******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260520_203937 produced at 2026-05-20 21:36:38.842041 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.72 0.0 0.00 0.00 0.00 0.00 -26.95 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.35 0.0 0.00 0.00 0.00 0.00 -10.31 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -2.89 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 -0.12 -0.16 0.0 0.22 -0.22 -0.12 -0.12 -9.21 13.0 -7 -7 caleb_strategy_v3 VIX False False 0.01 -0.06 -0.12 0.0 999.00 -999.00 -0.06 -0.07 -13.31 999999999.0 -7 -8 caleb_strategy_v3 CHF False False 0.07 -0.13 -0.11 0.0 0.87 -0.87 -0.13 -0.13 -1.61 13.0 -2 -2 caleb_strategy_v3 US5 False False 0.04 -0.40 -0.09 0.0 1.12 -1.12 -0.40 -0.36 -2.10 25.0 -9 -8 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -25.21 59.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.08 0.0 0.86 -0.86 0.00 0.00 -1.23 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 -1.20 13.0 -1 -1 caleb_strategy_v3 CAD False False 0.03 0.00 -0.06 0.0 0.89 -0.89 0.00 -0.03 -2.06 29.0 0 -1 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.78 -0.78 -0.05 -0.05 -1.26 17.0 -1 -1 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.46 3.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 -0.04 0.0 1.18 -1.18 0.00 0.00 -0.35 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.03 0.0 1.08 -1.08 -0.02 -0.04 -1.53 56.0 -1 -2 caleb_strategy_v3 US30 False True 0.05 -0.24 -0.02 0.0 0.00 -0.24 -0.24 -0.24 -0.48 6.0 -5 -5 caleb_strategy_v3 DOW False False 0.01 -0.05 -0.02 0.0 0.69 -0.69 -0.05 -0.02 -1.52 66.0 -5 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.37 9.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.02 0.0 0.56 -0.56 -0.03 -0.03 -0.60 17.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.46 24.0 0 0 caleb_strategy_v3 BTP False False 0.06 -0.06 -0.02 0.0 0.57 -0.57 -0.06 -0.11 -0.42 10.0 -1 -2 caleb_strategy_v3 GBP False False 0.04 -0.07 -0.02 0.0 0.78 -0.78 -0.07 -0.07 -0.58 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 -0.97 3.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 -0.01 0.0 0.00 -0.01 -0.01 -0.01 -3.22 26.0 -3 -3 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.32 -0.32 0.00 0.00 -0.39 23.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -1.46 18.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.01 0.0 0.25 -0.25 0.00 0.00 -0.19 6.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.02 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 -0.02 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.21 -0.21 -0.05 -0.05 -0.06 4.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.04 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.17 8.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.05 0.00 0.0 0.70 -0.70 -0.05 -0.02 0.23 58.0 -4 -2 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.05 11.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.15 -0.00 0.0 0.31 -0.31 0.15 0.00 -0.01 2.0 1 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.04 -0.04 0.00 0.00 0.22 4.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.00 0.0 0.43 -0.43 0.00 -0.02 -0.10 26.0 0 -1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.79 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 1.33 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 0.24 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.05 0.01 0.0 0.18 -0.18 0.05 0.08 0.56 7.0 2 3 caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.07 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 0.09 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.02 0.0 0.12 -0.12 0.00 0.00 1.56 12.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.52 -0.52 0.00 0.00 0.78 21.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.40 -0.40 0.00 0.00 2.93 68.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.06 0.02 0.0 0.58 -0.58 0.06 0.09 0.84 20.0 2 3 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.03 0.0 0.61 -0.61 0.08 0.08 0.34 8.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.02 0.03 0.0 0.57 -0.57 0.02 0.07 1.05 23.0 1 3 caleb_strategy_v3 SP500_micro False False 0.02 0.05 0.03 0.0 0.75 -0.75 0.05 0.02 1.77 48.0 3 1 caleb_strategy_v3 HEATOIL False False 0.07 0.00 0.03 0.0 0.20 -0.20 0.00 0.00 0.45 3.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.03 0.03 0.0 0.24 -0.24 0.03 0.03 7.28 51.0 6 6 caleb_strategy_v3 DX False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.04 999999999.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.12 0.04 0.0 0.58 -0.58 0.12 0.12 0.60 10.0 2 2 caleb_strategy_v3 GASOIL False False 0.05 0.00 0.04 0.0 0.18 -0.18 0.00 0.00 0.84 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 0.91 12.0 0 0 caleb_strategy_v3 GASOLINE False False 0.06 0.17 0.04 0.0 999.00 -999.00 0.17 0.17 0.72 999999999.0 3 3 caleb_strategy_v3 NIKKEI False False 0.02 0.05 0.06 0.0 0.58 -0.58 0.05 0.03 3.69 36.0 3 2 caleb_strategy_v3 COPPER False False 0.07 0.20 0.09 0.0 999.00 -999.00 0.20 0.20 1.31 999999999.0 3 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.30 9.