******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260514_203939 produced at 2026-05-14 21:36:31.882678 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.95 0.0 0.00 0.00 0.00 0.00 -29.40 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.56 0.0 0.00 0.00 0.00 0.00 -16.36 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -3.03 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.12 -0.12 0.0 0.23 -0.23 -0.12 -0.12 -6.99 13.0 -7 -7 caleb_strategy_v3 VIX False False 0.01 -0.06 -0.10 0.0 999.00 -999.00 -0.06 -0.06 -11.22 999999999.0 -7 -7 caleb_strategy_v3 US5 False False 0.04 -0.36 -0.10 0.0 1.12 -1.12 -0.36 -0.40 -2.28 25.0 -8 -9 caleb_strategy_v3 CHF False False 0.07 -0.07 -0.09 0.0 0.87 -0.87 -0.07 -0.07 -1.28 13.0 -1 -1 caleb_strategy_v3 US10U False True 0.05 -0.05 -0.06 0.0 0.00 -0.05 -0.05 -0.05 -1.24 13.0 -1 -1 caleb_strategy_v3 US10 False True 0.05 -0.05 -0.06 0.0 0.00 -0.05 -0.05 -0.05 -1.35 17.0 -1 -1 caleb_strategy_v3 EUR False False 0.06 0.00 -0.05 0.0 0.85 -0.85 0.00 0.00 -0.74 14.0 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 -5.84 3.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.71 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 -7.96 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.03 0.0 0.88 -0.88 0.00 0.00 -0.88 29.0 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 -5.80 26.0 -3 -3 caleb_strategy_v3 US30 False True 0.05 -0.24 -0.02 0.0 0.00 -0.24 -0.24 -0.24 -0.44 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 -0.27 10.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.10 -1.10 -0.02 -0.02 -1.02 56.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 0.00 -0.01 0.0 0.56 -0.56 0.00 0.00 -0.24 17.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.10 -0.01 0.0 0.77 -0.77 0.10 0.07 -0.16 22.0 3 2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.32 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.80 3.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.10 -0.01 0.0 0.69 -0.69 -0.10 -0.09 -1.19 66.0 -10 -9 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -0.95 18.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.06 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 -0.11 6.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.00 0.0 0.04 -0.04 0.00 0.00 -0.20 4.0 0 0 caleb_strategy_v3 DX False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.01 -0.00 0.0 0.69 -0.69 -0.01 -0.01 -0.20 58.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.47 -0.47 0.00 0.00 0.02 26.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.21 -0.21 0.00 0.00 -0.05 4.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.15 9.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.00 0.0 0.12 -0.12 0.01 0.01 0.32 8.0 1 1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.19 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 0.61 2.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.15 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.19 -0.19 0.00 0.00 0.78 11.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.43 -0.43 0.00 0.00 0.31 10.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.07 -1.07 0.00 0.00 0.23 19.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.81 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.16 999999999.0 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 0.03 0.02 0.0 0.58 -0.58 0.03 0.03 0.75 20.0 1 1 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.02 0.0 1.19 -1.19 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.15 0.02 0.0 0.60 -0.60 0.15 0.15 0.27 8.0 2 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.02 0.0 0.17 -0.17 0.05 0.05 0.86 7.0 2 2 caleb_strategy_v3 HEATOIL False False 0.06 0.06 0.03 0.0 0.19 -0.19 0.06 0.06 0.48 3.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.03 0.0 0.23 -0.23 0.05 0.05 7.12 51.0 11 11 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.05 0.03 0.0 0.57 -0.57 0.05 0.07 1.29 23.0 2 3 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.04 0.0 0.75 -0.75 0.00 0.00 2.51 48.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.04 0.0 0.12 -0.12 0.00 0.00 3.49 12.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.18 -0.18 0.00 0.00 0.85 4.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.90 12.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.04 0.0 0.52 -0.52 0.02 0.02 1.55 21.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.41 -0.41 0.00 0.00 9.17 68.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 0.85 999999999.0 1 1 caleb_strategy_v3 OAT False False 0.06 0.12 0.05 0.0 0.58 -0.58 0.12 0.12 0.84 10.0 2 2 caleb_strategy_v3 SMI False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.90 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.08 0.0 0.70 -0.70 0.04 0.04 2.06 17.0 1 1 caleb_strategy_v3 NIKKEI False False 0.02 0.05 0.09 0.0 0.60 -0.60 0.05 0.05 5.21 36.