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Strategy report for fut_strategy_v1_8 backtest timestamp 20260316_210010 produced at 2026-03-16 23:20:59.638723
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Optimal positions
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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
fut_strategy_v1_8 FED False True 1.48 0.00 -1.60 0.0 0.00 0.00 0.00 0.00 -1.08 0.0 0 0
fut_strategy_v1_8 US2 False True 0.77 0.00 -0.46 0.0 0.00 0.00 0.00 0.00 -0.60 1.0 0 0
fut_strategy_v1_8 SHATZ False True 0.45 0.00 -0.32 0.0 0.00 0.00 0.00 0.00 -0.72 2.0 0 0
fut_strategy_v1_8 KR3 False True 0.26 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -0.89 3.0 0 0
fut_strategy_v1_8 GBPEUR False True 0.53 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -0.31 1.0 0 0
fut_strategy_v1_8 BOBL False True 0.49 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -0.20 1.0 0 0
fut_strategy_v1_8 CNH False True 0.37 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -0.26 2.0 0 0
fut_strategy_v1_8 EURCAD False True 0.53 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -0.18 0.0 0 0
fut_strategy_v1_8 JGB-SGX-mini False True 0.30 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -0.34 3.0 0 0
fut_strategy_v1_8 EURCHF False True 0.53 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -0.18 1.0 0 0
fut_strategy_v1_8 US5 False True 0.40 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -0.20 2.0 0 0
fut_strategy_v1_8 BTP3 False True 0.45 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -0.17 2.0 0 0
fut_strategy_v1_8 KR10 False True 0.27 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -0.27 3.0 0 0
fut_strategy_v1_8 SONIA3 False True 1.17 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.05 0.0 0 0
fut_strategy_v1_8 JPY False False 0.29 0.00 -0.06 0.0 0.58 -0.58 0.00 0.00 -0.20 2.0 0 0
fut_strategy_v1_8 EUR_micro False False 0.05 -0.21 -0.05 0.0 0.85 -0.85 -0.21 -0.21 -0.85 16.0 -4 -4
fut_strategy_v1_8 VIX False False 0.08 0.00 -0.04 0.0 0.17 -0.17 0.00 0.00 -0.42 2.0 0 0
fut_strategy_v1_8 BITCOIN True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.33 3.0 0 0
fut_strategy_v1_8 EUA False False 0.30 0.00 -0.04 0.0 0.00 -0.00 0.00 0.00 -0.14 0.0 0 0
fut_strategy_v1_8 LUMBER-new False True 0.06 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.45 5.0 0 0
fut_strategy_v1_8 BUXL False False 0.46 0.00 -0.03 0.0 0.46 -0.46 0.00 0.00 -0.07 1.0 0 0
fut_strategy_v1_8 SP500_micro False False 0.12 0.00 -0.03 0.0 0.50 -0.50 0.00 0.00 -0.20 4.0 0 0
fut_strategy_v1_8 KRWUSD_mini False False 0.06 0.00 -0.03 0.0 0.56 -0.56 0.00 0.00 -0.42 9.0 0 0
fut_strategy_v1_8 BUND False False 0.53 0.00 -0.03 0.0 0.53 -0.53 0.00 0.00 -0.06 1.0 0 0
fut_strategy_v1_8 HANGTECH False True 0.12 -0.12 -0.02 0.0 0.00 -0.12 -0.12 -0.12 -0.14 1.0 -1 -1
fut_strategy_v1_8 NASDAQ_micro False True 0.18 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.10 1.0 0 0
fut_strategy_v1_8 US10 False False 0.41 0.00 -0.02 0.0 0.82 -0.82 0.00 0.00 -0.05 2.0 0 0
fut_strategy_v1_8 FTSECHINAH False True 0.12 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.13 2.0 0 0
fut_strategy_v1_8 RICE False True 0.08 -0.08 -0.02 0.0 0.00 -0.08 -0.08 -0.08 -0.29 2.0 -1 -1
fut_strategy_v1_8 PLN True False 0.49 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.05 0.0 0 0
fut_strategy_v1_8 CHF False False 0.59 0.00 -0.02 0.0 0.59 -0.59 0.00 0.00 -0.04 1.0 0 0
fut_strategy_v1_8 FANG False True 0.27 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.08 1.0 0 0
fut_strategy_v1_8 DOW False False 0.09 0.00 -0.02 0.0 0.44 -0.44 0.00 0.00 -0.25 5.0 0 0
fut_strategy_v1_8 ETHER-micro True False 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -23.24 79.0 0 0
fut_strategy_v1_8 COCOA_LDN False False 0.12 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.05 0.0 0 0
fut_strategy_v1_8 RUSSELL False False 0.05 -0.05 -0.01 0.0 0.28 -0.28 -0.05 -0.05 -0.17 6.0 -1 -1
fut_strategy_v1_8 SEK True False 0.79 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.01 0.0 0 0
fut_strategy_v1_8 BTP False False 0.50 0.00 -0.01 0.0 0.50 -0.50 0.00 0.00 -0.02 1.0 0 0
fut_strategy_v1_8 US10U False False 0.42 0.00 -0.01 0.0 0.84 -0.84 0.00 0.00 -0.02 2.0 0 0
fut_strategy_v1_8 HANG_mini False False 0.12 0.00 -0.01 0.0 0.24 -0.24 0.00 0.00 -0.06 2.0 0 0
fut_strategy_v1_8 COTTON2 False False 0.13 -0.13 -0.01 0.0 0.39 -0.39 -0.13 -0.13 -0.06 3.0 -1 -1
fut_strategy_v1_8 DAX False True 0.10 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.07 3.0 0 0
fut_strategy_v1_8 OATIES False True 0.07 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.16 4.0 0 0
fut_strategy_v1_8 ROBUSTA False False 0.13 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.04 1.0 0 0
fut_strategy_v1_8 SPI200 False True 0.56 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.01 0.0 0 0
fut_strategy_v1_8 GILT True False 0.44 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.03 1.0 0 0
fut_strategy_v1_8 COCOA False False 0.13 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.04 0.0 0 0
fut_strategy_v1_8 US20 False False 0.42 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.02 1.0 0 0
fut_strategy_v1_8 HANGENT_mini False False 0.04 0.00 -0.01 0.0 0.25 -0.25 0.00 0.00 -0.36 6.0 0 0
fut_strategy_v1_8 SP400 False False 1.25 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.01 0.0 0 0
fut_strategy_v1_8 MILLWHEAT False False 0.05 -0.05 -0.01 0.0 0.41 -0.41 -0.05 -0.05 -0.11 9.0 -1 -1
fut_strategy_v1_8 MILK False False 0.13 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.10 1.0 0 0
fut_strategy_v1_8 IBEX False True 0.72 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 NIKKEI False False 0.13 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.02 1.0 0 0
fut_strategy_v1_8 BOVESPA False True 0.66 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 FTSECHINAA False False 0.05 0.00 -0.00 0.0 0.44 -0.44 0.00 0.00 -0.01 8.0 0 0
fut_strategy_v1_8 EU-AUTO False True 0.10 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.03 2.0 0 0
fut_strategy_v1_8 V2X False False 0.01 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.00 15.0 0 0
fut_strategy_v1_8 CHEESE False False 0.13 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 VIX_mini False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 18.0 0 0
fut_strategy_v1_8 SMI-MID False True 0.14 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 2.0 0 0
fut_strategy_v1_8 EUROSTX False False 0.24 0.00 0.00 0.0 0.24 -0.24 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 PALLAD False False 0.60 0.00 -0.00 0.0 0.00 -0.00 0.00 0.00 -0.00 0.0 0 0
fut_strategy_v1_8 SILVER False False 0.30 0.00 0.00 0.0 0.30 -0.30 0.00 0.00 0.01 1.0 0 0
fut_strategy_v1_8 NZD False False 0.22 0.00 -0.00 0.0 0.43 -0.43 0.00 0.00 -0.00 2.0 0 0
fut_strategy_v1_8 SUGAR_WHITE False False 0.08 0.00 -0.00 0.0 0.31 -0.31 0.00 0.00 -0.02 4.0 0 0
fut_strategy_v1_8 EU-BASIC False False 0.16 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.02 1.0 0 0
fut_strategy_v1_8 EU-INSURE False True 0.10 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 3.0 0 0
fut_strategy_v1_8 STEEL False True 0.08 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 EU-CONSTRUCTION False True 0.17 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.01 1.0 0 0
fut_strategy_v1_8 COFFEE False False 0.41 0.00 -0.00 0.0 0.00 -0.00 0.00 0.00 -0.01 0.0 0 0
fut_strategy_v1_8 EU-FOOD False True 0.13 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.03 2.0 0 0
fut_strategy_v1_8 EU-MEDIA False True 0.07 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.06 3.0 0 0
fut_strategy_v1_8 CAC False True 0.34 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 1.0 0 0
fut_strategy_v1_8 EU-TECH False True 0.18 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 1.0 0 0
fut_strategy_v1_8 WHEY False True 0.11 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 SOYMEAL False False 0.12 0.00 -0.00 0.0 0.23 -0.23 0.00 0.00 -0.01 2.0 0 0
fut_strategy_v1_8 US3 False True 0.78 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 MILKDRY False True 0.25 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 FTSEVIET False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 4.0 0 0
fut_strategy_v1_8 NIKKEI400 False False 0.08 0.08 0.00 0.0 0.30 -0.30 0.08 0.08 0.03 4.0 1 1
fut_strategy_v1_8 GBP False False 0.31 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.00 2.0 0 0
fut_strategy_v1_8 IBEX_mini False True 0.07 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 3.0 0 0
fut_strategy_v1_8 MSCISING False True 0.13 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.03 2.0 0 0
fut_strategy_v1_8 GAS_US_mini False True 0.03 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.08 2.0 0 0
fut_strategy_v1_8 OMX False True 0.25 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 CH10 False True 0.73 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 EU-RETAIL False True 0.10 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.01 1.0 0 0
fut_strategy_v1_8 EU-BANKS False False 0.05 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.00 3.0 0 0
fut_strategy_v1_8 PLAT False False 0.39 0.00 0.00 0.0 0.00 -0.00 0.00 0.00 0.01 0.0 0 0
fut_strategy_v1_8 BUTTER False True 0.14 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 SUGAR11 False False 0.06 0.00 0.00 0.0 0.24 -0.24 0.00 0.00 0.00 4.0 0 0
fut_strategy_v1_8 US30 False True 0.43 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 TWD False False 0.35 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 MILKWET False True 0.15 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 SGD_mini False True 0.09 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 EU-HEALTH False True 0.24 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 JGB False True 3.04 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 CLP False True 0.20 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 0.0 0 0
fut_strategy_v1_8 SMI False False 0.60 0.00 0.00 0.0 0.00 -0.00 0.00 0.00 0.01 0.0 0 0
fut_strategy_v1_8 CAD10 False True 0.32 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 3.0 0 0
fut_strategy_v1_8 CZK True False 0.69 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 EU-HOUSE False True 0.20 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 1.0 0 0
fut_strategy_v1_8 OJ False False 0.11 0.00 -0.00 0.0 0.00 -0.00 0.00 0.00 -0.00 0.0 0 0
fut_strategy_v1_8 IRS True False 1.18 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 GICS False True 0.66 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 KOSPI_mini False False 0.10 0.00 0.01 0.0 0.10 -0.10 0.00 0.00 0.07 1.0 0 0
fut_strategy_v1_8 EU-UTILS False True 0.12 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.09 2.0 0 0
fut_strategy_v1_8 FTSETAIWAN False True 0.40 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.02 0.0 0 0
fut_strategy_v1_8 FTSE250 False True 0.22 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.04 1.0 0 0
fut_strategy_v1_8 EU-OIL False True 0.11 0.11 0.01 0.0 0.11 0.00 0.11 0.11 0.11 3.0 1 1
fut_strategy_v1_8 WHEAT False False 0.12 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 0.08 2.0 0 0
fut_strategy_v1_8 EU-DIV30 False True 0.09 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.12 4.0 0 0
fut_strategy_v1_8 OAT False False 0.51 0.00 0.01 0.0 0.51 -0.51 0.00 0.00 0.02 1.0 0 0
fut_strategy_v1_8 R1000 False True 0.39 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.01 1.0 0 0
fut_strategy_v1_8 EUROSTX-SMALL False True 0.08 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.16 3.0 0 0
fut_strategy_v1_8 EU-DJ-TELECOM False True 0.09 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.13 0.0 0 0
fut_strategy_v1_8 OMX-SWE False False 0.12 0.00 0.01 0.0 0.35 -0.35 0.00 0.00 0.07 3.0 0 0
fut_strategy_v1_8 MUMMY False False 0.02 0.05 0.01 0.0 0.26 -0.26 0.05 0.05 0.74 15.0 3 3
fut_strategy_v1_8 KOSDAQ False False 0.05 0.00 0.01 0.0 0.10 -0.10 0.00 0.00 0.13 2.0 0 0
fut_strategy_v1_8 EU-REALESTATE False True 0.03 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.24 12.0 0 0
fut_strategy_v1_8 REDWHEAT False False 0.12 0.12 0.01 0.0 0.23 -0.23 0.12 0.12 0.09 2.0 1 1
fut_strategy_v1_8 AEX False True 0.85 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.01 0.0 0 0
fut_strategy_v1_8 FTSE100 False False 0.51 0.00 0.01 0.0 0.00 -0.00 0.00 0.00 0.01 0.0 0 0
fut_strategy_v1_8 EURO600 False False 0.13 0.00 0.01 0.0 0.25 -0.25 0.00 0.00 0.04 2.0 0 0
fut_strategy_v1_8 GOLD_micro False False 0.19 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 0.10 1.0 0 0
fut_strategy_v1_8 FEEDCOW False False 0.64 0.00 0.02 0.0 0.00 -0.00 0.00 0.00 0.03 0.0 0 0
fut_strategy_v1_8 ZAR False False 0.11 0.00 0.02 0.0 0.33 -0.33 0.00 0.00 0.16 3.0 0 0
fut_strategy_v1_8 CORN False False 0.09 0.00 0.02 0.0 0.62 -0.62 0.00 0.00 0.28 7.0 0 0
fut_strategy_v1_8 DJSTX-SMALL False True 0.08 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.20 4.0 0 0
fut_strategy_v1_8 SOYBEAN_mini False False 0.04 0.00 0.02 0.0 0.47 -0.47 0.00 0.00 0.37 11.0 0 0
fut_strategy_v1_8 COPPER-micro False False 0.05 0.05 0.02 0.0 0.16 -0.16 0.05 0.05 0.32 3.0 1 1
fut_strategy_v1_8 US-MATERIAL True False 0.39 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.04 0.0 0 0
fut_strategy_v1_8 RUBBER False False 0.04 0.07 0.02 0.0 0.25 -0.25 0.07 0.07 0.66 7.0 2 2
fut_strategy_v1_8 EU-MID False True 0.14 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.13 3.0 0 0
fut_strategy_v1_8 CANOLA False False 0.04 0.00 0.02 0.0 0.42 -0.42 0.00 0.00 0.49 11.0 0 0
fut_strategy_v1_8 JP-REALESTATE False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.59 2.0 0 0
fut_strategy_v1_8 US-PROPERTY True False 0.19 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.17 2.0 0 0
fut_strategy_v1_8 LIVECOW False False 0.34 0.00 0.03 0.0 0.34 -0.34 0.00 0.00 0.07 1.0 0 0
fut_strategy_v1_8 SOYOIL False False 0.14 0.28 0.03 0.0 0.28 -0.28 0.28 0.28 0.19 2.0 2 2
fut_strategy_v1_8 MXP False False 0.10 0.00 0.03 0.0 0.52 -0.52 0.00 0.00 0.34 5.0 0 0
fut_strategy_v1_8 CAD False False 0.27 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 0.11 3.0 0 0
fut_strategy_v1_8 IRON False False 0.04 0.00 0.03 0.0 0.35 -0.35 0.00 0.00 0.66 9.0 0 0
fut_strategy_v1_8 GBPCHF False True 0.61 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.05 0.0 0 0
fut_strategy_v1_8 DX False False 0.37 0.00 0.03 0.0 0.73 -0.73 0.00 0.00 0.09 2.0 0 0
fut_strategy_v1_8 GASOIL False False 0.34 0.00 0.04 0.0 0.00 -0.00 0.00 0.00 0.13 0.0 0 0
fut_strategy_v1_8 BONO False True 0.51 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.07 1.0 0 0
fut_strategy_v1_8 AUD_micro False True 0.03 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.70 25.0 0 0
fut_strategy_v1_8 RAPESEED False False 0.10 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 0.37 4.0 0 0
fut_strategy_v1_8 YENEUR False False 0.53 0.53 0.05 0.0 0.53 -0.53 0.53 0.53 0.10 1.0 1 1
fut_strategy_v1_8 BRE False True 0.07 0.07 0.05 0.0 0.07 0.00 0.07 0.07 0.72 8.0 1 1
fut_strategy_v1_8 LEANHOG False False 0.16 0.16 0.06 0.0 0.32 -0.32 0.16 0.16 0.38 2.0 1 1
fut_strategy_v1_8 NOK True False 0.76 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.08 0.0 0 0
