******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260518_203947 produced at 2026-05-18 21:36:43.543750 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -3.11 0.0 0.00 0.00 0.00 0.00 -30.81 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.40 0.0 0.00 0.00 0.00 0.00 -11.73 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.29 0.0 0.00 0.00 0.00 0.00 -3.32 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.12 -0.14 0.0 0.23 -0.23 -0.12 -0.12 -7.81 13.0 -7 -7 caleb_strategy_v3 US5 False False 0.04 -0.40 -0.11 0.0 1.12 -1.12 -0.40 -0.40 -2.51 25.0 -9 -9 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 -0.11 0.0 1.19 -1.19 0.00 0.00 -0.89 10.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.07 -0.10 0.0 0.87 -0.87 -0.07 -0.07 -1.51 13.0 -1 -1 caleb_strategy_v3 VIX False False 0.01 -0.07 -0.09 0.0 999.00 -999.00 -0.07 -0.07 -10.04 999999999.0 -7 -7 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -21.70 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.07 0.0 0.78 -0.78 -0.05 -0.05 -1.50 17.0 -1 -1 caleb_strategy_v3 EUR False False 0.06 0.00 -0.07 0.0 0.86 -0.86 0.00 0.00 -1.07 14.0 0 0 caleb_strategy_v3 US10U False False 0.05 -0.05 -0.06 0.0 0.61 -0.61 -0.05 -0.05 -1.36 13.0 -1 -1 caleb_strategy_v3 CAD False False 0.03 0.00 -0.05 0.0 0.89 -0.89 0.00 0.00 -1.74 29.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.45 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 -0.77 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.03 0.0 1.08 -1.08 0.00 0.00 -1.41 56.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.03 0.0 0.57 -0.57 -0.06 -0.06 -0.50 10.0 -1 -1 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.42 9.0 0 0 caleb_strategy_v3 US30 False True 0.05 -0.24 -0.02 0.0 0.00 -0.24 -0.24 -0.24 -0.52 6.0 -5 -5 caleb_strategy_v3 JPY False False 0.03 0.00 -0.02 0.0 0.56 -0.56 0.00 0.00 -0.50 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.19 -0.02 0.0 0.69 -0.69 -0.19 -0.18 -1.74 66.0 -18 -17 caleb_strategy_v3 GBP False False 0.04 -0.07 -0.02 0.0 0.78 -0.78 -0.07 -0.07 -0.63 22.0 -2 -2 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.90 3.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 -0.10 -0.01 0.0 0.21 -0.21 -0.10 -0.10 -0.11 4.0 -2 -2 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 -0.01 0.0 0.00 -0.01 -0.01 -0.01 -4.33 26.0 -3 -3 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.01 0.0 0.69 -0.69 -0.02 -0.02 -0.43 58.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.01 0.0 0.25 -0.25 0.00 0.00 -0.18 6.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -1.44 18.0 -1 -1 caleb_strategy_v3 BUND False False 0.06 0.00 -0.00 0.0 0.61 -0.61 0.00 0.00 -0.04 10.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.08 9.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.00 0.0 0.42 -0.42 0.00 0.00 -0.06 26.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.02 0.02 0.00 0.0 0.12 -0.12 0.02 0.02 0.19 8.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.27 11.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.32 -0.32 0.00 0.00 -0.29 23.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.30 0.00 0.0 0.30 -0.30 0.30 0.30 0.03 2.0 2 2 caleb_strategy_v3 RICE False False 0.01 0.00 -0.00 0.0 0.04 -0.04 0.00 0.00 -0.07 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 0.02 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.76 10.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.28 2.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.01 0.0 1.07 -1.07 0.00 0.00 0.12 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.42 -0.42 0.00 0.00 0.21 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.01 0.0 0.18 -0.18 0.05 0.05 0.54 7.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.08 999999999.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.12 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.02 0.0 0.13 -0.13 0.00 0.00 1.77 12.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.40 -0.40 0.00 0.00 3.91 68.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.52 -0.52 0.00 0.00 1.00 21.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.02 0.0 0.60 -0.60 0.08 0.08 0.20 8.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.02 0.02 0.0 0.56 -0.56 0.02 0.02 0.92 23.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.03 0.02 0.0 0.57 -0.57 0.03 0.03 0.60 20.0 1 1 caleb_strategy_v3 OAT False False 0.06 0.12 0.03 0.0 0.58 -0.58 0.12 0.12 0.52 10.0 2 2 caleb_strategy_v3 CAC False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.78 12.0 0 0 caleb_strategy_v3 DX False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.72 999999999.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.03 0.0 0.75 -0.75 0.00 0.00 1.87 48.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.03 0.0 0.23 -0.23 0.05 0.04 7.10 51.0 11 9 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.19 -0.19 0.00 0.00 0.89 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.07 0.00 0.04 0.0 0.21 -0.21 0.00 0.00 0.53 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.12 0.06 0.0 999.00 -999.00 0.12 0.12 0.95 999999999.0 2 2 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.06 0.0 0.58 -0.58 0.08 0.08 4.02 36.0 5 5 caleb_strategy_v3 SMI False True 0.07 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.05 9.