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.10 0.0 0.57 -0.57 0.00 0.00 3.27 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.08 0.10 0.0 0.70 -0.70 0.08 0.04 2.34 17.0 2 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.14 0.13 0.0 0.17 -0.17 0.14 0.10 3.68 5.0 4 3 caleb_strategy_v3 MXP False False 0.01 0.46 0.45 0.0 0.73 -0.73 0.46 0.46 36.72 60.0 38 38 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.8 Shocked risk 33.3 Sum abs risk 46.9 Leverage 5.94 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2379822.91, 'annual_cash_vol_target': 594955.7275, 'daily_cash_vol_target': 37184.73296875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.7156 0.6245 9.9917 BITCOIN 1477.3995 77710.0000 1.9012 30.4187 BOBL 0.2811 115.3300 0.2437 3.8995 BTP 0.6645 117.3800 0.5661 9.0581 BUND 0.5142 124.9600 0.4115 6.5840 BUXL 0.9798 107.4000 0.9123 14.5965 CAC 85.5490 8111.5000 1.0547 16.8746 CAD 0.0023 0.7282 0.3178 5.0841 CANOLA 8.0602 758.3000 1.0629 17.0068 CHF 0.0056 1.2747 0.4415 7.0643 COCOA 152.1372 3921.0000 3.8801 62.0810 COFFEE 4.8109 260.6500 1.8457 29.5318 COPPER 0.1016 6.3420 1.6027 25.6435 CORN 6.2456 489.5000 1.2759 20.4147 COTTON2 1.5256 81.4300 1.8735 29.9754 CRUDE_W 1.6173 81.4500 1.9857 31.7711 DAX 263.7293 24800.0000 1.0634 17.0148 DOW 373.8768 50071.0000 0.7467 11.9471 DX 0.3657 98.9900 0.3694 5.9103 EUR 0.0047 1.1646 0.4001 6.4014 EURIBOR-ICE 0.0556 97.2650 0.0571 0.9141 EUROSTX 67.0510 5982.0000 1.1209 17.9341 FEEDCOW 3.0509 365.8250 0.8340 13.3435 GASOIL 29.8077 1081.0000 2.7574 44.1187 GASOLINE 0.0690 3.2456 2.1275 34.0394 GAS_US_mini 0.0954 3.1750 3.0034 48.0550 GBP 0.0068 1.3443 0.5081 8.1293 GOLD_micro 53.0709 4580.9000 1.1585 18.5364 HEATOIL 0.0937 3.7082 2.5269 40.4311 JGB-SGX-mini 0.3295 128.1400 0.2571 4.1137 JPY 0.0000 0.0063 0.6070 9.7118 LEANHOG 1.1848 101.7750 1.1642 18.6270 LIVECOW 1.8392 245.1750 0.7502 12.0028 LUMBER-new 6.3235 588.5000 1.0745 17.1921 MXP 0.0004 0.0577 0.6083 9.7335 NASDAQ_micro 255.4773 29303.2500 0.8718 13.9494 NIKKEI 786.5961 61415.0000 1.2808 20.4926 NZD 0.0041 0.5880 0.6953 11.1256 OAT 0.5813 119.2400 0.4875 7.8002 OATIES 6.5864 371.0000 1.7753 28.4049 OJ 6.4086 160.4500 3.9942 63.9065 PALLAD 36.4484 1408.5000 2.5877 41.4039 PLAT 45.9693 1966.2000 2.3380 37.4077 REDWHEAT 13.4392 709.0000 1.8955 30.3282 RICE 0.1635 13.2850 1.2309 19.6947 ROBUSTA 57.1930 3320.0000 1.7227 27.5629 RUSSELL 31.6027 2813.1000 1.1234 17.9746 SHATZ 0.1038 105.7800 0.0981 1.5695 SILVER-mini 2.3273 77.1375 3.0170 48.2723 SMI 103.6486 13428.0000 0.7719 12.3501 SOFR 0.0601 96.1000 0.0625 1.0000 SOYBEAN 11.6134 1193.0000 0.9735 15.5753 SOYMEAL 3.9002 322.2000 1.2105 19.3678 SOYOIL 0.8656 71.6600 1.2079 19.3264 SP400 35.0414 3640.3000 0.9626 15.4015 SP500_micro 49.8262 7444.7500 0.6693 10.7085 SUGAR11 0.2673 15.2500 1.7528 28.0453 US10 0.3939 109.1406 0.3609 5.7745 US10U 0.5082 111.0000 0.4579 7.3257 US2 0.0965 103.2734 0.0934 1.4947 US20 0.7484 110.4062 0.6779 10.8460 US30 0.9519 112.7500 0.8442 13.5078 US5 0.2591 106.9922 0.2422 3.8749 VIX 0.4989 21.9500 2.2731 36.3697 WHEAT 12.7569 692.7500 1.8415 29.4638 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 715.65 0.62 446.91 1.00 446.91 37184.73 83.20 15.12 125.81 BITCOIN 77.71 1.90 147.74 1.00 147.74 37184.73 251.69 -9.24 -232.45 BOBL 1153.30 0.24 281.08 1.16 327.21 37184.73 113.64 2.09 23.79 BTP 1173.80 0.57 664.52 1.16 773.57 37184.73 48.07 -2.53 -12.17 BUND 1249.60 0.41 514.21 1.16 598.59 37184.73 62.12 0.34 2.10 BUXL 1074.00 0.91 979.79 1.16 1140.57 37184.73 32.60 -1.85 -6.03 CAC 811.15 1.05 855.49 1.16 995.88 37184.73 37.34 7.17 26.76 CAD 728.25 0.32 231.41 1.00 231.41 37184.73 160.69 -4.92 -79.11 CANOLA 151.66 1.06 161.20 0.73 117.29 37184.73 317.04 9.43 298.93 CHF 1593.38 0.44 703.50 1.00 703.50 37184.73 52.86 -11.76 -62.13 COCOA 392.10 3.88 1521.37 1.00 1521.37 37184.73 24.44 -1.70 -4.16 COFFEE 977.44 1.85 1804.09 1.00 1804.09 37184.73 20.61 -6.78 -13.97 COPPER 1585.50 1.60 2541.11 1.00 2541.11 37184.73 14.63 8.26 12.08 CORN 244.75 1.28 312.28 1.00 312.28 37184.73 119.07 5.38 64.03 COTTON2 407.15 1.87 762.78 1.00 762.78 37184.73 48.75 0.44 2.15 CRUDE_W 814.50 1.99 1617.35 1.00 1617.35 37184.73 22.99 14.77 33.96 DAX 248.00 1.06 263.73 1.16 307.01 37184.73 121.12 0.55 6.66 DOW 250.36 0.75 186.94 1.00 186.94 37184.73 198.91 -3.29 -65.43 DX 989.90 0.37 365.66 1.00 365.66 37184.73 101.69 3.94 40.05 EUR 1455.81 0.40 582.46 1.00 582.46 37184.73 63.84 -7.41 -47.33 EURIBOR-ICE 2431.62 0.06 138.93 1.16 161.72 37184.73 229.93 -0.44 -10.22 EUROSTX 598.20 1.12 670.51 1.16 780.54 37184.73 47.64 5.13 24.46 FEEDCOW 1829.12 0.83 1525.43 1.00 1525.43 37184.73 24.38 4.26 10.39 GASOIL 1081.00 2.76 2980.77 1.00 2980.77 37184.73 12.47 15.43 19.24 GASOLINE 1363.15 2.13 2900.05 1.00 2900.05 37184.73 12.82 13.01 16.69 GAS_US_mini 79.38 3.00 238.40 1.00 238.40 37184.73 155.98 -1.90 -29.66 GBP 840.19 0.51 426.88 1.00 426.88 37184.73 87.11 -2.56 -22.30 GOLD_micro 458.09 1.16 530.71 1.00 530.71 37184.73 70.07 -6.40 -44.81 HEATOIL 1557.44 2.53 3935.57 1.00 3935.57 37184.73 9.45 11.05 10.44 JGB-SGX-mini 128140.00 0.26 32945.57 0.01 207.16 