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Strategy report for fut_strategy_v1_8 backtest timestamp 20251205_210033 produced at 2025-12-05 23:12:27.661968
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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 1.79 0.00 -1.32 0.0 0.00 0.00 0.00 0.00 -0.74 0.0 0 0
fut_strategy_v1_8 SHATZ False True 0.55 0.00 -0.95 0.0 0.00 0.00 0.00 0.00 -1.72 1.0 0 0
fut_strategy_v1_8 KR3 False True 0.32 0.00 -0.44 0.0 0.00 0.00 0.00 0.00 -1.38 2.0 0 0
fut_strategy_v1_8 JGB False True 3.81 0.00 -0.41 0.0 0.00 0.00 0.00 0.00 -0.11 0.0 0 0
fut_strategy_v1_8 JGB-SGX-mini False True 0.38 0.00 -0.40 0.0 0.00 0.00 0.00 0.00 -1.04 2.0 0 0
fut_strategy_v1_8 US2 False True 0.93 0.00 -0.28 0.0 0.00 0.00 0.00 0.00 -0.30 1.0 0 0
fut_strategy_v1_8 KR10 False True 0.34 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -0.51 2.0 0 0
fut_strategy_v1_8 VIX False False 0.09 -0.09 -0.14 0.0 0.09 -0.09 -0.09 -0.09 -1.57 1.0 -1 -1
fut_strategy_v1_8 BOBL False True 0.60 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -0.20 1.0 0 0
fut_strategy_v1_8 CNH False True 0.44 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -0.23 2.0 0 0
fut_strategy_v1_8 KRWUSD_mini False False 0.08 -0.08 -0.10 0.0 0.60 -0.60 -0.08 -0.08 -1.31 8.0 -1 -1
fut_strategy_v1_8 BUND False False 0.66 0.00 -0.10 0.0 0.66 -0.66 0.00 0.00 -0.15 1.0 0 0
fut_strategy_v1_8 TWD False False 0.43 0.00 -0.06 0.0 0.43 -0.43 0.00 0.00 -0.14 1.0 0 0
fut_strategy_v1_8 BUXL False False 0.57 0.00 -0.06 0.0 0.00 -0.00 0.00 0.00 -0.10 0.0 0 0
fut_strategy_v1_8 JPY False False 0.36 0.00 -0.06 0.0 0.36 -0.36 0.00 0.00 -0.17 1.0 0 0
fut_strategy_v1_8 BITCOIN True False 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.17 3.0 0 0
fut_strategy_v1_8 CRUDE_W_micro False False 0.03 -0.05 -0.05 0.0 0.16 -0.16 -0.05 -0.05 -1.73 6.0 -2 -2
fut_strategy_v1_8 CHF False False 0.70 0.00 -0.05 0.0 0.00 -0.00 0.00 0.00 -0.07 0.0 0 0
fut_strategy_v1_8 CAD False False 0.32 -0.32 -0.05 0.0 0.96 -0.96 -0.32 -0.32 -0.15 3.0 -1 -1
fut_strategy_v1_8 MILLWHEAT False False 0.05 -0.05 -0.04 0.0 0.24 -0.24 -0.05 -0.05 -0.87 5.0 -1 -1
fut_strategy_v1_8 RUBBER False False 0.04 -0.04 -0.03 0.0 0.27 -0.27 -0.04 -0.04 -0.67 7.0 -1 -1
fut_strategy_v1_8 OATIES False True 0.07 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.41 2.0 0 0
fut_strategy_v1_8 WHEAT False False 0.13 0.00 -0.03 0.0 0.26 -0.26 0.00 0.00 -0.23 2.0 0 0
fut_strategy_v1_8 BRENT-LAST False False 0.28 0.00 -0.03 0.0 0.00 -0.00 0.00 0.00 -0.11 0.0 0 0
fut_strategy_v1_8 COTTON2 False False 0.14 0.00 -0.03 0.0 0.28 -0.28 0.00 0.00 -0.22 2.0 0 0
fut_strategy_v1_8 RICE False True 0.09 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.32 2.0 0 0
fut_strategy_v1_8 LIVECOW False False 0.40 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -0.05 0.0 0 0
fut_strategy_v1_8 REDWHEAT False False 0.12 0.00 -0.02 0.0 0.24 -0.24 0.00 0.00 -0.14 2.0 0 0
fut_strategy_v1_8 SPI200 False True 0.63 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.04 0.0 0 0
fut_strategy_v1_8 US-PROPERTY True False 0.22 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.09 1.0 0 0
fut_strategy_v1_8 CANOLA False False 0.04 0.00 -0.02 0.0 0.20 -0.20 0.00 0.00 -0.52 5.0 0 0
fut_strategy_v1_8 LUMBER-new False True 0.07 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.32 2.0 0 0
fut_strategy_v1_8 COCOA False False 0.25 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.05 0.0 0 0
fut_strategy_v1_8 CORN False False 0.10 0.00 -0.01 0.0 0.31 -0.31 0.00 0.00 -0.10 3.0 0 0
fut_strategy_v1_8 COCOA_LDN False False 0.24 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.05 0.0 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 -0.07 0.0 0 0
fut_strategy_v1_8 US30 False False 0.53 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.02 0.0 0 0
fut_strategy_v1_8 SUGAR11 False False 0.07 -0.07 -0.01 0.0 0.14 -0.14 -0.07 -0.07 -0.18 2.0 -1 -1
fut_strategy_v1_8 ETHER-micro True False 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -6.47 42.0 0 0
fut_strategy_v1_8 OJ False False 0.10 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.08 0.0 0 0
fut_strategy_v1_8 US-MATERIAL True False 0.42 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.03 0.0 0 0
fut_strategy_v1_8 LEANHOG False False 0.15 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.09 1.0 0 0
fut_strategy_v1_8 NZD False False 0.26 0.00 -0.01 0.0 0.51 -0.51 0.00 0.00 -0.03 2.0 0 0
fut_strategy_v1_8 EU-MEDIA False True 0.10 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.08 1.0 0 0
fut_strategy_v1_8 SUGAR_WHITE False False 0.09 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.13 2.0 0 0
fut_strategy_v1_8 WHEY 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 HANGTECH 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 GICS False True 0.63 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 SMI-MID False True 0.16 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 MILKDRY False True 0.22 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 BOVESPA 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-FOOD False True 0.16 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.01 2.0 0 0
fut_strategy_v1_8 DAX False True 0.12 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.00 3.0 0 0
fut_strategy_v1_8 V2X False False 0.01 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.00 17.0 0 0
fut_strategy_v1_8 DJSTX-SMALL False True 0.10 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 4.0 0 0
fut_strategy_v1_8 EU-TECH False True 0.22 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 CHEESE False True 0.13 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 SOYMEAL False False 0.14 0.00 -0.00 0.0 0.28 -0.28 0.00 0.00 -0.02 2.0 0 0
fut_strategy_v1_8 EU-INSURE 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-AUTO False True 0.14 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.01 1.0 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 0.0 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 4.0 0 0
fut_strategy_v1_8 FEEDCOW False False 0.74 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-REALESTATE False True 0.03 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.04 9.0 0 0
fut_strategy_v1_8 ROBUSTA False False 0.19 0.00 0.00 0.0 0.00 -0.00 0.00 0.00 0.01 0.0 0 0
fut_strategy_v1_8 GASOLINE False False 0.35 0.00 0.00 0.0 0.00 -0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 MILK False False 0.14 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.00 1.0 0 0
fut_strategy_v1_8 FTSEVIET False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 4.0 0 0
fut_strategy_v1_8 CAD10 False False 0.39 0.00 -0.00 0.0 0.78 -0.78 0.00 0.00 -0.00 2.0 0 0
fut_strategy_v1_8 CZK False True 0.85 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 OMX False True 0.29 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 False True 1.37 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 0.89 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 0.0 0 0
fut_strategy_v1_8 HANGENT_mini False False 0.05 0.00 0.00 0.0 0.26 -0.26 0.00 0.00 0.07 5.0 0 0
fut_strategy_v1_8 SOYOIL False False 0.14 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.02 1.0 0 0
fut_strategy_v1_8 IBEX_mini False True 0.09 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 5.0 0 0
fut_strategy_v1_8 MUMMY False True 0.02 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.26 8.0 0 0
fut_strategy_v1_8 MILKWET False True 0.13 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 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 EUROSTX-SMALL False True 0.09 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.14 3.0 0 0
fut_strategy_v1_8 GAS_US_mini False False 0.05 0.05 0.01 0.0 0.16 -0.16 0.05 0.05 0.25 3.0 1 1
fut_strategy_v1_8 SEK False True 0.94 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.01 0.0 0 0
fut_strategy_v1_8 AEX False True 0.98 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.01 0.0 0 0
fut_strategy_v1_8 EU-RETAIL False True 0.12 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.06 0.0 0 0
fut_strategy_v1_8 FTSE250 False True 0.26 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 0.10 3.0 1 1
fut_strategy_v1_8 RAPESEED 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 COFFEE False False 0.62 0.00 0.01 0.0 0.00 -0.00 0.00 0.00 0.02 0.0 0 0
fut_strategy_v1_8 SP400 False True 1.48 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.01 0.0 0 0
fut_strategy_v1_8 EU-BANKS False True 0.06 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.16 4.0 0 0
fut_strategy_v1_8 EU-CONSTRUCTION False True 0.22 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.02 1.0 0 0
fut_strategy_v1_8 EU-MID False True 0.16 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.06 2.0 0 0
fut_strategy_v1_8 US20 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 SOYBEAN_mini False False 0.05 0.10 0.01 0.0 0.35 -0.35 0.10 0.10 0.26 7.0 2 2
fut_strategy_v1_8 EU-BASIC False True 0.16 0.16 0.01 0.0 0.16 0.00 0.16 0.16 0.05 2.0 1 1
fut_strategy_v1_8 RUSSELL False False 0.06 0.00 0.01 0.0 0.28 -0.28 0.00 0.00 0.25 5.0 0 0
fut_strategy_v1_8 HANG_mini False False 0.15 0.00 0.01 0.0 0.30 -0.30 0.00 0.00 0.07 2.0 0 0
fut_strategy_v1_8 NASDAQ_micro False True 0.23 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.05 1.0 0 0
fut_strategy_v1_8 EU-HEALTH False True 0.29 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-HOUSE False True 0.28 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.02 0.0 0 0
fut_strategy_v1_8 NOK False True 0.88 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.02 0.0 0 0
fut_strategy_v1_8 CAC False True 0.42 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.04 0.0 0 0
fut_strategy_v1_8 EUR_micro False False 0.06 0.00 0.02 0.0 0.65 -0.65 0.00 0.00 0.25 10.0 0 0
fut_strategy_v1_8 FTSECHINAH False False 0.16 0.00 0.02 0.0 0.16 -0.16 0.00 0.00 0.15 1.0 0 0
fut_strategy_v1_8 EU-UTILS False True 0.12 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.13 3.0 0 0
fut_strategy_v1_8 EURO600 False True 0.15 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.16 3.0 0 0
fut_strategy_v1_8 MSCISING False False 0.15 0.00 0.02 0.0 0.30 -0.30 0.00 0.00 0.12 2.0 0 0
fut_strategy_v1_8 OMX-SWE False True 0.13 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.15 3.0 0 0
fut_strategy_v1_8 DOW False False 0.11 0.00 0.02 0.0 0.43 -0.43 0.00 0.00 0.23 4.0 0 0
fut_strategy_v1_8 EUROSTX False True 0.30 0.30 0.02 0.0 0.30 0.00 0.30 0.30 0.06 1.0 1 1
fut_strategy_v1_8 EU-DIV30 False True 0.11 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.19 4.0 0 0
fut_strategy_v1_8 PALLAD False False 0.67 0.00 0.02 0.0 0.00 -0.00 0.00 0.00 0.03 0.0 0 0
fut_strategy_v1_8 IBEX False True 0.86 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.02 0.0 0 0
fut_strategy_v1_8 GBP False False 0.37 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 0.04 2.0 0 0
fut_strategy_v1_8 FTSE100 False True 0.57 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.04 1.0 0 0
fut_strategy_v1_8 HEATOIL False False 0.43 0.00 0.02 0.0 0.00 -0.00 0.00 0.00 0.05 0.0 0 0
fut_strategy_v1_8 SP500_micro False True 0.15 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.15 3.0 0 0
fut_strategy_v1_8 SMI False True 0.72 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.04 0.0 0 0
fut_strategy_v1_8 NIKKEI False False 0.15 0.15 0.03 0.0 0.29 -0.29 0.15 0.15 0.18 2.0 1 1
fut_strategy_v1_8 US5 False True 0.48 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.05 2.0 0 0
fut_strategy_v1_8 KOSPI_mini False True 0.09 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.32 4.0 0 0
fut_strategy_v1_8 FTSETAIWAN False False 0.41 0.00 0.03 0.0 0.00 -0.00 0.00 0.00 0.07 0.0 0 0
fut_strategy_v1_8 FANG False True 0.37 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.07 0.0 0 0
fut_strategy_v1_8 GBPEUR False True 0.65 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.05 1.0 0 0
fut_strategy_v1_8 KOSDAQ False False 0.05 0.05 0.03 0.0 0.24 -0.24 0.05 0.05 0.73 5.0 1 1
fut_strategy_v1_8 R1000 False True 0.46 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.07 1.0 0 0
fut_strategy_v1_8 OAT False False 0.62 0.00 0.04 0.0 0.62 -0.62 0.00 0.00 0.06 1.0 0 0
fut_strategy_v1_8 DX False False 0.44 0.00 0.04 0.0 0.44 -0.44 0.00 0.00 0.10 1.0 0 0
fut_strategy_v1_8 PLAT False False 0.37 0.00 0.04 0.0 0.00 -0.00 0.00 0.00 0.11 0.0 0 0
fut_strategy_v1_8 FTSECHINAA False False 0.07 0.00 0.04 0.0 0.27 -0.27 0.00 0.00 0.56 4.0 0 0
fut_strategy_v1_8 GASOIL False False 0.29 0.00 0.04 0.0 0.00 -0.00 0.00 0.00 0.14 0.0 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 1.40 5.0 0 0
fut_strategy_v1_8 GBPCHF False True 0.74 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.07 0.0 0 0
fut_strategy_v1_8 GILT False False 0.55 0.00 0.05 0.0 0.55 -0.55 0.00 0.00 0.10 1.0 0 0
fut_strategy_v1_8 US10 False False 0.50 0.50 0.05 0.0 1.00 -1.00 0.50 0.50 0.10 2.0 1 1
fut_strategy_v1_8 BRE False False 0.08 0.08 0.05 0.0 0.49 -0.49 0.08 0.08 0.62 6.0 1 1
fut_strategy_v1_8 NIKKEI400 False True 0.09 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.54 4.0 0 0
fut_strategy_v1_8 US10U False False 0.51 0.00 0.05 0.0 0.51 -0.51 0.00 0.00 0.10 1.0 0 0
fut_strategy_v1_8 US3 False True 0.95 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.06 1.0 0 0
fut_strategy_v1_8 JP-REALESTATE False True 0.06 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.99 3.0 0 0
fut_strategy_v1_8 COPPER-micro False False 0.06 0.00 0.06 0.0 0.12 -0.12 0.00 0.00 0.94 2.0 0 0
