******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260513_203946 produced at 2026-05-13 21:36:38.900855 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.80 0.0 0.00 0.00 0.00 0.00 -28.07 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.51 0.0 0.00 0.00 0.00 0.00 -15.07 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -2.93 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.14 -0.12 0.0 0.23 -0.23 -0.14 -0.12 -6.80 13.0 -8 -7 caleb_strategy_v3 US5 False False 0.04 -0.22 -0.10 0.0 1.11 -1.11 -0.22 -0.36 -2.21 25.0 -5 -8 caleb_strategy_v3 VIX False False 0.01 -0.06 -0.10 0.0 999.00 -999.00 -0.06 -0.06 -10.70 999999999.0 -7 -7 caleb_strategy_v3 CHF False False 0.07 -0.07 -0.08 0.0 0.86 -0.86 -0.07 -0.07 -1.17 13.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.06 0.0 0.60 -0.60 -0.05 -0.05 -1.24 13.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.77 -0.77 -0.05 -0.05 -1.33 17.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -12.00 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.69 24.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.31 3.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.03 0.0 0.85 -0.85 0.00 0.00 -0.55 14.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.02 0.0 0.88 -0.88 0.00 0.00 -0.50 29.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.24 -0.02 0.0 0.28 -0.28 -0.24 -0.24 -0.46 6.0 -5 -5 caleb_strategy_v3 BTP False False 0.06 -0.11 -0.02 0.0 0.57 -0.57 -0.11 -0.11 -0.34 10.0 -2 -2 caleb_strategy_v3 DX False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.56 999999999.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.10 -1.10 -0.04 -0.02 -1.00 56.0 -2 -1 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.33 9.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 -0.02 0.0 0.00 -0.01 -0.01 -0.01 -6.79 26.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -0.80 18.0 -2 -1 caleb_strategy_v3 DOW False False 0.01 -0.17 -0.01 0.0 0.68 -0.68 -0.17 -0.10 -1.41 66.0 -16 -10 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.78 3.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.01 -0.00 0.0 0.68 -0.68 -0.01 -0.01 -0.29 58.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.34 -0.34 0.00 0.00 -0.02 23.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.00 0.0 0.04 -0.04 0.00 0.00 -0.29 4.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.21 -0.21 0.00 0.00 -0.07 4.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.00 0.0 0.26 -0.26 0.00 0.00 -0.08 6.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.48 -0.48 0.00 0.00 0.05 26.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.00 0.0 0.56 -0.56 -0.03 0.00 -0.09 17.0 -1 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.21 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 0.60 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.23 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.02 0.00 0.01 0.0 0.12 -0.12 0.00 0.02 0.44 8.0 0 1 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.06 -1.06 0.00 0.00 0.22 19.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.19 2.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.30 0.02 0.0 0.30 -0.30 0.30 0.30 0.13 2.0 2 2 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.02 0.0 0.20 -0.20 0.00 0.00 1.07 11.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.17 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.03 0.02 0.0 0.57 -0.57 0.03 0.03 0.68 20.0 1 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.02 0.0 0.45 -0.45 0.00 0.00 0.37 10.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.07 0.02 0.0 0.77 -0.77 0.07 0.10 0.48 22.0 2 3 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.02 0.0 0.18 -0.18 0.00 0.00 0.89 10.0 0 0 caleb_strategy_v3 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 NASDAQ_micro False False 0.02 0.02 0.03 0.0 0.56 -0.56 0.02 0.05 1.16 23.0 1 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.03 0.0 0.17 -0.17 0.05 0.05 1.19 7.0 2 2 caleb_strategy_v3 CAC False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.85 12.0 0 0 caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.06 0.47 3.0 0 1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.03 0.0 0.74 -0.74 0.00 0.00 2.25 48.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.04 0.0 0.23 -0.23 0.05 0.05 8.82 51.0 10 11 caleb_strategy_v3 NZD False False 0.02 0.02 0.04 0.0 0.52 -0.52 0.02 0.02 1.64 21.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.18 -0.18 0.00 0.00 0.83 4.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.04 0.0 1.18 -1.18 0.00 0.00 0.35 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.40 -0.40 0.00 0.00 8.94 68.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.12 0.05 0.0 999.00 -999.00 0.12 0.06 0.83 999999999.0 2 1 caleb_strategy_v3 OAT False False 0.06 0.17 0.05 0.0 0.58 -0.58 0.17 0.12 0.83 10.0 3 2 caleb_strategy_v3 CORN False False 0.01 0.00 0.05 0.0 0.12 -0.12 0.00 0.00 5.24 12.