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.20 0.10 0.0 999.00 -999.00 0.20 0.20 1.50 999999999.0 3 3 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.10 0.0 0.71 -0.71 0.08 0.08 2.41 17.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.11 0.0 0.57 -0.57 0.00 0.00 3.79 19.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.04 0.18 0.15 0.0 0.18 -0.18 0.18 0.18 4.06 5.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.46 0.51 0.0 0.73 -0.73 0.46 0.46 42.22 60.0 38 38 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.3 Shocked risk 34.7 Sum abs risk 47.5 Leverage 6.57 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2377125.56, 'annual_cash_vol_target': 594281.39, 'daily_cash_vol_target': 37142.586875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.7147 0.6022 9.6355 BITCOIN 1577.5538 76590.0000 2.0597 32.9558 BOBL 0.2664 114.8700 0.2319 3.7104 BTP 0.6475 116.6400 0.5551 8.8821 BUND 0.4874 124.1500 0.3926 6.2820 BUXL 0.9317 105.9400 0.8794 14.0712 CAC 84.6398 7936.5000 1.0665 17.0634 CAD 0.0024 0.7284 0.3262 5.2197 CANOLA 8.1699 749.1000 1.0906 17.4501 CHF 0.0056 1.2766 0.4361 6.9776 COCOA 158.7551 3847.0000 4.1267 66.0276 COFFEE 4.8689 266.5000 1.8270 29.2315 COPPER 0.0998 6.3155 1.5805 25.2874 CORN 6.3273 498.5000 1.2693 20.3083 COTTON2 1.5768 84.0400 1.8762 30.0195 CRUDE_W 1.5878 85.3100 1.8613 29.7803 DAX 268.2149 24221.0000 1.1074 17.7178 DOW 367.0964 49645.0000 0.7394 11.8311 DX 0.3742 99.0700 0.3778 6.0441 EUR 0.0046 1.1663 0.3983 6.3727 EURIBOR-ICE 0.0524 97.1700 0.0539 0.8632 EUROSTX 66.9483 5818.0000 1.1507 18.4114 FEEDCOW 3.0481 358.7750 0.8496 13.5936 GASOIL 30.1127 1135.7500 2.6513 42.4215 GASOLINE 0.0638 3.4363 1.8571 29.7129 GAS_US_mini 0.0935 3.1800 2.9388 47.0203 GBP 0.0069 1.3422 0.5144 8.2312 GOLD_micro 52.3749 4578.5000 1.1439 18.3029 HEATOIL 0.0907 3.8887 2.3330 37.3279 JGB-SGX-mini 0.3184 128.1300 0.2485 3.9764 JPY 0.0000 0.0063 0.6274 10.0392 LEANHOG 1.2181 103.2500 1.1797 18.8758 LIVECOW 1.8771 247.1250 0.7596 12.1532 LUMBER-new 6.3295 592.5000 1.0683 17.0923 MXP 0.0003 0.0576 0.5861 9.3773 NASDAQ_micro 266.0558 28833.0000 0.9227 14.7640 NIKKEI 809.1557 60940.0000 1.3278 21.2447 NZD 0.0041 0.5880 0.6921 11.0742 OAT 0.5565 118.3300 0.4703 7.5248 OATIES 5.8412 378.0000 1.5453 24.7248 OJ 6.5874 156.1500 4.2186 67.4981 PALLAD 36.1570 1438.0000 2.5144 40.2303 PLAT 46.8571 1973.7000 2.3741 37.9852 REDWHEAT 13.9828 714.2500 1.9577 31.3229 RICE 0.1686 13.1450 1.2822 20.5159 ROBUSTA 59.4216 3299.0000 1.8012 28.8192 RUSSELL 30.8276 2766.1000 1.1145 17.8317 SHATZ 0.1017 105.6350 0.0963 1.5401 SILVER-mini 2.3567 77.6750 3.0340 48.5440 SMI 105.4711 13220.0000 0.7978 12.7650 SOFR 0.0540 96.0700 0.0562 0.8988 SOYBEAN 11.7425 1199.7500 0.9787 15.6599 SOYMEAL 4.0232 325.0000 1.2379 19.8065 SOYOIL 0.8873 72.3500 1.2264 19.6230 SP400 33.7849 3612.0000 0.9354 14.9656 SP500_micro 49.7201 7416.0000 0.6704 10.7271 SUGAR11 0.2697 15.2000 1.7743 28.3896 US10 0.3617 109.1875 0.3312 5.2999 US10U 0.4689 111.1094 0.4220 6.7517 US2 0.0912 103.2344 0.0883 1.4132 US20 0.7074 109.8750 0.6438 10.3013 US30 0.9074 112.1562 0.8090 12.9446 US5 0.2370 106.8516 0.2218 3.5488 VIX 0.5132 22.2000 2.3115 36.9839 WHEAT 13.2363 696.2500 1.9011 30.4172 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 714.70 0.60 430.41 1.00 430.41 37142.59 86.30 16.92 145.98 BITCOIN 76.59 2.06 157.76 1.00 157.76 37142.59 235.44 -8.50 -200.10 BOBL 1148.70 0.23 266.38 1.16 310.01 37142.59 119.81 0.99 11.92 BTP 1166.40 0.56 647.51 1.16 753.55 37142.59 49.29 -2.96 -14.60 BUND 1241.50 0.39 487.44 1.16 567.27 37142.59 65.48 -0.53 -3.48 BUXL 1059.40 0.88 931.69 1.16 1084.27 37142.59 34.26 -3.26 -11.17 CAC 793.65 1.07 846.40 1.16 985.01 37142.59 37.71 6.07 22.89 CAD 728.35 0.33 237.61 1.00 237.61 37142.59 156.32 -4.28 -66.95 CANOLA 149.82 1.09 163.40 0.73 119.22 37142.59 311.54 9.36 291.55 CHF 1595.69 0.44 695.88 1.00 695.88 37142.59 53.38 -10.92 -58.28 COCOA 384.70 4.13 1587.55 1.00 1587.55 37142.59 23.40 -1.08 -2.53 COFFEE 999.38 1.83 1825.83 1.00 1825.83 37142.59 20.34 -6.55 -13.33 COPPER 1578.88 1.58 2495.35 1.00 2495.35 37142.59 14.88 9.31 13.86 CORN 249.25 1.27 316.37 1.00 316.37 37142.59 117.40 6.17 72.46 COTTON2 420.20 1.88 788.39 1.00 788.39 37142.59 47.11 2.38 11.23 CRUDE_W 853.10 1.86 1587.85 1.00 1587.85 37142.59 23.39 16.01 37.44 DAX 242.21 1.11 268.21 1.16 312.14 37142.59 118.99 -1.06 -12.56 DOW 248.22 0.74 183.55 1.00 183.55 37142.59 202.36 -3.69 -74.74 DX 990.70 0.38 374.24 1.00 374.24 37142.59 99.25 2.78 27.55 EUR 1457.88 0.40 580.67 1.00 580.67 37142.59 63.97 -6.42 -41.08 EURIBOR-ICE 2429.25 0.05 131.06 1.16 152.52 37142.59 243.53 -1.07 -26.00 EUROSTX 581.80 1.15 669.48 1.16 779.12 37142.59 47.67 3.70 17.63 FEEDCOW 1793.88 0.85 1524.07 1.00 1524.07 37142.59 24.37 2.46 6.00 GASOIL 1135.75 2.65 3011.27 1.00 3011.27 37142.59 12.33 16.54 20.41 GASOLINE 1443.25 1.86 2680.19 1.00 2680.19 37142.59 13.86 15.74 21.81 GAS_US_mini 79.50 2.94 233.63 1.00 233.63 37142.59 158.98 -2.51 -39.95 GBP 838.88 0.51 431.56 1.00 431.56 37142.59 86.07 -2.83 -24.40 GOLD_micro 457.85 1.14 523.75 1.00 523.75 37142.59 70.92 -5.83 -41.34 HEATOIL 1633.25 2.33 3810.37 1.00 3810.37 37142.59 9.75 12.58 12.26 JGB-SGX-mini 128130.00 0.25 31843.53 0.01 200.69 37142.59 185.08 -5.85 -108.19 JPY 787.75 0.63 494.27 1.00 