 18.6529 SOYOIL 0.8816 72.5900 1.2145 19.4312 SP400 34.4200 3670.0000 0.9379 15.0060 SP500_micro 48.4522 7407.2500 0.6541 10.4659 SUGAR11 0.2693 15.4900 1.7388 27.8205 US10 0.3615 110.0156 0.3286 5.2572 US10U 0.4613 112.2031 0.4112 6.5787 US2 0.0961 103.3594 0.0930 1.4876 US20 0.6992 112.2188 0.6231 9.9697 US30 0.8996 114.2812 0.7872 12.5945 US5 0.2397 107.3828 0.2232 3.5718 VIX 0.5414 21.8000 2.4837 39.7391 WHEAT 12.1255 709.7500 1.7084 27.3347 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 723.15 0.58 422.71 1.00 422.71 37316.97 88.28 20.00 176.56 BITCOIN 80.87 1.77 142.83 1.00 142.83 37316.97 261.27 -3.22 -84.09 BOBL 1150.60 0.24 271.20 1.18 318.79 37316.97 117.06 2.10 24.54 BTP 1169.50 0.56 650.83 1.18 765.05 37316.97 48.78 -1.78 -8.67 BUND 1246.60 0.38 478.69 1.18 562.69 37316.97 66.32 1.26 8.35 BUXL 1070.40 0.85 913.44 1.18 1073.74 37316.97 34.75 -0.94 -3.26 CAC 796.60 1.10 873.28 1.18 1026.53 37316.97 36.35 7.09 25.79 CAD 731.00 0.34 248.40 1.00 248.40 37316.97 150.23 -0.29 -4.42 CANOLA 152.66 1.08 164.60 0.73 120.28 37316.97 310.25 11.52 357.41 CHF 1606.50 0.46 734.19 1.00 734.19 37316.97 50.83 -8.00 -40.64 COCOA 459.80 3.29 1510.77 1.00 1510.77 37316.97 24.70 0.66 1.63 COFFEE 1054.69 1.77 1870.11 1.00 1870.11 37316.97 19.95 -2.77 -5.53 COPPER 1658.88 1.38 2282.95 1.00 2282.95 37316.97 16.35 10.85 17.74 CORN 250.50 0.94 234.78 1.00 234.78 37316.97 158.94 12.42 197.45 COTTON2 430.90 1.49 642.44 1.00 642.44 37316.97 58.09 7.02 40.75 CRUDE_W 837.00 1.98 1657.59 1.00 1657.59 37316.97 22.51 14.52 32.70 DAX 241.10 1.09 262.50 1.18 308.57 37316.97 120.94 -0.37 -4.46 DOW 249.35 0.75 187.04 1.00 187.04 37316.97 199.52 -3.23 -64.38 DX 981.90 0.39 380.54 1.00 380.54 37316.97 98.06 -2.95 -28.94 EUR 1470.00 0.40 589.66 1.00 589.66 37316.97 63.29 -2.04 -12.93 EURIBOR-ICE 2430.75 0.06 136.26 1.18 160.17 37316.97 232.99 1.05 24.45 EUROSTX 582.30 1.16 674.28 1.18 792.61 37316.97 47.08 4.29 20.21 FEEDCOW 1780.00 0.88 1559.80 1.00 1559.80 37316.97 23.92 4.44 10.63 GASOIL 1117.75 2.85 3183.53 1.00 3183.53 37316.97 11.72 15.59 18.28 GASOLINE 1419.68 2.03 2875.48 1.00 2875.48 37316.97 12.98 14.40 18.68 GAS_US_mini 76.38 3.19 243.89 1.00 243.89 37316.97 153.01 -4.34 -66.42 GBP 845.88 0.47 400.83 1.00 400.83 37316.97 93.10 2.95 27.49 GOLD_micro 473.90 1.15 542.81 1.00 542.81 37316.97 68.75 -4.28 -29.44 HEATOIL 1601.12 2.49 3991.66 1.00 3991.66 37316.97 9.35 11.88 11.11 JGB-SGX-mini 128950.00 0.21 27647.07 0.01 175.94 37316.97 212.10 -5.64 -119.71 JPY 795.50 0.66 523.35 1.00 523.35 37316.97 71.30 -0.08 -0.54 LEANHOG 416.00 1.11 460.29 1.00 460.29 37316.97 81.07 -16.91 -137.12 LIVECOW 963.40 0.74 710.09 1.00 710.09 37316.97 52.55 12.19 64.04 LUMBER-new 161.70 1.10 178.63 1.00 178.63 37316.97 208.90 -11.21 -234.28 MXP 289.30 0.60 172.82 1.00 172.82 37316.97 215.94 13.39 289.24 NASDAQ_micro 579.38 0.89 516.16 1.00 516.16 37316.97 72.30 5.48 39.63 NIKKEI 62240.00 1.34 83494.12 0.01 531.34 37316.97 70.23 5.47 38.39 NZD 595.80 0.66 394.75 1.00 394.75 37316.97 94.53 6.64 62.79 OAT 1187.90 0.46 547.22 1.18 643.25 37316.97 58.01 4.25 24.65 OATIES 181.38 1.66 300.50 1.00 300.50 37316.97 124.18 0.51 6.37 OJ 286.95 3.13 898.83 1.00 898.83 37316.97 41.52 -7.91 -32.84 PALLAD 1507.50 2.49 3751.37 1.00 3751.37 37316.97 9.95 5.33 5.30 PLAT 1069.80 2.17 2323.85 1.00 2323.85 37316.97 16.06 5.52 8.86 REDWHEAT 371.12 1.83 678.20 1.00 678.20 37316.97 55.02 5.74 31.60 RICE 254.90 1.30 331.07 1.00 331.07 37316.97 112.72 -2.16 -24.33 ROBUSTA 349.30 1.57 548.86 1.00 548.86 37316.97 67.99 -1.40 -9.52 RUSSELL 142.04 1.04 148.20 1.00 148.20 37316.97 251.80 9.93 249.96 SHATZ 1056.30 0.10 108.45 1.18 127.49 37316.97 292.71 -1.92 -56.34 SILVER-mini 2178.44 2.40 5234.53 1.00 5234.53 37316.97 7.13 5.53 3.94 SMI 1312.50 0.83 1085.65 1.28 1393.50 37316.97 26.78 9.20 24.64 SOFR 2406.12 0.05 131.36 1.00 131.36 37316.97 284.09 -15.10 -428.86 SOYBEAN 601.88 0.77 463.24 1.00 463.24 37316.97 80.56 14.90 120.07 SOYMEAL 319.30 1.17 372.24 1.00 372.24 37316.97 100.25 -4.50 -45.10 SOYOIL 435.54 1.21 528.94 1.00 528.94 37316.97 70.55 14.76 104.11 SP400 3670.00 0.94 3442.00 1.00 3442.00 37316.97 10.84 3.89 4.22 SP500_micro 370.36 0.65 242.26 