37184.73 179.50 -5.30 -95.12 JPY 788.75 0.61 478.76 1.00 478.76 37184.73 77.67 -2.95 -22.91 LEANHOG 407.10 1.16 473.94 1.00 473.94 37184.73 78.46 -19.30 -151.40 LIVECOW 980.70 0.75 735.69 1.00 735.69 37184.73 50.54 13.98 70.65 LUMBER-new 161.84 1.07 173.90 1.00 173.90 37184.73 213.83 -10.49 -224.22 MXP 288.65 0.61 175.60 1.00 175.60 37184.73 211.76 11.80 249.83 NASDAQ_micro 586.07 0.87 510.95 1.00 510.95 37184.73 72.78 6.19 45.05 NIKKEI 61415.00 1.28 78659.61 0.01 494.60 37184.73 75.18 4.53 34.03 NZD 588.00 0.70 408.86 1.00 408.86 37184.73 90.95 3.31 30.12 OAT 1192.40 0.49 581.31 1.16 676.70 37184.73 54.95 3.22 17.70 OATIES 185.50 1.78 329.32 1.00 329.32 37184.73 112.91 4.84 54.65 OJ 240.68 3.99 961.29 1.00 961.29 37184.73 38.68 -10.26 -39.70 PALLAD 1408.50 2.59 3644.84 1.00 3644.84 37184.73 10.20 2.70 2.75 PLAT 983.10 2.34 2298.47 1.00 2298.47 37184.73 16.18 3.43 5.54 REDWHEAT 354.50 1.90 671.96 1.00 671.96 37184.73 55.34 2.32 12.83 RICE 265.70 1.23 327.05 1.00 327.05 37184.73 113.70 0.78 8.91 ROBUSTA 332.00 1.72 571.93 1.00 571.93 37184.73 65.02 -4.49 -29.16 RUSSELL 140.66 1.12 158.01 1.00 158.01 37184.73 235.33 3.76 88.45 SHATZ 1057.80 0.10 103.76 1.16 120.79 37184.73 307.85 -1.47 -45.26 SILVER-mini 1928.44 3.02 5818.13 1.00 5818.13 37184.73 6.39 3.14 2.01 SMI 1342.80 0.77 1036.49 1.27 1319.22 37184.73 28.19 13.51 38.09 SOFR 2402.50 0.06 150.16 1.00 150.16 37184.73 247.63 -17.88 -442.86 SOYBEAN 596.50 0.97 580.67 1.00 580.67 37184.73 64.04 9.46 60.56 SOYMEAL 322.20 1.21 390.02 1.00 390.02 37184.73 95.34 -0.23 -2.22 SOYOIL 429.96 1.21 519.35 1.00 519.35 37184.73 71.60 11.83 84.73 SP400 3640.30 0.96 3504.14 1.00 3504.14 37184.73 10.61 -0.28 -0.29 SP500_micro 372.24 0.67 249.13 1.00 249.13 37184.73 149.26 5.10 76.14 SUGAR11 170.80 1.75 299.38 1.00 299.38 37184.73 124.20 -4.83 -60.01 US10 1091.41 0.36 393.89 1.00 393.89 37184.73 94.40 -10.55 -99.63 US10U 1110.00 0.46 508.22 1.00 508.22 37184.73 73.17 -12.98 -94.95 US2 2065.47 0.09 192.95 1.00 192.95 37184.73 192.72 -11.82 -227.87 US20 1104.06 0.68 748.41 1.00 748.41 37184.73 49.68 -5.94 -29.52 US30 1127.50 0.84 951.88 1.00 951.88 37184.73 39.06 -9.64 -37.66 US5 1069.92 0.24 259.12 1.00 259.12 37184.73 143.51 -11.52 -165.34 VIX 219.50 2.27 498.95 1.00 498.95 37184.73 74.53 -7.22 -53.83 WHEAT 346.38 1.84 637.84 1.00 637.84 37184.73 58.30 0.54 3.14 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 125.812 0.010 2.5 3.269 BITCOIN -232.454 0.043 2.5 -25.207 BOBL 23.794 0.004 2.5 0.242 BTP -12.166 0.014 2.5 -0.416 BUND 2.101 0.004 2.5 0.021 BUXL -6.026 0.004 2.5 -0.061 CAC 26.763 0.014 2.5 0.914 CAD -79.110 0.010 2.5 -2.055 CANOLA 298.929 0.010 2.5 7.283 CHF -62.135 0.010 2.5 -1.614 COCOA -4.157 0.010 2.5 -0.101 COFFEE -13.965 0.005 2.5 -0.186 COPPER 12.084 0.043 2.5 1.310 CORN 64.032 0.010 2.5 1.560 COTTON2 2.149 0.010 2.5 0.052 CRUDE_W 33.957 0.043 2.5 3.682 DAX 6.657 0.014 2.5 0.227 DOW -65.425 0.009 2.5 -1.523 DX 40.050 0.010 2.5 1.041 EUR -47.332 0.010 2.5 -1.230 EURIBOR-ICE -10.222 0.014 2.5 -0.349 EUROSTX 24.459 0.014 2.5 0.835 FEEDCOW 10.389 0.013 2.5 0.345 GASOIL 19.244 0.017 2.5 0.835 GASOLINE 16.687 0.017 2.5 0.724 GAS_US_mini -29.660 0.043 2.5 -3.216 GBP -22.298 0.010 2.5 -0.579 GOLD_micro -44.809 0.014 2.5 -1.531 HEATOIL 10.440 0.017 2.5 0.453 JGB-SGX-mini -95.121 0.043 2.5 -10.315 JPY -22.914 0.010 2.5 -0.595 LEANHOG -151.395 0.024 2.5 -9.214 LIVECOW 70.645 0.013 2.5 2.344 LUMBER-new -224.219 0.010 2.5 -5.463 MXP 249.827 0.059 2.5 36.719 NASDAQ_micro 45.050 0.009 2.5 1.048 NIKKEI 34.034 0.043 2.5 3.691 NZD 30.124 0.010 2.5 0.783 OAT 17.703 0.014 2.5 0.605 OATIES 54.648 0.010 2.5 1.331 OJ -39.699 0.010 2.5 -0.967 PALLAD 2.751 0.014 2.5 0.094 PLAT 5.542 0.014 2.5 0.189 REDWHEAT 12.835 0.005 2.5 0.170 RICE 8.911 0.010 2.5 0.217 ROBUSTA -29.164 0.005 2.5 -0.387 RUSSELL 88.446 0.013 2.5 2.935 SHATZ -45.259 0.004 2.5 -0.460 SILVER-mini 2.010 0.014 2.5 0.069 SMI 38.094 0.014 2.5 1.301 SOFR -442.855 0.024 2.5 -26.952 SOYBEAN 60.555 0.004 2.5 0.564 SOYMEAL -2.220 0.004 2.5 -0.021 SOYOIL 84.730 0.004 2.5 0.790 SP400 -0.293 0.013 2.5 -0.010 SP500_micro 76.142 0.009 2.5 1.772 SUGAR11 -60.009 0.010 2.5 -1.462 US10 -99.627 0.005 2.5 -1.264 US10U -94.947 0.005 2.5 -1.205 US2 -227.866 0.005 2.5 -2.892 US20 -29.517 0.005 2.5 -0.375 US30 -37.661 0.005 2.5 -0.478 US5 -165.342 0.005 2.5 -2.098 VIX -53.827 0.099 2.5 -13.305 WHEAT 3.140 0.005 2.5 0.042 ===================== Position diags ===================== AUD 2.16 BITCOIN 27.29 BOBL 1.15 BTP 1.64 BUND 0.63 BUXL 0.33 CAC 1.28 CAD 4.18 CANOLA 7.72 CHF 1.37 COCOA 0.60 COFFEE 0.27 COPPER 1.59 CORN 2.90 COTTON2 1.19 CRUDE_W 2.49 DAX 4.14 DOW 4.63 DX 2.64 EUR 1.66 EURIBOR-ICE 7.85 EUROSTX 1.63 FEEDCOW 0.81 GASOIL 0.54 GASOLINE 0.56 GAS_US_mini 16.91 GBP 2.26 GOLD_micro 2.39 HEATOIL 0.41 JGB-SGX-mini 19.47 JPY 2.02 LEANHOG 4.77 LIVECOW 1.68 LUMBER-new 5.21 MXP 31.12 NASDAQ_micro 1.69 NIKKEI 8.15 NZD 2.36 OAT 1.88 OATIES 2.75 OJ 0.94 PALLAD 0.35 PLAT 0.55 REDWHEAT 0.74 RICE 2.77 ROBUSTA 0.86 RUSSELL 7.81 SHATZ 3.13 SILVER-mini 0.22 SMI 0.96 SOFR 15.07 SOYBEAN 0.60 SOYMEAL 0.89 SOYOIL 0.67 SP400 0.35 