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.12 0.0 0.17 -0.17 0.10 0.10 3.65 5.0 3 3 caleb_strategy_v3 AUD False False 0.03 0.06 0.14 0.0 0.57 -0.57 0.06 0.06 4.68 19.0 2 2 caleb_strategy_v3 COPPER False False 0.07 0.28 0.16 0.0 999.00 -999.00 0.28 0.28 2.30 999999999.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.45 0.58 0.0 0.72 -0.72 0.45 0.46 48.11 60.0 37 38 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.2 Shocked risk 40.2 Sum abs risk 47.8 Leverage 6.49 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2399573.07, 'annual_cash_vol_target': 599893.2675, 'daily_cash_vol_target': 37493.32921875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.7219 0.5770 9.2324 BITCOIN 1438.7961 81810.0000 1.7587 28.1393 BOBL 0.2631 115.3300 0.2281 3.6500 BTP 0.6331 117.7100 0.5379 8.6058 BUND 0.4644 124.6900 0.3724 5.9590 BUXL 0.8951 107.9000 0.8295 13.2726 CAC 84.2591 8014.5000 1.0513 16.8213 CAD 0.0024 0.7297 0.3312 5.2993 CANOLA 8.3417 747.5000 1.1159 17.8552 CHF 0.0057 1.2804 0.4439 7.1026 COCOA 154.3445 4310.0000 3.5811 57.2973 COFFEE 4.8860 274.9000 1.7774 28.4378 COPPER 0.0880 6.6000 1.3332 21.3316 CORN 5.1919 491.2500 1.0569 16.9100 COTTON2 1.3680 83.9600 1.6293 26.0687 CRUDE_W 1.6204 81.4500 1.9895 31.8312 DAX 257.8943 24414.0000 1.0563 16.9014 DOW 359.8137 50169.0000 0.7172 11.4753 DX 0.3753 98.7350 0.3801 6.0822 EUR 0.0047 1.1693 0.3991 6.3851 EURIBOR-ICE 0.0520 97.2700 0.0535 0.8554 EUROSTX 66.1748 5906.0000 1.1205 17.9275 FEEDCOW 3.0860 358.2250 0.8615 13.7834 GASOIL 30.5637 1068.0000 2.8618 45.7883 GASOLINE 0.0661 3.3042 2.0010 32.0159 GAS_US_mini 0.0955 3.1050 3.0756 49.2102 GBP 0.0066 1.3406 0.4940 7.9035 GOLD_micro 51.5480 4711.3000 1.0941 17.5062 HEATOIL 0.0927 3.6534 2.5386 40.6170 JGB-SGX-mini 0.2623 128.7100 0.2038 3.2612 JPY 0.0000 0.0063 0.6409 10.2543 LEANHOG 1.2305 105.7000 1.1642 18.6268 LIVECOW 1.9318 246.4000 0.7840 12.5441 LUMBER-new 6.4876 584.5000 1.1099 17.7590 MXP 0.0003 0.0579 0.5829 9.3257 NASDAQ_micro 241.4467 29703.0000 0.8129 13.0059 NIKKEI 801.3369 62975.0000 1.2725 20.3595 NZD 0.0039 0.5924 0.6505 10.4083 OAT 0.5293 119.4200 0.4432 7.0914 OATIES 5.8709 363.7500 1.6140 25.8240 OJ 6.0779 181.3000 3.3524 53.6382 PALLAD 37.1777 1463.5000 2.5403 40.6453 PLAT 46.5324 2079.1000 2.2381 35.8096 REDWHEAT 13.8362 715.2500 1.9345 30.9514 RICE 0.1646 13.0500 1.2611 20.1770 ROBUSTA 56.4670 3484.0000 1.6208 25.9320 RUSSELL 28.1130 2870.7000 0.9793 15.6689 SHATZ 0.1038 105.7150 0.0982 1.5713 SILVER-mini 2.0856 85.7000 2.4336 38.9370 SMI 108.1823 13200.0000 0.8196 13.1130 SOFR 0.0510 96.2300 0.0530 0.8477 SOYBEAN 10.3089 1184.7500 0.8701 13.9221 SOYMEAL 4.0943 322.0000 1.2715 20.3442 SOYOIL 0.8845 71.1800 1.2426 19.8817 SP400 32.9937 3680.8000 0.8964 14.3420 SP500_micro 46.7631 7528.5000 0.6211 9.9384 SUGAR11 0.2760 15.4900 1.7816 28.5050 US10 0.3496 110.0781 0.3176 5.0812 US10U 0.4470 112.2812 0.3981 6.3696 US2 0.0926 103.3633 0.0896 1.4335 US20 0.6777 112.4688 0.6025 9.6404 US30 0.8781 114.5000 0.7669 12.2708 US5 0.2319 107.3750 0.2160 3.4562 VIX 0.5320 21.6500 2.4575 39.3193 WHEAT 12.2472 691.0000 1.7724 28.3582 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 721.90 0.58 416.56 1.00 416.56 37493.33 90.01 20.00 180.02 BITCOIN 81.81 1.76 143.88 1.00 143.88 37493.33 260.59 -2.82 -73.42 BOBL 1153.30 0.23 263.09 1.17 308.71 37493.33 121.45 1.88 22.82 BTP 1177.10 0.54 633.12 1.17 742.88 37493.33 50.47 -1.56 -7.86 BUND 1246.90 0.37 464.39 1.17 546.16 37493.33 68.65 0.47 3.23 BUXL 1079.00 0.83 895.07 1.17 1050.25 37493.33 35.70 -1.48 -5.28 CAC 801.45 1.05 842.59 1.17 988.67 37493.33 37.92 6.92 26.24 CAD 729.70 0.33 241.68 1.00 241.68 37493.33 155.14 -2.19 -33.90 CANOLA 149.50 1.12 166.83 0.73 121.82 37493.33 307.78 9.49 292.17 CHF 1600.44 0.44 710.46 1.00 710.46 37493.33 52.77 -9.35 -49.32 COCOA 431.00 3.58 1543.45 1.00 1543.45 37493.33 24.29 0.38 0.93 COFFEE 1030.87 1.78 1832.24 1.00 1832.24 37493.33 20.46 -4.12 -8.43 COPPER 1650.00 1.33 2199.82 1.00 2199.82 37493.33 17.04 12.43 21.19 CORN 245.62 1.06 259.59 1.00 259.59 37493.33 144.43 9.91 143.06 COTTON2 419.80 1.63 683.98 1.00 683.98 37493.33 54.82 5.81 31.86 CRUDE_W 814.50 1.99 1620.41 1.00 1620.41 37493.33 23.14 14.54 33.63 DAX 244.14 1.06 257.89 1.17 302.61 37493.33 123.90 -0.48 -5.97 DOW 250.84 0.72 179.91 1.00 179.91 37493.33 208.40 -2.46 -51.25 DX 987.35 0.38 375.33 1.00 375.33 37493.33 99.89 -0.03 -0.31 EUR 1461.69 0.40 583.31 1.00 583.31 37493.33 64.28 -4.43 -28.50 EURIBOR-ICE 2431.75 0.05 130.01 1.17 152.55 37493.33 245.77 0.23 5.63 EUROSTX 590.60 1.12 661.75 1.17 776.48 37493.33 48.29 4.55 21.99 FEEDCOW 1791.12 0.86 1542.98 1.00 1542.98 37493.33 24.30 3.35 8.14 GASOIL 1068.00 2.86 3056.37 1.00 3056.37 37493.33 12.27 15.87 19.47 GASOLINE 1387.76 2.00 2776.91 1.00 2776.91 37493.33 13.50 14.47 19.54 GAS_US_mini 77.62 3.08 238.75 1.00 238.75 37493.33 157.04 -3.41 -53.48 GBP 837.88 0.49 413.89 1.00 413.89 37493.33 90.59 -0.69 -6.28 GOLD_micro 471.13 1.09 515.48 1.00 515.48 37493.33 72.73 -4.09 -29.77 HEATOIL 1534.43 2.54 3895.24 1.00 3895.24 37493.33 