1.00 242.26 37316.97 154.04 5.00 77.01 SUGAR11 173.49 1.74 301.66 1.00 301.66 37316.97 123.71 -3.61 -44.67 US10 1100.16 0.33 361.49 1.00 361.49 37316.97 103.23 -9.47 -97.78 US10U 1122.03 0.41 461.35 1.00 461.35 37316.97 80.89 -11.10 -89.76 US2 2067.19 0.09 192.20 1.00 192.20 37316.97 194.15 -11.35 -220.35 US20 1122.19 0.62 699.24 1.00 699.24 37316.97 53.37 -4.23 -22.59 US30 1142.81 0.79 899.57 1.00 899.57 37316.97 41.48 -7.60 -31.54 US5 1073.83 0.22 239.72 1.00 239.72 37316.97 155.67 -10.52 -163.72 VIX 218.00 2.48 541.45 1.00 541.45 37316.97 68.92 -5.79 -39.88 WHEAT 354.88 1.71 606.27 1.00 606.27 37316.97 61.55 1.97 12.15 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 176.559 0.010 2.5 4.587 BITCOIN -84.089 0.043 2.5 -9.119 BOBL 24.536 0.004 2.5 0.249 BTP -8.666 0.014 2.5 -0.296 BUND 8.346 0.004 2.5 0.085 BUXL -3.258 0.004 2.5 -0.033 CAC 25.792 0.014 2.5 0.881 CAD -4.417 0.010 2.5 -0.115 CANOLA 357.413 0.010 2.5 8.708 CHF -40.640 0.010 2.5 -1.056 COCOA 1.632 0.010 2.5 0.040 COFFEE -5.527 0.005 2.5 -0.073 COPPER 17.735 0.043 2.5 1.923 CORN 197.453 0.010 2.5 4.811 COTTON2 40.754 0.010 2.5 0.993 CRUDE_W 32.695 0.043 2.5 3.545 DAX -4.461 0.014 2.5 -0.152 DOW -64.384 0.009 2.5 -1.498 DX -28.943 0.010 2.5 -0.752 EUR -12.926 0.010 2.5 -0.336 EURIBOR-ICE 24.447 0.014 2.5 0.835 EUROSTX 20.207 0.014 2.5 0.690 FEEDCOW 10.625 0.013 2.5 0.353 GASOIL 18.279 0.017 2.5 0.793 GASOLINE 18.684 0.017 2.5 0.811 GAS_US_mini -66.418 0.043 2.5 -7.202 GBP 27.490 0.010 2.5 0.714 GOLD_micro -29.437 0.014 2.5 -1.005 HEATOIL 11.106 0.017 2.5 0.482 JGB-SGX-mini -119.713 0.043 2.5 -12.982 JPY -0.535 0.010 2.5 -0.014 LEANHOG -137.116 0.024 2.5 -8.345 LIVECOW 64.043 0.013 2.5 2.125 LUMBER-new -234.278 0.010 2.5 -5.708 MXP 289.239 0.059 2.5 42.512 NASDAQ_micro 39.626 0.009 2.5 0.922 NIKKEI 38.385 0.043 2.5 4.162 NZD 62.790 0.010 2.5 1.631 OAT 24.650 0.014 2.5 0.842 OATIES 6.372 0.010 2.5 0.155 OJ -32.837 0.010 2.5 -0.800 PALLAD 5.298 0.014 2.5 0.181 PLAT 8.865 0.014 2.5 0.303 REDWHEAT 31.603 0.005 2.5 0.420 RICE -24.328 0.010 2.5 -0.593 ROBUSTA -9.516 0.005 2.5 -0.126 RUSSELL 249.959 0.013 2.5 8.295 SHATZ -56.339 0.004 2.5 -0.572 SILVER-mini 3.943 0.014 2.5 0.135 SMI 24.645 0.014 2.5 0.842 SOFR -428.860 0.024 2.5 -26.100 SOYBEAN 120.069 0.004 2.5 1.118 SOYMEAL -45.100 0.004 2.5 -0.420 SOYOIL 104.111 0.004 2.5 0.971 SP400 4.216 0.013 2.5 0.140 SP500_micro 77.012 0.009 2.5 1.792 SUGAR11 -44.668 0.010 2.5 -1.088 US10 -97.784 0.005 2.5 -1.241 US10U -89.757 0.005 2.5 -1.139 US2 -220.354 0.005 2.5 -2.796 US20 -22.589 0.005 2.5 -0.287 US30 -31.536 0.005 2.5 -0.400 US5 -163.721 0.005 2.5 -2.078 VIX -39.881 0.099 2.5 -9.858 WHEAT 12.154 0.005 2.5 0.161 ===================== Position diags ===================== AUD 2.29 BITCOIN 28.33 BOBL 1.19 BTP 1.67 BUND 0.67 BUXL 0.35 CAC 1.24 CAD 3.90 CANOLA 7.56 CHF 1.32 COCOA 0.60 COFFEE 0.27 COPPER 1.77 CORN 3.87 COTTON2 1.42 CRUDE_W 2.44 DAX 4.13 DOW 4.64 DX 2.55 EUR 1.64 EURIBOR-ICE 7.96 EUROSTX 1.61 FEEDCOW 0.79 GASOIL 0.51 GASOLINE 0.56 GAS_US_mini 16.59 GBP 2.42 GOLD_micro 2.35 HEATOIL 0.41 JGB-SGX-mini 23.00 JPY 1.85 LEANHOG 4.93 LIVECOW 1.74 LUMBER-new 5.09 MXP 31.74 NASDAQ_micro 1.68 NIKKEI 7.62 NZD 2.46 OAT 1.98 OATIES 3.03 OJ 1.01 PALLAD 0.34 PLAT 0.55 REDWHEAT 0.73 RICE 2.75 ROBUSTA 0.90 RUSSELL 8.36 SHATZ 2.97 SILVER-mini 0.24 SMI 0.91 SOFR 17.29 SOYBEAN 0.75 SOYMEAL 0.93 SOYOIL 0.66 SP400 0.36 SP500_micro 3.58 SUGAR11 3.01 US10 1.31 US10U 1.03 US2 2.46 US20 0.68 US30 0.53 US5 1.98 VIX 17.04 WHEAT 0.82 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.6 4.4 4.8 5.0 5 BITCOIN -9.1 -12.0 -6.3 0.0 0 BOBL 0.2 0.1 0.4 0.0 0 BTP -0.3 -0.5 -0.1 -2.0 -2 BUND 0.1 0.0 0.2 0.0 0 BUXL -0.0 -0.1 0.0 0.0 0 CAC 0.9 0.8 1.0 0.0 0 CAD -0.1 -0.5 0.3 0.0 0 CANOLA 8.7 8.0 9.5 7.0 7 CHF -1.1 -1.2 -0.9 -1.0 -1 COCOA 0.0 -0.0 0.1 0.0 0 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER 1.9 1.7 2.1 2.0 2 CORN 4.8 4.4 5.2 0.0 0 COTTON2 1.0 0.9 1.1 0.0 0 CRUDE_W 3.5 3.3 3.8 3.0 3 DAX -0.2 -0.6 0.3 0.0 0 DOW -1.5 -2.0 -1.0 -15.0 -15 DX -0.8 -1.0 -0.5 0.0 0 EUR -0.3 -0.5 -0.2 0.0 0 EURIBOR-ICE 0.8 0.0 1.6 0.0 0 EUROSTX 0.7 0.5 0.9 2.0 2 FEEDCOW 0.4 0.3 0.4 2.0 2 GASOIL 0.8 0.7 0.8 0.0 0 