SP500_micro 3.47 SUGAR11 3.03 US10 1.20 US10U 0.93 US2 2.45 US20 0.63 US30 0.50 US5 1.82 VIX 18.42 WHEAT 0.77 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.3 3.1 3.5 0.0 0 BITCOIN -25.2 -27.9 -22.5 0.0 0 BOBL 0.2 0.1 0.4 0.0 0 BTP -0.4 -0.6 -0.3 -1.0 -1 BUND 0.0 -0.0 0.1 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 0.9 0.8 1.0 0.0 0 CAD -2.1 -2.5 -1.6 0.0 0 CANOLA 7.3 6.5 8.1 6.0 6 CHF -1.6 -1.8 -1.5 -2.0 -2 COCOA -0.1 -0.2 -0.0 0.0 0 COFFEE -0.2 -0.2 -0.2 0.0 0 COPPER 1.3 1.2 1.5 3.0 3 CORN 1.6 1.3 1.9 0.0 0 COTTON2 0.1 -0.1 0.2 0.0 0 CRUDE_W 3.7 3.4 3.9 4.0 4 DAX 0.2 -0.2 0.6 -4.0 -4 DOW -1.5 -2.0 -1.1 -5.0 -5 DX 1.0 0.8 1.3 0.0 0 EUR -1.2 -1.4 -1.1 0.0 0 EURIBOR-ICE -0.3 -1.1 0.4 0.0 0 EUROSTX 0.8 0.7 1.0 2.0 2 FEEDCOW 0.3 0.3 0.4 1.0 1 GASOIL 0.8 0.8 0.9 0.0 0 GASOLINE 0.7 0.7 0.8 3.0 3 GAS_US_mini -3.2 -4.9 -1.5 -3.0 -3 GBP -0.6 -0.8 -0.4 -2.0 -2 GOLD_micro -1.5 -1.8 -1.3 -1.0 -1 HEATOIL 0.5 0.4 0.5 0.0 0 JGB-SGX-mini -10.3 -12.3 -8.4 0.0 0 JPY -0.6 -0.8 -0.4 -1.0 -1 LEANHOG -9.2 -9.7 -8.7 -7.0 -7 LIVECOW 2.3 2.2 2.5 2.0 2 LUMBER-new -5.5 -6.0 -4.9 0.0 0 MXP 36.7 33.6 39.8 38.0 38 NASDAQ_micro 1.0 0.9 1.2 1.0 1 NIKKEI 3.7 2.9 4.5 3.0 3 NZD 0.8 0.5 1.0 0.0 0 OAT 0.6 0.4 0.8 2.0 2 OATIES 1.3 1.1 1.6 NaN 0 OJ -1.0 -1.1 -0.9 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT 0.2 0.1 0.2 0.0 0 RICE 0.2 -0.1 0.5 0.0 0 ROBUSTA -0.4 -0.5 -0.3 0.0 0 RUSSELL 2.9 2.2 3.7 0.0 0 SHATZ -0.5 -0.8 -0.1 NaN 0 SILVER-mini 0.1 0.0 0.1 0.0 0 SMI 1.3 1.2 1.4 0.0 0 SOFR -27.0 -28.5 -25.4 NaN 0 SOYBEAN 0.6 0.5 0.6 2.0 2 SOYMEAL -0.0 -0.1 0.1 0.0 0 SOYOIL 0.8 0.7 0.9 0.0 0 SP400 -0.0 -0.0 0.0 1.0 1 SP500_micro 1.8 1.4 2.1 3.0 3 SUGAR11 -1.5 -1.8 -1.2 -1.0 -1 US10 -1.3 -1.4 -1.1 -1.0 -1 US10U -1.2 -1.3 -1.1 -1.0 -1 US2 -2.9 -3.1 -2.6 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.5 -0.5 -0.4 -5.0 -5 US5 -2.1 -2.3 -1.9 -9.0 -9 VIX -13.3 -15.1 -11.5 -7.0 -7 WHEAT 0.0 -0.0 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 -0.1 0.2 0.2 0.1 -0.1 0.1 -0.1 0.2 0.0 -0.1 0.4 -0.0 0.6 0.1 0.2 0.0 0.0 0.0 0.0 0.1 0.2 -0.0 0.4 0.0 1.6 0.1 -0.1 0.4 -0.1 0.6 0.0 0.4 -0.1 0.0 0.2 0.6 -0.1 0.7 0.5 0.7 BITCOIN 0.3 0.6 -0.6 -0.0 -0.2 0.1 -0.2 0.6 -0.1 -0.2 -0.5 -0.1 -0.6 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.1 -0.5 0.1 -2.2 0.1 -0.2 -0.1 -0.1 -0.3 0.1 -0.0 -0.2 0.6 0.6 0.6 -0.5 -0.1 -0.7 -0.7 BOBL -0.0 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.4 0.1 0.3 0.2 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.2 0.2 0.3 0.3 0.0 -0.0 0.4 0.1 0.6 BTP 0.1 0.0 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 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 0.0 -0.0 -0.0 0.0 -0.0 0.4 0.3 0.5 0.4 0.1 -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 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.4 0.2 0.1 -0.0 0.3 0.1 0.6 BUXL -0.1 -0.1 0.3 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -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 -0.1 -0.2 -0.1 -0.1 0.2 0.6 0.2 0.3 -0.1 0.2 0.1 0.1 CAC -0.1 0.3 -0.4 0.1 0.0 0.2 0.0 0.2 0.1 0.0 0.0 -0.0 0.2 0.0 0.0 0.1 0.0 0.1 0.1 0.0 0.0 0.0 0.0 -0.0 0.6 0.1 0.1 0.2 0.0 0.2 0.0 0.7 -0.0 -0.2 -0.2 0.1 -0.1 0.7 -0.2 0.7 CAD -0.1 0.1 -0.0 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.2 0.0 -0.2 0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 2.7 -0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.4 -0.4 -0.3 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.1 0.0 0.6 0.1 -0.0 0.2 -0.0 -0.1 0.1 0.1 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 -0.1 0.3 -0.0 0.3 0.0 -1.1 -0.1 0.1 -0.1 0.6 0.4 0.7 0.5 0.7 CHF 0.1 0.0 -0.2 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.1 -0.2 -0.1 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 0.0 -2.7 0.0 -0.0 -0.0 0.0 -0.1 0.1 0.0 -0.0 0.4 0.3 -0.3 0.3 0.0 0.4 0.2 COFFEE -0.4 -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 -0.1 -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 -0.1 0.2 -0.0 -0.0 0.2 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.2 0.1 -0.0 0.1 0.0 0.2 0.1 -0.2 0.5 0.6 0.6 0.4 0.1 0.7 -0.2 0.5 CORN -0.0 -0.1 0.5 0.1 -0.0 0.2 -0.0 -0.1 0.1 -0.0 0.3 0.0 0.1 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.0 0.1 0.0 1.3 0.1 -0.0 0.2 -0.0 0.2 0.0 -1.1 -0.0 0.3 -0.1 0.4 0.5 0.0 0.7 0.3 COTTON2 -0.4 0.6 0.6 0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.0 0.1 0.1 0.1 -0.1 -0.4 -0.3 -0.3 0.1 0.1 -0.0 0.1 0.1 -0.3 0.2 -0.1 0.3 0.0 0.2 0.1 -1.1 -0.2 0.3 0.6 0.6 -0.4 -0.3 -0.4 -0.3 CRUDE_W -0.0 0.1 0.6 0.2 0.0 0.5 0.1 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 0.3 0.1 0.6 0.1 -0.0 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 0.0 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 0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.1 -0.3 -0.5 0.0 0.4 0.3 0.5 DOW 0.1 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 0.1 -0.2 -0.3 -0.5 -0.3 -0.7 -0.6 -0.7 DX 0.1 -0.2 0.3 0.0 -0.1 0.1 -0.1 0.2 0.0 0.1 0.2 0.1 -0.3 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 -0.0 0.1 -1.8 0.0 0.1 0.0 0.1 -0.1 0.1 0.8 0.5 0.3 -0.3 -0.0 0.1 0.3 0.6 0.4 EUR -0.2 0.2 -0.3 