9.63 11.54 11.11 JGB-SGX-mini 128710.00 0.20 26234.64 0.01 166.35 37493.33 225.38 -6.69 -150.86 JPY 792.19 0.64 507.71 1.00 507.71 37493.33 73.85 -1.26 -9.34 LEANHOG 422.80 1.16 492.21 1.00 492.21 37493.33 76.17 -15.08 -114.90 LIVECOW 985.60 0.78 772.72 1.00 772.72 37493.33 48.52 12.76 61.94 LUMBER-new 160.74 1.11 178.41 1.00 178.41 37493.33 210.15 -11.41 -239.82 MXP 289.55 0.58 168.77 1.00 168.77 37493.33 222.16 14.73 327.31 NASDAQ_micro 594.06 0.81 482.89 1.00 482.89 37493.33 77.64 7.15 55.51 NIKKEI 62975.00 1.27 80133.69 0.01 508.13 37493.33 73.79 6.52 48.08 NZD 592.35 0.65 385.33 1.00 385.33 37493.33 97.30 6.14 59.74 OAT 1194.20 0.44 529.28 1.17 621.05 37493.33 60.37 4.10 24.73 OATIES 181.88 1.61 293.55 1.00 293.55 37493.33 127.73 1.97 25.11 OJ 271.95 3.35 911.68 1.00 911.68 37493.33 41.13 -7.96 -32.73 PALLAD 1463.50 2.54 3717.77 1.00 3717.77 37493.33 10.08 4.49 4.53 PLAT 1039.55 2.24 2326.62 1.00 2326.62 37493.33 16.11 5.56 8.96 REDWHEAT 357.62 1.93 691.81 1.00 691.81 37493.33 54.20 4.49 24.31 RICE 261.00 1.26 329.14 1.00 329.14 37493.33 113.91 -0.72 -8.22 ROBUSTA 348.40 1.62 564.67 1.00 564.67 37493.33 66.40 -0.65 -4.31 RUSSELL 143.54 0.98 140.57 1.00 140.57 37493.33 266.73 10.35 276.20 SHATZ 1057.15 0.10 103.82 1.17 121.82 37493.33 307.78 -2.26 -69.46 SILVER-mini 2142.50 2.43 5213.90 1.00 5213.90 37493.33 7.19 6.45 4.64 SMI 1320.00 0.82 1081.82 1.28 1388.40 37493.33 27.00 9.71 26.22 SOFR 2405.75 0.05 127.46 1.00 127.46 37493.33 294.16 -16.42 -483.15 SOYBEAN 592.38 0.87 515.44 1.00 515.44 37493.33 72.74 12.70 92.34 SOYMEAL 322.00 1.27 409.43 1.00 409.43 37493.33 91.58 -2.19 -20.09 SOYOIL 427.08 1.24 530.69 1.00 530.69 37493.33 70.65 12.29 86.85 SP400 3680.80 0.90 3299.37 1.00 3299.37 37493.33 11.36 3.65 4.15 SP500_micro 376.42 0.62 233.82 1.00 233.82 37493.33 160.35 6.74 108.00 SUGAR11 173.49 1.78 309.08 1.00 309.08 37493.33 121.31 -3.20 -38.87 US10 1100.78 0.32 349.58 1.00 349.58 37493.33 107.25 -9.91 -106.24 US10U 1122.81 0.40 446.99 1.00 446.99 37493.33 83.88 -11.70 -98.11 US2 2067.27 0.09 185.21 1.00 185.21 37493.33 202.44 -11.78 -238.42 US20 1124.69 0.60 677.65 1.00 677.65 37493.33 55.33 -4.51 -24.96 US30 1145.00 0.77 878.13 1.00 878.13 37493.33 42.70 -8.05 -34.37 US5 1073.75 0.22 231.95 1.00 231.95 37493.33 161.65 -11.10 -179.46 VIX 216.50 2.46 532.04 1.00 532.04 37493.33 70.47 -6.44 -45.40 WHEAT 345.50 1.77 612.36 1.00 612.36 37493.33 61.23 1.86 11.37 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 180.016 0.010 2.5 4.677 BITCOIN -73.416 0.043 2.5 -7.961 BOBL 22.817 0.004 2.5 0.232 BTP -7.855 0.014 2.5 -0.268 BUND 3.229 0.004 2.5 0.033 BUXL -5.277 0.004 2.5 -0.054 CAC 26.236 0.014 2.5 0.896 CAD -33.900 0.010 2.5 -0.881 CANOLA 292.166 0.010 2.5 7.118 CHF -49.324 0.010 2.5 -1.282 COCOA 0.930 0.010 2.5 0.023 COFFEE -8.430 0.005 2.5 -0.112 COPPER 21.190 0.043 2.5 2.298 CORN 143.065 0.010 2.5 3.485 COTTON2 31.864 0.010 2.5 0.776 CRUDE_W 33.634 0.043 2.5 3.647 DAX -5.971 0.014 2.5 -0.204 DOW -51.255 0.009 2.5 -1.193 DX -0.312 0.010 2.5 -0.008 EUR -28.501 0.010 2.5 -0.741 EURIBOR-ICE 5.634 0.014 2.5 0.192 EUROSTX 21.988 0.014 2.5 0.751 FEEDCOW 8.145 0.013 2.5 0.270 GASOIL 19.466 0.017 2.5 0.845 GASOLINE 19.539 0.017 2.5 0.848 GAS_US_mini -53.478 0.043 2.5 -5.799 GBP -6.282 0.010 2.5 -0.163 GOLD_micro -29.772 0.014 2.5 -1.017 HEATOIL 11.108 0.017 2.5 0.482 JGB-SGX-mini -150.861 0.043 2.5 -16.359 JPY -9.339 0.010 2.5 -0.243 LEANHOG -114.903 0.024 2.5 -6.993 LIVECOW 61.937 0.013 2.5 2.055 LUMBER-new -239.818 0.010 2.5 -5.843 MXP 327.311 0.059 2.5 48.108 NASDAQ_micro 55.507 0.009 2.5 1.292 NIKKEI 48.081 0.043 2.5 5.214 NZD 59.743 0.010 2.5 1.552 OAT 24.728 0.014 2.5 0.845 OATIES 25.107 0.010 2.5 0.612 OJ -32.731 0.010 2.5 -0.797 PALLAD 4.528 0.014 2.5 0.155 PLAT 8.965 0.014 2.5 0.306 REDWHEAT 24.312 0.005 2.5 0.323 RICE -8.217 0.010 2.5 -0.200 ROBUSTA -4.309 0.005 2.5 -0.057 RUSSELL 276.201 0.013 2.5 9.165 SHATZ -69.459 0.004 2.5 -0.705 SILVER-mini 4.636 0.014 2.5 0.158 SMI 26.224 0.014 2.5 0.896 SOFR -483.154 0.024 2.5 -29.405 SOYBEAN 92.344 0.004 2.5 0.860 SOYMEAL -20.091 0.004 2.5 -0.187 SOYOIL 86.848 0.004 2.5 0.810 SP400 4.146 0.013 2.5 0.138 SP500_micro 108.000 0.009 2.5 2.513 SUGAR11 -38.870 0.010 2.5 -0.947 US10 -106.240 0.005 2.5 -1.348 US10U -98.109 0.005 2.5 -1.245 US2 -238.418 0.005 2.5 -3.025 US20 -24.955 0.005 2.5 -0.317 US30 -34.371 0.005 2.5 -0.436 US5 -179.462 0.005 2.5 -2.277 VIX -45.396 0.099 2.5 -11.221 WHEAT 11.370 0.005 2.5 0.151 ===================== Position diags ===================== AUD 2.34 BITCOIN 28.26 BOBL 1.23 BTP 1.72 BUND 0.70 BUXL 0.36 CAC 1.30 CAD 4.03 CANOLA 7.50 CHF 1.37 COCOA 0.59 COFFEE 0.27 COPPER 1.85 CORN 3.52 COTTON2 1.34 CRUDE_W 2.51 DAX 4.23 DOW 4.85 DX 2.60 EUR 1.67 EURIBOR-ICE 8.39 EUROSTX 1.65 FEEDCOW 0.81 GASOIL 0.53 GASOLINE 0.59 GAS_US_mini 17.03 GBP 2.35 GOLD_micro 2.48 HEATOIL 0.42 JGB-SGX-mini 24.44 JPY 1.92 LEANHOG 4.64 LIVECOW 1.61 LUMBER-new 5.12 MXP 32.65 NASDAQ_micro 1.81 NIKKEI 8.00 NZD 