fut_strategy_v1_8 ALUMINIUM_LME False False 0.31 0.00 0.06 0.0 0.31 -0.31 0.00 0.00 0.18 1.0 0 0
fut_strategy_v1_8 CHFJPY False True 1.17 0.00 0.07 0.0 0.00 0.00 0.00 0.00 0.06 0.0 0 0
fut_strategy_v1_8 CRUDE_W_micro False False 0.03 0.23 0.07 0.0 0.23 -0.23 0.23 0.23 2.07 7.0 7 7
fut_strategy_v1_8 HEATOIL False False 0.51 0.00 0.07 0.0 0.00 -0.00 0.00 0.00 0.15 0.0 0 0
fut_strategy_v1_8 AUDJPY False True 0.52 0.00 0.08 0.0 0.00 0.00 0.00 0.00 0.16 0.0 0 0
fut_strategy_v1_8 BRENT-LAST False False 0.34 0.00 0.08 0.0 0.00 -0.00 0.00 0.00 0.22 0.0 0 0
fut_strategy_v1_8 GASOLINE False False 0.44 0.00 0.09 0.0 0.00 -0.00 0.00 0.00 0.21 0.0 0 0
fut_strategy_v1_8 GBPJPY False True 0.61 0.00 0.10 0.0 0.00 0.00 0.00 0.00 0.16 0.0 0 0
fut_strategy_v1_8 CADJPY False False 0.54 0.00 0.11 0.0 0.54 -0.54 0.00 0.00 0.20 1.0 0 0
fut_strategy_v1_8 EURIBOR-ICE False True 1.03 0.00 0.12 0.0 0.00 0.00 0.00 0.00 0.11 0.0 0 0
fut_strategy_v1_8 SOFR False True 0.89 0.00 0.33 0.0 0.00 0.00 0.00 0.00 0.37 1.0 0 0
Risk overlay
Config {'max_risk_fraction_normal_risk': 2.0, 'max_risk_fraction_stdev_risk': 4.0, 'max_risk_leverage': 15.0, 'max_risk_limit_sum_abs_risk': 4.0}
Percentage vol target 25.0
Normal risk 19.8 Shocked risk 45.0
Sum abs risk 57.5 Leverage 6.54
Risk scalar 1.00
Vol target calculation {'base_currency': 'GBP', 'percentage_vol_target': 25.0, 'notional_trading_capital': 204455.01, 'annual_cash_vol_target': 51113.7525, 'daily_cash_vol_target': 3194.60953125}
=========================================================================
Vol calculation
=========================================================================
Daily return vol Price Daily % vol annual % vol
AEX 8.5864 1007.6500 0.8521 13.6339
ALUMINIUM_LME 47.3607 3411.0000 1.3885 22.2155
AUDJPY 0.7090 111.4700 0.6360 10.1766
AUD_micro 0.0052 0.7064 0.7333 11.7335
BITCOIN 2336.2834 74415.0000 3.1395 50.2325
BOBL 0.2549 116.2200 0.2193 3.5091
BONO 0.4921 121.6400 0.4046 6.4735
BOVESPA 2208.5014 179920.0000 1.2275 19.6399
BRE 0.0020 0.1905 1.0456 16.7300
BRENT-LAST 2.1573 92.1300 2.3415 37.4645
BTP 0.6039 118.0000 0.5118 8.1882
BTP3 0.1627 106.4300 0.1529 2.4460
BUND 0.4424 126.2500 0.3504 5.6062
BUTTER 3.9448 196.5250 2.0073 32.1167
BUXL 0.7913 109.3600 0.7236 11.5769
CAC 78.0335 7949.5000 0.9816 15.7058
CAD 0.0029 0.7340 0.3944 6.3108
CADJPY 0.5640 115.9000 0.4866 7.7854
CANOLA 10.3637 712.4000 1.4548 23.2762
CH10 0.4383 155.6800 0.2815 4.5044
CHEESE 0.0301 1.7000 1.7727 28.3628
CHF 0.0067 1.2825 0.5227 8.3634
CHFJPY 0.8588 202.6000 0.4239 6.7825
CLP 0.0000 0.0011 1.1356 18.1700
CNH 0.0167 6.8753 0.2432 3.8920
COCOA 114.1397 3458.0000 3.3007 52.8119
COCOA_LDN 79.3664 2530.0000 3.1370 50.1922
COFFEE 4.8591 293.1000 1.6578 26.5254
COPPER-micro 0.0892 5.8390 1.5278 24.4445
CORN 4.7779 480.0000 0.9954 15.9263
COTTON2 0.8750 70.3000 1.2447 19.9152
CRUDE_W_micro 2.3079 88.4000 2.6107 41.7711
CZK 0.0003 0.0468 0.5558 8.8934
DAX 257.0867 23615.0000 1.0887 17.4185
DJSTX-SMALL 3.7169 368.8000 1.0078 16.1255
DOW 354.1146 47287.0000 0.7489 11.9818
DX 0.4606 99.5250 0.4628 7.4051
ETHER-micro 116.9021 2342.0000 4.9915 79.8648
EU-AUTO 8.1359 453.9000 1.7925 28.6793
EU-BANKS 4.2620 238.3000 1.7885 28.6160
EU-BASIC 14.4244 739.1000 1.9516 31.2258
EU-CONSTRUCTION 10.6189 814.1000 1.3044 20.8699
EU-DIV30 20.4279 2189.0000 0.9332 14.9313
EU-DJ-TELECOM 4.0879 412.9000 0.9900 15.8406
EU-FOOD 6.4069 638.2000 1.0039 16.0623
EU-HEALTH 10.5227 1123.1000 0.9369 14.9909
EU-HOUSE 12.5572 969.2000 1.2956 20.7300
EU-INSURE 5.3441 486.5000 1.0985 17.5757
EU-MEDIA 4.6968 344.5000 1.3634 21.8138
EU-MID 5.7787 639.9000 0.9031 14.4491
EU-OIL 4.8398 515.1000 0.9396 15.0333
EU-REALESTATE 1.7066 128.5000 1.3281 21.2501
EU-RETAIL 6.1988 462.6000 1.3400 21.4400
EU-TECH 12.4037 853.5000 1.4533 23.2525
EU-UTILS 6.0123 559.7000 1.0742 17.1871
EUA 1.6971 71.0500 2.3886 38.2173
EURCAD 0.0056 1.5707 0.3545 5.6714
EURCHF 0.0028 0.9014 0.3118 4.9895
EURIBOR-ICE 0.0557 97.4600 0.0572 0.9146
EURO600 5.5319 594.2000 0.9310 14.8958
EUROSTX 64.6265 5690.0000 1.1358 18.1727
EUROSTX-SMALL 3.8729 359.1000 1.0785 17.2560
EUR_micro 0.0056 1.1560 0.4885 7.8154
FANG 174.7347 14744.8000 1.1851 18.9610
FED 0.0354 96.4900 0.0367 0.5866
FEEDCOW 3.2740 345.5500 0.9475 15.1597
FTSE100 89.7144 10347.5000 0.8670 13.8723
FTSE250 197.1745 22057.0000 0.8939 14.3029
FTSECHINAA 137.3095 14863.0000 0.9238 14.7813
FTSECHINAH 233.5053 16922.5000 1.3799 22.0776
FTSETAIWAN 45.8544 2730.5000 1.6793 26.8695
FTSEVIET 52.5477 2881.0000 1.8239 29.1830
GASOIL 37.3525 919.2500 4.0634 65.0139
GASOLINE 0.0547 2.8430 1.9228 30.7650
GAS_US_mini 0.1386 3.0050 4.6115 73.7834
GBP 0.0068 1.3328 0.5070 8.1122
GBPCHF 0.0049 1.0362 0.4718 7.5488
GBPEUR 0.0025 0.8674 0.2917 4.6670
GBPJPY 1.0201 210.2700 0.4851 7.7623
GICS 12.0680 715.4000 1.6869 26.9902
GILT 0.6184 89.1300 0.6939 11.1017
GOLD_micro 78.4089 5056.5000 1.5507 24.8105
HANGENT_mini 125.4985 8786.0000 1.4284 22.8543
HANGTECH 101.3919 5091.0000 1.9916 31.8655
HANG_mini 346.3790 25770.0000 1.3441 21.5059
HEATOIL 0.0780 3.2781 2.3807 38.0911
IRON 1.4494 106.0500 1.3667 21.8677
IRS 0.0019 0.3192 0.6061 9.6983
JGB-SGX-mini 0.2830 131.1400 0.2158 3.4533
JP-REALESTATE 15.8643 1947.0000 0.8148 13.0369
JPY 0.0000 0.0063 0.5878 9.4051
KOSDAQ 58.4837 1979.7000 2.9542 47.2667
KOSPI_mini 20.7870 823.0800 2.5255 40.4083
KR10 0.4833 110.3700 0.4379 7.0069
KR3 0.1585 104.2500 0.1521 2.4330
KRWUSD_mini 0.0049 0.6716 0.7329 11.7263
LEANHOG 1.0384 107.2500 0.9682 15.4916
LIVECOW 2.0543 231.8500 0.8860 14.1768
LUMBER-new 7.0549 603.0000 1.1700 18.7195
MILK 0.2933 17.4800 1.6779 26.8470
MILKDRY 1.9640 154.9000 1.2679 20.2866
MILKWET 0.2651 19.8200 1.3376 21.4016
MILLWHEAT 2.7346 213.7500 1.2793 20.4696
MSCISING 4.9540 442.3000 1.1201 17.9208
MUMMY 13.9180 746.0000 1.8657 29.8510
MXP 0.0004 0.0561 0.7963 12.7406
NASDAQ_micro 216.6310 24656.2500 0.8786 14.0577
NIKKEI 907.2385 54190.0000 1.6742 26.7869
NIKKEI400 524.3749 32925.0000 1.5926 25.4822
NOK 0.0007 0.1034 0.6972 11.1556
NZD 0.0045 0.5880 0.7681 12.2902
OAT 0.5264 119.9300 0.4389 7.0223
OATIES 6.3180 357.2500 1.7685 28.2961
OJ 6.8955 199.8500 3.4503 55.2053
OMX 58.2637 5974.8000 0.9752 15.6025
OMX-SWE 31.4448 3001.0000 1.0478 16.7650
PALLAD 53.4683 1625.5000 3.2893 52.6295
PLAT 72.2498 2112.1000 3.4208 54.7321
PLN 0.0019 0.2685 0.6934 11.0944
R1000 15.3042 2125.2000 0.7201 11.5221
RAPESEED 5.5030 484.0000 1.1370 18.1917
REDWHEAT 11.0319 631.7500 1.7462 27.9400
RICE 0.1600 11.3300 1.4119 22.5905
ROBUSTA 69.1999 3475.0000 1.9914 31.8618
RUBBER 2.6142 195.2000 1.3393 21.4280
RUSSELL 28.6144 2523.0000 1.1341 18.1463
SEK 0.0008 0.1076 0.7591 12.1454
SGD_mini 0.0044 1.2762 0.3464 5.5431
SHATZ 0.0954 106.2250 0.0899 1.4376
SILVER 3.5636 81.1550 4.3911 70.2574
SMI 119.0389 12741.0000 0.9343 14.9488
SMI-MID 25.8787 2937.0000 0.8811 14.0980
SOFR 0.0546 96.6150 0.0565 0.9047
SONIA3 0.0648 96.0100 0.0675 1.0799
SOYBEAN_mini 17.3878 1155.2500 1.5051 24.0818
SOYMEAL 4.4021 312.8000 1.4073 22.5169
SOYOIL 0.9760 63.6200 1.5340 24.5446
SP400 32.7350 3385.9000 0.9668 15.4688
SP500_micro 46.6875 6750.5000 0.6916 11.0659
SPI200 81.4617 8628.0000 0.9442 15.1065
STEEL 9.0004 1029.0000 0.8747 13.9949
SUGAR11 0.2230 14.3900 1.5498 24.7968
SUGAR_WHITE 5.3223 417.1000 1.2760 20.4162
TWD 0.1710 31.2525 0.5473 8.7561
US-MATERIAL 10.7919 1046.5000 1.0312 16.4998
US-PROPERTY 1.8528 209.2000 0.8857 14.1706
US10 0.3571 111.8750 0.3192 5.1065
US10U 0.4498 114.3125 0.3935 6.2963
US2 0.0976 103.9961 0.0938 1.5014
US20 0.6674 114.5000 0.5829 9.3258
US5 0.2375 108.7734 0.2183 3.4933
V2X 0.7075 24.1000 2.9355 46.9683
VIX 0.6327 22.9000 2.7630 44.2074
WHEAT 10.5013 638.0000 1.6460 26.3354
WHEY 0.8117 65.0000 1.2488 19.9813
YENEUR 0.7436 182.5100 0.4074 6.5188
ZAR 0.0007 0.0596 1.2342 19.7476
=================================================================================================================================================
Subsystem position
=================================================================================================================================================
Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position
AEX 2015.30 0.85 1717.28 0.86 1485.09 3194.61 2.15 6.55 1.41
ALUMINIUM_LME 852.75 1.39 1184.02 0.75 893.01 3194.61 3.58 15.00 5.37
AUDJPY 222940.00 0.64 141797.69 0.00 670.84 3194.61 4.76 20.00 9.52
AUD_micro 70.64 0.73 51.80 0.75 39.07 3194.61 81.76 15.53 126.96
BITCOIN 74.42 3.14 233.63 0.75 176.21 3194.61 18.13 -12.27 -22.25
BOBL 1162.20 0.22 254.89 0.86 220.43 3194.61 14.49 -8.66 -12.55
BONO 1216.40 0.40 492.15 0.86 425.61 3194.61 7.51 5.72 4.30
BOVESPA 1799.20 1.23 2208.50 0.75 1648.19 3194.61 1.94 0.00 0.00
BRE 190.50 1.05 199.19 0.75 150.23 3194.61 21.26 20.00 42.53
BRENT-LAST 921.30 2.34 2157.25 0.75 1627.05 3194.61 1.96 20.00 3.93
BTP 1180.00 0.51 603.88 0.86 522.23 3194.61 6.12 -2.39 -1.46
BTP3 1064.30 0.15 162.71 0.86 140.71 3194.61 22.70 -4.62 -10.49
BUND 1262.50 0.35 442.36 0.86 382.55 3194.61 8.35 -4.52 -3.77
BUTTER 393.05 2.01 788.97 0.75 595.06 3194.61 5.37 0.00 0.00
BUXL 1093.60 0.72 791.28 0.86 684.30 3194.61 4.67 -9.37 -4.37
CAC 794.95 0.98 780.34 0.86 674.83 3194.61 4.73 -4.42 -2.09
CAD 734.05 0.39 289.53 0.75 218.37 3194.61 14.63 5.82 8.52
CADJPY 231800.00 0.49 112791.09 0.00 530.54 3194.61 6.02 19.86 11.96
CANOLA 142.48 1.45 207.27 0.55 114.35 3194.61 27.94 12.52 34.96
CH10 1556.80 0.28 438.28 0.96 419.76 3194.61 7.61 0.00 0.00
CHEESE 340.00 1.77 602.71 0.75 454.58 3194.61 7.03 0.00 0.00
CHF 1603.12 0.52 837.97 0.75 632.02 3194.61 5.05 -5.69 -2.88
CHFJPY 506500.00 0.42 214709.64 0.00 1015.78 3194.61 3.14 11.43 3.60
CLP 544.00 1.14 617.78 0.75 461.05 3194.61 6.93 1.58 1.10
CNH 6875.30 0.24 1672.40 0.11 182.93 3194.61 17.46 -8.75 -15.29
COCOA 345.80 3.30 1141.40 0.75 860.87 3194.61 3.71 -11.82 -4.39
COCOA_LDN 253.00 3.14 793.66 1.00 793.66 3194.61 4.03 -12.61 -5.07
COFFEE 1099.13 1.66 1822.17 0.75 1374.32 3194.61 2.32 -4.26 -0.99
COPPER-micro 145.98 1.53 223.02 0.75 168.20 3194.61 18.99 4.97 9.44
CORN 240.00 1.00 238.90 0.75 180.18 3194.61 17.73 11.15 19.77
COTTON2 351.50 1.24 437.51 0.75 329.98 3194.61 9.68 -5.75 -5.56
CRUDE_W_micro 88.40 2.61 230.79 0.75 174.06 3194.61 18.35 20.00 36.71
CZK 1870.72 0.56 1039.82 0.75 776.01 3194.61 4.12 0.00 0.00
DAX 236.15 1.09 257.09 0.86 222.33 3194.61 14.37 -9.97 -14.33
DJSTX-SMALL 184.40 1.01 185.85 0.86 160.72 3194.61 19.88 20.00 39.75
DOW 236.44 0.75 177.06 0.75 133.54 3194.61 23.92 -9.97 -23.85
DX 995.25 0.46 460.62 0.75 347.41 3194.61 9.20 7.22 6.64
ETHER-micro 2.34 4.99 11.69 0.75 8.82 3194.61 362.32 -10.75 -389.44
EU-AUTO 226.95 1.79 406.80 0.86 351.80 3194.61 9.08 -7.67 -6.97
EU-BANKS 119.15 1.79 213.10 0.86 184.29 3194.61 17.33 0.60 1.04
EU-BASIC 369.55 1.95 721.22 0.86 623.71 3194.61 5.12 8.62 4.42
EU-CONSTRUCTION 407.05 1.30 530.94 0.86 459.16 3194.61 6.96 3.35 2.33
EU-DIV30 218.90 0.93 204.28 0.86 176.66 3194.61 18.08 13.43 24.28
EU-DJ-TELECOM 206.45 0.99 204.39 0.86 176.76 3194.61 18.07 20.00 36.15
EU-FOOD 319.10 1.00 320.34 0.86 277.03 3194.61 11.53 6.77 7.81
EU-HEALTH 561.55 0.94 526.13 0.86 455.00 3194.61 7.02 0.15 0.10
EU-HOUSE 484.60 1.30 627.86 0.86 541.73 3194.61 5.90 -4.72 -2.79
EU-INSURE 243.25 1.10 267.21 0.86 231.08 3194.61 13.82 3.27 4.52
EU-MEDIA 172.25 1.36 234.84 0.86 203.09 3194.61 15.73 -11.25 -17.70
EU-MID 319.95 0.90 288.94 0.86 249.87 3194.61 12.79 20.00 25.57
EU-OIL 257.55 0.94 241.99 0.86 209.27 3194.61 15.27 20.00 30.53
EU-REALESTATE 64.25 1.33 85.33 0.86 73.80 3194.61 43.29 15.47 66.96
EU-RETAIL 231.30 1.34 309.94 0.86 268.04 3194.61 11.92 3.35 3.99
EU-TECH 426.75 1.45 620.19 0.86 536.33 3194.61 5.96 -2.39 -1.42
EU-UTILS 279.85 1.07 300.61 0.86 259.97 3194.61 12.29 20.00 24.58
EUA 710.50 2.39 1697.09 0.86 1467.63 3194.61 2.18 -11.34 -2.47
EURCAD 1963.38 0.35 695.94 0.55 383.93 3194.61 8.32 -12.82 -10.67
EURCHF 1126.75 0.31 351.37 0.96 336.53 3194.61 9.49 -11.09 -10.53
EURIBOR-ICE 2436.50 0.06 139.28 0.86 120.44 3194.61 26.52 2.69 7.12
EURO600 297.10 0.93 276.60 0.86 239.20 3194.61 13.36 6.26 8.36
EUROSTX 569.00 1.14 646.26 0.86 558.89 3194.61 5.72 0.10 0.06
EUROSTX-SMALL 179.55 1.08 193.64 0.86 167.46 3194.61 19.08 16.32 31.14
EUR_micro 144.50 0.49 70.58 0.75 53.24 3194.61 60.01 -10.59 -63.58
FANG 737.24 1.19 873.67 0.75 658.94 3194.61 4.85 -16.12 -7.81
FED 4020.74 0.04 147.41 0.75 111.18 3194.61 28.73 -20.00 -57.47
FEEDCOW 1727.75 0.95 1637.01 0.75 1234.67 3194.61 2.59 3.11 0.80
FTSE100 1034.75 0.87 897.14 1.00 897.14 3194.61 3.56 7.34 2.62
FTSE250 441.14 0.89 394.35 1.00 394.35 3194.61 8.10 9.63 7.80
FTSECHINAA 148.63 0.92 137.31 0.75 103.56 3194.61 30.85 -0.16 -0.49
FTSECHINAH 338.45 1.38 467.01 0.75 352.23 3194.61 9.07 -8.22 -7.46
FTSETAIWAN 1092.20 1.68 1834.18 0.75 1383.38 3194.61 2.31 5.33 1.23
FTSEVIET 144.05 1.82 262.74 0.75 198.16 3194.61 16.12 0.00 0.00
GASOIL 919.25 4.06 3735.25 0.75 2817.21 3194.61 1.13 20.00 2.27
GASOLINE 1194.06 1.92 2295.95 0.75 1731.66 3194.61 1.84 19.78 3.65
GAS_US_mini 75.12 4.61 346.44 0.75 261.29 3194.61 12.23 -1.22 -1.49
GBP 833.00 0.51 422.34 0.75 318.54 3194.61 10.03 0.23 0.23
GBPCHF 1295.25 0.47 611.10 0.96 584.21 3194.61 5.47 5.78 3.16
GBPEUR 1084.19 0.29 316.25 1.00 316.25 3194.61 10.10 -18.22 -18.41
GBPJPY 262837.50 0.49 127513.52 0.00 603.26 3194.61 5.30 17.57 9.31
GICS 1788.50 1.69 3017.00 0.75 2275.48 3194.61 1.40 0.00 0.00
GILT 891.30 0.69 618.44 1.00 618.44 3194.61 5.17 -3.90 -2.02
GOLD_micro 505.65 1.55 784.09 0.75 591.38 3194.61 5.40 5.75 3.10
HANGENT_mini 878.60 1.43 1254.99 0.10 120.93 3194.61 26.42 -9.96 -26.30
HANGTECH 2545.50 1.99 5069.60 0.10 488.50 3194.61 6.54 -15.21 -9.95
HANG_mini 2577.00 1.34 3463.79 0.10 333.77 3194.61 9.57 -4.76 -4.55
HEATOIL 1376.80 2.38 3277.74 0.75 2472.14 3194.61 1.29 20.00 2.58
IRON 106.05 1.37 144.94 0.75 109.32 3194.61 29.22 6.73 19.66
IRS 3191.70 0.61 1934.63 0.75 1443.80 3194.61 2.21 0.00 0.00
JGB-SGX-mini 131140.00 0.22 28304.32 0.00 133.91 3194.61 23.86 -7.01 -16.73
JP-REALESTATE 19470.00 0.81 15864.29 0.00 75.05 3194.61 42.56 10.12 43.08
JPY 791.62 0.59 465.33 0.75 350.96 3194.61 9.10 -16.73 -15.23
KOSDAQ 197970.00 2.95 584837.33 0.00 294.76 3194.61 10.84 7.20 7.80
KOSPI_mini 411540.00 2.53 1039351.87 0.00 523.84 3194.61 6.10 6.31 3.85
KR10 1103700.00 0.44 483345.10 0.00 243.61 3194.61 13.11 -10.32 -13.54
KR3 1042500.00 0.15 158527.43 0.00 79.90 3194.61 39.98 -11.11 -44.41
KRWUSD_mini 167.90 0.73 123.05 0.75 92.81 3194.61 34.42 -7.11 -24.46
LEANHOG 429.00 0.97 415.37 0.75 313.28 3194.61 10.20 8.94 9.12
LIVECOW 927.40 0.89 821.72 0.75 619.76 3194.61 5.15 3.49 1.80
LUMBER-new 165.82 1.17 194.01 0.75 146.33 3194.61 21.83 -20.00 -43.66
MILK 349.60 1.68 586.61 0.75 442.43 3194.61 7.22 -13.42 -9.69
MILKDRY 681.56 1.27 864.16 0.75 651.77 3194.61 4.90 0.00 0.00
MILKWET 396.40 1.34 530.22 0.75 399.91 3194.61 7.99 0.00 0.00
MILLWHEAT 106.88 1.28 136.73 0.86 118.24 3194.61 27.02 -2.98 -8.05
MSCISING 442.30 1.12 495.40 0.59 291.88 3194.61 10.94 -2.19 -2.39
MUMMY 7460.00 1.87 13918.04 0.00 65.85 3194.61 48.52 11.14 54.05
MXP 280.35 0.80 223.24 0.75 168.37 3194.61 18.97 10.39 19.72
NASDAQ_micro 493.12 0.88 433.26 0.75 326.78 3194.61 9.78 -10.06 -9.84
NIKKEI 54190.00 1.67 90723.85 0.00 429.21 3194.61 7.44 2.09 1.56
NIKKEI400 32925.00 1.59 52437.49 0.00 248.08 3194.61 12.88 1.90 2.45