GASOLINE 0.8 0.8 0.9 2.0 2 GAS_US_mini -7.2 -8.9 -5.5 -3.0 -3 GBP 0.7 0.5 1.0 2.0 2 GOLD_micro -1.0 -1.2 -0.8 -4.0 -4 HEATOIL 0.5 0.4 0.5 0.0 0 JGB-SGX-mini -13.0 -15.3 -10.7 0.0 0 JPY -0.0 -0.2 0.2 0.0 0 LEANHOG -8.3 -8.8 -7.9 -8.0 -8 LIVECOW 2.1 2.0 2.3 1.0 1 LUMBER-new -5.7 -6.2 -5.2 0.0 0 MXP 42.5 39.3 45.7 31.0 31 NASDAQ_micro 0.9 0.8 1.1 0.0 0 NIKKEI 4.2 3.4 4.9 4.0 4 NZD 1.6 1.4 1.9 1.0 1 OAT 0.8 0.6 1.0 3.0 3 OATIES 0.2 -0.1 0.5 NaN 0 OJ -0.8 -0.9 -0.7 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.3 0.2 0.4 0.0 0 REDWHEAT 0.4 0.3 0.5 1.0 1 RICE -0.6 -0.9 -0.3 0.0 0 ROBUSTA -0.1 -0.2 -0.0 0.0 0 RUSSELL 8.3 7.5 9.1 0.0 0 SHATZ -0.6 -0.9 -0.3 NaN 0 SILVER-mini 0.1 0.1 0.2 1.0 1 SMI 0.8 0.8 0.9 0.0 0 SOFR -26.1 -27.8 -24.4 NaN 0 SOYBEAN 1.1 1.0 1.2 2.0 2 SOYMEAL -0.4 -0.5 -0.3 0.0 0 SOYOIL 1.0 0.9 1.0 0.0 0 SP400 0.1 0.1 0.2 2.0 2 SP500_micro 1.8 1.4 2.2 0.0 0 SUGAR11 -1.1 -1.4 -0.8 -2.0 -2 US10 -1.2 -1.4 -1.1 -1.0 -1 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -2.8 -3.0 -2.5 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.4 -0.5 -0.3 -5.0 -5 US5 -2.1 -2.3 -1.9 -5.0 -5 VIX -9.9 -11.6 -8.2 -7.0 -7 WHEAT 0.2 0.1 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 0.2 0.4 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.5 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 0.7 0.2 0.4 -0.1 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 0.1 -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 0.2 0.1 -0.1 0.2 -0.4 0.2 -0.0 0.1 0.6 0.6 0.3 -0.5 -0.1 -0.7 -0.7 BOBL 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -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 -0.1 -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 -0.0 -0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 0.1 0.0 -0.0 0.1 0.2 0.1 0.2 -0.0 -0.0 0.0 -0.0 -0.0 -2.7 -0.0 -0.0 -0.1 0.0 0.0 0.0 0.4 0.4 0.4 0.2 0.0 -0.0 0.4 0.0 0.4 BUND 0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -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 -0.0 -0.1 0.0 0.2 0.2 0.3 0.2 0.1 0.0 0.4 0.2 0.7 BUXL 0.0 -0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.4 -0.0 -0.6 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.0 0.4 0.0 -0.1 -0.1 -0.0 -0.3 0.0 -0.1 0.3 0.4 0.4 0.2 -0.1 0.2 0.0 0.1 CAC -0.1 0.4 -0.4 0.1 0.0 0.2 0.1 0.2 0.1 -0.0 0.0 -0.0 0.2 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 0.0 0.2 0.1 0.8 -0.1 -0.4 -0.3 0.1 -0.1 0.7 -0.2 0.7 CAD 0.3 0.0 0.0 0.1 0.1 0.2 0.2 0.3 0.2 -0.2 0.1 -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 2.7 0.1 -0.2 0.1 -0.1 0.1 0.1 -0.4 -0.5 0.1 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.3 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 0.1 0.2 0.1 1.2 0.1 0.1 0.3 0.1 0.3 0.1 -1.1 -0.0 0.3 -0.1 0.6 0.4 0.7 0.5 0.7 CHF 0.2 -0.1 -0.2 0.1 0.1 0.1 0.1 0.2 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 0.0 0.1 0.0 -0.4 0.0 0.0 0.0 0.1 0.2 0.0 -1.1 0.1 -0.1 -0.2 -0.1 -0.7 -0.7 -0.5 -0.7 COCOA 0.6 0.6 -0.2 0.1 0.1 0.1 0.1 -0.1 0.1 0.0 -0.1 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 0.5 0.2 -0.4 0.4 0.0 0.5 0.2 COFFEE -0.1 0.1 -0.6 0.2 0.2 0.3 0.2 -0.2 0.2 -0.0 -0.4 -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 -0.0 -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 0.3 0.3 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 0.2 0.2 0.1 -0.2 0.1 0.2 0.2 0.2 0.3 0.1 -0.2 0.5 0.6 0.5 0.3 0.1 0.7 -0.2 0.5 CORN 0.4 0.1 0.6 0.2 0.2 0.3 0.2 -0.2 0.2 0.1 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 0.2 1.6 0.2 0.1 0.4 0.2 0.3 0.2 -1.1 0.0 0.6 0.0 0.5 0.5 0.0 0.7 0.3 COTTON2 -0.0 0.6 0.6 0.2 0.2 0.2 0.2 -0.2 0.2 0.1 0.3 0.2 0.1 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 0.0 -0.1 0.6 0.2 0.1 0.5 0.1 0.6 0.1 0.1 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 0.1 0.4 0.1 0.3 0.1 -0.0 0.1 0.1 -0.2 -0.4 0.5 0.7 -0.1 0.0 DAX 0.2 0.3 -0.5 0.1 0.0 0.2 0.1 0.2 0.1 -0.1 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 0.0 0.0 0.1 -0.1 -0.2 -0.2 -0.3 -0.5 0.1 0.5 0.3 0.6 DOW 0.4 0.5 -0.4 0.1 0.0 0.2 0.1 0.3 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 0.2 0.1 -0.8 0.0 0.0 0.0 0.1 0.1 0.1 -0.1 -0.2 -0.2 -0.4 -0.5 -0.3 -0.7 -0.5 -0.7 DX -0.2 -0.2 0.2 0.1 