fut_strategy_v1_8 EURCAD False True 0.64 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.10 0.0 0 0
fut_strategy_v1_8 PLN False True 0.61 0.00 0.07 0.0 0.00 0.00 0.00 0.00 0.11 0.0 0 0
fut_strategy_v1_8 GOLD_micro False False 0.19 0.00 0.07 0.0 0.38 -0.38 0.00 0.00 0.39 2.0 0 0
fut_strategy_v1_8 SILVER False False 0.26 0.26 0.07 0.0 0.26 -0.26 0.26 0.26 0.25 1.0 1 1
fut_strategy_v1_8 ZAR False True 0.13 0.00 0.07 0.0 0.00 0.00 0.00 0.00 0.51 3.0 0 0
fut_strategy_v1_8 CLP False True 0.24 0.00 0.08 0.0 0.00 0.00 0.00 0.00 0.32 0.0 0 0
fut_strategy_v1_8 EUA False False 0.43 0.00 0.08 0.0 0.00 -0.00 0.00 0.00 0.19 0.0 0 0
fut_strategy_v1_8 IRON False False 0.05 0.05 0.08 0.0 0.23 -0.23 0.05 0.05 1.75 5.0 1 1
fut_strategy_v1_8 BTP False False 0.62 0.00 0.08 0.0 0.62 -0.62 0.00 0.00 0.13 1.0 0 0
fut_strategy_v1_8 AUDJPY False True 0.59 0.00 0.09 0.0 0.00 0.00 0.00 0.00 0.15 0.0 0 0
fut_strategy_v1_8 CHFJPY False True 1.38 0.00 0.09 0.0 0.00 0.00 0.00 0.00 0.07 0.0 0 0
fut_strategy_v1_8 MXP False False 0.12 0.00 0.10 0.0 0.60 -0.60 0.00 0.00 0.83 5.0 0 0
fut_strategy_v1_8 ALUMINIUM_LME False False 0.32 0.00 0.10 0.0 0.32 -0.32 0.00 0.00 0.32 1.0 0 0
fut_strategy_v1_8 CADJPY False True 0.64 0.00 0.10 0.0 0.00 0.00 0.00 0.00 0.16 1.0 0 0
fut_strategy_v1_8 GBPJPY False True 0.74 0.00 0.11 0.0 0.00 0.00 0.00 0.00 0.15 0.0 0 0
fut_strategy_v1_8 EURCHF False True 0.65 0.00 0.13 0.0 0.00 0.00 0.00 0.00 0.21 1.0 0 0
fut_strategy_v1_8 YENEUR False True 0.65 0.65 0.13 0.0 0.65 0.00 0.65 0.65 0.20 1.0 1 1
fut_strategy_v1_8 BONO False True 0.64 0.00 0.17 0.0 0.00 0.00 0.00 0.00 0.27 0.0 0 0
fut_strategy_v1_8 SGD_mini False True 0.11 0.00 0.17 0.0 0.00 0.00 0.00 0.00 1.54 0.0 0 0
fut_strategy_v1_8 BTP3 False True 0.55 0.00 0.27 0.0 0.00 0.00 0.00 0.00 0.49 1.0 0 0
fut_strategy_v1_8 SOFR False True 1.07 0.00 0.48 0.0 0.00 0.00 0.00 0.00 0.45 0.0 0 0
fut_strategy_v1_8 EURIBOR-ICE False True 1.26 0.00 0.54 0.0 0.00 0.00 0.00 0.00 0.43 0.0 0 0
fut_strategy_v1_8 SONIA3 False True 1.43 0.00 0.77 0.0 0.00 0.00 0.00 0.00 0.54 0.0 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 19.2 Shocked risk 50.3
Sum abs risk 68.0 Leverage 10.86
Risk scalar 1.00
Vol target calculation {'base_currency': 'GBP', 'percentage_vol_target': 25.0, 'notional_trading_capital': 168997.93, 'annual_cash_vol_target': 42249.4825, 'daily_cash_vol_target': 2640.59265625}
=========================================================================
Vol calculation
=========================================================================
Daily return vol Price Daily % vol annual % vol
AEX 6.4826 946.6000 0.6848 10.9572
ALUMINIUM_LME 27.5740 2894.0000 0.9528 15.2448
AUDJPY 0.6082 102.9700 0.5907 9.4506
AUD_micro 0.0034 0.6640 0.5055 8.0887
BITCOIN 2472.9275 90065.0000 2.7457 43.9314
BOBL 0.1625 116.3100 0.1397 2.2354
BONO 0.3480 123.5000 0.2817 4.5079
BOVESPA 1307.6849 165350.0000 0.7909 12.6537
BRE 0.0019 0.1826 1.0288 16.4608
BRENT-LAST 1.0624 63.3800 1.6763 26.8208
BTP 0.3838 120.2000 0.3193 5.1084
BTP3 0.0843 107.3600 0.0785 1.2565
BUND 0.3390 128.0400 0.2648 4.2363
BUTTER 2.6785 156.6500 1.7099 27.3579
BUXL 0.7992 110.8800 0.7208 11.5327
CAC 55.5745 8128.5000 0.6837 10.9392
CAD 0.0027 0.7232 0.3700 5.9201
CAD10 0.3821 121.9400 0.3134 5.0143
CADJPY 0.5579 111.0800 0.5022 8.0355
CANOLA 6.3681 630.9000 1.0094 16.1500
CH10 0.3896 160.3800 0.2429 3.8866
CHEESE 0.0182 1.4640 1.2407 19.8515
CHF 0.0051 1.2568 0.4030 6.4483
CHFJPY 0.8227 193.0300 0.4262 6.8195
CLP 0.0000 0.0011 0.6584 10.5340
CNH 0.0124 7.0502 0.1754 2.8071
COCOA 126.9523 5694.0000 2.2296 35.6733
COCOA_LDN 90.1010 4067.0000 2.2154 35.4467
COFFEE 6.5675 374.3000 1.7546 28.0739
COPPER-micro 0.0646 5.4480 1.1861 18.9784
CORN 3.9786 464.0000 0.8575 13.7193
COTTON2 0.6392 63.9500 0.9995 15.9919
CRUDE_W_micro 0.9913 59.5200 1.6654 26.6471
CZK 0.0002 0.0481 0.4703 7.5246
DAX 179.8471 24064.0000 0.7474 11.9579
DJSTX-SMALL 2.7044 368.8000 0.7333 11.7326
DOW 325.0226 48049.0000 0.6764 10.8230
DX 0.3321 98.6400 0.3367 5.3867
ETHER-micro 151.4424 3045.0000 4.9735 79.5756
EU-AUTO 7.1048 544.6000 1.3046 20.8734
EU-BANKS 2.6834 246.1500 1.0901 17.4423
EU-BASIC 8.0329 623.6000 1.2882 20.6104
EU-CONSTRUCTION 7.6433 837.6000 0.9125 14.6004
EU-DIV30 15.3165 2141.5000 0.7152 11.4436
EU-DJ-TELECOM 2.7947 337.0000 0.8293 13.2686
EU-FOOD 5.9379 620.8000 0.9565 15.3040
EU-HEALTH 9.0344 1133.0000 0.7974 12.7582
EU-HOUSE 9.3182 1068.6000 0.8720 13.9520
EU-INSURE 3.7613 484.0000 0.7771 12.4339
EU-MEDIA 3.9452 393.7000 1.0021 16.0333
EU-MID 3.9529 602.9000 0.6556 10.4904
EU-OIL 4.1057 406.7000 1.0095 16.1521
EU-REALESTATE 1.1592 125.3000 0.9251 14.8018
EU-RETAIL 5.4553 476.1000 1.1458 18.3334
EU-TECH 9.5748 848.7000 1.1282 18.0507
EU-UTILS 3.1286 480.0000 0.6518 10.4287
EUA 1.0702 83.9000 1.2756 20.4099
EURCAD 0.0060 1.6131 0.3698 5.9172
EURCHF 0.0026 0.9364 0.2736 4.3781
EURIBOR-ICE 0.0302 97.6800 0.0309 0.4939
EURO600 3.6999 579.3000 0.6387 10.2190
EUROSTX 42.8596 5729.0000 0.7481 11.9699
EUROSTX-SMALL 2.5963 361.5000 0.7182 11.4913
EUR_micro 0.0040 1.1700 0.3454 5.5261
FANG 173.1180 16603.8000 1.0426 16.6823
FED 0.0351 96.6100 0.0363 0.5812
FEEDCOW 4.3050 332.8750 1.2933 20.6926
FTSE100 57.5094 9682.5000 0.5940 9.5032
FTSE250 143.6290 22125.0000 0.6492 10.3867
FTSECHINAA 156.0966 15229.0000 1.0250 16.3999
FTSECHINAH 250.2627 17977.5000 1.3921 22.2734
FTSETAIWAN 26.0037 2303.2500 1.1290 18.0640
FTSEVIET 32.1111 2899.0000 1.1077 17.7226
GASOIL 11.7576 656.5000 1.7910 28.6553
GASOLINE 0.0295 1.8560 1.5876 25.4009
GAS_US_mini 0.1107 4.8700 2.2732 36.3708
GBP 0.0061 1.3332 0.4592 7.3477
GBPCHF 0.0047 1.0715 0.4402 7.0440
GBPEUR 0.0027 0.8736 0.3137 5.0199
GBPJPY 0.9525 206.8500 0.4605 7.3675
GICS 5.0908 565.8000 0.8998 14.3962
GILT 0.4259 93.0700 0.4576 7.3220
GOLD_micro 38.5983 4237.8000 0.9108 14.5729
HANGENT_mini 118.3701 9216.0000 1.2844 20.5504
HANGTECH 104.6814 5679.0000 1.8433 29.4929
HANG_mini 294.8691 26148.0000 1.1277 18.0431
HEATOIL 0.0426 2.2897 1.8608 29.7733
IBEX 130.2729 16670.0000 0.7815 12.5037
IRON 1.3050 102.0000 1.2794 20.4703
IRS 0.0016 0.3085 0.5116 8.1853
JGB 0.1797 133.3000 0.1348 2.1569
JGB-SGX-mini 0.1879 133.3100 0.1410 2.2558
JP-REALESTATE 14.6092 1965.0000 0.7435 11.8955
JPY 0.0000 0.0065 0.5576 8.9223
KOSDAQ 23.2913 1578.5000 1.4755 23.6085
KOSPI_mini 8.3124 580.8800 1.4310 22.8960
KR10 0.3915 113.5700 0.3447 5.5149
KR3 0.1267 105.5700 0.1201 1.9210
KRWUSD_mini 0.0035 0.6799 0.5201 8.3217
LEANHOG 1.2086 86.7250 1.3936 22.2976
LIVECOW 2.8282 227.3750 1.2439 19.9018
LUMBER-new 7.8597 573.0000 1.3717 21.9468
MILK 0.1970 15.5800 1.2644 20.2301
MILKDRY 0.9122 114.0000 0.8001 12.8023
MILKWET 0.1735 14.1000 1.2304 19.6857
MILLWHEAT 1.8421 189.2500 0.9733 15.5736
MSCISING 3.8061 440.5000 0.8640 13.8246
MUMMY 12.3173 656.0000 1.8776 30.0423
MXP 0.0003 0.0544 0.5112 8.1790
NASDAQ_micro 225.8122 25727.5000 0.8777 14.0433
NIKKEI 590.4000 50700.0000 1.1645 18.6320
NIKKEI400 266.0275 30440.0000 0.8739 13.9830
NOK 0.0006 0.0990 0.5931 9.4902
NZD 0.0034 0.5796 0.5855 9.3677
OAT 0.3505 120.7100 0.2903 4.6455
OATIES 4.6642 309.0000 1.5094 24.1512
OJ 5.4876 149.3500 3.6744 58.7897
OMX 43.2797 5522.0000 0.7838 12.5403
OMX-SWE 21.0235 2832.0000 0.7424 11.8777
PALLAD 34.3158 1502.5000 2.2839 36.5427
PLAT 25.3857 1654.3000 1.5345 24.5524
PLN 0.0014 0.2752 0.5046 8.0739
R1000 14.1798 2070.7000 0.6848 10.9565
RAPESEED 3.6440 471.2500 0.7733 12.3722
REDWHEAT 7.9195 542.5000 1.4598 23.3570
RICE 0.1493 10.3050 1.4488 23.1806
ROBUSTA 79.6315 4186.0000 1.9023 30.4372
RUBBER 1.7404 170.9000 1.0184 16.2942
RUSSELL 29.2885 2547.5000 1.1497 18.3952
SEK 0.0006 0.1064 0.5259 8.4141
SGD_mini 0.0029 1.2949 0.2246 3.5936
SHATZ 0.0464 106.8300 0.0434 0.6948
SILVER 0.9034 58.9850 1.5316 24.5057
SMI 78.3818 12956.0000 0.6050 9.6798
SMI-MID 21.1593 2922.0000 0.7241 11.5862
SOFR 0.0487 96.6750 0.0504 0.8059
SONIA3 0.0457 96.3800 0.0474 0.7589
SOYBEAN_mini 12.2279 1115.8750 1.0958 17.5330
SOYMEAL 4.2588 316.9000 1.3439 21.5022
SOYOIL 0.5900 52.5400 1.1229 17.9658
SP400 30.0409 3329.8000 0.9022 14.4350
SP500_micro 46.5100 6880.5000 0.6760 10.8155
SPI200 50.3234 8616.0000 0.5841 9.3451
STEEL 6.9760 916.0000 0.7616 12.1851
SUGAR11 0.2281 14.4100 1.5827 25.3236
SUGAR_WHITE 5.6527 423.0000 1.3363 21.3812
TWD 0.1762 32.0100 0.5504 8.8066
US-MATERIAL 8.7311 938.0000 0.9308 14.8930
US-PROPERTY 1.8332 201.2500 0.9109 14.5747
US10 0.3168 112.5312 0.2815 4.5046
US10U 0.4168 115.0938 0.3621 5.7943
US2 0.0771 104.2578 0.0740 1.1839
US20 0.6351 115.5938 0.5494 8.7905
US3 0.1378 106.4883 0.1294 2.0707
US30 0.9086 118.6875 0.7656 12.2490
US5 0.2078 109.2188 0.1903 3.0443
V2X 0.4590 19.1500 2.3971 38.3537
VIX 0.4874 20.1500 2.4191 38.7049
WHEAT 7.2325 578.7500 1.2497 19.9948
WHEY 1.1675 70.5000 1.6560 26.4968
YENEUR 0.7184 180.7100 0.3976 6.3610
ZAR 0.0005 0.0590 0.7686 12.2981
================================================================================================================================================
Subsystem position
================================================================================================================================================
Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position
AEX 1893.20 0.68 1296.52 0.87 1133.30 2640.59 2.33 5.71 1.33
ALUMINIUM_LME 723.50 0.95 689.35 0.75 516.04 2640.59 5.12 19.15 9.80
AUDJPY 205940.00 0.59 121641.28 0.00 589.14 2640.59 4.48 20.00 8.96
AUD_micro 66.40 0.51 33.57 0.75 25.13 2640.59 105.08 10.32 108.45
BITCOIN 90.06 2.75 247.29 0.75 185.12 2640.59 14.26 -14.25 -20.33
BOBL 1163.10 0.14 162.50 0.87 142.04 2640.59 18.59 -6.84 -12.71
BONO 1235.00 0.28 347.96 0.87 304.15 2640.59 8.68 19.95 17.32
BOVESPA 1653.50 0.79 1307.68 0.75 983.74 2640.59 2.68 0.00 0.00
BRE 182.65 1.03 187.91 0.75 140.67 2640.59 18.77 20.00 37.54
BRENT-LAST 633.80 1.68 1062.44 0.75 795.34 2640.59 3.32 -6.01 -2.00
BTP 1202.00 0.32 383.76 0.87 335.45 2640.59 7.87 10.51 8.27
BTP3 1073.60 0.08 84.31 0.87 73.70 2640.59 35.83 8.79 31.50
BUND 1280.40 0.26 339.01 0.87 296.33 2640.59 8.91 -11.19 -9.97
BUTTER 313.30 1.71 535.70 0.75 401.02 2640.59 6.58 0.00 0.00
BUXL 1108.80 0.72 799.22 0.87 698.60 2640.59 3.78 -17.33 -6.55
CAC 812.85 0.68 555.75 0.87 485.78 2640.59 5.44 15.12 8.22
CAD 723.15 0.37 267.57 0.75 200.30 2640.59 13.18 -9.03 -11.91
CAD10 1219.40 0.31 382.15 0.54 206.19 2640.59 12.81 -0.17 -0.21
CADJPY 222160.00 0.50 111572.33 0.00 539.98 2640.59 4.89 20.00 9.78
CANOLA 126.18 1.01 127.36 0.54 68.26 2640.59 38.69 -10.07 -38.97
CH10 1603.80 0.24 389.58 0.94 364.63 2640.59 7.24 0.00 0.00
CHEESE 292.80 1.24 363.28 0.75 271.95 2640.59 9.71 0.00 0.00
CHF 1570.94 0.40 633.12 0.75 473.95 2640.59 5.57 -9.24 -5.15
CHFJPY 482575.00 0.43 205681.56 0.00 995.44 2640.59 2.65 15.51 4.12
CLP 545.00 0.66 358.81 0.75 269.93 2640.59 9.78 20.00 19.57
CNH 7050.20 0.18 1236.93 0.11 131.03 2640.59 20.15 -6.99 -14.08
COCOA 569.40 2.23 1269.52 0.75 950.36 2640.59 2.78 -16.66 -4.63
COCOA_LDN 406.70 2.22 901.01 1.00 901.01 2640.59 2.93 -16.37 -4.80
COFFEE 1403.62 1.75 2462.82 0.75 1843.66 2640.59 1.43 13.08 1.87
COPPER-micro 136.20 1.19 161.55 0.75 120.94 2640.59 21.83 13.32 29.08
CORN 232.00 0.86 198.93 0.75 148.92 2640.59 17.73 -4.05 -7.18
COTTON2 319.75 1.00 319.59 0.75 239.24 2640.59 11.04 -20.00 -22.07
CRUDE_W_micro 59.52 1.67 99.13 0.75 74.21 2640.59 35.58 -8.97 -31.92
CZK 1925.36 0.47 905.47 0.75 681.17 2640.59 3.88 0.00 0.00
DAX 240.64 0.75 179.85 0.87 157.21 2640.59 16.80 -0.04 -0.06
DJSTX-SMALL 184.40 0.73 135.22 0.87 118.20 2640.59 22.34 0.00 0.00
DOW 240.24 0.68 162.51 0.75 121.66 2640.59 21.71 10.59 22.99
DX 986.40 0.34 332.09 0.75 248.60 2640.59 10.62 7.29 7.74
ETHER-micro 3.04 4.97 15.14 0.75 11.34 2640.59 232.92 -4.83 -112.46
EU-AUTO 272.30 1.30 355.24 0.87 310.52 2640.59 8.50 4.21 3.58
EU-BANKS 123.08 1.09 134.17 0.87 117.28 2640.59 22.52 20.00 45.03
EU-BASIC 311.80 1.29 401.65 0.87 351.08 2640.59 7.52 20.00 15.04
EU-CONSTRUCTION 418.80 0.91 382.17 0.87 334.05 2640.59 7.90 8.96 7.08
EU-DIV30 214.15 0.72 153.17 0.87 133.88 2640.59 19.72 20.00 39.45
EU-DJ-TELECOM 168.50 0.83 139.74 0.87 122.14 2640.59 21.62 -9.86 -21.32
EU-FOOD 310.40 0.96 296.90 0.87 259.52 2640.59 10.17 1.93 1.96
EU-HEALTH 566.50 0.80 451.72 0.87 394.85 2640.59 6.69 16.26 10.88
EU-HOUSE 534.30 0.87 465.91 0.87 407.26 2640.59 6.48 9.75 6.32
EU-INSURE 242.00 0.78 188.06 0.87 164.39 2640.59 16.06 5.66 9.10
EU-MEDIA 196.85 1.00 197.26 0.87 172.43 2640.59 15.31 -15.46 -23.68
EU-MID 301.45 0.66 197.65 0.87 172.76 2640.59 15.28 8.35 12.76
EU-OIL 203.35 1.01 205.28 0.87 179.44 2640.59 14.72 20.00 29.43
EU-REALESTATE 62.65 0.93 57.96 0.87 50.66 2640.59 52.12 2.31 12.02
EU-RETAIL 238.05 1.15 272.77 0.87 238.43 2640.59 11.08 15.03 16.64
EU-TECH 424.35 1.13 478.74 0.87 418.47 2640.59 6.31 0.32 0.20
EU-UTILS 240.00 0.65 156.43 0.87 136.74 2640.59 19.31 20.00 38.62
EUA 839.00 1.28 1070.24 0.87 935.51 2640.59 2.82 12.53 3.54
EURCAD 2016.38 0.37 745.70 0.54 399.63 2640.59 6.61 8.83 5.84
EURCHF 1170.50 0.27 320.29 0.94 299.77 2640.59 8.81 14.18 12.49
EURIBOR-ICE 2442.00 0.03 75.38 0.87 65.89 2640.59 40.08 6.90 27.65
EURO600 289.65 0.64 185.00 0.87 161.71 2640.59 16.33 19.95 32.58
EUROSTX 572.90 0.75 428.60 0.87 374.64 2640.59 7.05 17.74 12.50
EUROSTX-SMALL 180.75 0.72 129.82 0.87 113.47 2640.59 23.27 12.26 28.53
EUR_micro 146.25 0.35 50.51 0.75 37.81 2640.59 69.83 2.74 19.15
FANG 830.19 1.04 865.59 0.75 647.98 2640.59 4.08 17.18 7.00
FED 4025.74 0.04 146.25 0.75 109.48 2640.59 24.12 -16.95 -40.87
FEEDCOW 1664.38 1.29 2152.51 0.75 1611.36 2640.59 1.64 0.41 0.07
FTSE100 968.25 0.59 575.09 1.00 575.09 2640.59 4.59 17.80 8.17