2.53 OAT 2.06 OATIES 3.11 OJ 1.00 PALLAD 0.34 PLAT 0.55 REDWHEAT 0.72 RICE 2.78 ROBUSTA 0.88 RUSSELL 8.85 SHATZ 3.13 SILVER-mini 0.25 SMI 0.92 SOFR 17.90 SOYBEAN 0.68 SOYMEAL 0.85 SOYOIL 0.66 SP400 0.38 SP500_micro 3.73 SUGAR11 2.96 US10 1.36 US10U 1.06 US2 2.57 US20 0.70 US30 0.54 US5 2.05 VIX 17.42 WHEAT 0.81 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.7 4.4 4.9 2.0 2 BITCOIN -8.0 -10.8 -5.1 0.0 0 BOBL 0.2 0.1 0.4 0.0 0 BTP -0.3 -0.4 -0.1 -2.0 -2 BUND 0.0 -0.0 0.1 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC 0.9 0.8 1.0 0.0 0 CAD -0.9 -1.3 -0.5 0.0 0 CANOLA 7.1 6.4 7.9 11.0 11 CHF -1.3 -1.4 -1.1 -1.0 -1 COCOA 0.0 -0.0 0.1 0.0 0 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER 2.3 2.1 2.5 4.0 4 CORN 3.5 3.1 3.8 0.0 0 COTTON2 0.8 0.6 0.9 0.0 0 CRUDE_W 3.6 3.4 3.9 3.0 3 DAX -0.2 -0.6 0.2 -1.0 -1 DOW -1.2 -1.7 -0.7 -10.0 -10 DX -0.0 -0.3 0.3 0.0 0 EUR -0.7 -0.9 -0.6 0.0 0 EURIBOR-ICE 0.2 -0.6 1.0 0.0 0 EUROSTX 0.8 0.6 0.9 1.0 1 FEEDCOW 0.3 0.2 0.4 2.0 2 GASOIL 0.8 0.8 0.9 0.0 0 GASOLINE 0.8 0.8 0.9 1.0 1 GAS_US_mini -5.8 -7.5 -4.1 -3.0 -3 GBP -0.2 -0.4 0.1 3.0 3 GOLD_micro -1.0 -1.3 -0.8 -1.0 -1 HEATOIL 0.5 0.4 0.5 1.0 1 JGB-SGX-mini -16.4 -18.8 -13.9 0.0 0 JPY -0.2 -0.4 -0.1 0.0 0 LEANHOG -7.0 -7.5 -6.5 -7.0 -7 LIVECOW 2.1 1.9 2.2 1.0 1 LUMBER-new -5.8 -6.4 -5.3 0.0 0 MXP 48.1 44.8 51.4 37.0 37 NASDAQ_micro 1.3 1.1 1.5 2.0 2 NIKKEI 5.2 4.4 6.0 3.0 3 NZD 1.6 1.3 1.8 1.0 1 OAT 0.8 0.6 1.1 2.0 2 OATIES 0.6 0.3 0.9 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 0.3 0.4 0.0 0 REDWHEAT 0.3 0.3 0.4 1.0 1 RICE -0.2 -0.5 0.1 0.0 0 ROBUSTA -0.1 -0.1 0.0 0.0 0 RUSSELL 9.2 8.3 10.1 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 -29.4 -31.2 -27.6 NaN 0 SOYBEAN 0.9 0.8 0.9 2.0 2 SOYMEAL -0.2 -0.3 -0.1 0.0 0 SOYOIL 0.8 0.7 0.9 0.0 0 SP400 0.1 0.1 0.2 2.0 2 SP500_micro 2.5 2.1 2.9 0.0 0 SUGAR11 -0.9 -1.2 -0.7 -1.0 -1 US10 -1.3 -1.5 -1.2 -1.0 -1 US10U -1.2 -1.4 -1.1 -1.0 -1 US2 -3.0 -3.3 -2.8 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.4 -0.5 -0.4 -5.0 -5 US5 -2.3 -2.5 -2.1 -8.0 -8 VIX -11.2 -13.0 -9.5 -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 0.1 0.3 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 0.0 0.5 0.1 0.7 0.2 0.4 0.2 0.2 0.2 0.6 -0.1 0.7 0.4 0.7 BITCOIN 0.6 0.6 -0.6 0.0 0.0 0.2 0.1 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 0.2 -0.5 0.2 -2.3 0.2 0.1 -0.1 0.2 -0.4 0.2 -0.0 0.3 0.6 0.6 0.3 -0.5 -0.1 -0.7 -0.7 BOBL -0.0 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -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 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 0.2 0.2 0.2 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 -0.0 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 -0.0 -0.1 -0.0 -0.3 -0.0 -0.1 0.2 0.5 0.3 0.2 -0.1 0.2 0.0 0.1 CAC -0.2 0.4 -0.4 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.0 -0.1 0.2 0.0 0.0 0.1 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 0.2 0.1 -0.0 0.1 -0.0 0.2 0.1 0.3 0.1 -0.2 0.0 -0.2 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 0.0 0.6 0.1 0.0 0.2 0.1 -0.1 0.1 -0.0 0.3 0.1 0.2 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.2 0.1 1.2 0.1 -0.0 0.3 0.0 0.3 0.1 -1.1 -0.4 0.2 -0.1 0.6 0.4 0.7 0.5 0.7 CHF 0.1 0.0 -0.2 0.1 -0.0 0.1 0.0 0.2 0.1 -0.1 -0.2 0.0 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 -0.1 0.0 -0.0 0.2 0.0 -1.1 -0.0 -0.2 -0.2 -0.1 -0.7 -0.7 -0.5 -0.7 COCOA 0.6 0.6 -0.1 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 -0.1 0.0 -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 0.0 -0.0 0.1 -0.1 0.1 0.0 0.5 0.5 0.3 -0.3 0.4 0.0 0.5 0.2 COFFEE -0.1 0.0 -0.6 0.2 0.1 0.2 0.1 -0.1 0.2 -0.1 -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 -0.1 -0.2 -0.1 0.1 -0.1 1.1 -0.5 -0.6 -0.6 -0.6 0.4 0.6 0.5 0.7 COPPER 0.4 0.4 0.1 0.0 0.0 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 0.2 -0.2 0.5 0.6 0.6 0.4 0.1 0.7 -0.2 0.5 CORN 0.3 0.0 0.5 0.2 0.1 0.3 0.2 -0.1 0.2 -0.0 0.4 0.1 0.1 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.1 0.1 1.6 0.2 -0.1 0.4 0.1 0.3 0.1 -1.1 -0.2 0.6 -0.1 0.5 0.5 0.0 0.7 0.3 COTTON2 0.0 0.6 0.6 0.1 0.0 0.2 0.1 -0.1 0.1 -0.0 0.3 0.1 0.1 0.2 0.2 -0.2 -0.4 -0.3 -0.4 0.2 0.2 0.1 0.1 0.2 -0.4 0.2 0.0 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 0.0 0.6 0.1 0.0 0.3 0.1 0.3 0.1 0.1 0.4 0.2 0.4 0.3 0.2 0.2 0.1 0.2 0.1 0.6 0.1 0.0 0.4 0.1 0.3 0.1 -0.0 0.2 0.1 -0.2 -0.4 0.5 0.7 -0.1 0.0 DAX 0.1 0.4 -0.6 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.0 -0.0 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 0.0 0.0 -0.9 0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 -0.2 -0.3 -0.4 -0.5 0.1 0.4 0.3 0.6 DOW 0.3 0.6 -0.4 0.1 0.1 0.3 0.1 0.3 0.2 0.1 0.2 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 -0.8 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 -0.2 -0.1 -0.3 -0.5 -0.3 -0.7 -0.6 -0.7 DX -0.2 -0.2 0.3 0.1 -0.0 0.1 0.0 0.2 0.1 0.1 0.1 0.0 -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 -0.0 0.8 0.1 -0.2 -0.5 -0.4 0.1 0.3 0.5 0.5 EUR -0.0 0.2 -0.3 0.1 -0.0 0.2 0.1 0.2 0.1 -0.1 -0.1 -0.1 0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 0.1 0.0 0.7 0.0 -0.1 0.0 -0.1 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 -0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.2 -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 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.1 0.2 0.2 0.0 0.1 0.3 0.3 0.5 EUROSTX 0.0 0.3 -0.6 0.1 0.1 0.2 0.1 0.3 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 0.1 -0.3 0.2 0.1 0.2 0.1 -0.1 0.1 -0.1 0.4 -0.1 0.6 0.0 0.1 0.1 0.2 0.1 0.2 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.1 0.1 -0.1 0.4 -0.0 1.1 -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 0.4 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 0.4 0.6 0.6 0.2 0.0 0.5 0.0 0.6 0.1 0.0 0.3 0.1 0.4 0.1 0.1 0.4 -0.2 0.3 -0.2 0.2 0.2 0.1 0.5 0.2 -1.4 0.2 0.0 0.5 0.1 0.7 0.2 -1.1 0.2 0.6 0.4 0.3 0.3 0.7 -0.2 0.2 GAS_US_mini 0.1 -0.3 -0.4 0.2 0.0 0.5 0.1 0.7 0.2 0.0 -0.5 0.0 -0.6 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 0.0 -0.4 -0.1 2.7 -0.1 0.1 -0.4 0.0 -0.5 -0.0 -1.1 0.3 -0.6 -0.6 -0.6 0.7 0.2 0.7 0.1 GBP 0.1 0.2 -0.1 0.1 -0.0 0.2 0.1 0.2 0.1 -0.2 0.1 -0.0 0.4 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.0 -0.1 0.1 0.0 -0.4 0.1 -0.2 0.2 -0.1 0.3 0.0 0.3 -0.5 -0.3 0.1 -0.1 -0.7 -0.2 -0.4 -0.2 GOLD_micro -0.2 -0.3 0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.0 -0.0 0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 0.0 0.3 -0.0 -2.7 -0.0 -0.0 0.2 0.0 0.6 -0.0 -0.2 -0.1 -0.1 -0.2 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 0.2 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 -0.2 -0.3 0.0 -0.0 -0.0 -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 -0.1 -0.1 -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 0.0 0.1 0.1 -0.1 -0.3 0.0 -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 0.1 -0.1 -0.2 -0.4 -0.3 -0.2 -0.4 LEANHOG 0.1 -0.5 -0.4 0.2 0.1 0.3 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 0.1 0.3 0.2 -0.1 0.2 0.0 0.5 0.0 0.6 0.1 0.2 0.4 0.2 0.4 0.3 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 -0.4 0.6 0.1 0.7 0.7 0.7 0.7 LUMBER-new -0.1 -0.2 0.0 0.2 0.1 0.3 0.2 -0.2 0.2 0.0 -0.6 -0.1 -0.8 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.0 -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 0.3 -0.1 0.1 -0.0 0.2 0.1 0.3 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 0.2 0.1 0.5 0.2 0.7 0.2 1.1 0.5 -0.0 0.3 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 0.4 0.2 -2.7 0.2 0.2 0.3 0.2 0.3 0.2 -0.2 0.5 0.6 0.6 0.1 0.0 -0.7 0.3 -0.7 NIKKEI 0.5 0.5 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.2 -1.7 0.1 0.1 0.3 0.1 0.4 0.1 0.9 0.2 0.2 0.1 0.3 -0.7 -0.2 -0.5 -0.1 NZD 0.2 0.1 -0.0 0.1 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 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 0.0 -0.0 0.1 0.0 0.1 -0.0 -0.0 -0.1 -0.5 0.6 -0.0 0.7 OAT 0.0 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 0.3 0.2 -0.1 0.3 -0.0 0.4 OATIES 0.2 0.1 0.6 0.1 0.0 0.2 0.1 -0.1 0.1 0.1 0.2 0.1 -0.0 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 0.1 0.2 0.1 0.0 0.1 -1.0 0.3 -0.0 -0.3 0.3 0.2 -0.3 0.3 -0.3 OJ 0.0 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 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 -0.1 0.0 -2.7 -0.0 -0.0 -0.0 0.0 -0.1 0.0 0.3 -0.1 -0.2 -0.2 -0.4 -0.1 -0.3 -0.2 -0.2 PALLAD -0.0 -0.1 -0.3 0.0 0.0 0.1 0.0 0.3 0.0 -0.1 -0.1 -0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 2.2 -0.0 -0.1 -0.1 -0.0 0.2 -0.0 0.1 -0.4 -0.2 -0.1 -0.3 0.7 0.5 0.7 -0.2 PLAT 0.1 -0.1 0.0 0.0 0.0 0.1 0.0 0.2 0.0 0.0 -0.0 0.1 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 0.2 0.0 -0.3 0.0 0.0 0.1 0.1 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 0.1 0.1 0.2 0.1 -0.1 0.1 0.0 0.4 0.1 0.0 0.1 0.2 -0.2 -0.3 -0.2 -0.3 0.2 0.1 0.1 0.1 0.2 0.8 0.2 0.1 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 0.6 0.4 0.6 0.1 0.0 0.1 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 0.1 0.2 -0.2 0.2 -1.1 0.5 0.6 0.1 0.0 -0.7 -0.6 -0.7 -0.5 ROBUSTA 0.5 -0.0 -0.4 0.1 0.0 0.2 0.1 -0.1 0.1 0.0 -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 0.0 -0.1 0.1 -0.2 0.0 1.1 0.1 0.1 -0.2 -0.6 0.1 -0.0 0.2 0.3 RUSSELL 0.4 0.6 0.0 0.2 0.1 0.3 0.2 0.4 0.2 0.1 0.4 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 0.1 0.3 0.1 0.4 0.2 0.1 -0.1 0.1 0.1 -0.1 -0.2 -0.7 0.0 -0.7 SHATZ -0.1 -0.0 -0.2 -0.0 -0.0 -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 0.1 0.1 -0.2 0.0 0.3 0.0 0.4 SILVER-mini 0.3 -0.0 0.3 0.0 0.0 0.1 0.0 0.2 0.0 0.0 -0.0 0.1 0.1 0.0 -0.0 -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 0.5 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 -0.1 -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 -0.2 -0.4 -0.2 0.3 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.1 -0.2 -0.0 -0.2 -2.7 -0.2 -0.2 -0.2 -0.2 0.0 -0.2 0.1 -0.3 -0.5 -0.4 0.2 -0.3 -0.3 -0.2 -0.4 SOYBEAN 0.1 0.2 0.5 0.2 0.1 0.3 