494.27 37142.59 75.15 -2.58 -19.38 LEANHOG 413.00 1.18 487.23 1.00 487.23 37142.59 76.23 -16.84 -128.40 LIVECOW 988.50 0.76 750.84 1.00 750.84 37142.59 49.47 14.66 72.51 LUMBER-new 162.94 1.07 174.06 1.00 174.06 37142.59 213.39 -10.49 -223.78 MXP 288.20 0.59 168.91 1.00 168.91 37142.59 219.90 13.06 287.26 NASDAQ_micro 576.66 0.92 532.11 1.00 532.11 37142.59 69.80 5.65 39.44 NIKKEI 60940.00 1.33 80915.57 0.01 509.95 37142.59 72.84 5.10 37.12 NZD 588.05 0.69 407.01 1.00 407.01 37142.59 91.26 4.23 38.60 OAT 1183.30 0.47 556.50 1.16 647.64 37142.59 57.35 2.68 15.35 OATIES 189.00 1.55 292.06 1.00 292.06 37142.59 127.17 4.12 52.40 OJ 234.22 4.22 988.11 1.00 988.11 37142.59 37.59 -9.86 -37.06 PALLAD 1438.00 2.51 3615.70 1.00 3615.70 37142.59 10.27 3.35 3.44 PLAT 986.85 2.37 2342.85 1.00 2342.85 37142.59 15.85 3.92 6.21 REDWHEAT 357.12 1.96 699.14 1.00 699.14 37142.59 53.13 2.70 14.32 RICE 262.90 1.28 337.10 1.00 337.10 37142.59 110.18 -0.28 -3.04 ROBUSTA 329.90 1.80 594.22 1.00 594.22 37142.59 62.51 -3.50 -21.85 RUSSELL 138.30 1.11 154.14 1.00 154.14 37142.59 240.97 4.88 117.70 SHATZ 1056.35 0.10 101.68 1.16 118.33 37142.59 313.88 -2.41 -75.75 SILVER-mini 1941.88 3.03 5891.65 1.00 5891.65 37142.59 6.30 3.70 2.34 SMI 1322.00 0.80 1054.71 1.27 1341.76 37142.59 27.68 11.15 30.88 SOFR 2401.75 0.06 134.92 1.00 134.92 37142.59 275.30 -18.39 -506.20 SOYBEAN 599.88 0.98 587.12 1.00 587.12 37142.59 63.26 9.14 57.81 SOYMEAL 325.00 1.24 402.32 1.00 402.32 37142.59 92.32 -0.94 -8.67 SOYOIL 434.10 1.23 532.40 1.00 532.40 37142.59 69.76 11.74 81.89 SP400 3612.00 0.94 3378.49 1.00 3378.49 37142.59 10.99 0.87 0.96 SP500_micro 370.80 0.67 248.60 1.00 248.60 37142.59 149.41 5.38 80.44 SUGAR11 170.24 1.77 302.07 1.00 302.07 37142.59 122.96 -4.80 -59.01 US10 1091.88 0.33 361.68 1.00 361.68 37142.59 102.70 -11.50 -118.15 US10U 1111.09 0.42 468.86 1.00 468.86 37142.59 79.22 -13.54 -107.27 US2 2064.69 0.09 182.37 1.00 182.37 37142.59 203.67 -12.85 -261.66 US20 1098.75 0.64 707.41 1.00 707.41 37142.59 52.51 -6.34 -33.31 US30 1121.56 0.81 907.39 1.00 907.39 37142.59 40.93 -9.97 -40.82 US5 1068.52 0.22 237.00 1.00 237.00 37142.59 156.72 -12.61 -197.56 VIX 222.00 2.31 513.15 1.00 513.15 37142.59 72.38 -5.61 -40.60 WHEAT 348.12 1.90 661.81 1.00 661.81 37142.59 56.12 0.21 1.20 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 145.983 0.010 2.5 3.793 BITCOIN -200.100 0.043 2.5 -21.699 BOBL 11.915 0.004 2.5 0.121 BTP -14.599 0.014 2.5 -0.499 BUND -3.481 0.004 2.5 -0.035 BUXL -11.174 0.004 2.5 -0.113 CAC 22.888 0.014 2.5 0.782 CAD -66.952 0.010 2.5 -1.740 CANOLA 291.547 0.010 2.5 7.103 CHF -58.282 0.010 2.5 -1.514 COCOA -2.533 0.010 2.5 -0.062 COFFEE -13.334 0.005 2.5 -0.177 COPPER 13.859 0.043 2.5 1.503 CORN 72.462 0.010 2.5 1.765 COTTON2 11.227 0.010 2.5 0.274 CRUDE_W 37.442 0.043 2.5 4.060 DAX -12.561 0.014 2.5 -0.429 DOW -74.744 0.009 2.5 -1.740 DX 27.547 0.010 2.5 0.716 EUR -41.077 0.010 2.5 -1.067 EURIBOR-ICE -26.004 0.014 2.5 -0.888 EUROSTX 17.628 0.014 2.5 0.602 FEEDCOW 5.999 0.013 2.5 0.199 GASOIL 20.405 0.017 2.5 0.886 GASOLINE 21.815 0.017 2.5 0.947 GAS_US_mini -39.946 0.043 2.5 -4.332 GBP -24.398 0.010 2.5 -0.634 GOLD_micro -41.343 0.014 2.5 -1.412 HEATOIL 12.264 0.017 2.5 0.532 JGB-SGX-mini -108.191 0.043 2.5 -11.732 JPY -19.383 0.010 2.5 -0.504 LEANHOG -128.404 0.024 2.5 -7.815 LIVECOW 72.511 0.013 2.5 2.406 LUMBER-new -223.780 0.010 2.5 -5.452 MXP 287.263 0.059 2.5 42.222 NASDAQ_micro 39.441 0.009 2.5 0.918 NIKKEI 37.117 0.043 2.5 4.025 NZD 38.604 0.010 2.5 1.003 OAT 15.346 0.014 2.5 0.524 OATIES 52.397 0.010 2.5 1.277 OJ -37.058 0.010 2.5 -0.903 PALLAD 3.437 0.014 2.5 0.117 PLAT 6.208 0.014 2.5 0.212 REDWHEAT 14.325 0.005 2.5 0.190 RICE -3.042 0.010 2.5 -0.074 ROBUSTA -21.847 0.005 2.5 -0.290 RUSSELL 117.704 0.013 2.5 3.906 SHATZ -75.746 0.004 2.5 -0.769 SILVER-mini 2.335 0.014 2.5 0.080 SMI 30.877 0.014 2.5 1.055 SOFR -506.205 0.024 2.5 -30.808 SOYBEAN 57.805 0.004 2.5 0.538 SOYMEAL -8.666 0.004 2.5 -0.081 SOYOIL 81.895 0.004 2.5 0.763 SP400 0.956 0.013 2.5 0.032 SP500_micro 80.444 0.009 2.5 1.872 SUGAR11 -59.011 0.010 2.5 -1.438 US10 -118.148 0.005 2.5 -1.499 US10U -107.269 0.005 2.5 -1.361 US2 -261.657 0.005 2.5 -3.320 US20 -33.308 0.005 2.5 -0.423 US30 -40.817 0.005 2.5 -0.518 US5 -197.559 0.005 2.5 -2.507 VIX -40.597 0.099 2.5 -10.035 WHEAT 1.201 0.005 2.5 0.016 ===================== Position diags ===================== AUD 2.24 BITCOIN 25.53 BOBL 1.22 BTP 1.68 BUND 0.66 BUXL 0.35 CAC 1.29 CAD 4.06 CANOLA 7.59 CHF 1.39 COCOA 0.57 COFFEE 0.27 COPPER 1.61 CORN 2.86 COTTON2 1.15 CRUDE_W 2.54 DAX 4.06 DOW 4.71 DX 2.58 EUR 1.66 EURIBOR-ICE 8.32 EUROSTX 1.63 FEEDCOW 0.81 GASOIL 0.54 GASOLINE 0.60 GAS_US_mini 17.24 GBP 2.24 GOLD_micro 2.42 HEATOIL 0.42 JGB-SGX-mini 20.07 JPY 1.95 LEANHOG 4.64 LIVECOW 1.64 LUMBER-new 5.20 MXP 32.32 NASDAQ_micro 1.62 NIKKEI 7.90 NZD 2.37 OAT 1.96 OATIES 3.10 OJ 0.92 PALLAD 0.35 PLAT 0.54 REDWHEAT 0.71 RICE 2.68 ROBUSTA 0.83 RUSSELL 8.00 SHATZ 3.19 SILVER-mini 0.22 SMI 0.95 SOFR 16.75 SOYBEAN 0.59 SOYMEAL 0.86 SOYOIL 0.65 SP400 0.36 SP500_micro 3.48 SUGAR11 3.00 US10 1.30 US10U 1.01 US2 2.58 US20 0.67 US30 0.52 US5 1.99 VIX 17.89 WHEAT 0.75 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.8 3.6 4.0 0.0 0 BITCOIN -21.7 -24.3 -19.1 0.0 0 BOBL 0.1 -0.0 0.2 0.0 0 BTP -0.5 -0.7 -0.3 -1.0 -1 BUND -0.0 -0.1 0.0 0.0 0 BUXL -0.1 -0.1 -0.1 -2.0 -2 CAC 0.8 0.7 0.9 0.0 0 CAD -1.7 -2.1 -1.3 0.0 0 CANOLA 7.1 6.3 7.9 11.0 11 CHF -1.5 -1.7 -1.4 -1.0 -1 COCOA -0.1 -0.1 -0.0 0.0 0 COFFEE -0.2 -0.2 -0.2 0.0 0 COPPER 1.5 1.3 1.7 3.0 3 CORN 1.8 1.5 2.1 0.0 0 COTTON2 0.3 0.2 0.4 0.0 0 CRUDE_W 4.1 3.8 4.3 5.0 5 DAX -0.4 -0.8 -0.0 -2.0 -2 DOW -1.7 -2.2 -1.3 -18.0 -18 DX 0.7 0.5 1.0 0.0 0 EUR -1.1 -1.2 -0.9 0.0 0 EURIBOR-ICE -0.9 -1.7 -0.1 0.0 0 EUROSTX 0.6 0.4 0.8 1.0 1 FEEDCOW 0.2 0.1 0.3 1.0 1 GASOIL 0.9 0.8 0.9 0.0 0 GASOLINE 0.9 0.9 1.0 2.0 2 GAS_US_mini -4.3 -6.1 -2.6 -3.0 -3 GBP -0.6 -0.9 -0.4 -2.0 -2 GOLD_micro -1.4 -1.7 -1.2 0.0 0 HEATOIL 0.5 0.5 0.6 0.0 0 JGB-SGX-mini -11.7 -13.7 -9.7 0.0 0 JPY -0.5 -0.7 -0.3 0.0 0 LEANHOG -7.8 -8.3 -7.4 -7.0 -7 LIVECOW 2.4 2.2 2.6 2.0 2 LUMBER-new -5.5 -6.0 -4.9 0.0 0 MXP 42.2 39.0 45.5 38.0 38 NASDAQ_micro 0.9 0.8 1.1 1.0 1 NIKKEI 4.0 3.2 4.8 5.0 5 NZD 1.0 0.8 1.2 0.0 0 OAT 0.5 0.3 0.7 2.0 2 OATIES 1.3 1.0 1.6 NaN 0 OJ -0.9 -1.0 -0.8 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT 0.2 0.1 0.3 1.0 1 RICE -0.1 -0.3 0.2 0.0 0 ROBUSTA -0.3 -0.4 -0.2 0.0 0 RUSSELL 3.9 3.1 4.7 0.0 0 SHATZ -0.8 -1.1 -0.5 NaN 0 SILVER-mini 0.1 0.1 0.1 0.0 0 SMI 1.1 1.0 1.1 0.0 0 SOFR -30.8 -32.5 -29.1 NaN 0 SOYBEAN 0.5 0.5 0.6 2.0 2 SOYMEAL -0.1 -0.2 0.0 0.0 0 SOYOIL 0.8 0.7 0.8 0.0 0 SP400 0.0 -0.0 0.1 2.0 2 SP500_micro 1.9 1.5 2.2 0.0 0 SUGAR11 -1.4 -1.7 -1.1 -1.0 -1 US10 -1.5 -1.6 -1.4 -1.0 -1 US10U -1.4 -1.5 -1.3 -1.0 -1 US2 -3.3 -3.6 -3.1 NaN 0 US20 -0.4 -0.5 -0.4 0.0 0 US30 -0.5 -0.6 -0.5 -5.0 -5 US5 -2.5 -2.7 -2.3 -9.0 -9 VIX -10.0 -11.8 -8.2 -7.0 -7 WHEAT 0.0 -0.1 0.1 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.0 0.2 0.3 0.1 -0.1 0.1 -0.0 0.2 0.1 -0.1 0.5 0.0 0.6 0.2 0.2 0.0 0.0 0.0 0.0 0.1 0.2 -0.0 0.4 0.1 1.6 0.1 -0.1 0.5 -0.0 0.6 0.1 0.4 -0.0 0.1 0.2 0.6 -0.1 0.7 0.4 0.7 BITCOIN 0.4 0.6 -0.6 -0.0 -0.2 0.2 -0.1 0.6 -0.0 -0.2 -0.5 0.0 -0.6 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.0 -0.5 0.1 -2.2 0.1 -0.2 -0.1 -0.1 -0.3 0.1 -0.0 -0.4 0.6 0.6 0.5 -0.5 -0.1 -0.7 -0.7 BOBL -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.4 0.1 0.3 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 0.2 0.3 0.2 0.0 0.0 0.4 0.1 0.7 BTP 0.0 0.0 -0.6 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.0 -0.1 0.1 0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -2.7 -0.0 -0.1 -0.1 -0.0 0.0 -0.0 0.4 0.4 0.5 0.4 0.0 -0.0 0.3 -0.0 0.4 BUND -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 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 -0.1 -0.0 0.2 0.1 0.4 0.2 0.1 0.0 0.4 0.1 0.6 BUXL -0.1 -0.1 0.3 -0.1 -0.2 -0.2 -0.2 -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 -0.2 -0.1 -0.1 -0.3 -0.1 -0.1 0.1 0.6 0.3 0.2 -0.1 0.2 0.1 0.1 CAC -0.2 0.3 -0.4 0.1 -0.0 0.2 0.0 0.2 0.1 -0.1 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 0.0 0.7 -0.0 -0.3 -0.3 0.1 -0.1 0.7 -0.2 0.7 CAD 0.0 0.1 -0.0 0.1 -0.1 0.2 -0.0 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 0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.4 -0.5 -0.2 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.1 0.0 0.6 0.1 -0.1 0.2 0.0 -0.1 0.1 -0.0 0.3 0.0 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 -0.2 0.3 -0.1 0.6 0.4 0.7 0.5 0.7 CHF 0.1 0.0 -0.2 0.1 -0.1 0.1 -0.0 0.2 0.0 -0.1 -0.2 -0.0 0.3 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 -0.1 0.1 -0.0 -0.4 -0.0 -0.1 0.0 -0.1 0.2 -0.0 -1.1 -0.1 -0.2 -0.2 -0.1 -0.7 -0.7 -0.5 -0.7 COCOA 0.6 0.6 -0.0 0.0 -0.0 0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.2 0.1 -2.7 0.0 -0.0 -0.0 0.0 -0.1 0.1 0.0 0.2 0.4 0.3 -0.3 0.3 0.0 0.4 0.2 COFFEE -0.3 -0.0 -0.6 0.1 -0.1 0.2 0.0 -0.1 0.1 -0.1 -0.4 -0.2 -0.1 -0.2 -0.2 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -2.7 -0.1 -0.2 -0.2 -0.2 0.1 -0.2 1.1 -0.5 -0.6 -0.6 -0.6 0.4 0.5 0.5 0.7 COPPER 0.2 0.4 0.0 -0.0 -0.1 0.1 -0.0 0.3 -0.0 0.0 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.2 0.1 -0.0 0.2 0.1 0.2 0.1 -0.2 0.5 0.6 0.6 0.4 0.1 0.7 -0.2 0.5 CORN 0.1 -0.1 0.5 0.1 -0.1 0.2 0.0 -0.1 0.1 0.0 0.3 0.0 0.1 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.0 0.1 0.1 1.4 0.1 -0.0 0.3 0.0 0.2 0.1 -1.1 -0.4 0.4 -0.1 0.4 0.5 0.0 0.7 0.3 COTTON2 -0.3 0.6 0.6 0.1 -0.0 0.2 0.0 -0.1 0.1 -0.0 0.3 0.0 0.1 0.1 0.1 -0.1 -0.4 -0.3 -0.3 0.2 0.1 0.0 0.1 0.1 -0.4 0.2 -0.0 0.4 0.0 0.2 0.2 -1.1 0.1 0.5 0.6 0.6 -0.4 -0.3 -0.4 -0.3 CRUDE_W 0.1 0.2 0.6 0.2 0.1 0.5 0.1 0.7 0.1 0.1 0.3 0.1 0.3 0.1 0.1 0.4 0.2 0.4 0.3 0.2 0.2 0.1 0.3 0.1 0.6 0.1 0.1 0.4 0.1 0.3 0.1 -0.0 0.0 0.1 -0.2 -0.3 0.5 0.7 -0.1 -0.0 DAX 0.1 0.4 -0.6 0.1 -0.0 0.2 0.0 0.2 0.1 -0.1 0.0 -0.1 0.2 0.0 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 -0.1 -0.2 -0.3 -0.5 0.1 0.4 0.3 0.6 DOW 0.2 0.6 -0.4 0.1 -0.0 0.2 0.0 0.3 0.1 -0.0 0.2 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.8 0.0 -0.0 0.1 0.0 0.1 0.1 -0.1 -0.0 -0.1 -0.3 -0.5 -0.3 -0.7 -0.6 -0.7 DX -0.0 -0.2 0.3 0.1 -0.1 0.1 -0.0 0.2 0.0 0.1 0.1 0.1 -0.3 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.1 -0.0 0.0 -1.8 -0.0 0.2 -0.0 0.1 -0.1 0.0 0.8 0.5 0.2 -0.4 -0.2 0.1 0.3 0.5 0.4 EUR -0.1 0.2 -0.3 0.1 -0.1 0.2 -0.0 0.2 0.1 -0.1 -0.1 -0.1 0.4 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.0 0.7 -0.0 -0.2 0.0 -0.2 0.2 -0.1 -0.3 -0.2 -0.5 -0.0 -0.3 -0.7 -0.5 -0.2 -0.6 EURIBOR-ICE -0.1 -0.1 