0.1 0.1 0.1 0.2 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 -0.0 -0.0 -0.1 -1.7 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 0.8 -0.4 -0.6 -0.4 -0.4 0.1 0.3 0.5 0.5 EUR 0.0 0.2 -0.2 0.1 0.1 0.2 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 0.1 0.7 0.0 0.0 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 -0.1 -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 -0.1 -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 0.0 0.2 -0.5 0.1 0.0 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 -0.4 0.2 -0.2 0.2 0.2 0.3 0.2 -0.2 0.2 -0.1 0.4 -0.1 0.6 0.1 0.1 0.0 0.2 0.1 0.1 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.2 0.2 -0.1 0.4 -0.0 1.0 -0.5 -0.6 0.3 -0.3 0.5 0.7 0.4 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 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.3 0.1 -0.4 0.2 0.1 0.5 0.1 0.6 0.1 1.1 0.1 0.0 0.1 0.4 -0.0 0.3 -0.3 -0.1 GASOLINE 0.4 0.6 0.6 0.2 0.1 0.5 0.1 0.6 0.1 0.1 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 0.1 0.5 0.1 0.6 0.2 -1.1 0.2 0.6 0.4 0.3 0.3 0.7 -0.2 0.2 GAS_US_mini 0.0 -0.3 -0.4 0.2 0.1 0.5 0.1 0.7 0.2 0.0 -0.5 0.0 -0.6 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -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 0.2 0.7 0.0 GBP 0.2 0.2 -0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.0 0.1 0.1 0.4 0.2 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.1 -0.4 0.1 -0.0 0.2 0.1 0.4 0.1 0.3 -0.2 -0.1 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 0.0 0.0 0.0 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 0.0 0.3 -0.0 -2.7 -0.0 0.0 0.2 0.0 0.6 -0.0 -0.2 -0.1 -0.1 -0.3 0.3 0.7 0.4 -0.3 -0.7 HEATOIL -0.0 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 0.1 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 -0.0 0.1 -0.6 -0.4 JGB-SGX-mini -0.0 -0.2 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 0.3 0.2 0.2 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 0.5 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 0.3 -0.1 -0.0 -0.3 -0.2 0.1 -0.6 0.1 -0.7 JPY 0.4 0.2 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.0 -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 0.0 -0.5 0.1 -0.0 -0.0 -0.2 -0.3 -0.4 -0.2 -0.4 LEANHOG 0.0 -0.5 -0.4 0.2 0.2 0.4 0.2 -0.2 0.2 -0.1 -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 -0.1 -0.4 -0.1 -0.1 -0.2 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 0.0 -0.5 0.2 LIVECOW -0.2 0.6 0.2 0.2 0.2 0.3 0.2 -0.2 0.2 -0.2 0.5 -0.0 0.7 0.1 0.2 0.4 0.2 0.3 0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.2 -0.2 0.3 -0.1 0.5 0.1 1.1 -0.5 -0.6 0.6 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.2 -0.1 -0.0 0.2 0.2 0.3 0.2 -0.2 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 0.0 -0.4 -0.1 -0.8 -0.1 -1.2 -0.3 -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 0.1 0.5 0.2 0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.1 0.5 0.2 0.7 0.1 1.1 0.0 -0.2 0.2 0.2 0.3 0.2 0.7 0.4 NASDAQ_micro 0.6 0.6 -0.1 0.1 0.0 0.3 0.1 0.3 0.2 0.1 0.2 0.1 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 -0.0 0.0 -0.7 0.3 -0.7 NIKKEI 0.5 0.4 0.1 0.1 0.0 0.2 0.1 0.2 0.1 0.0 0.2 0.1 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.1 -1.7 0.1 0.1 0.2 0.1 0.4 0.1 0.9 0.1 0.2 0.0 0.3 -0.7 -0.2 -0.5 -0.1 NZD 0.3 0.1 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 0.0 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 -0.0 -0.0 -0.5 0.7 -0.0 0.7 OAT 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 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 0.0 0.0 0.0 0.7 0.3 0.3 0.2 0.2 -0.0 0.3 0.0 0.4 OATIES 0.0 0.1 0.6 0.1 0.1 0.2 0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 0.0 0.1 -0.4 -0.2 -0.3 -0.3 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.1 -0.9 0.1 -0.0 -0.3 0.3 0.2 -0.3 0.3 -0.3 OJ -0.1 0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 0.1 0.0 -0.1 0.0 -0.2 0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.3 0.1 -0.3 -0.2 -0.3 -0.2 -0.3 -0.2 -0.2 PALLAD 0.0 -0.2 -0.3 0.0 0.1 0.1 0.1 0.3 0.0 0.0 -0.1 -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 2.1 -0.0 -0.0 -0.0 -0.0 0.2 -0.0 0.1 -0.2 -0.2 -0.1 -0.3 0.7 0.5 0.7 -0.2 PLAT 0.0 -0.1 0.0 0.0 