FTSE250 442.50 0.65 287.26 1.00 287.26 2640.59 9.19 9.87 9.07
FTSECHINAA 152.29 1.02 156.10 0.75 116.85 2640.59 22.60 15.18 34.31
FTSECHINAH 359.55 1.39 500.53 0.75 374.69 2640.59 7.05 13.28 9.36
FTSETAIWAN 921.30 1.13 1040.15 0.75 778.65 2640.59 3.39 12.94 4.39
FTSEVIET 144.95 1.11 160.56 0.75 120.19 2640.59 21.97 0.00 0.00
GASOIL 656.50 1.79 1175.76 0.75 880.17 2640.59 3.00 8.37 2.51
GASOLINE 779.52 1.59 1237.53 0.75 926.41 2640.59 2.85 0.18 0.05
GAS_US_mini 121.75 2.27 276.76 0.75 207.18 2640.59 12.75 3.68 4.69
GBP 833.25 0.46 382.66 0.75 286.45 2640.59 9.22 3.67 3.38
GBPCHF 1339.38 0.44 589.66 0.94 551.89 2640.59 4.78 8.77 4.20
GBPEUR 1092.00 0.31 342.61 1.00 342.61 2640.59 7.71 4.20 3.24
GBPJPY 258562.50 0.46 119060.21 0.00 576.64 2640.59 4.58 20.00 9.16
GICS 1414.50 0.90 1272.71 0.75 952.75 2640.59 2.77 0.00 0.00
GILT 930.70 0.46 425.91 1.00 425.91 2640.59 6.20 10.10 6.26
GOLD_micro 423.78 0.91 385.98 0.75 288.94 2640.59 9.14 13.19 12.06
HANGENT_mini 921.60 1.28 1183.70 0.10 113.84 2640.59 23.20 2.19 5.07
HANGTECH 2839.50 1.84 5234.07 0.10 503.36 2640.59 5.25 -3.15 -1.65
HANG_mini 2614.80 1.13 2948.69 0.10 283.58 2640.59 9.31 6.07 5.65
HEATOIL 961.67 1.86 1789.51 0.75 1339.62 2640.59 1.97 4.39 0.87
IBEX 1667.00 0.78 1302.73 0.87 1138.73 2640.59 2.32 20.00 4.64
IRON 102.00 1.28 130.50 0.75 97.69 2640.59 27.03 20.00 54.06
IRS 3085.20 0.51 1578.33 0.75 1187.35 2640.59 2.22 0.00 0.00
JGB 1333000.00 0.13 179697.06 0.00 870.32 2640.59 3.03 -18.52 -5.62
JGB-SGX-mini 133310.00 0.14 18794.75 0.00 91.03 2640.59 29.01 -18.54 -53.77
JP-REALESTATE 19650.00 0.74 14609.16 0.00 70.76 2640.59 37.32 20.00 74.64
JPY 812.25 0.56 452.94 0.75 339.07 2640.59 7.79 -17.06 -13.29
KOSDAQ 157850.00 1.48 232912.65 0.00 118.48 2640.59 22.29 20.00 44.58
KOSPI_mini 290440.00 1.43 415618.85 0.00 211.41 2640.59 12.49 15.85 19.80
KR10 1135700.00 0.34 391456.88 0.00 199.12 2640.59 13.26 -20.00 -26.52
KR3 1055700.00 0.12 126749.26 0.00 64.47 2640.59 40.96 -17.44 -71.43
KRWUSD_mini 169.98 0.52 88.40 0.75 66.18 2640.59 39.90 -20.00 -79.80
LEANHOG 346.90 1.39 483.44 0.75 361.90 2640.59 7.30 -3.22 -2.35
LIVECOW 909.50 1.24 1131.29 0.75 846.88 2640.59 3.12 -3.76 -1.17
LUMBER-new 157.58 1.37 216.14 0.75 161.80 2640.59 16.32 -20.00 -32.64
MILK 311.60 1.26 393.98 0.75 296.38 2640.59 8.91 0.00 0.00
MILKDRY 501.60 0.80 401.35 0.75 300.45 2640.59 8.79 0.00 0.00
MILKWET 282.00 1.23 346.96 0.75 261.01 2640.59 10.12 0.00 0.00
MILLWHEAT 94.62 0.97 92.10 0.87 80.51 2640.59 32.80 -19.71 -64.63
MSCISING 440.50 0.86 380.61 0.58 220.05 2640.59 12.00 7.86 9.44
MUMMY 6560.00 1.88 12317.34 0.00 59.66 2640.59 44.26 -4.52 -19.99
MXP 272.25 0.51 139.17 0.75 104.18 2640.59 25.35 20.00 50.69
NASDAQ_micro 514.55 0.88 451.62 0.75 338.08 2640.59 7.81 6.76 5.28
NIKKEI 50700.00 1.16 59040.00 0.00 285.95 2640.59 9.23 14.73 13.60
NIKKEI400 30440.00 0.87 26602.75 0.00 128.84 2640.59 20.49 19.94 40.88
NOK 1979.00 0.59 1173.82 0.75 878.71 2640.59 3.01 4.37 1.31
NZD 579.65 0.59 339.37 0.75 254.05 2640.59 10.39 -2.54 -2.64
OAT 1207.10 0.29 350.47 0.87 306.35 2640.59 8.62 4.81 4.14
OATIES 154.50 1.51 233.21 0.75 174.58 2640.59 15.13 -20.00 -30.25
OJ 224.02 3.67 823.15 0.75 616.20 2640.59 4.29 -19.66 -8.42
OMX 552.20 0.78 432.80 0.87 378.31 2640.59 6.98 0.00 0.00
OMX-SWE 2832.00 0.74 2102.35 0.08 167.77 2640.59 15.74 20.00 31.48
PALLAD 1502.50 2.28 3431.58 0.75 2568.87 2640.59 1.03 9.53 0.98
PLAT 827.15 1.53 1269.28 0.75 950.18 2640.59 2.78 12.47 3.47
PLN 1376.20 0.50 694.46 0.75 519.87 2640.59 5.08 13.57 6.89
R1000 1035.35 0.68 708.99 0.75 530.75 2640.59 4.98 14.37 7.15
RAPESEED 235.62 0.77 182.20 0.87 159.26 2640.59 16.58 3.59 5.95
REDWHEAT 271.25 1.46 395.97 0.75 296.42 2640.59 8.91 -11.72 -10.44
RICE 206.10 1.45 298.59 0.75 223.53 2640.59 11.81 -20.00 -23.63
ROBUSTA 418.60 1.90 796.31 0.75 596.12 2640.59 4.43 2.67 1.18
RUBBER 85.45 1.02 87.02 0.75 65.14 2640.59 40.53 -16.83 -68.23
RUSSELL 127.38 1.15 146.44 0.75 109.63 2640.59 24.09 10.38 25.01
SEK 2127.00 0.53 1118.54 0.75 837.34 2640.59 3.15 2.80 0.88
SGD_mini 323.73 0.22 72.71 0.58 42.04 2640.59 62.82 18.93 118.90
SHATZ 1068.30 0.04 46.39 0.87 40.55 2640.59 65.11 -16.98 -110.58
SILVER 589.85 1.53 903.42 0.75 676.29 2640.59 3.90 20.00 7.81
SMI 1295.60 0.60 783.82 0.94 733.62 2640.59 3.60 20.00 7.20
SMI-MID 292.20 0.72 211.59 0.94 198.92 2640.59 13.27 0.00 0.00
SOFR 2416.88 0.05 121.74 0.75 91.14 2640.59 28.97 8.64 25.03
SONIA3 2409.50 0.05 114.29 1.00 114.29 2640.59 23.10 15.04 34.74
SOYBEAN_mini 111.59 1.10 122.28 0.75 91.54 2640.59 28.85 6.81 19.66
SOYMEAL 316.90 1.34 425.88 0.75 318.81 2640.59 8.28 -1.89 -1.56
SOYOIL 315.24 1.12 353.97 0.75 264.98 2640.59 9.97 -1.63 -1.62
SP400 3329.80 0.90 3004.09 0.75 2248.85 2640.59 1.17 5.43 0.64
SP500_micro 344.02 0.68 232.55 0.75 174.09 2640.59 15.17 9.74 14.78
SPI200 2154.00 0.58 1258.09 0.49 622.61 2640.59 4.24 -6.72 -2.85
STEEL 183.20 0.76 139.52 0.75 104.44 2640.59 25.28 0.00 0.00
SUGAR11 161.39 1.58 255.44 0.75 191.22 2640.59 13.81 -13.60 -18.77
SUGAR_WHITE 211.50 1.34 282.63 0.75 211.58 2640.59 12.48 -10.90 -13.60
TWD 960.30 0.55 528.56 0.75 395.68 2640.59 6.67 -16.60 -11.08
US-MATERIAL 938.00 0.93 873.11 0.75 653.60 2640.59 4.04 -3.45 -1.39
US-PROPERTY 503.12 0.91 458.30 0.75 343.08 2640.59 7.70 -5.64 -4.34
US10 1125.31 0.28 316.82 0.75 237.17 2640.59 11.13 5.08 5.66
US10U 1150.94 0.36 416.81 0.75 312.02 2640.59 8.46 6.76 5.72
US2 2085.16 0.07 154.29 0.75 115.50 2640.59 22.86 -7.26 -16.61
US20 1155.94 0.55 635.08 0.75 475.42 2640.59 5.55 2.14 1.19
US3 2129.77 0.13 275.63 0.75 206.33 2640.59 12.80 2.67 3.41
US30 1186.88 0.77 908.62 0.75 680.19 2640.59 3.88 -2.41 -0.94
US5 1092.19 0.19 207.81 0.75 155.56 2640.59 16.97 1.72 2.92
V2X 19.15 2.40 45.90 0.87 40.13 2640.59 65.81 0.00 0.00
VIX 201.50 2.42 487.44 0.75 364.89 2640.59 7.24 -15.59 -11.28
WHEAT 289.38 1.25 361.63 0.75 270.71 2640.59 9.75 -17.70 -17.26
WHEY 310.20 1.66 513.71 0.75 384.56 2640.59 6.87 0.00 0.00
YENEUR 225887.50 0.40 89803.79 0.00 434.95 2640.59 6.07 20.00 12.14
ZAR 294.75 0.77 226.55 0.75 169.60 2640.59 15.57 20.00 31.14
=========================================================================
Portfolio positions
=========================================================================
subsystem_position instr weight IDM Notional position
AEX 1.330 0.002 2.5 0.007
ALUMINIUM_LME 9.800 0.013 2.5 0.316
AUDJPY 8.964 0.007 2.5 0.147
AUD_micro 108.448 0.005 2.5 1.402
BITCOIN -20.329 0.023 2.5 -1.169
BOBL -12.710 0.006 2.5 -0.197
BONO 17.323 0.006 2.5 0.269
BOVESPA 0.000 0.000 2.5 0.000
BRE 37.543 0.007 2.5 0.617
BRENT-LAST -1.996 0.022 2.5 -0.108
BTP 8.273 0.006 2.5 0.128
BTP3 31.499 0.006 2.5 0.489
BUND -9.970 0.006 2.5 -0.155
BUTTER 0.000 0.000 2.5 0.000
BUXL -6.549 0.006 2.5 -0.102
CAC 8.219 0.002 2.5 0.040
CAD -11.907 0.005 2.5 -0.154
CAD10 -0.215 0.007 2.5 -0.004
CADJPY 9.780 0.007 2.5 0.161
CANOLA -38.975 0.005 2.5 -0.524
CH10 0.000 0.000 2.5 0.000
CHEESE 0.000 0.000 2.5 0.000
CHF -5.147 0.005 2.5 -0.067
CHFJPY 4.115 0.007 2.5 0.068
CLP 19.565 0.007 2.5 0.321
CNH -14.083 0.007 2.5 -0.231
COCOA -4.629 0.004 2.5 -0.046
COCOA_LDN -4.797 0.004 2.5 -0.047
COFFEE 1.873 0.004 2.5 0.018
COPPER-micro 29.075 0.013 2.5 0.939
CORN -7.181 0.005 2.5 -0.097
COTTON2 -22.075 0.004 2.5 -0.217
CRUDE_W_micro -31.921 0.022 2.5 -1.733
CZK 0.000 0.000 2.5 0.000
DAX -0.062 0.002 2.5 -0.000
DJSTX-SMALL 0.000 0.000 2.5 0.000
DOW 22.994 0.004 2.5 0.233
DX 7.739 0.005 2.5 0.100
ETHER-micro -112.465 0.023 2.5 -6.470
EU-AUTO 3.579 0.001 2.5 0.012
EU-BANKS 45.031 0.001 2.5 0.156
EU-BASIC 15.043 0.001 2.5 0.052
EU-CONSTRUCTION 7.084 0.001 2.5 0.025
EU-DIV30 39.446 0.002 2.5 0.194
EU-DJ-TELECOM -21.316 0.001 2.5 -0.074
EU-FOOD 1.963 0.001 2.5 0.007
EU-HEALTH 10.876 0.001 2.5 0.038
EU-HOUSE 6.321 0.001 2.5 0.022
EU-INSURE 9.099 0.001 2.5 0.032
EU-MEDIA -23.680 0.001 2.5 -0.082
EU-MID 12.758 0.002 2.5 0.063
EU-OIL 29.432 0.001 2.5 0.102
EU-REALESTATE 12.019 0.001 2.5 0.042
EU-RETAIL 16.644 0.001 2.5 0.058
EU-TECH 0.200 0.001 2.5 0.001
EU-UTILS 38.623 0.001 2.5 0.134
EUA 3.537 0.022 2.5 0.192
EURCAD 5.835 0.007 2.5 0.096
EURCHF 12.495 0.007 2.5 0.205
EURIBOR-ICE 27.650 0.006 2.5 0.429
EURO600 32.583 0.002 2.5 0.160
EUROSTX 12.501 0.002 2.5 0.061
EUROSTX-SMALL 28.527 0.002 2.5 0.140
EUR_micro 19.145 0.005 2.5 0.247
FANG 7.001 0.004 2.5 0.071
FED -40.871 0.007 2.5 -0.738
FEEDCOW 0.067 0.016 2.5 0.003
FTSE100 8.171 0.002 2.5 0.040
FTSE250 9.072 0.002 2.5 0.045
FTSECHINAA 34.314 0.007 2.5 0.560
FTSECHINAH 9.358 0.007 2.5 0.153
FTSETAIWAN 4.390 0.007 2.5 0.072
FTSEVIET 0.000 0.000 2.5 0.000
GASOIL 2.512 0.022 2.5 0.136
GASOLINE 0.050 0.022 2.5 0.003
GAS_US_mini 4.693 0.022 2.5 0.255
GBP 3.384 0.005 2.5 0.044
GBPCHF 4.196 0.007 2.5 0.069
GBPEUR 3.239 0.007 2.5 0.053
GBPJPY 9.159 0.007 2.5 0.150
GICS 0.000 0.000 2.5 0.000
GILT 6.264 0.006 2.5 0.097
GOLD_micro 12.058 0.013 2.5 0.389
HANGENT_mini 5.075 0.005 2.5 0.067
HANGTECH -1.652 0.005 2.5 -0.022
HANG_mini 5.649 0.005 2.5 0.075
HEATOIL 0.866 0.022 2.5 0.047
IBEX 4.638 0.002 2.5 0.023
IRON 54.060 0.013 2.5 1.745
IRS 0.000 0.000 2.5 0.000
JGB -5.618 0.008 2.5 -0.109
JGB-SGX-mini -53.769 0.008 2.5 -1.042
JP-REALESTATE 74.639 0.005 2.5 0.988
JPY -13.288 0.005 2.5 -0.172
KOSDAQ 44.576 0.007 2.5 0.728
KOSPI_mini 19.801 0.007 2.5 0.323
KR10 -26.522 0.008 2.5 -0.514
KR3 -71.435 0.008 2.5 -1.384
KRWUSD_mini -79.801 0.007 2.5 -1.311
LEANHOG -2.352 0.016 2.5 -0.093
LIVECOW -1.172 0.016 2.5 -0.047
LUMBER-new -32.640 0.004 2.5 -0.321
MILK 0.000 0.000 2.5 0.000
MILKDRY 0.000 0.000 2.5 0.000
MILKWET 0.000 0.000 2.5 0.000
MILLWHEAT -64.634 0.005 2.5 -0.869
MSCISING 9.436 0.005 2.5 0.125
MUMMY -19.988 0.005 2.5 -0.265
MXP 50.691 0.007 2.5 0.833
NASDAQ_micro 5.278 0.004 2.5 0.053
NIKKEI 13.600 0.005 2.5 0.180
NIKKEI400 40.876 0.005 2.5 0.541
NOK 1.313 0.005 2.5 0.017
NZD -2.642 0.005 2.5 -0.034
OAT 4.142 0.006 2.5 0.064
OATIES -30.251 0.005 2.5 -0.407
OJ -8.424 0.004 2.5 -0.083
OMX 0.000 0.000 2.5 0.000
OMX-SWE 31.479 0.002 2.5 0.155
PALLAD 0.979 0.013 2.5 0.032
PLAT 3.466 0.013 2.5 0.112
PLN 6.890 0.007 2.5 0.113
R1000 7.150 0.004 2.5 0.072
RAPESEED 5.950 0.005 2.5 0.080
REDWHEAT -10.443 0.005 2.5 -0.140
RICE -23.627 0.005 2.5 -0.318
ROBUSTA 1.181 0.004 2.5 0.012
RUBBER -68.229 0.004 2.5 -0.671
RUSSELL 25.005 0.004 2.5 0.253
SEK 0.885 0.005 2.5 0.011
SGD_mini 118.902 0.005 2.5 1.537
SHATZ -110.576 0.006 2.5 -1.715
SILVER 7.809 0.013 2.5 0.252
SMI 7.199 0.002 2.5 0.035
SMI-MID 0.000 0.000 2.5 0.000
SOFR 25.028 0.007 2.5 0.452
SONIA3 34.744 0.006 2.5 0.539
SOYBEAN_mini 19.659 0.005 2.5 0.264
SOYMEAL -1.562 0.005 2.5 -0.021
SOYOIL -1.625 0.005 2.5 -0.022
SP400 0.637 0.004 2.5 0.006
SP500_micro 14.778 0.004 2.5 0.150
SPI200 -2.849 0.005 2.5 -0.038
STEEL 0.000 0.000 2.5 0.000
SUGAR11 -18.774 0.004 2.5 -0.185
SUGAR_WHITE -13.602 0.004 2.5 -0.134
TWD -11.079 0.005 2.5 -0.143
US-MATERIAL -1.393 0.008 2.5 -0.028
US-PROPERTY -4.338 0.008 2.5 -0.088
US10 5.660 0.007 2.5 0.102
US10U 5.723 0.007 2.5 0.103
US2 -16.607 0.007 2.5 -0.300
US20 1.190 0.007 2.5 0.021
US3 3.415 0.007 2.5 0.062
US30 -0.937 0.007 2.5 -0.017
US5 2.916 0.007 2.5 0.053
V2X 0.000 0.000 2.5 0.000
VIX -11.282 0.056 2.5 -1.567
WHEAT -17.261 0.005 2.5 -0.232
WHEY 0.000 0.000 2.5 0.000
YENEUR 12.142 0.007 2.5 0.199
ZAR 31.140 0.007 2.5 0.512
========================
Position diags
========================
AEX 0.01
ALUMINIUM_LME 0.17
AUDJPY 0.07
AUD_micro 1.36
BITCOIN 0.82
BOBL 0.29
BONO 0.13
BOVESPA 0.00
BRE 0.31
BRENT-LAST 0.18
BTP 0.12
BTP3 0.56
BUND 0.14
BUTTER 0.00
BUXL 0.06
CAC 0.03
CAD 0.17
CAD10 0.23
CADJPY 0.08
CANOLA 0.52
CH10 0.00
CHEESE 0.00
CHF 0.07
CHFJPY 0.04
CLP 0.16
CNH 0.33
COCOA 0.03
COCOA_LDN 0.03
COFFEE 0.01
COPPER-micro 0.70
CORN 0.24
COTTON2 0.11
CRUDE_W_micro 1.93
CZK 0.00
DAX 0.08
DJSTX-SMALL 0.00
DOW 0.22
DX 0.14
ETHER-micro 13.40
EU-AUTO 0.03
EU-BANKS 0.08
EU-BASIC 0.03
EU-CONSTRUCTION 0.03
EU-DIV30 0.10
EU-DJ-TELECOM 0.07
EU-FOOD 0.04
EU-HEALTH 0.02
EU-HOUSE 0.02
EU-INSURE 0.06
EU-MEDIA 0.05
EU-MID 0.08
EU-OIL 0.05
EU-REALESTATE 0.18
EU-RETAIL 0.04
EU-TECH 0.02
EU-UTILS 0.07
EUA 0.15
EURCAD 0.11
EURCHF 0.14
EURIBOR-ICE 0.62
EURO600 0.08
EUROSTX 0.03
EUROSTX-SMALL 0.11
EUR_micro 0.90
FANG 0.04
FED 0.44
FEEDCOW 0.07
FTSE100 0.02
FTSE250 0.05
FTSECHINAA 0.37
FTSECHINAH 0.12
FTSETAIWAN 0.06
FTSEVIET 0.00
GASOIL 0.16
GASOLINE 0.15
GAS_US_mini 0.69
GBP 0.12
GBPCHF 0.08
GBPEUR 0.13
GBPJPY 0.08
GICS 0.00
GILT 0.10
GOLD_micro 0.30
HANGENT_mini 0.31
HANGTECH 0.07
HANG_mini 0.12
HEATOIL 0.11
IBEX 0.01
IRON 0.87
IRS 0.00
JGB 0.06
JGB-SGX-mini 0.56
JP-REALESTATE 0.49
JPY 0.10
KOSDAQ 0.36
KOSPI_mini 0.20
KR10 0.26
KR3 0.79
KRWUSD_mini 0.66
LEANHOG 0.29
LIVECOW 0.12
LUMBER-new 0.16
MILK 0.00
MILKDRY 0.00
MILKWET 0.00
MILLWHEAT 0.44
MSCISING 0.16
MUMMY 0.59
MXP 0.42
NASDAQ_micro 0.08
NIKKEI 0.12
NIKKEI400 0.27
NOK 0.04
NZD 0.13
OAT 0.13
OATIES 0.20
OJ 0.04
OMX 0.00
OMX-SWE 0.08
PALLAD 0.03
PLAT 0.09
PLN 0.08
R1000 0.05
RAPESEED 0.22
REDWHEAT 0.12
RICE 0.16
ROBUSTA 0.04
RUBBER 0.40
RUSSELL 0.24
SEK 0.04
SGD_mini 0.81
SHATZ 1.01
SILVER 0.13
SMI 0.02
SMI-MID 0.00
SOFR 0.52
SONIA3 0.36
SOYBEAN_mini 0.39
SOYMEAL 0.11
SOYOIL 0.13
SP400 0.01
SP500_micro 0.15
SPI200 0.06
STEEL 0.00
SUGAR11 0.14
SUGAR_WHITE 0.12
TWD 0.09
US-MATERIAL 0.08
US-PROPERTY 0.16
US10 0.20
US10U 0.15
US2 0.41
US20 0.10
US3 0.23
US30 0.07
US5 0.31
V2X 0.00
VIX 1.01
WHEAT 0.13
WHEY 0.00
YENEUR 0.10
ZAR 0.26
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 0.3 0.3 0.3 NaN 0
AUDJPY 0.1 0.1 0.2 NaN 0
AUD_micro 1.4 1.3 1.5 NaN 0
BITCOIN -1.2 -1.3 -1.1 NaN 0
BOBL -0.2 -0.2 -0.2 NaN 0
BONO 0.3 0.3 0.3 NaN 0
BOVESPA 0.0 0.0 0.0 NaN 0
BRE 0.6 0.6 0.6 1.0 1