NOK 2068.50 0.70 1442.21 0.75 1087.75 3194.61 2.94 20.00 5.87
NZD 588.05 0.77 451.70 0.75 340.68 3194.61 9.38 -0.24 -0.22
OAT 1199.30 0.44 526.37 0.86 455.20 3194.61 7.02 1.48 1.04
OATIES 178.62 1.77 315.90 0.75 238.26 3194.61 13.41 -8.45 -11.33
OJ 299.78 3.45 1034.32 0.75 780.11 3194.61 4.10 -0.96 -0.39
OMX 597.48 0.98 582.64 0.86 502.71 3194.61 6.35 0.00 0.00
OMX-SWE 3001.00 1.05 3144.48 0.08 252.57 3194.61 12.65 10.27 12.99
PALLAD 1625.50 3.29 5346.83 0.75 4032.69 3194.61 0.79 -0.59 -0.05
PLAT 1056.05 3.42 3612.49 0.75 2724.62 3194.61 1.17 2.48 0.29
PLN 1342.30 0.69 930.75 0.75 701.99 3194.61 4.55 -6.37 -2.90
R1000 1062.60 0.72 765.21 0.75 577.14 3194.61 5.54 2.28 1.26
RAPESEED 242.00 1.14 275.15 0.86 237.95 3194.61 13.43 20.00 26.85
REDWHEAT 315.88 1.75 551.60 0.75 416.03 3194.61 7.68 8.78 6.74
RICE 226.60 1.41 319.94 0.75 241.30 3194.61 13.24 -15.64 -20.71
ROBUSTA 347.50 1.99 692.00 0.75 521.92 3194.61 6.12 -7.14 -4.37
RUBBER 97.60 1.34 130.71 0.75 98.59 3194.61 32.40 20.00 64.81
RUSSELL 126.15 1.13 143.07 0.75 107.91 3194.61 29.60 -5.33 -15.77
SEK 2151.00 0.76 1632.80 0.75 1231.49 3194.61 2.59 -2.11 -0.55
SGD_mini 319.05 0.35 110.53 0.59 65.12 3194.61 49.05 0.00 0.00
SHATZ 1062.25 0.09 95.45 0.86 82.54 3194.61 38.70 -11.49 -44.46
SILVER 811.55 4.39 3563.59 0.75 2687.74 3194.61 1.19 3.75 0.45
SMI 1274.10 0.93 1190.39 0.96 1140.09 3194.61 2.80 4.35 1.22
SMI-MID 293.70 0.88 258.79 0.96 247.85 3194.61 12.89 0.00 0.00
SOFR 2415.38 0.06 136.58 0.75 103.01 3194.61 31.01 6.45 20.01
SONIA3 2400.25 0.07 162.00 1.00 162.00 3194.61 19.72 -1.72 -3.40
SOYBEAN_mini 115.52 1.51 173.88 0.75 131.14 3194.61 24.36 10.88 26.50
SOYMEAL 312.80 1.41 440.21 0.75 332.01 3194.61 9.62 -1.03 -1.00
SOYOIL 381.72 1.53 585.57 0.75 441.65 3194.61 7.23 19.02 13.76
SP400 3385.90 0.97 3273.50 0.75 2468.94 3194.61 1.29 -3.78 -0.49
SP500_micro 337.52 0.69 233.44 0.75 176.06 3194.61 18.14 -10.58 -19.20
SPI200 2157.00 0.94 2036.54 0.53 1081.71 3194.61 2.95 -3.68 -1.09
STEEL 205.80 0.87 180.01 0.75 135.77 3194.61 23.53 0.00 0.00
SUGAR11 161.17 1.55 249.78 0.75 188.39 3194.61 16.96 0.19 0.32
SUGAR_WHITE 208.55 1.28 266.11 0.75 200.71 3194.61 15.92 -0.92 -1.47
TWD 937.58 0.55 513.09 0.75 386.99 3194.61 8.26 0.00 0.00
US-MATERIAL 1046.50 1.03 1079.19 0.75 813.95 3194.61 3.92 5.16 2.02
US-PROPERTY 523.00 0.89 463.20 0.75 349.36 3194.61 9.14 8.74 7.99
US10 1118.75 0.32 357.06 0.75 269.30 3194.61 11.86 -2.21 -2.62
US10U 1143.12 0.39 449.84 0.75 339.28 3194.61 9.42 -1.12 -1.05
US2 2079.92 0.09 195.17 0.75 147.20 3194.61 21.70 -14.65 -31.80
US20 1145.00 0.58 667.38 0.75 503.35 3194.61 6.35 -1.54 -0.98
US5 1087.73 0.22 237.48 0.75 179.12 3194.61 17.84 -6.00 -10.70
V2X 24.10 2.94 70.75 0.86 61.18 3194.61 52.22 0.00 0.00
VIX 229.00 2.76 632.72 0.75 477.21 3194.61 6.69 -4.32 -2.89
WHEAT 319.00 1.65 525.06 0.75 396.01 3194.61 8.07 6.93 5.59
WHEY 286.00 1.25 357.17 0.75 269.38 3194.61 11.86 0.00 0.00
YENEUR 228137.50 0.41 92948.25 0.00 439.73 3194.61 7.26 8.04 5.84
ZAR 298.00 1.23 367.80 0.75 277.40 3194.61 11.52 8.35 9.61
=========================================================================
Portfolio positions
=========================================================================
subsystem_position instr weight IDM Notional position
AEX 1.409 0.002 2.5 0.007
ALUMINIUM_LME 5.365 0.013 2.5 0.180
AUDJPY 9.524 0.007 2.5 0.162
AUD_micro 126.956 0.005 2.5 1.702
BITCOIN -22.248 0.024 2.5 -1.327
BOBL -12.548 0.006 2.5 -0.202
BONO 4.296 0.006 2.5 0.069
BOVESPA 0.000 0.000 2.5 0.000
BRE 42.528 0.007 2.5 0.725
BRENT-LAST 3.927 0.023 2.5 0.221
BTP -1.460 0.006 2.5 -0.023
BTP3 -10.492 0.006 2.5 -0.169
BUND -3.773 0.006 2.5 -0.061
BUTTER 0.000 0.000 2.5 0.000
BUXL -4.374 0.006 2.5 -0.070
CAC -2.091 0.002 2.5 -0.011
CAD 8.517 0.005 2.5 0.114
CADJPY 11.961 0.007 2.5 0.204
CANOLA 34.965 0.006 2.5 0.487
CH10 0.000 0.000 2.5 0.000
CHEESE 0.000 0.000 2.5 0.000
CHF -2.877 0.005 2.5 -0.039
CHFJPY 3.595 0.007 2.5 0.061
CLP 1.096 0.007 2.5 0.019
CNH -15.289 0.007 2.5 -0.260
COCOA -4.387 0.004 2.5 -0.045
COCOA_LDN -5.074 0.004 2.5 -0.052
COFFEE -0.989 0.004 2.5 -0.010
COPPER-micro 9.440 0.013 2.5 0.316
CORN 19.773 0.006 2.5 0.276
COTTON2 -5.565 0.004 2.5 -0.057
CRUDE_W_micro 36.706 0.023 2.5 2.067
CZK 0.000 0.000 2.5 0.000
DAX -14.331 0.002 2.5 -0.073
DJSTX-SMALL 39.754 0.002 2.5 0.203
DOW -23.855 0.004 2.5 -0.251
DX 6.641 0.005 2.5 0.089
ETHER-micro -389.441 0.024 2.5 -23.236
EU-AUTO -6.966 0.001 2.5 -0.025
EU-BANKS 1.036 0.001 2.5 0.004
EU-BASIC 4.417 0.001 2.5 0.016
EU-CONSTRUCTION 2.328 0.001 2.5 0.008
EU-DIV30 24.278 0.002 2.5 0.124
EU-DJ-TELECOM 36.147 0.001 2.5 0.130
EU-FOOD 7.812 0.001 2.5 0.028
EU-HEALTH 0.103 0.001 2.5 0.000
EU-HOUSE -2.786 0.001 2.5 -0.010
EU-INSURE 4.515 0.001 2.5 0.016
EU-MEDIA -17.698 0.001 2.5 -0.064
EU-MID 25.570 0.002 2.5 0.130
EU-OIL 30.531 0.001 2.5 0.110
EU-REALESTATE 66.956 0.001 2.5 0.241
EU-RETAIL 3.990 0.001 2.5 0.014
EU-TECH -1.424 0.001 2.5 -0.005
EU-UTILS 24.577 0.001 2.5 0.088
EUA -2.468 0.023 2.5 -0.139
EURCAD -10.665 0.007 2.5 -0.182
EURCHF -10.528 0.007 2.5 -0.179
EURIBOR-ICE 7.122 0.006 2.5 0.115
EURO600 8.365 0.002 2.5 0.043
EUROSTX 0.059 0.002 2.5 0.000
EUROSTX-SMALL 31.141 0.002 2.5 0.159
EUR_micro -63.580 0.005 2.5 -0.852
FANG -7.813 0.004 2.5 -0.082
FED -57.468 0.007 2.5 -1.076
FEEDCOW 0.803 0.016 2.5 0.033
FTSE100 2.615 0.002 2.5 0.013
FTSE250 7.800 0.002 2.5 0.040
FTSECHINAA -0.494 0.007 2.5 -0.008
FTSECHINAH -7.455 0.007 2.5 -0.126
FTSETAIWAN 1.230 0.007 2.5 0.021
FTSEVIET 0.000 0.000 2.5 0.000
GASOIL 2.268 0.023 2.5 0.128
GASOLINE 3.648 0.023 2.5 0.205
GAS_US_mini -1.493 0.023 2.5 -0.084
GBP 0.231 0.005 2.5 0.003
GBPCHF 3.159 0.007 2.5 0.054
GBPEUR -18.406 0.007 2.5 -0.314
GBPJPY 9.305 0.007 2.5 0.159
GICS 0.000 0.000 2.5 0.000
GILT -2.017 0.006 2.5 -0.032
GOLD_micro 3.105 0.013 2.5 0.104
HANGENT_mini -26.299 0.005 2.5 -0.361
HANGTECH -9.946 0.005 2.5 -0.137
HANG_mini -4.553 0.005 2.5 -0.063
HEATOIL 2.584 0.023 2.5 0.146
IRON 19.664 0.013 2.5 0.658
IRS 0.000 0.000 2.5 0.000
JGB-SGX-mini -16.729 0.008 2.5 -0.336
JP-REALESTATE 43.075 0.005 2.5 0.591
JPY -15.230 0.005 2.5 -0.204
KOSDAQ 7.805 0.007 2.5 0.132
KOSPI_mini 3.850 0.007 2.5 0.065
KR10 -13.538 0.008 2.5 -0.272
KR3 -44.410 0.008 2.5 -0.892
KRWUSD_mini -24.463 0.007 2.5 -0.417
LEANHOG 9.116 0.016 2.5 0.375
LIVECOW 1.800 0.016 2.5 0.074
LUMBER-new -43.664 0.004 2.5 -0.445
MILK -9.694 0.004 2.5 -0.099
MILKDRY 0.000 0.000 2.5 0.000
MILKWET 0.000 0.000 2.5 0.000
MILLWHEAT -8.054 0.006 2.5 -0.112
MSCISING -2.394 0.005 2.5 -0.033
MUMMY 54.048 0.005 2.5 0.742
MXP 19.717 0.007 2.5 0.336
NASDAQ_micro -9.836 0.004 2.5 -0.103
NIKKEI 1.557 0.005 2.5 0.021
NIKKEI400 2.452 0.005 2.5 0.034
NOK 5.874 0.005 2.5 0.079
NZD -0.221 0.005 2.5 -0.003
OAT 1.036 0.006 2.5 0.017
OATIES -11.327 0.006 2.5 -0.158
OJ -0.391 0.004 2.5 -0.004
OMX 0.000 0.000 2.5 0.000
OMX-SWE 12.988 0.002 2.5 0.066
PALLAD -0.047 0.013 2.5 -0.002
PLAT 0.290 0.013 2.5 0.010
PLN -2.898 0.007 2.5 -0.049
R1000 1.263 0.004 2.5 0.013
RAPESEED 26.851 0.006 2.5 0.374
REDWHEAT 6.739 0.006 2.5 0.094
RICE -20.711 0.006 2.5 -0.289
ROBUSTA -4.371 0.004 2.5 -0.045
RUBBER 64.809 0.004 2.5 0.661
RUSSELL -15.765 0.004 2.5 -0.166
SEK -0.547 0.005 2.5 -0.007
SGD_mini 0.000 0.000 2.5 0.000
SHATZ -44.457 0.006 2.5 -0.715
SILVER 0.446 0.013 2.5 0.015
SMI 1.218 0.002 2.5 0.006
SMI-MID 0.000 0.000 2.5 0.000
SOFR 20.009 0.007 2.5 0.375
SONIA3 -3.401 0.006 2.5 -0.055
SOYBEAN_mini 26.502 0.006 2.5 0.369
SOYMEAL -0.995 0.006 2.5 -0.014
SOYOIL 13.760 0.006 2.5 0.192
SP400 -0.490 0.004 2.5 -0.005
SP500_micro -19.204 0.004 2.5 -0.202
SPI200 -1.087 0.005 2.5 -0.015
STEEL 0.000 0.000 2.5 0.000
SUGAR11 0.317 0.004 2.5 0.003
SUGAR_WHITE -1.471 0.004 2.5 -0.015
TWD 0.000 0.000 2.5 0.000
US-MATERIAL 2.024 0.008 2.5 0.042
US-PROPERTY 7.988 0.008 2.5 0.168
US10 -2.622 0.007 2.5 -0.049
US10U -1.052 0.007 2.5 -0.020
US2 -31.799 0.007 2.5 -0.595
US20 -0.980 0.007 2.5 -0.018
US5 -10.700 0.007 2.5 -0.200
V2X 0.000 0.000 2.5 0.000
VIX -2.889 0.058 2.5 -0.416
WHEAT 5.588 0.006 2.5 0.078
WHEY 0.000 0.000 2.5 0.000
YENEUR 5.842 0.007 2.5 0.100
ZAR 9.615 0.007 2.5 0.164
========================
Position diags
========================
AEX 0.01
ALUMINIUM_LME 0.12
AUDJPY 0.08
AUD_micro 1.10
BITCOIN 1.08
BOBL 0.23
BONO 0.12
BOVESPA 0.00
BRE 0.36
BRENT-LAST 0.11
BTP 0.10
BTP3 0.37
BUND 0.13
BUTTER 0.00
BUXL 0.08
CAC 0.02
CAD 0.20
CADJPY 0.10
CANOLA 0.39
CH10 0.00
CHEESE 0.00
CHF 0.07
CHFJPY 0.05
CLP 0.12
CNH 0.30
COCOA 0.04
COCOA_LDN 0.04
COFFEE 0.02
COPPER-micro 0.64
CORN 0.25
COTTON2 0.10
CRUDE_W_micro 1.03
CZK 0.00
DAX 0.07
DJSTX-SMALL 0.10
DOW 0.25
DX 0.12
ETHER-micro 21.62
EU-AUTO 0.03
EU-BANKS 0.06
EU-BASIC 0.02
EU-CONSTRUCTION 0.03
EU-DIV30 0.09
EU-DJ-TELECOM 0.07
EU-FOOD 0.04
EU-HEALTH 0.03
EU-HOUSE 0.02
EU-INSURE 0.05
EU-MEDIA 0.06
EU-MID 0.07
EU-OIL 0.05
EU-REALESTATE 0.16
EU-RETAIL 0.04
EU-TECH 0.02
EU-UTILS 0.04
EUA 0.12
EURCAD 0.14
EURCHF 0.16
EURIBOR-ICE 0.43
EURO600 0.07
EUROSTX 0.03
EUROSTX-SMALL 0.10
EUR_micro 0.80
FANG 0.05
FED 0.54
FEEDCOW 0.11
FTSE100 0.02
FTSE250 0.04
FTSECHINAA 0.52
FTSECHINAH 0.15
FTSETAIWAN 0.04
FTSEVIET 0.00
GASOIL 0.06
GASOLINE 0.10
GAS_US_mini 0.69
GBP 0.13
GBPCHF 0.09
GBPEUR 0.17
GBPJPY 0.09
GICS 0.00
GILT 0.08
GOLD_micro 0.18
HANGENT_mini 0.36
HANGTECH 0.09
HANG_mini 0.13
HEATOIL 0.07
IRON 0.98
IRS 0.00
JGB-SGX-mini 0.48
JP-REALESTATE 0.58
JPY 0.12
KOSDAQ 0.18
KOSPI_mini 0.10
KR10 0.26
KR3 0.80
KRWUSD_mini 0.59
LEANHOG 0.42
LIVECOW 0.21
LUMBER-new 0.22
MILK 0.07
MILKDRY 0.00
MILKWET 0.00
MILLWHEAT 0.38
MSCISING 0.15
MUMMY 0.67
MXP 0.32
NASDAQ_micro 0.10
NIKKEI 0.10
NIKKEI400 0.18
NOK 0.04
NZD 0.13
OAT 0.11
OATIES 0.19
OJ 0.04
OMX 0.00
OMX-SWE 0.06
PALLAD 0.03
PLAT 0.04
PLN 0.08
R1000 0.06
RAPESEED 0.19
REDWHEAT 0.11
RICE 0.18
ROBUSTA 0.06
RUBBER 0.33
RUSSELL 0.31
SEK 0.03
SGD_mini 0.00
SHATZ 0.62
SILVER 0.04
SMI 0.01
SMI-MID 0.00
SOFR 0.58
SONIA3 0.32
SOYBEAN_mini 0.34
SOYMEAL 0.13
SOYOIL 0.10
SP400 0.01
SP500_micro 0.19
SPI200 0.04
STEEL 0.00
SUGAR11 0.17
SUGAR_WHITE 0.16
TWD 0.00
US-MATERIAL 0.08
US-PROPERTY 0.19
US10 0.22
US10U 0.18
US2 0.41
US20 0.12
US5 0.33
V2X 0.00
VIX 0.96
WHEAT 0.11
WHEY 0.00
YENEUR 0.12
ZAR 0.20
dtype: float64
=======================================================================================================
Positions vs buffers
=======================================================================================================
Notional position Lower buffer Upper buffer Position at timestamp Current position
AEX 0.0 0.0 0.0 0.0 0
ALUMINIUM_LME 0.2 0.2 0.2 NaN 0
AUDJPY 0.2 0.2 0.2 NaN 0
AUD_micro 1.7 1.6 1.8 NaN 0
BITCOIN -1.3 -1.4 -1.2 NaN 0
BOBL -0.2 -0.2 -0.2 NaN 0
BONO 0.1 0.1 0.1 NaN 0
BOVESPA 0.0 0.0 0.0 NaN 0
BRE 0.7 0.7 0.8 1.0 1
BRENT-LAST 0.2 0.2 0.2 NaN 0
BTP -0.0 -0.0 -0.0 0.0 0
BTP3 -0.2 -0.2 -0.1 NaN 0
BUND -0.1 -0.1 -0.0 0.0 0
BUTTER 0.0 0.0 0.0 NaN 0
BUXL -0.1 -0.1 -0.1 NaN 0
CAC -0.0 -0.0 -0.0 NaN 0
CAD 0.1 0.1 0.1 0.0 0
CADJPY 0.2 0.2 0.2 NaN 0
CANOLA 0.5 0.4 0.5 0.0 0
CH10 0.0 0.0 0.0 NaN 0
CHEESE 0.0 0.0 0.0 NaN 0
CHF -0.0 -0.0 -0.0 NaN 0
CHFJPY 0.1 0.1 0.1 NaN 0
CLP 0.0 0.0 0.0 NaN 0
CNH -0.3 -0.3 -0.2 NaN 0
COCOA -0.0 -0.0 -0.0 NaN 0
COCOA_LDN -0.1 -0.1 -0.0 NaN 0
COFFEE -0.0 -0.0 -0.0 NaN 0
COPPER-micro 0.3 0.3 0.4 1.0 1
CORN 0.3 0.3 0.3 NaN 0
COTTON2 -0.1 -0.1 -0.0 -1.0 -1
CRUDE_W_micro 2.1 2.0 2.2 7.0 7
CZK 0.0 0.0 0.0 NaN 0
DAX -0.1 -0.1 -0.1 0.0 0
DJSTX-SMALL 0.2 0.2 0.2 NaN 0
DOW -0.3 -0.3 -0.2 0.0 0
DX 0.1 0.1 0.1 0.0 0
ETHER-micro -23.2 -25.4 -21.1 NaN 0
EU-AUTO -0.0 -0.0 -0.0 NaN 0
EU-BANKS 0.0 -0.0 0.0 NaN 0
EU-BASIC 0.0 0.0 0.0 0.0 0
EU-CONSTRUCTION 0.0 0.0 0.0 0.0 0
EU-DIV30 0.1 0.1 0.1 NaN 0
EU-DJ-TELECOM 0.1 0.1 0.1 NaN 0
EU-FOOD 0.0 0.0 0.0 NaN 0
EU-HEALTH 0.0 -0.0 0.0 NaN 0
EU-HOUSE -0.0 -0.0 -0.0 NaN 0
EU-INSURE 0.0 0.0 0.0 NaN 0
EU-MEDIA -0.1 -0.1 -0.1 NaN 0
EU-MID 0.1 0.1 0.1 NaN 0
EU-OIL 0.1 0.1 0.1 1.0 1
EU-REALESTATE 0.2 0.2 0.3 NaN 0
EU-RETAIL 0.0 0.0 0.0 NaN 0
EU-TECH -0.0 -0.0 -0.0 NaN 0
EU-UTILS 0.1 0.1 0.1 NaN 0
EUA -0.1 -0.2 -0.1 NaN 0
EURCAD -0.2 -0.2 -0.2 NaN 0
EURCHF -0.2 -0.2 -0.2 NaN 0
EURIBOR-ICE 0.1 0.1 0.2 NaN 0
EURO600 0.0 0.0 0.0 0.0 0
EUROSTX 0.0 -0.0 0.0 0.0 0
EUROSTX-SMALL 0.2 0.1 0.2 NaN 0
EUR_micro -0.9 -0.9 -0.8 -4.0 -4
FANG -0.1 -0.1 -0.1 NaN 0
FED -1.1 -1.1 -1.0 NaN 0
FEEDCOW 0.0 0.0 0.0 NaN 0
FTSE100 0.0 0.0 0.0 0.0 0
FTSE250 0.0 0.0 0.0 NaN 0
FTSECHINAA -0.0 -0.1 0.0 0.0 0
FTSECHINAH -0.1 -0.1 -0.1 NaN 0
FTSETAIWAN 0.0 0.0 0.0 NaN 0
FTSEVIET 0.0 0.0 0.0 NaN 0
GASOIL 0.1 0.1 0.1 NaN 0
GASOLINE 0.2 0.2 0.2 NaN 0
GAS_US_mini -0.1 -0.2 -0.0 0.0 0
GBP 0.0 -0.0 0.0 0.0 0
GBPCHF 0.1 0.0 0.1 NaN 0
GBPEUR -0.3 -0.3 -0.3 NaN 0
GBPJPY 0.2 0.1 0.2 NaN 0
GICS 0.0 0.0 0.0 NaN 0
GILT -0.0 -0.0 -0.0 0.0 0
GOLD_micro 0.1 0.1 0.1 0.0 0
HANGENT_mini -0.4 -0.4 -0.3 NaN 0
HANGTECH -0.1 -0.1 -0.1 -1.0 -1
HANG_mini -0.1 -0.1 -0.0 0.0 0
HEATOIL 0.1 0.1 0.2 NaN 0
IRON 0.7 0.6 0.8 0.0 0
IRS 0.0 0.0 0.0 NaN 0
JGB-SGX-mini -0.3 -0.4 -0.3 NaN 0
JP-REALESTATE 0.6 0.5 0.6 NaN 0
JPY -0.2 -0.2 -0.2 0.0 0
KOSDAQ 0.1 0.1 0.2 0.0 0
KOSPI_mini 0.1 0.1 0.1 0.0 0
KR10 -0.3 -0.3 -0.2 NaN 0
KR3 -0.9 -1.0 -0.8 NaN 0
KRWUSD_mini -0.4 -0.5 -0.4 0.0 0
LEANHOG 0.4 0.3 0.4 1.0 1
LIVECOW 0.1 0.1 0.1 0.0 0
LUMBER-new -0.4 -0.5 -0.4 NaN 0
MILK -0.1 -0.1 -0.1 NaN 0
MILKDRY 0.0 0.0 0.0 NaN 0
MILKWET 0.0 0.0 0.0 NaN 0
MILLWHEAT -0.1 -0.1 -0.1 -1.0 -1
MSCISING -0.0 -0.0 -0.0 0.0 0
MUMMY 0.7 0.7 0.8 3.0 3
MXP 0.3 0.3 0.4 0.0 0
NASDAQ_micro -0.1 -0.1 -0.1 0.0 0
NIKKEI 0.0 0.0 0.0 0.0 0
NIKKEI400 0.0 0.0 0.1 1.0 1
NOK 0.1 0.1 0.1 NaN 0
NZD -0.0 -0.0 0.0 0.0 0
OAT 0.0 0.0 0.0 0.0 0
OATIES -0.2 -0.2 -0.1 NaN 0
OJ -0.0 -0.0 0.0 NaN 0
OMX 0.0 0.0 0.0 NaN 0
OMX-SWE 0.1 0.1 0.1 0.0 0
PALLAD -0.0 -0.0 0.0 NaN 0
PLAT 0.0 0.0 0.0 NaN 0
PLN -0.0 -0.1 -0.0 NaN 0
R1000 0.0 0.0 0.0 NaN 0
RAPESEED 0.4 0.4 0.4 NaN 0
REDWHEAT 0.1 0.1 0.1 1.0 1
RICE -0.3 -0.3 -0.3 -1.0 -1
ROBUSTA -0.0 -0.1 -0.0 NaN 0
RUBBER 0.7 0.6 0.7 2.0 2
RUSSELL -0.2 -0.2 -0.1 -1.0 -1
SEK -0.0 -0.0 -0.0 NaN 0
SGD_mini 0.0 0.0 0.0 NaN 0
SHATZ -0.7 -0.8 -0.7 NaN 0
SILVER 0.0 0.0 0.0 0.0 0
SMI 0.0 0.0 0.0 NaN 0
SMI-MID 0.0 0.0 0.0 NaN 0
SOFR 0.4 0.3 0.4 NaN 0
SONIA3 -0.1 -0.1 -0.0 NaN 0
SOYBEAN_mini 0.4 0.3 0.4 0.0 0
SOYMEAL -0.0 -0.0 -0.0 0.0 0
SOYOIL 0.2 0.2 0.2 2.0 2
SP400 -0.0 -0.0 -0.0 NaN 0
SP500_micro -0.2 -0.2 -0.2 0.0 0
SPI200 -0.0 -0.0 -0.0 NaN 0
STEEL 0.0 0.0 0.0 NaN 0
SUGAR11 0.0 -0.0 0.0 0.0 0
SUGAR_WHITE -0.0 -0.0 0.0 0.0 0
TWD 0.0 0.0 0.0 0.0 0
US-MATERIAL 0.0 0.0 0.1 NaN 0
US-PROPERTY 0.2 0.1 0.2 NaN 0
US10 -0.0 -0.1 -0.0 0.0 0
US10U -0.0 -0.0 -0.0 0.0 0
US2 -0.6 -0.6 -0.6 NaN 0
US20 -0.0 -0.0 -0.0 NaN 0
US5 -0.2 -0.2 -0.2 NaN 0
V2X 0.0 0.0 0.0 0.0 0
VIX -0.4 -0.5 -0.3 0.0 0
WHEAT 0.1 0.1 0.1 0.0 0
WHEY 0.0 0.0 0.0 NaN 0
YENEUR 0.1 0.1 0.1 1.0 1
ZAR 0.2 0.1 0.2 NaN 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
AEX 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
ALUMINIUM_LME NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.8 1.9 1.9 1.9 1.9
AUDJPY 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
AUD_micro 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
BITCOIN 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
BOBL 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