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.1 -0.2 -0.2 0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.7 -0.0 -0.2 -0.0 -0.2 0.2 -0.1 -0.3 -0.2 -0.5 -0.1 -0.4 -0.7 -0.5 -0.2 -0.6 EURIBOR-ICE -0.0 -0.1 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.1 0.2 0.2 0.1 0.1 0.3 0.2 0.4 EUROSTX 0.0 0.3 -0.5 0.1 0.0 0.2 0.0 0.2 0.1 0.0 0.1 0.0 0.3 0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.0 0.0 0.1 0.0 -0.6 0.1 0.1 0.1 0.1 0.2 0.1 0.6 0.1 -0.0 -0.2 -0.2 -0.1 0.7 -0.0 0.7 FEEDCOW -0.4 -0.0 -0.4 0.1 -0.1 0.2 -0.0 -0.1 0.1 0.1 0.4 -0.1 0.6 0.0 0.1 0.2 0.2 0.1 0.2 0.1 0.1 -0.0 0.5 -0.0 -2.7 0.0 0.1 0.1 -0.0 0.4 -0.0 1.1 -0.4 -0.2 0.3 -0.4 0.4 0.7 0.4 0.7 GASOIL -0.0 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 0.0 0.4 0.1 -0.5 0.2 0.0 0.5 0.0 0.7 0.1 1.1 -0.0 0.1 0.1 0.5 0.0 0.2 -0.4 -0.2 GASOLINE 0.1 0.6 0.6 0.2 0.0 0.5 0.1 0.6 0.1 -0.0 0.4 0.1 0.4 0.1 0.1 0.4 -0.2 0.4 -0.1 0.2 0.2 0.1 0.5 0.2 -1.5 0.2 -0.0 0.5 0.1 0.7 0.2 -1.1 -0.1 0.4 0.4 0.4 0.4 0.7 -0.2 0.1 GAS_US_mini 0.3 -0.2 -0.4 0.2 0.0 0.5 0.1 0.7 0.2 0.1 -0.5 0.1 -0.7 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 0.1 -0.4 0.0 2.7 -0.1 0.1 -0.3 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 -0.1 0.2 -0.2 0.1 -0.1 0.1 -0.1 0.2 0.0 -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 -0.1 0.1 -0.1 0.3 -0.0 0.3 -0.2 -0.2 -0.1 -0.1 -0.7 -0.2 -0.4 -0.2 GOLD_micro -0.2 -0.4 0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.0 -0.0 0.0 -0.1 0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.5 -0.1 -0.3 -0.0 -0.1 -0.1 0.2 0.7 0.5 -0.3 -0.7 HEATOIL -0.2 0.3 0.6 0.1 0.0 0.4 0.0 0.4 0.1 0.0 0.3 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 0.0 0.5 0.0 0.6 0.1 1.1 0.0 0.0 0.1 0.4 -0.0 0.1 -0.7 -0.4 JGB-SGX-mini -0.2 -0.2 0.2 -0.0 -0.0 -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 -0.5 0.1 -0.6 JPY 0.3 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 -0.0 -0.1 -0.0 -0.3 -0.0 -0.5 -0.1 0.1 -0.1 -0.2 -0.4 -0.3 -0.2 -0.3 LEANHOG -0.1 -0.5 -0.4 0.2 -0.1 0.3 -0.0 -0.1 0.1 -0.2 -0.2 -0.2 0.4 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.2 0.0 -0.2 -0.9 -0.2 -0.2 -0.5 -0.2 -0.2 -0.2 -1.1 -0.3 -0.6 -0.6 -0.6 -0.7 0.0 -0.6 0.2 LIVECOW -0.2 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 0.0 0.5 0.1 -2.7 0.1 -0.0 0.3 0.0 0.5 0.1 1.1 -0.3 0.2 0.6 0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.0 -0.2 -0.1 0.2 -0.1 0.3 -0.0 -0.1 0.1 0.1 -0.6 0.1 -0.8 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 0.0 -0.6 -0.1 NaN -0.1 0.0 -0.4 0.0 -0.8 -0.0 -1.2 0.1 -0.6 -0.7 -0.7 0.3 0.8 0.3 0.8 MXP -0.0 0.3 -0.1 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.0 0.5 0.1 0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.5 0.0 0.7 0.1 1.1 0.4 0.1 0.3 0.1 0.3 0.2 0.7 0.4 NASDAQ_micro 0.6 0.6 0.1 0.1 0.0 0.3 0.0 0.3 0.1 0.0 0.3 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -2.7 0.2 0.0 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 0.1 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 0.0 0.3 0.1 -1.7 0.1 -0.0 0.3 0.0 0.4 0.1 0.9 0.4 0.1 0.0 0.3 -0.7 -0.2 -0.6 -0.1 NZD 0.0 0.2 -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 1.5 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.6 0.6 0.0 0.7 OAT 0.0 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -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 0.0 -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 0.1 0.2 0.1 0.0 0.1 -0.9 0.5 0.6 0.1 0.4 0.2 -0.2 0.3 -0.2 OJ -0.0 -0.0 -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 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 -0.3 -0.3 -0.2 -0.4 -0.1 -0.3 -0.1 -0.2 PALLAD -0.1 -0.2 -0.4 -0.0 -0.1 0.1 -0.1 0.2 -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 2.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.1 -0.2 -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 0.0 -0.1 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 0.0 0.2 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 -0.2 -0.3 -0.2 -0.3 0.1 0.1 0.0 0.1 0.1 0.7 0.2 0.0 0.4 0.1 0.3 0.1 -1.0 0.2 0.5 0.5 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.6 0.1 -0.0 0.1 -0.0 -0.1 0.0 0.1 0.1 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 0.5 0.1 -0.7 -0.6 -0.7 -0.5 ROBUSTA 0.2 0.0 -0.4 0.1 -0.0 0.2 -0.0 -0.1 0.1 -0.1 -0.3 -0.1 -0.2 -0.0 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.1 -0.2 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 1.1 -0.1 -0.2 -0.3 -0.6 0.2 -0.1 0.2 0.4 RUSSELL -0.1 0.6 -0.1 0.1 0.0 0.3 0.1 0.3 0.1 -0.0 0.3 -0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 -0.0 0.3 0.1 0.9 0.1 -0.0 0.2 -0.0 0.3 0.1 0.1 -0.4 -0.2 -0.1 -0.2 -0.2 -0.7 0.1 -0.7 SHATZ -0.0 0.1 -0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 0.1 -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 -0.7 0.2 0.3 0.2 -0.2 -0.0 0.2 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 -1.3 0.0 -0.0 0.1 -0.0 0.3 0.0 0.0 0.2 0.2 0.1 -0.0 0.7 0.5 0.6 0.3 SMI 0.1 0.3 -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 0.1 0.1 0.1 0.2 0.1 0.7 0.1 0.1 0.3 0.1 0.4 0.1 1.0 0.3 0.1 -0.1 -0.0 0.2 0.7 0.3 0.7 SOFR -0.5 -0.4 -0.3 -0.1 -0.1 -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 0.1 0.4 0.1 -0.1 0.2 -0.0 -0.1 0.1 0.0 0.4 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.7 0.1 0.0 0.4 0.1 0.4 0.1 0.0 0.3 0.5 0.3 0.6 0.2 -0.2 0.3 -0.1 SOYMEAL 0.1 0.1 0.3 0.1 -0.0 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 0.3 0.5 0.2 -0.1 0.1 -0.4 -0.5 -0.6 -0.4 SOYOIL 0.1 0.4 0.6 0.1 -0.1 0.2 -0.0 -0.1 0.1 -0.0 0.5 0.1 0.7 0.2 0.2 0.4 0.1 0.4 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 0.0 0.5 0.1 0.7 0.2 0.9 -0.1 0.6 0.6 0.6 0.1 -0.7 0.1 -0.7 SP400 -0.2 0.5 -0.1 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 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.0 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 -0.4 -0.4 -0.4 -0.2 -0.2 -0.7 -0.0 -0.7 SP500_micro 0.6 0.6 -0.1 0.2 0.0 0.3 0.1 0.4 0.1 -0.0 0.4 0.1 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.2 -2.1 0.2 0.0 0.2 0.1 0.2 0.2 -0.3 0.4 0.6 0.3 -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 0.0 -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 0.0 -2.3 0.0 -0.0 0.1 0.0 -0.1 0.1 0.6 -0.0 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 -0.1 -0.1 -0.1 -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 -0.1 -0.2 -0.2 -0.2 -0.1 -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 -1.4 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 -0.0 -0.5 US2 -0.3 -0.2 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 0.0 -0.2 -0.0 -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 -0.0 -0.1 -0.1 -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 -0.1 -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 -0.3 -0.2 -0.1 -0.1 -0.1 -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 -0.2 -0.6 -0.2 -0.1 -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 -0.3 -0.2 -0.4 -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 0.1 -0.4 VIX -0.2 -0.4 0.7 0.1 -0.1 0.4 -0.1 0.4 -0.1 -0.2 -0.0 -0.2 -0.6 -0.3 -0.0 -0.6 -0.6 -0.6 -0.6 -0.0 0.1 -0.1 0.1 -0.1 NaN 0.1 -0.1 0.5 -0.1 0.4 -0.1 NaN NaN NaN NaN NaN -0.8 -1.0 NaN NaN WHEAT 0.1 0.1 0.6 0.1 -0.0 0.1 -0.0 -0.1 0.0 0.0 0.2 0.1 -0.0 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.1 0.1 0.7 0.1 0.0 0.2 0.1 0.2 0.1 -1.1 0.5 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 -4.3 6.1 7.4 4.7 -8.7 4.9 -5.6 5.2 1.7 -7.7 16.5 -4.5 16.4 12.3 14.4 2.3 0.5 1.9 1.4 11.3 15.6 -5.3 15.5 4.2 11.7 10.7 -10.5 16.0 -6.7 16.0 3.0 7.2 -2.5 1.0 5.5 18.2 -3.6 20.0 13.7 20.0 BITCOIN 9.7 20.0 -20.0 -2.8 -19.6 4.8 -15.0 16.4 -7.0 -19.7 -18.3 -7.2 -17.2 16.3 -2.3 -4.5 -5.3 -4.2 -4.4 4.0 -20.0 -9.2 -20.0 7.2 -16.7 8.9 -20.0 -2.3 -10.5 -8.8 5.6 -0.7 -9.6 20.0 17.3 19.3 -15.8 -2.9 -20.0 -20.0 BOBL -0.4 -0.6 -5.9 -5.5 -5.2 -3.8 -9.0 -2.8 -7.6 -2.1 -8.0 -5.4 -6.7 -6.2 -8.3 20.0 4.7 16.1 9.0 -6.1 -6.4 -3.8 -5.2 -4.9 1.4 -2.6 1.3 -3.9 -2.4 -4.1 -2.2 3.2 8.3 9.9 7.7 1.1 -0.2 10.8 1.5 18.7 BTP 1.8 0.7 -18.6 -7.0 -6.7 -4.9 -11.6 -3.6 -9.8 -2.6 -4.5 -4.6 1.8 2.0 -5.2 3.7 9.1 5.6 7.8 -4.1 -4.3 -2.6 -1.5 -2.7 -20.0 -1.3 1.0 -1.8 -1.9 0.6 -0.6 7.1 14.2 16.7 13.3 1.6 -1.5 9.7 -0.6 11.4 BUND -0.7 -2.2 -1.4 -6.2 -5.9 -4.3 -10.2 -3.2 -8.6 -2.9 -8.7 -6.2 -8.3 -6.5 -9.2 -0.8 6.2 2.3 5.2 -5.6 -5.5 -4.8 -5.0 -5.3 -0.6 -2.3 -0.0 -2.8 -3.7 -3.3 -2.7 2.6 8.3 11.9 7.2 4.0 -0.1 10.4 3.3 18.1 BUXL -2.6 -3.8 8.9 -8.7 -8.3 -6.1 -14.4 -4.5 -12.2 -4.6 -13.9 -8.9 -15.8 -11.8 -12.9 3.7 3.8 3.8 4.0 -7.0 -7.1 -7.8 -9.9 -7.9 2.9 -2.7 -1.5 -3.3 -7.2 -6.7 -5.1 -1.0 9.7 17.8 7.1 8.2 -4.1 5.5 1.8 3.2 CAC -4.4 10.4 -12.8 9.1 2.4 7.4 3.4 6.5 7.9 2.6 1.4 -3.3 6.9 2.3 1.4 4.6 1.7 7.0 4.5 0.3 0.5 0.5 1.5 -0.2 4.4 6.8 5.6 7.6 2.6 6.0 4.2 13.8 -1.7 -5.7 -7.0 3.7 -4.3 20.0 -6.8 20.0 CAD -2.5 3.3 -1.2 6.6 -12.3 6.9 -7.9 7.4 2.4 -20.0 0.7 -20.0 4.1 2.5 -4.8 -7.6 -7.5 -7.4 -7.4 -1.2 0.3 -14.3 -0.4 -6.7 20.0 -0.2 -18.9 3.5 -20.0 3.3 -9.1 -7.2 -14.9 -10.2 -12.0 -3.6 -20.0 -20.0 -20.0 -20.0 CANOLA 1.8 1.1 20.0 8.9 -4.6 6.3 -0.1 -2.0 5.4 7.0 11.2 5.5 6.2 8.3 11.6 -9.3 -14.9 -13.3 -14.9 10.4 11.3 4.9 7.8 7.0 9.0 10.0 -8.8 12.3 -3.8 8.5 3.5 -20.0 -3.1 1.9 -1.6 19.9 11.5 20.0 15.6 20.0 CHF 1.8 1.2 -7.0 4.0 -7.5 4.2 -4.8 4.5 1.5 -10.3 -7.3 -6.1 7.3 1.4 -7.7 -14.6 -15.5 -14.6 -14.7 -2.6 -1.7 -8.0 2.1 -3.6 -3.2 -1.4 -10.1 0.8 -8.2 4.8 -3.6 -20.0 -6.2 -7.1 -7.7 -4.0 -20.0 -20.0 -15.4 -20.0 COCOA 20.0 20.0 1.2 4.4 -2.3 3.1 -0.1 -1.0 2.7 -5.3 -4.8 -0.3 -6.0 2.0 -0.0 -6.1 -0.7 -6.5 -5.2 1.9 -5.0 -1.4 -8.4 3.8 -20.0 3.9 -3.6 -0.9 1.1 -3.2 5.2 0.5 -0.4 11.5 8.8 -8.0 9.6 0.9 12.0 6.3 COFFEE -11.6 -1.5 -17.3 11.2 -5.9 7.9 -0.2 -2.5 6.8 -9.3 -13.9 -14.1 -2.5 -14.3 -14.6 20.0 19.4 20.0 20.0 -13.6 -12.8 -18.0 -4.8 -16.2 -20.0 -10.7 -11.8 -7.1 -16.6 2.4 -14.7 20.0 -20.0 -20.0 -20.0 -20.0 11.3 15.8 14.2 20.0 COPPER 5.5 11.3 0.2 -1.2 -8.2 2.0 -6.3 6.9 -2.9 -2.3 6.7 2.9 6.6 6.6 5.8 -6.8 -6.5 -6.8 -6.6 7.7 6.5 3.4 6.4 8.1 -1.6 6.5 -2.0 5.5 2.9 6.0 6.7 -3.8 20.0 17.2 18.6 13.4 2.9 20.0 -6.9 14.4 CORN -0.4 -2.0 16.2 10.6 -5.5 7.5 -0.2 -2.4 6.4 -0.4 11.6 1.3 2.7 7.0 11.3 -20.0 -20.0 -20.0 -20.0 7.4 7.1 -0.3 3.1 4.4 9.8 8.4 -4.2 9.1 -0.5 5.6 4.6 -20.0 -1.7 8.5 -2.8 13.0 15.4 0.5 20.0 8.2 COTTON2 -13.7 20.0 20.0 7.6 -4.0 5.4 -0.1 -1.7 4.6 -7.3 8.6 -1.5 2.2 