0.2 -0.1 0.2 0.0 0.5 0.1 0.6 0.2 0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.1 0.3 0.2 -0.9 0.2 0.0 0.5 0.2 0.5 0.2 0.0 0.3 0.6 0.2 0.6 0.2 -0.2 0.3 -0.1 SOYMEAL 0.0 0.1 0.3 0.1 0.1 0.2 0.1 -0.1 0.1 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 -1.9 0.1 0.2 0.2 0.1 0.2 0.1 0.2 0.3 -0.3 -0.2 -0.0 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.4 0.3 0.6 0.2 0.1 0.3 0.2 -0.1 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 0.1 0.5 0.2 -2.7 0.2 -0.0 0.5 0.1 0.7 0.2 0.8 -0.1 0.6 0.6 0.6 0.1 -0.7 0.1 -0.7 SP400 0.2 0.6 0.0 0.2 0.1 0.3 0.1 0.3 0.2 -0.0 0.3 0.0 0.5 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 -0.3 -0.2 -0.2 -0.1 -0.2 -0.7 -0.0 -0.7 SP500_micro 0.6 0.6 -0.1 0.2 0.1 0.3 0.2 0.4 0.2 0.1 0.4 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 -2.1 0.2 0.2 0.2 0.2 0.2 0.2 -0.3 0.5 0.6 0.2 -0.3 0.1 -0.7 0.1 -0.7 SUGAR11 0.5 -0.1 0.5 0.1 0.0 0.2 0.1 -0.1 0.1 0.0 -0.1 0.1 -0.3 0.0 0.0 -0.2 0.1 -0.1 0.0 0.0 -0.0 0.1 -0.1 0.1 -2.3 0.1 0.0 0.1 0.1 -0.1 0.1 0.6 0.2 0.3 -0.1 -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 -0.1 -0.0 -0.1 -0.7 -0.0 -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 -0.2 -0.2 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.6 -0.1 -0.1 -0.2 -0.1 0.0 -0.1 -0.2 -0.0 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.5 US2 -0.2 -0.2 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -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 -0.2 -0.3 0.1 -0.7 0.1 -0.4 US20 -0.2 -0.2 -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 0.1 0.0 -0.1 -0.1 0.2 0.3 0.2 -0.1 US30 -0.2 -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 -0.1 -0.2 -0.1 -0.1 -0.1 -0.3 0.1 0.0 -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 -0.0 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 0.0 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 0.9 0.1 0.1 0.3 0.1 0.2 0.1 -1.1 0.2 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 4.4 8.1 10.8 7.9 -4.0 6.0 5.5 5.8 9.5 8.2 17.7 14.9 17.2 17.9 18.1 2.3 0.5 1.9 1.3 16.7 18.7 10.2 17.5 14.6 12.3 17.5 2.7 20.0 10.6 19.4 14.8 7.1 6.6 7.0 6.3 20.0 -3.8 20.0 12.4 20.0 BITCOIN 18.8 20.0 -20.0 1.8 5.2 7.5 10.0 19.5 5.4 16.2 -18.7 18.5 -17.3 20.0 -3.3 -4.6 -5.3 -4.2 -4.4 8.0 -20.0 18.0 -20.0 20.0 -17.0 14.7 12.4 -2.3 18.7 -9.9 20.0 -0.6 13.9 20.0 20.0 10.7 -14.6 -2.5 -20.0 -20.0 BOBL -0.3 -1.9 -5.0 -4.1 -6.0 -3.5 -6.3 -2.9 -4.9 -4.0 -7.6 -5.6 -6.3 -4.5 -7.6 20.0 4.0 14.9 7.9 -5.8 -6.5 -3.5 -5.3 -4.0 1.5 -2.0 -2.3 -4.2 -1.6 -4.6 -0.5 1.7 8.7 7.0 4.7 0.1 0.7 11.9 2.7 20.0 BTP 2.6 0.2 -16.7 -5.2 -7.7 -4.5 -8.1 -3.7 -6.3 1.6 -3.9 1.1 2.4 4.6 -4.2 3.6 9.3 5.9 8.1 -3.4 -4.2 0.8 -1.3 -0.3 -20.0 -0.2 1.4 -1.7 2.2 0.9 2.9 7.5 17.9 13.1 9.0 0.8 -0.8 10.8 0.4 12.7 BUND 0.5 -3.5 -0.4 -4.4 -10.2 -3.9 -7.6 -3.3 -5.3 -9.2 -8.3 -6.4 -8.3 -4.5 -8.5 -1.1 6.5 2.8 5.7 -5.3 -5.8 -4.6 -5.3 -3.9 -0.5 -1.2 -8.7 -3.1 -2.6 -4.0 0.0 3.3 8.5 9.6 5.5 3.1 0.6 11.5 4.0 19.7 BUXL -0.1 -3.1 8.2 -6.8 -10.2 -5.9 -10.6 -4.9 -8.3 -6.2 -14.0 -6.4 -16.6 -10.6 -12.4 3.5 3.8 3.8 4.0 -5.9 -7.2 -5.8 -11.1 -5.4 3.2 -0.1 -5.0 -3.1 -3.7 -8.3 -0.4 -1.0 8.2 15.7 10.0 7.3 -4.4 6.3 1.2 3.3 CAC -4.8 11.9 -11.5 11.0 6.2 7.9 9.3 6.9 12.2 -3.8 1.5 -4.8 6.9 2.8 1.6 7.4 1.9 8.3 4.9 0.7 0.7 -2.3 1.6 -0.3 4.3 7.9 -0.4 8.0 1.6 6.1 5.3 14.2 -5.2 -13.7 -9.2 2.5 -3.2 20.0 -5.8 20.0 CAD 4.8 2.0 -0.5 10.4 -5.3 7.9 7.3 7.7 12.6 -20.0 1.7 -14.7 4.4 8.0 -2.0 -7.3 -7.4 -7.3 -7.3 2.5 1.6 -9.2 0.0 0.3 20.0 4.9 -20.0 5.0 -12.1 3.5 0.7 -7.1 -20.0 -1.7 -12.1 -4.2 -20.0 -20.0 -20.0 -20.0 CANOLA 5.4 0.2 20.0 11.2 4.8 6.8 9.8 -2.6 10.8 -3.4 10.8 6.9 5.8 7.4 11.3 -10.6 -15.1 -14.1 -15.4 10.2 10.8 2.2 7.3 6.7 9.1 10.9 -3.9 12.2 1.9 8.2 6.3 -20.0 -16.9 6.7 -2.4 20.0 11.0 20.0 14.5 20.0 CHF 4.1 0.1 -5.6 6.2 -3.1 4.7 4.3 4.6 7.5 -10.0 -6.3 3.9 7.2 6.1 -6.1 -14.6 -15.5 -14.6 -14.7 -0.5 -0.9 -0.3 2.3 1.7 -3.0 0.8 -6.7 1.6 -0.2 5.0 1.9 -20.0 -1.8 -4.8 -6.1 -2.4 -20.0 -20.0 -14.3 -20.0 COCOA 20.0 20.0 -2.7 5.7 2.4 3.4 5.0 -1.3 5.5 1.8 -5.0 4.4 -6.2 5.1 -0.2 -6.5 -0.6 -6.7 -5.2 2.9 -5.5 9.1 -8.8 9.3 -20.0 4.3 3.0 -1.3 8.9 -3.4 8.8 0.5 20.0 14.4 8.1 -10.2 11.4 1.2 13.8 6.7 COFFEE -3.6 0.9 -17.9 14.9 6.4 9.0 13.2 -3.4 14.5 -9.8 -13.6 -12.2 -1.8 -12.8 -13.8 20.0 19.0 20.0 20.0 -10.4 -11.6 -12.0 -4.0 -10.7 -20.0 -7.5 -10.9 -5.6 -11.2 3.5 -9.7 20.0 -20.0 -20.0 -18.6 -20.0 13.2 16.6 16.2 20.0 COPPER 11.0 12.8 2.6 0.9 2.5 3.7 4.9 9.5 2.6 10.6 8.0 11.3 7.7 11.3 7.3 -7.1 -6.5 -6.9 -6.6 11.7 8.8 20.0 8.6 18.5 -1.7 9.9 19.8 7.4 20.0 8.1 15.2 -3.7 20.0 20.0 19.1 12.1 3.0 20.0 -5.9 13.9 CORN 8.7 0.7 16.8 16.5 7.1 10.0 14.5 -3.8 16.0 -5.4 14.6 9.9 2.3 12.0 15.4 -20.0 -20.0 -20.0 -20.0 13.1 10.9 6.9 4.3 12.1 12.0 14.9 -5.6 13.9 6.8 7.9 12.7 -20.0 -8.9 19.0 -2.2 15.2 16.4 0.3 20.0 8.1 COTTON2 0.4 20.0 20.0 12.6 5.4 7.6 11.1 -2.9 12.2 -2.2 11.9 9.7 2.2 14.1 15.1 -7.5 -18.3 -14.4 -17.6 20.0 16.1 15.3 4.9 20.0 -3.3 20.0 1.6 17.7 14.9 6.2 20.0 -20.0 19.8 20.0 20.0 20.0 -13.2 -10.7 -13.8 -8.7 CRUDE_W 1.0 3.1 20.0 18.4 2.2 20.0 4.1 17.2 9.3 5.4 