BRENT-LAST -0.1 -0.1 -0.1 NaN 0
BTP 0.1 0.1 0.1 0.0 0
BTP3 0.5 0.4 0.5 NaN 0
BUND -0.2 -0.2 -0.1 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 -0.2 -0.2 -0.1 -1.0 -1
CAD10 -0.0 -0.0 0.0 0.0 0
CADJPY 0.2 0.2 0.2 NaN 0
CANOLA -0.5 -0.6 -0.5 0.0 0
CH10 0.0 0.0 0.0 NaN 0
CHEESE 0.0 0.0 0.0 NaN 0
CHF -0.1 -0.1 -0.1 NaN 0
CHFJPY 0.1 0.1 0.1 NaN 0
CLP 0.3 0.3 0.3 NaN 0
CNH -0.2 -0.3 -0.2 NaN 0
COCOA -0.0 -0.0 -0.0 NaN 0
COCOA_LDN -0.0 -0.1 -0.0 NaN 0
COFFEE 0.0 0.0 0.0 NaN 0
COPPER-micro 0.9 0.9 1.0 0.0 0
CORN -0.1 -0.1 -0.1 NaN 0
COTTON2 -0.2 -0.2 -0.2 NaN 0
CRUDE_W_micro -1.7 -1.9 -1.5 -2.0 -2
CZK 0.0 0.0 0.0 NaN 0
DAX -0.0 -0.0 0.0 0.0 0
DJSTX-SMALL 0.0 0.0 0.0 NaN 0
DOW 0.2 0.2 0.3 0.0 0
DX 0.1 0.1 0.1 0.0 0
ETHER-micro -6.5 -7.8 -5.1 NaN 0
EU-AUTO 0.0 0.0 0.0 NaN 0
EU-BANKS 0.2 0.1 0.2 NaN 0
EU-BASIC 0.1 0.0 0.1 1.0 1
EU-CONSTRUCTION 0.0 0.0 0.0 0.0 0
EU-DIV30 0.2 0.2 0.2 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 0.0 0.0 0.1 NaN 0
EU-RETAIL 0.1 0.1 0.1 NaN 0
EU-TECH 0.0 -0.0 0.0 NaN 0
EU-UTILS 0.1 0.1 0.1 NaN 0
EUA 0.2 0.2 0.2 NaN 0
EURCAD 0.1 0.1 0.1 NaN 0
EURCHF 0.2 0.2 0.2 NaN 0
EURIBOR-ICE 0.4 0.4 0.5 NaN 0
EURO600 0.2 0.2 0.2 0.0 0
EUROSTX 0.1 0.1 0.1 1.0 1
EUROSTX-SMALL 0.1 0.1 0.2 NaN 0
EUR_micro 0.2 0.2 0.3 0.0 0
FANG 0.1 0.1 0.1 NaN 0
FED -0.7 -0.8 -0.7 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 0.6 0.5 0.6 0.0 0
FTSECHINAH 0.2 0.1 0.2 NaN 0
FTSETAIWAN 0.1 0.1 0.1 NaN 0
FTSEVIET 0.0 0.0 0.0 NaN 0
GASOIL 0.1 0.1 0.2 NaN 0
GASOLINE 0.0 -0.0 0.0 NaN 0
GAS_US_mini 0.3 0.2 0.3 1.0 1
GBP 0.0 0.0 0.1 0.0 0
GBPCHF 0.1 0.1 0.1 NaN 0
GBPEUR 0.1 0.0 0.1 NaN 0
GBPJPY 0.2 0.1 0.2 NaN 0
GICS 0.0 0.0 0.0 NaN 0
GILT 0.1 0.1 0.1 NaN 0
GOLD_micro 0.4 0.4 0.4 0.0 0
HANGENT_mini 0.1 0.0 0.1 NaN 0
HANGTECH -0.0 -0.0 -0.0 NaN 0
HANG_mini 0.1 0.1 0.1 NaN 0
HEATOIL 0.0 0.0 0.1 NaN 0
IBEX 0.0 0.0 0.0 NaN 0
IRON 1.7 1.7 1.8 1.0 1
IRS 0.0 0.0 0.0 NaN 0
JGB -0.1 -0.1 -0.1 NaN 0
JGB-SGX-mini -1.0 -1.1 -1.0 NaN 0
JP-REALESTATE 1.0 0.9 1.0 NaN 0
JPY -0.2 -0.2 -0.2 0.0 0
KOSDAQ 0.7 0.7 0.8 1.0 1
KOSPI_mini 0.3 0.3 0.3 0.0 0
KR10 -0.5 -0.5 -0.5 NaN 0
KR3 -1.4 -1.5 -1.3 NaN 0
KRWUSD_mini -1.3 -1.4 -1.2 -1.0 -1
LEANHOG -0.1 -0.1 -0.1 0.0 0
LIVECOW -0.0 -0.1 -0.0 0.0 0
LUMBER-new -0.3 -0.3 -0.3 NaN 0
MILK 0.0 0.0 0.0 NaN 0
MILKDRY 0.0 0.0 0.0 NaN 0
MILKWET 0.0 0.0 0.0 NaN 0
MILLWHEAT -0.9 -0.9 -0.8 -1.0 -1
MSCISING 0.1 0.1 0.1 0.0 0
MUMMY -0.3 -0.3 -0.2 NaN 0
MXP 0.8 0.8 0.9 0.0 0
NASDAQ_micro 0.1 0.0 0.1 0.0 0
NIKKEI 0.2 0.2 0.2 1.0 1
NIKKEI400 0.5 0.5 0.6 0.0 0
NOK 0.0 0.0 0.0 NaN 0
NZD -0.0 -0.0 -0.0 0.0 0
OAT 0.1 0.1 0.1 0.0 0
OATIES -0.4 -0.4 -0.4 NaN 0
OJ -0.1 -0.1 -0.1 NaN 0
OMX 0.0 0.0 0.0 NaN 0
OMX-SWE 0.2 0.1 0.2 0.0 0
PALLAD 0.0 0.0 0.0 NaN 0
PLAT 0.1 0.1 0.1 NaN 0
PLN 0.1 0.1 0.1 NaN 0
R1000 0.1 0.1 0.1 NaN 0
RAPESEED 0.1 0.1 0.1 NaN 0
REDWHEAT -0.1 -0.2 -0.1 0.0 0
RICE -0.3 -0.3 -0.3 NaN 0
ROBUSTA 0.0 0.0 0.0 NaN 0
RUBBER -0.7 -0.7 -0.6 -1.0 -1
RUSSELL 0.3 0.2 0.3 0.0 0
SEK 0.0 0.0 0.0 NaN 0
SGD_mini 1.5 1.5 1.6 NaN 0
SHATZ -1.7 -1.8 -1.6 NaN 0
SILVER 0.3 0.2 0.3 1.0 1
SMI 0.0 0.0 0.0 NaN 0
SMI-MID 0.0 0.0 0.0 NaN 0
SOFR 0.5 0.4 0.5 NaN 0
SONIA3 0.5 0.5 0.6 NaN 0
SOYBEAN_mini 0.3 0.2 0.3 2.0 2
SOYMEAL -0.0 -0.0 -0.0 0.0 0
SOYOIL -0.0 -0.0 -0.0 NaN 0
SP400 0.0 0.0 0.0 NaN 0
SP500_micro 0.1 0.1 0.2 0.0 0
SPI200 -0.0 -0.0 -0.0 NaN 0
STEEL 0.0 0.0 0.0 NaN 0
SUGAR11 -0.2 -0.2 -0.2 -1.0 -1
SUGAR_WHITE -0.1 -0.1 -0.1 0.0 0
TWD -0.1 -0.2 -0.1 0.0 0
US-MATERIAL -0.0 -0.0 -0.0 NaN 0
US-PROPERTY -0.1 -0.1 -0.1 NaN 0
US10 0.1 0.1 0.1 1.0 1
US10U 0.1 0.1 0.1 0.0 0
US2 -0.3 -0.3 -0.3 NaN 0
US20 0.0 0.0 0.0 NaN 0
US3 0.1 0.0 0.1 NaN 0
US30 -0.0 -0.0 -0.0 NaN 0
US5 0.1 0.0 0.1 NaN 0
V2X 0.0 0.0 0.0 0.0 0
VIX -1.6 -1.7 -1.5 -1.0 -1
WHEAT -0.2 -0.2 -0.2 0.0 0
WHEY 0.0 0.0 0.0 NaN 0
YENEUR 0.2 0.2 0.2 1.0 1
ZAR 0.5 0.5 0.5 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 3.1 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
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 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
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 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
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
CAD10 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
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 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
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 3.1 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
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 3.4 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
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 2.5 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
CORN 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
COTTON2 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
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 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
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 3.0 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
ETHER-micro NaN 4.6 4.6 3.7 NaN 3.7 NaN 3.7 NaN NaN 6.4 NaN 6.4 5.1 5.1 2.4 2.9 2.4 2.9 2.8 4.1 NaN 4.1 NaN 1.8 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-AUTO 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-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 2.7 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
EU-BASIC 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-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 2.9 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-DJ-TELECOM 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-FOOD 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-HEALTH 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-HOUSE NaN NaN NaN NaN NaN NaN NaN 13.3 NaN NaN 14.9 NaN 14.9 NaN NaN 2.8 3.4 2.8 3.4 NaN NaN NaN 13.3 NaN 4.4 NaN NaN NaN NaN 13.3 NaN 4.5 NaN NaN NaN NaN 2.3 2.3 2.3 2.3
EU-INSURE 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 3.8 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-MEDIA 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
EU-MID NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 14.5 12.0 14.5 NaN NaN NaN NaN NaN 15.5 NaN NaN NaN NaN NaN NaN 15.5 NaN NaN NaN NaN NaN 14.0 NaN 14.0
EU-OIL 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-REALESTATE NaN NaN NaN NaN NaN 7.3 NaN 7.3 NaN NaN 14.7 NaN 14.7 NaN NaN 2.8 3.3 2.8 3.3 NaN NaN NaN 13.1 NaN 4.4 NaN NaN NaN NaN 13.1 NaN 4.4 NaN NaN NaN NaN 2.2 2.2 2.2 2.2
EU-RETAIL 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 4.1 NaN NaN 6.1 NaN 6.1 NaN 4.2 NaN NaN NaN 10.9 2.1 2.1 2.1 2.1
EU-TECH 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
EU-UTILS 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
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 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
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 8.4 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
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 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
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 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
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 4.5 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
FTSECHINAA 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
FTSECHINAH 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
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 0.6 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
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 2.8 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
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 2.5 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
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 2.5 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
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 2.3 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
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 2.7 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
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
IBEX 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
IRON NaN NaN NaN NaN NaN NaN NaN 13.3 NaN NaN 14.9 NaN 14.9 NaN NaN 2.8 3.4 2.8 3.4 NaN NaN NaN 13.3 NaN 4.5 NaN NaN NaN NaN 13.3 NaN 4.5 NaN NaN NaN NaN 2.3 2.3 2.3 2.3
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 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
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 8.5 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
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 2.5 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 3.5 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
KOSPI_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
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 8.2 NaN 8.2 NaN 6.5 2.5 3.0 2.5 3.0 NaN 5.3 NaN 5.3 NaN 3.9 NaN NaN 5.3 NaN 5.3 NaN 4.0 NaN NaN NaN 9.5 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 3.3 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
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 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
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 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
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 3.4 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
MUMMY 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
MXP 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
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 3.1 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
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 NaN NaN NaN 7.2 NaN 7.2 NaN NaN 14.4 NaN 14.4 NaN NaN 2.7 3.3 2.7 3.3 NaN 7.2 NaN 7.2 NaN 4.3 NaN NaN NaN NaN 12.8 NaN 4.3 NaN NaN NaN NaN 2.2 2.2 2.2 2.2
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 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
R1000 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
RAPESEED 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
REDWHEAT 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
RICE 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
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 NaN NaN NaN 7.9 NaN 7.9 NaN NaN 15.9 NaN 15.9 NaN NaN 3.4 4.1 3.4 4.1 NaN 7.9 NaN 7.9 NaN 0.0 NaN NaN 7.9 NaN 7.9 NaN 0.0 NaN NaN NaN 0.0 2.7 2.7 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 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
SHATZ 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
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 4.5 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
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 2.5 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
SOYOIL 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
SP400 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
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 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
SUGAR_WHITE 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
TWD 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 4.6 4.6 2.2 2.7 2.2 2.7 2.2 3.3 0.6 3.3 1.7 2.6 2.3 1.1 2.3 1.1 2.3 2.3 3.6 1.1 2.1 3.2 4.3 1.8 1.8 1.8 1.8
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 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
US10 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
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
US3 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
US30 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
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 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
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 -0.6 -0.1 0.4 0.5 NaN 0.5 0.2 0.5 0.4 NaN 0.8 -0.0 0.9 -0.4 0.3 -0.1 -0.0 -0.1 -0.1 0.0 0.3 0.0 0.4 -0.1 -0.3 -0.1 NaN 0.3 0.0 0.2 -0.4 0.0 -0.1 -0.4 -0.3 0.1 0.1 0.4 0.0 0.1
ALUMINIUM_LME NaN 0.2 0.6 0.7 NaN 0.7 NaN 0.7 NaN NaN 1.3 NaN 1.3 0.9 1.0 -0.1 -0.1 -0.1 -0.1 0.5 0.8 NaN 0.8 NaN -0.8 0.7 NaN 0.7 NaN 0.7 NaN 0.2 NaN NaN 0.8 0.7 -0.2 -0.4 -0.3 -0.4
AUDJPY 0.2 0.4 0.5 -0.0 NaN 0.5 0.2 0.5 -0.1 NaN 1.2 0.2 0.9 0.9 0.9 0.2 0.3 0.2 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 0.1 0.4 0.2 0.4
AUD_micro 0.2 -0.1 0.0 -0.0 NaN 0.5 0.2 0.5 -0.1 NaN 0.6 0.2 0.2 0.6 -0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.3 0.7 0.1 NaN 0.1 0.2 0.0 0.5 -0.1 NaN 0.3 0.0 -0.2 0.1 0.4 0.2 0.4
BITCOIN -0.5 -0.6 -0.6 0.5 NaN 0.5 0.2 0.5 0.5 NaN -0.4 -0.1 0.4 -0.7 -0.8 -0.1 -0.2 -0.1 -0.2 -0.4 -0.6 -0.1 0.0 -0.3 -0.7 -0.5 NaN -0.5 -0.2 0.0 -0.5 -0.1 NaN -0.5 -0.7 -0.9 0.1 -0.1 -0.2 -0.2
BOBL -0.3 -0.2 -0.0 -0.3 NaN 0.4 NaN 0.4 -0.5 NaN -0.6 -0.2 -0.1 -1.0 -0.6 0.1 0.3 0.5 0.5 -0.2 -0.2 NaN -0.1 -0.3 0.1 -0.5 NaN -0.4 NaN -0.3 -0.5 0.6 NaN -0.3 -0.3 -0.4 0.1 0.4 0.2 0.4
BONO NaN NaN NaN NaN NaN 1.0 NaN 1.2 NaN NaN 1.8 NaN 0.9 NaN NaN 0.5 0.4 0.5 0.5 NaN 0.5 NaN 0.5 NaN -0.8 NaN NaN 1.2 NaN 1.2 NaN 0.7 NaN NaN NaN 0.6 0.0 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 -0.2 -0.1 0.1 -0.0 NaN 0.6 NaN 0.6 -0.1 NaN 1.2 NaN 1.2 0.9 1.0 0.5 0.5 0.5 0.5 0.3 0.6 NaN 0.7 0.1 -0.7 0.6 NaN 0.6 NaN 0.6 0.3 0.7 NaN NaN 0.6 1.0 0.4 0.3 0.4 0.4
BRENT-LAST -0.0 -0.0 -0.1 -0.3 0.2 -0.3 0.1 -0.3 -0.2 0.2 -0.2 -0.0 -0.3 -0.0 -0.5 0.2 0.3 0.2 0.2 -0.1 -0.2 0.0 -0.2 -0.0 -0.4 -0.5 0.2 -0.5 -0.1 -0.5 -0.5 0.0 -0.1 -0.1 -0.2 -0.3 0.4 0.3 -0.1 0.1
BTP -0.3 -0.0 0.2 -0.3 NaN 0.4 -0.2 0.5 -0.5 -0.2 1.1 -0.2 1.1 -0.2 0.7 0.2 0.3 0.2 0.3 0.1 0.4 -0.1 0.6 -0.1 -0.7 0.4 NaN 0.5 -0.2 0.5 -0.5 0.3 0.2 0.1 0.4 0.2 0.0 0.4 0.1 0.4