BONO NaN NaN NaN NaN NaN 7.1 NaN 7.1 NaN NaN 14.2 NaN 14.2 NaN NaN 2.7 3.2 2.7 3.2 NaN 7.1 NaN 7.1 NaN 4.3 NaN NaN 7.1 NaN 7.1 NaN 4.3 NaN NaN NaN NaN 2.2 2.2 2.2 2.2
BOVESPA NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
BRE 3.2 3.2 3.2 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.2 NaN 6.2 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.8 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN NaN 4.2 5.6 1.9 1.9 1.9 1.9
BRENT-LAST 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
BTP 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
BTP3 3.1 3.1 3.1 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.1 NaN 6.1 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN 2.3 3.5 4.7 1.9 1.9 1.9 1.9
BUND 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
BUTTER NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
BUXL 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
CAC 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
CAD 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
CADJPY NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.8 1.9 1.9 1.9 1.9
CANOLA 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
CH10 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
CHEESE NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
CHF 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
CHFJPY 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
CLP 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
CNH 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
COCOA 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
COCOA_LDN 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
COFFEE 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
COPPER-micro 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.5 2.5 NaN 2.5 1.2 2.5 2.5 3.5 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
CORN 3.2 3.2 3.2 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.2 NaN 6.2 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.8 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN NaN 4.2 5.6 1.9 1.9 1.9 1.9
COTTON2 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
CRUDE_W_micro 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
CZK NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
DAX 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
DJSTX-SMALL NaN NaN NaN NaN NaN 6.1 NaN 6.1 NaN NaN 12.2 NaN 12.2 NaN NaN 2.6 3.1 2.6 3.1 NaN 6.1 NaN 6.1 NaN 4.2 NaN NaN 6.1 NaN 6.1 NaN 4.2 NaN NaN NaN 10.9 2.1 2.1 2.1 2.1
DOW 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
DX 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
ETHER-micro 3.2 3.2 3.2 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.2 NaN 6.2 5.0 5.0 2.3 2.8 2.3 2.8 2.4 3.5 NaN 3.5 1.8 3.1 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN NaN 4.3 5.7 1.9 1.9 1.9 1.9
EU-AUTO 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
EU-BANKS 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
EU-BASIC 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
EU-CONSTRUCTION NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.8 1.9 1.9 1.9 1.9
EU-DIV30 NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.8 2.4 2.8 2.4 3.6 NaN 3.6 1.8 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.7 1.9 1.9 1.9 1.9
EU-DJ-TELECOM NaN 4.6 4.6 3.6 NaN 3.6 NaN 3.6 NaN NaN 7.8 NaN 7.8 NaN 6.2 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.4 5.8 1.9 1.9 1.9 1.9
EU-FOOD NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.8 2.4 2.8 2.4 3.6 NaN 3.6 1.8 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.7 1.9 1.9 1.9 1.9
EU-HEALTH 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
EU-HOUSE NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.8 1.9 1.9 1.9 1.9
EU-INSURE 3.2 3.2 3.2 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.2 NaN 6.2 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.8 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN NaN 4.2 5.6 1.9 1.9 1.9 1.9
EU-MEDIA NaN 4.6 4.6 3.6 NaN 3.6 NaN 3.6 NaN NaN 7.8 NaN 7.8 NaN 6.2 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.4 5.8 1.9 1.9 1.9 1.9
EU-MID NaN NaN 8.5 NaN NaN 5.3 NaN 5.3 NaN NaN 8.2 NaN 8.2 NaN 6.5 2.5 3.0 2.5 3.0 NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN NaN 9.5 2.0 2.0 2.0 2.0
EU-OIL 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
EU-REALESTATE NaN NaN NaN NaN NaN 6.0 NaN 6.0 NaN NaN 9.2 NaN 9.2 NaN 7.3 2.6 3.1 2.6 3.1 NaN 6.0 NaN 6.0 NaN 4.1 NaN NaN 6.0 NaN 6.0 NaN 4.1 NaN NaN NaN 10.7 2.1 2.1 2.1 2.1
EU-RETAIL NaN NaN 8.2 3.7 NaN 3.7 NaN 3.7 NaN NaN 7.9 NaN 7.9 NaN 6.3 2.4 2.9 2.4 2.9 2.8 4.1 NaN 4.1 NaN 3.9 3.7 NaN 3.7 NaN 3.7 NaN 3.9 NaN NaN 4.4 5.9 2.0 2.0 2.0 2.0
EU-TECH 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
EU-UTILS NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.8 2.4 2.8 2.4 3.6 NaN 3.6 1.8 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.7 1.9 1.9 1.9 1.9
EUA 3.2 3.2 3.2 2.6 NaN 2.6 1.3 2.6 2.6 1.2 5.9 1.2 5.9 4.7 4.7 2.3 2.8 2.3 2.8 2.3 3.4 0.6 3.4 1.7 0.0 2.6 NaN 2.6 1.3 2.6 2.6 3.7 1.1 2.2 3.3 4.4 1.9 1.9 1.9 1.9
EURCAD 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
EURCHF 3.1 3.1 3.1 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.1 NaN 6.1 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN 2.3 3.5 4.7 1.9 1.9 1.9 1.9
EURIBOR-ICE NaN NaN 8.5 NaN NaN 5.3 NaN 5.3 NaN NaN 8.1 NaN 8.1 NaN 6.5 2.5 3.0 2.5 3.0 2.8 4.2 NaN 4.2 NaN 4.0 NaN NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN NaN 9.4 2.0 2.0 2.0 2.0
EURO600 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
EUROSTX 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
EUROSTX-SMALL NaN NaN NaN NaN NaN 6.1 NaN 6.1 NaN NaN 12.2 NaN 12.2 NaN NaN 2.6 3.1 2.6 3.1 NaN 6.1 NaN 6.1 NaN 4.2 NaN NaN 6.1 NaN 6.1 NaN 4.2 NaN NaN NaN 10.9 2.1 2.1 2.1 2.1
EUR_micro 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
FANG NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.8 1.9 1.9 1.9 1.9
FED NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 24.7 NaN 24.7 NaN NaN NaN NaN NaN 20.0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 15.3 NaN 15.3
FEEDCOW 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
FTSE100 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
FTSE250 NaN 4.6 4.6 3.6 NaN 3.6 NaN 3.6 NaN NaN 7.8 NaN 7.8 NaN 6.2 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.4 5.8 1.9 1.9 1.9 1.9
FTSECHINAA 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
FTSECHINAH 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
FTSETAIWAN 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
FTSEVIET NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
GASOIL 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
GASOLINE 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
GAS_US_mini 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
GBP 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
GBPCHF 3.1 3.1 3.1 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.1 NaN 6.1 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN 2.3 3.5 4.7 1.9 1.9 1.9 1.9
GBPEUR 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
GBPJPY 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
GICS NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
GILT 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
GOLD_micro 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
HANGENT_mini 3.1 3.1 3.1 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.1 NaN 6.1 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN 2.3 3.5 4.7 1.9 1.9 1.9 1.9
HANGTECH 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
HANG_mini 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
HEATOIL 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
IRON NaN 4.6 4.6 3.6 NaN 3.6 NaN 3.6 NaN NaN 7.8 NaN 7.8 NaN 6.2 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.4 5.8 1.9 1.9 1.9 1.9
IRS NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
JGB-SGX-mini 3.1 3.1 3.1 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.1 NaN 6.1 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN 2.3 3.5 4.7 1.9 1.9 1.9 1.9
JP-REALESTATE NaN NaN 8.3 3.7 NaN 3.7 NaN 3.7 NaN NaN 8.0 NaN 8.0 NaN 6.4 2.5 3.0 2.5 3.0 2.8 4.2 NaN 4.2 NaN 3.9 3.7 NaN 3.7 NaN 3.7 NaN 3.9 NaN NaN NaN 9.3 2.0 2.0 2.0 2.0
JPY 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
KOSDAQ 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
KOSPI_mini 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
KR10 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
KR3 NaN NaN 8.5 NaN NaN 5.3 NaN 5.3 NaN NaN 8.2 NaN 8.2 NaN 6.5 2.5 3.0 2.5 3.0 NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN NaN 9.5 2.0 2.0 2.0 2.0
KRWUSD_mini NaN NaN 8.5 NaN NaN 5.3 NaN 5.3 NaN NaN 8.1 NaN 8.1 NaN 6.5 2.5 3.0 2.5 3.0 2.8 4.2 NaN 4.2 NaN 3.9 NaN NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN NaN 9.4 2.0 2.0 2.0 2.0
LEANHOG 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
LIVECOW 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
LUMBER-new NaN NaN NaN NaN NaN 6.2 NaN 6.2 NaN NaN 9.5 NaN 9.5 NaN 7.6 2.7 3.2 2.7 3.2 NaN 6.2 NaN 6.2 NaN 0.0 NaN NaN 6.2 NaN 6.2 NaN 4.3 NaN NaN NaN 11.1 2.2 2.2 2.2 2.2
MILK NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 24.7 NaN 24.7 NaN NaN NaN NaN NaN 20.0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 15.3 NaN 15.3
MILKDRY NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
MILKWET NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
MILLWHEAT NaN NaN 8.5 NaN NaN 5.3 NaN 5.3 NaN NaN 8.2 NaN 8.2 NaN 6.5 2.5 3.0 2.5 3.0 NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN NaN 9.5 2.0 2.0 2.0 2.0
MSCISING 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
MUMMY 3.2 3.2 3.2 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.2 NaN 6.2 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.8 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN NaN 4.2 5.6 1.9 1.9 1.9 1.9
MXP 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
NASDAQ_micro 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
NIKKEI 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
NIKKEI400 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
NOK NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.8 2.4 2.8 2.4 3.6 NaN 3.6 1.8 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.7 1.9 1.9 1.9 1.9
NZD 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
OAT 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
OATIES NaN NaN NaN NaN NaN 6.1 NaN 6.1 NaN NaN 12.2 NaN 12.2 NaN NaN 2.6 3.1 2.6 3.1 NaN 6.1 NaN 6.1 NaN 4.2 NaN NaN 6.1 NaN 6.1 NaN 4.2 NaN NaN NaN 10.9 2.1 2.1 2.1 2.1
OJ NaN NaN 8.4 3.7 NaN 3.7 NaN 3.7 NaN NaN 8.0 NaN 8.0 NaN 6.4 2.5 3.0 2.5 3.0 2.8 4.2 NaN 4.2 NaN 3.9 NaN NaN 5.3 NaN 5.3 NaN 3.9 NaN NaN NaN 9.4 2.0 2.0 2.0 2.0
OMX NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
OMX-SWE 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
PALLAD 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
PLAT 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
PLN 3.1 3.1 3.1 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.1 NaN 6.1 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN 2.3 3.5 4.7 1.9 1.9 1.9 1.9
R1000 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
RAPESEED 3.1 3.1 3.1 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.1 NaN 6.1 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN 2.3 3.5 4.7 1.9 1.9 1.9 1.9
REDWHEAT 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
RICE NaN NaN NaN NaN NaN 6.0 NaN 6.0 NaN NaN 9.2 NaN 9.2 NaN 7.3 2.6 3.1 2.6 3.1 NaN 6.0 NaN 6.0 NaN 4.1 NaN NaN 6.0 NaN 6.0 NaN 4.1 NaN NaN NaN 10.7 2.1 2.1 2.1 2.1
ROBUSTA 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
RUBBER NaN NaN 10.6 4.7 NaN 4.7 NaN 4.7 NaN NaN 10.1 NaN 10.1 NaN 8.1 3.1 3.7 3.1 3.7 3.5 5.3 NaN 5.3 NaN 0.0 4.7 NaN 4.7 NaN 4.7 NaN 0.0 NaN NaN 0.0 0.0 2.5 2.5 0.0 0.0
RUSSELL 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
SEK 3.1 3.1 3.1 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.1 NaN 6.1 4.9 4.9 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.7 2.8 NaN 2.8 NaN 2.8 2.8 3.7 NaN 2.3 3.5 4.7 1.9 1.9 1.9 1.9
SGD_mini NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
SHATZ NaN 4.6 4.6 3.6 NaN 3.6 NaN 3.6 NaN NaN 7.8 NaN 7.8 NaN 6.2 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.4 5.8 1.9 1.9 1.9 1.9
SILVER 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
SMI 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.5 2.5 NaN 2.5 1.2 2.5 2.5 3.5 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
SMI-MID NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
SOFR NaN 4.6 4.6 3.6 NaN 3.6 NaN 3.6 NaN NaN 7.8 NaN 7.8 NaN 6.2 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.4 5.8 1.9 1.9 1.9 1.9
SONIA3 NaN 4.6 4.6 3.6 NaN 3.6 NaN 3.6 NaN NaN 7.8 NaN 7.8 NaN 6.2 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.4 5.8 1.9 1.9 1.9 1.9
SOYBEAN_mini NaN 4.5 4.5 3.6 NaN 3.6 NaN 3.6 NaN NaN 6.3 NaN 6.3 5.0 5.0 2.4 2.9 2.4 2.9 2.7 4.1 NaN 4.1 NaN 3.8 3.6 NaN 3.6 NaN 3.6 NaN 3.8 NaN NaN 4.3 5.8 1.9 1.9 1.9 1.9
SOYMEAL 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
SOYOIL 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
SP400 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
SP500_micro 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
SPI200 3.0 3.0 3.0 2.3 1.1 2.3 1.1 2.3 2.3 1.1 5.7 1.1 5.7 4.5 4.5 2.2 2.7 2.2 2.7 2.2 3.3 0.5 3.3 1.6 3.5 2.3 1.1 2.3 1.1 2.3 2.3 3.5 1.1 2.1 3.2 4.2 1.8 1.8 1.8 1.8
STEEL NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
SUGAR11 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
SUGAR_WHITE 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
TWD NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
US-MATERIAL 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
US-PROPERTY 3.2 3.2 3.2 2.8 NaN 2.8 NaN 2.8 2.8 NaN 6.2 NaN 6.2 5.0 5.0 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.8 3.7 3.5 NaN 3.5 NaN 3.5 NaN 3.7 NaN NaN 4.3 5.7 1.9 1.9 1.9 1.9
US10 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
US10U 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
US2 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 5.9 1.2 5.9 4.8 4.8 2.3 2.7 2.3 2.7 2.3 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
US20 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
US5 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
V2X NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
VIX NaN NaN 8.2 3.7 NaN 3.7 NaN 3.7 NaN NaN 7.9 NaN 7.9 NaN 6.3 2.4 2.9 2.4 2.9 2.8 4.1 NaN 4.1 NaN 3.9 3.7 NaN 3.7 NaN 3.7 NaN 3.9 NaN NaN 4.4 5.9 2.0 2.0 2.0 2.0
WHEAT 3.1 3.1 3.1 2.5 NaN 2.5 1.2 2.5 2.5 NaN 5.9 1.2 5.9 4.7 4.7 2.3 2.7 2.3 2.7 2.2 3.4 0.6 3.4 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.4 4.6 1.8 1.8 1.8 1.8
WHEY NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
YENEUR 3.0 3.0 3.0 2.5 NaN 2.5 1.2 2.5 2.5 1.1 5.7 1.1 5.7 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 3.6 2.5 NaN 2.5 1.2 2.5 2.5 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
ZAR 3.1 3.1 3.1 2.7 NaN 2.7 NaN 2.7 2.7 NaN 6.0 1.2 6.0 4.8 4.8 2.3 2.8 2.3 2.8 2.3 3.5 NaN 3.5 1.7 3.6 2.7 NaN 2.7 NaN 2.7 2.7 3.6 NaN 2.3 3.5 4.6 1.8 1.8 1.8 1.8
======================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