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 0.1 0.2 0.2 0.0 0.1 0.3 0.2 0.5 EUROSTX -0.0 0.3 -0.6 0.1 -0.0 0.2 0.0 0.2 0.1 -0.1 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 -0.5 0.1 -0.0 0.1 0.0 0.2 0.1 0.6 0.1 -0.2 -0.2 -0.2 -0.1 0.7 -0.0 0.7 FEEDCOW -0.4 0.0 -0.3 0.1 -0.1 0.2 0.0 -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 0.1 -0.1 0.5 -0.1 -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 0.1 0.4 0.1 0.4 0.1 0.1 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 0.1 0.5 0.1 0.6 0.1 1.1 0.1 0.0 0.1 0.5 0.0 0.2 -0.3 -0.1 GASOLINE 0.4 0.6 0.6 0.2 0.1 0.5 0.1 0.7 0.1 0.1 0.4 0.1 0.4 0.1 0.1 0.4 -0.2 0.3 -0.1 0.2 0.2 0.2 0.5 0.2 -1.5 0.2 0.1 0.5 0.1 0.7 0.2 -1.1 0.0 0.6 0.4 0.4 0.3 0.7 -0.2 0.1 GAS_US_mini 0.1 -0.3 -0.4 0.2 0.2 0.5 0.2 0.7 0.2 0.1 -0.5 0.1 -0.6 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 0.0 -0.4 -0.0 2.7 -0.1 0.1 -0.4 0.1 -0.5 -0.0 -1.1 -0.0 -0.6 -0.6 -0.6 0.7 0.2 0.7 0.1 GBP -0.0 0.2 -0.2 0.1 -0.1 0.2 -0.0 0.2 0.1 -0.1 0.1 -0.1 0.4 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.0 -0.4 0.0 -0.2 0.1 -0.2 0.3 -0.0 0.3 -0.4 -0.3 -0.1 -0.1 -0.7 -0.2 -0.4 -0.2 GOLD_micro -0.2 -0.3 0.2 -0.0 -0.1 0.1 -0.0 0.2 -0.0 -0.1 0.0 -0.0 0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 0.0 -0.1 0.3 -0.1 -2.7 -0.0 -0.1 0.2 -0.1 0.5 -0.0 -0.3 -0.1 -0.2 -0.2 0.2 0.7 0.4 -0.3 -0.7 HEATOIL -0.0 0.4 0.6 0.1 0.1 0.4 0.1 0.5 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.4 0.1 -1.3 0.2 0.1 0.5 0.1 0.6 0.1 1.1 0.1 0.1 0.1 0.4 -0.0 0.1 -0.6 -0.4 JGB-SGX-mini -0.2 -0.2 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.1 -0.1 -0.3 -0.1 0.5 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 0.5 -0.3 -0.2 -0.4 -0.2 0.1 -0.6 0.1 -0.6 JPY 0.4 0.2 -0.1 0.0 -0.1 0.1 -0.0 0.1 0.0 -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 -0.1 -0.1 -0.0 -0.3 0.0 -0.5 -0.2 0.1 -0.1 -0.2 -0.4 -0.3 -0.2 -0.4 LEANHOG 0.0 -0.5 -0.4 0.2 -0.1 0.3 0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.4 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.1 0.1 -0.2 -0.9 -0.2 -0.1 -0.4 -0.1 -0.1 -0.2 -1.1 0.1 -0.6 -0.6 -0.6 -0.7 0.0 -0.5 0.2 LIVECOW -0.1 0.4 0.1 0.1 -0.1 0.2 0.0 -0.1 0.1 0.1 0.5 0.1 0.6 0.1 0.2 0.4 0.2 0.4 0.3 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.3 0.1 0.4 0.1 1.1 0.1 -0.1 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 0.0 -0.1 0.1 0.2 -0.6 0.0 -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 -0.1 0.1 -0.1 0.2 -0.0 0.3 0.1 -0.0 0.5 0.1 0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 -0.1 0.5 0.1 0.7 0.1 1.1 0.5 0.1 0.3 0.1 0.3 0.2 0.7 0.4 NASDAQ_micro 0.6 0.6 0.0 0.1 -0.0 0.3 0.0 0.3 0.1 0.0 0.3 0.1 0.4 0.1 0.1 -0.1 -0.2 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 -2.7 0.2 -0.0 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 0.3 0.6 0.1 0.1 -0.0 0.2 0.0 0.2 0.1 0.0 0.2 0.0 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.3 0.1 -1.7 0.1 -0.0 0.3 0.1 0.4 0.1 0.9 0.2 0.3 0.1 0.3 -0.7 -0.2 -0.5 -0.1 NZD 0.1 0.1 -0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 -0.0 0.0 1.6 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.6 0.6 0.0 0.7 OAT -0.0 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 0.2 0.2 0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 -0.1 0.0 -0.0 0.0 -0.0 0.7 0.2 0.4 0.3 0.2 -0.1 0.3 -0.0 0.4 OATIES 0.3 0.1 0.6 0.1 -0.0 0.2 0.0 -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 0.2 0.2 0.2 0.0 0.1 -1.0 0.4 0.3 -0.1 0.4 0.2 -0.3 0.3 -0.3 OJ 0.1 0.1 0.0 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 -0.4 -0.3 -0.2 -0.4 -0.1 -0.3 -0.1 -0.2 PALLAD -0.1 -0.2 -0.3 -0.0 -0.1 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 -0.1 0.1 -0.1 2.2 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.1 -0.3 -0.1 -0.1 -0.3 0.7 0.5 0.7 -0.2 PLAT 0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.0 0.2 -0.0 -0.1 -0.0 0.0 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.0 -0.3 -0.0 -0.1 0.1 -0.0 0.3 0.0 0.1 0.0 0.1 0.0 -0.1 0.7 0.7 0.7 -0.0 REDWHEAT 0.1 0.2 0.6 0.1 -0.0 0.2 0.0 -0.1 0.1 0.0 0.3 0.1 0.0 0.1 0.1 -0.2 -0.3 -0.2 -0.3 0.1 0.1 0.1 0.1 0.1 0.7 0.2 0.0 0.4 0.1 0.3 0.1 -1.0 0.2 0.6 0.5 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.5 0.6 0.1 -0.0 0.1 0.0 -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 0.1 0.1 0.2 -0.2 0.2 -1.1 0.5 0.6 0.3 0.1 -0.7 -0.6 -0.7 -0.5 ROBUSTA 0.3 0.0 -0.4 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 0.4 0.4 0.4 0.4 -0.0 -0.1 -0.0 -0.2 -0.0 -2.7 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 1.1 -0.1 -0.1 -0.2 -0.6 0.2 -0.0 0.2 0.3 RUSSELL 0.1 0.6 -0.0 0.2 -0.0 0.3 0.0 0.3 0.1 -0.1 0.3 0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 -0.0 0.3 0.1 1.0 0.1 -0.1 0.3 -0.0 0.3 0.1 0.1 -0.4 -0.1 -0.0 -0.2 -0.2 -0.7 0.0 -0.7 SHATZ -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 0.9 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -0.7 0.2 0.2 0.2 -0.2 0.0 0.3 0.0 0.4 SILVER-mini 0.2 -0.1 0.2 -0.0 -0.1 0.0 -0.0 0.2 -0.0 -0.0 -0.0 0.0 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.2 0.0 -1.4 0.0 -0.1 0.1 0.0 0.3 0.0 0.0 0.2 0.2 0.1 0.0 0.7 0.5 0.5 0.2 SMI 0.1 0.2 -0.4 0.1 -0.0 0.2 0.0 0.2 0.1 0.1 0.1 0.1 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 0.1 0.2 0.1 0.4 0.1 1.0 0.1 -0.1 -0.2 -0.1 0.1 0.7 0.2 0.7 SOFR -0.6 -0.4 -0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.4 -0.2 0.2 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -2.7 -0.2 -0.2 -0.2 -0.2 -0.0 -0.2 0.1 -0.5 -0.6 -0.5 0.1 -0.3 -0.3 -0.1 -0.4 SOYBEAN 0.0 0.0 0.4 0.1 -0.1 0.2 0.0 -0.1 0.1 0.0 0.5 0.1 0.6 0.1 0.2 -0.1 -0.1 -0.1 -0.0 0.2 0.1 0.1 0.3 0.1 -0.8 0.1 0.0 0.4 0.1 0.4 0.1 0.0 0.1 0.5 0.3 0.6 0.2 -0.2 0.3 -0.1 SOYMEAL 0.1 0.1 0.3 0.1 -0.1 0.2 0.0 -0.1 0.1 0.1 0.1 0.1 -0.1 0.1 0.1 0.4 -0.1 0.3 0.1 0.1 0.0 0.1 -0.0 0.1 -1.9 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.5 -0.1 -0.1 0.0 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.2 0.4 0.6 0.1 -0.1 0.2 0.0 -0.1 0.1 -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 0.9 -0.2 0.6 0.6 0.6 0.1 -0.7 0.1 -0.7 SP400 -0.0 0.5 -0.0 0.1 -0.0 0.3 0.0 0.3 0.1 -0.1 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 -0.1 0.2 -0.0 0.2 0.0 -0.1 -0.3 -0.3 -0.3 -0.2 -0.2 -0.7 -0.0 -0.7 SP500_micro 0.6 0.6 -0.1 0.2 -0.1 0.3 0.1 0.4 0.2 0.0 0.4 0.1 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 0.0 0.2 0.2 0.2 0.2 -0.3 0.5 0.6 0.2 -0.3 0.0 -0.7 0.1 -0.7 SUGAR11 0.5 -0.1 0.5 0.1 -0.0 0.1 0.0 -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 0.0 -0.1 0.1 -2.3 0.0 -0.0 0.1 0.0 -0.1 0.1 0.6 -0.1 0.4 -0.2 -0.1 -0.2 -0.7 -0.2 -0.4 US10 -0.3 -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 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.9 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.7 -0.0 -0.5 US10U -0.3 -0.2 -0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.2 0.0 -0.2 -0.2 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -1.5 -0.1 -0.2 -0.2 -0.2 -0.0 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.5 US2 -0.3 -0.3 -0.5 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -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 -0.2 -0.3 -0.1 -1.1 0.0 -0.2 -0.2 -0.3 0.1 -0.7 0.1 -0.4 US20 -0.3 -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 -0.1 -0.1 -0.1 -0.1 -0.8 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.1 0.2 0.3 0.2 -0.1 US30 -0.2 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.4 -0.2 -0.3 -0.2 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.6 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.3 0.0 0.1 -0.2 -0.1 0.1 0.2 0.1 -0.1 US5 -0.4 -0.2 -0.4 -0.1 -0.1 -0.1 -0.2 -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 -0.2 -0.1 -0.1 -0.7 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.4 -0.1 -0.2 -0.2 -0.1 0.0 -0.7 0.1 -0.4 VIX -0.3 -0.3 0.7 0.1 0.0 0.4 -0.0 0.4 -0.0 0.1 0.0 -0.0 -0.6 -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 -0.0 NaN NaN NaN NaN NaN -0.7 -1.1 NaN NaN WHEAT 0.1 0.0 0.6 0.1 -0.0 0.1 0.0 -0.1 0.1 0.0 0.2 0.1 -0.0 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.1 0.1 0.8 0.1 0.1 0.2 0.1 0.2 0.1 -1.1 0.3 0.6 0.3 0.5 -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 0.4 7.2 9.4 6.2 -12.1 5.5 -3.4 5.6 4.7 -13.0 17.2 1.3 16.9 14.8 16.2 2.3 0.5 1.9 1.3 13.8 17.2 -2.2 16.6 8.2 12.1 13.8 -16.4 18.4 -3.5 17.8 7.3 7.2 -0.8 3.0 5.6 19.9 -3.8 20.0 13.1 20.0 BITCOIN 12.7 20.0 -19.7 -0.7 -20.0 5.9 -8.8 17.3 -2.1 -18.6 -18.4 0.5 -17.1 18.9 -3.0 -4.6 -5.3 -4.2 -4.4 5.3 -20.0 -3.8 -20.0 12.0 -16.7 10.0 -20.0 -2.0 -4.7 -8.1 10.2 -0.7 -17.8 20.0 17.6 14.9 -15.2 -2.7 -20.0 -20.0 BOBL -1.9 -1.3 -5.8 -5.3 -13.2 -3.9 -11.2 -3.0 -7.7 -8.6 -7.9 -8.1 -6.6 -6.5 -8.2 20.0 4.3 15.5 8.5 -6.4 -6.7 -6.7 -5.4 -5.6 1.4 -2.8 -8.0 -4.3 -5.2 -4.6 -2.5 2.4 7.0 8.1 6.3 0.7 0.3 11.4 2.1 19.6 BTP 1.2 0.7 -17.7 -6.8 -16.9 -5.0 -14.3 -3.8 -9.8 -9.1 -4.2 -4.6 2.1 2.7 -4.8 3.6 9.2 5.8 7.9 -4.0 -4.3 -4.1 -1.4 -2.5 -20.0 -1.1 -7.8 -1.9 -3.4 0.7 -0.1 7.3 16.0 15.3 11.4 1.2 -1.1 10.3 -0.1 12.1 BUND -1.5 -2.5 -1.3 -6.1 -15.1 -4.5 -12.8 -3.4 -8.8 -9.8 -8.7 -8.9 -8.4 -6.7 -9.2 -1.0 6.3 2.5 5.4 -5.8 -5.8 -7.8 -5.2 -5.7 -0.6 -2.2 -11.2 -3.0 -6.6 -3.6 -2.8 2.8 6.1 11.1 6.7 3.6 0.3 10.9 3.7 18.9 BUXL -2.8 -3.8 8.3 -8.6 -20.0 -6.4 -18.3 -4.9 -12.5 -14.0 -14.1 -12.1 -16.2 -12.7 -13.1 3.6 3.8 3.8 4.0 -7.0 -7.3 -12.0 -10.5 -8.5 3.0 -2.2 -19.6 -3.4 -12.1 -7.6 -5.2 -1.0 2.8 18.7 8.8 7.6 -4.0 5.9 1.5 3.3 CAC -6.1 10.2 -12.4 9.4 -3.7 7.3 3.0 6.4 8.7 -7.7 1.2 -6.8 6.8 1.7 1.1 5.9 1.8 7.6 4.7 0.0 0.4 -4.1 1.5 -1.5 4.4 7.0 -3.7 7.7 -0.8 6.0 3.6 14.0 -1.6 -10.5 -8.1 2.9 -3.7 20.0 -6.3 20.0 CAD 1.0 3.0 -0.9 8.5 -16.4 7.5 -4.6 7.6 6.4 -20.0 1.2 -20.0 4.3 4.7 -3.6 -7.4 -7.5 -7.3 -7.3 0.4 0.9 -14.5 -0.2 -4.3 20.0 2.0 -20.0 4.1 -19.7 3.3 -5.6 -7.1 -20.0 -7.0 -13.0 -3.8 -20.0 -20.0 -20.0 -20.0 CANOLA 4.1 1.0 20.0 9.5 -8.8 6.1 2.4 -2.3 7.5 -4.7 10.8 4.5 5.9 6.8 11.1 -10.3 -15.0 -13.9 -15.2 9.9 10.9 0.4 7.4 5.7 9.0 10.7 -4.7 12.4 0.4 8.4 5.5 -20.0 -8.4 8.8 -2.1 20.0 11.1 20.0 14.7 20.0 CHF 2.5 1.0 -6.1 5.1 -10.0 4.6 -2.8 4.6 3.9 -11.6 -6.9 -2.0 7.4 3.7 -7.0 -14.7 -15.5 -14.7 -14.7 -1.6 -1.3 -5.8 2.3 -1.4 -3.1 -0.3 -11.1 1.3 -6.0 5.1 -1.3 -20.0 -4.1 -7.0 -7.1 -3.0 -20.0 -20.0 -15.0 -20.0 COCOA 20.0 20.0 -0.3 4.6 -2.4 3.0 0.8 -1.1 3.3 -5.1 -4.9 1.1 -6.1 3.2 -0.1 -6.3 -0.7 -6.6 -5.2 2.2 -5.1 0.7 -8.3 5.6 -20.0 3.9 -4.9 -1.1 2.9 -3.2 6.4 0.5 8.9 12.5 8.4 -9.0 10.5 1.0 12.8 6.5 COFFEE -9.8 -0.1 -17.8 11.9 -6.4 7.9 2.0 -2.8 8.7 -15.7 -13.9 -15.4 -2.2 -14.6 -14.6 20.0 19.5 20.0 20.0 -12.6 -12.4 -20.0 -4.4 -15.3 -20.0 -9.6 -20.0 -6.5 -19.1 2.9 -14.0 20.0 -20.0 -20.0 -20.0 -20.0 12.2 16.2 15.2 20.0 COPPER 6.5 11.1 0.8 -0.3 -10.3 2.7 -3.9 7.8 -1.0 1.4 7.3 5.4 7.1 8.4 6.4 -6.9 -6.5 -6.8 -6.6 9.0 7.1 8.4 7.0 11.4 -1.6 7.4 -2.3 5.9 6.8 6.4 9.2 -3.7 20.0 19.8 19.0 12.7 2.9 20.0 -6.4 14.1 CORN 3.0 -2.1 15.8 12.1 -6.4 8.0 2.0 -2.8 8.8 2.3 12.8 3.3 2.4 8.4 12.8 -20.0 -20.0 -20.0 -20.0 8.5 7.8 1.1 3.3 6.0 10.8 9.7 -1.7 9.8 0.4 5.8 6.2 -20.0 -15.1 12.7 -2.5 13.9 16.3 0.5 20.0 8.2 COTTON2 -9.7 20.0 20.0 8.8 -4.7 5.8 1.5 -2.1 6.4 -3.3 10.0 2.8 2.2 10.1 12.0 -6.7 -18.0 -13.7 -17.1 16.7 12.0 3.4 4.0 13.3 -2.8 18.5 -3.6 13.8 4.5 5.1 14.5 -20.0 5.3 16.6 20.0 20.0 -12.4 -10.4 -12.9 -8.4 CRUDE_W 2.0 4.9 20.0 19.4 11.8 20.0 9.4 18.1 11.5 11.4 11.4 11.4 7.4 11.1 12.4 20.0 10.8 19.6 14.6 15.6 15.0 13.8 9.6 13.8 4.7 13.6 11.4 14.7 9.6 9.6 10.1 -0.1 1.2 3.9 -4.9 -10.8 14.7 20.0 -1.8 -0.1 DAX 2.1 11.1 -18.2 8.9 -3.5 6.9 2.8 6.1 8.3 -5.8 0.1 -5.6 5.1 4.3 1.3 -4.0 -6.5 -5.0 -5.8 0.6 -0.8 -1.8 1.0 0.8 -6.4 1.8 -2.0 -0.3 -0.2 0.8 2.6 -1.7 -4.1 -6.5 -9.8 -15.1 1.8 12.5 8.0 17.0 DOW 6.6 18.4 -11.1 11.2 -4.4 8.7 3.6 7.6 10.4 -2.1 6.0 5.8 10.1 11.4 7.8 -5.4 -7.1 -5.7 -6.2 7.6 5.1 3.3 6.5 8.4 -6.2 4.3 -2.2 2.1 2.3 3.8 5.8 -2.5 -2.0 -4.0 -9.4 -14.8 -9.6 -20.0 -17.5 -20.0 DX -1.3 -6.8 8.9 5.4 -10.5 4.8 -2.9 4.9 4.1 12.1 4.9 7.8 -8.3 -6.5 4.0 4.3 5.3 4.3 4.6 0.1 1.5 10.5 -0.5 2.0 -13.2 -0.4 19.5 -0.0 12.2 -1.7 2.5 14.2 20.0 5.7 -12.7 -7.0 2.7 9.0 16.1 13.2 EUR -2.5 6.1 -8.4 7.0 -13.7 6.3 -3.8 6.4 5.3 -14.9 -5.2 -13.3 11.5 6.3 -4.8 -6.1 -7.2 -6.2 -6.6 -1.0 -1.4 -12.0 2.8 -3.6 5.3 -1.3 -20.0 0.9 -15.0 5.9 -5.4 -6.2 -8.8 -16.7 -1.5 -10.5 -20.0 -15.5 -7.3 -18.2 EURIBOR-ICE -2.3 -2.2 -12.5 -4.7 -11.7 -3.5 -9.9 -2.7 -6.8 -7.7 -6.1 -7.3 -3.7 -4.2 -6.5 1.0 8.4 3.2 6.1 -5.9 -6.0 -7.4 -3.9 -5.5 -3.4 -2.5 -9.2 -3.5 -6.0 -3.1 -2.8 5.3 3.3 6.2 5.8 1.4 3.5 9.6 6.8 13.9 EUROSTX -1.0 8.0 -18.3 9.6 -3.7 7.4 3.1 6.5 8.9 -6.2 3.0 -2.0 7.9 5.1 2.4 -2.3 1.0 -0.2 1.1 2.1 2.5 -1.1 4.5 1.5 -4.1 5.3 -2.7 4.5 1.5 5.4 5.3 11.0 2.3 -5.0 -7.6 -7.4 -1.5 20.0 -0.7 20.0 FEEDCOW -10.8 0.8 -10.1 11.2 -6.0 7.4 1.9 -2.6 8.2 -10.3 13.9 -10.4 15.4 1.7 7.0 7.4 8.6 6.1 8.0 5.4 13.8 -13.0 20.0 -5.1 -20.0 1.4 -9.0 4.6 -10.5 11.2 -4.6 20.0 -20.0 -20.0 8.4 -12.3 14.1 20.0 12.7 20.0 GASOIL 3.4 20.0 20.0 12.6 7.6 15.1 6.1 11.7 7.4 7.2 8.5 7.6 7.8 8.1 8.7 20.0 20.0 20.0 20.0 17.1 18.7 8.5 14.0 11.4 -3.6 16.3 6.9 20.0 6.4 17.9 9.0 20.0 5.8 1.0 4.5 14.0 0.0 7.0 -10.4 -4.3 GASOLINE 12.7 20.0 20.0 20.0 12.2 20.0 9.7 18.7 11.9 11.6 13.4 12.4 11.4 12.5 13.7 20.0 -10.6 17.2 -5.8 20.0 20.0 17.7 20.0 20.0 -11.5 20.0 12.6 20.0 13.6 20.0 19.0 -20.0 1.7 17.2 12.9 12.4 10.1 20.0 -5.7 4.3 GAS_US_mini 4.2 -8.7 -13.9 20.0 18.3 20.0 14.5 20.0 17.7 15.0 -18.0 11.4 -17.8 -10.9 -18.9 -20.0 -15.8 -20.0 -14.7 -10.0 -13.4 5.4 -13.8 -2.5 20.0 -9.6 16.1 -14.4 8.5 -14.5 -0.8 -20.0 -0.7 -20.0 -20.0 -20.0 20.0 6.1 20.0 3.0 GBP -1.4 6.2 -4.9 6.9 -13.3 6.1 -3.7 6.2 5.2 -10.2 2.4 -8.8 11.2 7.6 -1.5 0.9 0.3 0.8 0.6 2.2 2.5 -12.8 4.3 -2.5 -2.7 2.8 -18.8 5.4 -14.1 8.2 -3.2 6.4 -17.3 -9.3 -1.6 -3.9 -20.0 -7.3 -11.6 -5.1 GOLD_micro -7.5 -10.1 5.4 -0.2 -7.5 1.9 -2.9 5.7 -0.7 -6.2 0.7 -4.5 4.5 -1.4 -4.7 -6.2 -7.9 -6.0 -6.4 -4.0 1.8 -6.2 9.5 -4.8 -20.0 -1.5 -9.5 5.8 -5.6 15.2 -3.7 -4.7 -2.1 -5.0 -5.9 7.4 20.0 13.3 -8.4 -20.0 HEATOIL -1.3 12.3 20.0 13.4 8.2 16.2 6.5 12.5 7.9 7.2 9.1 7.8 8.2 7.8 9.3 20.0 20.0 20.0 20.0 17.4 20.0 8.3 15.9 10.8 -9.6 14.8 7.8 19.1 5.9 16.1 8.0 20.0 2.4 2.2 2.3 12.2 -1.4 1.7 -19.3 -11.9 JGB-SGX-mini -5.3 -6.6 5.2 -4.2 -10.4 -3.1 -8.8 -2.4 -6.0 -5.2 -7.8 -6.5 -8.0 -7.1 -7.4 20.0 10.7 13.2 10.0 -8.8 -9.0 -13.0 -9.8 -10.1 3.9 -8.2 -13.6 -9.0 -12.1 -10.2 -9.2 9.4 -11.4 -5.3 -11.4 -6.8 3.7 -16.5 3.9 -19.2 JPY 11.0 7.4 -1.8 4.2 -8.1 3.7 -2.3 3.8 3.2 -10.9 -10.8 -1.2 -11.8 0.8 -7.9 -8.2 -9.7 -8.6 -8.8 -2.5 -7.0 -4.2 -10.9 -0.8 20.0 -0.3 -8.1 -4.4 -2.9 -8.0 1.0 -10.2 -7.4 2.3 -3.1 -6.6 -10.8 -10.3 -5.9 -10.6 LEANHOG 0.1 -14.1 -12.6 16.6 -8.9 11.0 2.8 -3.9 12.1 -16.2 -4.1 -11.7 12.2 -17.9 -20.0 -20.0 -20.0 -20.0 -20.0 -15.6 -8.4 -10.8 2.2 -14.0 -7.1 -20.0 -13.8 -15.8 -9.8 -3.5 -17.0 -20.0 5.6 -20.0 -20.0 -20.0 -20.0 0.4 -16.1 6.1 LIVECOW -3.7 12.2 4.5 12.8 -6.8 8.5 2.1 -3.0 9.3 9.8 17.5 7.3 17.6 13.9 15.5 20.0 10.9 19.3 13.4 19.1 20.0 6.8 20.0 11.6 -20.0 12.5 7.7 11.0 5.4 12.1 8.7 20.0 4.0 -1.8 20.0 2.8 20.0 20.0 20.0 20.0 LUMBER-new -2.0 -6.5 -0.6 14.2 -7.6 9.4 2.4 -3.3 10.3 16.4 -20.0 0.4 -20.0 -15.3 -17.4 -20.0 -20.0 -20.0 -20.0 -12.2 -17.9 0.9 -20.0 -7.0 NaN -8.6 10.0 -13.5 1.9 -19.7 -5.4 -20.0 8.5 -20.0 -20.0 -20.0 7.5 20.0 9.8 20.0 MXP 1.6 9.8 -2.3 7.7 -15.0 6.9 -4.2 7.0 5.9 -1.0 19.8 11.2 20.0 19.3 18.3 8.8 11.0 8.9 9.7 14.6 18.8 5.7 20.0 12.3 -20.0 12.9 -5.6 19.6 5.8 20.0 11.5 20.0 20.0 3.3 9.7 4.2 9.3 6.7 20.0 10.8 NASDAQ_micro 20.0 20.0 0.7 12.6 -4.9 9.7 4.0 8.5 11.6 1.4 10.0 10.3 12.4 13.7 13.1 -7.2 -8.0 -7.2 -7.4 20.0 17.7 20.0 12.4 20.0 -20.0 20.0 -0.7 11.0 16.7 7.6 20.0 -4.3 20.0 20.0 20.0 3.1 0.5 -20.0 8.9 -20.0 NIKKEI 9.2 20.0 2.3 8.4 -3.3 6.5 2.7 5.7 7.8 0.1 8.6 4.0 9.0 8.4 8.4 -0.2 5.1 1.3 3.1 12.8 12.0 5.6 12.2 12.0 -12.9 9.4 -2.6 9.8 5.2 11.6 9.2 16.2 9.0 8.0 2.2 8.5 -20.0 -5.6 -16.2 -4.0 NZD 4.1 4.6 -1.0 4.1 -8.0 3.7 -2.2 3.7 3.1 -5.6 1.6 -0.9 -0.2 6.6 -0.7 -2.6 -3.3 -2.9 -3.2 1.3 0.5 -3.3 -0.5 1.1 11.7 1.3 -9.5 0.5 -4.0 -0.9 0.7 0.0 -0.1 -1.0 -2.2 -2.6 -16.9 18.4 0.1 20.0 OAT -0.5 -1.0 -5.9 -5.3 -13.3 -3.9 -11.3 -3.0 -7.7 -8.5 -4.3 -6.3 -2.6 0.1 -5.1 10.6 12.1 11.1 11.9 -3.3 -3.0 -5.2 -2.1 -3.1 -2.3 0.0 -8.3 0.1 -4.1 0.3 -0.6 13.3 8.4 11.4 