7.2 9.9 -5.9 -17.7 -12.9 -16.6 13.9 10.8 -1.8 3.8 8.6 -2.6 16.0 -6.4 12.7 0.2 5.1 10.3 -20.0 -6.6 9.9 20.0 20.0 -11.6 -10.1 -12.0 -8.2 CRUDE_W -1.5 4.5 20.0 17.5 0.1 20.0 5.4 17.1 9.7 3.3 11.6 8.9 7.7 10.9 12.4 20.0 11.2 20.0 15.2 14.9 14.8 7.8 9.7 11.8 4.7 12.9 -0.5 14.4 5.2 9.7 8.6 -0.1 1.9 3.9 -5.3 -10.5 15.2 20.0 -1.7 -0.2 DAX 3.8 12.0 -17.0 8.6 2.3 6.9 3.2 6.1 7.4 5.5 0.5 -0.6 5.2 5.4 2.0 -4.0 -6.5 -4.9 -5.7 1.3 -0.4 3.7 1.1 2.7 -6.5 2.5 6.8 0.1 3.9 1.0 4.0 -1.6 -0.8 -2.8 -7.9 -14.7 1.4 11.9 8.3 16.2 DOW 4.2 18.8 -12.0 10.8 2.9 8.7 4.0 7.7 9.4 3.3 6.4 6.5 10.3 11.5 8.2 -5.5 -7.1 -5.8 -6.2 7.5 5.2 4.0 6.5 7.8 -6.1 4.2 3.2 2.2 3.0 3.8 5.3 -2.5 4.0 -4.8 -8.9 -14.6 -10.0 -20.0 -18.1 -20.0 DX 1.7 -7.2 9.1 4.4 -8.1 4.6 -5.2 4.8 1.6 10.5 5.6 10.9 -8.5 -3.7 5.2 4.4 5.3 4.3 4.7 1.7 2.1 11.7 -0.3 5.0 -13.4 1.5 11.2 0.6 13.6 -1.6 6.0 14.2 20.0 9.9 -10.6 -0.6 3.2 8.6 16.5 13.0 EUR -4.8 5.5 -8.6 5.5 -10.1 5.7 -6.5 6.1 2.0 -14.5 -5.8 -15.2 11.3 2.9 -5.6 -6.1 -7.2 -6.2 -6.6 -2.8 -2.0 -14.3 2.5 -7.0 5.2 -3.5 -18.1 -0.0 -17.7 5.4 -9.3 -6.2 -9.3 -15.0 -4.5 -11.4 -20.0 -14.9 -7.1 -17.4 EURIBOR-ICE -1.4 -1.7 -12.9 -4.8 -4.6 -3.4 -8.0 -2.5 -6.8 -2.6 -6.3 -5.2 -3.9 -4.5 -6.8 0.9 8.2 3.1 5.9 -5.7 -5.8 -4.7 -3.8 -5.1 -3.4 -2.5 -0.1 -3.2 -3.4 -2.8 -2.6 5.0 4.0 7.7 6.9 1.6 2.9 9.1 6.1 13.4 EUROSTX 1.0 8.5 -16.9 9.3 2.5 7.5 3.5 6.6 8.1 5.2 3.3 2.1 8.1 6.3 3.0 -2.4 1.0 -0.3 1.0 2.7 2.8 3.7 4.7 3.1 -4.2 5.7 7.7 4.8 5.2 5.5 6.2 10.8 2.8 -0.8 -6.2 -7.4 -1.9 20.0 -1.0 20.0 FEEDCOW -11.6 -0.7 -13.4 10.8 -5.7 7.6 -0.2 -2.5 6.6 8.0 13.8 -4.7 15.3 2.1 7.0 9.1 8.7 6.8 8.3 5.4 13.4 -2.2 20.0 -2.1 -20.0 1.6 7.2 4.6 -1.9 11.1 -2.2 20.0 -18.6 -6.6 9.6 -12.6 13.5 20.0 12.7 20.0 GASOIL -0.3 20.0 20.0 11.5 0.0 14.2 3.5 11.2 6.4 3.9 8.7 6.5 8.0 8.1 8.9 20.0 20.0 20.0 20.0 17.0 19.1 5.5 14.6 10.4 -3.7 16.0 0.4 20.0 4.0 18.3 8.1 20.0 -1.1 1.8 4.6 14.4 0.1 6.6 -10.9 -4.7 GASOLINE 1.9 18.5 20.0 18.2 0.1 20.0 5.6 17.7 10.0 -0.2 13.5 8.9 11.6 12.0 13.7 20.0 -9.6 19.0 -4.1 20.0 20.0 8.3 19.0 18.8 -11.6 20.0 -4.2 20.0 5.7 19.6 14.3 -20.0 -5.1 12.9 12.2 12.9 10.7 20.0 -5.9 3.8 GAS_US_mini 8.2 -7.0 -12.7 20.0 0.1 20.0 8.5 20.0 15.3 8.9 -18.2 12.7 -18.2 -7.1 -18.7 -20.0 -16.2 -20.0 -15.5 -7.9 -12.6 9.2 -13.6 1.1 20.0 -6.7 13.9 -13.0 13.4 -13.9 3.9 -20.0 1.9 -20.0 -20.0 -20.0 20.0 6.7 20.0 3.9 GBP -3.7 6.2 -4.9 5.1 -9.5 5.3 -6.1 5.7 1.9 -5.7 2.0 -7.4 10.6 5.4 -2.1 0.8 0.3 0.7 0.5 1.0 2.1 -9.3 4.1 -3.5 -2.7 1.5 -6.5 4.7 -10.5 7.8 -4.4 6.3 -8.7 -6.9 -3.4 -4.0 -20.0 -7.4 -11.6 -4.8 GOLD_micro -7.3 -11.1 2.2 -0.9 -6.4 1.6 -4.9 5.4 -2.3 -4.8 0.4 -5.0 4.3 -2.3 -5.1 -6.3 -7.9 -6.0 -6.4 -4.7 1.3 -7.5 9.0 -6.2 -20.0 -2.2 -6.9 5.0 -6.6 14.2 -4.8 -4.8 -1.6 -3.7 -4.4 5.0 20.0 13.9 -8.8 -20.0 HEATOIL -6.5 9.1 20.0 12.3 0.0 15.2 3.8 12.0 6.8 2.4 9.3 5.7 8.4 7.8 9.4 20.0 20.0 20.0 20.0 16.7 19.9 5.9 15.9 9.9 -9.8 13.9 1.0 18.4 4.0 15.9 7.2 20.0 0.2 1.5 1.9 12.6 -1.3 1.6 -20.0 -12.3 JGB-SGX-mini -6.5 -5.1 5.4 -4.2 -4.0 -3.0 -6.9 -2.2 -5.9 -4.8 -7.6 -6.1 -7.8 -6.9 -7.2 20.0 11.0 14.2 10.7 -9.1 -8.9 -11.6 -9.4 -10.6 3.9 -8.6 -8.1 -9.0 -11.1 -9.9 -9.8 10.1 -11.6 -7.1 -12.8 -6.6 4.4 -15.8 4.5 -18.2 JPY 10.2 7.0 -3.2 3.4 -6.3 3.5 -4.0 3.8 1.3 -10.1 -11.3 -3.2 -12.3 -1.1 -8.6 -8.2 -9.7 -8.6 -8.8 -3.1 -7.6 -4.9 -11.7 -2.1 20.0 -0.8 -5.5 -4.9 -3.8 -8.8 -0.2 -10.2 -4.5 3.9 -3.7 -6.5 -11.1 -10.1 -6.4 -10.4 LEANHOG -1.6 -15.9 -13.5 16.0 -8.4 11.3 -0.2 -3.6 9.7 -20.0 -5.6 -19.5 11.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.2 -9.9 -20.0 1.4 -19.7 -6.8 -20.0 -20.0 -17.5 -20.0 -4.4 -20.0 -20.0 -11.1 -20.0 -20.0 -20.0 -20.0 0.1 -16.6 5.8 LIVECOW -4.8 11.2 3.4 12.4 -6.5 8.8 -0.2 -2.8 7.5 5.7 17.7 6.1 17.7 13.5 15.6 20.0 11.5 20.0 14.4 18.6 20.0 3.2 20.0 10.3 -20.0 12.3 -2.3 11.3 2.4 12.6 7.8 20.0 -11.6 7.5 20.0 3.1 20.0 20.0 20.0 20.0 LUMBER-new 0.5 -5.7 -3.3 14.0 -7.3 9.9 -0.2 -3.1 8.5 7.7 -20.0 4.7 -20.0 -14.5 -17.2 -20.0 -20.0 -20.0 -20.0 -11.4 -17.8 1.5 -20.0 -5.2 NaN -7.6 1.5 -13.2 2.5 -19.7 -3.3 -20.0 5.1 -16.6 -18.2 -20.0 6.6 20.0 9.0 20.0 MXP -0.3 8.9 -4.5 5.9 -11.0 6.2 -7.1 6.6 2.2 -2.9 19.7 7.7 20.0 18.3 17.9 8.9 11.0 8.9 9.7 13.1 17.8 2.3 20.0 9.3 -20.0 10.9 -2.4 17.6 1.6 20.0 7.9 20.0 14.8 4.4 8.5 4.1 9.4 6.8 20.0 11.0 NASDAQ_micro 20.0 20.0 3.1 12.0 3.2 9.7 4.5 8.6 10.4 1.3 10.3 9.8 12.6 13.5 13.2 -7.2 -8.0 -7.2 -7.4 20.0 19.6 18.6 13.6 20.0 -20.0 20.0 4.0 12.5 14.5 8.6 20.0 -4.3 20.0 20.0 20.0 3.6 0.1 -20.0 9.2 -20.0 NIKKEI 4.5 20.0 1.7 8.0 2.1 6.5 3.0 5.7 6.9 -3.0 8.4 1.5 9.0 7.7 8.0 -0.2 5.0 1.2 3.0 12.3 12.2 2.5 12.6 9.8 -12.9 9.3 -1.6 10.1 2.7 12.0 7.8 16.0 16.1 4.4 1.2 8.2 -20.0 -5.7 -16.9 -4.3 NZD 1.4 4.9 -1.5 3.1 -5.8 3.3 -3.7 3.5 1.2 -5.7 1.4 -4.5 -0.3 4.7 -1.3 -2.6 -3.3 -2.9 -3.1 0.5 0.2 -4.5 -0.6 -0.7 11.5 0.4 -5.9 0.2 -5.3 -0.9 -1.2 0.0 -2.4 -2.6 -2.6 -3.0 -17.5 17.5 0.4 20.0 OAT 0.1 -1.0 -6.8 -5.5 -5.2 -3.9 -9.0 -2.8 -7.7 -1.9 -4.5 -4.4 -2.8 -0.4 -5.4 10.6 12.1 11.1 11.9 -3.2 -2.9 -2.9 -2.0 -3.0 -2.3 -0.2 0.7 -0.0 -2.0 0.2 -0.8 13.3 9.3 12.6 9.8 5.5 -2.1 8.5 -1.3 11.3 OATIES 9.0 2.5 20.0 9.7 -5.1 6.9 -0.2 -2.2 5.9 6.2 7.9 11.1 -0.5 10.0 9.4 -19.9 -12.4 -16.4 -14.4 10.4 7.3 13.7 1.3 12.6 1.0 9.9 6.3 7.2 12.5 0.9 11.3 -17.7 20.0 18.5 1.9 13.2 