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
AEX -0.3 -0.1 0.1 0.0 -0.2 0.4 -0.2 0.5 -0.5 0.1 0.6 -0.0 0.7 -0.1 0.4 0.1 -0.0 0.0 -0.0 0.1 0.3 0.0 0.3 0.0 -0.2 0.2 0.1 0.3 -0.0 0.3 -0.0 0.1 0.2 0.4 0.2 -0.1 0.1 0.4 -0.2 0.1
ALUMINIUM_LME NaN -0.6 0.1 0.5 NaN 0.7 NaN 0.7 NaN NaN 0.7 NaN 0.8 0.5 0.6 0.1 -0.1 -0.0 -0.1 0.5 0.6 NaN 0.5 NaN -0.3 0.7 NaN 0.7 NaN 0.7 NaN 0.1 NaN NaN 0.9 1.2 -0.1 -0.2 -0.4 -0.3
AUDJPY -0.0 0.1 0.5 -0.0 NaN 0.5 -0.2 0.5 -0.5 NaN 1.2 0.2 1.1 0.8 0.9 0.3 0.3 0.3 0.3 0.4 0.7 0.1 0.7 0.3 -0.7 0.5 NaN 0.5 0.2 0.5 0.5 0.6 NaN 0.5 0.7 0.9 -0.0 0.4 0.0 0.4
AUD_micro -0.4 0.1 0.5 -0.0 NaN 0.4 -0.2 0.5 -0.5 NaN 0.8 0.0 0.7 0.5 0.6 0.0 -0.0 0.0 0.0 0.3 0.5 -0.0 0.4 0.1 0.5 0.5 NaN 0.5 -0.0 0.5 0.3 -0.0 NaN 0.2 0.7 0.9 -0.1 0.4 -0.0 0.4
BITCOIN 0.4 -0.4 -0.6 0.3 NaN 0.5 0.1 0.5 0.2 NaN -0.7 0.1 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.1 -0.3 -0.6 0.0 -0.4 -0.1 -0.6 -0.5 NaN -0.5 0.2 -0.5 -0.3 -0.1 NaN -0.0 -0.7 -0.9 0.0 0.0 -0.2 -0.2
BOBL -0.6 0.2 0.0 -0.4 NaN -0.2 NaN -0.1 -0.5 NaN -0.4 -0.2 -0.2 -0.5 -0.2 0.2 -0.1 -0.1 -0.1 -0.2 -0.1 NaN -0.1 -0.3 0.1 -0.4 NaN -0.2 NaN -0.3 -0.5 -0.7 NaN -0.2 0.1 -0.0 0.2 0.4 0.2 0.4
BONO NaN NaN NaN NaN NaN -0.8 NaN -0.3 NaN NaN 0.6 NaN 0.9 NaN NaN 0.2 0.3 0.1 0.2 NaN 0.1 NaN 0.2 NaN -0.6 NaN NaN 0.4 NaN 0.6 NaN 0.0 NaN NaN NaN NaN 0.2 0.4 0.1 0.4
BOVESPA NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
BRE -0.3 0.0 0.1 -0.0 NaN 0.6 NaN 0.6 -0.6 NaN 1.2 NaN 1.2 0.7 1.0 0.4 0.5 0.4 0.5 0.3 0.7 NaN 0.7 0.1 -0.7 0.6 NaN 0.6 NaN 0.6 0.4 0.7 NaN NaN 0.8 0.6 0.4 0.4 0.4 0.4
BRENT-LAST 0.6 0.6 0.6 0.5 0.2 0.5 0.2 0.2 0.5 0.1 0.6 0.1 0.2 0.6 0.6 0.4 0.4 0.4 0.5 0.4 0.5 0.1 0.2 0.3 -0.2 0.5 0.2 0.5 0.2 0.3 0.5 0.2 0.2 0.3 0.6 0.5 0.0 0.4 -0.1 -0.1
BTP -0.6 -0.2 -0.2 -0.5 NaN -0.3 -0.2 -0.1 -0.5 -0.1 0.4 -0.2 0.8 -0.6 -0.1 0.2 0.3 0.3 0.4 -0.1 0.0 -0.1 0.2 -0.3 -0.7 -0.3 NaN 0.1 -0.2 0.4 -0.5 0.3 -0.2 -0.3 -0.0 0.5 0.1 0.4 0.1 0.4
BTP3 -0.6 -0.2 -0.2 -0.4 NaN -0.2 NaN -0.1 -0.6 NaN -0.1 NaN 0.4 -0.5 -0.2 -0.2 0.5 0.3 0.6 -0.2 -0.1 NaN 0.0 -0.3 -0.6 -0.6 NaN -0.3 NaN -0.0 -0.6 0.7 NaN -0.5 -0.3 0.0 0.3 0.4 0.3 0.4
BUND -0.4 0.2 0.1 -0.5 NaN -0.3 -0.2 -0.1 -0.5 -0.2 -0.3 -0.2 -0.6 -0.5 -0.1 0.2 0.3 0.4 0.4 -0.1 -0.1 -0.1 -0.2 -0.3 0.1 -0.2 NaN -0.1 -0.2 -0.3 -0.5 0.3 -0.1 0.0 0.3 0.2 0.1 0.4 0.0 0.4
BUTTER NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
BUXL -0.0 0.3 0.1 -0.5 -0.2 -0.3 -0.2 -0.1 -0.5 -0.2 -0.8 -0.2 -1.1 -0.2 -0.3 0.1 0.1 0.1 0.1 -0.1 -0.3 -0.1 -0.7 -0.2 0.3 -0.1 -0.2 -0.5 -0.2 -0.5 -0.5 -0.2 0.2 0.4 0.3 0.2 -0.1 0.4 -0.2 0.3
CAC -0.6 -0.2 -0.1 0.0 -0.2 0.5 -0.2 0.5 -0.5 -0.1 0.4 -0.2 0.7 -0.5 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.2 -0.3 -0.1 -0.2 -0.2 0.1 -0.2 0.2 -0.5 -0.1 -0.2 -0.2 -0.2 -0.4 0.2 0.4 0.2 0.4
CAD -0.1 0.1 0.3 -0.0 NaN 0.5 -0.2 0.5 -0.5 NaN 0.4 -0.1 0.3 0.1 0.5 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.1 0.0 0.7 0.5 NaN 0.5 -0.2 0.3 0.3 -0.5 0.2 0.4 0.6 0.7 -0.4 -0.4 -0.4 -0.4
CADJPY NaN 0.1 0.4 0.1 NaN 0.7 NaN 0.7 NaN NaN 1.3 NaN 1.3 1.0 1.0 0.1 0.2 0.1 0.2 0.5 0.8 NaN 0.8 NaN -0.8 0.7 NaN 0.7 NaN 0.7 NaN 0.4 NaN NaN 0.1 1.2 -0.3 -0.4 -0.2 -0.3
CANOLA 0.1 0.6 0.3 0.5 NaN -0.3 NaN -0.5 0.5 NaN 0.3 0.1 0.0 0.6 0.7 -0.4 -0.5 -0.5 -0.6 0.4 0.3 NaN 0.1 0.3 0.5 0.5 NaN 0.5 NaN 0.2 0.5 -0.4 NaN 0.5 0.7 0.8 0.1 0.4 0.2 0.4
CH10 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
CHEESE NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
CHF -0.5 0.0 -0.0 -0.0 -0.2 0.3 -0.2 0.5 -0.5 -0.1 0.0 -0.1 0.5 -0.2 -0.0 -0.3 -0.5 -0.3 -0.5 -0.0 0.1 -0.1 0.2 -0.1 0.0 0.1 -0.2 0.3 -0.2 0.4 -0.3 -0.7 -0.0 -0.1 0.4 0.2 -0.3 -0.4 -0.2 -0.4
CHFJPY 0.1 -0.2 0.0 -0.0 NaN 0.5 NaN 0.5 -0.5 NaN 1.0 0.1 1.1 0.6 0.7 -0.1 -0.1 -0.1 -0.1 0.4 0.7 0.0 0.7 0.2 -0.7 0.5 NaN 0.5 NaN 0.5 0.5 -0.2 NaN 0.5 -0.0 0.5 -0.3 -0.3 -0.2 -0.2
CLP -0.6 -0.6 0.2 0.0 -0.2 0.4 -0.2 0.5 -0.5 -0.1 0.5 -0.1 0.5 -0.4 0.1 0.1 0.0 0.0 0.0 -0.1 0.2 -0.1 0.2 -0.2 0.6 -0.0 -0.2 0.5 -0.2 0.5 -0.5 0.0 -0.2 -0.4 -0.3 0.6 0.1 0.4 0.2 0.4
CNH 0.6 0.2 -0.5 -0.0 NaN 0.5 -0.2 0.5 -0.5 -0.1 -1.1 0.1 -0.9 -0.1 -0.9 0.4 0.5 0.4 0.5 -0.4 -0.7 0.0 -0.6 -0.1 -0.7 -0.5 NaN -0.5 -0.0 -0.5 -0.5 0.7 0.2 0.4 -0.6 -0.9 -0.1 0.1 -0.0 0.2
COCOA 0.1 -0.6 -0.6 0.5 NaN -0.1 0.2 -0.5 0.5 0.1 -0.5 0.0 -0.4 -0.3 -0.3 -0.2 0.1 -0.1 -0.1 -0.4 -0.7 0.0 -0.6 -0.2 -0.7 -0.5 NaN -0.5 0.1 -0.5 -0.3 0.7 0.0 -0.2 -0.6 -0.7 0.1 0.0 0.2 0.1
COCOA_LDN 0.2 -0.6 -0.6 0.5 NaN -0.1 0.2 -0.5 0.5 NaN -0.5 0.0 -0.4 -0.3 -0.3 -0.1 0.1 -0.1 -0.1 -0.4 -0.7 0.0 -0.7 -0.1 -0.7 -0.5 NaN -0.5 0.1 -0.5 -0.4 0.7 0.1 -0.3 -0.6 -0.9 0.0 -0.0 0.1 0.0
COFFEE 0.3 -0.6 -0.6 0.5 NaN -0.3 0.2 -0.5 0.5 0.0 -0.3 0.1 0.2 -0.8 -0.9 0.3 0.5 0.4 0.5 -0.4 -0.7 0.0 0.0 -0.2 -0.7 -0.5 NaN -0.5 0.1 0.5 -0.1 0.7 -0.1 -0.2 -0.6 -0.9 0.4 0.4 0.4 0.4
COPPER-micro -0.2 -0.3 0.3 0.2 0.0 0.5 0.1 0.5 0.2 -0.0 0.4 -0.0 0.3 -0.3 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.3 -0.0 -0.4 0.2 NaN 0.4 -0.1 0.5 -0.1 -0.2 -0.1 -0.2 0.1 0.1 0.2 0.4 0.2 0.4
CORN 0.5 0.5 0.3 0.6 NaN -0.4 NaN -0.6 0.6 NaN 0.9 NaN -0.5 1.0 1.0 -0.5 -0.6 -0.5 -0.6 0.5 0.3 NaN -0.1 0.4 0.7 0.6 NaN 0.6 NaN 0.1 0.6 -0.7 NaN NaN 0.8 0.8 0.1 -0.1 0.2 0.1
COTTON2 0.4 0.2 0.4 0.5 NaN -0.4 0.2 -0.5 0.5 NaN -1.0 0.2 -1.2 0.7 0.2 -0.5 -0.5 -0.5 -0.5 0.0 -0.2 0.1 -0.5 0.2 0.0 0.4 NaN -0.3 0.2 -0.5 0.5 -0.7 NaN 0.4 -0.5 -0.1 -0.3 -0.2 -0.2 0.0
CRUDE_W_micro 0.6 0.6 0.5 0.5 NaN 0.5 0.2 0.3 0.5 NaN 0.6 0.2 0.2 0.7 0.7 0.5 0.3 0.4 0.3 0.4 0.5 0.1 0.2 0.3 -0.2 0.5 NaN 0.5 0.2 0.4 0.5 -0.0 NaN 0.5 0.7 0.6 0.0 0.4 -0.1 0.0
CZK NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
DAX -0.6 -0.5 -0.3 0.0 -0.2 0.4 -0.2 0.5 -0.5 -0.1 0.0 -0.1 0.5 -0.4 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.2 -0.2 -0.4 -0.4 -0.2 -0.1 -0.2 0.2 -0.5 -0.4 -0.1 -0.3 -0.6 -0.3 0.2 0.4 0.1 -0.4
DJSTX-SMALL NaN NaN NaN NaN NaN 1.2 NaN 1.2 NaN NaN 1.2 NaN 2.0 NaN NaN 0.1 -0.0 0.1 0.0 NaN 0.5 NaN 0.7 NaN 0.6 NaN NaN 1.2 NaN 1.2 NaN 0.1 NaN NaN NaN 1.1 0.4 0.4 0.4 0.4
DOW -0.6 -0.6 -0.1 0.0 -0.2 0.5 -0.2 0.5 -0.5 -0.1 0.5 -0.2 0.7 -0.6 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 0.1 -0.1 0.4 -0.3 -0.3 -0.5 -0.2 0.1 -0.2 0.5 -0.5 -0.4 -0.1 -0.4 -0.5 -0.3 -0.0 -0.4 -0.2 -0.4
DX 0.6 0.2 0.1 -0.0 NaN 0.4 -0.2 0.5 -0.5 NaN 0.2 0.1 -0.5 0.5 0.3 0.1 0.2 0.1 0.2 0.2 0.0 0.1 -0.1 0.2 -0.5 0.3 NaN -0.0 0.2 -0.2 0.5 0.3 NaN 0.5 -0.1 -0.6 0.1 0.4 0.2 0.4
ETHER-micro 0.4 -0.6 -0.6 0.3 NaN 0.6 NaN 0.6 0.2 NaN -0.6 NaN -0.3 -0.4 -0.5 -0.0 -0.1 -0.1 -0.1 -0.3 -0.5 NaN -0.3 -0.1 -0.2 -0.6 NaN -0.6 NaN -0.4 -0.2 0.0 NaN NaN -0.9 -1.1 0.1 0.3 -0.3 -0.1
EU-AUTO -0.6 -0.2 -0.1 0.3 NaN 0.5 -0.2 0.5 -0.3 NaN -0.3 -0.1 -0.2 -0.4 -0.4 0.3 0.1 0.2 0.2 -0.2 -0.2 -0.1 -0.2 -0.2 0.5 -0.5 NaN -0.5 -0.2 -0.5 -0.5 0.2 NaN -0.3 -0.7 -0.9 0.2 0.4 0.2 -0.1
EU-BANKS -0.6 -0.6 -0.6 0.5 NaN 0.5 -0.2 0.5 -0.5 NaN 0.6 -0.2 1.1 -0.8 -0.2 0.2 0.2 0.2 0.2 -0.2 0.3 -0.1 0.7 -0.3 -0.7 -0.3 NaN 0.5 -0.2 0.5 -0.5 0.3 NaN -0.5 -0.7 0.2 0.2 0.4 0.3 0.4
EU-BASIC -0.6 -0.6 0.3 0.3 NaN 0.5 -0.2 0.5 -0.2 NaN 0.5 -0.1 0.5 -0.1 0.3 -0.0 0.0 0.0 0.0 0.2 0.5 -0.0 0.4 -0.0 0.3 0.5 NaN 0.5 -0.2 0.5 -0.1 -0.1 NaN 0.0 0.3 0.9 0.0 0.4 0.0 -0.2
EU-CONSTRUCTION NaN -0.4 -0.1 0.6 NaN 0.7 NaN 0.7 NaN NaN 0.3 NaN 0.6 -0.4 -0.0 0.2 0.0 0.2 0.1 -0.1 0.1 NaN 0.3 NaN -0.3 -0.3 NaN 0.3 NaN 0.5 NaN -0.0 NaN NaN -0.5 -0.3 0.0 -0.0 0.0 -0.4
EU-DIV30 NaN -0.7 -0.4 0.0 NaN 0.7 NaN 0.7 NaN NaN 0.7 NaN 1.0 -0.5 0.2 0.5 0.3 0.4 0.4 -0.0 0.4 NaN 0.7 -0.2 -0.1 -0.1 NaN 0.7 NaN 0.7 NaN 0.8 NaN NaN 0.0 0.2 0.3 0.4 0.2 0.4
EU-DJ-TELECOM NaN 0.9 0.9 0.7 NaN 0.7 NaN 0.7 NaN NaN 0.7 NaN 0.5 NaN 0.8 0.3 0.2 0.3 0.3 0.5 0.8 NaN 0.5 NaN -0.1 0.7 NaN 0.7 NaN 0.7 NaN 0.3 NaN NaN 0.9 1.2 -0.1 0.3 -0.1 -0.1
EU-FOOD NaN 0.8 0.6 0.5 NaN 0.7 NaN 0.7 NaN NaN 0.2 NaN -0.1 -0.0 0.1 0.2 0.1 0.2 0.2 0.0 0.1 NaN -0.0 -0.1 0.8 0.3 NaN 0.4 NaN -0.1 NaN 0.1 NaN NaN 0.2 -0.4 -0.4 -0.2 -0.4 -0.4
EU-HEALTH -0.6 -0.3 0.4 0.4 NaN 0.5 NaN 0.5 -0.3 NaN 0.5 -0.1 0.4 -0.5 -0.1 0.0 0.0 0.0 0.0 -0.1 0.2 NaN 0.2 -0.3 0.2 -0.2 NaN 0.5 NaN 0.4 -0.5 -0.1 NaN -0.4 -0.6 -0.0 -0.4 0.4 -0.4 0.2
EU-HOUSE NaN -0.6 -0.3 0.6 NaN 0.7 NaN 0.7 NaN NaN 0.1 NaN 0.1 -0.5 -0.3 0.1 0.0 0.1 0.1 -0.2 -0.1 NaN 0.0 NaN 0.5 -0.7 NaN -0.2 NaN -0.1 NaN -0.1 NaN NaN -0.9 -1.1 -0.2 -0.1 -0.2 -0.4
EU-INSURE -0.2 -0.2 -0.4 0.4 NaN 0.6 NaN 0.6 -0.3 NaN -0.1 NaN 0.5 -0.3 -0.2 0.5 0.3 0.5 0.4 -0.1 -0.0 NaN 0.2 -0.1 -0.4 -0.2 NaN 0.0 NaN 0.3 -0.4 0.6 NaN NaN -0.7 -0.5 0.4 0.4 0.4 0.4
EU-MEDIA NaN -0.6 -0.3 0.5 NaN 0.7 NaN 0.7 NaN NaN -0.8 NaN -0.8 NaN -0.6 0.1 0.0 0.1 0.1 -0.4 -0.6 NaN -0.5 NaN -0.1 -0.7 NaN -0.7 NaN -0.7 NaN -0.0 NaN NaN -0.9 -1.2 0.2 0.2 0.2 -0.3
EU-MID NaN NaN 0.4 NaN NaN 1.1 NaN 1.1 NaN NaN 1.1 NaN 1.4 NaN 0.6 -0.0 -0.2 -0.1 -0.2 NaN 0.8 NaN 0.9 NaN 0.5 NaN NaN 1.1 NaN 1.1 NaN -0.6 NaN NaN NaN 1.1 0.4 0.4 0.4 0.4
EU-OIL 0.6 0.6 0.6 0.5 NaN 0.5 NaN 0.5 -0.5 NaN 1.2 0.2 1.2 1.0 1.0 0.1 0.1 0.1 0.1 0.5 0.7 NaN 0.7 0.3 -0.0 0.5 NaN 0.5 NaN 0.5 0.5 0.0 NaN 0.5 0.7 0.9 0.1 0.4 0.0 0.4
EU-REALESTATE NaN NaN NaN NaN NaN 1.2 NaN 1.2 NaN NaN 0.5 NaN 0.7 NaN 0.3 0.4 0.2 0.3 0.3 NaN 0.3 NaN 0.2 NaN 0.8 NaN NaN 1.2 NaN 0.4 NaN 0.4 NaN NaN NaN -0.5 0.2 0.4 0.1 0.1
EU-RETAIL NaN NaN 0.1 0.7 NaN 0.7 NaN 0.7 NaN NaN 0.8 NaN 0.9 NaN 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 0.1 NaN 0.3 NaN 0.3 -0.6 NaN 0.2 NaN 0.5 NaN -0.4 NaN NaN -0.9 -0.5 -0.1 0.1 -0.1 -0.4
EU-TECH 0.0 -0.4 0.0 0.5 NaN 0.5 NaN 0.5 -0.4 NaN 0.2 -0.0 0.4 -0.3 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.2 NaN -0.1 NaN -0.1 -0.2 -0.2 NaN 0.4 -0.7 -0.8 -0.0 0.1 -0.1 -0.3
EU-UTILS NaN -0.3 -0.2 0.7 NaN 0.7 NaN 0.7 NaN NaN 0.9 NaN 0.9 0.4 0.6 0.2 0.2 0.2 0.2 0.4 0.7 NaN 0.7 0.2 -0.2 0.7 NaN 0.7 NaN 0.7 NaN 0.2 NaN NaN 0.9 1.1 0.2 0.4 0.2 0.4
EUA -0.1 -0.6 -0.6 0.5 NaN 0.5 0.3 0.2 0.5 -0.1 -0.3 -0.1 0.1 -0.5 -0.5 -0.0 -0.1 -0.1 -0.1 -0.3 -0.3 -0.0 -0.0 -0.2 NaN -0.5 NaN -0.4 -0.2 0.1 -0.5 -0.7 -0.2 -0.4 -0.7 -0.9 0.1 -0.1 0.0 -0.3
EURCAD -0.6 -0.5 -0.5 -0.0 NaN 0.5 NaN 0.5 -0.5 NaN -0.6 -0.2 1.0 -1.0 -1.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.4 NaN 0.2 -0.3 -0.4 -0.5 NaN -0.5 NaN 0.4 -0.5 -0.1 NaN -0.5 -0.7 -0.9 0.3 -0.2 0.4 0.1
EURCHF -0.1 -0.5 -0.4 -0.0 NaN 0.6 NaN 0.6 -0.6 NaN -0.8 NaN -0.4 -0.8 -0.8 0.3 0.4 0.3 0.4 -0.4 -0.4 NaN -0.2 -0.3 0.5 -0.6 NaN -0.6 NaN -0.4 -0.6 0.7 NaN -0.0 -0.7 -0.9 -0.1 -0.4 -0.0 -0.4
EURIBOR-ICE NaN NaN -0.3 NaN NaN -0.3 NaN -0.1 NaN NaN -0.3 NaN 0.2 NaN -0.2 0.2 0.4 0.3 0.4 -0.1 -0.1 NaN -0.0 NaN -0.0 NaN NaN -0.2 NaN -0.2 NaN 0.4 NaN NaN NaN -0.0 0.4 0.4 0.4 0.4
EURO600 -0.6 -0.6 -0.0 0.0 NaN 0.5 -0.2 0.5 -0.5 NaN 0.7 -0.1 0.9 -0.5 0.3 0.2 0.1 0.2 0.2 0.0 0.4 -0.1 0.5 -0.2 -0.2 0.1 NaN 0.5 -0.2 0.5 -0.5 0.4 NaN -0.1 0.0 0.6 0.2 0.4 0.2 0.4
EUROSTX -0.6 -0.6 -0.2 0.0 -0.2 0.4 -0.2 0.5 -0.5 -0.1 0.5 -0.1 0.7 -0.4 0.1 0.2 0.1 0.2 0.2 -0.1 0.2 -0.1 0.3 -0.2 -0.4 -0.1 -0.2 0.3 -0.2 0.4 -0.5 0.4 -0.1 -0.2 -0.2 0.0 0.2 0.4 0.0 0.3
EUROSTX-SMALL NaN NaN NaN NaN NaN 1.1 NaN 1.2 NaN NaN 0.9 NaN 1.5 NaN NaN 0.0 -0.1 -0.1 -0.1 NaN 0.3 NaN 0.6 NaN 0.5 NaN NaN 0.8 NaN 1.2 NaN -0.2 NaN NaN NaN 0.4 0.2 0.4 0.1 0.4
EUR_micro -0.6 -0.3 -0.3 -0.0 NaN 0.5 -0.2 0.5 -0.5 -0.1 -0.3 -0.2 0.6 -0.7 -0.5 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.2 -0.3 0.3 -0.4 NaN 0.1 -0.2 0.4 -0.5 -0.5 -0.2 -0.4 -0.1 0.1 -0.2 -0.4 -0.1 -0.4
FANG NaN -0.7 -0.9 0.0 NaN 0.7 NaN 0.7 NaN NaN -1.0 NaN 0.6 -0.3 -0.9 -0.2 -0.2 -0.2 -0.2 -0.5 -0.8 NaN 0.1 NaN -0.8 -0.7 NaN -0.7 NaN -0.0 NaN -0.4 NaN NaN -0.9 -1.2 0.1 -0.4 -0.1 -0.4
FED NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -4.9 NaN -4.9 NaN NaN NaN NaN NaN 4.0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -3.1 NaN -3.1
FEEDCOW -0.6 -0.5 0.2 0.5 NaN -0.2 0.2 -0.5 0.5 -0.1 0.5 -0.2 0.7 -0.5 0.5 0.1 0.3 0.2 0.3 -0.0 0.4 -0.1 0.7 -0.3 -0.7 -0.5 NaN 0.0 -0.2 0.5 -0.5 0.7 -0.2 -0.4 -0.6 0.1 0.4 0.4 0.4 0.4
FTSE100 -0.6 -0.4 -0.1 0.0 -0.2 0.5 -0.2 0.5 -0.5 -0.1 0.7 -0.1 0.9 -0.3 0.3 -0.0 -0.1 -0.0 -0.1 0.2 0.5 -0.1 0.6 -0.1 -0.2 0.5 -0.2 0.5 -0.2 0.5 -0.1 -0.0 -0.2 0.3 0.6 0.8 0.1 0.4 -0.0 0.4
FTSE250 NaN -0.9 0.1 0.0 NaN 0.7 NaN 0.7 NaN NaN 0.7 NaN 1.2 NaN 0.2 0.1 -0.0 0.1 0.0 -0.2 0.2 NaN 0.4 NaN 0.6 -0.4 NaN 0.6 NaN 0.7 NaN 0.2 NaN NaN -0.4 0.3 0.2 0.3 0.1 -0.2
FTSECHINAA -0.1 -0.4 -0.4 0.0 NaN 0.5 -0.2 0.5 -0.5 NaN 0.4 0.1 1.0 -0.4 -0.8 0.0 0.0 0.0 0.0 -0.2 -0.0 0.0 0.5 -0.1 0.5 -0.5 NaN -0.4 NaN 0.5 -0.5 0.2 NaN 0.4 -0.7 -0.9 0.4 0.4 0.4 0.3
FTSECHINAH -0.5 -0.5 -0.4 0.0 NaN 0.5 NaN 0.5 -0.5 NaN -0.6 -0.2 1.0 -1.0 -1.0 -0.0 -0.1 -0.1 -0.1 -0.5 -0.3 -0.1 0.3 -0.3 0.6 -0.5 NaN -0.5 NaN 0.5 -0.5 -0.1 NaN -0.2 -0.7 -0.9 0.4 0.3 0.4 0.2
FTSETAIWAN -0.6 -0.6 -0.2 0.0 -0.1 0.3 -0.2 0.4 -0.4 0.0 0.5 -0.0 0.6 0.0 0.3 -0.1 -0.0 -0.1 -0.1 0.2 0.4 -0.0 0.4 0.0 -0.6 0.5 0.0 0.5 -0.0 0.5 0.1 0.0 -0.0 0.2 0.6 0.8 0.3 -0.4 0.2 -0.4
FTSEVIET NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
GASOIL 0.4 0.4 0.1 0.5 0.2 0.5 0.2 0.1 0.5 0.0 0.4 0.1 0.4 0.4 0.4 0.4 0.5 0.4 0.5 0.3 0.2 0.1 0.1 0.3 -0.3 0.5 0.2 0.5 0.2 0.4 0.5 0.7 -0.0 0.4 0.6 0.6 -0.1 0.3 -0.2 0.0
GASOLINE 0.6 0.6 0.4 0.5 0.2 0.5 0.2 0.3 0.5 0.2 0.9 0.2 0.5 0.9 0.9 0.4 -0.3 -0.4 -0.5 0.4 0.6 0.1 0.3 0.3 -0.7 0.5 0.2 0.5 0.2 0.5 0.5 -0.7 0.2 0.3 0.6 0.3 0.1 0.4 -0.0 0.4
GAS_US_mini 0.0 -0.0 -0.1 0.5 NaN 0.5 NaN 0.2 0.5 NaN -0.2 0.0 -0.4 -0.2 -0.2 0.2 -0.0 0.5 0.5 -0.0 -0.1 NaN -0.1 0.0 0.5 -0.1 NaN -0.3 NaN -0.3 0.1 -0.2 NaN -0.5 -0.7 -0.9 0.2 -0.0 0.1 -0.2
GBP -0.5 -0.3 0.1 -0.0 NaN 0.5 -0.2 0.5 -0.5 -0.1 0.1 -0.2 0.9 -0.9 -0.1 0.0 0.0 0.0 0.0 -0.1 0.1 -0.1 0.2 -0.3 0.3 0.0 NaN 0.5 -0.2 0.5 -0.5 -0.0 0.0 -0.1 0.0 0.8 -0.2 -0.2 -0.1 0.2
GBPCHF 0.0 -0.3 0.0 0.1 NaN 0.6 NaN 0.6 -0.6 NaN -0.3 NaN -0.5 -0.5 -0.4 0.4 0.5 0.4 0.5 -0.2 -0.2 NaN -0.1 -0.1 0.3 0.2 NaN 0.5 NaN 0.4 0.1 0.7 NaN 0.5 -0.4 0.5 0.0 0.4 0.1 0.4
GBPEUR -0.3 -0.1 -0.4 -0.0 NaN 0.5 NaN 0.5 -0.5 NaN -0.9 -0.2 0.5 -0.9 -1.0 -0.2 -0.3 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.3 0.7 -0.5 NaN -0.5 NaN -0.4 -0.5 -0.7 NaN -0.3 -0.7 -0.9 -0.4 -0.4 -0.3 -0.4
GBPJPY 0.1 -0.5 -0.0 -0.0 NaN 0.5 -0.2 0.5 -0.5 NaN 1.2 0.2 1.2 0.5 0.9 0.3 0.4 0.3 0.4 0.4 0.7 0.1 0.7 0.2 -0.7 0.5 NaN 0.5 NaN 0.5 0.5 0.7 NaN 0.5 -0.2 0.9 -0.1 -0.3 -0.0 -0.0
GICS NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
GILT -0.4 -0.2 0.1 -0.3 NaN -0.2 -0.2 -0.1 -0.5 -0.1 0.2 -0.1 0.1 -0.3 -0.1 0.0 0.2 0.1 0.2 -0.1 0.0 -0.1 0.0 -0.2 -0.1 -0.1 NaN 0.1 -0.2 0.1 -0.5 0.1 -0.2 0.1 -0.1 0.4 0.1 0.1 0.1 -0.2
GOLD_micro -0.0 -0.5 -0.6 0.2 0.0 0.4 0.1 0.5 0.1 -0.1 0.4 -0.0 0.4 0.1 0.2 -0.1 -0.3 -0.1 -0.2 0.2 0.4 -0.0 0.4 0.0 -0.7 0.5 -0.1 0.5 -0.1 0.5 0.2 -0.3 -0.1 -0.0 0.6 0.8 0.3 0.1 0.1 -0.1
HANGENT_mini -0.4 -0.4 -0.4 0.0 NaN 0.6 NaN 0.6 -0.6 NaN -0.6 NaN 0.6 -0.7 -0.6 -0.0 -0.1 -0.1 -0.1 -0.3 -0.2 NaN 0.2 -0.2 0.1 -0.6 NaN -0.4 NaN 0.6 -0.6 -0.0 NaN 0.1 -0.2 -0.9 -0.1 -0.1 -0.3 -0.4
HANGTECH -0.3 -0.6 -0.5 0.0 -0.2 0.5 -0.2 0.5 -0.5 0.2 -1.1 -0.1 -0.1 -0.9 -0.9 -0.0 -0.1 -0.1 -0.1 -0.4 -0.7 -0.0 -0.1 -0.3 0.3 -0.5 0.2 -0.5 -0.0 0.1 -0.5 -0.1 0.2 0.2 -0.6 -0.8 -0.2 -0.2 -0.3 -0.4
HANG_mini -0.5 -0.4 -0.3 0.0 -0.2 0.5 -0.2 0.5 -0.5 0.0 0.0 -0.1 0.6 -0.5 -0.4 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 0.3 -0.2 0.2 -0.2 0.0 0.1 -0.1 0.5 -0.3 0.0 0.2 0.1 0.0 -0.6 -0.2 -0.1 -0.3 -0.4
HEATOIL 0.6 0.6 0.2 0.5 0.2 0.5 0.2 0.2 0.5 0.1 0.5 0.1 0.5 0.6 0.6 0.4 0.5 0.4 0.5 0.4 0.5 0.1 0.2 0.3 -0.6 0.5 0.2 0.5 0.2 0.4 0.5 0.7 0.1 0.4 0.6 0.2 -0.0 0.2 -0.1 -0.2