8.9 5.6 -1.8 9.0 -0.9 11.9 OATIES 10.1 3.1 20.0 10.2 -5.4 6.7 1.7 -2.4 7.4 12.9 7.4 13.3 -1.0 9.8 8.6 -20.0 -12.5 -16.8 -14.5 10.5 7.6 16.5 1.0 12.6 1.0 10.6 18.0 7.9 15.8 0.6 12.0 -17.9 17.1 10.4 -4.2 11.8 6.0 -7.8 9.3 -7.8 OJ 1.6 1.5 0.4 4.8 -2.5 3.1 0.8 -1.1 3.5 -5.7 -3.1 -2.3 -5.8 -2.1 -3.7 -3.0 1.2 -1.4 -0.5 -2.0 -2.6 -6.8 -5.0 -3.0 -20.0 -1.8 -11.7 -1.9 -5.7 -3.0 -2.6 5.7 -14.6 -9.0 -4.7 -12.3 -3.2 -7.8 -4.1 -5.5 PALLAD -2.3 -5.1 -9.2 -0.3 -9.7 2.5 -3.7 7.4 -0.9 -9.4 -4.7 -8.2 1.1 -1.5 -7.7 -4.4 -3.4 -4.0 -3.6 -6.2 -3.5 -8.2 2.8 -5.7 16.2 -4.6 -12.3 -2.4 -8.4 4.1 -5.0 1.5 -11.7 -3.7 -3.0 -8.5 20.0 15.4 20.0 -4.9 PLAT 1.5 -2.6 0.5 -0.2 -7.7 2.0 -3.0 5.8 -0.7 -5.6 -1.3 0.8 2.5 2.5 -5.1 -2.9 -3.1 -2.7 -2.7 -0.9 1.4 -2.4 6.1 -0.1 -2.1 -0.1 -7.6 2.2 -1.9 7.2 0.2 2.6 1.3 1.6 0.0 -3.8 20.0 20.0 20.0 -0.9 REDWHEAT 3.3 5.3 20.0 9.5 -5.1 6.3 1.6 -2.2 6.9 0.4 12.0 5.2 1.0 9.4 12.2 -9.8 -14.6 -11.7 -13.1 13.5 11.5 6.6 5.1 11.4 5.4 14.3 2.6 13.2 7.4 7.6 11.7 -18.8 7.6 18.2 15.7 20.0 -20.0 -20.0 -20.0 -20.0 RICE 20.0 14.0 20.0 7.2 -3.8 4.8 1.2 -1.7 5.3 9.2 0.9 10.4 -7.7 9.4 7.4 -20.0 -19.4 -20.0 -20.0 9.7 1.5 20.0 -7.5 17.9 3.7 10.2 15.5 3.4 19.7 -4.9 16.7 -20.0 20.0 20.0 9.2 2.4 -20.0 -17.3 -20.0 -14.2 ROBUSTA 8.8 1.1 -11.8 8.4 -4.5 5.5 1.4 -2.0 6.1 -9.7 -9.2 -2.8 -6.5 0.7 -8.2 20.0 19.2 20.0 20.0 -4.4 -8.6 -4.8 -8.1 -1.0 -20.0 -1.5 -14.1 -4.8 -4.5 -4.9 -0.1 20.0 -2.2 -3.2 -6.8 -20.0 4.6 -1.4 5.9 10.5 RUSSELL 2.3 20.0 -1.1 14.1 -5.5 10.9 4.5 9.6 13.0 -12.2 12.5 0.2 14.3 12.8 13.0 -4.2 -4.9 -4.3 -4.5 16.6 14.0 -2.5 12.5 12.5 7.2 11.8 -16.4 9.7 -2.7 9.0 8.9 1.0 -15.4 -2.8 -0.1 -5.5 -6.4 -20.0 1.4 -20.0 SHATZ -2.7 1.3 -7.6 -4.2 -10.6 -3.1 -9.0 -2.4 -6.1 -6.4 -6.3 -6.7 -6.6 -4.3 -6.1 5.3 -6.2 2.8 -0.5 -6.9 -8.0 -4.3 -6.6 -4.9 6.7 -4.8 -3.5 -7.7 -2.7 -7.8 -2.2 -13.7 9.7 5.9 4.7 -7.1 0.0 7.8 0.6 11.9 SILVER-mini 6.2 -2.1 6.0 -0.2 -7.0 1.8 -2.7 5.3 -0.7 -2.7 -0.5 0.7 1.7 2.0 -4.7 -2.6 -4.6 -2.7 -3.3 1.0 2.7 0.1 6.2 2.2 -10.2 1.7 -6.0 4.6 0.4 9.5 2.1 0.7 6.6 5.6 2.5 0.8 20.0 14.0 16.3 7.3 SMI 1.7 7.7 -12.2 9.7 -3.8 7.5 3.1 6.6 9.0 6.5 3.8 4.9 7.3 8.2 2.0 1.0 5.6 3.1 5.0 3.7 4.4 4.6 6.6 4.3 5.3 7.2 6.8 8.3 6.9 9.8 7.3 18.4 5.1 -3.3 -4.7 -2.6 4.4 20.0 7.5 20.0 SOFR -17.2 -11.6 -7.8 -9.5 -20.0 -7.0 -20.0 -5.4 -13.8 -16.6 -14.2 -18.0 6.0 -17.9 -17.1 2.7 5.6 4.1 5.1 -17.1 -9.7 -20.0 -2.4 -20.0 -20.0 -16.7 -20.0 -7.5 -20.0 -0.2 -20.0 1.7 -19.8 -17.9 -15.3 3.5 -8.2 -8.4 -4.3 -12.7 SOYBEAN 1.4 1.1 13.4 12.6 -6.7 8.3 2.1 -2.9 9.2 2.8 17.6 8.0 16.0 12.4 17.4 -5.3 -3.2 -2.8 -2.4 14.1 13.6 7.5 9.4 12.0 -5.8 13.4 3.4 13.6 7.1 10.7 11.6 0.4 2.6 14.2 8.3 19.2 6.8 -6.4 8.9 -3.1 SOYMEAL 4.1 3.2 9.6 10.6 -5.6 7.0 1.8 -2.5 7.7 8.3 2.1 7.7 -2.6 5.5 9.2 20.0 -3.6 13.1 4.3 5.1 3.6 11.4 -0.3 7.6 -14.4 6.5 14.2 7.2 13.4 5.1 8.8 4.5 20.0 -1.8 -4.6 0.6 -13.2 -14.8 -19.4 -11.6 SOYOIL 7.3 11.5 20.0 13.2 -7.1 8.7 2.2 -3.1 9.6 -5.8 19.6 9.2 18.6 14.3 19.1 20.0 3.6 20.0 10.6 20.0 20.0 10.9 20.0 20.0 -20.0 20.0 5.4 20.0 8.8 20.0 20.0 16.0 -7.6 20.0 20.0 20.0 1.8 -20.0 2.4 -20.0 SP400 -1.2 16.1 -0.5 12.7 -4.9 9.8 4.1 8.7 11.8 -11.9 10.8 -3.1 12.5 9.6 10.2 -5.0 -6.0 -5.3 -5.6 10.5 10.1 -3.9 9.4 6.4 4.5 7.1 -11.2 6.4 -3.6 5.5 4.4 -1.0 -11.6 -10.0 -8.9 -4.7 -6.8 -20.0 -1.4 -20.0 SP500_micro 20.0 20.0 -3.9 15.2 -5.9 11.7 4.8 10.3 14.0 3.3 13.2 12.1 16.3 16.7 16.1 -7.8 -8.8 -7.7 -8.1 20.0 17.5 20.0 14.7 20.0 -15.4 18.1 2.4 8.3 16.8 6.3 20.0 -5.5 20.0 20.0 7.6 -9.1 1.3 -20.0 4.3 -20.0 SUGAR11 16.8 -2.3 16.5 7.5 -4.0 5.0 1.3 -1.8 5.5 -4.3 -2.9 5.5 -8.9 1.8 0.5 -11.1 5.6 -5.4 0.6 2.8 -0.3 2.8 -5.0 4.7 -17.1 4.5 -3.5 2.2 3.1 -2.1 5.5 11.2 -4.9 11.9 -5.2 -4.3 -7.0 -20.0 -5.9 -11.5 US10 -10.2 -6.6 -9.6 -6.5 -16.4 -4.8 -13.9 -3.7 -9.5 -11.3 -8.8 -11.9 0.9 -11.1 -10.9 4.3 2.1 3.6 3.1 -9.2 -6.4 -15.6 -2.8 -11.9 -6.8 -8.9 -19.6 -5.2 -16.6 -1.1 -12.4 -3.2 -2.5 -3.9 -4.5 -1.2 -2.9 -20.0 -0.9 -15.3 US10U -9.6 -6.7 -8.6 -9.6 -20.0 -7.1 -20.0 -5.5 -13.9 -16.7 -12.4 -17.4 1.3 -16.1 -15.7 4.4 1.9 3.9 3.2 -12.7 -8.4 -20.0 -3.5 -16.7 -11.4 -13.1 -20.0 -7.0 -20.0 -0.4 -18.3 -3.4 -3.8 -4.1 -6.5 -2.3 -0.1 -4.1 -1.8 -15.4 US2 -9.3 -8.4 -16.0 -6.6 -16.5 -4.9 -14.0 -3.7 -9.6 -10.6 -10.0 -11.9 -7.2 -11.1 -10.7 0.7 -9.3 -2.8 -5.6 -13.5 -12.2 -14.9 -8.4 -13.8 7.7 -12.8 -14.2 -11.2 -15.0 -7.0 -13.5 -20.0 0.8 -5.4 -6.1 -10.1 1.8 -20.0 3.4 -13.1 US20 -8.3 -5.7 -6.3 -6.3 -15.8 -4.7 -13.4 -3.6 -9.2 -11.0 -7.9 -11.2 -0.6 -9.6 -10.0 4.7 4.3 4.8 4.7 -7.2 -4.7 -14.2 -2.4 -9.9 -6.2 -8.3 -20.0 -4.7 -15.6 -0.9 -11.1 0.4 -1.0 -0.4 -3.2 -2.4 5.3 8.8 5.1 -3.8 US30 -7.6 -5.9 -3.9 -9.4 -20.0 -6.9 -19.8 -5.3 -13.6 -16.2 -14.2 -16.6 -7.6 -15.3 -15.9 3.0 0.7 2.6 2.0 -10.5 -7.4 -19.0 -5.5 -13.8 -4.7 -13.9 -20.0 -8.4 -20.0 -3.5 -18.4 -5.5 0.2 2.6 -4.7 -2.5 3.2 6.8 3.1 -3.4 US5 -10.9 -7.4 -11.8 -6.7 -16.7 -4.9 -14.1 -3.8 -9.7 -11.0 -9.1 -12.1 -0.1 -11.4 -11.0 2.0 -0.7 1.2 0.6 -11.0 -8.2 -16.8 -4.2 -13.6 -5.3 -10.4 -19.1 -6.8 -17.4 -2.4 -13.6 -7.8 -3.4 -6.1 -5.7 -3.4 1.1 -20.0 1.8 -13.4 VIX -4.9 -6.6 13.5 4.9 0.8 10.1 -0.9 6.2 -2.4 7.9 0.1 -0.2 -9.6 -20.0 -1.4 -20.0 -20.0 -20.0 -20.0 -0.5 4.0 -1.4 1.4 -4.6 NaN 5.3 0.9 11.2 -0.7 7.1 -2.3 NaN NaN NaN NaN NaN -13.8 -20.0 NaN NaN WHEAT 4.5 1.3 20.0 7.8 -4.1 5.1 1.3 -1.8 5.7 3.8 8.4 5.3 -1.0 6.9 8.9 -12.8 -16.7 -14.0 -15.1 8.4 6.6 7.7 2.3 8.6 5.8 9.5 5.6 8.7 8.1 5.1 9.1 -20.0 10.9 17.9 7.9 16.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3