BTP3 NaN -0.1 -0.1 -0.3 NaN 0.4 NaN 0.5 NaN NaN -0.0 NaN 0.8 -0.5 -0.1 0.5 0.6 0.5 0.6 -0.0 0.1 NaN 0.3 NaN -0.8 -0.1 NaN 0.2 NaN 0.7 NaN 0.8 NaN NaN 0.2 -0.2 0.2 0.4 0.3 0.4
BUND -0.4 -0.1 0.1 -0.3 NaN 0.4 -0.2 0.4 -0.5 -0.2 -0.3 -0.2 -0.6 -0.9 -0.4 0.0 0.1 -0.0 0.0 -0.2 -0.1 -0.1 -0.3 -0.3 -0.0 -0.5 NaN -0.3 -0.2 -0.4 -0.5 -0.1 -0.1 -0.3 -0.2 -0.3 0.0 0.4 0.1 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 -0.4 -0.1 0.1 -0.3 -0.2 0.3 -0.2 0.4 -0.5 -0.2 -0.9 -0.2 -1.1 -0.9 -0.5 0.1 0.1 0.1 0.1 -0.3 -0.5 -0.1 -0.7 -0.3 0.0 -0.5 -0.2 -0.5 -0.2 -0.5 -0.5 -0.0 -0.0 -0.4 -0.5 -0.6 -0.1 0.3 -0.1 0.2
CAC -0.2 -0.0 0.3 0.5 0.2 0.5 0.2 0.5 0.4 0.2 1.1 0.0 1.1 0.0 0.5 -0.1 -0.1 -0.1 -0.1 0.2 0.4 0.0 0.4 0.1 -0.2 0.4 0.2 0.5 0.2 0.3 0.2 0.0 -0.2 0.1 0.1 -0.0 0.3 0.4 0.2 0.2
CAD 0.4 0.1 -0.3 -0.0 NaN 0.5 0.2 0.5 -0.1 NaN -1.0 0.2 -0.6 0.4 -0.8 -0.2 -0.2 -0.2 -0.3 -0.2 -0.4 0.1 -0.4 0.1 0.7 -0.5 NaN -0.5 0.2 -0.5 0.1 -0.5 0.2 0.2 -0.2 -0.9 -0.4 -0.4 -0.2 -0.4
CAD10 -0.3 -0.2 0.4 -0.1 NaN 0.4 -0.2 0.5 -0.5 -0.2 0.6 -0.2 0.4 -0.8 0.5 0.1 0.0 -0.0 0.0 0.0 0.3 -0.1 0.2 -0.2 -0.7 -0.2 NaN 0.5 -0.2 0.5 -0.5 -0.2 0.1 -0.3 -0.5 0.9 0.3 -0.0 0.2 -0.4
CADJPY NaN 0.7 0.5 -0.1 NaN 0.7 NaN 0.7 NaN NaN 1.3 NaN 1.0 1.0 1.0 0.2 0.2 0.2 0.2 0.5 0.8 NaN 0.7 NaN -0.8 0.7 NaN 0.7 NaN 0.7 NaN 0.5 NaN NaN 0.9 1.0 -0.2 -0.2 -0.1 -0.1
CANOLA 0.0 0.3 -0.4 -0.5 NaN -0.5 NaN -0.5 -0.5 NaN -0.6 -0.2 -0.0 -0.0 -0.4 -0.5 -0.4 -0.5 -0.5 -0.1 -0.2 -0.1 -0.1 -0.1 0.6 -0.4 NaN -0.5 NaN -0.4 -0.5 -0.4 NaN 0.0 0.6 0.0 0.3 0.4 0.4 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 -0.1 -0.4 -0.3 -0.0 0.2 0.5 0.2 0.5 -0.1 -0.0 0.2 -0.1 0.8 -0.6 -0.7 -0.4 -0.5 -0.4 -0.5 -0.2 -0.0 -0.0 0.3 -0.2 0.1 -0.5 -0.2 0.0 -0.2 0.5 -0.5 -0.7 -0.1 -0.1 -0.3 -0.4 -0.2 -0.4 -0.1 -0.4
CHFJPY -0.0 0.1 0.1 -0.1 NaN 0.5 NaN 0.5 -0.2 NaN 1.2 0.1 1.2 0.5 0.8 -0.1 -0.1 -0.1 -0.1 0.5 0.7 -0.0 0.7 0.2 -0.7 0.5 NaN 0.5 NaN 0.5 0.5 -0.1 NaN 0.5 0.7 0.9 -0.4 -0.3 -0.3 -0.1
CLP 0.2 0.4 0.2 -0.1 0.2 0.5 0.2 0.5 -0.2 0.2 1.0 0.2 0.3 0.9 0.9 -0.1 0.1 -0.0 0.0 0.4 0.4 0.1 0.2 0.3 0.7 0.5 0.2 0.5 0.2 0.5 0.5 0.1 0.2 0.4 0.6 0.8 0.1 0.4 0.2 0.4
CNH -0.3 -0.1 -0.2 -0.0 NaN 0.5 0.2 0.5 -0.1 -0.1 -1.1 -0.2 0.7 -0.9 -0.6 0.4 0.5 0.4 0.5 -0.3 -0.2 -0.1 0.1 -0.3 -0.7 -0.5 NaN -0.5 -0.2 0.1 -0.5 0.7 -0.2 -0.4 -0.4 -0.9 0.2 -0.1 0.2 0.0
COCOA -0.3 -0.3 -0.6 -0.5 NaN -0.5 -0.2 -0.5 -0.5 NaN -0.6 -0.0 -0.2 -0.3 -0.4 -0.1 0.3 -0.1 0.1 -0.4 -0.6 0.0 -0.2 -0.2 -0.7 -0.5 NaN -0.5 -0.2 -0.1 -0.5 0.7 0.0 -0.4 -0.3 -0.6 -0.2 -0.0 0.0 0.0
COCOA_LDN -0.3 -0.1 -0.6 -0.5 NaN -0.5 -0.2 -0.5 -0.5 NaN -0.5 -0.0 -0.3 -0.3 -0.4 -0.2 0.1 -0.1 -0.0 -0.3 -0.5 -0.0 -0.3 -0.1 -0.7 -0.5 NaN -0.5 -0.0 -0.3 -0.3 0.6 NaN -0.2 -0.0 -0.6 -0.3 -0.1 -0.2 -0.1
COFFEE -0.2 -0.1 0.3 -0.5 NaN -0.5 -0.2 -0.5 -0.5 -0.1 0.9 -0.1 0.9 -0.1 0.7 0.4 0.4 0.4 0.5 0.2 0.6 -0.0 0.7 0.0 -0.7 0.5 NaN 0.5 -0.1 0.5 -0.0 0.7 0.0 0.1 0.6 0.9 0.3 0.3 0.4 0.4
COPPER-micro 0.2 0.3 0.2 0.5 NaN 0.5 0.2 0.5 0.5 0.2 -0.1 0.2 -0.0 0.6 0.5 -0.2 -0.2 -0.2 -0.2 0.3 0.3 0.1 0.2 0.3 -0.6 0.5 NaN 0.5 0.2 0.5 0.5 -0.1 0.2 0.3 -0.0 -0.5 0.4 0.3 0.4 0.4
CORN -0.1 0.3 0.2 -0.6 NaN -0.6 NaN -0.6 -0.6 NaN -0.3 NaN -0.7 0.3 0.8 -0.5 -0.6 -0.5 -0.6 0.1 -0.0 NaN -0.5 0.0 0.7 0.4 NaN 0.2 NaN -0.6 -0.0 -0.7 NaN 0.3 0.7 0.9 -0.1 -0.1 0.1 -0.1
COTTON2 NaN -0.2 -0.3 -0.7 NaN -0.7 NaN -0.7 NaN NaN -1.3 NaN -1.3 -1.0 -1.0 -0.5 -0.5 -0.5 -0.6 -0.5 -0.8 NaN -0.8 NaN -0.1 -0.7 NaN -0.7 NaN -0.7 NaN -0.6 NaN NaN -0.2 0.1 -0.1 -0.2 -0.1 -0.1
CRUDE_W_micro 0.0 -0.0 -0.2 -0.4 NaN -0.4 0.1 -0.3 -0.2 NaN -0.4 -0.0 -0.5 -0.0 -0.6 0.1 0.3 0.1 0.2 -0.2 -0.3 0.0 -0.2 -0.0 -0.3 -0.5 NaN -0.5 -0.1 -0.5 -0.5 -0.0 NaN -0.1 -0.3 -0.5 0.4 0.4 0.1 0.2
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 -0.2 -0.3 -0.5 0.4 0.2 0.5 0.2 0.5 0.3 0.2 0.6 0.0 0.9 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 0.1 0.4 -0.0 -0.5 -0.4 0.2 -0.2 0.2 0.4 -0.1 -0.3 0.1 -0.0 -0.6 -0.8 0.1 0.4 -0.1 -0.2
DJSTX-SMALL NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
DOW -0.2 -0.0 0.2 0.3 0.2 0.5 0.2 0.5 0.3 0.2 0.8 0.1 0.8 0.4 0.4 -0.2 -0.3 -0.2 -0.2 0.2 0.4 0.1 0.5 0.2 -0.3 0.4 0.2 0.5 0.2 0.5 0.4 -0.4 0.1 0.1 0.1 0.4 -0.2 -0.4 -0.2 -0.4
DX -0.2 0.4 0.4 -0.0 0.2 0.5 0.2 0.5 -0.1 -0.2 0.3 -0.2 -0.8 0.2 0.7 0.2 0.2 0.2 0.2 0.3 0.2 -0.1 -0.3 0.0 -0.7 0.5 -0.2 0.5 -0.2 -0.2 0.0 0.4 -0.2 -0.3 0.6 0.5 0.1 0.3 0.2 0.4
ETHER-micro NaN -0.9 -0.5 0.7 NaN 0.7 NaN 0.7 NaN NaN 0.0 NaN 0.2 -0.5 -0.5 -0.1 -0.1 -0.1 -0.1 -0.4 -0.2 NaN 0.1 NaN -0.1 -0.7 NaN 0.0 NaN 0.7 NaN 0.1 NaN NaN -0.9 -1.2 -0.0 0.4 -0.2 0.0
EU-AUTO 0.1 0.2 0.0 0.6 NaN 0.6 NaN 0.6 0.6 NaN 0.0 NaN -0.3 0.5 0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 NaN -0.2 0.2 0.7 0.1 NaN -0.3 NaN -0.6 0.6 -0.0 NaN NaN -0.2 -0.8 0.1 0.4 0.0 -0.1
EU-BANKS 0.0 -0.1 -0.2 0.5 NaN 0.5 0.2 0.5 0.5 NaN 1.2 0.2 1.2 0.9 0.9 -0.1 0.0 -0.1 -0.0 0.4 0.7 0.1 0.7 0.3 -0.7 0.5 NaN 0.5 NaN 0.5 0.5 0.1 NaN 0.5 0.7 0.9 0.1 0.4 0.1 0.4
EU-BASIC -0.1 0.2 0.6 0.6 NaN 0.6 NaN 0.6 0.6 NaN 1.2 NaN 1.2 1.0 1.0 0.0 0.0 0.0 0.0 0.5 0.7 NaN 0.7 0.4 0.7 0.6 NaN 0.6 NaN 0.6 0.6 0.2 NaN NaN 0.8 1.1 -0.0 0.3 -0.2 -0.2
EU-CONSTRUCTION NaN 0.0 -0.2 0.7 NaN 0.7 NaN 0.7 NaN NaN 1.0 NaN 1.0 0.8 0.3 -0.1 -0.1 -0.1 -0.1 0.2 0.3 NaN 0.5 NaN -0.4 0.5 NaN 0.2 NaN 0.5 NaN -0.1 NaN NaN 0.3 -0.9 0.1 -0.1 0.0 -0.4
EU-DIV30 NaN -0.2 -0.3 0.7 NaN 0.7 NaN 0.7 NaN NaN 1.3 NaN 1.3 1.0 0.8 -0.1 0.0 -0.1 -0.1 0.5 0.8 NaN 0.8 NaN 0.1 0.7 NaN 0.7 NaN 0.7 NaN 0.1 NaN NaN 0.9 -0.1 0.2 0.4 0.2 0.4
EU-DJ-TELECOM NaN NaN -1.4 0.7 NaN 0.7 NaN 0.7 NaN NaN -1.3 NaN 0.1 NaN -1.0 -0.1 -0.0 -0.1 -0.1 -0.5 -0.6 NaN -0.0 NaN -0.1 -0.7 NaN -0.7 NaN -0.1 NaN 0.0 NaN NaN -0.6 -1.2 0.1 0.4 -0.0 0.0
EU-FOOD NaN 0.2 0.3 0.5 NaN 0.6 NaN 0.6 NaN NaN -0.3 NaN -0.4 NaN 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 NaN -0.2 NaN 0.8 0.2 NaN -0.1 NaN -0.7 NaN -0.0 NaN NaN 0.5 -0.0 -0.1 0.0 -0.1 -0.3
EU-HEALTH NaN NaN 1.7 NaN NaN 1.1 NaN 1.1 NaN NaN 1.0 NaN -0.2 NaN 1.0 0.0 -0.0 0.0 0.0 NaN 0.6 NaN 0.1 NaN 0.2 NaN NaN 1.1 NaN -0.6 NaN 0.1 NaN NaN NaN 1.5 0.1 0.4 -0.1 0.3
EU-HOUSE NaN NaN NaN NaN NaN NaN NaN 2.7 NaN NaN 2.6 NaN 0.1 NaN NaN -0.1 -0.0 -0.1 -0.1 NaN NaN NaN 0.7 NaN 0.9 NaN NaN NaN NaN -0.0 NaN 0.1 NaN NaN NaN NaN -0.1 -0.2 -0.3 -0.5
EU-INSURE NaN NaN -0.9 0.7 NaN 0.7 NaN 0.7 NaN NaN 0.8 NaN 1.4 NaN -0.4 -0.1 -0.0 -0.1 -0.1 0.0 0.3 NaN 0.8 NaN -0.8 -0.1 NaN 0.1 NaN 0.7 NaN -0.0 NaN NaN -0.7 -1.2 0.3 0.4 0.4 0.4
EU-MEDIA NaN NaN NaN NaN NaN 1.2 NaN 1.2 NaN NaN -1.9 NaN -1.7 NaN NaN -0.1 -0.1 -0.1 -0.1 NaN -1.1 NaN -1.0 NaN -0.5 NaN NaN -1.2 NaN -1.2 NaN 0.0 NaN NaN NaN -2.2 0.2 0.2 -0.0 -0.4
EU-MID NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -1.0 -0.8 -1.0 NaN NaN NaN NaN NaN 3.1 NaN NaN NaN NaN NaN NaN -1.2 NaN NaN NaN NaN NaN 2.8 NaN 2.8
EU-OIL NaN 0.4 0.3 0.7 NaN 0.7 NaN 0.7 NaN NaN 1.3 NaN 1.3 1.0 1.0 0.1 0.1 0.1 0.1 0.5 0.8 NaN 0.8 NaN -0.1 0.7 NaN 0.7 NaN 0.7 NaN 0.3 NaN NaN 0.9 1.2 0.3 0.4 0.3 0.4
EU-REALESTATE NaN NaN NaN NaN NaN 1.5 NaN 1.5 NaN NaN -0.1 NaN -0.3 NaN NaN -0.0 -0.0 -0.0 -0.0 NaN NaN NaN -0.4 NaN 0.9 NaN NaN NaN NaN -2.6 NaN 0.1 NaN NaN NaN NaN 0.4 0.3 0.3 -0.1
EU-RETAIL NaN NaN NaN NaN NaN 1.2 NaN 1.2 NaN NaN 1.9 NaN 0.9 NaN NaN -0.1 -0.2 -0.1 -0.1 NaN 0.6 NaN 0.4 NaN 0.7 NaN NaN 1.0 NaN 0.1 NaN -0.2 NaN NaN NaN 1.6 0.0 0.2 -0.1 -0.4
EU-TECH -0.4 -0.2 0.2 0.6 NaN 0.6 NaN 0.6 0.6 NaN 0.7 NaN 0.3 -0.2 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 NaN 0.1 -0.0 0.2 -0.4 NaN -0.2 NaN -0.3 NaN -0.1 NaN NaN -0.9 -0.4 -0.1 0.2 -0.3 -0.1
EU-UTILS NaN NaN 1.3 NaN NaN 1.1 NaN 1.1 NaN NaN 1.6 NaN 1.6 NaN 1.3 0.0 0.1 0.0 0.1 NaN 1.1 NaN 1.1 NaN -0.1 NaN NaN 1.1 NaN 1.1 NaN 0.3 NaN NaN NaN 1.9 0.3 0.4 0.3 0.4
EUA 0.0 0.1 0.5 -0.5 NaN -0.5 0.1 -0.4 -0.3 0.0 1.2 0.1 1.0 0.9 0.9 -0.1 -0.1 -0.1 -0.1 0.5 0.7 0.0 0.6 0.3 NaN 0.5 NaN 0.5 0.3 0.5 0.5 -0.7 0.0 0.4 0.7 0.9 -0.3 -0.3 -0.4 -0.4
EURCAD -0.1 -0.4 -0.0 -0.0 NaN 0.5 NaN 0.5 -0.1 NaN 1.1 -0.1 1.2 -0.6 0.2 -0.0 -0.1 -0.0 -0.0 0.0 0.5 -0.1 0.7 -0.1 -0.3 0.3 NaN 0.5 NaN 0.5 0.2 -0.1 NaN 0.1 0.2 0.3 0.1 -0.2 0.2 0.1
EURCHF 0.4 0.2 -0.1 -0.0 NaN 0.6 NaN 0.6 -0.1 NaN 0.3 NaN 0.1 1.0 0.2 0.4 0.4 0.4 0.4 0.2 0.1 NaN 0.1 0.3 0.6 0.6 NaN 0.3 NaN 0.4 0.6 0.7 NaN 0.3 0.5 -0.4 -0.1 -0.4 -0.1 -0.3
EURIBOR-ICE NaN NaN -0.3 -0.4 NaN 0.4 NaN 0.5 NaN NaN -0.2 NaN 1.0 NaN -0.7 0.4 0.4 0.4 0.4 -0.2 -0.0 NaN 0.3 NaN 0.2 NaN NaN -0.2 NaN 0.6 NaN 0.6 NaN NaN NaN -0.4 0.1 0.4 0.2 0.4
EURO600 -0.2 -0.0 0.2 0.5 NaN 0.5 0.2 0.5 0.4 NaN 1.2 0.1 1.2 0.3 0.7 -0.1 -0.0 -0.1 -0.1 0.3 0.6 0.1 0.7 0.2 -0.1 0.5 NaN 0.5 0.2 0.5 0.5 -0.0 NaN 0.3 0.3 0.3 0.3 0.4 0.2 0.4
EUROSTX -0.2 -0.0 0.2 0.5 0.2 0.5 0.2 0.5 0.4 0.2 1.1 0.1 1.1 0.2 0.6 -0.1 -0.1 -0.1 -0.1 0.3 0.5 0.1 0.6 0.2 -0.5 0.5 0.2 0.5 0.2 0.5 0.5 -0.0 0.1 0.2 0.2 0.3 0.2 0.4 0.1 0.1
EUROSTX-SMALL NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -1.1 NaN -1.4 NaN NaN NaN NaN NaN 4.0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 3.1 NaN 2.4
EUR_micro 0.2 -0.3 -0.2 -0.0 NaN 0.5 0.2 0.5 -0.1 0.2 0.5 0.2 1.1 0.0 -0.7 -0.2 -0.2 -0.2 -0.2 -0.1 0.1 0.1 0.6 0.1 0.7 -0.4 NaN 0.0 0.2 0.5 0.4 -0.5 0.2 0.2 -0.1 -0.7 -0.1 -0.4 -0.0 -0.3
FANG NaN NaN NaN NaN NaN 1.2 NaN 1.2 NaN NaN 2.4 NaN 2.4 NaN NaN -0.2 -0.3 -0.2 -0.3 NaN 1.2 NaN 1.2 NaN -0.8 NaN NaN 1.2 NaN 1.2 NaN -0.4 NaN NaN NaN 0.9 -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 -1.3 NaN -2.5
FEEDCOW 0.0 -0.6 -0.6 -0.5 NaN -0.5 -0.2 -0.5 -0.5 0.1 0.1 0.1 0.3 -0.2 -0.2 0.4 0.3 0.4 0.4 -0.1 0.0 0.1 0.3 -0.0 -0.7 -0.3 NaN 0.1 0.1 0.5 -0.2 0.7 0.2 0.1 -0.5 0.4 0.4 0.4 0.4 0.4
FTSE100 -0.5 0.0 0.1 0.5 0.2 0.5 0.2 0.5 0.4 0.1 1.1 -0.0 1.1 0.2 0.6 -0.1 -0.1 -0.1 -0.1 0.4 0.7 0.0 0.7 0.1 -0.1 0.5 -0.1 0.5 0.1 0.5 0.5 -0.2 -0.2 -0.1 0.6 0.8 0.2 0.4 0.1 0.4
FTSE250 NaN -0.3 -0.0 0.7 NaN 0.7 NaN 0.7 NaN NaN 1.2 NaN 1.2 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.3 NaN 0.5 NaN 0.8 0.1 NaN 0.5 NaN 0.5 NaN -0.1 NaN NaN -0.2 -0.8 0.1 0.3 0.0 -0.3
FTSECHINAA -0.4 0.0 0.2 0.5 NaN 0.5 NaN 0.5 0.4 NaN 1.1 -0.0 0.8 0.1 0.5 0.1 0.1 0.1 0.1 0.1 0.6 0.0 0.7 -0.0 0.6 0.1 NaN 0.5 NaN 0.5 -0.3 0.3 NaN -0.3 -0.3 0.4 0.4 0.4 0.3 0.0
FTSECHINAH NaN NaN -0.3 0.7 NaN 0.7 NaN 0.7 NaN NaN 1.6 NaN 1.6 NaN -0.3 -0.0 -0.0 -0.0 -0.1 -0.1 0.5 NaN 0.8 NaN 0.7 NaN NaN 1.1 NaN 1.1 NaN 0.0 NaN NaN NaN -1.3 0.3 -0.0 0.3 -0.1
FTSETAIWAN -0.5 -0.0 0.3 0.3 0.2 0.5 0.2 0.5 0.2 0.2 0.8 0.1 0.8 0.3 0.5 -0.1 0.1 -0.0 0.0 0.2 0.6 0.1 0.6 0.1 -0.6 0.5 0.2 0.5 0.2 0.5 0.2 0.3 0.0 -0.1 -0.0 0.8 -0.1 -0.3 -0.1 -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 0.2 0.2 -0.3 0.2 -0.2 0.1 -0.2 -0.1 0.0 0.6 -0.1 0.4 0.0 0.2 0.4 0.5 0.4 0.5 0.1 0.2 -0.0 0.2 -0.1 -0.4 0.3 NaN 0.5 -0.2 0.5 -0.3 0.6 -0.2 -0.2 0.3 0.8 0.1 0.3 -0.1 0.1
GASOLINE -0.2 0.1 0.0 -0.3 0.2 -0.3 0.1 -0.3 -0.2 0.0 0.2 -0.1 0.1 0.0 0.0 -0.1 0.5 0.2 0.5 -0.0 0.0 -0.0 0.0 -0.0 -0.7 -0.3 -0.1 -0.2 -0.2 -0.2 -0.5 0.6 -0.1 -0.2 0.1 0.0 0.4 0.4 0.4 0.4
GAS_US_mini 0.3 0.6 0.3 -0.5 NaN -0.5 NaN -0.4 -0.3 NaN -0.4 NaN -1.0 1.0 1.0 0.5 -0.6 -0.5 -0.6 0.5 0.2 NaN -0.3 0.3 0.7 0.6 NaN 0.5 NaN -0.3 0.6 -0.7 NaN 0.5 0.7 0.9 -0.0 -0.2 -0.4 -0.4
GBP 0.4 -0.4 -0.5 -0.0 NaN 0.5 0.2 0.5 -0.1 0.2 -0.3 0.2 0.8 0.1 -0.6 0.0 -0.0 0.0 0.0 -0.2 -0.2 0.1 0.2 0.1 0.5 -0.5 NaN -0.4 0.2 0.4 0.5 -0.0 0.2 0.4 -0.4 -0.8 0.2 -0.2 0.4 0.3
GBPCHF 0.5 0.1 -0.1 -0.0 NaN 0.6 NaN 0.6 -0.1 NaN -0.7 NaN -0.4 0.9 -0.1 0.4 0.5 0.4 0.5 0.1 -0.2 NaN -0.2 0.3 0.2 0.4 NaN -0.5 NaN -0.4 0.6 0.7 NaN 0.5 0.2 -0.6 0.1 0.4 0.2 0.4
GBPEUR -0.3 0.0 0.1 -0.0 NaN 0.5 0.2 0.5 -0.1 NaN 1.2 -0.2 1.2 -0.1 0.5 -0.3 -0.3 -0.3 -0.3 0.1 0.4 -0.1 0.4 -0.1 0.6 0.4 NaN 0.5 NaN 0.5 -0.5 -0.7 NaN -0.5 0.6 -0.0 -0.4 -0.4 -0.3 -0.4
GBPJPY 0.4 0.2 0.1 -0.0 NaN 0.5 0.2 0.5 -0.1 NaN 1.2 0.2 1.2 0.9 0.9 0.3 0.4 0.3 0.4 0.4 0.7 0.1 0.7 0.3 -0.7 0.5 NaN 0.5 0.2 0.5 0.5 0.7 NaN 0.5 0.7 0.9 -0.1 -0.1 -0.0 0.1
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 -0.3 0.3 0.3 -0.2 -0.2 0.2 -0.2 0.2 -0.5 0.1 0.5 0.1 -0.4 0.4 0.4 0.4 0.4 0.4 0.5 0.1 0.2 0.0 -0.0 0.1 -0.2 0.4 NaN 0.4 0.1 0.1 0.2 0.7 0.2 0.1 0.6 0.3 0.2 -0.1 0.2 -0.4
GOLD_micro 0.1 0.3 0.1 0.5 0.2 0.5 0.2 0.5 0.4 0.1 0.5 0.1 0.6 0.1 0.3 -0.2 -0.3 -0.2 -0.3 0.4 0.7 0.0 0.7 0.2 -0.7 0.5 0.0 0.5 0.1 0.5 0.5 -0.3 -0.0 0.1 0.5 0.8 0.0 0.0 -0.0 -0.1
HANGENT_mini -0.3 -0.3 -0.2 0.5 NaN 0.5 NaN 0.5 0.5 NaN 0.8 -0.1 1.2 -0.4 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 NaN 0.7 -0.1 0.3 -0.3 NaN 0.5 NaN 0.5 -0.5 0.0 NaN -0.3 -0.7 -0.6 -0.3 0.1 -0.2 -0.1
HANGTECH -0.4 -0.5 -0.1 0.5 0.2 0.5 0.2 0.5 0.5 0.2 0.1 -0.1 0.9 -0.9 -0.8 -0.1 -0.1 -0.1 -0.1 -0.3 0.0 -0.0 0.5 -0.3 0.4 -0.5 0.2 0.4 -0.2 0.5 -0.5 -0.1 -0.2 -0.4 -0.6 -0.6 -0.1 -0.0 -0.2 -0.2
HANG_mini -0.3 -0.2 -0.1 0.4 0.2 0.5 0.2 0.5 0.3 0.2 0.7 -0.0 0.9 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.3 0.0 0.6 -0.0 0.4 -0.0 0.2 0.5 -0.0 0.5 -0.2 0.0 -0.1 -0.1 -0.5 -0.2 -0.3 0.2 -0.2 -0.1
HEATOIL -0.4 0.2 0.1 -0.2 0.2 -0.2 0.1 -0.2 -0.1 0.0 0.5 -0.1 0.4 -0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.2 -0.0 0.2 -0.1 -0.7 0.2 -0.0 0.3 -0.2 0.3 -0.2 0.2 -0.2 -0.1 0.4 0.3 0.4 0.2 -0.1 -0.2
IBEX -0.2 -0.0 0.1 0.5 NaN 0.5 NaN 0.5 0.5 NaN 1.2 0.2 1.2 0.9 1.0 0.1 0.1 0.1 0.1 0.5 0.7 0.1 0.7 0.3 -0.7 0.5 NaN 0.5 NaN 0.5 0.5 0.4 NaN 0.5 0.7 0.9 0.3 0.4 0.2 0.4
IRON NaN NaN NaN NaN NaN NaN NaN 2.7 NaN NaN 3.0 NaN 3.0 NaN NaN 0.6 0.6 0.6 0.7 NaN NaN NaN 1.7 NaN -0.7 NaN NaN NaN NaN 2.7 NaN 0.9 NaN NaN NaN NaN 0.1 -0.1 -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 -0.6 -0.4 -0.4 -0.2 NaN 0.2 -0.2 0.3 -0.5 NaN -1.1 -0.2 -1.0 -0.9 -0.9 0.5 0.5 0.5 0.5 -0.4 -0.7 -0.1 -0.7 -0.3 -0.0 -0.5 NaN -0.5 -0.2 -0.5 -0.5 0.7 -0.2 -0.4 -0.6 -0.9 -0.1 -0.4 0.0 -0.4