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.90 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.08 0.0 0.69 -0.69 0.04 0.04 1.99 17.0 1 1 caleb_strategy_v3 NIKKEI False False 0.02 0.05 0.08 0.0 0.60 -0.60 0.05 0.05 4.93 36.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.14 0.12 0.0 0.17 -0.17 0.14 0.10 3.52 5.0 4 3 caleb_strategy_v3 AUD False False 0.03 0.12 0.14 0.0 0.57 -0.57 0.12 0.06 4.72 19.0 4 2 caleb_strategy_v3 COPPER False False 0.07 0.21 0.15 0.0 999.00 -999.00 0.21 0.27 2.16 999999999.0 3 4 caleb_strategy_v3 MXP False False 0.01 0.38 0.57 0.0 0.72 -0.72 0.38 0.44 47.20 60.0 32 37 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.9 Shocked risk 39.0 Sum abs risk 48.1 Leverage 6.31 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2414974.12, 'annual_cash_vol_target': 603743.53, 'daily_cash_vol_target': 37733.970625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.7254 0.5728 9.1653 BITCOIN 1426.3812 79740.0000 1.7888 28.6206 BOBL 0.2629 115.1600 0.2283 3.6524 BTP 0.6354 117.2400 0.5419 8.6711 BUND 0.4645 124.8100 0.3722 5.9550 BUXL 0.8870 107.2200 0.8273 13.2360 CAC 86.3691 7992.0000 1.0807 17.2911 CAD 0.0024 0.7304 0.3354 5.3656 CANOLA 8.1404 760.2000 1.0708 17.1332 CHF 0.0058 1.2828 0.4503 7.2043 COCOA 152.7512 4418.0000 3.4575 55.3196 COFFEE 4.8919 280.7000 1.7428 27.8841 COPPER 0.0898 6.6085 1.3584 21.7347 CORN 4.6406 502.5000 0.9235 14.7761 COTTON2 1.2526 87.0300 1.4393 23.0283 CRUDE_W 1.6552 81.6000 2.0285 32.4556 DAX 263.1251 24259.0000 1.0846 17.3544 DOW 366.1839 49820.0000 0.7350 11.7602 DX 0.3768 98.4200 0.3829 6.1261 EUR 0.0047 1.1727 0.4002 6.4037 EURIBOR-ICE 0.0525 97.2450 0.0540 0.8638 EUROSTX 67.8882 5877.0000 1.1552 18.4824 FEEDCOW 3.1102 360.4750 0.8628 13.8047 GASOIL 31.0337 1080.0000 2.8735 45.9759 GASOLINE 0.0673 3.3126 2.0318 32.5086 GAS_US_mini 0.0963 3.0500 3.1574 50.5189 GBP 0.0063 1.3518 0.4659 7.4536 GOLD_micro 52.8188 4728.6000 1.1170 17.8721 HEATOIL 0.0949 3.6711 2.5855 41.3681 JGB-SGX-mini 0.2680 128.8200 0.2081 3.3292 JPY 0.0000 0.0064 0.6492 10.3880 LEANHOG 1.2578 106.6750 1.1791 18.8656 LIVECOW 1.9572 246.2500 0.7948 12.7165 LUMBER-new 6.4905 590.5000 1.0992 17.5864 MXP 0.0003 0.0580 0.5851 9.3624 NASDAQ_micro 245.6723 29483.2500 0.8333 13.3322 NIKKEI 815.8585 63370.0000 1.2875 20.5992 NZD 0.0039 0.5940 0.6570 10.5118 OAT 0.5308 119.0700 0.4458 7.1330 OATIES 5.9397 368.0000 1.6140 25.8246 OJ 5.9616 188.9000 3.1560 50.4956 PALLAD 36.7361 1522.0000 2.4137 38.6187 PLAT 45.4145 2175.5000 2.0875 33.4007 REDWHEAT 13.4649 734.0000 1.8345 29.3514 RICE 0.1687 13.0200 1.2955 20.7277 ROBUSTA 55.6207 3563.0000 1.5611 24.9770 RUSSELL 28.6386 2854.2000 1.0034 16.0542 SHATZ 0.1053 105.6700 0.0997 1.5948 SILVER-mini 2.0549 89.5750 2.2940 36.7043 SMI 108.2196 13201.0000 0.8198 13.1165 SOFR 0.0518 96.2350 0.0539 0.8618 SOYBEAN 9.1553 1205.7500 0.7593 12.1488 SOYMEAL 3.9325 326.9000 1.2030 19.2477 SOYOIL 0.8962 71.6800 1.2502 20.0037 SP400 33.6593 3662.6000 0.9190 14.7040 SP500_micro 47.4748 7476.0000 0.6350 10.1605 SUGAR11 0.2708 15.8500 1.7082 27.3316 US10 0.3551 110.0000 0.3228 5.1656 US10U 0.4535 112.1406 0.4044 6.4711 US2 0.0943 103.3750 0.0912 1.4598 US20 0.6865 112.0625 0.6126 9.8022 US30 0.8860 114.0000 0.7772 12.4356 US5 0.2359 107.3750 0.2197 3.5157 VIX 0.5351 21.8000 2.4545 39.2712 WHEAT 11.9874 706.7500 1.6961 27.1380 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 725.45 0.57 415.56 1.00 415.56 37733.97 90.80 20.00 181.61 BITCOIN 79.74 1.79 142.64 1.00 142.64 37733.97 264.54 -4.18 -110.63 BOBL 1151.60 0.23 262.88 1.18 309.17 37733.97 122.05 1.75 21.40 BTP 1172.40 0.54 635.38 1.18 747.26 37733.97 50.50 -1.94 -9.81 BUND 1248.10 0.37 464.53 1.18 546.32 37733.97 69.07 0.72 4.98 BUXL 1072.20 0.83 886.98 1.18 1043.16 37733.97 36.17 -1.89 -6.84 CAC 799.20 1.08 863.69 1.18 1015.77 37733.97 37.15 6.69 24.86 CAD 730.35 0.34 244.92 1.00 244.92 37733.97 154.06 -1.25 -19.28 CANOLA 152.04 1.07 162.81 0.73 118.97 37733.97 317.17 11.42 362.10 CHF 1603.44 0.45 721.98 1.00 721.98 37733.97 52.26 -8.60 -44.93 COCOA 441.80 3.46 1527.51 1.00 1527.51 37733.97 24.70 0.76 1.87 COFFEE 1052.62 1.74 1834.47 1.00 1834.47 37733.97 20.57 -2.75 -5.65 COPPER 1652.12 1.36 2244.28 1.00 2244.28 37733.97 16.81 11.84 19.90 CORN 251.25 0.92 232.03 1.00 232.03 37733.97 162.62 13.21 214.90 COTTON2 435.15 1.44 626.30 1.00 626.30 37733.97 60.25 7.32 44.08 CRUDE_W 816.00 2.03 1655.24 1.00 1655.24 37733.97 22.80 14.23 32.43 DAX 242.59 1.08 263.13 1.18 309.46 37733.97 121.94 -0.69 -8.39 DOW 249.10 0.74 183.09 1.00 183.09 37733.97 206.09 -2.95 -60.79 DX 984.20 0.38 376.83 1.00 376.83 37733.97 100.13 -2.14 -21.48 EUR 1465.88 0.40 586.69 1.00 586.69 37733.97 64.32 -3.30 -21.21 EURIBOR-ICE 2431.12 0.05 131.25 1.18 154.36 37733.97 244.45 0.42 10.32 EUROSTX 587.70 1.16 678.88 1.18 798.42 37733.97 47.26 4.20 19.86 FEEDCOW 1802.38 0.86 1555.08 1.00 1555.08 37733.97 24.27 4.38 10.62 GASOIL 1080.00 2.87 3103.37 1.00 3103.37 37733.97 12.16 15.74 19.13 GASOLINE 1391.29 2.03 2826.81 1.00 2826.81 37733.97 13.35 14.34 19.15 GAS_US_mini 