10.9 8.4 7.0 9.3 11.7 20.0 10.5 18.9 14.0 14.1 14.0 8.2 8.9 11.0 4.6 12.5 2.8 13.7 5.3 8.9 8.1 -0.1 7.7 2.4 -5.5 -11.3 14.3 20.0 -1.9 0.1 DAX 4.1 11.5 -17.7 10.5 6.0 7.6 8.9 6.6 11.7 -3.7 0.1 -3.9 5.3 5.0 1.5 -4.0 -6.6 -5.0 -5.9 1.0 -0.8 -0.3 1.1 2.0 -6.6 2.3 0.2 -0.4 1.6 0.9 4.1 -1.7 -7.2 -8.9 -11.3 -15.4 2.1 13.1 7.8 17.7 DOW 10.7 17.4 -10.9 12.9 7.3 9.3 10.9 8.1 14.4 10.4 5.7 10.5 10.0 11.9 7.6 -5.4 -7.1 -5.7 -6.3 8.2 5.0 8.9 6.5 10.9 -6.2 4.7 6.8 2.0 7.2 3.9 7.9 -2.5 -8.9 -4.0 -9.7 -14.6 -9.3 -20.0 -16.8 -20.0 DX -4.7 -7.0 8.1 6.5 -3.3 4.9 4.6 4.8 7.9 11.5 4.3 0.1 -8.3 -10.2 2.8 4.2 5.3 4.2 4.6 -1.7 1.0 3.1 -0.6 -2.6 -13.2 -2.5 13.8 -0.7 3.7 -1.9 -2.8 14.2 4.3 -5.5 -14.9 -11.7 2.3 9.4 15.5 13.5 EUR -0.2 6.5 -7.9 8.7 -4.4 6.6 6.1 6.4 10.6 -14.4 -4.7 -7.9 11.6 10.5 -3.6 -6.0 -7.2 -6.1 -6.6 1.1 -0.7 -3.8 3.1 1.5 5.4 1.4 -16.3 1.8 -5.0 6.3 0.8 -6.2 -10.5 -16.1 2.0 -9.7 -20.0 -16.0 -7.4 -19.1 EURIBOR-ICE -0.2 -2.6 -11.2 -3.6 -5.3 -3.1 -5.5 -2.6 -4.3 -4.9 -5.7 -5.1 -3.4 -1.8 -5.8 1.1 8.5 3.4 6.3 -5.1 -5.6 -4.0 -3.7 -3.5 -3.3 -1.6 -4.0 -3.3 -2.4 -3.0 -0.6 5.6 5.7 5.8 5.0 0.9 4.1 10.0 7.6 14.5 EUROSTX 0.3 8.2 -17.1 11.2 6.4 8.1 9.5 7.1 12.5 0.8 3.2 0.3 8.0 5.7 2.6 -2.3 1.1 0.0 1.2 2.6 2.7 1.6 4.7 2.9 -4.2 5.8 2.9 4.6 4.8 5.5 7.1 11.2 0.2 -8.5 -8.6 -7.5 -1.1 20.0 -0.4 20.0 FEEDCOW -10.8 4.6 -9.7 13.9 6.0 8.4 12.3 -3.2 13.5 -11.8 14.3 -10.1 15.7 4.2 8.2 4.9 8.4 5.2 7.6 7.1 14.7 -15.7 20.0 -3.7 -20.0 2.6 -15.4 5.1 -12.5 11.4 -3.5 19.9 -20.0 -20.0 8.2 -11.6 15.0 20.0 13.0 20.0 GASOIL 4.1 20.0 20.0 11.8 1.4 14.3 2.6 10.9 5.9 3.3 8.1 6.2 7.5 7.4 8.3 20.0 20.0 20.0 20.0 16.4 17.8 5.7 13.2 10.2 -3.5 15.8 1.6 20.0 4.0 17.0 8.1 20.0 3.4 2.4 5.7 13.6 -0.1 7.3 -10.0 -3.9 GASOLINE 13.7 20.0 20.0 18.1 2.2 20.0 4.0 16.9 9.1 3.2 12.4 9.7 10.5 10.7 12.6 20.0 -11.7 14.7 -7.9 20.0 20.0 12.2 17.7 20.0 -10.8 20.0 4.1 20.0 8.9 18.8 16.2 -20.0 7.1 17.6 13.1 10.7 9.6 20.0 -5.3 4.8 GAS_US_mini 1.6 -10.1 -13.7 20.0 3.3 20.0 6.2 20.0 14.0 4.6 -17.4 4.3 -17.1 -13.3 -18.6 -20.0 -15.4 -20.0 -13.8 -11.0 -13.2 0.8 -13.1 -5.2 20.0 -11.2 6.5 -14.7 2.3 -14.2 -4.4 -20.0 14.5 -20.0 -20.0 -20.0 20.0 5.5 20.0 2.3 GBP 2.6 6.7 -4.3 9.0 -4.6 6.9 6.3 6.7 10.9 -16.8 3.1 -4.4 12.2 13.4 0.2 0.9 0.3 0.8 0.5 5.1 3.7 -6.5 5.1 3.4 -2.8 6.2 -20.0 7.1 -7.5 9.6 3.0 6.4 -20.0 -8.7 2.3 -3.2 -20.0 -7.2 -11.8 -5.5 GOLD_micro -5.7 -8.8 7.2 0.6 1.7 2.4 3.2 6.3 1.7 3.3 1.1 -0.0 4.6 -0.1 -4.1 -6.2 -8.0 -5.9 -6.4 -3.1 2.5 0.5 10.1 -2.1 -20.0 -0.5 -0.6 6.9 0.5 16.6 -1.2 -4.7 -3.3 -4.2 -7.7 8.7 20.0 12.7 -8.0 -20.0 HEATOIL -0.5 13.0 20.0 12.4 1.5 15.1 2.8 11.5 6.2 0.7 8.6 6.0 7.8 6.7 8.8 20.0 20.0 20.0 20.0 16.3 19.1 4.0 14.7 9.0 -9.3 14.0 0.7 18.0 2.6 15.0 6.6 20.0 0.6 1.2 3.4 11.5 -1.5 1.9 -18.4 -11.6 JGB-SGX-mini -5.8 -9.5 0.1 -3.3 -4.9 -2.9 -5.1 -2.4 -4.0 -7.3 -8.1 -6.7 -8.3 -7.2 -7.5 19.3 9.9 10.0 8.3 -9.2 -10.6 -10.1 -12.0 -8.7 3.9 -9.4 -12.5 -11.8 -10.0 -13.9 -8.6 7.5 -4.1 -3.3 -9.8 -6.7 2.8 -17.3 3.2 -20.0 JPY 12.2 7.3 -0.9 5.1 -2.6 3.9 3.6 3.8 6.2 -9.2 -10.6 3.4 -11.5 3.7 -7.3 -8.2 -9.7 -8.6 -8.9 -1.7 -6.7 -0.0 -10.4 1.5 20.0 0.4 -3.9 -4.1 1.5 -7.6 3.2 -10.2 -2.9 1.5 -2.3 -6.8 -10.6 -10.4 -5.4 -10.8 LEANHOG 2.2 -14.2 -12.1 20.0 8.9 12.5 18.2 -4.7 20.0 12.3 -3.1 -0.8 12.8 -15.3 -20.0 -20.0 -20.0 -20.0 -20.0 -14.5 -7.6 0.2 2.8 -11.0 -7.4 -20.0 9.4 -14.9 -0.7 -2.8 -15.0 -20.0 -19.3 -20.0 -20.0 -20.0 -20.0 0.7 -16.1 6.5 LIVECOW -6.0 14.1 3.6 15.9 6.8 9.6 14.0 -3.6 15.4 4.0 17.5 3.0 17.7 13.1 15.3 20.0 10.5 18.3 12.6 18.9 20.0 1.5 20.0 10.1 -20.0 12.1 4.4 10.5 1.0 11.6 7.3 20.0 -20.0 -13.1 20.0 2.0 20.0 20.0 20.0 20.0 LUMBER-new -3.6 -5.6 0.2 16.8 7.2 10.1 14.8 -3.8 16.2 1.7 -20.0 -7.5 -20.0 -16.3 -17.6 -20.0 -20.0 -20.0 -20.0 -12.8 -17.3 -4.3 -20.0 -9.5 NaN -9.2 -3.4 -13.0 -4.7 -18.4 -8.3 -20.0 -9.6 -20.0 -20.0 -20.0 7.9 20.0 10.1 20.0 MXP 2.5 9.7 -1.9 9.5 -4.8 7.2 6.7 7.0 11.5 16.0 19.5 18.3 20.0 20.0 18.4 8.6 11.1 8.8 9.7 15.5 18.9 14.8 20.0 15.9 -20.0 14.0 11.1 20.0 17.1 20.0 15.7 20.0 20.0 -0.5 8.6 4.3 9.4 6.6 20.0 10.7 NASDAQ_micro 20.0 20.0 1.2 14.9 8.5 10.7 12.6 9.4 16.6 13.0 9.9 14.3 12.7 15.0 13.7 -7.2 -8.0 -7.2 -7.4 20.0 18.9 20.0 13.2 20.0 -20.0 20.0 20.0 11.6 20.0 8.1 20.0 -4.3 20.0 20.0 19.9 1.9 0.9 -20.0 8.4 -20.0 NIKKEI 14.1 17.0 3.9 9.8 5.6 7.1 8.3 6.2 11.0 7.4 8.7 8.4 9.1 9.3 8.7 -0.2 5.2 1.4 3.2 13.7 12.1 13.7 12.3 15.2 -13.0 9.9 7.8 9.9 11.1 11.7 11.4 16.3 9.6 5.8 2.0 8.2 -20.0 -5.4 -15.7 -3.8 NZD 6.9 3.8 -0.5 5.3 -2.7 4.0 3.7 3.9 6.4 1.4 1.9 7.4 -0.1 9.4 0.0 -2.6 -3.3 -2.9 -3.2 2.6 0.8 3.4 -0.5 4.7 12.1 2.8 -2.3 0.9 3.5 -0.9 4.8 0.0 2.1 -0.3 -1.2 -2.1 -16.3 19.4 -0.1 20.0 OAT 1.4 -1.3 -4.8 -4.2 -6.2 -3.6 -6.5 -3.0 -5.0 -2.7 -3.9 -1.3 -2.4 2.6 -4.5 10.5 12.1 11.1 12.0 -2.7 -2.9 -0.9 -2.0 -1.1 -2.2 1.1 -0.5 0.4 0.7 0.4 2.1 13.3 11.6 10.2 7.8 5.9 -1.5 9.5 -0.5 12.5 OATIES 6.1 2.6 20.0 11.8 5.1 7.2 10.4 -2.7 11.4 10.5 6.3 11.3 -1.3 6.9 7.1 -20.0 -12.5 -17.4 -14.7 8.6 6.5 13.3 0.6 9.7 0.9 8.8 14.1 6.9 12.6 0.2 9.2 -18.2 10.9 -0.2 -9.0 9.7 5.4 -8.1 8.6 -8.3 OJ 1.5 3.7 -0.5 6.0 2.6 3.6 5.3 -1.4 5.8 1.1 -3.0 