JGB-SGX-mini -0.6 -0.4 -0.5 -0.2 NaN 0.2 NaN 0.3 -0.6 NaN -1.0 NaN -0.9 -0.8 -0.8 0.5 0.5 0.4 0.5 -0.5 -0.7 NaN -0.7 -0.3 -0.2 -0.6 NaN -0.6 NaN -0.6 -0.6 0.7 NaN -0.5 -0.7 -0.9 -0.2 -0.4 -0.1 -0.4
JP-REALESTATE NaN NaN 0.3 NaN NaN 1.1 NaN 1.1 NaN NaN 1.6 NaN 1.6 NaN 1.3 0.4 0.4 0.4 0.4 0.6 0.8 NaN 0.8 NaN 0.7 NaN NaN 1.1 NaN 1.1 NaN 0.8 NaN NaN NaN 1.9 0.1 0.1 0.1 -0.3
JPY -0.0 -0.5 -0.6 -0.0 0.2 0.5 0.2 0.5 -0.0 0.1 -0.9 -0.0 -0.8 -0.5 -0.7 -0.2 -0.3 -0.2 -0.3 -0.4 -0.7 -0.0 -0.6 -0.2 0.7 -0.5 0.1 -0.5 -0.1 -0.5 -0.5 -0.7 0.0 -0.4 -0.6 -0.8 -0.1 -0.3 -0.0 0.1
KOSDAQ -0.2 0.1 0.4 0.5 NaN 0.5 0.2 0.5 0.4 0.1 1.1 0.1 1.0 0.8 0.9 -0.0 -0.0 -0.0 -0.0 0.4 0.7 0.1 0.7 0.3 0.5 0.5 NaN 0.5 0.2 0.5 0.5 0.1 -0.1 0.2 0.6 0.9 0.4 0.2 0.1 0.0
KOSPI_mini NaN -0.7 0.0 0.3 NaN 0.6 NaN 0.7 NaN NaN 0.5 NaN 0.5 0.2 0.3 -0.0 -0.0 -0.0 -0.0 0.3 0.6 NaN 0.6 NaN 0.3 0.7 NaN 0.7 NaN 0.7 NaN 0.1 NaN NaN 0.9 1.2 0.2 0.2 0.1 0.1
KR10 -0.2 -0.6 -0.6 -0.2 NaN 0.3 NaN 0.3 -0.5 NaN -1.1 -0.2 -0.6 -0.9 -0.9 0.2 -0.0 0.2 0.1 -0.5 -0.7 NaN -0.4 -0.3 -0.7 -0.5 NaN -0.5 NaN -0.5 -0.5 -0.2 NaN -0.5 -0.7 -0.9 0.2 0.2 0.1 -0.1
KR3 NaN NaN -1.7 NaN NaN 0.5 NaN 0.6 NaN NaN -1.4 NaN -0.8 NaN -1.2 0.2 -0.0 0.2 0.1 NaN -1.1 NaN -0.6 NaN -0.7 NaN NaN -1.1 NaN -1.1 NaN -0.2 NaN NaN NaN -1.9 -0.1 0.1 0.0 -0.0
KRWUSD_mini NaN NaN -1.6 NaN NaN 1.1 NaN 1.1 NaN NaN -1.6 NaN -1.4 NaN -1.3 -0.1 -0.2 -0.2 -0.2 NaN -1.1 NaN -1.1 NaN 0.8 NaN NaN -1.1 NaN -1.1 NaN -0.5 NaN NaN NaN -1.9 -0.4 -0.4 -0.4 -0.4
LEANHOG 0.1 -0.6 -0.5 -0.5 NaN -0.5 -0.2 -0.5 -0.5 NaN -0.1 0.1 0.5 -0.4 -0.7 -0.2 0.5 0.4 0.5 -0.3 -0.3 0.1 0.1 -0.1 0.2 -0.5 NaN -0.5 0.2 -0.0 -0.1 0.7 0.2 0.4 -0.6 0.3 0.1 0.1 0.3 0.3
LIVECOW -0.1 -0.6 -0.6 -0.5 NaN -0.5 -0.2 -0.5 -0.5 0.1 0.1 0.1 0.3 -0.2 -0.2 -0.1 0.3 -0.1 0.1 -0.1 -0.0 0.0 0.2 -0.0 -0.7 -0.4 NaN -0.0 0.1 0.4 -0.3 0.7 0.1 0.0 -0.4 0.2 0.4 0.3 0.4 0.4
LUMBER-new NaN NaN NaN NaN NaN -1.2 NaN -1.2 NaN NaN -1.5 NaN -1.2 NaN -1.3 -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 -2.2 0.1 0.4 0.2 0.4
MILK NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
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 0.6 -0.3 -0.7 NaN -0.7 NaN -0.7 NaN NaN -1.6 NaN -1.6 NaN -1.2 -0.1 -0.6 -0.3 -0.5 -0.5 -0.8 NaN -0.8 NaN 0.6 -0.7 NaN -0.7 NaN -0.7 NaN -0.6 NaN NaN 0.4 0.0 0.2 -0.1 0.3 0.0
MSCISING -0.3 -0.3 -0.1 0.5 NaN 0.5 0.2 0.5 0.4 NaN 1.0 -0.1 1.2 -0.7 -0.0 -0.1 0.1 -0.0 0.0 0.0 0.6 -0.0 0.7 -0.1 -0.4 0.1 NaN 0.5 -0.2 0.5 -0.4 0.2 NaN -0.3 -0.6 0.2 0.1 0.4 0.0 0.4
MUMMY -0.3 -0.6 -0.6 0.4 NaN 0.6 NaN 0.6 0.3 NaN 0.0 NaN 0.5 -0.6 -0.7 0.1 0.2 0.1 0.2 -0.3 -0.2 NaN 0.1 -0.2 0.7 -0.7 NaN -0.7 NaN -0.3 NaN 0.5 NaN NaN -0.9 -1.1 0.2 0.2 0.1 0.1
MXP 0.1 -0.1 0.1 -0.0 NaN 0.5 NaN 0.5 -0.1 NaN 1.2 0.2 1.2 1.0 1.0 0.3 0.4 0.3 0.4 0.4 0.7 0.1 0.7 0.3 -0.7 0.5 NaN 0.5 NaN 0.5 0.5 0.7 NaN 0.5 0.6 0.9 0.1 0.2 0.2 0.4
NASDAQ_micro -0.2 -0.2 -0.0 0.3 0.2 0.5 0.2 0.5 0.2 0.1 0.7 0.1 0.7 0.2 0.3 -0.2 -0.3 -0.2 -0.3 0.2 0.5 0.1 0.6 0.1 -0.7 0.2 0.2 0.5 0.2 0.5 0.1 -0.5 0.1 -0.1 -0.0 0.3 -0.1 -0.4 -0.1 -0.4
NIKKEI -0.6 0.0 0.5 0.2 0.2 0.5 0.2 0.5 0.2 0.1 0.6 0.0 0.6 0.1 0.4 0.1 0.2 0.1 0.2 0.3 0.6 0.0 0.6 0.1 -0.5 0.5 0.2 0.5 0.1 0.5 0.2 0.5 -0.1 -0.2 0.5 0.8 -0.1 0.1 -0.3 -0.0
NIKKEI400 -0.2 0.3 0.4 0.4 NaN 0.5 0.2 0.5 0.3 NaN 1.1 0.2 1.0 0.8 0.8 0.0 0.1 0.0 0.1 0.4 0.7 0.1 0.7 0.2 -0.5 0.5 NaN 0.5 0.2 0.5 0.5 0.3 -0.1 0.1 0.6 0.9 -0.2 0.0 -0.4 -0.0
NOK NaN -0.4 -0.2 -0.0 NaN 0.7 NaN 0.7 NaN NaN 0.5 NaN 1.2 -0.3 -0.7 0.0 0.0 0.0 0.0 -0.1 0.1 NaN 0.5 -0.0 0.8 -0.7 NaN -0.2 NaN 0.7 NaN 0.0 NaN NaN -0.5 -0.6 0.1 0.4 0.2 0.4
NZD 0.5 -0.1 -0.4 -0.0 0.2 0.5 0.2 0.5 -0.1 0.2 -0.7 0.2 -0.7 0.3 -0.6 -0.1 -0.1 -0.1 -0.1 -0.2 -0.5 0.1 -0.4 0.1 0.7 -0.5 0.2 -0.5 0.2 -0.5 0.1 -0.2 0.2 0.2 -0.4 -0.8 0.1 0.4 0.2 0.4
OAT -0.2 0.1 0.1 -0.3 NaN 0.3 -0.2 0.4 -0.5 NaN 0.4 -0.2 -0.2 -0.4 0.4 0.4 0.4 0.4 0.5 0.0 0.1 -0.1 -0.1 -0.1 0.1 0.1 NaN 0.2 -0.2 0.0 -0.5 0.7 0.1 0.1 0.3 -0.1 0.0 0.4 0.1 0.4
OATIES NaN NaN NaN NaN NaN -1.2 NaN -1.2 NaN NaN -2.2 NaN -1.5 NaN NaN -0.5 -0.4 -0.5 -0.6 NaN -1.0 NaN -0.9 NaN -0.1 NaN NaN -1.2 NaN -1.2 NaN -0.5 NaN NaN NaN -1.1 -0.3 -0.4 -0.1 -0.3
OJ NaN NaN NaN NaN NaN -1.4 NaN -1.4 NaN NaN -1.1 NaN -1.0 NaN NaN -0.2 0.1 -0.1 -0.0 NaN -1.1 NaN -0.9 NaN -0.9 NaN NaN NaN NaN -2.6 NaN 0.7 NaN NaN NaN NaN -0.3 -0.4 -0.1 -0.4
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 -0.2 -0.0 0.4 0.5 0.2 0.5 0.2 0.5 0.4 0.2 1.1 0.2 1.1 0.7 0.8 -0.1 -0.0 -0.1 -0.1 0.4 0.7 0.1 0.6 0.3 0.2 0.5 0.2 0.5 0.2 0.5 0.5 -0.0 0.2 0.3 0.5 0.6 -0.0 0.4 -0.3 -0.2
PALLAD -0.1 0.1 0.3 0.5 NaN 0.5 0.2 0.5 0.5 NaN 0.4 0.1 0.3 -0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.4 0.0 0.3 0.1 0.2 0.5 NaN 0.5 0.1 0.5 0.2 0.1 -0.1 -0.1 0.1 0.2 -0.0 -0.3 -0.2 -0.2
PLAT 0.1 0.1 0.2 0.5 0.2 0.5 0.2 0.5 0.5 0.1 0.7 0.1 0.7 0.0 0.3 -0.1 -0.1 -0.1 -0.1 0.3 0.6 0.1 0.7 0.2 -0.4 0.4 -0.1 0.5 0.0 0.5 0.1 0.1 -0.1 -0.1 -0.5 -0.0 0.4 0.2 0.2 -0.0
PLN NaN -0.3 -0.1 -0.0 NaN 0.7 NaN 0.7 NaN NaN 1.1 NaN 1.3 0.9 0.1 0.0 0.1 0.0 0.1 0.1 0.5 NaN 0.8 NaN -0.8 0.5 NaN 0.7 NaN 0.7 NaN 0.1 NaN NaN 0.5 -0.1 0.1 -0.4 0.3 0.1
R1000 0.1 -0.1 0.1 0.5 NaN 0.5 NaN 0.5 0.4 NaN 1.2 0.2 1.1 0.8 0.8 -0.3 -0.4 -0.3 -0.4 0.3 0.5 0.1 0.5 0.3 -0.5 0.5 NaN 0.5 NaN 0.5 0.5 -0.7 NaN 0.3 0.1 0.3 0.0 0.2 -0.1 -0.3
RAPESEED NaN 0.4 -0.1 -0.7 NaN -0.7 NaN -0.7 NaN NaN -0.8 NaN 0.3 0.4 0.3 0.2 0.1 0.1 0.0 0.0 -0.1 NaN -0.0 NaN -0.4 0.1 NaN -0.1 NaN -0.1 NaN 0.7 NaN NaN 0.9 1.2 0.0 0.3 0.3 0.4
REDWHEAT -0.1 0.6 0.2 -0.5 NaN -0.5 -0.2 -0.5 -0.5 NaN -1.0 -0.1 -1.2 0.2 -0.0 -0.3 -0.5 -0.4 -0.5 -0.0 -0.4 0.0 -0.7 0.0 0.6 0.2 NaN -0.4 NaN -0.5 0.3 -0.6 NaN 0.2 0.7 0.9 -0.4 -0.4 -0.4 -0.4
RICE NaN NaN NaN NaN NaN -1.2 NaN -1.2 NaN NaN -1.4 NaN -1.3 NaN NaN -0.5 -0.5 -0.5 -0.6 NaN -1.2 NaN -1.2 NaN 0.2 NaN NaN -1.2 NaN -1.2 NaN -0.7 NaN NaN NaN -2.2 -0.2 -0.3 0.1 -0.3
ROBUSTA -0.3 -0.0 0.4 -0.5 NaN -0.5 NaN -0.5 -0.5 NaN 0.1 -0.0 0.0 -0.1 0.2 0.3 0.4 0.2 0.3 0.0 0.1 -0.0 0.1 -0.1 -0.7 0.1 NaN 0.1 NaN 0.2 -0.3 0.7 NaN -0.1 0.2 0.9 -0.1 0.4 0.2 0.4
RUBBER NaN NaN NaN NaN NaN -1.6 NaN -1.6 NaN NaN -0.5 NaN -3.1 NaN NaN 0.1 -0.1 0.0 0.0 NaN -0.5 NaN -1.0 NaN NaN NaN NaN -1.6 NaN -1.6 NaN NaN NaN NaN NaN NaN 0.3 0.3 NaN NaN
RUSSELL 0.0 -0.2 0.2 0.3 0.2 0.5 0.2 0.5 0.2 0.1 0.7 0.1 0.6 0.4 0.4 -0.1 -0.2 -0.1 -0.2 0.1 0.3 0.1 0.3 0.1 0.4 0.2 0.2 0.4 0.2 0.4 0.3 -0.2 0.1 0.1 -0.1 0.3 -0.2 -0.3 -0.3 -0.4
SEK 0.1 -0.2 -0.1 -0.0 NaN 0.6 NaN 0.6 -0.1 NaN 0.4 NaN 1.2 0.3 -0.4 -0.2 -0.2 -0.2 -0.2 -0.0 0.2 NaN 0.7 0.1 0.7 -0.6 NaN -0.1 NaN 0.6 -0.1 -0.4 NaN 0.1 -0.1 -0.4 -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 4.6 NaN 4.9 NaN NaN NaN NaN NaN -1.9 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN 0.7 NaN 2.5
SHATZ NaN -0.3 -0.4 -0.4 NaN 0.4 NaN 0.5 NaN NaN -1.2 NaN -0.4 -1.0 -1.0 -0.5 -0.5 -0.4 -0.5 -0.4 -0.5 NaN -0.4 NaN 0.4 -0.7 NaN -0.7 NaN -0.7 NaN -0.8 NaN NaN -0.5 -1.1 0.3 0.4 0.3 0.4
SILVER 0.6 0.4 0.2 0.5 0.2 0.5 0.2 0.5 0.5 0.2 0.8 0.2 0.8 0.6 0.7 -0.2 -0.2 -0.2 -0.2 0.4 0.7 0.1 0.7 0.3 -0.5 0.5 0.2 0.5 0.2 0.5 0.5 -0.1 0.2 0.4 0.6 0.8 0.1 0.4 -0.0 0.1
SMI 0.4 0.2 0.3 0.5 0.2 0.5 0.2 0.5 0.4 0.2 1.1 0.2 0.8 0.9 0.9 0.2 0.1 0.1 0.1 0.4 0.6 0.1 0.5 0.3 0.1 0.5 NaN 0.5 0.2 0.5 0.5 0.4 0.1 0.4 0.6 0.8 0.2 0.4 0.1 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 -0.4 -0.1 -0.4 NaN 0.5 NaN 0.6 NaN NaN 1.1 NaN 1.4 NaN -0.3 0.2 0.2 0.2 0.2 0.0 0.4 NaN 0.6 NaN -0.8 0.3 NaN 0.7 NaN 0.7 NaN 0.2 NaN NaN 0.2 0.4 -0.2 -0.4 -0.2 -0.4
SONIA3 NaN 0.2 0.2 -0.4 NaN 0.5 NaN 0.6 NaN NaN 1.1 NaN 0.4 0.5 0.6 0.2 0.1 0.2 0.2 0.2 0.4 NaN 0.3 NaN 0.4 0.7 NaN 0.7 NaN 0.7 NaN 0.1 NaN NaN 0.9 0.4 -0.0 -0.1 -0.0 -0.4
SOYBEAN_mini NaN 0.9 0.6 -0.7 NaN -0.7 NaN -0.7 NaN NaN 0.6 NaN 0.3 0.5 0.6 -0.2 -0.3 -0.3 -0.3 0.4 0.5 NaN 0.1 NaN -0.2 0.7 NaN 0.7 NaN 0.7 NaN -0.1 NaN NaN 0.9 1.2 -0.4 -0.2 -0.4 -0.2
SOYMEAL -0.3 0.6 0.6 -0.5 NaN -0.5 -0.2 -0.5 -0.5 NaN 0.3 -0.2 -0.5 0.3 0.4 -0.3 -0.5 -0.4 -0.5 0.2 0.2 -0.1 -0.1 0.0 -0.2 0.5 NaN 0.5 NaN -0.0 0.5 -0.6 NaN 0.1 0.7 0.9 -0.3 -0.4 -0.1 -0.4
SOYOIL 0.3 0.0 -0.3 -0.5 NaN -0.5 NaN -0.5 -0.5 NaN -0.0 0.1 0.6 0.7 -0.4 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.2 -0.3 -0.1 NaN -0.0 NaN 0.3 0.1 0.1 NaN 0.5 0.7 0.5 -0.4 -0.4 -0.4 -0.4
SP400 0.1 -0.1 -0.0 0.3 0.2 0.5 0.2 0.5 0.3 0.2 0.7 0.2 0.4 0.5 0.2 -0.1 -0.2 -0.1 -0.2 0.1 0.1 0.1 0.2 0.2 -0.2 -0.0 0.2 0.0 0.2 0.1 0.3 -0.3 0.1 0.1 -0.2 -0.3 -0.2 -0.4 -0.3 -0.4
SP500_micro -0.2 -0.1 -0.0 0.4 0.2 0.5 0.2 0.5 0.3 0.2 1.0 0.2 1.0 0.4 0.5 -0.2 -0.3 -0.2 -0.3 0.2 0.6 0.1 0.7 0.2 -0.7 0.2 0.2 0.5 0.2 0.5 0.2 -0.5 0.1 0.0 -0.2 0.3 -0.1 -0.4 -0.1 -0.4
SPI200 -0.6 -0.6 -0.2 0.5 0.2 0.5 0.2 0.5 0.4 0.1 0.8 -0.1 1.1 -0.9 -0.7 -0.3 -0.3 -0.3 -0.4 -0.4 -0.1 -0.0 0.5 -0.3 -0.2 -0.5 0.0 -0.3 -0.2 0.5 -0.5 -0.6 -0.2 -0.4 -0.6 -0.8 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 0.6 -0.2 -0.3 -0.5 NaN -0.5 NaN -0.5 -0.5 NaN -0.9 0.1 -0.9 -0.3 -0.6 0.5 0.3 0.3 0.3 -0.3 -0.6 0.0 -0.7 -0.0 -0.4 -0.5 NaN -0.5 NaN -0.5 -0.2 0.7 NaN 0.5 -0.4 -0.3 -0.3 -0.4 -0.1 -0.3
SUGAR_WHITE 0.6 -0.2 -0.3 -0.6 NaN -0.6 NaN -0.6 -0.6 NaN -0.7 NaN -0.8 -0.1 -0.4 0.2 0.3 0.2 0.3 -0.2 -0.4 NaN -0.4 0.0 -0.7 -0.4 NaN -0.6 NaN -0.6 0.2 0.7 NaN 0.5 -0.2 0.1 -0.4 -0.4 -0.2 -0.4
TWD 0.1 -0.1 -0.3 -0.0 0.2 0.5 0.1 0.5 -0.0 0.1 -0.9 -0.1 -0.9 -0.6 -0.7 -0.3 -0.4 -0.3 -0.4 -0.3 -0.5 -0.0 -0.3 -0.2 0.3 -0.5 0.0 -0.5 -0.1 -0.2 -0.4 -0.7 -0.1 -0.1 -0.3 -0.9 -0.4 -0.4 -0.4 -0.4
US-MATERIAL 0.4 -0.2 -0.3 0.5 NaN 0.5 NaN 0.5 0.5 NaN 0.2 0.1 0.0 0.3 -0.3 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 NaN -0.1 0.1 0.0 -0.3 NaN -0.4 NaN -0.3 0.1 -0.3 NaN 0.2 -0.5 -0.8 -0.1 -0.4 -0.2 -0.4
US-PROPERTY -0.0 -0.2 -0.1 0.6 NaN 0.6 NaN 0.6 0.6 NaN 0.1 NaN -0.0 -0.6 -0.7 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 NaN -0.1 -0.1 0.7 -0.6 NaN -0.3 NaN 0.1 -0.6 -0.4 NaN NaN -0.8 -0.8 0.1 0.4 -0.0 -0.3
US10 -0.0 -0.2 0.2 -0.2 NaN 0.3 -0.2 0.3 -0.5 NaN 0.9 -0.1 0.3 -0.1 0.4 0.1 0.0 0.1 0.1 0.1 0.3 -0.0 0.3 -0.0 0.2 0.4 NaN 0.5 -0.1 0.5 0.1 -0.2 NaN 0.4 0.2 0.6 -0.4 -0.4 -0.3 -0.4
US10U -0.1 -0.2 0.3 -0.3 NaN 0.4 -0.2 0.4 -0.5 NaN 1.2 -0.1 0.2 -0.2 0.6 0.0 -0.0 0.0 -0.0 0.1 0.4 -0.1 0.3 -0.0 -0.5 0.5 NaN 0.5 -0.2 0.5 0.2 -0.3 0.2 0.4 0.3 0.9 -0.2 -0.3 -0.2 -0.4
US2 -0.0 -0.3 0.1 -0.3 NaN 0.3 NaN 0.4 -0.5 NaN 0.0 -0.1 -0.2 -0.6 -0.2 -0.3 -0.5 -0.3 -0.4 -0.1 0.0 -0.1 0.1 -0.1 0.6 -0.2 NaN 0.2 NaN 0.5 -0.4 -0.7 NaN 0.3 -0.1 0.1 -0.3 -0.2 -0.4 -0.4
US20 -0.2 -0.2 0.3 -0.2 NaN 0.3 -0.2 0.3 -0.5 NaN 0.6 -0.2 -0.2 -0.6 0.3 0.1 0.1 0.1 0.1 0.0 0.2 -0.1 0.1 -0.1 -0.3 0.2 NaN 0.5 -0.2 0.5 -0.3 0.0 NaN 0.2 0.0 0.6 0.0 0.2 -0.1 -0.1
US3 0.0 -0.2 0.1 -0.3 NaN 0.4 -0.2 0.5 -0.5 NaN 1.0 -0.1 0.4 -0.3 0.2 -0.1 -0.2 -0.1 -0.2 0.1 0.3 -0.1 0.4 -0.0 0.5 0.3 NaN 0.5 -0.2 0.5 0.1 -0.6 NaN 0.5 0.2 0.5 -0.4 -0.3 -0.4 -0.4
US30 -0.2 -0.2 0.3 -0.2 NaN 0.3 -0.2 0.3 -0.5 -0.2 0.4 -0.2 -0.5 -0.8 0.2 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.0 -0.1 -0.2 0.1 NaN 0.5 -0.2 0.4 -0.5 -0.3 0.2 0.2 -0.0 0.5 0.0 0.1 -0.0 -0.1
US5 0.0 -0.2 0.1 -0.2 NaN 0.3 -0.2 0.3 -0.5 NaN 0.7 -0.1 0.3 -0.2 0.2 -0.0 -0.1 -0.0 -0.1 0.0 0.2 -0.0 0.3 -0.0 0.3 0.2 NaN 0.5 -0.2 0.5 -0.0 -0.4 NaN 0.4 0.1 0.4 -0.4 -0.4 -0.4 -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 0.0 -0.3 -0.7 NaN -0.5 NaN 0.3 NaN NaN -1.6 NaN -1.1 NaN -1.2 -0.5 -0.6 -0.5 -0.6 -0.3 -0.4 NaN -0.3 NaN 0.6 -0.6 NaN -0.6 NaN -0.2 NaN -0.2 NaN NaN 0.4 -0.3 -0.1 -0.4 0.3 0.4
WHEAT -0.2 0.4 0.1 -0.5 NaN -0.5 -0.2 -0.5 -0.5 NaN -1.1 -0.2 -1.2 -0.4 -0.4 -0.4 -0.5 -0.4 -0.5 -0.2 -0.4 -0.1 -0.7 -0.2 0.7 -0.2 NaN -0.4 NaN -0.5 -0.5 -0.7 NaN 0.0 0.7 0.9 -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 0.2 0.3 0.2 -0.0 NaN 0.5 0.2 0.5 -0.1 -0.0 1.1 0.2 1.1 0.9 0.9 0.2 0.2 0.2 0.2 0.4 0.7 0.1 0.7 0.3 -0.7 0.5 NaN 0.5 0.2 0.5 0.5 0.5 -0.0 0.4 0.6 0.9 -0.4 -0.3 -0.4 -0.1
ZAR 0.1 0.1 0.2 -0.0 NaN 0.5 NaN 0.5 -0.1 NaN 1.2 0.2 1.2 1.0 1.0 0.1 0.2 0.1 0.2 0.4 0.7 NaN 0.7 0.3 -0.3 0.5 NaN 0.5 NaN 0.5 0.5 0.4 NaN 0.4 0.6 0.6 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 -19.7 -4.8 13.1 18.2 20.0 20.0 20.0 20.0 14.6 12.5 13.2 -3.0 14.7 -7.6 6.5 -6.0 -1.8 -3.9 -2.4 1.6 10.1 0.8 12.2 -4.7 -7.8 -3.4 9.9 12.0 2.3 8.1 -15.1 0.4 -10.2 -18.2 -8.8 1.6 5.2 20.0 0.4 4.4
ALUMINIUM_LME -15.8 3.5 14.1 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.6 20.0 -4.8 -3.3 -3.5 -2.9 20.0 20.0 19.9 20.0 17.1 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 4.9 16.5 -7.6 17.7 12.4 -12.3 -20.0 -18.2 -20.0
AUDJPY 6.2 12.2 15.3 -0.9 20.0 20.0 17.2 20.0 -2.6 18.7 20.0 20.0 14.9 20.0 20.0 9.8 11.1 10.1 10.4 20.0 20.0 20.0 19.5 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 17.4 13.9 20.0 20.0 20.0 4.9 20.0 8.8 20.0
AUD_micro 5.8 -2.1 0.6 -1.1 20.0 20.0 20.0 20.0 -3.3 20.0 9.9 20.0 4.2 12.6 -3.8 -0.6 -1.4 -0.8 -1.1 3.3 2.4 20.0 2.3 15.1 20.0 2.2 20.0 3.6 20.0 0.2 20.0 -2.2 20.0 11.5 0.9 -5.0 6.6 20.0 10.3 20.0
BITCOIN -16.4 -20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 2.9 -6.2 -10.0 7.2 -15.8 -17.3 -4.9 -7.9 -6.1 -7.1 -20.0 -16.6 -9.2 0.3 -20.0 -20.0 -20.0 -5.6 -20.0 -20.0 0.6 -20.0 -2.6 -8.6 -20.0 -20.0 -20.0 4.6 -4.6 -12.2 -8.9
BOBL -11.0 -6.5 -1.0 -11.3 -20.0 13.3 -20.0 15.8 -20.0 -20.0 -9.6 -20.0 -2.0 -20.0 -13.2 4.6 9.8 20.0 18.1 -10.6 -5.0 -20.0 -4.1 -19.8 1.9 -20.0 -20.0 -16.4 -20.0 -10.9 -20.0 16.0 -19.8 -14.5 -8.6 -8.5 5.6 20.0 10.0 20.0
BONO -9.0 -2.0 6.4 -13.6 -20.0 16.0 -20.0 19.1 -20.0 -20.0 14.4 -20.0 7.7 -15.9 10.0 18.3 12.2 17.4 15.4 2.3 8.1 -17.2 7.6 -8.4 -20.0 4.7 -20.0 20.0 -20.0 20.0 -20.0 15.9 14.4 3.7 6.0 5.4 1.4 20.0 3.8 20.0
BOVESPA 5.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 11.9 20.0 20.0 20.0 15.5 20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 20.0 20.0 11.1 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 7.7 20.0 5.3 20.0