76.25 3.16 240.75 1.00 240.75 37733.97 156.73 -3.99 -62.57 GBP 844.88 0.47 393.59 1.00 393.59 37733.97 95.87 1.91 18.30 GOLD_micro 472.86 1.12 528.19 1.00 528.19 37733.97 71.44 -4.10 -29.26 HEATOIL 1541.86 2.59 3986.49 1.00 3986.49 37733.97 9.47 11.54 10.92 JGB-SGX-mini 128820.00 0.21 26804.28 0.01 170.36 37733.97 221.50 -6.28 -139.00 JPY 793.88 0.65 515.42 1.00 515.42 37733.97 73.21 -0.45 -3.28 LEANHOG 426.70 1.18 503.12 1.00 503.12 37733.97 75.00 -14.91 -111.80 LIVECOW 985.00 0.79 782.86 1.00 782.86 37733.97 48.20 12.47 60.12 LUMBER-new 162.39 1.10 178.49 1.00 178.49 37733.97 211.41 -10.30 -217.78 MXP 290.20 0.59 169.81 1.00 169.81 37733.97 222.21 14.45 321.14 NASDAQ_micro 589.66 0.83 491.34 1.00 491.34 37733.97 76.80 6.49 49.80 NIKKEI 63370.00 1.29 81585.85 0.01 518.52 37733.97 72.77 6.24 45.44 NZD 594.00 0.66 390.25 1.00 390.25 37733.97 96.69 6.51 62.97 OAT 1190.70 0.45 530.83 1.18 624.30 37733.97 60.44 4.00 24.17 OATIES 184.00 1.61 296.98 1.00 296.98 37733.97 127.06 1.95 24.74 OJ 283.35 3.16 894.24 1.00 894.24 37733.97 42.20 -7.61 -32.13 PALLAD 1522.00 2.41 3673.61 1.00 3673.61 37733.97 10.27 5.52 5.67 PLAT 1087.75 2.09 2270.73 1.00 2270.73 37733.97 16.62 6.46 10.74 REDWHEAT 367.00 1.83 673.25 1.00 673.25 37733.97 56.05 5.97 33.47 RICE 260.40 1.30 337.34 1.00 337.34 37733.97 111.86 -1.06 -11.80 ROBUSTA 356.30 1.56 556.21 1.00 556.21 37733.97 67.84 -0.27 -1.85 RUSSELL 142.71 1.00 143.19 1.00 143.19 37733.97 263.52 10.22 269.27 SHATZ 1056.70 0.10 105.33 1.18 123.88 37733.97 304.61 -2.23 -67.93 SILVER-mini 2239.38 2.29 5137.17 1.00 5137.17 37733.97 7.35 6.71 4.93 SMI 1320.10 0.82 1082.20 1.28 1388.87 37733.97 27.17 9.66 26.25 SOFR 2405.88 0.05 129.58 1.00 129.58 37733.97 291.20 -15.84 -461.29 SOYBEAN 602.88 0.76 457.76 1.00 457.76 37733.97 82.43 15.55 128.15 SOYMEAL 326.90 1.20 393.25 1.00 393.25 37733.97 95.95 -2.35 -22.58 SOYOIL 430.08 1.25 537.70 1.00 537.70 37733.97 70.18 13.61 95.50 SP400 3662.60 0.92 3365.93 1.00 3365.93 37733.97 11.21 3.60 4.03 SP500_micro 373.80 0.64 237.37 1.00 237.37 37733.97 158.96 6.08 96.66 SUGAR11 177.52 1.71 303.24 1.00 303.24 37733.97 124.43 -2.63 -32.68 US10 1100.00 0.32 355.13 1.00 355.13 37733.97 106.25 -9.88 -104.94 US10U 1121.41 0.40 453.55 1.00 453.55 37733.97 83.20 -11.75 -97.74 US2 2067.50 0.09 188.63 1.00 188.63 37733.97 200.04 -11.53 -230.63 US20 1120.62 0.61 686.54 1.00 686.54 37733.97 54.96 -4.76 -26.17 US30 1140.00 0.78 886.04 1.00 886.04 37733.97 42.59 -8.47 -36.07 US5 1073.75 0.22 235.94 1.00 235.94 37733.97 159.93 -10.89 -174.10 VIX 218.00 2.45 535.07 1.00 535.07 37733.97 70.52 -6.14 -43.30 WHEAT 353.38 1.70 599.37 1.00 599.37 37733.97 62.96 2.71 17.07 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 181.606 0.010 2.5 4.719 BITCOIN -110.632 0.043 2.5 -11.997 BOBL 21.405 0.004 2.5 0.217 BTP -9.811 0.014 2.5 -0.335 BUND 4.977 0.004 2.5 0.051 BUXL -6.844 0.004 2.5 -0.070 CAC 24.857 0.014 2.5 0.849 CAD -19.281 0.010 2.5 -0.501 CANOLA 362.097 0.010 2.5 8.822 CHF -44.934 0.010 2.5 -1.168 COCOA 1.873 0.010 2.5 0.046 COFFEE -5.655 0.005 2.5 -0.075 COPPER 19.899 0.043 2.5 2.158 CORN 214.902 0.010 2.5 5.236 COTTON2 44.082 0.010 2.5 1.074 CRUDE_W 32.433 0.043 2.5 3.517 DAX -8.391 0.014 2.5 -0.287 DOW -60.788 0.009 2.5 -1.415 DX -21.475 0.010 2.5 -0.558 EUR -21.215 0.010 2.5 -0.551 EURIBOR-ICE 10.322 0.014 2.5 0.353 EUROSTX 19.863 0.014 2.5 0.678 FEEDCOW 10.619 0.013 2.5 0.352 GASOIL 19.134 0.017 2.5 0.831 GASOLINE 19.148 0.017 2.5 0.831 GAS_US_mini -62.572 0.043 2.5 -6.785 GBP 18.298 0.010 2.5 0.475 GOLD_micro -29.255 0.014 2.5 -0.999 HEATOIL 10.919 0.017 2.5 0.474 JGB-SGX-mini -139.001 0.043 2.5 -15.073 JPY -3.276 0.010 2.5 -0.085 LEANHOG -111.795 0.024 2.5 -6.804 LIVECOW 60.115 0.013 2.5 1.995 LUMBER-new -217.780 0.010 2.5 -5.306 MXP 321.142 0.059 2.5 47.201 NASDAQ_micro 49.804 0.009 2.5 1.159 NIKKEI 45.441 0.043 2.5 4.928 NZD 62.967 0.010 2.5 1.636 OAT 24.166 0.014 2.5 0.825 OATIES 24.740 0.010 2.5 0.603 OJ -32.125 0.010 2.5 -0.783 PALLAD 5.673 0.014 2.5 0.194 PLAT 10.735 0.014 2.5 0.367 REDWHEAT 33.467 0.005 2.5 0.445 RICE -11.802 0.010 2.5 -0.288 ROBUSTA -1.851 0.005 2.5 -0.025 RUSSELL 269.274 0.013 2.5 8.936 SHATZ -67.931 0.004 2.5 -0.690 SILVER-mini 4.930 0.014 2.5 0.168 SMI 26.250 0.014 2.5 0.897 SOFR -461.290 0.024 2.5 -28.074 SOYBEAN 128.151 0.004 2.5 1.194 SOYMEAL -22.577 0.004 2.5 -0.210 SOYOIL 95.499 0.004 2.5 0.890 SP400 4.033 0.013 2.5 0.134 SP500_micro 96.657 0.009 2.5 2.249 SUGAR11 -32.676 0.010 2.5 -0.796 US10 -104.935 0.005 2.5 -1.332 US10U -97.738 0.005 2.5 -1.240 US2 -230.626 0.005 2.5 -2.927 US20 -26.173 0.005 2.5 -0.332 US30 -36.075 0.005 2.5 -0.458 US5 -174.104 0.005 2.5 -2.209 VIX -43.304 0.099 2.5 -10.704 WHEAT 17.068 0.005 2.5 0.227 ===================== Position diags ===================== AUD 2.36 BITCOIN 28.69 BOBL 1.24 BTP 1.72 BUND 0.70 BUXL 0.37 CAC 1.27 CAD 4.00 CANOLA 7.73 CHF 1.36 COCOA 0.60 COFFEE 0.27 COPPER 1.82 CORN 3.96 COTTON2 1.47 CRUDE_W 2.47 DAX 4.16 DOW 4.80 DX 2.60 EUR 1.67 EURIBOR-ICE 8.35 