IRON NaN -0.6 -0.2 0.7 NaN 0.7 NaN 0.7 NaN NaN 0.2 NaN 1.1 NaN -0.2 0.3 0.3 0.2 0.3 0.1 0.1 NaN 0.3 NaN -0.4 0.4 NaN 0.3 NaN 0.7 NaN 0.8 NaN NaN -0.7 -1.0 -0.0 0.0 -0.4 -0.2
IRS NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
JGB-SGX-mini 0.2 0.6 0.2 -0.3 NaN -0.1 NaN -0.1 -0.6 NaN -0.4 NaN -0.5 -0.0 -0.2 0.1 0.3 0.1 0.2 -0.1 -0.3 NaN -0.4 -0.0 0.1 -0.3 NaN -0.6 NaN -0.6 -0.2 0.1 NaN 0.3 0.2 -0.8 -0.1 -0.4 -0.2 -0.4
JP-REALESTATE NaN NaN -0.8 0.7 NaN 0.7 NaN 0.7 NaN NaN 0.9 NaN 1.4 NaN -0.4 0.2 0.3 0.2 0.2 -0.1 0.4 NaN 0.8 NaN 0.5 -0.5 NaN 0.7 NaN 0.7 NaN 0.4 NaN NaN NaN -1.9 0.2 0.2 0.2 -0.1
JPY -0.5 -0.0 0.0 -0.0 -0.2 0.4 -0.2 0.5 -0.5 -0.1 -0.7 -0.2 -0.8 -0.6 -0.5 -0.2 -0.3 -0.2 -0.3 -0.2 -0.4 -0.1 -0.5 -0.2 0.7 -0.5 -0.2 -0.5 -0.2 -0.5 -0.5 -0.6 -0.0 -0.3 -0.1 -0.6 -0.1 -0.3 0.0 -0.0
KOSDAQ -0.4 0.1 -0.1 0.0 -0.1 0.3 -0.2 0.3 -0.3 -0.0 0.4 0.0 0.4 0.2 0.3 -0.0 -0.0 -0.0 -0.0 0.1 0.3 -0.0 0.2 0.0 0.1 0.4 -0.0 0.5 -0.0 0.5 0.2 0.1 0.1 0.2 0.6 0.5 -0.0 0.1 -0.1 -0.1
KOSPI_mini -0.6 -0.6 -0.4 0.0 -0.1 0.2 -0.2 0.3 -0.3 0.0 0.4 -0.0 0.4 0.1 0.2 0.0 -0.0 0.0 -0.0 0.2 0.4 -0.0 0.4 0.0 0.0 0.5 -0.0 0.5 -0.1 0.5 0.1 0.1 -0.1 0.1 0.6 0.8 0.1 0.1 0.1 -0.0
KR10 0.2 0.3 -0.2 -0.4 NaN -0.2 NaN -0.1 -0.5 NaN -0.7 -0.1 -0.6 -0.2 -0.3 0.2 0.0 0.1 0.1 -0.2 -0.4 NaN -0.4 -0.1 -0.4 -0.3 NaN -0.5 NaN -0.5 -0.1 -0.3 NaN 0.4 -0.0 -0.3 -0.1 0.0 -0.1 -0.2
KR3 NaN NaN -0.3 NaN NaN -0.4 NaN -0.1 NaN NaN -1.0 NaN -0.9 NaN -0.5 0.5 0.2 0.4 0.4 NaN -0.6 NaN -0.6 NaN -0.4 NaN NaN -1.1 NaN -1.1 NaN 0.2 NaN NaN NaN -0.5 -0.2 -0.1 -0.2 -0.2
KRWUSD_mini NaN NaN 0.7 NaN NaN 0.7 NaN 1.0 NaN NaN -0.7 NaN -0.7 NaN -0.4 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 NaN -0.3 NaN 0.8 NaN NaN -0.7 NaN -1.0 NaN -0.4 NaN NaN NaN -0.6 -0.4 -0.4 -0.4 -0.4
LEANHOG -0.1 0.2 0.5 0.5 NaN -0.4 0.2 -0.5 0.5 NaN 1.2 -0.0 1.2 0.5 0.9 -0.5 -0.5 -0.5 -0.5 0.4 0.7 -0.1 0.7 0.1 -0.1 0.5 NaN 0.5 -0.2 0.5 -0.2 -0.7 NaN -0.4 -0.2 0.9 -0.3 0.1 -0.1 0.4
LIVECOW -0.6 -0.2 0.1 0.5 NaN -0.2 0.2 -0.5 0.5 -0.0 0.5 -0.1 0.7 -0.4 0.5 0.3 0.2 0.2 0.2 0.0 0.3 -0.0 0.5 -0.1 -0.7 -0.4 NaN -0.1 -0.2 0.5 -0.5 0.7 -0.2 -0.4 -0.6 -0.1 0.4 0.4 0.4 0.4
LUMBER-new NaN NaN NaN NaN NaN -0.7 NaN -1.2 NaN NaN -1.8 NaN -1.8 NaN -0.9 -0.5 -0.6 -0.5 -0.6 NaN -1.2 NaN -1.2 NaN NaN NaN NaN -1.2 NaN -1.2 NaN -0.9 NaN NaN NaN -1.8 0.0 0.4 0.2 0.4
MILK NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -1.5 NaN -2.9 NaN NaN NaN NaN NaN 2.8 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -3.1 NaN -3.1
MILKDRY NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
MILKWET NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
MILLWHEAT NaN NaN 1.7 NaN NaN -0.5 NaN -1.1 NaN NaN -0.3 NaN -1.3 NaN 0.7 -0.3 -0.5 -0.3 -0.4 NaN 0.1 NaN -0.6 NaN 0.7 NaN NaN 0.5 NaN -1.1 NaN -0.1 NaN NaN NaN 0.7 -0.0 -0.0 0.0 0.2
MSCISING -0.6 -0.5 -0.6 0.0 NaN 0.5 -0.2 0.5 -0.5 NaN 0.3 -0.1 0.7 -0.5 -0.3 0.3 0.1 0.2 0.1 -0.2 0.1 -0.1 0.4 -0.2 -0.4 -0.3 NaN 0.2 -0.2 0.5 -0.5 0.3 0.1 -0.2 -0.3 -0.5 0.1 0.4 -0.0 0.4
MUMMY -0.1 0.3 0.1 0.0 NaN 0.6 NaN 0.6 -0.6 NaN 0.2 NaN 0.5 0.4 0.5 0.1 0.2 0.1 0.2 0.1 0.1 NaN 0.1 0.1 0.7 0.4 NaN 0.3 NaN 0.1 0.3 0.5 NaN NaN 0.5 -0.1 0.1 0.4 -0.2 -0.0
MXP -0.6 -0.6 -0.2 -0.0 NaN 0.5 NaN 0.5 -0.5 NaN 0.9 -0.1 1.1 -0.3 0.5 0.2 0.4 0.3 0.4 0.1 0.5 NaN 0.6 -0.2 -0.7 0.3 NaN 0.5 NaN 0.5 -0.5 0.7 NaN -0.3 0.2 0.9 0.2 0.1 0.2 0.3
NASDAQ_micro -0.1 -0.6 -0.5 0.0 -0.2 0.5 -0.2 0.5 -0.5 -0.1 0.1 -0.1 0.7 -0.5 -0.3 -0.2 -0.3 -0.2 -0.2 -0.2 0.0 -0.1 0.3 -0.2 -0.7 -0.4 -0.2 -0.1 -0.2 0.4 -0.5 -0.4 0.2 0.2 -0.4 -0.8 0.2 -0.4 0.0 -0.4
NIKKEI -0.6 -0.4 -0.4 0.0 -0.1 0.3 -0.2 0.3 -0.4 -0.0 0.4 -0.0 0.5 -0.1 0.1 0.1 0.2 0.2 0.2 0.1 0.3 -0.0 0.3 -0.1 -0.5 0.2 -0.1 0.5 -0.1 0.5 -0.1 0.6 -0.0 -0.0 0.3 0.2 -0.2 -0.0 -0.4 -0.3
NIKKEI400 -0.6 -0.6 -0.4 0.0 NaN 0.3 -0.2 0.4 -0.4 0.0 0.5 -0.0 0.5 -0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.3 -0.0 0.3 -0.0 -0.4 0.3 NaN 0.5 -0.2 0.5 -0.1 0.3 -0.0 -0.1 0.3 0.5 -0.2 -0.1 -0.4 -0.4
NOK NaN 0.4 0.3 -0.1 NaN 0.7 NaN 0.7 NaN NaN 1.0 NaN 1.3 0.5 0.8 0.0 0.0 0.0 0.0 0.3 0.6 NaN 0.6 -0.0 0.6 0.7 NaN 0.7 NaN 0.7 NaN 0.0 NaN NaN 0.9 1.1 -0.2 0.4 -0.1 0.4
NZD -0.6 0.0 0.4 -0.0 -0.2 0.4 -0.2 0.5 -0.5 -0.0 0.2 -0.1 0.0 -0.2 0.2 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.0 -0.1 0.6 -0.0 -0.2 0.1 -0.2 -0.0 -0.5 -0.3 -0.1 -0.2 0.2 0.3 -0.1 0.4 -0.0 0.4
OAT -0.6 0.0 0.2 -0.4 NaN -0.2 -0.2 -0.1 -0.5 NaN 0.3 -0.2 0.1 -0.4 -0.0 0.3 0.4 0.3 0.4 -0.1 0.1 -0.1 0.0 -0.2 0.0 -0.0 NaN 0.2 -0.2 0.2 -0.5 0.5 -0.1 -0.1 0.3 0.6 0.1 0.4 0.0 0.4
OATIES NaN NaN NaN NaN NaN -0.7 NaN -1.2 NaN NaN -0.3 NaN -1.2 NaN NaN -0.2 -0.4 -0.2 -0.4 NaN 0.3 NaN -0.4 NaN 0.1 NaN NaN 0.7 NaN -1.0 NaN -0.0 NaN NaN NaN 0.9 -0.1 -0.4 0.0 -0.4
OJ NaN NaN 1.7 0.7 NaN -0.2 NaN -0.7 NaN NaN -0.3 NaN -0.5 NaN 0.1 0.1 0.1 0.0 0.0 0.0 -0.1 NaN -0.3 NaN -0.8 NaN NaN -0.2 NaN -0.6 NaN 0.8 NaN NaN NaN 0.5 -0.2 -0.3 -0.1 -0.3
OMX NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
OMX-SWE -0.6 -0.4 0.2 0.0 -0.2 0.5 -0.2 0.5 -0.5 -0.1 0.8 -0.1 0.8 -0.2 0.4 0.4 0.1 0.3 0.2 0.2 0.6 -0.1 0.6 -0.1 -0.0 0.4 -0.2 0.5 -0.2 0.5 -0.3 0.5 -0.1 -0.0 0.6 0.8 0.2 0.4 0.0 -0.2
PALLAD -0.3 -0.5 -0.1 0.2 NaN 0.4 0.1 0.5 0.2 NaN 0.2 -0.1 0.3 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.2 -0.1 0.1 -0.2 NaN 0.2 -0.2 0.5 -0.4 0.0 -0.2 -0.3 -0.3 -0.3 0.3 0.0 0.2 0.0
PLAT -0.1 -0.6 -0.3 0.2 0.0 0.4 0.1 0.5 0.1 -0.0 0.1 -0.0 0.3 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.2 -0.0 0.2 -0.0 -0.3 0.0 -0.1 0.4 -0.1 0.5 -0.1 -0.0 -0.1 -0.1 -0.2 0.2 0.4 0.2 0.3 0.1
PLN -0.6 -0.5 -0.3 -0.0 NaN 0.6 NaN 0.6 -0.6 NaN 0.1 NaN 0.9 -0.8 -0.5 0.0 0.0 0.0 0.0 -0.3 0.0 NaN 0.3 -0.3 -0.7 -0.6 NaN 0.2 NaN 0.6 -0.6 0.1 NaN -0.5 -0.5 -0.0 -0.1 -0.3 0.0 0.1
R1000 -0.6 -0.4 0.2 0.0 NaN 0.5 -0.2 0.5 -0.5 NaN 1.0 -0.2 1.2 -0.5 0.5 -0.3 -0.4 -0.3 -0.4 0.1 0.6 -0.1 0.7 -0.3 -0.4 0.4 NaN 0.5 -0.2 0.5 -0.5 -0.7 -0.2 -0.3 0.6 0.8 0.0 0.4 -0.2 -0.4
RAPESEED 0.2 0.6 0.2 0.6 NaN -0.3 NaN -0.6 0.6 NaN 0.7 NaN 0.2 0.8 0.8 0.5 0.4 0.5 0.6 0.4 0.3 NaN 0.1 0.3 -0.1 0.6 NaN 0.6 NaN 0.3 0.6 0.7 NaN 0.5 0.7 0.7 -0.2 0.1 -0.0 0.3
REDWHEAT 0.4 0.5 0.6 0.5 NaN -0.3 NaN -0.5 0.5 NaN 0.4 0.2 -0.7 0.8 0.8 -0.4 -0.5 -0.4 -0.5 0.4 0.3 0.1 -0.1 0.3 0.4 0.5 NaN 0.5 NaN 0.1 0.5 -0.3 NaN 0.5 0.7 0.9 -0.4 -0.4 -0.4 -0.4
RICE NaN NaN NaN NaN NaN -0.3 NaN -1.2 NaN NaN -0.5 NaN -0.8 NaN 0.3 -0.5 -0.6 -0.5 -0.6 NaN -0.3 NaN -0.8 NaN 0.2 NaN NaN -0.4 NaN -1.2 NaN -0.7 NaN NaN NaN 0.4 -0.4 -0.4 -0.3 -0.3
ROBUSTA -0.0 -0.3 -0.4 0.5 NaN -0.2 NaN -0.5 0.5 NaN -0.1 -0.1 -0.2 -0.5 -0.5 0.3 0.5 0.3 0.4 -0.2 -0.3 -0.1 -0.1 -0.2 -0.7 -0.5 NaN -0.4 NaN -0.2 -0.5 0.7 NaN -0.5 -0.7 -0.9 0.1 0.1 0.3 0.2
RUBBER NaN NaN 2.1 0.9 NaN 0.9 NaN 0.9 NaN NaN 1.8 NaN 0.1 NaN 1.4 0.0 -0.0 0.0 0.0 0.7 1.0 NaN 0.5 NaN NaN 0.9 NaN 0.9 NaN 0.9 NaN NaN NaN NaN NaN NaN 0.1 0.5 NaN NaN
RUSSELL -0.6 -0.6 0.0 0.0 -0.2 0.5 -0.2 0.5 -0.5 -0.1 0.6 -0.2 0.8 -0.6 0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.2 -0.1 0.4 -0.3 0.3 -0.3 -0.2 0.3 -0.2 0.5 -0.5 -0.2 -0.1 -0.3 -0.3 -0.1 -0.1 -0.4 -0.2 -0.4
SEK -0.6 -0.5 -0.1 -0.0 NaN 0.5 NaN 0.6 -0.6 NaN 0.3 NaN 0.8 -0.6 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.1 NaN 0.3 -0.3 0.4 -0.1 NaN 0.5 NaN 0.6 -0.6 -0.4 NaN -0.5 -0.0 0.5 -0.1 -0.4 0.0 -0.1
SGD_mini NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
SHATZ NaN 0.2 0.1 -0.5 NaN -0.2 NaN -0.1 NaN NaN -0.7 NaN -0.7 NaN -0.4 -0.5 -0.5 -0.3 -0.4 -0.3 -0.3 NaN -0.2 NaN 0.3 -0.7 NaN -0.6 NaN -0.5 NaN -0.8 NaN NaN -0.5 -0.5 0.3 0.4 0.2 0.4
SILVER 0.0 -0.6 -0.4 0.2 0.0 0.4 0.1 0.5 0.1 -0.1 0.2 -0.0 0.3 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 0.1 0.2 -0.0 0.2 -0.0 -0.4 0.2 -0.1 0.5 -0.1 0.5 -0.0 -0.1 -0.1 -0.1 0.0 0.7 0.2 0.2 0.1 0.1
SMI -0.6 -0.4 0.0 0.0 -0.2 0.4 -0.2 0.5 -0.5 -0.1 0.5 -0.1 0.6 -0.4 0.1 0.3 0.2 0.3 0.3 -0.0 0.3 -0.1 0.3 -0.2 0.0 0.1 NaN 0.5 -0.2 0.5 -0.5 0.7 -0.2 -0.2 -0.0 0.6 -0.1 0.4 -0.2 0.4
SMI-MID NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
SOFR NaN 0.6 -0.3 -0.7 NaN -0.4 NaN -0.1 NaN NaN 0.1 NaN 1.0 NaN 0.2 0.1 0.2 0.2 0.2 0.1 0.2 NaN 0.2 NaN -0.7 0.7 NaN 0.7 NaN 0.7 NaN 0.0 NaN NaN 0.9 1.1 -0.3 -0.3 -0.4 -0.4
SONIA3 NaN -0.2 -0.2 -0.7 NaN -0.4 NaN -0.1 NaN NaN -0.0 NaN 0.7 NaN -0.4 0.1 0.2 0.2 0.2 -0.3 -0.1 NaN 0.0 NaN 0.2 -0.6 NaN 0.0 NaN 0.3 NaN -0.0 NaN NaN -0.4 0.5 0.2 0.0 0.1 -0.4
SOYBEAN_mini NaN 0.9 0.1 0.7 NaN -0.5 NaN -0.7 NaN NaN 0.9 NaN 0.6 1.0 1.0 -0.3 -0.3 -0.3 -0.4 0.5 0.6 NaN 0.3 NaN -0.4 0.7 NaN 0.7 NaN 0.7 NaN -0.0 NaN NaN 0.9 1.0 -0.4 -0.4 -0.4 -0.2
SOYMEAL 0.1 0.3 0.0 0.5 NaN -0.3 NaN -0.5 0.5 NaN -0.2 -0.0 -0.5 0.5 -0.1 -0.2 -0.4 -0.3 -0.4 0.1 0.0 0.0 -0.1 0.1 -0.3 0.5 NaN 0.5 NaN 0.2 0.5 -0.1 NaN -0.2 0.2 -0.2 -0.4 -0.4 -0.2 -0.3
SOYOIL 0.3 0.6 0.4 0.5 NaN -0.4 NaN -0.5 0.5 NaN 1.2 0.2 1.1 1.0 1.0 0.0 -0.2 -0.1 -0.2 0.5 0.7 NaN 0.7 0.3 -0.5 0.5 NaN 0.5 NaN 0.5 0.5 0.4 NaN 0.5 0.7 0.9 -0.2 -0.4 -0.2 -0.4
SP400 -0.6 -0.3 0.2 0.0 NaN 0.5 -0.2 0.5 -0.5 -0.1 0.6 -0.2 0.7 -0.5 0.3 -0.1 -0.2 -0.2 -0.2 -0.0 0.3 -0.1 0.3 -0.3 -0.1 -0.1 NaN 0.3 -0.2 0.4 -0.5 -0.3 -0.2 -0.4 -0.0 0.1 -0.0 -0.4 -0.2 -0.4
SP500_micro -0.4 -0.6 -0.4 0.0 -0.2 0.5 -0.2 0.5 -0.5 -0.1 0.6 -0.2 1.0 -0.7 -0.1 -0.2 -0.3 -0.2 -0.3 -0.2 0.1 -0.1 0.5 -0.3 -0.7 -0.5 -0.2 -0.1 -0.2 0.4 -0.5 -0.5 -0.0 -0.2 -0.6 -0.8 0.3 -0.4 0.1 -0.4
SPI200 -0.5 -0.1 -0.2 0.0 -0.2 0.4 -0.2 0.5 -0.5 -0.1 0.1 -0.1 0.6 -0.3 -0.0 0.1 -0.2 -0.1 -0.2 -0.1 0.1 -0.1 0.1 -0.2 -0.1 -0.0 -0.2 0.2 -0.2 0.3 -0.5 -0.3 -0.2 -0.1 0.1 -0.2 0.1 0.4 -0.0 0.0
STEEL NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
SUGAR11 0.5 0.2 0.2 0.5 NaN -0.3 NaN -0.5 0.5 NaN -0.8 0.1 -1.0 0.4 -0.0 -0.0 0.3 0.2 0.3 0.0 -0.3 NaN -0.6 0.2 -0.6 0.4 NaN -0.3 NaN -0.5 0.5 0.7 NaN 0.3 -0.3 0.2 0.0 -0.4 0.1 -0.2
SUGAR_WHITE 0.5 0.2 0.1 0.5 NaN -0.3 NaN -0.5 0.5 NaN -0.7 0.1 -0.9 0.4 0.1 -0.0 0.2 0.0 0.1 0.1 -0.2 NaN -0.4 0.2 -0.7 0.4 NaN -0.1 NaN -0.5 0.5 0.7 NaN 0.2 -0.4 0.3 -0.2 -0.4 -0.1 -0.4
TWD NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
US-MATERIAL -0.6 0.0 0.6 0.5 NaN 0.5 NaN 0.5 -0.4 NaN 0.6 -0.2 0.5 -0.2 0.4 -0.1 -0.2 -0.2 -0.2 0.2 0.5 NaN 0.4 -0.2 0.1 0.5 NaN 0.5 NaN 0.5 -0.5 -0.6 NaN -0.4 0.4 0.8 -0.1 -0.4 -0.1 -0.4
US-PROPERTY -0.2 0.4 0.3 0.6 NaN 0.6 NaN 0.6 -0.6 NaN 0.7 NaN 0.5 0.3 0.7 -0.2 -0.2 -0.2 -0.2 0.3 0.4 NaN 0.2 -0.0 0.7 0.7 NaN 0.7 NaN 0.6 NaN -0.7 NaN NaN -0.2 -1.1 0.4 0.2 0.2 -0.4
US10 -0.2 0.2 -0.2 -0.5 NaN -0.2 NaN -0.1 -0.5 NaN 0.2 -0.2 0.6 -0.2 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.1 -0.1 0.1 0.1 NaN 0.2 NaN 0.3 -0.4 -0.3 NaN 0.2 0.4 0.5 -0.1 -0.4 -0.3 -0.4
US10U -0.2 0.1 -0.1 -0.5 NaN -0.3 -0.2 -0.1 -0.5 NaN 0.4 -0.2 0.7 -0.3 -0.1 0.1 0.0 0.1 0.1 -0.0 0.1 -0.1 0.1 -0.2 -0.4 0.2 NaN 0.5 -0.2 0.5 -0.5 -0.3 0.2 0.3 0.5 0.9 -0.2 -0.1 -0.4 -0.4
US2 -0.4 0.0 -0.2 -0.5 NaN -0.2 NaN -0.1 -0.5 NaN -0.4 -0.2 -0.1 -0.5 -0.4 -0.2 -0.4 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 -0.3 0.4 -0.5 NaN -0.2 NaN -0.0 -0.5 -0.7 NaN -0.2 -0.1 0.1 -0.1 -0.4 -0.2 -0.4
US20 -0.3 0.1 -0.0 -0.5 NaN -0.2 -0.2 -0.1 -0.5 NaN 0.3 -0.2 0.3 -0.3 -0.0 0.1 0.1 0.1 0.2 -0.0 0.1 -0.1 0.1 -0.2 -0.2 0.1 NaN 0.4 -0.2 0.4 -0.5 -0.1 NaN 0.1 0.3 0.7 -0.1 0.3 -0.4 -0.1
US5 -0.3 0.1 -0.2 -0.5 NaN -0.2 -0.2 -0.1 -0.5 NaN -0.0 -0.2 0.5 -0.4 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.2 0.2 -0.0 NaN 0.1 -0.2 0.3 -0.5 -0.5 NaN 0.1 0.3 0.5 -0.1 -0.4 -0.3 -0.4
V2X NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
VIX NaN NaN 0.1 0.7 NaN 0.5 NaN -0.0 NaN NaN -1.0 NaN -1.6 NaN -0.0 0.0 -0.6 -0.5 -0.6 0.3 -0.1 NaN -0.3 NaN 0.5 0.7 NaN 0.2 NaN -0.3 NaN -0.3 NaN NaN -0.3 -0.2 -0.1 -0.4 0.4 0.4
WHEAT 0.4 0.6 0.6 0.5 NaN -0.2 0.2 -0.5 0.5 NaN 0.1 0.1 -0.7 0.6 0.6 -0.3 -0.5 -0.4 -0.5 0.3 0.2 0.1 -0.1 0.3 0.4 0.5 NaN 0.5 NaN 0.1 0.5 -0.5 NaN 0.5 0.7 0.7 -0.4 -0.4 -0.4 -0.4
WHEY NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
YENEUR -0.0 -0.4 -0.2 -0.0 NaN 0.5 -0.2 0.5 -0.5 -0.1 1.1 0.0 1.1 -0.1 0.4 0.1 0.2 0.1 0.2 0.2 0.7 -0.0 0.7 0.0 -0.7 0.4 NaN 0.5 -0.1 0.5 -0.1 0.4 0.1 0.4 -0.3 0.7 -0.3 -0.4 -0.3 -0.3
ZAR -0.6 -0.6 -0.1 -0.0 NaN 0.5 NaN 0.5 -0.5 NaN 0.8 -0.2 1.1 -0.6 0.3 0.1 0.2 0.1 0.2 -0.0 0.3 NaN 0.4 -0.2 -0.2 0.2 NaN 0.5 NaN 0.5 -0.5 0.4 NaN -0.2 -0.1 0.8 0.4 0.4 0.4 0.4
======================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
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
AEX -8.5 -4.9 3.8 0.3 -15.9 18.8 -20.0 20.0 -20.0 8.7 10.9 -1.9 12.2 -1.3 8.0 2.8 -1.3 0.3 -0.9 5.9 9.7 0.6 10.3 0.8 -6.2 6.6 11.1 12.7 -1.4 11.3 -2.0 1.6 16.2 16.6 5.6 -3.2 5.5 20.0 -9.5 2.9
ALUMINIUM_LME 18.4 -12.8 2.8 13.8 3.1 20.0 8.2 20.0 10.3 3.9 11.7 10.4 12.1 10.3 10.9 3.4 -2.8 -0.4 -1.8 17.7 15.0 20.0 12.6 20.0 -8.8 20.0 16.0 20.0 20.0 20.0 20.0 1.8 20.0 20.0 20.0 20.0 -5.4 -9.2 -19.2 -15.9
AUDJPY -0.2 2.9 15.9 -1.2 -20.0 20.0 -20.0 20.0 -20.0 5.7 20.0 13.0 19.3 16.9 19.4 11.1 11.6 11.2 11.3 20.0 20.0 19.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.1 20.0 20.0 20.0 20.0 -2.3 20.0 2.0 20.0
AUD_micro -13.7 3.0 14.6 -0.9 -20.0 17.3 -20.0 20.0 -20.0 -1.0 13.3 0.4 11.8 10.6 13.2 1.0 -0.4 0.8 0.3 12.6 14.4 -0.3 10.6 5.5 13.1 20.0 -6.5 20.0 -1.7 20.0 13.6 -0.6 8.5 10.4 20.0 20.0 -4.4 20.0 -1.3 20.0
BITCOIN 13.7 -12.9 -20.0 12.8 2.9 20.0 7.6 20.0 9.5 8.4 -11.6 7.4 -7.5 -7.5 -9.5 -2.5 -6.1 -3.3 -4.5 -15.4 -19.2 5.5 -13.0 -4.4 -16.1 -20.0 20.0 -20.0 12.1 -20.0 -11.1 -3.1 12.7 -1.3 -20.0 -20.0 2.6 1.2 -12.8 -12.6
BOBL -20.0 5.9 1.2 -15.7 -20.0 -8.2 -20.0 -2.9 -20.0 -10.8 -6.0 -13.3 -3.7 -10.1 -5.0 9.0 -3.0 -5.9 -5.2 -6.7 -3.5 -20.0 -3.3 -15.7 3.1 -12.9 -20.0 -8.3 -20.0 -9.3 -20.0 -18.7 -11.6 -7.9 2.1 -0.3 10.3 20.0 8.3 20.0
BONO -20.0 -1.1 -0.6 -20.0 -20.0 -10.7 -20.0 -3.8 -20.0 -14.0 4.4 -16.9 6.5 -12.3 -2.7 6.6 8.3 5.1 7.0 -5.1 1.2 -20.0 2.8 -18.7 -14.0 -9.3 -20.0 6.2 -20.0 9.1 -20.0 0.4 -19.1 -5.5 5.0 12.5 8.0 20.0 4.8 20.0
BOVESPA -20.0 -1.8 12.2 2.0 -20.0 20.0 -20.0 20.0 -20.0 -13.6 13.6 -12.9 13.1 2.7 8.8 -20.0 -20.0 -20.0 -20.0 10.7 20.0 -19.6 18.2 -7.0 2.2 20.0 -20.0 20.0 -20.0 20.0 -14.4 -20.0 -4.7 -7.6 20.0 20.0 13.1 20.0 6.8 20.0
BRE -9.1 1.1 2.8 -1.6 -20.0 20.0 -20.0 20.0 -20.0 -4.6 20.0 -4.4 20.0 13.6 20.0 15.4 17.9 17.0 18.0 14.3 18.8 -2.9 19.8 5.4 -18.6 20.0 -18.8 20.0 -12.1 20.0 13.5 20.0 8.2 20.0 20.0 10.1 20.0 20.0 20.0 20.0
BRENT-LAST 20.0 20.0 18.3 20.0 20.0 20.0 20.0 8.8 20.0 10.2 10.2 13.0 4.1 13.8 13.8 20.0 14.4 20.0 17.2 20.0 14.1 20.0 5.8 20.0 -7.1 20.0 20.0 20.0 20.0 15.1 20.0 6.7 18.0 15.7 19.3 12.2 1.4 19.8 -5.6 -2.9
BTP -20.0 -6.3 -5.3 -19.8 -20.0 -10.3 -20.0 -3.7 -20.0 -12.5 6.8 -15.9 14.3 -12.1 -2.8 8.1 12.8 13.2 13.7 -6.1 1.4 -20.0 5.2 -18.7 -20.0 -13.4 -20.0 6.0 -20.0 15.2 -20.0 9.1 -15.3 -12.4 -0.2 12.4 7.8 20.0 5.4 20.0
BTP3 -20.0 -6.5 -5.8 -14.5 -20.0 -7.5 -20.0 -2.7 -20.0 -9.1 -1.7 -11.6 6.0 -9.4 -3.7 -10.4 19.6 11.4 20.0 -8.3 -2.7 -20.0 0.6 -17.0 -15.4 -20.0 -20.0 -9.1 -20.0 -1.1 -20.0 20.0 -12.2 -20.0 -8.8 0.6 17.7 20.0 16.5 20.0
BUND -14.3 8.0 2.8 -20.0 -20.0 -10.8 -20.0 -3.9 -20.0 -14.4 -5.0 -17.4 -9.7 -11.5 -3.2 11.1 10.7 15.8 13.9 -4.4 -2.5 -20.0 -4.9 -15.2 2.3 -7.8 -20.0 -4.4 -20.0 -10.5 -20.0 7.3 -5.2 2.2 8.3 5.7 6.9 20.0 2.3 20.0
BUTTER 2.2 20.0 20.0 20.0 20.0 -4.6 20.0 -20.0 20.0 -5.4 -6.6 -5.7 -7.7 -0.3 1.6 -20.0 -20.0 -20.0 -20.0 1.3 -5.6 -10.9 -14.9 -2.8 -5.2 2.3 -18.8 -16.6 -20.0 -20.0 -5.5 -20.0 -20.0 -7.2 7.5 -0.7 -20.0 -8.6 -14.5 -4.6