BRE -5.8 -1.9 1.7 -1.1 20.0 20.0 20.0 20.0 -3.5 -8.7 20.0 2.3 20.0 17.3 20.0 20.0 17.5 19.6 19.0 11.3 18.0 -3.2 19.5 4.8 -20.0 20.0 -20.0 20.0 -13.2 20.0 10.6 20.0 -13.6 -0.5 15.3 17.4 19.5 14.7 20.0 20.0
BRENT-LAST -0.3 -0.9 -3.7 -14.8 20.0 -13.2 7.8 -12.2 -8.0 18.2 -3.5 -3.9 -5.8 -1.0 -11.2 7.5 10.4 8.1 9.2 -5.9 -5.7 2.7 -5.2 -2.7 -10.8 -20.0 20.0 -20.0 -5.9 -20.0 -20.0 0.0 -4.7 -3.3 -7.5 -8.3 20.0 19.5 -4.1 3.6
BTP -9.0 -1.1 5.0 -13.4 -20.0 15.7 -20.0 18.7 -20.0 -20.0 20.0 -20.0 20.0 -4.8 16.4 10.2 9.9 9.1 9.8 5.4 12.6 -13.3 17.1 -4.6 -20.0 15.9 -20.0 20.0 -20.0 20.0 -20.0 9.8 20.0 6.9 12.4 5.4 1.5 20.0 4.7 20.0
BTP3 -3.4 -2.1 -2.4 -9.6 -20.0 11.2 -20.0 13.4 -20.0 -17.6 -0.7 -8.0 13.4 -10.6 -1.1 20.0 20.0 20.0 20.0 -0.7 2.0 -7.8 8.2 -3.4 -20.0 -3.8 -20.0 4.8 -20.0 20.0 -16.0 20.0 10.9 7.1 3.8 -4.0 9.2 20.0 17.5 20.0
BUND -11.5 -4.9 2.8 -12.6 -20.0 14.8 -20.0 17.6 -20.0 -20.0 -5.5 -20.0 -10.7 -20.0 -9.8 2.0 2.7 -1.2 1.2 -8.9 -4.1 -20.0 -7.8 -19.1 -1.0 -20.0 -20.0 -13.2 -20.0 -15.6 -20.0 -2.6 -8.6 -12.4 -7.7 -6.2 2.3 20.0 4.4 20.0
BUTTER 9.2 -15.4 -20.0 -20.0 -10.3 -20.0 -17.8 -20.0 -20.0 6.9 -9.4 -3.5 -9.2 -7.3 -9.2 4.2 -20.0 -5.0 -16.1 -20.0 -20.0 -2.4 -20.0 -13.0 -11.8 -20.0 -1.6 -20.0 -13.4 -20.0 -20.0 -20.0 -0.1 -2.7 -17.2 -20.0 -6.7 -7.3 -1.2 -2.9
BUXL -14.5 -4.3 2.0 -11.4 -20.0 13.4 -20.0 16.0 -20.0 -20.0 -16.4 -20.0 -20.0 -20.0 -11.3 4.2 3.5 4.4 4.3 -14.7 -14.0 -20.0 -20.0 -20.0 0.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -0.0 -3.1 -18.7 -14.4 -14.9 -4.2 17.1 -5.7 9.7
CAC -8.2 -1.0 8.9 20.0 20.0 20.0 20.0 20.0 18.7 20.0 19.2 0.9 18.7 0.5 11.6 -4.1 -1.9 -3.2 -2.4 8.1 13.4 7.3 13.2 3.7 -4.8 15.7 20.0 20.0 19.2 11.8 7.3 0.1 -14.2 7.0 4.4 -0.5 14.4 20.0 9.8 9.1
CAD 12.1 2.1 -11.0 -1.2 20.0 20.0 20.0 20.0 -3.5 20.0 -16.8 20.0 -9.8 7.9 -17.1 -9.9 -8.8 -9.8 -9.4 -7.9 -13.4 20.0 -11.5 8.9 20.0 -20.0 20.0 -20.0 20.0 -20.0 4.3 -15.2 20.0 8.1 -6.0 -20.0 -20.0 -20.0 -12.0 -20.0
CAD10 -11.5 -8.1 12.4 -5.1 -20.0 17.7 -20.0 18.4 -20.0 -20.0 11.1 -17.6 7.4 -17.6 10.3 4.9 1.5 -0.5 0.2 0.3 7.6 -16.1 6.7 -9.7 -20.0 -6.9 -20.0 20.0 -20.0 20.0 -20.0 -4.8 6.7 -15.1 -16.7 20.0 18.9 -0.6 10.9 -20.0
CADJPY 6.8 15.3 10.6 -2.8 20.0 20.0 15.1 20.0 -7.7 4.4 20.0 16.8 15.5 20.0 20.0 6.4 8.1 6.7 7.2 20.0 20.0 12.6 18.3 20.0 -20.0 20.0 13.8 20.0 20.0 20.0 20.0 12.4 -7.2 20.0 20.0 18.0 -11.9 -12.5 -5.3 -3.6
CANOLA 0.9 10.4 -11.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.7 -10.2 -13.0 -0.6 -0.4 -8.9 -20.0 -14.7 -20.0 -18.9 -4.2 -6.6 -20.0 -3.9 -8.6 16.3 -16.4 -20.0 -20.0 -20.0 -15.7 -20.0 -12.4 -20.0 1.1 16.5 0.6 16.6 20.0 20.0 20.0
CH10 -13.9 -3.2 3.4 -12.6 -20.0 14.8 -20.0 17.7 -20.0 -20.0 20.0 -20.0 20.0 -1.9 13.5 20.0 20.0 20.0 20.0 6.0 17.8 -20.0 20.0 -8.9 -20.0 1.2 -20.0 20.0 -20.0 20.0 -20.0 20.0 -15.8 -14.1 3.4 6.6 -10.8 -12.5 -5.9 -20.0
CHEESE -14.2 -12.7 -18.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.4 -20.0 -19.5 -18.6 -20.0 -20.0 20.0 20.0 20.0 20.0 -20.0 -20.0 -17.7 -20.0 -20.0 20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -10.9 -20.0 -16.6 -9.6 -20.0 -20.0 -20.0 -20.0
CHF -4.0 -12.9 -8.7 -0.9 20.0 20.0 18.1 20.0 -2.8 -3.4 4.4 -11.9 13.7 -13.4 -15.8 -18.9 -18.5 -18.4 -18.2 -10.2 -1.0 -5.2 10.3 -9.6 3.5 -20.0 -19.2 1.5 -18.5 20.0 -20.0 -20.0 -5.6 -4.5 -9.7 -10.0 -10.4 -20.0 -8.2 -20.0
CHFJPY -1.1 3.7 4.5 -2.2 20.0 20.0 12.0 20.0 -6.2 -14.6 20.0 5.2 19.5 10.8 17.5 -3.0 -1.9 -3.0 -2.7 20.0 20.0 -0.1 20.0 13.5 -20.0 20.0 -12.5 20.0 11.1 20.0 20.0 -4.0 -20.0 20.0 20.0 20.0 -20.0 -15.1 -18.6 -7.7
CLP 5.9 12.8 8.1 -3.2 20.0 20.0 17.7 20.0 -9.1 20.0 17.5 20.0 5.3 20.0 20.0 -2.7 2.8 -1.0 0.4 20.0 13.3 20.0 4.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 2.5 20.0 20.0 20.0 20.0 4.4 20.0 8.6 20.0
CNH -10.7 -4.4 -5.4 -1.2 20.0 20.0 20.0 20.0 -3.8 -11.8 -20.0 -20.0 11.6 -20.0 -13.3 20.0 20.0 20.0 20.0 -11.9 -5.8 -18.5 3.6 -19.5 -20.0 -20.0 -17.4 -20.0 -20.0 2.9 -20.0 20.0 -20.0 -20.0 -13.8 -20.0 8.6 -6.0 12.0 0.1
COCOA -10.2 -11.0 -20.0 -20.0 -11.7 -20.0 -20.0 -20.0 -20.0 8.3 -9.6 -2.5 -3.5 -6.0 -9.1 -5.0 9.7 -2.5 2.6 -16.5 -16.8 2.1 -7.3 -9.0 -20.0 -20.0 9.6 -20.0 -15.2 -5.8 -20.0 20.0 1.1 -20.0 -10.1 -14.4 -10.4 -2.4 0.1 2.1
COCOA_LDN -9.0 -1.9 -20.0 -20.0 -10.0 -20.0 -17.2 -20.0 -20.0 5.0 -8.5 -3.3 -5.6 -5.9 -7.7 -8.6 5.2 -4.9 -1.2 -12.2 -14.7 -1.1 -9.6 -7.2 -20.0 -20.0 6.9 -20.0 -1.1 -12.1 -12.4 17.5 5.9 -9.6 -0.3 -12.6 -16.4 -8.0 -11.1 -5.4
COFFEE -8.2 -3.7 9.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -6.8 15.8 -11.6 16.3 -1.9 14.4 20.0 16.2 20.0 20.0 10.5 18.5 -3.5 20.0 0.3 -20.0 20.0 -8.0 20.0 -10.1 20.0 -1.5 20.0 2.2 3.5 20.0 20.0 15.8 15.1 20.0 20.0
COPPER-micro 7.6 9.6 7.7 20.0 20.0 20.0 20.0 20.0 20.0 15.4 -1.2 16.1 -0.5 14.2 11.1 -10.8 -7.5 -9.1 -8.1 13.3 8.5 20.0 6.8 19.3 -16.6 20.0 20.0 20.0 20.0 20.0 20.0 -2.9 16.1 12.8 -1.3 -10.8 20.0 16.8 20.0 19.9
CORN -3.9 9.4 7.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -3.1 -4.9 -8.5 -12.1 6.9 17.0 -20.0 -20.0 -20.0 -20.0 4.8 -1.2 -1.7 -13.3 2.6 19.6 13.4 -20.0 7.3 -16.8 -20.0 -1.1 -20.0 2.9 14.2 20.0 20.0 -6.1 -7.3 6.6 -3.3
COTTON2 -4.1 -4.0 -6.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 -18.1 -20.0 -20.0 -20.0 -20.0 -18.2 -20.0 -20.0 -20.0 -20.0 -9.4 -20.0 -16.1 -3.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.2 0.3 -7.2 -4.8 2.4 -5.8 -12.4 -3.3 -6.9
CRUDE_W_micro 0.2 -0.6 -4.9 -16.3 20.0 -14.6 8.6 -13.5 -8.8 20.0 -6.2 -2.0 -7.8 -0.2 -12.4 5.0 10.2 6.3 8.3 -7.3 -7.8 3.7 -7.1 -2.9 -8.8 -20.0 20.0 -20.0 -6.8 -20.0 -20.0 -0.8 -4.9 -4.4 -9.1 -11.5 20.0 20.0 5.6 8.8
CZK 8.4 -9.7 -0.5 -2.9 20.0 20.0 15.7 20.0 -8.1 14.2 18.1 19.1 20.0 15.3 1.2 -2.9 -3.0 -2.7 -2.9 5.9 15.6 16.5 20.0 11.1 -10.6 10.7 20.0 20.0 20.0 20.0 20.0 -5.0 19.0 20.0 1.8 -0.9 3.2 -20.0 7.6 -8.8
DAX -7.6 -11.5 -16.0 17.7 20.0 20.0 20.0 20.0 14.1 16.7 10.3 2.2 15.4 -3.5 -5.4 -6.8 -7.6 -7.0 -6.9 -6.0 0.0 9.6 12.8 -2.0 -15.3 -15.8 20.0 -8.4 20.0 17.2 -5.0 -8.3 6.7 -2.3 -17.8 -20.0 4.8 20.0 -4.7 -13.9
DJSTX-SMALL -0.2 -5.0 -2.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 9.2 6.4 -5.7 -3.9 -5.5 -4.7 4.8 8.5 18.1 14.1 10.0 20.0 3.2 20.0 2.7 20.0 -0.4 20.0 -3.5 11.2 14.4 -5.3 -18.1 12.1 20.0 10.3 18.3
DOW -5.9 -0.5 5.3 14.9 20.0 20.0 20.0 20.0 11.9 14.4 14.7 9.5 13.8 7.9 9.6 -8.5 -9.7 -9.1 -9.2 10.1 13.1 15.7 13.8 10.8 -7.7 15.8 20.0 20.0 20.0 20.0 15.5 -11.9 8.6 4.0 3.5 9.4 -8.7 -20.0 -13.2 -20.0
DX -5.1 13.3 13.0 -1.0 20.0 20.0 19.7 20.0 -3.0 -17.1 5.3 -15.7 -14.9 4.8 16.4 6.8 7.1 6.9 7.0 11.8 6.0 -13.5 -8.2 0.4 -20.0 20.0 -20.0 20.0 -20.0 -9.0 0.1 11.4 -20.0 -15.6 20.0 11.0 4.4 16.2 9.5 20.0
ETHER-micro -10.0 -20.0 -10.2 20.0 16.1 20.0 20.0 20.0 20.0 5.4 0.7 -3.8 2.9 -9.7 -10.2 -2.8 -4.7 -3.5 -4.1 -13.1 -4.8 -2.2 2.0 -11.2 -8.0 -20.0 4.2 0.2 -5.5 20.0 -20.0 2.6 -5.3 -18.1 -20.0 -20.0 -2.1 20.0 -12.3 0.2
EU-AUTO 3.7 5.6 0.0 20.0 20.0 20.0 20.0 20.0 20.0 16.5 0.1 11.2 -4.6 9.4 3.2 -3.6 -1.9 -3.6 -3.1 2.1 -3.0 20.0 -6.8 10.6 20.0 4.5 20.0 -11.3 20.0 -20.0 20.0 -0.4 20.0 5.9 -4.9 -13.7 6.1 20.0 1.4 -5.5
EU-BANKS 0.6 -1.7 -5.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -4.3 1.3 -3.1 -1.1 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 4.0 20.0 20.0 20.0 20.0 6.3 20.0 4.9 20.0
EU-BASIC -2.6 5.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.9 20.0 20.0 0.8 0.4 0.5 0.4 20.0 20.0 20.0 19.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 4.2 20.0 20.0 20.0 20.0 -1.4 14.9 -9.1 -10.1
EU-CONSTRUCTION 7.3 0.0 -4.9 20.0 20.0 20.0 20.0 20.0 20.0 17.3 15.3 17.8 16.0 15.3 5.9 -5.0 -2.9 -4.6 -3.8 7.9 6.9 17.4 12.4 14.2 -11.3 13.2 20.0 6.4 20.0 13.3 20.0 -1.8 20.0 17.3 6.9 -15.1 3.9 -4.4 0.2 -20.0
EU-DIV30 2.1 -4.8 -7.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 19.3 16.2 -4.3 0.1 -3.6 -2.1 19.2 20.0 20.0 20.0 20.0 1.3 20.0 20.0 20.0 20.0 20.0 20.0 2.0 5.6 20.0 20.0 -1.9 12.5 20.0 10.3 20.0
EU-DJ-TELECOM -7.5 -11.8 -16.6 20.0 20.0 20.0 20.0 20.0 20.0 -1.4 -16.7 -3.6 1.5 -16.0 -15.6 -4.2 -0.7 -3.6 -2.4 -18.0 -14.1 -7.1 -1.0 -14.5 -2.3 -20.0 -11.4 -20.0 -16.8 -1.4 -20.0 1.2 -20.0 -19.1 -14.1 -20.0 5.2 20.0 -0.5 0.0
EU-FOOD -9.0 5.0 5.6 12.8 20.0 15.9 19.5 16.2 13.4 -9.3 -4.4 -8.5 -5.7 -2.5 1.3 -3.7 -2.1 -3.2 -2.6 -0.4 -2.1 -4.8 -5.4 -2.4 20.0 6.5 -12.1 -1.7 -10.8 -18.8 -1.4 -0.1 -19.1 -7.6 12.2 -0.5 -3.6 1.9 -7.6 -13.2
EU-HEALTH 10.4 9.6 20.0 19.7 20.0 20.0 20.0 20.0 20.0 4.3 12.3 13.1 -3.1 14.1 15.3 1.8 -0.9 1.2 0.1 16.3 11.4 9.1 1.0 14.5 6.0 20.0 12.0 20.0 20.0 -11.3 20.0 2.8 -9.5 20.0 7.9 16.0 3.3 18.9 -2.9 12.8
EU-HOUSE 2.6 9.4 16.1 20.0 20.0 20.0 20.0 20.0 20.0 6.1 17.3 14.6 0.9 19.2 20.0 -2.4 -1.2 -2.0 -1.5 19.7 15.2 14.4 5.4 18.3 20.0 20.0 16.1 20.0 20.0 -0.3 20.0 1.5 -1.8 14.8 20.0 20.0 -4.6 -8.5 -11.7 -20.0
EU-INSURE -1.9 -4.9 -10.7 20.0 20.0 20.0 20.0 20.0 20.0 -9.7 9.6 -1.9 18.3 -4.8 -6.1 -5.7 -1.6 -5.2 -4.0 0.6 6.6 -3.9 20.0 -0.1 -20.0 -2.5 -20.0 2.9 -11.9 20.0 -2.1 -0.8 -19.9 -5.9 -15.6 -20.0 14.5 20.0 19.1 20.0
EU-MEDIA 0.5 -1.9 -7.9 19.2 20.0 20.0 20.0 20.0 20.0 3.8 -15.6 -4.8 -14.0 -11.6 -13.4 -4.1 -1.9 -3.7 -2.7 -14.0 -17.8 -2.9 -16.8 -8.8 -13.0 -20.0 8.3 -20.0 -8.5 -20.0 -20.0 0.1 -19.1 -13.3 -20.0 -20.0 8.0 11.6 -2.1 -20.0
EU-MID -7.6 -5.8 -4.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 9.6 20.0 0.0 3.0 -6.4 -6.8 -6.8 -6.7 2.7 10.3 10.6 19.4 3.4 20.0 -1.6 20.0 6.5 20.0 12.0 3.2 -7.5 10.5 -10.1 -8.5 -14.4 15.8 20.0 19.2 20.0
EU-OIL -5.1 9.2 7.1 20.0 20.0 20.0 20.0 20.0 20.0 12.9 20.0 8.1 20.0 18.9 20.0 2.1 3.0 2.3 2.7 20.0 20.0 13.5 20.0 19.3 -3.0 20.0 17.7 20.0 20.0 20.0 20.0 8.3 -11.9 7.6 20.0 20.0 16.7 20.0 16.8 20.0
EU-REALESTATE -7.0 -2.5 -3.8 20.0 20.0 20.0 20.0 20.0 20.0 -4.7 -0.4 -8.3 -2.0 -17.6 -7.3 -1.3 -0.3 -1.4 -1.1 -7.0 -5.3 -5.2 -3.2 -7.3 20.0 -20.0 -19.1 -20.0 -18.3 -20.0 -20.0 2.5 -20.0 -20.0 -5.2 -20.0 20.0 12.9 13.9 -6.5
EU-RETAIL -6.4 -3.7 12.7 20.0 20.0 20.0 20.0 20.0 20.0 20.0 15.5 18.0 7.7 9.1 15.2 -4.6 -4.8 -4.6 -4.5 11.0 10.0 20.0 6.5 17.8 16.5 20.0 20.0 16.6 20.0 2.1 20.0 -4.0 20.0 12.8 -0.0 14.9 1.3 7.6 -4.2 -20.0
EU-TECH -13.1 -6.2 7.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 10.8 11.6 5.4 -3.9 4.5 -3.2 -3.3 -3.3 -3.2 -2.9 1.4 14.6 1.8 -1.4 5.7 -11.8 20.0 -4.9 20.0 -9.7 -7.7 -1.7 18.0 -20.0 -20.0 -7.9 -4.5 11.0 -16.7 -5.9
EU-UTILS -14.8 14.2 15.3 20.0 20.0 20.0 20.0 20.0 20.0 -10.4 20.0 -3.8 20.0 20.0 20.0 1.1 2.4 1.4 1.7 20.0 20.0 1.0 20.0 20.0 -3.4 20.0 -20.0 20.0 2.8 20.0 20.0 7.0 -20.0 -1.4 20.0 20.0 14.5 20.0 14.2 20.0
EUA 0.1 4.6 15.0 -20.0 20.0 -18.2 10.7 -16.7 -11.0 0.3 20.0 11.9 17.7 20.0 20.0 -3.2 -3.0 -3.2 -3.0 20.0 20.0 8.4 18.7 17.3 NaN 20.0 -6.4 20.0 20.0 20.0 20.0 -20.0 2.4 20.0 20.0 20.0 -15.8 -16.5 -20.0 -20.0
EURCAD -2.9 -11.7 -1.6 -1.1 20.0 20.0 20.0 20.0 -3.3 -18.5 18.9 -12.1 20.0 -12.4 3.7 -1.1 -2.3 -1.3 -1.7 1.8 14.2 -10.6 20.0 -4.5 -7.6 12.4 -20.0 20.0 -6.5 20.0 8.0 -3.5 -11.3 2.7 6.6 5.5 4.9 -12.4 10.1 5.0
EURCHF 13.6 5.0 -1.7 -0.9 20.0 20.0 18.7 20.0 -2.8 20.0 4.2 20.0 1.3 19.6 4.7 16.0 14.6 15.7 15.1 8.7 3.1 20.0 2.6 18.0 15.8 20.0 20.0 10.6 20.0 15.6 20.0 20.0 19.6 14.2 14.8 -7.8 -7.5 -20.0 -4.6 -14.0
EURIBOR-ICE -9.2 -7.6 -3.4 -9.5 -20.0 11.2 -20.0 13.4 -20.0 -18.4 -1.9 -15.7 12.0 -17.3 -10.2 14.6 12.8 14.4 14.4 -6.4 -0.3 -20.0 6.5 -12.7 3.9 -19.3 -20.0 -2.9 -20.0 11.0 -20.0 16.1 -11.0 -6.8 -2.6 -3.9 4.6 20.0 7.5 20.0
EURO600 -6.4 -1.1 5.4 20.0 20.0 20.0 20.0 20.0 17.4 20.0 20.0 8.9 20.0 6.5 14.5 -2.6 -1.7 -2.9 -2.6 13.1 17.4 16.3 20.0 11.8 -4.0 20.0 20.0 20.0 20.0 20.0 20.0 -0.1 6.0 14.7 8.8 6.5 13.8 20.0 11.8 20.0
EUROSTX -7.6 -0.6 6.5 20.0 20.0 20.0 20.0 20.0 16.8 20.0 19.6 8.5 20.0 5.2 13.8 -3.9 -2.0 -3.7 -3.0 11.7 16.1 16.4 18.8 10.2 -14.4 20.0 20.0 20.0 20.0 20.0 20.0 -0.6 6.7 9.4 5.9 6.2 11.9 20.0 5.5 3.3
EUROSTX-SMALL -2.0 -3.7 -1.2 20.0 20.0 20.0 20.0 20.0 18.6 20.0 20.0 19.7 20.0 16.1 16.1 -6.3 -4.5 -6.3 -5.5 9.7 13.8 17.9 17.4 12.1 20.0 17.1 20.0 20.0 20.0 17.4 20.0 -4.5 13.0 15.2 2.2 -10.1 8.1 20.0 5.9 15.8
EUR_micro 5.3 -10.2 -6.7 -1.2 20.0 20.0 20.0 20.0 -3.5 16.2 8.2 17.9 20.0 0.9 -15.4 -9.8 -9.1 -9.3 -9.1 -6.7 1.6 13.8 17.8 3.3 20.0 -17.7 20.0 0.8 20.0 20.0 15.8 -15.1 20.0 11.4 -3.8 -16.3 -4.4 -20.0 -2.0 -16.0
FANG -9.8 -5.8 -2.5 20.0 20.0 20.0 20.0 20.0 20.0 11.8 20.0 10.3 20.0 -1.2 9.1 -6.2 -8.8 -7.4 -8.3 10.4 20.0 8.0 20.0 4.8 -20.0 20.0 12.6 20.0 16.0 20.0 7.8 -10.6 6.8 -9.8 0.7 7.9 -4.2 -20.0 -6.6 -20.0
FED -0.6 -11.9 2.4 -7.1 -20.0 8.3 -20.0 9.9 -20.0 -7.2 -4.1 5.7 -9.7 -10.1 -4.7 -20.0 -20.0 -20.0 -20.0 -4.7 -3.2 -0.7 -5.6 -3.6 20.0 -10.8 -4.3 -5.3 3.5 -1.4 -5.6 -20.0 17.6 12.3 -7.8 -0.8 -13.8 -8.6 -15.9 -16.2
FEEDCOW 0.7 -20.0 -20.0 -20.0 -10.6 -20.0 -18.2 -20.0 -20.0 8.3 1.3 7.6 5.7 -4.2 -4.9 16.3 10.9 16.4 15.5 -5.8 0.6 11.1 8.0 -0.9 -18.5 -14.1 20.0 5.3 11.3 20.0 -9.6 20.0 14.9 6.6 -16.1 8.3 20.0 20.0 20.0 20.0
FTSE100 -16.5 0.4 2.9 20.0 20.0 20.0 20.0 20.0 19.2 10.4 20.0 -4.2 20.0 3.8 13.2 -3.9 -4.8 -4.3 -4.7 19.9 20.0 3.4 20.0 8.1 -4.1 20.0 -7.4 20.0 9.0 20.0 20.0 -4.3 -16.0 -5.7 20.0 20.0 8.5 20.0 7.3 20.0
FTSE250 -6.3 -6.4 -1.1 20.0 20.0 20.0 20.0 20.0 17.6 19.0 18.4 16.7 19.7 -0.7 1.9 -5.2 -3.7 -5.1 -4.4 1.7 8.2 15.3 13.3 5.1 20.0 3.2 20.0 12.5 20.0 14.0 12.6 -3.0 15.6 0.7 -4.2 -13.0 6.4 16.1 0.0 -15.7
FTSECHINAA -11.8 0.1 6.1 20.0 20.0 20.0 20.0 20.0 16.2 15.5 17.8 -3.1 13.3 2.8 9.7 4.9 2.8 2.9 2.8 5.3 16.9 0.0 20.0 -2.6 17.2 5.2 20.0 20.0 0.1 20.0 -12.1 8.1 -20.0 -13.9 -9.2 9.3 20.0 20.0 17.3 1.9
FTSECHINAH -8.8 -6.3 -3.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 19.4 -12.7 20.0 -7.3 -4.4 -1.3 -1.5 -1.9 -1.8 -2.2 10.7 -0.4 20.0 -6.4 16.9 -14.9 20.0 20.0 -0.5 20.0 -20.0 0.8 -20.0 -10.7 -20.0 -13.6 13.5 -0.8 15.1 -6.5