EUROSTX 1.61 FEEDCOW 0.81 GASOIL 0.53 GASOLINE 0.58 GAS_US_mini 17.00 GBP 2.49 GOLD_micro 2.44 HEATOIL 0.41 JGB-SGX-mini 24.02 JPY 1.90 LEANHOG 4.56 LIVECOW 1.60 LUMBER-new 5.15 MXP 32.66 NASDAQ_micro 1.79 NIKKEI 7.89 NZD 2.51 OAT 2.06 OATIES 3.10 OJ 1.03 PALLAD 0.35 PLAT 0.57 REDWHEAT 0.74 RICE 2.73 ROBUSTA 0.90 RUSSELL 8.74 SHATZ 3.09 SILVER-mini 0.25 SMI 0.93 SOFR 17.72 SOYBEAN 0.77 SOYMEAL 0.89 SOYOIL 0.65 SP400 0.37 SP500_micro 3.70 SUGAR11 3.03 US10 1.35 US10U 1.06 US2 2.54 US20 0.70 US30 0.54 US5 2.03 VIX 17.43 WHEAT 0.84 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.7 4.5 5.0 4.0 4 BITCOIN -12.0 -14.9 -9.1 0.0 0 BOBL 0.2 0.1 0.3 0.0 0 BTP -0.3 -0.5 -0.2 -2.0 -2 BUND 0.1 -0.0 0.1 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC 0.8 0.7 1.0 0.0 0 CAD -0.5 -0.9 -0.1 0.0 0 CANOLA 8.8 8.0 9.6 10.0 10 CHF -1.2 -1.3 -1.0 -1.0 -1 COCOA 0.0 -0.0 0.1 0.0 0 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER 2.2 2.0 2.3 3.0 3 CORN 5.2 4.8 5.6 0.0 0 COTTON2 1.1 0.9 1.2 0.0 0 CRUDE_W 3.5 3.3 3.8 4.0 4 DAX -0.3 -0.7 0.1 -1.0 -1 DOW -1.4 -1.9 -0.9 -16.0 -16 DX -0.6 -0.8 -0.3 0.0 0 EUR -0.6 -0.7 -0.4 0.0 0 EURIBOR-ICE 0.4 -0.5 1.2 0.0 0 EUROSTX 0.7 0.5 0.8 1.0 1 FEEDCOW 0.4 0.3 0.4 2.0 2 GASOIL 0.8 0.8 0.9 0.0 0 GASOLINE 0.8 0.8 0.9 2.0 2 GAS_US_mini -6.8 -8.5 -5.1 -3.0 -3 GBP 0.5 0.2 0.7 2.0 2 GOLD_micro -1.0 -1.2 -0.8 -2.0 -2 HEATOIL 0.5 0.4 0.5 0.0 0 JGB-SGX-mini -15.1 -17.5 -12.7 0.0 0 JPY -0.1 -0.3 0.1 -1.0 -1 LEANHOG -6.8 -7.3 -6.3 -8.0 -8 LIVECOW 2.0 1.8 2.2 1.0 1 LUMBER-new -5.3 -5.8 -4.8 0.0 0 MXP 47.2 43.9 50.5 32.0 32 NASDAQ_micro 1.2 1.0 1.3 1.0 1 NIKKEI 4.9 4.1 5.7 3.0 3 NZD 1.6 1.4 1.9 1.0 1 OAT 0.8 0.6 1.0 3.0 3 OATIES 0.6 0.3 0.9 NaN 0 OJ -0.8 -0.9 -0.7 -1.0 -1 PALLAD 0.2 0.2 0.2 0.0 0 PLAT 0.4 0.3 0.4 0.0 0 REDWHEAT 0.4 0.4 0.5 0.0 0 RICE -0.3 -0.6 -0.0 0.0 0 ROBUSTA -0.0 -0.1 0.1 0.0 0 RUSSELL 8.9 8.1 9.8 0.0 0 SHATZ -0.7 -1.0 -0.4 NaN 0 SILVER-mini 0.2 0.1 0.2 0.0 0 SMI 0.9 0.8 1.0 0.0 0 SOFR -28.1 -29.8 -26.3 NaN 0 SOYBEAN 1.2 1.1 1.3 2.0 2 SOYMEAL -0.2 -0.3 -0.1 0.0 0 SOYOIL 0.9 0.8 1.0 0.0 0 SP400 0.1 0.1 0.2 2.0 2 SP500_micro 2.2 1.9 2.6 0.0 0 SUGAR11 -0.8 -1.1 -0.5 -2.0 -2 US10 -1.3 -1.5 -1.2 -1.0 -1 US10U -1.2 -1.3 -1.1 -1.0 -1 US2 -2.9 -3.2 -2.7 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.5 -0.5 -0.4 -5.0 -5 US5 -2.2 -2.4 -2.0 -5.0 -5 VIX -10.7 -12.4 -9.0 -7.0 -7 WHEAT 0.2 0.1 0.3 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 0.0 0.2 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 0.5 0.2 1.6 0.2 0.1 0.5 0.2 0.7 0.2 0.4 0.1 0.3 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 0.2 0.7 0.1 0.1 -0.5 0.2 -0.6 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.1 -0.5 0.2 -2.3 0.1 -0.0 -0.1 0.2 -0.4 0.2 -0.0 -0.2 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 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 0.4 0.1 0.3 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.1 0.2 0.2 0.1 0.0 0.0 0.4 0.1 0.7 BTP 0.1 -0.0 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 0.1 0.0 -0.0 0.1 0.2 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 0.3 0.0 -0.0 0.4 0.0 0.4 BUND 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.0 -0.1 -0.0 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 0.1 0.7 BUXL 0.0 -0.1 0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 0.4 0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.1 0.2 0.5 0.4 0.2 -0.1 0.2 0.0 0.1 CAC -0.2 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 -0.2 -0.5 -0.3 0.1 -0.1 0.7 -0.2 0.7 CAD 0.2 0.0 -0.0 0.1 0.0 0.2 0.1 0.3 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 -0.1 0.0 0.0 2.7 0.1 -0.2 0.1 -0.1 0.1 0.0 -0.4 -0.5 0.1 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.2 0.1 0.6 0.1 0.2 0.2 0.2 -0.1 0.2 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 0.0 0.4 0.1 0.3 0.1 -1.1 -0.3 0.3 -0.1 0.6 0.4 0.7 0.5 0.7 CHF 0.2 -0.0 -0.2 0.1 0.0 0.1 0.1 0.2 0.1 -0.0 -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 0.0 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 -0.2 0.1 -2.7 0.0 0.1 -0.0 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 0.0 -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 -0.6 -0.6 0.5 0.6 0.6 0.7 COPPER 0.3 0.4 0.1 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 0.2 -0.2 0.1 0.2 0.2 0.2 0.3 0.1 -0.2 0.5 0.6 0.6 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 0.2 0.1 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 0.1 0.2 1.6 0.2 0.2 0.5 0.2 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 0.2 0.3 0.2 -0.1 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 0.0 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 0.1 0.1 0.2 0.1 0.6 0.1 0.0 0.4 0.1 0.3 0.1 -0.0 0.2 0.1 -0.2 -0.4 0.5 0.7 -0.1 0.0 DAX 0.2 0.3 -0.6 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 0.0 -0.1 -0.2 -0.3 -0.4 -0.5 0.1 0.4 0.3 0.6 DOW 0.4 0.5 -0.4 0.1 0.1 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 -0.3 -0.5 -0.3 -0.7 -0.5 -0.7 DX -0.2 -0.2 0.2 0.1 0.0 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 -0.0 -1.8 -0.0 0.1 -0.0 -0.0 -0.1 -0.1 0.8 -0.5 -0.4 -0.5 -0.4 0.1 0.3 0.5 0.5 EUR 0.0 0.2 -0.2 0.1 0.0 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 0.0 0.7 0.0 -0.1 0.1 0.0 0.2 0.0 -0.3 -0.3 -0.5 0.1 -0.3 -0.7 -0.5 -0.2 -0.6 EURIBOR-ICE 0.0 -0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.3 0.2 0.2 0.1 0.0 0.1 0.3 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 0.0 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 0.2 -0.3 0.2 0.2 0.3 0.2 -0.1 0.2 -0.1 0.4 -0.1 0.6 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.1 0.1 -0.1 0.4 -0.0 1.0 -0.5 -0.6 0.3 -0.4 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 -0.5 0.2 0.0 0.5 0.0 0.6 0.1 1.1 0.1 0.1 0.2 0.4 -0.0 0.2 -0.3 -0.1 GASOLINE 0.5 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 -0.2 0.3 -0.2 0.2 0.2 0.1 0.5 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 0.3 -0.6 -0.6 -0.6 0.7 0.2 0.7 0.1 GBP 0.2 0.2 -0.1 0.1 0.0 0.2 0.1 0.2 0.1 -0.1 0.1 0.0 0.5 0.2 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.1 -0.4 0.1 -0.1 0.2 0.0 0.4 0.1 0.3 -0.3 -0.2 0.2 -0.1 -0.7 -0.2 -0.4 -0.2 GOLD_micro -0.2 -0.3 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 0.4 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 0.1 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 -0.1 -0.3 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.4 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.3 -0.1 0.5 -0.1 -0.1 -0.3 -0.1 -0.5 -0.1 0.4 -0.2 -0.1 -0.3 -0.2 0.1 -0.6 0.1 -0.7 JPY 0.4 0.3 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 -0.3 0.1 -0.4 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.0 -0.3 0.0 2.7 0.0 -0.0 -0.1 0.0 -0.3 0.0 -0.5 0.1 0.0 -0.0 -0.2 -0.3 -0.3 -0.2 -0.4 LEANHOG 0.1 -0.5 -0.4 0.2 0.2 0.4 0.2 -0.2 0.2 0.1 -0.1 -0.0 0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.0 0.1 -0.1 -1.0 -0.2 0.1 -0.4 -0.0 -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 0.5 0.1 0.2 0.2 0.3 0.2 -0.2 0.2 -0.0 0.5 0.0 0.7 0.1 0.2 0.4 0.2 0.4 0.2 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.0 0.3 -0.0 0.4 0.1 1.1 -0.5 -0.6 0.6 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.1 -0.2 -0.0 0.2 0.2 0.4 0.2 -0.2 0.2 0.2 -0.6 -0.1 -0.8 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.0 -0.6 -0.1 NaN -0.1 0.1 -0.4 -0.0 -0.8 -0.1 -1.2 -0.2 -0.7 -0.7 -0.7 0.3 0.8 0.4 0.8 MXP 0.1 0.3 -0.0 0.1 0.0 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.2 0.5 0.2 0.7 0.2 1.1 0.2 -0.1 0.2 0.1 0.3 0.2 0.7 0.4 NASDAQ_micro 0.6 0.6 -0.0 0.2 0.1 0.3 0.1 0.3 0.2 0.1 0.3 0.2 0.5 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 0.3 0.2 0.3 0.2 -0.2 0.5 0.6 0.6 0.0 0.0 -0.7 0.3 -0.7 NIKKEI 0.5 0.5 0.1 0.1 0.0 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 0.3 0.1 0.4 0.1 0.9 0.1 0.2 0.1 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 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 -0.0 0.1 1.6 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 0.0 -0.0 -0.0 -0.1 -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 0.1 0.1 0.6 0.2 0.2 0.2 0.2 -0.1 0.2 0.1 0.2 0.1 -0.1 0.1 0.1 -0.4 -0.2 -0.3 -0.3 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.2 0.2 0.1 -0.0 0.1 -1.0 0.2 -0.0 -0.3 0.3 0.2 -0.3 0.3 -0.3 OJ -0.0 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 0.0 -0.3 -0.2 -0.3 -0.1 -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 -0.1 -0.1 -0.3 0.7 0.5 0.7 -0.2 PLAT 0.1 -0.1 0.1 0.0 0.1 0.1 0.1 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 0.2 0.1 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 -0.1 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 0.2 0.2 0.2 0.9 0.2 0.2 0.4 0.2 0.3 0.2 -1.0 0.1 0.6 0.5 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.4 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 0.2 0.5 0.1 0.2 0.0 0.2 -0.2 0.1 -1.1 0.5 0.6 0.1 0.0 -0.7 -0.6 -0.7 -0.5 ROBUSTA 0.5 -0.1 -0.4 0.1 0.2 0.2 0.2 -0.1 0.1 0.1 -0.3 0.1 -0.2 0.0 -0.1 0.4 0.4 0.4 0.4 -0.0 -0.1 0.1 -0.2 0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.2 0.1 1.1 -0.0 0.1 -0.2 -0.6 0.1 -0.0 0.2 0.3 RUSSELL 0.5 0.6 0.0 0.2 0.1 0.3 0.2 0.4 0.2 0.0 0.3 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.4 0.2 1.0 0.2 0.0 0.3 0.1 0.4 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 -0.1 -0.1 -0.0 -0.0 -0.2 -0.1 -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 0.2 0.2 0.0 -0.2 0.0 0.3 0.1 0.4 SILVER-mini 0.2 -0.0 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 0.1 -1.4 0.0 0.1 0.2 0.1 0.4 0.1 0.0 0.4 0.3 0.1 0.1 0.7 0.4 0.5 0.2 SMI 0.1 0.2 -0.4 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 0.1 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 -0.3 -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 0.0 -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 0.4 0.2 -0.9 0.2 0.2 0.5 0.2 0.6 0.2 0.0 0.5 0.6 0.2 0.6 0.2 -0.2 0.3 -0.1 SOYMEAL -0.0 0.1 0.3 0.2 0.2 0.3 0.2 -0.1 0.2 0.1 0.0 0.1 -0.1 0.0 0.1 0.4 -0.1 0.2 0.1 0.0 0.0 0.1 -0.0 0.1 -2.