0.1 0.1 0.0 0.2 0.0 0.1 -0.0 0.1 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 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 0.2 0.2 0.6 0.2 0.2 0.3 0.2 -0.2 0.2 0.1 0.4 0.1 -0.0 0.1 0.2 -0.2 -0.3 -0.2 -0.3 0.2 0.1 0.1 0.2 0.2 0.9 0.2 0.2 0.4 0.1 0.3 0.2 -1.0 0.1 0.6 0.5 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.5 0.3 0.6 0.1 0.1 0.2 0.1 -0.1 0.1 0.1 -0.0 0.1 -0.3 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.2 0.1 0.5 0.1 0.2 0.0 0.2 -0.2 0.1 -1.1 0.5 0.5 0.0 0.0 -0.7 -0.6 -0.7 -0.5 ROBUSTA 0.4 -0.1 -0.5 0.1 0.1 0.2 0.1 -0.1 0.1 0.1 -0.3 0.1 -0.2 0.0 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 0.1 -0.2 0.0 -2.7 -0.0 0.1 -0.2 0.1 -0.2 0.0 1.1 -0.2 0.1 -0.2 -0.6 0.2 -0.0 0.2 0.3 RUSSELL 0.5 0.6 -0.1 0.2 0.0 0.3 0.2 0.4 0.2 0.1 0.3 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 1.0 0.2 0.0 0.3 0.1 0.3 0.2 0.1 -0.0 0.2 0.1 -0.1 -0.2 -0.7 0.0 -0.7 SHATZ -0.0 -0.0 -0.2 -0.0 -0.1 -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 -0.3 -0.0 -0.8 0.1 0.2 -0.0 -0.2 0.0 0.3 0.1 0.4 SILVER-mini 0.1 -0.1 0.3 0.0 0.1 0.1 0.0 0.2 0.0 0.1 -0.0 0.1 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.2 0.0 -1.4 0.0 0.1 0.1 0.1 0.4 0.0 0.0 0.3 0.2 0.0 0.1 0.7 0.4 0.5 0.2 SMI 0.1 0.2 -0.3 0.1 0.0 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 -0.4 -0.3 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.2 0.3 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -2.7 -0.1 -0.2 -0.1 -0.2 0.1 -0.2 0.1 -0.3 -0.5 -0.4 0.2 -0.3 -0.3 -0.2 -0.5 SOYBEAN 0.2 0.2 0.6 0.2 0.2 0.3 0.2 -0.2 0.2 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.2 0.3 0.2 -0.9 0.2 0.2 0.5 0.2 0.6 0.2 0.0 0.5 0.6 0.1 0.6 0.2 -0.2 0.3 -0.1 SOYMEAL -0.1 0.0 0.3 0.2 0.2 0.2 0.1 -0.2 0.2 0.1 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 -2.0 0.0 0.1 0.2 0.1 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 0.2 0.3 0.2 -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 0.1 0.5 0.2 0.7 0.2 0.7 0.5 0.6 0.6 0.6 0.0 -0.7 0.1 -0.7 SP400 0.3 0.5 -0.0 0.1 0.0 0.3 0.1 0.3 0.2 0.0 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.6 0.1 -0.0 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 0.0 0.3 0.2 0.4 0.2 0.1 0.3 0.2 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.4 0.2 -2.0 0.2 0.1 0.2 0.2 0.2 0.2 -0.3 0.4 0.6 0.0 -0.4 0.1 -0.7 0.1 -0.7 SUGAR11 0.4 -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 0.1 0.0 0.1 -0.1 0.1 0.7 0.3 0.2 -0.0 -0.1 -0.2 -0.7 -0.2 -0.4 US10 -0.2 -0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.9 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.2 -0.0 -0.1 -0.7 -0.1 -0.6 US10U -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -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 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.6 US2 -0.1 -0.2 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 1.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -1.1 -0.2 -0.2 -0.3 -0.3 0.0 -0.7 0.1 -0.5 US20 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.9 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.1 0.1 0.3 0.1 -0.2 US30 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.1 -0.2 -0.1 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.6 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.3 0.0 -0.1 -0.1 -0.0 0.1 0.3 0.1 -0.1 US5 -0.2 -0.2 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.2 -0.2 -0.1 0.0 -0.7 0.0 -0.5 VIX -0.3 -0.2 0.8 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 0.4 -0.1 NaN NaN NaN NaN NaN -0.7 -1.1 NaN NaN WHEAT 0.2 0.1 0.6 0.1 0.1 0.2 0.1 -0.1 0.1 0.1 0.3 0.1 -0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.1 0.1 1.0 0.1 0.2 0.3 0.1 0.2 0.1 -1.1 0.1 0.6 0.2 0.6 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 5.5 5.7 11.2 7.6 7.1 5.4 11.5 5.3 11.0 14.1 17.0 16.0 16.5 17.4 17.4 2.2 0.4 1.8 1.2 15.8 17.6 12.2 16.5 14.5 12.0 16.5 8.9 19.6 12.8 18.3 14.6 7.1 -2.8 7.3 5.8 20.0 -3.8 20.0 11.8 20.0 BITCOIN 20.0 20.0 -20.0 0.7 20.0 7.0 12.8 19.0 4.0 15.8 -19.1 19.6 -17.4 20.0 -5.3 -4.5 -5.3 -4.1 -4.3 6.9 -20.0 20.0 -20.0 20.0 -17.0 14.0 12.3 -3.5 20.0 -10.5 20.0 -0.6 4.2 20.0 20.0 8.0 -14.1 -2.4 -20.0 -20.0 BOBL 1.2 -2.1 -3.6 -3.2 -8.3 -3.0 -5.1 -2.6 -3.6 -5.3 -7.2 -4.0 -6.0 -3.8 -7.1 20.0 3.6 14.1 7.3 -5.4 -6.1 -3.2 -5.0 -3.3 1.5 -1.8 -6.4 -4.0 -0.9 -4.4 0.3 0.9 8.0 7.1 3.6 0.1 1.2 12.5 3.3 20.0 BTP 3.1 -1.1 -15.9 -4.1 -10.5 -3.8 -6.5 -3.3 -4.6 -0.3 -3.8 1.2 2.6 4.0 -4.2 3.6 9.4 6.1 8.2 -3.5 -4.1 0.5 -1.1 -0.3 -20.0 -0.4 -4.6 -1.9 2.3 0.9 3.1 7.8 15.3 11.3 7.1 0.5 -0.3 11.5 1.0 13.4 BUND 1.7 -3.1 0.3 -3.8 -9.7 -3.5 -6.0 -3.1 -4.2 -6.2 -8.0 -3.5 -8.1 -3.5 -8.1 -1.2 6.5 2.9 5.8 -4.9 -5.4 -3.0 -5.0 -3.0 -0.5 -0.9 -7.6 -2.9 -0.6 -3.7 1.0 3.4 10.1 9.2 5.1 3.0 1.0 12.1 4.5 20.0 BUXL 1.3 -2.2 9.1 -5.5 -14.0 -5.1 -8.7 -4.4 -6.1 -10.5 -13.5 -3.1 -16.3 -8.7 -11.4 3.5 3.8 3.8 4.0 -5.3 -6.8 -5.6 -10.7 -4.4 3.1 0.6 -13.8 -2.9 -2.5 -8.0 1.3 -1.0 12.9 12.4 11.3 7.0 -4.2 6.7 0.9 3.4 CAC -4.0 11.0 -10.9 10.2 3.4 7.1 9.1 6.4 11.9 -4.3 1.6 -3.5 6.9 3.4 1.9 9.4 1.9 9.0 5.1 1.1 0.8 -1.9 1.6 0.6 4.3 8.0 -2.7 7.7 2.7 5.7 6.3 14.4 -5.0 -13.8 -8.0 2.1 -2.6 20.0 -5.3 20.0 CAD 9.1 0.2 0.0 10.2 9.6 7.3 15.4 7.2 14.9 -20.0 2.0 -2.5 4.4 10.3 -1.1 -7.2 -7.4 -7.2 -7.3 3.9 1.9 -4.1 0.1 4.3 20.0 6.6 -17.3 5.2 -4.9 3.4 5.8 -7.0 -20.0 3.7 -11.2 -3.9 -20.0 -20.0 -20.0 -20.0 CANOLA 7.8 2.0 20.0 13.0 15.5 7.8 11.7 -3.8 11.9 4.4 10.8 8.3 5.7 8.0 11.6 -11.4 -15.2 -14.6 -15.7 11.0 11.2 6.1 7.3 8.4 9.3 11.8 6.2 12.7 5.4 8.3 8.0 -20.0 -0.1 9.3 -2.1 20.0 10.7 20.0 14.0 20.0 CHF 6.0 -1.9 -4.7 6.0 5.6 4.3 9.0 4.2 8.6 6.3 -6.0 7.9 7.1 6.7 -5.8 -14.6 -15.5 -14.6 -14.7 -0.2 -0.8 4.9 2.3 3.4 -2.9 1.1 1.2 1.6 4.9 4.7 3.5 -20.0 2.4 -3.8 -6.4 -2.1 -20.0 -20.0 -13.7 -20.0 COCOA 20.0 20.0 -7.4 6.5 7.8 3.9 5.9 -1.9 6.0 5.5 -5.4 6.2 -6.3 5.8 -1.1 -6.6 -0.5 -6.7 -5.1 2.4 -6.3 15.2 -9.4 10.5 -20.0 3.8 12.5 -1.9 13.2 -3.7 9.5 0.5 20.0 16.5 6.8 -11.6 12.3 1.4 14.8 6.9 COFFEE -2.9 2.2 -18.5 17.1 20.0 10.2 15.3 -4.9 15.7 -2.4 -13.0 -10.2 -1.5 -11.3 -13.0 20.0 18.8 20.0 20.0 -9.4 -11.0 -10.1 -3.5 -9.2 -20.0 -6.4 -4.0 -5.0 -9.4 3.8 -8.3 20.0 -20.0 -20.0 -15.9 -20.0 14.2 17.1 17.3 20.0 COPPER 7.9 8.7 0.8 0.3 9.7 3.4 6.2 9.2 1.9 10.9 7.3 10.4 7.3 10.5 5.9 -7.1 -6.5 -6.8 -6.6 8.7 7.2 20.0 7.7 13.9 -1.5 7.4 20.0 6.0 18.4 7.2 11.3 -3.6 20.0 18.5 14.6 9.5 3.1 20.0 -5.4 13.7 CORN 11.3 1.7 17.2 19.5 20.0 11.6 17.5 -5.6 17.9 6.4 14.7 12.3 1.8 12.3 15.7 -20.0 -20.0 -20.0 -20.0 14.9 12.1 13.6 4.5 15.3 12.3 18.1 14.3 16.4 14.4 9.1 17.1 -20.0 0.4 20.0 0.1 15.0 15.3 0.0 20.0 7.8 COTTON2 -0.4 20.0 20.0 15.5 18.5 9.3 13.9 -4.5 14.3 11.2 12.5 14.3 1.7 16.2 16.7 -8.3 -18.5 -15.2 -18.1 20.0 17.6 20.0 4.9 20.0 -3.4 20.0 18.8 19.3 20.0 6.3 20.0 -20.0 20.0 20.0 20.0 20.0 -13.0 -10.8 -13.7 -8.7 CRUDE_W 0.5 -1.8 20.0 19.0 8.1 20.0 5.5 16.8 10.1 9.2 11.1 8.6 6.9 9.5 12.0 20.0 10.3 18.5 13.7 14.4 14.0 11.1 8.8 11.9 4.8 12.7 9.9 13.7 7.3 8.7 8.8 -0.1 6.0 3.0 -5.6 -12.5 13.9 20.0 -2.0 0.2 DAX 6.4 9.4 -17.0 9.8 3.3 6.9 8.8 6.1 11.4 -6.2 0.0 -2.7 5.3 5.4 1.4 -4.1 -6.6 -5.1 -5.9 1.2 -0.8 -0.2 1.1 2.9 -6.6 2.4 -4.4 -0.5 2.3 0.8 5.1 -1.8 -6.5 -7.7 -10.8 -15.5 2.6 13.8 7.8 18.5 DOW 13.0 14.8 -12.5 11.6 3.8 8.1 10.4 7.3 13.5 7.8 4.9 8.7 9.5 11.0 6.6 -5.3 -7.1 -5.7 -6.3 7.1 4.2 7.3 5.8 9.7 -6.0 3.8 4.0 1.4 5.7 3.4 6.8 -2.5 -7.7 -4.9 -10.9 -13.9 -8.9 -20.0 -16.0 -20.0 DX -7.6 -6.0 7.3 6.2 5.8 4.5 9.4 4.4 9.0 -7.2 4.0 -9.7 -8.0 -11.8 2.3 4.0 5.3 4.2 4.6 -2.5 0.8 -4.1 -0.7 -5.7 -13.1 -3.4 1.1 -0.8 -4.5 -1.9 -6.3 14.2 -18.1 -17.7 -13.4 -12.4 1.8 9.8 14.9 13.8 EUR 1.4 6.1 -7.2 8.6 8.0 6.1 13.0 6.0 12.5 6.9 -4.5 3.1 11.6 12.8 -3.1 -6.0 -7.2 -6.1 -6.6 2.1 -0.5 5.3 3.2 5.1 5.4 2.7 3.8 2.2 6.3 6.3 5.1 -6.2 -9.2 -12.9 3.6 -9.1 -20.0 -16.6 -7.6 -19.9 EURIBOR-ICE 1.9 -2.4 -9.6 -2.9 -7.3 -2.7 -4.5 -2.3 -3.2 -4.6 -5.4 -2.8 -3.1 -1.0 -5.3 1.2 8.6 3.6 6.5 -4.5 -5.2 -2.8 -3.4 -2.5 -3.2 -1.1 -6.5 -3.0 -1.0 -2.8 0.6 5.9 6.4 6.5 4.1 0.9 4.8 10.5 8.4 15.1 EUROSTX 1.4 6.1 -16.6 10.4 3.4 7.3 9.3 6.5 12.1 -1.7 3.2 0.5 8.0 5.6 2.5 -2.2 1.2 0.2 1.3 2.6 2.6 1.2 4.6 3.2 -4.2 5.6 -1.3 4.3 5.5 5.3 7.7 11.3 -0.4 -9.1 -8.1 -7.3 -0.6 20.0 0.0 20.0 FEEDCOW -11.4 7.3 -7.3 16.5 19.6 9.8 14.8 -4.8 15.1 -15.6 15.0 -8.0 16.2 7.0 9.8 2.4 8.2 4.4 7.3 9.6 16.0 -15.7 20.0 -0.2 -20.0 4.3 -20.0 5.8 -12.4 11.9 -0.8 19.5 -20.0 -20.0 10.0 -9.9 16.0 20.0 13.4 20.0 GASOIL 3.6 20.0 20.0 11.5 4.9 13.5 3.3 10.1 6.1 5.2 7.9 5.8 7.3 7.2 8.1 20.0 20.0 20.0 20.0 15.9 16.8 7.0 12.2 