BUXL -1.0 10.6 4.2 -20.0 -20.0 -13.9 -20.0 -5.0 -20.0 -17.4 -14.0 -19.6 -20.0 -5.2 -5.9 4.2 4.4 4.9 5.0 -3.0 -9.2 -20.0 -20.0 -9.2 7.8 -4.8 -20.0 -20.0 -20.0 -20.0 -20.0 -4.9 20.0 20.0 10.0 5.7 -5.6 20.0 -10.7 15.0
CAC -20.0 -7.6 -4.8 0.4 -18.0 20.0 -20.0 20.0 -20.0 -11.5 6.2 -13.9 12.2 -11.1 -4.6 -3.0 -3.6 -4.5 -4.5 -5.7 2.2 -20.0 5.5 -17.2 -2.3 -9.9 -20.0 4.2 -20.0 7.2 -20.0 -3.2 -20.0 -9.3 -6.7 -10.4 13.8 20.0 10.8 20.0
CAD -4.1 2.9 10.8 -1.5 -20.0 20.0 -20.0 20.0 -20.0 -12.2 6.7 -8.0 5.5 1.6 9.7 -7.1 -8.5 -7.7 -8.3 6.2 6.6 -6.3 2.0 0.9 20.0 20.0 -20.0 20.0 -14.8 12.5 10.8 -14.5 20.0 16.9 20.0 16.4 -20.0 -20.0 -20.0 -20.0
CADJPY 16.4 1.5 9.4 2.7 -20.0 20.0 -20.0 20.0 -20.0 13.5 20.0 20.0 20.0 20.0 20.0 5.9 7.4 6.1 6.5 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 10.9 20.0 20.0 2.2 20.0 -18.0 -20.0 -8.5 -13.1
CANOLA 2.0 20.0 11.0 20.0 20.0 -9.3 20.0 -20.0 20.0 -8.3 4.2 6.0 0.6 12.6 15.5 -18.0 -17.8 -20.0 -20.0 17.3 9.1 7.9 2.3 18.2 14.9 20.0 -20.0 20.0 20.0 6.1 20.0 -10.4 10.7 20.0 20.0 18.1 4.3 20.0 8.2 20.0
CH10 -7.4 2.4 -15.1 -20.0 -20.0 -11.6 -20.0 -4.2 -20.0 1.5 -10.6 -12.0 9.5 -10.7 -14.9 20.0 20.0 20.0 20.0 -9.2 -6.1 -13.1 1.6 -13.1 -20.0 -20.0 -2.9 -20.0 -20.0 -6.8 -20.0 20.0 19.9 8.4 -2.1 -16.6 8.5 -7.2 7.4 -20.0
CHEESE -1.8 15.2 16.9 20.0 20.0 -5.2 20.0 -20.0 20.0 -0.9 -3.7 -3.8 -7.1 0.9 2.0 -20.0 -8.5 -20.0 -20.0 1.9 -0.4 -2.2 -4.2 -0.2 12.6 3.0 5.6 -2.7 -5.6 -10.2 -1.3 0.0 -15.0 -5.5 1.5 -0.0 -20.0 -20.0 -20.0 -19.9
CHF -15.8 1.2 -0.1 -0.7 -20.0 14.1 -20.0 20.0 -20.0 -7.4 0.4 -9.9 8.1 -4.1 -0.7 -14.5 -18.0 -15.5 -16.8 -0.3 3.3 -12.8 5.0 -7.2 0.8 6.4 -20.0 15.3 -20.0 18.6 -12.1 -20.0 -4.1 -4.8 11.1 5.5 -14.1 -20.0 -10.0 -20.0
CHFJPY 3.2 -6.8 0.6 -1.1 -20.0 20.0 -20.0 20.0 -20.0 -5.6 17.5 9.2 18.2 11.6 15.3 -3.7 -2.8 -3.7 -3.5 17.9 20.0 4.4 20.0 11.4 -20.0 20.0 -12.9 20.0 7.9 20.0 17.5 -5.9 20.0 20.0 -0.5 10.1 -17.6 -18.0 -13.4 -11.6
CLP -20.0 -19.4 6.3 1.5 -20.0 19.1 -20.0 20.0 -20.0 -12.1 8.5 -12.1 9.7 -9.6 1.4 2.5 1.2 1.2 0.6 -2.4 5.8 -16.3 6.8 -12.8 16.5 -1.3 -20.0 20.0 -20.0 20.0 -20.0 0.5 -18.3 -18.4 -8.4 14.7 3.5 20.0 11.0 20.0
CNH 18.8 7.6 -17.4 -1.6 -20.0 20.0 -20.0 20.0 -20.0 -8.3 -20.0 6.8 -15.4 -3.2 -19.2 20.0 20.0 20.0 20.0 -19.0 -20.0 0.1 -16.7 -7.1 -20.0 -20.0 3.3 -20.0 -1.2 -20.0 -20.0 20.0 20.0 19.9 -20.0 -20.0 -2.9 4.6 -0.3 9.4
COCOA 3.6 -20.0 -20.0 20.0 20.0 -4.3 20.0 -20.0 20.0 4.7 -8.0 2.7 -6.9 -5.6 -7.4 -7.8 2.9 -6.4 -3.6 -20.0 -20.0 1.7 -17.3 -9.3 -20.0 -20.0 11.6 -20.0 8.2 -20.0 -10.2 20.0 2.8 -11.2 -20.0 -17.4 6.9 0.6 12.2 6.1
COCOA_LDN 6.8 -20.0 -20.0 20.0 20.0 -4.3 20.0 -20.0 20.0 6.5 -8.0 3.9 -7.7 -5.4 -7.3 -3.9 1.9 -3.1 -2.1 -20.0 -20.0 3.8 -19.8 -8.3 -20.0 -20.0 17.6 -20.0 11.1 -20.0 -14.8 20.0 7.4 -13.5 -20.0 -20.0 2.6 -2.5 6.2 1.3
COFFEE 10.2 -20.0 -20.0 20.0 20.0 -13.0 20.0 -20.0 20.0 3.9 -4.6 6.9 3.9 -17.5 -20.0 12.5 20.0 20.0 20.0 -20.0 -20.0 1.4 0.3 -14.1 -20.0 -20.0 11.1 -20.0 11.5 20.0 -5.5 20.0 -9.7 -7.7 -20.0 -20.0 20.0 20.0 20.0 20.0
COPPER-micro -5.7 -9.3 8.8 10.8 2.4 20.0 6.4 20.0 8.0 -1.0 6.3 -4.0 6.0 -6.6 3.3 -7.0 -7.6 -7.2 -7.5 2.5 7.4 -4.7 8.5 -2.6 -10.1 7.0 -9.8 17.3 -10.2 20.0 -3.2 -6.8 -9.7 -7.3 2.1 2.5 12.5 20.0 9.2 20.0
CORN 17.1 14.5 9.3 20.0 20.0 -14.6 20.0 -20.0 20.0 7.5 15.3 20.0 -8.0 20.0 19.6 -20.0 -20.0 -20.0 -20.0 20.0 8.3 20.0 -3.5 20.0 19.5 20.0 15.2 20.0 20.0 3.6 20.0 -20.0 20.0 20.0 20.0 13.4 5.7 -5.6 9.9 2.8
COTTON2 11.5 6.6 11.6 20.0 20.0 -14.5 20.0 -20.0 20.0 20.0 -16.7 19.6 -20.0 14.1 4.9 -20.0 -20.0 -20.0 -20.0 2.2 -6.8 20.0 -15.6 12.9 0.2 16.8 20.0 -11.8 20.0 -20.0 20.0 -20.0 18.5 17.8 -14.1 -2.9 -14.3 -10.1 -10.6 0.8
CRUDE_W_micro 20.0 20.0 17.7 20.0 20.0 20.0 20.0 10.4 20.0 10.6 10.3 14.7 2.8 15.8 15.8 20.0 11.1 15.6 11.9 20.0 14.5 20.0 5.6 20.0 -5.9 20.0 20.0 20.0 20.0 14.9 20.0 -0.2 20.0 20.0 20.0 14.0 1.4 20.0 -4.9 0.2
CZK -20.0 -12.6 -11.2 2.2 -20.0 20.0 -20.0 20.0 -20.0 -19.3 2.8 -20.0 17.9 -18.1 -10.4 -1.5 -2.5 -1.8 -2.2 -12.7 0.9 -20.0 12.5 -20.0 -9.6 -20.0 -20.0 -3.3 -20.0 20.0 -20.0 -4.5 -20.0 -20.0 -20.0 -11.8 -2.5 -20.0 3.0 -12.0
DAX -20.0 -16.4 -9.1 0.3 -14.5 17.2 -20.0 20.0 -20.0 -7.5 0.9 -10.7 9.5 -9.6 -3.4 -7.7 -8.7 -8.9 -8.8 -7.5 -0.6 -15.7 4.8 -15.1 -12.7 -16.7 -15.5 -2.8 -20.0 8.0 -20.0 -10.8 -9.6 -14.2 -20.0 -7.0 13.3 20.0 6.9 -20.0
DJSTX-SMALL -20.0 -16.5 3.0 0.4 -20.0 20.0 -20.0 20.0 -20.0 -15.0 9.7 -16.5 16.1 -13.5 4.4 4.1 -1.0 2.6 0.6 -3.9 8.2 -20.0 12.3 -19.0 14.2 -7.2 -20.0 20.0 -20.0 20.0 -20.0 2.8 -12.5 -20.0 -6.9 9.7 18.9 20.0 18.2 20.0
DOW -20.0 -20.0 -4.0 0.4 -17.0 20.0 -20.0 20.0 -20.0 -10.4 8.1 -13.7 13.0 -13.0 -1.3 -6.9 -9.1 -7.6 -8.3 -9.2 3.9 -20.0 11.3 -20.0 -8.0 -20.0 -20.0 5.0 -20.0 20.0 -20.0 -10.8 -10.3 -20.0 -14.9 -8.2 -2.1 -20.0 -10.6 -20.0
DX 20.0 7.3 4.4 -0.8 -20.0 16.3 -20.0 20.0 -20.0 6.5 3.5 11.0 -8.9 10.7 5.7 3.7 6.5 4.9 5.8 7.0 1.4 16.6 -2.4 14.2 -12.8 12.6 20.0 -1.7 20.0 -7.8 20.0 9.6 20.0 20.0 -4.4 -12.6 5.4 20.0 9.8 20.0
ETHER-micro 13.8 -18.1 -20.0 11.7 2.6 20.0 6.9 20.0 8.7 8.4 -10.4 7.5 -5.4 -8.1 -9.8 -1.9 -3.7 -2.1 -2.8 -13.0 -14.7 5.8 -9.0 -3.8 -5.8 -20.0 20.0 -20.0 16.6 -13.9 -7.5 0.3 12.9 -1.7 -20.0 -20.0 3.9 16.2 -15.7 -6.4
EU-AUTO -17.9 -7.1 -3.3 13.8 -12.8 20.0 -20.0 20.0 -10.1 -9.1 -5.5 -9.4 -4.1 -9.1 -8.2 12.2 3.9 10.2 6.8 -9.7 -6.0 -16.1 -4.7 -14.4 14.5 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 4.2 -7.0 -14.0 -20.0 -20.0 13.0 20.0 12.4 -6.1
EU-BANKS -20.0 -20.0 -20.0 20.0 -20.0 20.0 -20.0 20.0 -20.0 -14.7 10.6 -18.5 18.7 -17.7 -3.5 9.8 6.2 10.0 7.9 -10.4 9.5 -20.0 20.0 -20.0 -20.0 -13.3 -20.0 20.0 -20.0 20.0 -20.0 7.2 -10.0 -20.0 -20.0 5.3 12.0 20.0 15.3 20.0
EU-BASIC -20.0 -20.0 9.7 13.8 -12.8 20.0 -20.0 20.0 -10.0 -7.9 9.0 -8.2 9.3 -2.0 6.5 -0.1 0.4 0.1 0.2 7.2 13.8 -8.9 12.9 -2.9 7.3 20.0 -18.1 20.0 -16.8 20.0 -2.2 -3.4 -2.0 0.5 8.6 20.0 2.0 20.0 0.1 -8.3
EU-CONSTRUCTION -20.0 -7.9 -2.0 16.9 -15.6 20.0 -20.0 20.0 -12.3 -9.9 4.7 -11.7 10.2 -8.7 -0.6 7.7 1.4 6.3 3.8 -4.9 3.6 -20.0 7.1 -18.4 -7.3 -8.3 -20.0 8.8 -20.0 13.9 -20.0 -0.0 -20.0 -20.0 -12.6 -4.4 2.6 -1.0 1.2 -20.0
EU-DIV30 -20.0 -15.9 -8.8 0.4 -19.9 20.0 -20.0 20.0 -20.0 -2.2 11.9 -11.7 16.6 -9.5 4.9 20.0 9.0 17.7 13.1 -0.5 11.0 -14.7 19.2 -12.5 -3.5 -3.5 -15.7 20.0 -20.0 20.0 -20.0 20.0 -4.3 -6.4 0.1 3.5 14.7 20.0 12.2 20.0
EU-DJ-TELECOM -2.4 20.0 20.0 19.4 -18.0 20.0 -20.0 20.0 -14.1 10.1 9.1 4.8 6.2 12.5 12.4 12.9 6.1 12.5 9.4 20.0 20.0 12.3 11.7 20.0 -2.3 20.0 20.0 20.0 20.0 20.0 20.0 8.2 20.0 20.0 20.0 19.7 -5.5 16.4 -6.5 -4.1
EU-FOOD -20.0 18.7 12.2 13.6 -12.7 20.0 -20.0 20.0 -9.9 -2.8 2.5 -8.4 -2.2 -0.6 1.5 9.2 2.8 8.1 5.5 2.0 3.0 -9.1 -0.6 -5.2 20.0 8.6 -5.1 10.6 -20.0 -2.7 -9.2 2.5 -0.8 -6.7 4.7 -7.7 -20.0 -10.8 -20.0 -20.0
EU-HEALTH -20.0 -10.8 11.5 16.0 -14.9 20.0 -20.0 20.0 -11.7 -10.3 8.4 -12.0 6.7 -10.2 -1.4 1.5 0.1 1.3 0.9 -3.5 6.5 -20.0 6.9 -16.6 6.2 -5.9 -20.0 19.1 -20.0 15.9 -20.0 -3.1 -12.7 -19.4 -16.9 -0.7 -20.0 20.0 -20.0 8.6
EU-HOUSE -19.5 -12.5 -5.5 16.6 -20.0 20.0 -20.0 20.0 -10.5 -10.4 1.3 -11.1 1.0 -9.2 -5.7 3.7 0.9 3.1 2.0 -8.8 -2.2 -20.0 0.5 -17.2 13.7 -19.3 -20.0 -5.8 -20.0 -2.0 -20.0 -1.7 -20.0 -15.8 -20.0 -18.9 -10.3 -2.6 -11.9 -20.0
EU-INSURE -7.5 -5.6 -13.5 15.1 -14.1 20.0 -20.0 20.0 -11.0 5.3 -2.2 -5.7 7.9 -5.6 -4.9 20.0 10.0 20.0 16.0 -3.8 -0.4 -4.7 4.5 -6.4 -11.6 -6.3 4.7 1.6 -12.5 9.2 -14.5 16.3 -3.1 2.1 -17.3 -9.5 19.1 20.0 20.0 20.0
EU-MEDIA 0.0 -12.7 -5.7 13.0 -12.0 20.0 -20.0 20.0 -9.4 -6.3 -10.1 -8.1 -9.8 -9.7 -9.8 5.1 1.1 4.3 2.6 -12.9 -13.9 -5.0 -12.7 -9.4 -3.1 -20.0 -2.9 -20.0 -11.0 -20.0 -20.0 -1.1 12.8 1.5 -20.0 -20.0 9.6 7.9 8.2 -17.9
EU-MID -20.0 -12.1 4.1 20.0 -20.0 20.0 -20.0 20.0 -17.4 -4.0 13.0 -12.0 17.0 -8.2 9.0 -0.5 -6.4 -4.3 -5.6 4.6 14.1 -15.8 16.4 -10.2 13.4 12.8 -16.8 20.0 -20.0 20.0 -20.0 -14.0 -18.3 -9.2 -1.8 11.5 18.1 20.0 20.0 20.0
EU-OIL 20.0 20.0 19.5 20.0 -20.0 20.0 -20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 2.6 3.1 2.8 3.0 20.0 20.0 20.0 20.0 20.0 -1.1 20.0 20.0 20.0 20.0 20.0 20.0 1.1 20.0 20.0 20.0 20.0 3.1 20.0 2.6 20.0
EU-REALESTATE -17.8 5.3 10.6 20.0 -20.0 20.0 -20.0 20.0 -16.1 -11.8 5.7 -14.5 7.7 -6.7 4.6 13.7 7.0 13.3 10.3 2.2 5.5 -20.0 3.5 -10.0 20.0 12.4 -20.0 19.7 -20.0 7.1 -20.0 9.8 -20.0 0.2 -2.0 -4.5 7.5 19.9 5.9 3.3
EU-RETAIL -20.0 -20.0 1.4 20.0 -19.4 20.0 -20.0 20.0 -15.3 -0.5 9.6 -9.5 11.0 -9.2 0.9 -0.6 -4.4 -2.9 -3.8 -6.6 3.1 -13.6 6.8 -14.9 6.5 -15.5 -12.8 6.7 -20.0 12.5 -20.0 -10.7 -0.0 -11.7 -20.0 -8.8 -6.4 4.8 -6.3 -20.0
EU-TECH 0.1 -12.2 1.2 20.0 -18.5 20.0 -20.0 20.0 -14.5 4.0 2.6 -1.6 6.4 -6.9 -2.7 0.3 -2.0 -0.2 -1.1 -2.4 0.5 -1.3 2.0 -3.2 4.0 -8.8 1.0 -3.8 -3.6 -2.7 -9.0 -6.6 20.0 16.4 -20.0 -17.9 -0.9 5.9 -3.2 -18.6
EU-UTILS -18.2 -6.6 -4.1 19.6 -18.2 20.0 -20.0 20.0 -14.3 8.5 14.1 0.0 14.6 8.3 11.7 7.1 5.3 7.5 6.5 18.3 20.0 7.9 20.0 10.6 -4.6 20.0 18.1 20.0 11.1 20.0 20.0 5.5 9.1 17.4 20.0 20.0 9.3 20.0 12.7 20.0
EUA -4.5 -20.0 -19.9 20.0 20.0 20.0 20.0 7.4 20.0 -9.4 -5.7 -8.7 1.9 -10.8 -10.0 -2.0 -2.9 -2.4 -2.8 -13.4 -7.3 -7.8 -0.8 -12.0 NaN -20.0 -18.2 -13.9 -18.0 3.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 4.3 -3.5 2.5 -18.3
EURCAD -20.0 -16.6 -17.1 -1.5 -20.0 20.0 -20.0 20.0 -20.0 -20.0 -9.3 -20.0 16.1 -20.0 -20.0 -0.5 -1.7 -0.7 -1.1 -20.0 -12.2 -20.0 7.0 -20.0 -9.9 -20.0 -20.0 -20.0 -20.0 14.4 -20.0 -2.8 -20.0 -20.0 -20.0 -20.0 15.1 -13.2 20.0 3.7
EURCHF -4.5 -16.4 -11.6 -1.1 -20.0 20.0 -20.0 20.0 -20.0 6.1 -13.5 -8.3 -6.1 -15.5 -16.4 13.9 15.0 14.5 14.9 -16.4 -11.5 -7.1 -5.0 -14.8 12.5 -20.0 12.0 -20.0 -20.0 -13.5 -20.0 20.0 5.5 -1.4 -20.0 -20.0 -4.2 -20.0 -1.2 -20.0
EURIBOR-ICE -20.0 4.9 -3.3 -12.3 -20.0 -6.4 -20.0 -2.3 -20.0 -7.9 -3.1 -10.0 2.3 -7.5 -3.1 7.4 13.2 11.5 13.2 -4.8 -1.7 -17.2 -0.2 -12.3 -0.8 -8.6 -20.0 -4.5 -20.0 -3.1 -20.0 9.4 -11.6 -8.9 2.9 -0.3 20.0 20.0 18.8 20.0
EURO600 -20.0 -19.6 -0.2 0.4 -17.6 20.0 -20.0 20.0 -20.0 -7.8 11.7 -12.2 14.4 -9.6 5.9 8.6 3.2 8.0 5.7 1.0 10.7 -15.9 14.0 -11.6 -5.2 4.6 -17.8 20.0 -20.0 20.0 -20.0 10.3 -11.0 -5.8 1.1 12.3 12.0 20.0 9.1 20.0
EUROSTX -20.0 -18.6 -6.0 0.3 -15.9 18.9 -20.0 20.0 -20.0 -5.7 8.9 -10.6 12.2 -8.7 1.3 8.6 3.1 8.2 5.7 -3.3 5.3 -14.9 9.4 -13.0 -11.3 -6.6 -16.1 12.4 -20.0 19.5 -20.0 10.1 -7.4 -8.9 -7.8 0.1 8.4 20.0 2.5 14.9
EUROSTX-SMALL -20.0 -19.8 -1.6 0.3 -15.9 18.8 -20.0 20.0 -20.0 -12.6 7.3 -13.3 12.5 -10.7 1.3 0.8 -4.7 -3.3 -4.6 -4.7 5.7 -20.0 9.7 -18.0 12.6 -9.2 -20.0 13.8 -20.0 19.2 -20.0 -4.3 -19.6 -20.0 -7.1 3.7 10.7 20.0 6.6 20.0
EUR_micro -20.0 -10.3 -9.2 -1.0 -20.0 19.9 -20.0 20.0 -20.0 -8.1 -5.6 -14.8 11.3 -15.0 -10.7 -7.4 -9.0 -8.1 -8.7 -10.5 -2.0 -20.0 4.6 -19.8 8.8 -16.5 -20.0 5.3 -20.0 17.8 -20.0 -15.1 -19.8 -20.0 -4.5 1.5 -10.7 -20.0 -6.3 -20.0
FANG 19.4 -15.2 -20.0 0.6 -20.0 20.0 -20.0 20.0 -20.0 0.0 -16.0 14.4 9.8 -6.4 -17.0 -8.2 -8.7 -8.1 -8.3 -19.2 -18.6 6.4 1.3 -2.2 -20.0 -20.0 -6.9 -20.0 14.5 -0.8 -5.9 -10.5 20.0 20.0 -20.0 -20.0 4.5 -20.0 -4.3 -20.0
FED -15.0 -2.8 -6.9 -17.2 -20.0 -8.9 -20.0 -3.2 -20.0 -11.0 -10.9 -14.4 -12.1 -15.3 -15.5 -20.0 -20.0 -20.0 -20.0 -16.5 -12.5 -20.0 -10.7 -20.0 20.0 -20.0 -20.0 -20.0 -20.0 -19.6 -20.0 -20.0 13.5 -8.3 -8.1 -4.8 -6.8 -20.0 -8.9 -20.0
FEEDCOW -20.0 -16.9 8.0 20.0 20.0 -9.3 20.0 -20.0 20.0 -8.7 9.4 -13.8 13.0 -12.0 11.0 3.1 11.2 9.3 12.0 -0.9 12.5 -18.3 20.0 -15.2 -20.0 -20.0 -11.0 1.5 -20.0 20.0 -20.0 20.0 -20.0 -20.0 -20.0 2.3 20.0 20.0 20.0 20.0
FTSE100 -20.0 -14.7 -2.3 0.4 -18.1 20.0 -20.0 20.0 -20.0 -8.9 12.4 -13.2 15.0 -5.6 7.1 -0.8 -3.1 -1.2 -2.1 8.2 16.1 -13.3 18.4 -5.0 -5.5 20.0 -16.3 20.0 -20.0 20.0 -4.7 -1.0 -14.7 12.9 20.0 19.4 3.3 20.0 -2.0 20.0
FTSE250 -20.0 -19.2 1.1 0.4 -19.0 20.0 -20.0 20.0 -20.0 -14.6 8.8 -15.4 14.9 -12.1 2.5 3.8 -0.2 3.4 1.5 -6.0 5.8 -20.0 10.1 -20.0 14.5 -10.5 -20.0 17.5 -20.0 20.0 -20.0 4.2 -20.0 -20.0 -8.2 5.9 12.9 17.9 2.7 -9.2
FTSECHINAA -1.7 -14.3 -12.5 0.6 -20.0 20.0 -20.0 20.0 -20.0 20.0 6.6 9.9 17.1 -9.2 -17.7 2.0 1.7 1.0 1.2 -10.7 -1.4 7.9 14.2 -5.6 14.7 -20.0 20.0 -13.5 19.8 20.0 -19.9 5.9 20.0 16.6 -20.0 -20.0 20.0 20.0 20.0 15.4
FTSECHINAH -15.1 -15.3 -11.9 0.7 -20.0 20.0 -20.0 20.0 -20.0 20.0 -10.9 -13.0 16.8 -20.0 -20.0 -0.1 -3.1 -3.8 -3.9 -20.0 -9.3 -9.0 7.4 -20.0 15.8 -20.0 20.0 -20.0 -20.0 19.1 -20.0 -2.3 20.0 -7.6 -20.0 -20.0 20.0 16.8 20.0 8.3
FTSETAIWAN -20.0 -20.0 -5.6 0.3 -12.0 14.3 -20.0 18.7 -18.9 3.9 9.3 -1.9 10.3 0.3 6.9 -4.7 -0.7 -4.9 -3.5 8.1 12.0 -0.7 12.1 1.7 -15.7 20.0 4.2 20.0 -3.5 20.0 5.4 0.1 -0.0 9.7 20.0 20.0 18.3 -20.0 10.6 -20.0
FTSEVIET -12.3 -20.0 -13.1 0.3 -13.9 16.4 -20.0 20.0 -20.0 -4.5 7.4 -6.3 10.3 -4.7 1.2 -5.2 -1.7 -3.1 -2.4 -0.9 6.1 -11.1 11.6 -7.6 -7.7 -6.9 -18.0 9.0 -20.0 20.0 -18.7 -0.1 -11.5 -1.2 -13.1 -4.0 20.0 20.0 10.4 9.6
GASOIL 12.5 13.8 2.9 20.0 20.0 20.0 20.0 6.4 20.0 3.7 7.4 7.1 6.7 8.0 8.3 20.0 20.0 20.0 20.0 12.8 7.3 15.4 3.7 17.2 -7.4 20.0 18.4 20.0 20.0 15.9 20.0 20.0 -1.1 20.0 20.0 13.4 -5.5 19.2 -10.7 0.9
GASOLINE 20.0 20.0 12.3 20.0 20.0 20.0 20.0 13.0 20.0 14.8 15.8 18.8 9.5 20.0 20.0 19.1 -10.5 -16.9 -20.0 20.0 19.4 20.0 8.6 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 11.9 17.7 5.9 5.4 20.0 -0.6 20.0
GAS_US_mini 0.6 -0.5 -2.6 20.0 20.0 20.0 20.0 7.3 20.0 -2.6 -4.1 3.1 -7.1 -4.9 -3.9 8.2 -0.3 20.0 19.4 -1.5 -2.6 1.1 -3.7 0.3 14.3 -5.0 -7.8 -10.0 3.8 -11.7 2.2 -4.7 -20.0 -20.0 -20.0 -20.0 9.2 -0.3 7.9 -12.8
GBP -15.1 -8.3 2.2 -1.5 -20.0 20.0 -20.0 20.0 -20.0 -6.9 2.6 -17.3 15.1 -20.0 -2.4 0.0 0.0 0.0 0.1 -6.7 2.2 -19.3 7.5 -16.5 9.2 2.0 -20.0 20.0 -20.0 20.0 -20.0 -0.5 3.8 -5.9 0.5 18.9 -10.7 -9.9 -4.1 8.9
GBPCHF 1.3 -10.3 0.6 2.4 -20.0 20.0 -20.0 20.0 -20.0 16.1 -5.1 16.8 -8.4 -10.3 -8.4 15.7 18.0 16.6 17.4 -7.4 -5.6 5.7 -3.6 -3.3 7.4 6.6 20.0 16.5 20.0 14.9 3.8 20.0 20.0 20.0 -12.4 9.8 1.4 20.0 4.9 20.0
GBPEUR -8.8 -2.7 -12.1 -1.7 -20.0 20.0 -20.0 20.0 -20.0 -20.0 -14.8 -20.0 9.0 -18.3 -20.0 -10.6 -12.3 -11.1 -11.7 -15.0 -9.2 -20.0 -1.6 -20.0 18.1 -20.0 -20.0 -20.0 -20.0 -15.8 -20.0 -20.0 -20.0 -13.5 -20.0 -20.0 -20.0 -20.0 -15.9 -20.0
GBPJPY 4.4 -14.9 -0.2 -1.7 -20.0 20.0 -20.0 20.0 -20.0 6.2 20.0 17.3 20.0 10.3 18.8 11.7 14.6 12.5 13.5 16.1 20.0 13.5 20.0 12.9 -20.0 20.0 10.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -6.8 20.0 -5.4 -15.6 -1.3 -1.4
GICS 20.0 11.0 10.9 20.0 20.0 -7.7 20.0 -20.0 20.0 11.5 12.3 13.5 11.1 13.8 13.5 11.9 4.7 7.1 5.6 20.0 15.6 20.0 8.6 20.0 -19.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 2.8 20.0 4.8 20.0
GILT -14.1 -7.0 1.7 -12.0 -20.0 -6.2 -20.0 -2.3 -20.0 -7.9 3.3 -9.4 1.7 -7.0 -3.1 1.9 9.1 4.7 8.3 -3.5 0.1 -17.5 0.3 -10.6 -1.6 -3.6 -20.0 4.5 -20.0 4.6 -20.0 2.3 -14.1 3.1 -4.0 10.1 7.7 4.3 3.7 -12.6
GOLD_micro -0.8 -16.1 -20.0 8.1 1.8 16.1 4.8 20.0 6.0 -7.2 6.4 -1.6 7.0 1.5 4.7 -5.3 -10.2 -6.5 -8.1 7.9 11.5 -3.6 12.1 2.0 -20.0 20.0 -12.4 20.0 -5.8 20.0 7.0 -9.4 -12.6 -1.5 20.0 19.2 17.9 6.4 7.4 -5.7
HANGENT_mini -13.4 -12.6 -12.5 0.5 -20.0 20.0 -20.0 20.0 -20.0 14.1 -10.0 -7.4 10.2 -13.7 -13.2 -1.9 -2.3 -2.9 -3.0 -13.0 -6.2 -3.6 4.7 -13.0 2.2 -20.0 20.0 -15.5 -2.9 20.0 -20.0 -1.0 20.0 5.2 -5.9 -20.0 -7.7 -5.7 -17.1 -20.0
HANGTECH -9.6 -19.8 -15.4 0.7 -20.0 20.0 -20.0 20.0 -20.0 19.2 -20.0 -7.1 -1.6 -19.7 -20.0 -1.5 -3.1 -2.4 -2.9 -20.0 -20.0 -4.8 -3.5 -20.0 7.8 -20.0 20.0 -20.0 -3.5 5.3 -20.0 -1.6 20.0 8.5 -20.0 -20.0 -8.8 -9.9 -17.4 -20.0
HANG_mini -16.4 -14.5 -10.3 0.4 -17.1 20.0 -20.0 20.0 -20.0 3.6 0.4 -7.8 11.1 -10.9 -7.8 -1.6 -1.0 -1.3 -1.4 -6.0 0.8 -6.1 8.4 -9.4 4.9 -8.4 0.1 5.1 -10.9 20.0 -15.2 1.4 20.0 3.2 0.6 -13.7 -10.0 -5.0 -19.5 -20.0