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.1 -0.3 -0.2 -0.0 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.4 0.3 0.6 0.2 0.2 0.3 0.2 -0.2 0.2 -0.1 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 0.1 0.7 0.2 0.8 0.0 0.6 0.6 0.6 0.0 -0.7 0.1 -0.7 SP400 0.2 0.5 0.0 0.2 0.1 0.3 0.1 0.3 0.2 -0.0 0.3 0.0 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.1 0.6 0.1 -0.0 0.2 0.0 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 -0.1 0.2 0.1 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 0.2 0.2 0.2 0.2 0.2 -0.3 0.5 0.6 0.1 -0.4 0.1 -0.7 0.1 -0.7 SUGAR11 0.5 -0.0 0.5 0.1 0.2 0.2 0.1 -0.1 0.1 0.1 -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 0.1 0.1 0.1 0.1 -0.1 0.1 0.6 0.2 0.3 -0.0 -0.1 -0.2 -0.7 -0.2 -0.4 US10 -0.2 -0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.9 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.0 -0.1 -0.2 -0.0 -0.1 -0.7 -0.1 -0.5 US10U -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.3 -0.2 0.1 -0.1 -0.2 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.6 -0.1 -0.2 -0.2 -0.2 0.0 -0.1 -0.2 -0.0 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.6 US2 -0.2 -0.2 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.3 -0.1 -0.2 -0.1 -1.1 -0.1 -0.2 -0.3 -0.3 0.1 -0.7 0.1 -0.5 US20 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -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 0.2 0.3 0.1 -0.2 US30 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.1 -0.3 -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 -0.2 -0.2 -0.2 -0.1 -0.1 -0.3 -0.0 -0.1 -0.1 -0.1 0.1 0.2 0.1 -0.1 US5 -0.2 -0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.2 -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 -0.3 0.7 0.1 0.0 0.4 -0.0 0.3 -0.1 0.1 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 0.5 -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 0.2 0.2 0.2 -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 0.9 0.1 0.2 0.3 0.2 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 5.7 7.3 11.4 7.9 1.7 5.8 8.9 5.6 10.6 16.0 17.5 17.3 16.9 18.1 18.0 2.2 0.5 1.8 1.3 16.8 18.5 13.3 17.3 15.5 12.2 17.7 11.6 20.0 14.3 19.3 15.9 7.1 6.2 7.9 6.3 20.0 -3.8 20.0 12.1 20.0 BITCOIN 20.0 20.0 -20.0 1.7 18.1 7.5 14.4 19.6 5.9 7.2 -19.0 15.4 -17.4 20.0 -4.5 -4.5 -5.3 -4.2 -4.3 7.0 -20.0 15.6 -20.0 20.0 -17.0 13.8 -1.3 -3.1 15.4 -10.3 20.0 -0.6 -7.2 20.0 20.0 8.6 -14.4 -2.5 -20.0 -20.0 BOBL -0.1 -2.6 -4.4 -3.7 -8.5 -3.3 -6.4 -2.8 -4.5 -6.8 -7.4 -5.2 -6.2 -4.2 -7.4 20.0 3.8 14.5 7.6 -5.8 -6.4 -4.0 -5.2 -3.9 1.5 -2.0 -5.9 -4.2 -1.9 -4.6 -0.3 1.3 8.6 7.3 4.1 0.1 0.9 12.2 3.0 20.0 BTP 2.5 -0.5 -16.4 -4.8 -10.8 -4.2 -8.2 -3.5 -5.7 -1.8 -3.9 0.4 2.5 4.1 -4.3 3.6 9.3 6.0 8.2 -3.6 -4.2 -0.2 -1.2 -0.5 -20.0 -0.4 -3.5 -1.9 1.4 0.9 2.7 7.6 15.6 12.3 8.0 0.7 -0.6 11.2 0.7 13.1 BUND 0.7 -3.4 -0.3 -4.4 -10.0 -3.9 -7.5 -3.3 -5.3 -8.5 -8.3 -6.0 -8.2 -4.1 -8.5 -1.1 6.5 2.8 5.7 -5.2 -5.8 -4.1 -5.3 -3.6 -0.5 -1.1 -7.3 -3.1 -2.0 -4.0 0.3 3.3 9.3 9.9 5.6 3.1 0.8 11.8 4.3 20.0 BUXL 0.4 -3.0 8.4 -6.3 -14.4 -5.6 -10.8 -4.7 -7.6 -13.9 -13.9 -7.9 -16.5 -10.6 -12.2 3.6 3.8 3.8 4.0 -5.8 -7.2 -7.2 -11.2 -5.5 3.2 0.1 -14.1 -3.2 -5.2 -8.6 -0.2 -1.0 6.9 14.5 10.9 7.2 -4.3 6.5 1.0 3.3 CAC -4.9 11.5 -11.3 10.4 5.0 7.4 9.0 6.5 11.9 -4.5 1.5 -4.5 6.9 3.0 1.7 8.4 1.9 8.6 5.0 0.8 0.7 -2.6 1.6 -0.0 4.3 7.8 -2.0 7.7 1.7 5.8 5.6 14.3 -7.5 -14.0 -9.2 2.3 -2.9 20.0 -5.5 20.0 CAD 6.8 1.2 -0.2 10.5 2.2 7.7 11.9 7.5 14.1 -20.0 1.9 -9.6 4.4 9.2 -1.5 -7.3 -7.4 -7.3 -7.3 3.2 1.7 -6.8 0.1 2.3 20.0 5.8 -19.8 5.1 -8.7 3.5 3.3 -7.0 -20.0 1.9 -12.5 -4.2 -20.0 -20.0 -20.0 -20.0 CANOLA 7.6 1.8 20.0 13.7 20.0 8.1 16.1 -3.3 14.0 5.0 11.0 9.0 5.8 8.5 11.8 -10.9 -15.2 -14.3 -15.5 11.2 11.4 6.5 7.5 8.6 9.3 12.0 5.3 13.0 5.9 8.5 8.2 -20.0 -11.3 9.1 -2.0 20.0 10.9 20.0 14.3 20.0 CHF 4.7 -0.8 -5.1 6.2 1.3 4.5 7.0 4.4 8.3 -4.3 -6.1 6.1 7.2 6.6 -5.9 -14.6 -15.5 -14.6 -14.7 -0.3 -0.9 2.3 2.3 2.7 -3.0 1.0 -3.2 1.6 2.4 4.9 2.9 -20.0 2.6 -4.6 -6.3 -2.2 -20.0 -20.0 -14.0 -20.0 COCOA 20.0 20.0 -5.1 6.9 10.2 4.1 8.1 -1.7 7.0 3.9 -5.2 5.5 -6.2 5.6 -0.5 -6.6 -0.5 -6.7 -5.2 2.8 -5.8 12.7 -9.1 10.3 -20.0 4.1 7.7 -1.6 11.4 -3.6 9.4 0.5 20.0 15.0 7.5 -10.9 11.9 1.3 14.3 6.8 COFFEE -2.4 1.2 -18.1 18.1 20.0 10.7 20.0 -4.4 18.5 -2.4 -13.3 -10.0 -1.6 -11.6 -13.3 20.0 19.0 20.0 20.0 -9.8 -11.4 -9.4 -3.8 -9.4 -20.0 -6.9 -3.6 -5.3 -8.8 3.8 -8.6 20.0 -20.0 -20.0 -17.0 -20.0 13.7 16.9 16.8 20.0 COPPER 9.9 10.9 2.1 0.8 8.8 3.6 7.0 9.5 2.9 10.6 7.7 10.8 7.5 10.9 6.6 -7.1 -6.5 -6.9 -6.6 10.3 7.9 20.0 8.1 16.5 -1.6 8.7 20.0 6.7 20.0 7.6 13.5 -3.7 20.0 19.6 17.0 10.6 3.0 20.0 -5.7 13.8 CORN 12.0 2.8 17.4 20.0 20.0 12.1 20.0 -5.0 20.0 12.1 15.1 14.7 2.2 13.9 16.3 -20.0 -20.0 -20.0 -20.0 15.9 12.7 16.7 4.9 17.0 12.3 19.2 17.7 17.2 17.6 9.6 18.8 -20.0 -4.1 20.0 -0.4 15.6 15.8 0.2 20.0 8.0 COTTON2 -1.6 20.0 20.0 16.0 20.0 9.5 18.9 -3.9 16.4 11.1 12.6 14.2 2.1 16.0 16.4 -7.8 -18.4 -14.8 -17.8 20.0 18.4 20.0 5.4 20.0 -3.4 20.0 18.0 20.0 20.0 6.8 20.0 -20.0 20.0 20.0 20.0 20.0 -13.3 -10.8 -13.9 -8.7 CRUDE_W 1.0 -2.8 20.0 18.6 4.0 20.0 4.6 16.9 9.6 6.6 11.0 