3.6 -6.0 0.5 -2.9 -2.2 1.3 -1.0 -0.3 -0.8 -2.5 1.5 -5.4 0.5 -20.0 -0.9 -0.3 -1.8 1.4 -3.4 0.4 5.9 -4.3 -5.9 -5.5 -11.3 -3.9 -8.0 -5.0 -5.8 PALLAD -0.3 -4.6 -8.7 0.8 2.2 3.1 4.2 8.2 2.3 -6.7 -4.1 -4.9 1.3 0.6 -7.2 -4.4 -3.4 -3.9 -3.6 -5.0 -2.9 -2.9 3.1 -3.0 16.1 -3.4 -6.1 -1.9 -2.9 4.3 -2.1 1.7 -14.9 -5.4 -3.2 -8.9 20.0 14.7 20.0 -4.8 PLAT 2.8 -2.2 1.1 0.6 1.8 2.6 3.4 6.7 1.9 3.7 -1.1 5.7 2.6 4.4 -4.9 -2.9 -3.1 -2.6 -2.7 -0.1 1.8 5.5 6.5 2.8 -2.1 0.7 2.1 2.6 4.8 7.8 2.7 2.7 3.9 1.5 0.1 -4.2 20.0 19.3 20.0 -0.9 REDWHEAT 5.5 4.9 20.0 12.9 5.6 7.8 11.4 -3.0 12.5 5.1 13.6 9.8 0.6 12.1 14.3 -10.3 -14.7 -12.0 -13.3 15.9 12.9 13.8 5.5 15.4 6.1 16.2 10.1 14.5 13.1 8.2 14.7 -19.2 4.3 20.0 14.7 20.0 -20.0 -20.0 -20.0 -20.0 RICE 20.0 11.9 20.0 8.7 3.8 5.3 7.7 -2.0 8.5 9.9 -0.2 10.5 -7.9 8.7 6.5 -20.0 -19.4 -20.0 -20.0 7.9 0.3 20.0 -8.3 16.5 3.6 8.6 20.0 2.5 20.0 -5.5 15.6 -20.0 20.0 20.0 3.8 1.3 -20.0 -17.2 -20.0 -14.1 ROBUSTA 15.0 -0.5 -12.8 10.7 4.6 6.5 9.4 -2.4 10.4 5.4 -9.3 9.0 -6.7 4.3 -8.0 20.0 18.8 20.0 20.0 -3.6 -9.3 7.4 -8.8 3.7 -20.0 -0.4 4.5 -5.2 6.2 -5.4 4.6 20.0 5.6 2.0 -5.6 -19.8 4.4 -1.2 5.5 10.3 RUSSELL 12.6 20.0 0.9 17.1 9.7 12.3 14.5 10.8 19.1 6.5 13.3 11.3 15.0 15.6 14.6 -4.3 -4.9 -4.3 -4.5 20.0 16.5 14.3 14.4 20.0 7.5 16.3 5.7 11.8 11.8 10.7 17.7 1.0 -2.8 4.3 3.0 -4.6 -6.0 -20.0 0.9 -20.0 SHATZ -2.0 -0.0 -6.4 -3.2 -4.8 -2.8 -5.0 -2.3 -3.9 -4.2 -6.1 -5.3 -6.5 -3.5 -5.7 4.2 -6.6 2.2 -1.0 -6.6 -7.7 -3.4 -6.3 -4.3 6.6 -4.5 -2.0 -7.6 -1.5 -7.5 -1.5 -14.4 7.8 4.3 2.0 -7.6 0.6 8.3 1.3 12.6 SILVER-mini 8.7 -0.3 9.3 0.6 1.6 2.3 3.1 6.0 1.7 5.1 -0.3 5.8 1.9 4.1 -4.6 -2.9 -4.6 -2.8 -3.4 2.0 3.5 11.5 7.4 6.5 -10.4 2.9 8.0 5.9 9.6 11.8 5.7 0.6 15.0 8.3 2.7 1.7 20.0 13.7 15.5 6.9 SMI 1.8 6.8 -11.3 10.4 3.7 7.4 8.5 6.6 11.7 3.2 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 4.5 7.9 4.6 9.5 6.2 18.5 -5.3 -10.0 -8.0 -3.5 3.8 20.0 6.6 20.0 SOFR -13.5 -10.2 -6.3 -7.5 -11.2 -6.5 -11.7 -5.4 -9.1 -17.0 -13.9 -18.0 7.5 -17.8 -17.0 2.9 5.7 4.2 5.3 -14.3 -8.5 -20.0 -1.7 -18.7 -20.0 -14.1 -20.0 -6.1 -20.0 0.9 -20.0 1.9 -13.7 -15.0 -13.4 4.8 -8.3 -8.5 -4.9 -13.3 SOYBEAN 4.5 4.7 15.3 17.1 7.4 10.3 15.1 -3.9 16.5 1.8 19.8 13.3 17.8 16.9 20.0 -5.0 -3.2 -2.5 -2.2 18.7 17.3 14.7 11.6 18.1 -6.4 17.8 1.8 17.4 15.0 13.4 17.9 0.5 14.2 17.8 6.6 20.0 6.4 -6.6 8.4 -3.3 SOYMEAL 0.7 2.1 9.4 13.1 5.6 7.9 11.5 -3.0 12.6 7.7 1.6 5.9 -3.1 3.4 8.5 20.0 -4.0 12.4 3.6 4.1 3.1 11.2 -0.5 6.0 -14.6 5.3 16.9 6.6 13.1 4.7 6.9 3.4 12.0 -8.2 -7.0 -0.7 -13.0 -14.6 -19.4 -11.6 SOYOIL 12.1 9.6 20.0 16.2 7.0 9.8 14.2 -3.7 15.6 -14.5 19.6 11.1 18.6 15.1 19.4 20.0 3.1 19.4 9.8 20.0 20.0 12.3 20.0 20.0 -20.0 20.0 -3.2 20.0 9.7 20.0 20.0 14.9 -5.1 20.0 20.0 20.0 1.5 -20.0 2.0 -20.0 SP400 5.1 17.1 0.3 14.9 8.5 10.7 12.6 9.4 16.6 -2.0 11.1 4.0 12.7 11.5 11.1 -4.9 -6.0 -5.3 -5.6 12.7 10.9 5.1 9.7 11.6 4.5 8.9 -0.2 7.0 4.3 5.7 8.8 -1.0 -11.3 -7.0 -7.4 -3.9 -6.3 -20.0 -1.4 -20.0 SP500_micro 20.0 20.0 -3.8 17.7 10.0 12.7 14.9 11.1 19.7 15.5 13.1 17.2 16.3 17.8 16.4 -7.7 -8.8 -7.7 -8.0 20.0 17.7 20.0 15.0 20.0 -15.5 19.9 20.0 8.2 20.0 6.5 20.0 -5.4 20.0 20.0 5.4 -10.3 1.7 -20.0 4.3 -20.0 SUGAR11 16.9 -1.8 16.3 9.3 4.0 5.6 8.2 -2.1 9.0 3.6 -3.2 7.9 -9.0 2.2 0.4 -10.8 5.9 -4.9 1.0 3.0 -0.5 8.0 -5.1 6.4 -17.4 4.7 5.0 2.1 8.1 -2.2 7.1 11.7 6.5 9.8 -2.1 -4.6 -7.0 -20.0 -6.0 -11.8 US10 -7.0 -5.9 -8.6 -5.1 -7.7 -4.4 -8.0 -3.7 -6.2 -9.9 -8.5 -10.8 1.7 -10.1 -10.4 4.0 2.1 3.5 3.0 -7.7 -5.8 -8.5 -2.5 -8.2 -7.0 -7.4 -8.3 -4.6 -9.2 -0.6 -8.7 -3.3 -0.5 -3.3 -4.6 -1.1 -2.9 -20.0 -1.3 -16.0 US10U -6.6 -6.0 -7.6 -7.6 -11.3 -6.5 -11.8 -5.4 -9.2 -14.8 -11.8 -15.7 2.4 -14.5 -15.1 4.3 1.9 3.8 3.1 -10.6 -7.6 -12.0 -3.1 -11.5 -11.8 -11.1 -12.5 -6.2 -13.7 0.4 -12.9 -3.5 -0.1 -3.5 -6.3 -2.0 -0.4 -4.0 -2.6 -16.2 US2 -5.9 -7.7 -14.7 -4.9 -7.3 -4.2 -7.6 -3.5 -5.9 -10.6 -9.3 -11.2 -6.6 -9.9 -9.8 -0.2 -9.6 -3.4 -6.0 -11.6 -11.0 -10.3 -7.7 -10.7 7.5 -10.8 -8.9 -10.0 -10.2 -6.3 -10.3 -20.0 -3.4 -6.4 -7.3 -10.3 1.6 -20.0 3.1 -13.4 US20 -4.8 -4.7 -5.3 -5.1 -7.6 -4.4 -7.9 -3.6 -6.1 -8.8 -7.5 -9.3 -0.1 -7.8 -9.6 4.8 4.3 4.8 4.7 -5.8 -4.2 -6.1 -2.2 -6.0 -6.5 -6.9 -6.3 -4.2 -7.0 -0.5 -7.1 0.4 3.3 0.3 -3.3 -1.9 4.8 9.3 4.6 -4.3 US30 -4.6 -5.1 -3.1 -7.4 -11.0 -6.4 -11.5 -5.3 -8.9 -11.9 -13.9 -13.6 -7.1 -13.1 -15.3 3.0 0.7 2.6 2.0 -8.5 -6.7 -9.1 -5.3 -8.9 -4.9 -11.8 -11.4 -7.6 -12.6 -3.1 -12.6 -5.5 3.9 1.1 -3.9 -1.8 2.8 7.2 2.6 -3.7 US5 -7.6 -6.7 -10.8 -5.2 -7.7 -4.5 -8.0 -3.7 -6.2 -11.0 -8.7 -11.5 0.6 -10.5 -10.5 1.7 -0.7 1.0 0.5 -9.3 -7.5 -10.1 -3.9 -9.8 -5.3 -8.7 -9.6 -6.1 -10.5 -1.9 -9.8 -7.9 -3.2 -5.5 -5.9 -3.5 0.9 -20.0 1.4 -14.0 VIX -5.8 -5.7 13.6 4.6 -1.7 9.4 -2.6 5.5 -3.2 -0.6 0.2 -4.9 -9.3 -19.8 -1.2 -20.0 -20.0 -20.0 -20.0 -0.5 3.9 -2.8 1.3 -5.3 NaN 4.9 -1.9 10.4 -2.6 6.3 -3.2 NaN NaN NaN NaN NaN -13.0 -20.0 NaN NaN WHEAT 7.5 1.8 20.0 10.7 4.6 6.4 9.4 -2.4 10.3 6.3 9.4 8.1 -1.7 8.3 10.3 -13.4 -16.8 -14.3 -15.3 10.1 7.7 13.4 2.5 11.5 6.6 11.2 12.2 10.0 12.9 5.7 11.5 -20.0 7.6 19.9 6.2 17.8 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3