HEATOIL 20.0 20.0 7.4 20.0 20.0 20.0 20.0 8.5 20.0 8.7 9.6 12.2 8.0 13.0 12.2 20.0 20.0 20.0 20.0 20.0 14.3 20.0 7.3 20.0 -18.4 20.0 20.0 20.0 20.0 19.8 20.0 20.0 6.9 20.0 20.0 5.8 -0.1 9.0 -7.5 -11.9
IRON 20.0 -12.6 -3.9 20.0 6.3 20.0 16.9 20.0 20.0 20.0 2.0 20.0 14.6 10.9 -2.9 10.5 11.9 9.0 11.1 3.6 2.4 20.0 7.8 20.0 -9.5 12.0 20.0 9.6 20.0 20.0 20.0 20.0 20.0 20.0 -15.2 -17.1 -0.6 0.9 -20.0 -11.6
IRS -15.1 -16.8 -2.3 1.3 -20.0 17.2 -20.0 20.0 -20.0 -10.4 11.9 -6.7 12.6 1.8 9.0 -2.2 -2.6 -2.2 -2.2 6.2 12.4 -8.0 15.4 -0.9 -2.2 20.0 -20.0 20.0 -15.0 20.0 1.5 -4.3 19.7 1.6 11.4 19.6 -11.0 -20.0 -8.4 -20.0
JGB-SGX-mini 7.8 20.0 6.9 -9.8 -20.0 -5.1 -20.0 -1.8 -20.0 -8.3 -7.2 -7.1 -8.4 -0.5 -4.7 4.2 11.2 3.6 7.1 -3.3 -8.3 -7.8 -11.4 -2.8 1.7 -11.6 -20.0 -20.0 -16.9 -20.0 -6.6 2.7 8.9 13.3 4.8 -16.4 -4.9 -20.0 -10.3 -20.0
JP-REALESTATE -7.9 -12.9 -9.3 20.0 -20.0 20.0 -20.0 20.0 -20.0 -11.3 11.4 -16.5 17.7 -15.5 -5.7 6.3 10.3 6.3 8.2 -3.7 9.3 -15.8 20.0 -12.1 11.7 -14.4 -20.0 18.7 -20.0 20.0 -20.0 11.4 11.2 4.3 -20.0 -20.0 9.4 11.6 8.0 -7.4
JPY -16.7 -0.4 0.4 -0.9 -20.0 17.9 -20.0 20.0 -20.0 -10.2 -13.2 -14.6 -13.5 -13.3 -10.8 -9.0 -11.5 -9.5 -10.3 -11.3 -13.1 -16.6 -15.9 -14.9 20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.4 -1.4 -13.2 -3.5 -13.2 -3.1 -18.0 0.6 -0.8
KOSDAQ -14.4 4.1 -4.7 0.2 -9.5 11.3 -19.8 14.8 -15.0 -0.3 6.9 0.1 7.2 4.9 5.8 -0.9 -0.9 -0.8 -0.8 6.8 7.9 -0.6 6.5 2.8 1.5 18.7 -2.1 20.0 -0.8 20.0 7.3 2.0 9.4 10.3 20.0 12.1 -1.2 5.9 -6.6 -5.6
KOSPI_mini -20.0 -19.7 -13.7 0.2 -9.1 10.8 -18.8 14.1 -14.3 1.4 6.9 -2.9 7.5 1.2 5.2 0.4 -0.1 0.4 -0.1 9.2 12.1 -2.8 10.9 2.1 0.6 20.0 -3.2 20.0 -6.6 20.0 3.3 3.2 -11.3 5.4 20.0 20.0 7.1 6.4 3.5 -2.1
KR10 7.8 10.1 -5.8 -14.0 -20.0 -7.3 -20.0 -2.6 -20.0 -3.2 -11.1 -5.1 -10.9 -4.0 -7.2 7.1 1.7 4.9 3.9 -7.1 -11.8 -6.7 -11.9 -5.3 -10.4 -12.5 -8.9 -20.0 -9.4 -20.0 -5.4 -8.1 17.1 18.0 -1.1 -6.4 -4.3 1.2 -5.2 -10.1
KR3 7.7 14.0 -3.4 -14.6 -20.0 -7.6 -20.0 -2.7 -20.0 -0.0 -11.8 -5.4 -11.4 -4.7 -7.6 20.0 7.2 17.8 14.0 -7.7 -11.8 -6.8 -11.9 -6.4 -8.9 -6.1 -4.5 -20.0 -2.6 -20.0 2.8 4.5 20.0 20.0 3.2 -5.2 -8.2 -4.7 -7.7 -10.4
KRWUSD_mini -12.1 1.5 8.8 -0.7 -20.0 13.7 -20.0 19.8 -20.0 -7.1 -9.1 -9.4 -9.0 -7.9 -5.7 -6.9 -6.6 -6.1 -6.1 -6.1 -5.5 -12.4 -6.4 -10.0 20.0 -12.4 -20.0 -12.5 -20.0 -18.0 -20.0 -11.0 -7.6 -5.4 -6.9 -6.7 -20.0 -20.0 -20.0 -20.0
LEANHOG -2.2 5.0 15.4 20.0 20.0 -16.5 20.0 -20.0 20.0 -20.0 20.0 -2.3 20.0 10.1 20.0 -20.0 -20.0 -20.0 -20.0 20.0 20.0 -18.8 20.0 3.2 -1.7 20.0 -20.0 20.0 -20.0 20.0 -6.5 -20.0 -20.0 -19.0 -4.6 20.0 -14.9 5.5 -5.1 19.3
LIVECOW -20.0 -7.8 4.8 20.0 20.0 -9.2 20.0 -20.0 20.0 -1.7 8.8 -9.0 12.2 -8.3 11.6 14.6 7.9 8.0 5.6 1.0 8.3 -7.1 15.6 -7.0 -20.0 -15.9 5.9 -3.4 -17.4 19.8 -20.0 20.0 -16.2 -20.0 -20.0 -2.1 20.0 20.0 20.0 20.0
LUMBER-new -7.2 -2.9 -0.8 20.0 20.0 -11.4 20.0 -20.0 20.0 19.3 -19.4 2.9 -18.6 -9.4 -12.4 -20.0 -20.0 -20.0 -20.0 -16.2 -20.0 10.0 -20.0 -6.7 NaN -20.0 20.0 -20.0 20.0 -20.0 -10.4 -20.0 7.3 -20.0 -20.0 -16.3 1.5 20.0 7.9 20.0
MILK -2.7 20.0 20.0 20.0 20.0 -5.9 20.0 -20.0 20.0 -0.8 -3.3 -3.2 -8.2 3.4 4.3 -20.0 -5.9 -20.0 -11.8 2.5 -0.9 -2.7 -6.4 -0.1 14.1 3.0 6.8 -5.9 -7.6 -19.0 -2.4 8.1 -18.8 -8.5 4.9 -2.2 -20.0 -20.0 -20.0 -20.0
MILKDRY 12.7 20.0 20.0 20.0 20.0 -5.4 20.0 -20.0 20.0 9.1 4.9 9.8 -0.4 8.1 7.6 11.9 -18.5 -3.9 -13.1 16.6 11.4 19.1 2.5 16.9 20.0 20.0 20.0 20.0 20.0 4.1 20.0 -6.2 12.0 12.6 20.0 20.0 -3.1 -4.0 -1.2 -1.5
MILKWET 18.4 20.0 20.0 20.0 20.0 -7.1 20.0 -20.0 20.0 9.4 2.4 11.0 -5.3 12.5 12.0 18.5 -18.0 0.6 -11.5 20.0 14.0 13.4 -4.0 20.0 11.5 20.0 20.0 20.0 20.0 -17.1 20.0 -5.6 -12.0 12.0 20.0 20.0 -9.2 -1.7 -7.1 0.8
MILLWHEAT 20.0 20.0 20.0 20.0 20.0 -9.8 20.0 -20.0 20.0 9.3 -4.1 14.6 -15.8 15.6 11.0 -13.5 -15.5 -10.3 -11.6 15.2 2.2 20.0 -11.3 20.0 18.7 20.0 20.0 8.8 20.0 -20.0 20.0 -1.5 9.8 20.0 20.0 6.9 -0.4 -1.2 2.0 11.5
MSCISING -20.0 -16.2 -18.5 0.4 -17.9 20.0 -20.0 20.0 -20.0 -2.5 5.0 -11.9 12.8 -11.6 -6.0 14.8 3.2 6.9 4.0 -7.2 1.7 -11.9 10.8 -14.2 -10.5 -13.7 -0.3 7.1 -20.0 20.0 -20.0 8.9 11.7 -10.3 -8.7 -11.7 3.8 20.0 -0.1 20.0
MUMMY -3.4 8.5 4.0 0.4 -17.8 20.0 -20.0 20.0 -20.0 4.4 2.7 2.0 8.2 7.4 11.1 5.2 6.1 5.5 5.7 6.0 4.0 3.0 2.9 4.5 20.0 16.2 12.4 10.8 5.3 2.4 10.1 13.1 20.0 19.7 11.7 -2.2 3.1 20.0 -12.8 -0.0
MXP -20.0 -18.8 -5.4 -1.1 -20.0 20.0 -20.0 20.0 -20.0 0.7 15.0 -12.2 17.8 -7.1 9.5 9.7 14.1 11.6 13.0 3.7 14.8 -14.2 18.8 -9.8 -20.0 11.9 -13.8 20.0 -20.0 20.0 -20.0 20.0 -15.7 -14.4 7.0 20.0 8.9 7.4 12.3 17.5
NASDAQ_micro -2.5 -20.0 -16.0 0.4 -17.1 20.0 -20.0 20.0 -20.0 -6.6 2.3 -9.1 11.9 -11.6 -7.6 -7.9 -9.7 -8.5 -9.1 -7.4 0.0 -10.0 10.2 -9.2 -20.0 -17.9 -20.0 -4.4 -20.0 16.9 -20.0 -12.0 18.8 9.1 -12.3 -20.0 11.1 -20.0 2.4 -20.0
NIKKEI -20.0 -11.7 -13.8 0.2 -9.8 11.7 -20.0 15.2 -15.4 -0.8 7.0 -4.3 7.9 -2.4 3.2 4.2 8.8 7.2 8.0 3.0 8.0 -6.2 9.8 -3.4 -13.4 9.5 -4.7 20.0 -11.4 20.0 -4.6 17.2 -0.3 -2.3 9.0 5.6 -11.4 -2.4 -19.9 -16.2
NIKKEI400 -20.0 -18.3 -14.1 0.2 -11.1 13.1 -20.0 17.1 -17.4 0.7 8.2 -2.6 9.4 -1.2 4.6 2.6 3.5 3.1 3.2 3.8 8.6 -5.6 10.0 -2.8 -10.3 11.5 -5.7 20.0 -13.2 20.0 -5.3 8.8 -4.7 -4.4 10.2 12.4 -13.1 -7.8 -20.0 -20.0
NOK -13.6 7.9 6.2 -1.5 -20.0 20.0 -20.0 20.0 -20.0 -4.2 16.1 -14.6 20.0 10.7 16.2 0.9 0.6 1.0 0.9 13.2 17.9 -11.1 17.2 -0.8 16.2 20.0 -20.0 20.0 -20.0 20.0 5.3 0.7 4.4 7.7 20.0 20.0 -9.5 20.0 -5.6 20.0
NZD -18.6 1.2 14.2 -0.9 -20.0 17.1 -20.0 20.0 -20.0 -3.8 4.3 -10.4 0.6 -3.7 4.6 -3.4 -4.0 -3.9 -4.2 -0.0 2.6 -12.7 0.3 -7.8 16.5 -0.5 -20.0 5.9 -20.0 -1.5 -20.0 -7.4 -5.4 -11.4 7.6 7.4 -5.6 20.0 -0.2 20.0
OAT -20.0 1.5 5.3 -16.4 -20.0 -8.5 -20.0 -3.1 -20.0 -9.8 5.4 -12.9 2.0 -9.1 -0.1 13.9 14.8 14.9 15.9 -2.4 1.8 -20.0 0.8 -13.4 0.9 -1.9 -20.0 8.6 -20.0 6.1 -20.0 13.0 -13.1 -4.3 10.6 14.3 5.3 20.0 1.7 20.0
OATIES 20.0 20.0 12.7 20.0 20.0 -11.4 20.0 -20.0 20.0 11.9 -2.6 17.8 -9.6 19.4 16.1 -6.1 -12.0 -9.5 -12.8 20.0 4.6 20.0 -6.1 20.0 1.5 20.0 20.0 12.2 20.0 -17.1 20.0 -0.4 20.0 20.0 20.0 8.7 -5.2 -20.0 1.7 -16.8
OJ 6.9 -2.3 20.0 20.0 20.0 -4.3 20.0 -20.0 20.0 7.2 -3.7 7.0 -6.4 -0.0 1.3 3.6 2.7 1.9 1.1 0.5 -2.6 6.3 -6.3 3.3 -20.0 -1.0 13.7 -3.9 11.2 -10.9 2.5 20.0 3.3 -5.6 -11.1 5.2 -11.6 -16.7 -5.1 -13.1
OMX -13.1 -10.0 -0.6 1.8 -20.0 20.0 -20.0 20.0 -20.0 -1.1 13.7 -2.9 14.4 4.0 11.3 -4.4 -5.7 -5.0 -5.4 10.1 17.9 -2.7 20.0 1.2 19.1 20.0 -1.2 20.0 -8.4 20.0 0.1 -5.7 18.1 15.0 11.9 15.3 -10.0 9.0 -17.3 -12.0
OMX-SWE -20.0 -14.2 7.7 0.4 -17.9 20.0 -20.0 20.0 -20.0 -7.8 13.4 -10.5 14.9 -4.0 9.6 20.0 4.2 15.7 8.9 8.4 17.7 -14.9 17.8 -6.5 -0.5 17.6 -20.0 20.0 -20.0 20.0 -13.7 13.2 -10.3 -0.4 18.6 20.0 9.9 20.0 2.4 -12.2
PALLAD -9.9 -17.0 -3.0 8.9 2.0 17.8 5.3 20.0 6.6 -3.5 2.6 -7.1 4.3 -8.1 -2.0 -3.2 -3.4 -3.1 -3.3 -2.1 3.6 -7.6 6.4 -6.4 3.9 -9.1 -13.5 6.6 -17.2 20.0 -15.7 0.1 -14.0 -12.2 -8.8 -7.3 16.3 2.5 10.9 1.2
PLAT -2.0 -20.0 -11.4 8.0 1.8 16.0 4.8 20.0 6.0 -2.3 2.3 -3.7 4.5 -5.0 0.0 -2.4 -3.8 -2.7 -3.2 0.7 5.1 -3.7 7.2 -2.4 -7.6 2.0 -8.6 16.9 -8.0 20.0 -5.5 -0.1 -11.2 -4.2 -6.8 5.8 20.0 10.1 15.7 6.8
PLN -20.0 -17.3 -9.7 -1.2 -20.0 20.0 -20.0 20.0 -20.0 -12.7 2.1 -17.2 15.4 -16.3 -9.3 0.3 1.7 0.4 0.9 -11.5 0.4 -20.0 9.5 -20.0 -20.0 -20.0 -20.0 6.0 -20.0 20.0 -20.0 1.6 -20.0 -20.0 -13.1 -0.1 -3.7 -18.2 1.6 3.2
R1000 -20.0 -11.7 8.1 0.5 -20.0 20.0 -20.0 20.0 -20.0 -13.7 17.3 -17.7 20.0 -10.7 11.3 -11.4 -14.0 -13.5 -14.1 2.7 18.0 -20.0 20.0 -18.7 -12.3 14.9 -20.0 20.0 -20.0 20.0 -20.0 -19.8 -19.1 -15.1 18.2 19.6 1.0 20.0 -11.5 -20.0
RAPESEED 7.3 18.9 7.4 20.0 20.0 -9.7 20.0 -20.0 20.0 0.8 11.3 11.9 2.6 15.9 17.3 20.0 13.8 20.0 19.9 17.8 9.9 14.7 3.9 20.0 -2.0 20.0 -5.0 20.0 20.0 12.6 20.0 20.0 7.4 20.0 20.0 15.5 -9.2 3.3 -1.9 15.6
REDWHEAT 12.7 17.4 20.0 20.0 20.0 -10.4 20.0 -20.0 20.0 12.7 7.2 15.9 -11.5 16.8 16.0 -15.4 -18.5 -16.7 -17.9 18.4 8.3 20.0 -3.1 20.0 11.1 20.0 20.0 20.0 20.0 4.5 20.0 -9.5 20.0 20.0 20.0 19.4 -20.0 -20.0 -20.0 -20.0
RICE 4.3 15.9 20.0 20.0 20.0 -5.3 20.0 -20.0 20.0 8.1 -5.8 8.3 -8.3 5.0 4.3 -20.0 -20.0 -20.0 -20.0 1.8 -4.8 8.9 -13.0 5.9 4.3 11.1 18.3 -6.8 20.0 -20.0 19.3 -16.5 2.3 -8.2 1.5 3.8 -20.0 -20.0 -12.7 -15.2
ROBUSTA -0.3 -9.6 -13.1 20.0 20.0 -6.7 20.0 -20.0 20.0 -9.7 -1.0 -7.7 -3.5 -10.0 -10.1 11.5 16.4 14.5 15.6 -8.9 -7.7 -13.6 -4.4 -9.6 -20.0 -18.5 -20.0 -16.3 -20.0 -9.1 -20.0 20.0 -20.0 -20.0 -20.0 -18.7 6.7 2.9 16.5 12.8
RUBBER -4.4 7.6 20.0 20.0 -20.0 20.0 -3.2 20.0 20.0 -14.1 18.1 -3.5 0.7 12.6 17.6 0.7 -1.0 0.4 0.1 19.9 19.0 -1.6 9.7 10.4 NaN 20.0 -20.0 20.0 -5.4 20.0 20.0 NaN NaN NaN NaN NaN 3.9 20.0 NaN NaN
RUSSELL -20.0 -20.0 1.1 0.4 -18.5 20.0 -20.0 20.0 -20.0 -11.4 10.0 -13.7 13.7 -12.4 2.2 -4.8 -5.9 -5.2 -5.5 -4.9 6.9 -20.0 12.2 -17.6 9.5 -13.1 -20.0 12.4 -20.0 20.0 -20.0 -5.9 -6.7 -12.6 -10.1 -1.8 -3.0 -20.0 -12.7 -20.0
SEK -20.0 -14.4 -3.3 -1.0 -20.0 19.1 -20.0 20.0 -20.0 -7.1 4.3 -13.0 12.9 -13.2 -2.7 -5.4 -6.7 -5.9 -6.4 -5.5 4.0 -20.0 9.1 -16.3 9.7 -4.0 -20.0 18.1 -20.0 20.0 -20.0 -11.3 -13.7 -19.8 -0.4 11.4 -6.5 -20.0 0.1 -5.4
SGD_mini 20.0 -0.4 -8.8 -0.9 -20.0 16.8 -20.0 20.0 -20.0 6.5 -2.9 10.5 -6.1 6.4 -3.5 10.8 19.3 16.1 19.1 0.3 -2.5 10.2 -2.3 7.0 -0.1 -4.0 20.0 -13.4 20.0 -10.5 17.9 20.0 20.0 20.0 -14.8 -20.0 6.1 12.0 9.9 20.0
SHATZ -20.0 3.8 2.8 -13.0 -20.0 -6.8 -20.0 -2.4 -20.0 -8.9 -8.4 -11.0 -8.4 -9.0 -6.2 -20.0 -16.2 -14.0 -13.6 -10.3 -6.1 -20.0 -4.7 -18.6 8.9 -20.0 -20.0 -16.9 -20.0 -14.3 -20.0 -20.0 -20.0 -20.0 -10.7 -8.1 13.8 20.0 12.1 20.0
SILVER 0.2 -20.0 -14.9 7.8 1.7 15.6 4.6 19.9 5.8 -6.2 2.7 -1.0 4.4 -3.6 0.4 -1.7 -5.5 -2.5 -3.7 2.7 6.6 -3.1 7.3 -1.0 -11.9 9.4 -7.9 20.0 -5.0 20.0 -1.3 -2.0 -7.7 -2.5 1.4 16.7 10.0 12.4 5.5 6.0
SMI -20.0 -12.6 1.1 0.3 -14.1 16.7 -20.0 20.0 -20.0 -9.0 8.4 -11.3 10.2 -8.1 1.3 12.2 9.0 12.8 11.3 -1.0 7.7 -20.0 9.8 -13.8 0.1 4.8 -20.0 20.0 -20.0 20.0 -20.0 19.8 -20.0 -7.4 -0.9 13.0 -6.0 20.0 -13.0 20.0
SMI-MID -20.0 -12.6 4.0 0.4 -18.6 20.0 -20.0 20.0 -20.0 -14.3 10.6 -15.5 14.9 -11.6 3.9 10.4 6.2 9.9 8.6 -1.8 10.2 -20.0 14.1 -19.3 9.8 -2.6 -20.0 20.0 -20.0 20.0 -20.0 15.4 -20.0 -15.6 -4.1 8.8 6.2 20.0 -2.6 20.0
SOFR -1.6 13.7 -6.5 -20.0 -20.0 -10.7 -20.0 -3.9 -20.0 -9.6 1.3 -13.3 12.9 1.1 3.0 6.1 7.6 7.6 8.1 4.4 3.8 -13.0 5.1 -2.2 -18.3 20.0 -20.0 19.7 -20.0 19.1 1.8 0.4 20.0 20.0 20.0 18.5 -14.8 -15.5 -20.0 -20.0
SONIA3 -18.5 -5.1 -4.9 -19.4 -20.0 -10.1 -20.0 -3.6 -20.0 -11.9 -0.2 -15.5 9.6 -11.8 -6.3 5.8 6.8 7.8 7.9 -9.3 -2.2 -20.0 0.9 -20.0 4.0 -15.7 -20.0 0.3 -20.0 7.2 -20.0 -0.4 -20.0 -9.0 -10.0 8.5 12.0 2.1 5.3 -20.0
SOYBEAN_mini 1.3 18.9 2.2 20.0 20.0 -13.2 20.0 -20.0 20.0 -7.8 14.4 9.7 10.0 20.0 19.0 -13.6 -11.8 -13.6 -13.3 20.0 13.8 9.3 6.3 20.0 -11.1 20.0 -20.0 20.0 20.0 20.0 20.0 -0.0 -10.7 19.7 20.0 17.6 -20.0 -20.0 -20.0 -12.2
SOYMEAL 4.7 10.9 1.4 20.0 20.0 -9.7 20.0 -20.0 20.0 -5.2 -2.8 -0.1 -9.0 10.5 -1.7 -8.4 -15.2 -11.0 -13.5 4.6 1.2 1.0 -4.0 5.2 -8.5 20.0 -20.0 19.4 3.4 6.6 17.0 -3.5 -20.0 -8.1 6.9 -3.3 -20.0 -20.0 -8.4 -15.2
SOYOIL 9.0 20.0 13.0 20.0 20.0 -14.0 20.0 -20.0 20.0 -3.2 20.0 19.7 18.6 20.0 20.0 1.0 -5.7 -3.6 -5.5 20.0 20.0 20.0 20.0 20.0 -12.7 20.0 -20.0 20.0 20.0 20.0 20.0 11.1 18.2 20.0 20.0 20.0 -10.0 -20.0 -8.7 -20.0
SP400 -20.0 -10.8 7.7 0.4 -18.6 20.0 -20.0 20.0 -20.0 -12.9 11.0 -14.6 13.1 -10.2 6.0 -6.4 -7.2 -7.0 -7.1 -1.6 8.6 -20.0 10.5 -18.2 -4.2 -5.4 -20.0 13.4 -20.0 15.4 -20.0 -8.3 -20.0 -18.6 -0.7 3.1 -2.1 -20.0 -11.7 -20.0
SP500_micro -14.2 -20.0 -13.2 0.5 -20.0 20.0 -20.0 20.0 -20.0 -11.1 10.9 -15.2 18.3 -15.0 -1.9 -8.9 -10.8 -9.6 -10.1 -10.2 3.2 -20.0 16.0 -20.0 -20.0 -20.0 -20.0 -5.6 -20.0 18.9 -20.0 -13.7 -0.2 -8.5 -20.0 -20.0 16.3 -20.0 7.3 -20.0
SPI200 -17.4 -3.4 -6.9 0.4 -16.2 19.3 -20.0 20.0 -20.0 -9.2 1.9 -10.8 10.7 -7.6 -0.6 2.9 -8.5 -4.6 -7.2 -2.7 1.6 -16.9 4.2 -11.2 -2.9 -1.9 -20.0 7.5 -20.0 12.2 -20.0 -9.9 -20.0 -3.3 2.3 -3.7 8.0 20.0 -0.6 0.9
STEEL 8.0 -1.6 20.0 20.0 6.4 20.0 17.2 20.0 20.0 -17.7 20.0 19.1 20.0 20.0 20.0 -20.0 -3.7 -11.4 -2.1 20.0 20.0 20.0 20.0 20.0 3.3 20.0 -20.0 20.0 20.0 20.0 20.0 2.4 5.3 20.0 20.0 20.0 -3.2 -20.0 -8.4 -20.0
SUGAR11 16.6 6.8 7.2 20.0 20.0 -9.5 20.0 -20.0 20.0 7.6 -13.1 12.3 -16.1 8.7 -0.1 -0.2 12.5 9.3 11.4 0.4 -9.2 12.8 -17.3 9.4 -17.2 13.5 19.8 -9.2 20.0 -20.0 20.0 20.0 3.4 10.8 -8.9 5.1 0.0 -20.0 6.1 -11.7
SUGAR_WHITE 15.0 5.2 3.9 20.0 20.0 -10.1 20.0 -20.0 20.0 2.5 -11.1 9.4 -14.8 8.1 2.7 -0.8 7.8 1.7 4.3 2.5 -5.3 11.3 -10.9 10.2 -20.0 15.0 10.1 -3.4 20.0 -20.0 20.0 20.0 -2.5 8.1 -10.3 5.8 -12.2 -20.0 -6.0 -20.0
TWD -6.4 10.3 2.0 -1.1 -20.0 20.0 -20.0 20.0 -20.0 -7.6 -18.1 -13.5 -18.8 -14.4 -14.9 1.2 -7.6 -0.6 -3.8 -9.0 -11.5 -15.3 -13.3 -11.9 12.4 -16.6 -20.0 -17.7 -20.0 -16.5 -20.0 -10.2 -13.4 -4.3 -7.9 -15.9 1.8 -20.0 2.9 -20.0
US-MATERIAL -20.0 0.2 20.0 17.9 -16.6 20.0 -20.0 20.0 -13.0 -11.3 9.6 -12.9 8.7 -4.4 7.7 -6.0 -7.5 -6.9 -7.3 7.6 15.5 -20.0 11.6 -11.2 2.1 20.0 -20.0 20.0 -20.0 20.0 -20.0 -16.1 -20.0 -15.2 10.9 17.5 -7.1 -20.0 -7.8 -20.0
US-PROPERTY -7.1 13.3 9.2 20.0 -20.0 20.0 -20.0 20.0 -20.0 -12.6 10.9 -18.4 8.2 6.1 13.6 -6.8 -8.9 -8.4 -8.8 13.3 12.2 -19.2 5.4 -2.1 20.0 20.0 -20.0 20.0 -20.0 16.1 -20.0 -18.5 4.1 -5.4 -5.3 -18.9 20.0 10.6 13.0 -20.0
US10 -6.9 5.3 -5.6 -17.6 -20.0 -9.2 -20.0 -3.3 -20.0 -9.3 2.8 -13.1 9.3 -5.2 -2.0 3.6 2.0 3.9 3.4 -1.1 1.1 -16.4 2.6 -7.9 3.2 2.8 -20.0 8.4 -20.0 12.4 -15.9 -8.2 12.8 8.7 10.7 11.7 -7.9 -20.0 -18.6 -20.0
US10U -6.3 4.3 -4.1 -20.0 -20.0 -13.6 -20.0 -4.9 -20.0 -14.8 7.0 -19.1 12.6 -6.7 -2.0 3.3 1.1 3.4 2.7 -0.6 2.8 -20.0 4.1 -11.0 -10.6 8.2 -20.0 20.0 -20.0 20.0 -20.0 -9.6 19.1 13.2 15.0 20.0 -8.9 -6.8 -20.0 -20.0
US2 -14.5 0.2 -5.3 -17.1 -20.0 -8.9 -20.0 -3.2 -20.0 -8.3 -7.0 -13.2 -0.9 -11.5 -9.3 -8.5 -14.4 -10.0 -11.5 -9.7 -5.1 -20.0 -2.5 -17.3 10.7 -17.2 -20.0 -8.7 -20.0 -1.7 -20.0 -20.0 1.0 -9.0 -1.6 2.9 -6.5 -20.0 -8.9 -20.0
US20 -9.5 4.6 -0.8 -19.2 -20.0 -10.0 -20.0 -3.6 -20.0 -11.7 5.0 -14.1 4.6 -5.6 -1.0 5.4 4.8 5.7 5.6 -0.5 2.3 -20.0 1.8 -10.4 -6.7 2.0 -20.0 14.7 -20.0 16.6 -20.0 -4.1 6.2 2.2 7.9 15.4 -6.1 15.8 -20.0 -8.2
US5 -9.2 4.2 -5.8 -18.5 -20.0 -9.6 -20.0 -3.5 -20.0 -9.0 -0.4 -13.9 9.1 -8.0 -4.7 0.6 -1.7 0.5 -0.1 -3.6 -0.6 -19.1 1.5 -11.0 5.0 -1.5 -20.0 4.8 -20.0 10.0 -20.0 -14.1 9.8 4.8 9.1 11.1 -7.8 -20.0 -14.2 -20.0
V2X 19.9 20.0 3.9 20.0 20.0 9.8 20.0 -1.0 20.0 13.1 0.1 17.1 -11.5 18.0 9.6 13.2 -20.0 -8.1 -18.7 16.8 4.9 20.0 -0.6 20.0 -14.4 20.0 20.0 14.0 20.0 5.8 20.0 7.8 9.9 8.3 7.9 4.1 2.5 -20.0 20.0 9.0
VIX 16.8 20.0 1.3 20.0 20.0 12.6 20.0 -1.3 20.0 11.4 -12.5 17.8 -20.0 19.4 -0.4 0.6 -20.0 -19.3 -20.0 10.9 -1.9 20.0 -7.7 20.0 12.9 20.0 20.0 4.7 20.0 -8.9 20.0 -7.8 -12.6 -7.3 -7.6 -3.2 -3.1 -20.0 20.0 20.0
WHEAT 12.5 20.0 18.5 20.0 20.0 -9.2 20.0 -20.0 20.0 7.7 2.5 12.1 -11.1 13.5 12.0 -15.3 -20.0 -18.3 -19.8 14.3 5.7 15.3 -3.6 18.2 11.6 20.0 19.1 20.0 20.0 4.5 20.0 -12.7 5.6 20.0 20.0 15.2 -20.0 -20.0 -20.0 -20.0
WHEY -16.4 0.0 12.7 20.0 20.0 -13.9 20.0 -20.0 20.0 17.8 20.0 4.0 20.0 10.8 18.3 20.0 14.8 20.0 20.0 18.8 20.0 10.2 20.0 8.4 -20.0 20.0 20.0 20.0 20.0 20.0 16.5 20.0 -5.6 -20.0 10.2 20.0 -8.7 -20.0 -2.0 -20.0
YENEUR -0.5 -12.2 -7.0 -1.4 -20.0 20.0 -20.0 20.0 -20.0 -6.3 18.7 2.5 20.0 -2.0 7.9 6.1 7.6 6.4 6.9 7.6 20.0 -2.1 20.0 0.3 -20.0 17.5 -16.2 20.0 -9.8 20.0 -5.0 11.4 12.3 20.0 -10.5 15.8 -19.4 -20.0 -18.0 -19.2
ZAR -20.0 -19.9 -1.7 -1.2 -20.0 20.0 -20.0 20.0 -20.0 -8.9 14.0 -13.8 17.9 -11.6 5.5 4.9 6.6 5.9 6.4 -0.2 9.5 -16.2 13.0 -11.7 -6.3 6.7 -20.0 20.0 -20.0 20.0 -20.0 10.2 -17.1 -6.7 -3.0 18.1 20.0 20.0 20.0 20.0
End of report for fut_strategy_v1_8