8.6 6.9 9.4 11.8 20.0 10.4 18.7 13.9 14.1 13.8 9.3 8.7 11.3 4.7 12.4 4.9 13.5 6.1 8.7 8.3 -0.1 8.2 2.1 -5.7 -11.8 14.1 20.0 -2.0 0.1 DAX 4.8 10.5 -17.4 10.0 4.8 7.1 8.7 6.3 11.4 -5.6 0.1 -3.9 5.2 5.0 1.4 -4.0 -6.6 -5.1 -5.9 1.0 -0.8 -1.0 1.1 2.1 -6.5 2.2 -2.9 -0.5 1.2 0.8 4.3 -1.8 -8.4 -8.7 -11.6 -15.3 2.4 13.4 7.8 18.1 DOW 11.4 17.0 -10.9 12.1 5.8 8.6 10.5 7.6 13.8 6.9 5.2 8.7 9.7 11.3 7.0 -5.3 -7.1 -5.7 -6.3 7.5 4.5 6.9 6.1 9.8 -6.1 4.1 3.0 1.7 5.4 3.6 6.9 -2.5 -6.5 -5.1 -10.5 -14.3 -9.1 -20.0 -16.5 -20.0 DX -6.2 -6.8 7.6 6.5 1.4 4.7 7.3 4.6 8.7 6.5 4.1 -6.0 -8.2 -11.4 2.4 4.1 5.3 4.2 4.6 -2.3 0.8 -1.0 -0.7 -4.6 -13.1 -3.2 7.0 -0.8 -1.0 -1.9 -5.0 14.2 -20.0 -11.0 -14.6 -12.5 2.0 9.6 15.2 13.7 EUR 0.5 6.8 -7.6 8.8 1.8 6.4 10.0 6.3 11.8 -6.9 -4.6 -1.8 11.6 11.9 -3.3 -6.0 -7.2 -6.1 -6.6 1.8 -0.5 1.0 3.1 3.6 5.4 2.2 -7.1 2.1 0.9 6.3 3.3 -6.2 -12.8 -14.5 3.4 -9.3 -20.0 -16.3 -7.5 -19.5 EURIBOR-ICE 0.4 -3.1 -10.5 -3.3 -7.5 -2.9 -5.6 -2.4 -4.0 -6.8 -5.5 -4.6 -3.2 -1.4 -5.6 1.1 8.5 3.5 6.4 -4.9 -5.5 -3.9 -3.6 -3.2 -3.2 -1.4 -6.5 -3.2 -2.2 -3.0 -0.1 5.7 6.3 6.2 4.6 0.9 4.4 10.3 8.0 14.8 EUROSTX 0.5 7.1 -16.9 10.6 5.1 7.5 9.2 6.6 12.1 -0.6 3.2 0.1 7.9 5.5 2.5 -2.2 1.1 0.1 1.3 2.5 2.5 1.0 4.5 2.8 -4.1 5.5 0.6 4.3 4.6 5.3 7.0 11.2 -1.4 -9.1 -8.7 -7.3 -0.9 20.0 -0.2 20.0 FEEDCOW -10.8 5.9 -8.6 17.1 20.0 10.1 20.0 -4.2 17.5 -10.9 14.7 -8.5 15.9 5.9 9.1 3.8 8.3 4.8 7.5 8.4 15.4 -14.6 20.0 -1.7 -20.0 3.5 -16.0 5.5 -11.7 11.6 -2.0 19.6 -20.0 -20.0 7.8 -10.9 15.5 20.0 13.3 20.0 GASOIL 4.1 20.0 20.0 11.6 2.5 13.8 2.9 10.5 6.0 4.3 8.0 6.0 7.4 7.3 8.2 20.0 20.0 20.0 20.0 16.1 17.4 6.2 12.7 10.3 -3.4 15.7 3.5 19.8 4.4 16.5 8.1 20.0 2.6 1.8 5.6 13.4 -0.2 7.4 -9.8 -3.7 GASOLINE 14.4 18.5 20.0 17.9 3.9 20.0 4.5 16.2 9.2 4.5 12.3 9.6 10.3 10.6 12.5 20.0 -12.2 13.4 -8.9 20.0 20.0 13.4 16.9 20.0 -10.7 20.0 6.1 20.0 9.8 18.0 16.4 -20.0 7.6 18.2 12.9 10.1 9.4 20.0 -5.1 5.0 GAS_US_mini 1.1 -10.6 -13.7 20.0 5.9 20.0 6.9 20.0 14.2 -2.4 -17.2 1.0 -16.8 -14.1 -18.4 -20.0 -15.1 -20.0 -13.2 -11.3 -13.1 -1.1 -12.9 -6.2 20.0 -11.8 0.5 -14.8 -0.4 -14.0 -5.7 -20.0 10.7 -20.0 -20.0 -20.0 20.0 5.2 20.0 1.9 GBP 5.0 6.9 -3.5 9.3 2.0 6.8 10.6 6.6 12.5 -12.1 3.4 3.8 12.5 16.6 1.0 1.0 0.3 0.8 0.5 6.9 4.3 2.1 5.5 7.8 -2.8 8.6 -8.8 8.5 2.2 10.9 8.1 6.4 -11.9 -5.2 5.2 -2.8 -20.0 -7.2 -11.8 -5.7 GOLD_micro -5.8 -10.1 7.3 0.5 5.8 2.4 4.6 6.3 1.9 4.5 1.2 0.3 4.6 -0.5 -4.0 -6.1 -8.0 -5.9 -6.4 -3.0 2.5 1.4 9.8 -2.0 -20.0 -0.5 1.4 6.7 1.4 16.0 -1.0 -4.7 -4.4 -4.1 -8.3 9.3 20.0 12.4 -7.9 -20.0 HEATOIL 0.4 11.7 20.0 12.3 2.7 14.7 3.1 11.2 6.4 2.2 8.6 6.2 7.7 6.9 8.8 20.0 20.0 20.0 20.0 16.2 18.7 4.9 14.2 9.3 -9.2 13.9 2.2 17.5 3.1 14.4 6.8 20.0 -0.0 1.2 3.9 11.4 -1.5 2.0 -18.0 -11.4 JGB-SGX-mini -3.7 -8.7 0.5 -3.0 -6.9 -2.7 -5.2 -2.3 -3.7 -6.7 -7.9 -5.8 -8.2 -6.9 -7.3 19.3 9.9 10.0 8.2 -8.5 -10.1 -8.3 -11.6 -7.5 3.8 -8.6 -11.5 -11.1 -8.2 -13.3 -7.3 7.5 -8.6 -1.8 -9.0 -6.5 2.8 -17.7 3.1 -20.0 JPY 12.2 7.7 -0.7 5.2 1.1 3.8 5.9 3.7 7.0 -5.6 -10.6 5.1 -11.5 4.4 -7.2 -8.2 -9.7 -8.6 -8.9 -1.6 -6.7 1.7 -10.3 2.2 20.0 0.4 -2.0 -4.1 3.2 -7.4 3.9 -10.2 6.1 0.9 -1.5 -7.2 -10.5 -10.5 -5.1 -10.9 LEANHOG 2.2 -14.5 -11.9 20.0 20.0 14.8 20.0 -6.1 20.0 12.5 -2.9 -2.5 13.0 -16.4 -20.0 -20.0 -20.0 -20.0 -20.0 -14.8 -7.4 -0.9 2.9 -12.2 -7.5 -20.0 13.4 -14.5 -2.0 -2.5 -16.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 0.8 -16.2 6.7 LIVECOW -7.4 14.6 3.8 19.7 20.0 11.6 20.0 -4.8 20.0 -1.9 17.9 0.6 18.1 13.1 15.6 20.0 10.3 17.9 12.3 19.2 20.0 -2.4 20.0 9.7 -20.0 12.1 -1.6 10.4 -2.4 11.6 6.9 20.0 -20.0 -19.3 20.0 1.7 20.0 20.0 20.0 20.0 LUMBER-new -3.3 -5.0 -0.0 20.0 20.0 11.9 20.0 -4.8 20.0 15.2 -19.9 -4.8 -20.0 -15.6 -17.2 -20.0 -20.0 -20.0 -20.0 -12.6 -17.1 -2.0 -20.0 -9.1 NaN -8.9 7.9 -12.8 -1.6 -18.3 -7.6 -20.0 -9.0 -20.0 -20.0 -20.0 7.8 20.0 9.9 20.0 MXP 2.6 8.4 -1.3 9.6 2.0 7.0 10.8 6.8 12.9 18.6 19.2 18.9 20.0 20.0 17.9 8.4 11.1 8.7 9.7 15.0 18.5 16.5 20.0 15.8 -20.0 13.4 17.8 19.6 19.1 20.0 15.4 20.0 10.2 -2.0 7.5 4.6 9.4 6.6 20.0 10.6 NASDAQ_micro 20.0 20.0 -0.2 14.2 6.8 10.1 12.3 8.9 16.2 12.4 9.6 14.0 12.5 14.9 13.3 -7.2 -8.0 -7.2 -7.4 20.0 17.3 20.0 12.4 20.0 -20.0 20.0 20.0 10.4 20.0 7.5 20.0 -4.3 20.0 20.0 17.9 0.6 1.1 -20.0 8.2 -20.0 NIKKEI 15.0 14.7 4.0 9.3 4.5 6.6 8.1 5.9 10.7 7.8 8.6 8.4 9.0 9.2 8.6 -0.1 5.2 1.5 3.3 13.1 11.6 14.6 11.9 15.0 -12.9 9.4 10.4 9.5 11.7 11.3 11.1 16.4 5.4 7.2 1.9 8.2 -20.0 -5.3 -15.5 -3.6 NZD 7.8 2.9 -0.2 5.3 1.1 3.9 6.0 3.7 7.1 5.3 1.8 9.1 -0.2 9.5 -0.1 -2.6 -3.3 -2.9 -3.2 2.6 0.7 5.4 -0.5 5.2 11.8 2.8 1.6 0.8 5.7 -0.9 5.4 0.0 1.4 -0.4 -1.1 -1.7 -15.9 19.9 -0.1 20.0 OAT 1.6 -1.9 -4.3 -3.8 -8.7 -3.4 -6.5 -2.8 -4.6 -4.8 -3.8 -1.4 -2.3 2.4 -4.4 10.4 12.1 11.0 12.0 -2.7 -2.8 -1.4 -2.0 -1.1 -2.2 1.1 -4.1 0.4 0.3 0.4 2.2 13.4 11.0 9.9 7.3 5.9 -1.3 9.8 -0.2 12.8 OATIES 3.4 2.7 20.0 14.1 20.0 8.3 16.5 -3.4 14.4 12.0 5.9 10.8 -1.5 5.6 6.6 -20.0 -12.3 -16.9 -14.4 7.9 6.0 13.2 0.4 8.7 0.9 8.1 19.2 6.5 12.4 -0.0 8.2 -17.9 7.6 -0.4 -9.7 9.0 5.2 -8.3 8.3 -8.5 OJ -0.1 4.0 -0.4 7.3 10.8 4.3 8.6 -1.8 7.5 4.5 -3.0 4.0 -6.0 0.6 -2.9 -2.2 1.4 -1.0 -0.2 -0.9 -2.6 3.0 -5.6 0.7 -20.0 -0.9 4.2 -1.9 2.8 -3.5 0.6 5.8 0.1 -7.7 -6.9 -10.8 -4.2 -8.0 -5.4 -5.9 PALLAD 0.5 -4.8 -8.4 0.7 7.6 3.2 6.1 8.3 2.5 0.3 -3.9 -1.7 1.3 1.2 -7.0 -4.3 -3.4 -3.9 -3.6 -4.8 -2.8 -0.0 3.2 -2.0 16.1 -3.2 1.1 -1.8 0.2 4.6 -1.1 1.7 -9.7 -4.6 -2.7 -8.9 20.0 14.3 20.0 -4.8 PLAT 3.1 -2.6 1.9 0.6 6.2 2.6 5.0 6.8 2.0 7.8 -1.1 6.8 2.7 4.4 -5.0 -2.8 -3.1 -2.6 -2.7 -0.1 1.8 9.0 6.7 3.5 -2.1 0.7 10.6 2.7 8.0 8.3 3.4 2.7 9.2 2.1 0.3 -4.1 20.0 19.0 20.0 -0.8 REDWHEAT 6.6 5.9 20.0 16.5 20.0 9.8 19.4 -4.0 16.9 10.8 14.4 12.2 0.3 13.3 15.3 -10.5 -14.8 -12.2 -13.4 17.2 13.7 18.3 5.7 17.3 6.4 17.4 20.0 15.5 16.3 8.6 16.1 -19.4 2.6 20.0 15.