10.4 -3.3 15.4 6.3 19.2 5.0 15.8 8.2 20.0 2.7 1.0 4.5 13.3 -0.3 7.6 -9.6 -3.5 GASOLINE 13.8 19.3 20.0 17.6 7.5 20.0 5.1 15.6 9.4 7.4 12.1 9.5 10.1 10.5 12.3 20.0 -12.8 12.2 -10.0 20.0 20.0 14.6 16.2 20.0 -10.5 20.0 9.6 20.0 10.6 17.2 16.5 -20.0 8.9 18.2 13.2 9.6 9.2 20.0 -5.0 5.2 GAS_US_mini 1.1 -10.7 -13.5 20.0 11.6 20.0 7.8 20.0 14.5 4.8 -16.9 1.9 -16.6 -14.1 -18.3 -20.0 -14.8 -20.0 -12.6 -11.3 -12.9 -0.4 -12.6 -6.2 20.0 -11.8 3.8 -14.6 0.7 -13.7 -5.7 -20.0 -6.2 -20.0 -20.0 -20.0 20.0 5.0 19.9 1.5 GBP 6.0 6.0 -3.4 9.1 8.5 6.5 13.7 6.4 13.2 1.8 3.3 9.1 12.5 17.6 1.1 1.0 0.3 0.8 0.5 7.1 4.2 5.8 5.4 9.2 -2.7 8.8 -2.7 8.3 6.4 10.5 9.6 6.4 -10.0 -3.9 5.7 -2.7 -20.0 -7.1 -11.6 -5.9 GOLD_micro -6.5 -11.0 6.5 0.2 6.3 2.2 4.0 6.0 1.2 5.2 1.3 0.1 4.5 -1.2 -4.0 -6.1 -8.0 -5.8 -6.4 -3.0 2.4 1.6 9.5 -2.2 -20.0 -0.5 3.0 6.5 1.6 15.4 -1.2 -4.7 -4.1 -3.8 -8.2 9.9 20.0 12.2 -7.7 -20.0 HEATOIL -0.9 14.0 20.0 12.3 5.2 14.5 3.5 10.9 6.6 4.6 8.6 6.3 7.7 7.1 8.8 20.0 20.0 20.0 20.0 16.5 18.7 6.0 14.1 9.9 -9.2 14.2 5.5 17.6 3.9 14.3 7.2 20.0 1.0 1.0 4.4 11.3 -1.5 2.1 -17.6 -11.2 JGB-SGX-mini -1.5 -7.7 1.4 -2.6 -6.7 -2.5 -4.2 -2.1 -2.9 -5.3 -7.8 -4.5 -8.1 -6.4 -7.1 15.6 9.5 7.7 7.1 -7.8 -9.6 -6.3 -11.0 -6.3 3.8 -7.8 -9.4 -10.4 -6.1 -12.5 -6.1 6.4 -2.3 -1.0 -8.4 -6.7 2.9 -18.1 2.9 -20.0 JPY 12.3 7.4 -0.5 5.1 4.8 3.7 7.7 3.6 7.4 4.9 -10.7 6.5 -11.6 5.0 -7.2 -8.3 -9.7 -8.7 -8.9 -1.6 -6.7 3.6 -10.2 2.9 20.0 0.4 0.4 -4.1 5.0 -7.3 4.5 -10.2 5.7 -0.0 -1.3 -7.5 -10.4 -10.5 -4.9 -11.0 LEANHOG 0.0 -15.7 -12.2 20.0 20.0 14.3 20.0 -6.9 20.0 -9.5 -2.9 -11.2 13.2 -19.5 -20.0 -20.0 -20.0 -20.0 -20.0 -17.7 -8.3 -11.1 3.4 -17.7 -7.7 -20.0 -5.7 -16.5 -11.8 -2.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 1.0 -16.4 6.8 LIVECOW -7.2 18.3 7.6 19.2 20.0 11.4 17.2 -5.5 17.6 -18.1 18.2 -2.8 18.5 13.1 15.9 20.0 10.1 17.3 11.9 20.0 20.0 -10.4 20.0 10.0 -20.0 14.2 -20.0 12.1 -9.4 13.5 7.2 20.0 -20.0 -18.4 20.0 1.7 20.0 20.0 20.0 20.0 LUMBER-new -4.9 -3.8 -0.3 18.8 20.0 11.2 16.9 -5.4 17.3 8.5 -19.7 -9.8 -19.7 -16.5 -17.4 -20.0 -20.0 -20.0 -20.0 -13.2 -17.1 -6.1 -20.0 -11.1 NaN -9.6 1.2 -12.9 -6.9 -18.3 -10.0 -20.0 -10.5 -20.0 -20.0 -20.0 7.7 20.0 9.6 20.0 MXP 2.3 7.0 -1.3 9.3 8.7 6.7 14.0 6.5 13.5 15.2 18.7 16.6 20.0 19.2 17.0 8.3 11.1 8.7 9.7 14.0 17.7 15.3 20.0 14.4 -20.0 12.0 15.7 18.6 17.3 20.0 13.4 20.0 0.9 -5.3 6.7 5.2 9.4 6.5 20.0 10.5 NASDAQ_micro 20.0 20.0 -4.2 13.6 4.5 9.6 12.2 8.6 15.9 9.7 9.1 13.1 12.3 14.5 12.9 -7.1 -8.0 -7.1 -7.4 20.0 15.2 20.0 11.1 20.0 -20.0 19.0 18.0 8.9 20.0 6.6 20.0 -4.3 20.0 20.0 15.6 -0.8 1.3 -20.0 7.9 -20.0 NIKKEI 14.6 12.5 3.0 9.1 3.0 6.4 8.1 5.7 10.6 4.9 8.4 7.1 8.9 8.8 8.3 -0.1 5.3 1.5 3.3 12.1 11.0 12.6 11.5 13.6 -12.9 8.6 8.5 8.9 10.4 10.8 9.9 16.5 4.6 6.0 1.1 8.0 -20.0 -5.2 -15.4 -3.5 NZD 8.4 1.7 0.0 5.1 4.7 3.6 7.6 3.6 7.3 9.1 1.6 10.1 -0.2 9.3 -0.2 -2.6 -3.3 -2.9 -3.2 2.4 0.6 7.0 -0.6 5.4 11.5 2.6 5.7 0.7 7.4 -0.9 5.6 0.0 -0.8 -0.1 -1.3 -1.5 -15.5 20.0 -0.1 20.0 OAT 2.3 -2.2 -3.7 -3.3 -8.4 -3.1 -5.2 -2.7 -3.7 -3.0 -3.7 -0.4 -2.2 2.5 -4.3 10.4 12.1 11.0 12.0 -2.5 -2.7 -0.9 -1.9 -0.8 -2.1 1.1 -5.1 0.3 1.1 0.4 2.5 13.4 11.1 9.2 6.7 5.8 -1.1 10.1 0.1 13.1 OATIES 0.7 2.2 20.0 13.1 15.6 7.8 11.7 -3.8 12.0 9.3 5.4 8.6 -1.7 3.3 5.8 -20.0 -12.2 -16.5 -14.2 6.7 5.5 8.5 0.1 6.3 0.8 7.0 13.3 5.9 7.8 -0.2 5.9 -17.6 4.0 -0.8 -10.0 8.4 4.8 -8.4 7.8 -8.7 OJ -2.6 3.5 -0.0 6.9 8.2 4.1 6.2 -2.0 6.3 5.0 -3.1 3.1 -6.0 0.1 -3.0 -2.4 1.4 -1.0 -0.2 -1.1 -2.7 2.4 -5.6 0.2 -20.0 -1.2 5.0 -1.9 2.2 -3.5 0.1 5.9 5.8 -9.0 -7.7 -10.4 -4.5 -8.1 -5.9 -6.1 PALLAD 0.4 -5.7 -8.5 0.3 8.3 2.9 5.3 7.9 1.6 0.5 -3.7 -2.8 1.4 0.6 -6.9 -4.3 -3.4 -3.8 -3.5 -4.8 -2.7 -0.6 3.2 -2.3 15.8 -3.2 -0.3 -1.8 -0.4 4.4 -1.3 1.7 -7.1 -4.7 -2.6 -8.9 20.0 13.9 20.0 -4.7 PLAT 0.9 -4.2 1.2 0.2 6.8 2.4 4.3 6.4 1.3 7.0 -1.1 5.4 2.6 3.1 -5.1 -2.8 -3.1 -2.6 -2.7 -0.8 1.5 6.9 6.4 2.0 -2.0 0.1 9.3 2.4 6.2 7.8 2.1 2.7 5.0 1.1 0.1 -4.3 20.0 18.6 20.0 -0.8 REDWHEAT 6.2 5.6 20.0 16.4 19.5 9.8 14.7 -4.7 15.1 9.8 14.9 11.9 -0.2 13.3 15.8 -10.7 -14.8 -12.3 -13.5 17.0 13.8 15.7 5.6 16.1 6.7 17.2 20.0 15.6 13.7 8.6 15.0 -19.5 5.5 20.0 15.1 20.0 -20.0 -20.0 -20.0 -20.0 RICE 16.4 10.3 20.0 9.7 11.5 5.8 8.7 -2.8 8.9 9.5 -1.5 9.6 -8.0 7.1 5.1 -20.0 -19.4 -20.0 -20.0 5.1 -1.0 18.7 -8.6 12.0 3.4 6.1 16.8 1.2 17.1 -5.8 11.6 -20.0 20.0 15.8 0.2 0.5 -20.0 -17.1 -20.0 -14.0 ROBUSTA 13.6 -2.1 -14.1 12.0 14.3 7.2 10.8 -3.5 11.1 9.3 -9.3 8.6 -6.5 1.9 -8.5 20.0 18.5 20.0 20.0 -5.1 -10.1 6.5 -9.1 2.0 -20.0 -1.5 7.1 -5.9 5.6 -5.8 3.4 20.0 -6.7 3.6 -7.0 -19.0 4.6 -1.0 5.4 10.1 RUSSELL 15.5 20.0 -2.0 15.5 5.2 10.9 13.9 9.7 18.1 7.1 12.6 11.3 14.5 15.3 13.9 -4.2 -4.9 -4.3 -4.5 19.9 14.6 15.1 12.9 20.0 7.3 14.5 2.9 10.2 12.1 9.4 17.0 1.0 -1.3 6.5 3.4 -2.8 -5.5 -20.0 0.5 -20.0 SHATZ -0.1 -0.2 -4.7 -2.6 -6.6 -2.4 -4.1 -2.1 -2.9 -4.2 -5.9 -4.3 -6.4 -3.1 -5.4 3.9 -6.7 2.0 -1.2 -6.2 -7.2 -3.2 -5.9 -3.8 6.5 -4.3 -4.5 -7.2 -1.0 -7.1 -0.9 -14.6 5.9 5.1 -0.1 -7.5 1.1 8.8 2.0 13.4 SILVER-mini 4.3 -3.5 8.8 0.2 6.2 2.2 3.9 5.8 1.2 7.0 -0.5 5.3 1.8 2.7 -5.0 -2.7 -4.7 -2.7 -3.4 0.6 3.0 11.1 7.1 4.3 -10.1 1.8 14.1 5.5 9.6 11.8 4.0 0.6 12.2 6.4 1.2 1.7 20.0 13.3 14.6 6.4 SMI 2.0 5.9 -10.7 10.0 3.3 7.0 9.0 6.3 11.7 -0.0 3.6 -1.4 6.9 6.8 1.4 0.7 5.7 3.2 5.2 2.9 3.9 1.4 6.1 2.8 5.1 6.4 1.8 7.7 3.9 9.4 6.1 18.6 -8.3 -10.9 -8.2 -3.6 3.6 20.0 6.3 20.0 SOFR -10.9 -9.1 -5.2 -6.0 -15.4 -5.6 -9.5 -4.9 -6.7 -15.8 -13.0 -16.4 8.1 -16.5 -16.0 3.2 5.8 4.4 5.4 -12.0 -7.1 -17.4 -1.0 -15.5 -20.0 -11.2 -20.0 -4.5 -19.3 1.5 -16.5 2.1 -12.0 -14.8 -11.6 5.4 -8.3 -8.5 -5.4 -13.9 SOYBEAN 5.9 6.7 17.0 20.0 20.0 12.1 18.2 -5.9 18.6 18.0 20.0 17.6 18.3 18.9 20.0 -4.7 -3.1 -2.2 -2.1 20.0 19.2 20.0 12.8 20.0 -6.7 20.0 20.0 20.0 20.0 15.8 20.0 0.5 20.0 20.0 3.3 20.0 5.8 -6.9 7.7 -3.7 SOYMEAL -3.6 1.0 9.2 15.1 18.0 9.0 13.6 -4.4 13.9 11.5 0.9 0.0 -3.8 -1.0 7.2 20.0 -4.5 11.7 3.0 2.6 2.8 4.9 -1.0 2.0 -14.8 4.0 14.7 7.3 6.2 5.4 2.4 2.3 -7.3 -12.0 -9.0 -1.8 -12.7 -14.4 -19.3 -11.6 SOYOIL 15.0 12.7 20.0 18.5 20.0 11.1 16.6 -5.4 17.1 1.3 19.8 13.5 18.6 16.5 19.8 20.0 2.7 18.8 9.2 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 8.7 20.0 16.6 20.0 20.0 13.9 20.0 20.0 20.0 20.0 1.2 -20.0 1.5 -20.0 SP400 8.3 14.2 -0.9 13.6 4.5 9.5 12.2 8.5 15.9 2.9 10.8 6.0 12.4 11.8 11.0 -4.9 -6.0 -5.3 -5.6 12.4 10.1 7.8 9.0 12.8 4.3 8.5 -0.0 6.4 6.4 5.2 9.5 -1.0 -7.1 -5.8 -5.6 -2.4 -5.9 -20.0 -1.6 -20.0 SP500_micro 20.0 20.0 -8.1 15.8 5.3 11.1 14.2 9.9 18.5 13.1 11.9 15.7 15.6 16.9 15.2 -7.5 -8.8 -7.6 -8.0 20.0 14.5 20.0 13.1 20.0 -14.9 15.9 16.2 5.9 20.0 5.3 20.0 -5.4 14.9 20.0 1.1 -12.0 2.2 -20.0 4.4 -20.0 SUGAR11 12.7 -1.3 14.1 10.6 12.6 6.3 9.5 -3.0 9.7 1.8 -3.8 6.1 -9.1 0.8 -0.6 -10.6 6.2 -4.4 1.5 2.0 -1.0 7.0 -5.5 5.2 -17.3 3.9 5.7 1.6 7.4 -2.5 6.2 12.3 11.6 4.8 -0.8 -4.5 -7.0 -20.0 -6.2 -12.1 US10 -5.2 -5.2 -7.6 -4.1 -10.5 -3.8 -6.5 -3.3 -4.6 -8.8 -7.8 -9.0 2.2 -8.7 -9.6 3.9 2.0 3.4 3.0 -6.7 -5.2 -7.3 -2.1 -7.0 -6.9 -6.2 -10.1 -3.9 -7.8 -0.3 -7.1 -3.4 -2.8 -4.4 -4.7 -1.2 -2.8 -20.0 -1.8 -16.7 US10U -4.9 -5.3 -6.8 -6.1 -15.6 -5.7 -9.6 -4.9 -6.8 -12.4 -10.7 -12.6 3.0 -12.2 -13.8 4.2 1.8 3.7 3.1 -9.2 -6.7 -10.1 -2.6 -9.6 -11.7 -9.4 -15.3 -5.1 -11.4 0.8 -10.6 -3.6 -2.2 -5.7 -6.2 -2.0 -0.6 -3.9 -3.4 -17.0 US2 -3.7 -6.6 -13.1 -3.9 -9.9 -3.6 -6.1 -3.1 -4.4 -9.9 -8.7 -9.7 -6.1 -8.3 -8.9 -0.8 -9.8 -3.8 -6.3 -10.4 -10.0 -9.2 -6.9 -9.3 7.4 -9.5 -10.5 -8.9 -9.0 -5.5 -8.7 -20.0 -7.3 -6.7 -8.5 -10.2 1.4 -20.0 2.7 -13.7 US20 -3.4 -4.2 -4.2 -4.1 -10.4 -3.8 -6.5 -3.3 -4.6 -7.1 -6.9 -6.6 0.2 -6.0 -8.8 4.7 4.3 4.7 4.7 -5.1 -3.8 -5.1 -1.9 -5.0 -6.5 -6.1 -8.7 -3.6 -5.8 -0.3 -6.0 0.4 0.1 -2.2 -3.2 -1.7 4.5 9.7 4.0 -4.8 US30 -3.3 -4.5 -1.8 -6.0 -15.3 -5.6 -9.4 -4.8 -6.7 -10.8 -13.3 -10.6 -6.8 -11.1 -14.4 2.9 0.6 2.5 1.9 -7.6 -6.1 -7.4 -4.9 -7.5 -4.9 -10.3 -14.6 -6.6 -10.2 -2.5 -10.4 -5.6 1.4 -2.8 -3.1 -1.3 2.5 7.6 2.1 -4.1 US5 -5.5 -5.8 -9.7 -4.1 -10.5 -3.9 -6.5 -3.3 -4.6 -9.8 -8.0 -9.8 1.3 -9.1 -9.6 1.5 -0.8 0.9 0.4 -8.2 -6.7 -8.6 -3.4 -8.3 -5.3 -7.3 -10.7 -5.2 -8.7 -1.5 -8.1 -8.0 -4.9 -5.9 -6.3 -3.5 0.7 -20.0 0.9 -14.6 VIX -6.6 -4.2 14.6 4.9 1.6 9.5 -2.3 5.3 -3.1 2.2 0.5 -4.3 -8.9 -18.3 -0.8 -20.0 -20.0 -19.0 -20.0 -0.2 4.1 -2.7 1.3 -5.5 NaN 5.3 1.8 10.4 -2.1 6.1 -3.1 NaN NaN NaN NaN NaN -12.3 -20.0 NaN NaN WHEAT 6.1 1.9 20.0 13.4 15.9 8.0 12.0 -3.9 12.3 8.0 9.9 7.3 -2.6 7.7 10.8 -13.9 -16.9 -14.5 -15.4 9.8 7.8 12.6 2.4 10.1 7.2 11.0 20.0 10.3 11.8 5.9 10.2 -20.0 3.1 19.3 4.7 18.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3