6.9 -7.5 10.1 -7.3 OJ -0.1 -0.8 -0.3 4.5 -2.4 3.2 -0.1 -1.0 2.7 -5.0 -3.3 -4.2 -5.8 -3.5 -4.2 -3.8 1.0 -1.8 -0.7 -2.9 -3.0 -8.3 -5.1 -4.9 -20.0 -2.6 -8.0 -2.2 -7.0 -3.2 -4.1 5.5 -10.7 -8.7 -5.5 -13.3 -2.6 -7.7 -3.2 -5.2 PALLAD -3.1 -6.0 -10.9 -1.2 -8.3 2.0 -6.3 6.9 -2.9 -7.8 -5.3 -8.6 0.9 -4.1 -8.2 -4.2 -3.4 -3.9 -3.6 -7.2 -4.0 -11.1 2.4 -8.0 16.1 -5.7 -12.7 -2.9 -11.2 3.6 -7.4 1.5 -9.2 -4.2 -2.7 -7.9 20.0 16.2 20.0 -5.0 PLAT 1.5 -3.1 -0.5 -0.9 -6.5 1.6 -5.0 5.5 -2.3 -5.7 -1.5 -1.9 2.3 1.0 -5.3 -2.9 -3.1 -2.7 -2.7 -1.6 1.0 -5.1 5.9 -2.1 -2.1 -0.7 -6.6 1.9 -4.2 7.0 -1.5 2.5 1.4 1.8 0.3 -3.4 20.0 20.0 20.0 -1.0 REDWHEAT 0.9 6.4 20.0 8.7 -4.6 6.2 -0.1 -2.0 5.3 -0.1 11.4 2.9 1.4 8.4 11.2 -9.5 -14.5 -11.5 -13.0 13.0 11.5 4.6 5.3 10.0 5.1 14.0 0.9 13.4 5.6 7.9 10.6 -18.5 10.1 16.1 16.1 20.0 -20.0 -20.0 -20.0 -20.0 RICE 20.0 17.2 18.8 7.2 -3.8 5.1 -0.1 -1.6 4.4 10.1 2.1 11.2 -7.6 10.5 8.5 -20.0 -19.5 -20.0 -20.0 12.6 3.0 20.0 -7.3 20.0 3.9 12.9 16.1 4.9 20.0 -4.7 19.8 -20.0 20.0 20.0 14.5 3.6 -20.0 -17.4 -20.0 -14.2 ROBUSTA 4.8 0.2 -11.8 8.0 -4.2 5.7 -0.1 -1.8 4.8 -9.6 -9.3 -7.0 -6.5 -1.2 -8.5 20.0 19.8 20.0 20.0 -5.2 -9.0 -7.1 -8.4 -3.1 -20.0 -2.4 -10.1 -5.2 -6.5 -5.2 -2.1 20.0 -5.5 -6.8 -7.8 -20.0 5.4 -1.6 6.7 10.7 RUSSELL -2.6 20.0 -2.6 13.1 3.5 10.5 4.9 9.3 11.3 -4.8 12.0 -2.5 13.9 11.4 12.1 -4.2 -4.9 -4.3 -4.4 14.2 13.0 -3.3 11.9 8.5 7.0 9.9 -5.5 8.9 -3.4 8.6 5.8 1.0 -16.1 -7.5 -2.9 -6.2 -6.8 -20.0 1.9 -20.0 SHATZ -0.8 1.9 -7.7 -4.4 -4.2 -3.1 -7.4 -2.3 -6.2 -1.5 -6.5 -4.4 -6.8 -4.3 -6.3 5.8 -6.0 3.2 -0.2 -6.6 -7.9 -2.0 -6.7 -4.2 6.7 -4.3 2.3 -7.2 -0.7 -7.4 -1.7 -13.2 9.2 8.3 7.1 -6.8 -0.5 7.3 0.0 11.2 SILVER-mini 5.6 -2.4 5.0 -0.8 -5.9 1.4 -4.5 4.9 -2.1 -4.7 -0.6 -2.0 1.6 0.4 -4.9 -2.5 -4.5 -2.6 -3.3 0.2 2.4 -3.5 6.0 -0.1 -10.1 1.1 -5.3 4.3 -2.3 9.3 0.4 0.7 7.4 5.5 2.4 -0.5 20.0 14.3 17.1 7.7 SMI 4.5 9.3 -13.3 9.6 2.6 7.7 3.6 6.8 8.3 10.0 4.3 9.1 7.6 9.8 3.0 1.0 5.5 3.0 4.9 5.4 5.3 10.4 7.2 7.8 5.4 9.2 12.1 9.5 12.3 10.6 11.1 18.2 14.1 2.9 -2.5 -1.3 4.9 20.0 8.1 20.0 SOFR -16.8 -11.8 -9.1 -9.2 -8.8 -6.5 -15.3 -4.8 -13.0 -9.4 -13.6 -14.5 4.5 -15.9 -16.0 2.6 5.6 3.9 5.0 -16.7 -9.5 -20.0 -2.8 -20.0 -20.0 -15.8 -19.3 -7.4 -20.0 -0.8 -20.0 1.6 -18.8 -18.0 -15.4 2.4 -8.1 -8.3 -3.8 -12.1 SOYBEAN 1.2 1.6 13.2 11.1 -5.8 7.9 -0.2 -2.5 6.7 5.2 16.2 9.2 14.8 11.8 16.0 -5.4 -3.3 -3.0 -2.5 13.3 12.9 7.8 8.9 11.3 -5.3 12.7 3.2 13.0 7.2 10.3 10.9 0.4 14.0 14.4 9.9 17.9 6.9 -6.4 9.1 -2.9 SOYMEAL 4.3 4.1 10.0 10.4 -5.4 7.3 -0.2 -2.4 6.3 5.8 2.6 7.9 -2.2 6.8 10.0 20.0 -3.4 13.2 4.5 6.0 4.2 9.2 -0.1 8.1 -14.5 7.6 6.0 8.0 11.1 5.6 9.6 4.9 20.0 4.9 -2.0 1.7 -13.2 -15.1 -19.2 -11.6 SOYOIL 3.9 11.9 20.0 13.0 -6.8 9.2 -0.2 -2.9 7.9 -0.5 19.8 8.1 19.0 14.2 19.2 20.0 4.1 20.0 11.3 20.0 20.0 9.7 20.0 20.0 -20.0 20.0 1.6 20.0 8.0 20.0 19.3 17.1 -4.6 20.0 20.0 20.0 2.1 -20.0 2.9 -20.0 SP400 -5.0 14.8 -2.6 12.1 3.2 9.7 4.5 8.6 10.4 -4.5 10.5 -5.7 12.4 8.3 9.3 -5.1 -6.0 -5.4 -5.6 8.6 9.3 -4.8 8.9 3.4 4.6 5.6 -4.1 5.8 -4.2 5.1 2.0 -1.0 -15.3 -13.4 -11.4 -5.5 -7.2 -20.0 -1.3 -20.0 SP500_micro 18.8 20.0 -3.5 14.5 3.8 11.7 5.4 10.3 12.5 -1.4 13.4 9.8 16.3 16.0 15.9 -7.8 -8.8 -7.8 -8.1 20.0 18.2 15.4 15.1 20.0 -15.4 17.8 2.8 8.9 11.8 6.7 20.0 -5.5 15.4 20.0 9.1 -8.9 0.8 -20.0 4.2 -20.0 SUGAR11 16.3 -2.0 16.6 7.4 -3.8 5.2 -0.1 -1.7 4.5 -3.4 -2.4 4.9 -8.9 1.8 0.8 -11.3 5.3 -5.9 0.1 2.9 -0.1 1.9 -4.9 4.1 -17.3 4.6 -2.0 2.4 2.2 -2.0 4.9 10.6 -1.5 12.4 -7.5 -3.9 -7.0 -20.0 -5.6 -11.2 US10 -10.1 -6.5 -10.2 -6.4 -6.2 -4.5 -10.7 -3.3 -9.0 -5.7 -8.7 -9.3 0.2 -10.0 -10.4 4.4 2.2 3.7 3.2 -9.1 -6.2 -12.8 -2.8 -11.6 -6.5 -8.6 -8.8 -5.0 -13.2 -1.2 -11.6 -3.1 -3.4 -3.5 -3.9 -1.0 -3.0 -20.0 -0.5 -14.6 US10U -9.9 -7.0 -9.5 -9.5 -9.1 -6.7 -15.7 -4.9 -13.3 -9.0 -12.3 -13.9 0.4 -14.7 -15.2 4.4 1.9 3.9 3.2 -12.9 -8.3 -19.6 -3.6 -17.0 -10.9 -13.0 -15.2 -7.0 -20.0 -0.9 -18.0 -3.4 -6.9 -4.7 -6.4 -2.3 0.1 -4.2 -1.2 -14.6 US2 -9.0 -7.5 -15.8 -6.8 -6.5 -4.8 -11.3 -3.5 -9.6 -6.0 -10.2 -10.3 -7.4 -10.8 -11.0 1.6 -9.1 -2.2 -5.2 -13.5 -12.0 -12.8 -8.3 -13.6 7.6 -12.4 -7.0 -10.7 -12.4 -6.7 -12.9 -20.0 -0.1 -3.6 -4.2 -9.9 1.9 -20.0 3.6 -12.8 US20 -9.2 -6.3 -7.3 -6.3 -6.0 -4.4 -10.4 -3.2 -8.8 -6.4 -7.9 -9.2 -1.0 -9.2 -9.8 4.7 4.3 4.7 4.7 -7.6 -4.9 -12.5 -2.5 -10.4 -5.9 -8.4 -10.1 -4.8 -13.4 -1.2 -11.2 0.4 -3.5 -1.0 -3.1 -2.4 5.6 8.4 5.5 -3.4 US30 -8.4 -6.6 -4.6 -9.4 -9.0 -6.6 -15.5 -4.8 -13.1 -9.9 -14.1 -14.0 -7.8 -14.5 -15.5 3.0 0.8 2.6 2.0 -11.1 -7.6 -17.1 -5.4 -14.6 -4.5 -14.1 -16.7 -8.5 -20.0 -3.6 -18.7 -5.4 -2.0 1.6 -5.1 -2.5 3.4 6.4 3.5 -3.0 US5 -10.6 -7.0 -12.2 -6.6 -6.3 -4.7 -10.9 -3.4 -9.3 -5.9 -9.0 -9.7 -0.7 -10.4 -10.6 2.3 -0.6 1.4 0.7 -10.7 -7.8 -13.9 -4.1 -13.0 -5.1 -9.8 -8.9 -6.4 -13.8 -2.3 -12.6 -7.6 -4.2 -5.2 -4.8 -3.2 1.2 -20.0 2.1 -12.9 VIX -4.3 -7.0 13.5 4.2 -6.7 10.2 -4.6 6.5 -3.9 -10.6 -0.3 -9.0 -10.0 -20.0 -1.9 -20.0 -20.0 -20.0 -20.0 -1.1 3.7 -3.8 1.4 -5.4 NaN 4.5 -7.5 11.3 -4.9 7.5 -4.0 NaN NaN NaN NaN NaN -14.7 -19.6 NaN NaN WHEAT 3.6 2.6 20.0 7.0 -3.7 5.0 -0.1 -1.6 4.2 4.7 8.0 5.5 -0.4 7.0 8.5 -12.3 -16.6 -13.8 -15.0 8.5 6.7 7.3 2.5 8.6 5.4 9.6 4.2 8.8 7.4 5.2 9.0 -20.0 20.0 17.0 9.2 15.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3