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 19.3 10.9 20.0 10.3 15.4 6.1 12.2 -2.5 10.6 9.7 -0.8 10.1 -7.9 7.9 5.8 -20.0 -19.4 -20.0 -20.0 6.4 -0.3 20.0 -8.2 14.1 3.5 7.2 20.0 1.8 19.4 -5.5 13.4 -20.0 20.0 18.0 1.7 0.7 -20.0 -17.1 -20.0 -14.0 ROBUSTA 15.4 -1.7 -13.4 12.9 19.2 7.6 15.2 -3.1 13.2 10.8 -9.3 10.1 -6.6 3.8 -8.1 20.0 18.6 20.0 20.0 -4.1 -9.7 9.6 -9.0 3.8 -20.0 -0.6 12.0 -5.5 8.4 -5.6 4.9 20.0 -0.8 2.3 -6.0 -19.6 4.5 -1.1 5.5 10.3 RUSSELL 14.2 20.0 0.2 16.1 7.7 11.4 14.0 10.1 18.4 4.2 12.9 10.8 14.8 15.4 14.3 -4.3 -4.9 -4.3 -4.5 20.0 15.6 14.2 13.7 20.0 7.4 15.5 3.0 11.1 11.5 10.1 17.4 1.0 0.9 5.0 3.5 -3.7 -5.8 -20.0 0.7 -20.0 SHATZ -1.5 -0.9 -5.5 -3.0 -6.8 -2.6 -5.1 -2.2 -3.6 -5.1 -6.0 -5.0 -6.4 -3.3 -5.5 4.3 -6.6 2.2 -1.0 -6.5 -7.5 -3.6 -6.2 -4.2 6.5 -4.5 -3.9 -7.5 -1.6 -7.4 -1.3 -14.4 7.2 4.8 0.7 -7.6 0.8 8.6 1.7 13.0 SILVER-mini 7.7 -1.5 9.9 0.5 5.6 2.3 4.5 6.1 1.8 7.1 -0.4 6.3 1.9 3.8 -4.8 -2.8 -4.6 -2.7 -3.4 1.7 3.4 14.0 7.5 6.5 -10.3 2.6 15.6 6.0 11.9 12.2 5.8 0.6 15.9 8.2 2.3 1.8 20.0 13.5 15.1 6.6 SMI 1.8 6.8 -11.3 10.4 5.0 7.4 9.0 6.5 11.8 3.3 3.6 -0.2 7.0 7.2 1.5 0.7 5.6 3.2 5.1 3.0 4.0 2.5 6.2 3.1 5.2 6.6 4.6 7.9 4.6 9.5 6.2 18.5 -6.3 -10.4 -8.1 -3.5 3.8 20.0 6.6 20.0 SOFR -12.5 -9.6 -5.6 -6.9 -15.7 -6.1 -11.8 -5.1 -8.3 -16.6 -13.4 -17.3 7.8 -17.1 -16.4 3.1 5.8 4.3 5.3 -13.2 -7.8 -19.9 -1.4 -17.4 -20.0 -12.7 -20.0 -5.3 -20.0 1.2 -18.8 2.0 -11.8 -15.0 -12.3 5.0 -8.3 -8.5 -5.2 -13.6 SOYBEAN 7.0 7.4 17.3 20.0 20.0 12.6 20.0 -5.2 20.0 19.4 20.0 19.2 18.4 19.7 20.0 -4.7 -3.1 -2.3 -2.1 20.0 20.0 20.0 13.3 20.0 -6.7 20.0 20.0 20.0 20.0 16.5 20.0 0.5 20.0 20.0 5.7 20.0 6.1 -6.8 8.1 -3.5 SOYMEAL -1.2 1.7 9.3 16.1 20.0 9.5 18.9 -3.9 16.5 13.9 1.4 5.7 -3.5 2.4 8.3 20.0 -4.3 12.1 3.3 3.8 3.1 12.1 -0.7 5.4 -14.9 5.1 20.0 7.0 14.3 5.1 6.2 2.8 4.4 -10.5 -7.4 -1.1 -12.9 -14.5 -19.3 -11.6 SOYOIL 13.6 10.7 20.0 19.5 20.0 11.5 20.0 -4.7 19.9 -7.7 19.7 12.5 18.5 15.9 19.6 20.0 2.9 19.1 9.5 20.0 20.0 16.8 20.0 20.0 -20.0 20.0 2.8 20.0 13.4 20.0 20.0 14.3 1.9 20.0 20.0 20.0 1.4 -20.0 1.8 -20.0 SP400 5.8 15.9 0.1 14.1 6.8 10.0 12.2 8.8 16.0 -2.7 10.9 4.2 12.5 11.5 11.0 -4.9 -6.0 -5.3 -5.6 12.4 10.4 5.4 9.4 11.9 4.4 8.6 -2.5 6.7 4.4 5.5 8.9 -1.0 -7.4 -6.7 -6.4 -3.3 -6.1 -20.0 -1.5 -20.0 SP500_micro 20.0 20.0 -4.6 16.6 8.0 11.8 14.4 10.4 18.9 15.0 12.5 16.7 16.0 17.4 15.8 -7.6 -8.8 -7.7 -8.0 20.0 16.1 20.0 14.1 20.0 -15.2 17.8 20.0 7.0 20.0 5.9 20.0 -5.4 20.0 20.0 3.2 -11.3 1.9 -20.0 4.4 -20.0 SUGAR11 15.7 -1.5 15.2 11.3 16.8 6.7 13.3 -2.7 11.6 7.9 -3.4 8.2 -9.2 2.0 0.1 -10.7 6.1 -4.7 1.3 2.8 -0.7 10.0 -5.3 6.7 -17.5 4.6 11.7 2.0 10.3 -2.4 7.6 11.9 7.7 8.5 -1.0 -4.5 -7.0 -20.0 -6.1 -11.9 US10 -6.5 -5.7 -8.0 -4.7 -10.7 -4.2 -8.1 -3.5 -5.7 -10.7 -8.1 -10.3 2.0 -9.6 -10.1 4.0 2.0 3.4 3.0 -7.3 -5.5 -8.8 -2.3 -7.9 -6.9 -6.9 -10.8 -4.3 -9.4 -0.5 -8.2 -3.3 -1.1 -4.1 -4.8 -1.2 -2.8 -20.0 -1.5 -16.3 US10U -6.1 -5.8 -7.1 -7.0 -15.9 -6.2 -11.9 -5.2 -8.4 -15.5 -11.3 -14.8 2.6 -13.7 -14.5 4.2 1.8 3.8 3.1 -10.1 -7.2 -12.5 -2.9 -11.0 -11.7 -10.4 -17.2 -5.7 -14.2 0.6 -12.3 -3.5 -1.3 -5.1 -6.3 -2.0 -0.5 -4.0 -3.0 -16.6 US2 -5.2 -7.4 -13.8 -4.5 -10.2 -4.0 -7.7 -3.3 -5.4 -9.9 -9.0 -10.5 -6.4 -9.1 -9.3 -0.5 -9.7 -3.5 -6.1 -11.0 -10.5 -9.9 -7.3 -10.0 7.4 -10.1 -9.6 -9.4 -9.7 -5.9 -9.5 -20.0 -2.8 -6.3 -8.1 -10.2 1.5 -20.0 2.9 -13.5 US20 -4.6 -4.6 -4.8 -4.7 -10.6 -4.1 -8.0 -3.5 -5.6 -10.0 -7.2 -8.6 0.0 -7.3 -9.2 4.7 4.3 4.7 4.7 -5.6 -4.1 -7.0 -2.1 -6.0 -6.5 -6.7 -10.8 -4.0 -7.9 -0.4 -7.1 0.4 0.6 -1.7 -3.2 -1.8 4.6 9.5 4.3 -4.5 US30 -4.3 -5.0 -2.7 -6.8 -15.5 -6.0 -11.7 -5.1 -8.2 -14.8 -13.6 -13.3 -7.0 -12.6 -14.9 2.9 0.7 2.5 1.9 -8.3 -6.5 -10.1 -5.1 -8.9 -4.8 -11.4 -18.8 -7.3 -13.9 -2.9 -12.4 -5.5 -0.7 -1.6 -3.3 -1.6 2.6 7.4 2.4 -3.9 US5 -6.9 -6.4 -10.1 -4.7 -10.8 -4.2 -8.1 -3.5 -5.7 -10.8 -8.3 -10.9 1.0 -9.9 -10.0 1.6 -0.8 1.0 0.4 -8.8 -7.1 -9.9 -3.6 -9.2 -5.3 -8.0 -11.0 -5.7 -10.2 -1.7 -9.1 -8.0 -2.6 -5.8 -6.2 -3.5 0.8 -20.0 1.1 -14.3 VIX -6.3 -5.6 13.6 4.7 0.8 9.5 -2.5 5.5 -3.3 5.0 0.4 -5.4 -9.1 -19.2 -1.0 -20.0 -20.0 -19.9 -20.0 -0.5 4.0 -2.9 1.3 -5.6 NaN 5.1 0.9 10.4 -2.5 6.3 -3.3 NaN NaN NaN NaN NaN -12.6 -20.0 NaN NaN WHEAT 7.5 2.3 20.0 13.5 20.0 8.0 15.9 -3.3 13.8 10.0 9.8 9.0 -2.1 8.6 10.7 -13.6 -16.8 -14.3 -15.4 10.5 8.0 16.3 2.5 12.1 6.9 11.5 20.0 10.4 15.0 5.9 11.9 -20.0 3.1 20.0 5.7 18.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3