FTSETAIWAN -15.7 -0.9 10.5 13.6 20.0 20.0 20.0 20.0 10.9 13.4 14.2 10.9 13.3 7.3 10.8 -2.3 3.7 -1.1 1.7 11.2 18.6 10.5 18.6 6.5 -17.6 20.0 20.0 20.0 19.8 20.0 9.2 8.5 2.6 -3.9 -0.7 18.3 -4.0 -15.6 -8.0 -20.0
FTSEVIET 15.3 -10.3 4.6 18.0 20.0 20.0 20.0 20.0 14.4 17.6 14.4 19.4 15.5 2.0 2.6 2.8 -0.9 0.7 -0.9 13.0 20.0 20.0 20.0 16.5 -15.5 20.0 20.0 20.0 20.0 20.0 20.0 1.5 6.8 20.0 -4.8 13.0 10.8 20.0 8.6 7.1
GASOIL -14.1 5.0 5.9 -11.7 20.0 -10.5 6.1 -9.7 -6.3 4.2 10.2 -11.4 7.3 0.3 3.7 20.0 18.2 20.0 20.0 2.7 7.0 -7.5 5.8 -5.1 -10.4 10.7 2.0 20.0 -18.4 19.3 -10.4 16.0 -20.0 -9.2 10.8 18.5 7.6 14.5 -4.6 5.0
GASOLINE -5.9 4.0 0.4 -15.2 20.0 -13.6 8.0 -12.6 -8.2 2.7 3.7 -11.3 1.5 0.3 1.0 -2.7 19.4 9.8 18.1 -0.1 1.1 -3.2 0.5 -2.7 -20.0 -13.6 -13.2 -10.3 -20.0 -8.2 -20.0 15.8 -13.5 -9.8 4.0 1.0 20.0 20.0 20.0 20.0
GAS_US_mini 9.2 20.0 10.2 -19.4 20.0 -17.4 10.2 -16.1 -10.5 20.0 -6.9 20.0 -16.7 20.0 20.0 20.0 -20.0 -20.0 -20.0 20.0 4.8 20.0 -8.5 20.0 20.0 20.0 20.0 18.5 20.0 -9.5 20.0 -20.0 20.0 20.0 20.0 20.0 -1.6 -9.0 -19.0 -20.0
GBP 12.3 -11.6 -15.0 -1.1 20.0 20.0 20.0 20.0 -3.4 20.0 -5.6 20.0 13.2 3.1 -12.1 0.2 -0.0 0.3 0.1 -8.2 -7.2 20.0 5.3 8.3 13.2 -20.0 20.0 -17.3 20.0 16.5 20.0 -0.1 20.0 20.0 -11.0 -19.5 11.9 -8.3 20.0 19.3
GBPCHF 15.1 2.2 -4.4 -1.1 20.0 20.0 20.0 20.0 -3.4 20.0 -10.9 20.0 -6.4 19.1 -2.7 17.7 18.0 18.1 18.0 3.0 -6.7 20.0 -6.3 19.3 6.3 13.5 20.0 -19.2 20.0 -15.7 20.0 20.0 20.0 20.0 6.1 -12.4 6.6 20.0 10.8 20.0
GBPEUR -10.4 1.4 3.7 -1.2 20.0 20.0 20.0 20.0 -3.5 -20.0 20.0 -20.0 19.8 -1.8 10.1 -12.0 -12.6 -12.6 -12.7 4.9 12.8 -20.0 12.2 -8.7 15.8 14.3 -20.0 20.0 -20.0 20.0 -20.0 -20.0 -20.0 -20.0 18.4 -1.1 -20.0 -20.0 -17.8 -20.0
GBPJPY 13.3 6.4 3.7 -1.2 20.0 20.0 20.0 20.0 -3.6 20.0 20.0 20.0 20.0 20.0 20.0 13.6 15.3 14.2 14.7 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -5.6 -6.4 -2.0 4.6
GICS -1.8 2.7 4.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 13.5 14.2 12.0 11.2 13.1 11.2 3.2 4.3 3.3 7.1 7.4 17.3 5.7 9.1 -20.0 20.0 20.0 20.0 10.3 20.0 4.8 19.6 14.3 12.8 20.0 20.0 14.2 20.0 20.0 20.0
GILT -11.0 9.0 10.8 -7.1 -20.0 8.4 -20.0 10.0 -20.0 7.8 8.2 5.1 -6.5 8.0 9.7 20.0 13.6 20.0 20.0 6.0 4.6 4.4 -0.9 4.4 -4.5 16.7 7.2 16.3 10.4 3.1 10.1 20.0 20.0 5.3 19.3 6.3 10.5 -4.9 11.4 -20.0
GOLD_micro 4.8 9.7 4.5 20.0 14.2 20.0 19.3 20.0 19.7 5.5 8.2 8.8 9.7 2.2 7.2 -8.2 -12.2 -9.6 -10.9 16.5 20.0 8.9 20.0 11.9 -20.0 20.0 2.3 20.0 8.9 20.0 20.0 -9.2 -4.5 6.5 15.0 20.0 1.7 1.8 -1.8 -5.7
HANGENT_mini -10.9 -9.2 -6.9 20.0 20.0 20.0 20.0 20.0 17.3 17.3 13.1 -7.5 19.4 -9.1 -8.0 -4.4 -1.3 -3.9 -2.6 -3.3 7.4 -2.8 19.5 -7.2 8.6 -11.3 18.2 20.0 -8.1 20.0 -20.0 0.4 -20.0 -12.6 -20.0 -12.0 -13.6 5.7 -11.9 -7.7
HANGTECH -12.6 -16.1 -3.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 1.8 -7.5 15.8 -18.8 -18.0 -3.8 -3.2 -3.7 -3.4 -14.5 1.2 -6.4 15.8 -17.6 11.2 -20.0 18.9 15.6 -16.7 20.0 -20.0 -1.9 -20.0 -20.0 -20.0 -13.9 -8.2 -1.1 -10.6 -12.8
HANG_mini -10.8 -7.8 -4.4 16.8 20.0 20.0 20.0 20.0 13.4 14.5 12.7 -3.2 15.6 -4.2 -1.0 -4.7 -0.8 -3.5 -2.0 0.9 9.9 0.2 19.2 -2.7 12.0 -0.1 15.0 20.0 -0.2 20.0 -8.0 1.4 -12.5 -7.0 -14.8 -4.5 -15.9 8.5 -13.4 -6.0
HEATOIL -11.8 6.1 2.0 -10.6 20.0 -9.5 5.6 -8.8 -5.7 2.2 8.7 -12.9 7.2 -1.3 1.8 20.0 12.5 16.8 14.3 2.6 5.8 -6.8 5.2 -4.1 -20.0 7.2 -1.8 12.6 -19.7 13.0 -8.9 5.3 -20.0 -5.2 12.7 7.9 20.0 9.3 -4.6 -9.7
IBEX -7.0 -1.4 1.9 20.0 20.0 20.0 20.0 20.0 19.1 20.0 20.0 19.8 20.0 19.5 20.0 4.1 3.7 4.2 4.0 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 9.7 20.0 20.0 20.0 20.0 15.9 20.0 12.1 20.0
IRON 8.3 -2.8 4.3 20.0 20.0 20.0 20.0 20.0 20.0 4.6 20.0 20.0 20.0 17.2 15.4 20.0 16.3 20.0 20.0 10.4 12.5 16.1 12.8 14.4 -15.6 20.0 12.6 20.0 20.0 20.0 20.0 20.0 -10.8 11.7 -10.9 -20.0 2.3 -5.9 -17.6 -8.7
IRS -10.3 2.3 5.5 -1.7 19.3 20.0 9.3 20.0 -4.8 9.3 14.4 -3.2 13.9 2.6 10.1 -1.7 -2.7 -1.7 -2.0 10.4 16.2 5.8 18.2 5.5 -1.6 20.0 16.5 20.0 13.9 20.0 14.8 -3.9 2.4 1.1 12.9 20.0 -20.0 -20.0 -20.0 -20.0
JGB -20.0 -13.4 -14.5 -7.9 -20.0 9.3 -20.0 11.0 -20.0 -15.8 -18.0 -17.9 -16.6 -18.3 -18.3 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -1.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -20.0 -20.0 -20.0 -20.0 -3.0 -20.0 0.6 -20.0
JGB-SGX-mini -20.0 -12.7 -16.0 -7.4 -20.0 8.8 -20.0 10.4 -20.0 -15.0 -17.0 -16.8 -15.4 -17.2 -17.2 20.0 17.2 18.5 17.2 -20.0 -20.0 -20.0 -20.0 -20.0 -6.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -20.0 -20.0 -20.0 -20.0 -10.1 -20.0 -3.7 -20.0
JP-REALESTATE -10.8 -3.0 3.7 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 -16.8 20.0 10.0 19.3 16.8 13.6 15.7 14.3 20.0 20.0 -15.8 20.0 6.0 18.6 20.0 -20.0 20.0 -20.0 20.0 18.2 20.0 -20.0 -5.8 20.0 20.0 4.1 6.4 3.1 -13.8
JPY -1.0 -16.2 -19.1 -0.7 20.0 20.0 14.0 20.0 -2.1 12.8 -16.6 -2.0 -13.6 -11.7 -15.6 -11.2 -12.4 -11.2 -11.5 -20.0 -20.0 -1.0 -17.4 -12.9 20.0 -20.0 8.8 -20.0 -8.2 -20.0 -20.0 -19.7 1.5 -19.3 -20.0 -20.0 -6.1 -14.1 -2.2 3.2
KOSDAQ -6.6 3.8 14.6 20.0 20.0 20.0 20.0 20.0 17.6 8.1 20.0 12.4 18.1 17.3 19.5 -0.3 -1.0 -0.4 -0.6 20.0 20.0 13.9 20.0 18.5 13.5 20.0 -4.1 20.0 20.0 20.0 20.0 2.0 -12.9 7.9 20.0 20.0 20.0 13.7 5.7 0.9
KOSPI_mini -20.0 -16.5 0.9 7.9 20.0 16.5 15.8 19.8 6.3 7.6 7.8 3.2 7.7 3.8 6.2 -0.4 -0.2 -0.9 -0.8 11.2 16.0 4.8 14.6 5.1 7.7 20.0 15.1 20.0 7.8 20.0 10.9 2.7 -1.8 -2.4 20.0 20.0 12.6 10.0 6.6 2.9
KR10 -6.6 -20.0 -19.0 -9.1 -20.0 10.7 -20.0 12.7 -20.0 -8.3 -18.5 -14.9 -10.2 -18.4 -18.8 8.5 -0.6 7.1 3.2 -20.0 -20.0 -20.0 -11.7 -20.0 -19.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -5.2 -1.1 -20.0 -20.0 -20.0 10.7 9.9 7.7 -5.2
KR3 -3.0 -20.0 -20.0 -8.3 -20.0 9.8 -20.0 11.6 -20.0 -8.0 -17.4 -14.1 -9.5 -17.1 -17.9 7.5 -0.5 6.5 4.0 -20.0 -20.0 -20.0 -11.8 -20.0 -16.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -4.0 -9.2 -20.0 -20.0 -20.0 -2.5 7.0 0.2 -1.7
KRWUSD_mini 2.6 -16.5 -18.9 -1.0 20.0 20.0 20.0 20.0 -3.2 -17.6 -20.0 -20.0 -17.5 -20.0 -20.0 -6.0 -7.3 -7.1 -7.3 -20.0 -20.0 -14.4 -20.0 -20.0 20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.1 -14.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0
LEANHOG 4.7 -20.0 -17.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 17.9 -0.9 9.0 8.2 -7.9 -15.0 -8.2 20.0 17.9 20.0 -13.9 -8.5 11.1 2.3 -3.9 4.8 -20.0 20.0 -20.0 20.0 -1.7 -4.4 20.0 20.0 20.0 -17.5 7.4 3.5 7.9 15.7 15.0
LIVECOW -4.3 -20.0 -20.0 -20.0 -10.3 -20.0 -17.8 -20.0 -20.0 8.0 1.1 5.2 5.5 -3.8 -4.6 -4.6 9.9 -2.6 3.6 -6.1 -0.9 7.7 5.6 -2.6 -19.8 -15.9 20.0 -0.6 4.9 17.7 -13.2 20.0 8.5 2.1 -12.9 3.9 20.0 15.3 20.0 19.9
LUMBER-new -11.0 -20.0 -20.0 -20.0 -19.1 -20.0 -20.0 -20.0 -20.0 -0.6 -15.8 -12.3 -12.8 -15.9 -16.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.6 -19.1 -20.0 NaN -20.0 5.4 -20.0 -20.0 -20.0 -20.0 -20.0 7.1 -16.7 -20.0 -20.0 4.8 20.0 8.0 20.0
MILK -16.7 -5.4 -15.2 -20.0 -11.3 -20.0 -20.0 -20.0 -20.0 10.4 -16.3 -11.2 -15.4 -13.5 -15.5 20.0 8.7 20.0 20.0 -20.0 -20.0 -10.4 -20.0 -19.8 18.8 -20.0 1.2 -20.0 -20.0 -20.0 -20.0 20.0 -7.5 -20.0 -11.7 -11.1 -20.0 -20.0 -19.0 -19.5
MILKDRY 3.6 -2.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -3.7 -20.0 -15.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.2 -20.0 -20.0 20.0 -20.0 -3.1 -20.0 -16.6 -20.0 -20.0 -20.0 -2.5 1.0 -20.0 -20.0 4.4 -3.6 8.9 -0.1
MILKWET 15.8 -13.5 -20.0 -20.0 -10.7 -20.0 -20.0 -20.0 -20.0 -1.7 -16.8 -13.9 -15.8 -15.8 -16.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.5 -20.0 -20.0 7.8 -20.0 3.3 -20.0 -20.0 -20.0 -20.0 -20.0 -3.8 -0.9 -20.0 -20.0 3.7 2.8 9.9 5.3
MILLWHEAT -5.1 13.5 -7.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -3.7 -20.0 -15.7 -20.0 -17.9 -20.0 -5.4 -20.0 -12.3 -16.4 -16.8 -20.0 -11.7 -20.0 -14.0 16.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.0 -18.5 -15.0 8.6 0.3 8.7 -3.8 14.7 1.1
MSCISING -9.8 -10.1 -4.2 20.0 20.0 20.0 20.0 20.0 17.0 -3.3 16.8 -12.1 20.0 -14.1 -0.8 -2.5 2.5 -0.2 1.4 0.8 16.7 -6.7 20.0 -6.4 -10.4 4.1 -20.0 20.0 -16.9 20.0 -14.5 6.9 -20.0 -12.4 -18.6 5.2 5.0 20.0 2.6 20.0
MUMMY -8.3 -17.3 -20.0 13.8 20.0 20.0 20.0 20.0 11.1 -10.8 0.2 -12.3 8.0 -13.1 -13.2 4.1 6.0 4.7 5.4 -13.0 -6.1 -12.3 2.0 -13.7 20.0 -20.0 -20.0 -20.0 -20.0 -9.0 -20.0 12.9 -20.0 -17.0 -20.0 -20.0 8.9 10.5 2.9 5.4
MXP 4.1 -4.2 3.2 -1.2 20.0 20.0 20.0 20.0 -3.6 20.0 20.0 20.0 20.0 20.0 20.0 13.8 14.7 14.1 14.3 19.4 20.0 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 18.3 19.5 6.5 11.5 12.4 20.0
NASDAQ_micro -8.3 -8.0 -1.3 12.8 20.0 20.0 20.0 20.0 10.2 12.5 12.5 11.6 12.7 3.7 6.5 -8.4 -10.2 -9.5 -9.9 7.9 13.9 11.7 17.2 7.0 -19.1 11.0 17.5 20.0 14.5 20.0 5.4 -12.9 9.8 -4.9 -1.2 7.8 -4.2 -20.0 -6.4 -20.0
NIKKEI -19.0 1.2 15.1 11.0 20.0 20.0 20.0 20.0 8.8 10.3 10.6 2.2 10.5 2.9 7.9 5.3 7.8 3.9 5.7 12.4 18.9 4.5 17.6 4.7 -14.7 20.0 16.9 20.0 7.9 20.0 9.9 14.7 -5.6 -7.2 14.7 20.0 -3.5 5.8 -15.3 -1.7
NIKKEI400 -6.5 9.0 12.6 16.5 20.0 20.0 20.0 20.0 13.2 14.7 18.6 14.0 17.5 16.2 17.4 0.0 3.0 0.8 2.0 20.0 20.0 9.1 20.0 12.3 -14.3 20.0 20.0 20.0 20.0 20.0 20.0 7.7 -10.3 5.6 18.4 20.0 -10.8 2.6 -20.0 -2.0
NOK -1.7 -9.6 -3.8 -1.2 20.0 20.0 20.0 20.0 -3.7 14.1 7.9 5.6 18.9 -6.6 -13.2 0.3 0.0 0.4 0.3 -5.3 3.9 7.9 14.9 -1.6 20.0 -20.0 8.4 -5.3 -8.9 20.0 -20.0 0.1 -1.9 -7.7 -12.2 -9.8 4.4 20.0 8.2 20.0
NZD 16.3 -2.2 -13.4 -0.9 20.0 20.0 17.6 20.0 -2.7 18.9 -11.6 19.6 -12.0 6.5 -12.7 -5.1 -3.8 -5.0 -4.6 -9.7 -15.0 20.0 -11.8 7.3 20.0 -20.0 20.0 -20.0 20.0 -20.0 3.4 -7.1 20.0 7.8 -11.3 -20.0 4.7 20.0 10.2 20.0
OAT -7.7 1.7 4.6 -11.1 -20.0 13.1 -20.0 15.6 -20.0 -20.0 7.6 -20.0 -3.9 -8.3 8.4 19.1 14.3 19.6 18.3 0.9 1.9 -17.9 -2.7 -7.2 1.8 2.2 -20.0 8.3 -20.0 0.0 -20.0 20.0 9.1 6.1 10.0 -2.2 1.4 20.0 4.1 20.0
OATIES 2.2 5.3 -14.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.9 -18.2 -5.5 -12.4 -3.7 -15.4 -20.0 -13.3 -20.0 -20.0 -11.5 -16.2 -4.5 -14.0 -5.1 -2.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.7 0.1 10.4 5.7 -10.1 -13.1 -17.5 -5.7 -14.7
OJ -11.1 -20.0 -20.0 -20.0 -9.2 -20.0 -15.8 -20.0 -20.0 0.9 -7.4 -4.3 -7.1 -6.3 -7.6 -6.7 3.2 -4.3 -1.3 -16.4 -15.7 -5.3 -13.0 -12.1 -20.0 -20.0 -7.8 -20.0 -16.9 -20.0 -20.0 16.0 -2.2 -11.1 -16.8 -9.8 -13.2 -19.9 -4.0 -17.6
OMX -12.9 7.9 15.8 15.7 20.0 20.0 20.0 20.0 12.6 15.5 15.8 10.4 15.9 10.2 12.1 -5.3 -5.8 -5.7 -5.8 20.0 20.0 14.9 20.0 13.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -6.0 6.9 4.0 20.0 19.2 -3.7 6.6 -9.4 -15.5
OMX-SWE -7.1 -0.1 12.4 20.0 20.0 20.0 20.0 20.0 17.4 20.0 20.0 19.6 19.7 16.5 18.6 -4.7 -1.9 -3.7 -2.8 18.2 20.0 20.0 17.5 17.9 5.0 20.0 20.0 20.0 20.0 20.0 20.0 -0.2 20.0 15.1 15.1 14.3 -0.4 20.0 -15.0 -11.4
PALLAD -3.3 2.2 11.4 20.0 16.5 20.0 20.0 20.0 20.0 6.1 6.1 6.8 5.7 -4.6 3.2 -3.5 -3.4 -3.3 -3.4 8.2 11.4 6.2 10.2 5.6 5.7 20.0 4.0 20.0 5.2 20.0 8.9 4.2 -7.5 -4.4 2.0 5.1 -2.5 -16.8 -9.4 -12.0
PLAT 4.2 1.8 6.5 20.0 20.0 20.0 20.0 20.0 20.0 8.5 12.0 11.1 11.6 1.0 6.9 -5.4 -4.3 -4.5 -4.2 13.3 19.5 16.3 20.0 14.0 -10.5 17.2 -4.6 20.0 2.0 20.0 3.0 2.9 -7.4 -4.5 -16.3 -0.6 20.0 8.7 13.4 -0.4
PLN 5.0 -5.9 -2.9 -1.2 20.0 20.0 20.0 20.0 -3.6 14.4 17.9 19.1 20.0 17.7 2.7 1.2 2.6 1.7 2.1 5.0 11.4 14.6 20.0 10.4 -20.0 13.8 20.0 20.0 20.0 20.0 20.0 3.7 17.7 16.9 10.7 -2.4 4.7 -20.0 15.9 2.8
R1000 3.6 -2.0 1.9 19.2 20.0 20.0 20.0 20.0 15.3 18.6 20.0 19.3 18.6 16.2 16.0 -12.4 -13.2 -13.7 -13.7 13.2 14.1 20.0 15.2 18.2 -12.5 20.0 20.0 20.0 20.0 20.0 20.0 -18.7 10.3 15.0 3.5 6.5 2.7 8.9 -5.3 -16.0
RAPESEED -3.2 9.7 -3.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.3 -13.2 -17.0 5.3 8.1 6.5 7.7 3.0 2.9 1.4 1.2 -1.8 -14.9 -0.6 -3.9 -10.4 4.0 -20.0 -1.7 -20.0 -2.6 -15.4 18.0 -19.3 5.3 20.0 20.0 0.3 17.5 17.6 20.0
REDWHEAT -2.5 20.0 5.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 13.4 -17.3 -7.5 -20.0 3.4 -0.5 -13.1 -18.5 -16.9 -18.7 -2.1 -11.7 0.3 -20.0 0.1 15.4 6.9 9.2 -13.0 7.7 -20.0 9.6 -16.7 8.4 10.3 20.0 18.6 -20.0 -20.0 -20.0 -20.0
RICE 7.5 3.9 -20.0 -20.0 -12.5 -20.0 -20.0 -20.0 -20.0 -5.1 -11.3 -7.5 -11.0 -9.5 -11.0 -20.0 -15.5 -20.0 -20.0 -16.6 -20.0 -7.2 -20.0 -10.8 4.0 -20.0 -10.3 -20.0 -17.0 -20.0 -20.0 -17.0 -8.2 -0.2 -12.4 -20.0 -8.8 -15.2 2.5 -12.2
ROBUSTA -9.3 -0.2 11.9 -20.0 -13.0 -20.0 -20.0 -20.0 -20.0 -9.7 2.4 -3.2 0.4 -1.5 4.4 11.6 14.6 10.5 12.3 1.5 2.9 -8.0 2.5 -3.9 -20.0 1.9 -20.0 5.5 -18.1 6.5 -9.6 20.0 -12.2 -4.7 7.2 20.0 -3.9 19.7 9.0 20.0
RUBBER 0.5 3.6 3.1 -20.0 -13.5 -20.0 -20.0 -20.0 -20.0 -12.5 -3.0 -10.2 -19.3 -0.5 -10.0 1.8 -1.8 1.4 0.1 -1.5 -5.7 -7.0 -12.9 -3.5 NaN -20.0 -14.4 -20.0 -20.0 -20.0 -20.0 NaN NaN NaN NaN NaN 11.6 12.3 NaN NaN
RUSSELL 0.9 -7.4 6.5 13.5 20.0 20.0 20.0 20.0 10.8 12.1 12.8 13.2 10.9 8.4 8.9 -4.9 -6.2 -5.4 -5.7 5.8 8.7 15.6 9.0 9.0 11.0 8.2 20.0 18.3 20.0 19.0 13.3 -6.2 11.6 3.9 -4.4 7.7 -9.4 -19.2 -15.0 -20.0
SEK 2.0 -7.6 -3.2 -1.2 20.0 20.0 20.0 20.0 -3.6 15.2 6.4 15.3 20.0 5.8 -8.0 -7.1 -6.7 -6.9 -6.8 -0.6 6.7 14.7 19.6 5.5 20.0 -20.0 20.0 -2.1 20.0 20.0 -4.7 -11.2 11.1 4.6 -2.7 -8.8 -7.8 -20.0 0.6 -6.6
SGD_mini -11.5 9.6 18.7 -1.2 20.0 20.0 20.0 20.0 -3.7 -20.0 11.2 -20.0 -3.9 0.5 20.0 20.0 18.5 20.0 20.0 19.7 19.8 -14.9 5.1 0.1 -9.3 20.0 -20.0 20.0 -20.0 20.0 20.0 20.0 -20.0 -11.5 20.0 20.0 20.0 4.6 20.0 16.1
SHATZ -7.7 -5.9 -9.2 -10.3 -20.0 12.2 -20.0 14.5 -20.0 -20.0 -18.8 -20.0 -5.6 -20.0 -19.5 -19.1 -19.1 -15.5 -16.5 -15.3 -13.3 -20.0 -9.7 -19.0 9.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.4 -13.0 -12.1 -19.8 13.4 20.0 16.2 20.0
SILVER 18.9 12.0 8.1 20.0 20.0 20.0 20.0 20.0 20.0 13.2 14.7 14.8 14.3 14.0 14.5 -6.8 -7.8 -7.1 -7.5 20.0 20.0 20.0 20.0 20.0 -15.3 20.0 20.0 20.0 20.0 20.0 20.0 -2.8 20.0 20.0 20.0 20.0 7.8 20.0 -0.0 7.0
SMI 12.7 6.8 11.4 19.9 20.0 20.0 20.0 20.0 15.9 19.4 18.5 20.0 13.4 20.0 19.8 7.0 4.6 6.2 5.1 20.0 18.5 20.0 14.0 20.0 3.0 20.0 20.0 20.0 20.0 20.0 20.0 11.3 5.0 20.0 20.0 19.9 8.9 20.0 4.2 20.0
SMI-MID 1.7 5.1 -3.7 16.1 20.0 20.0 20.0 20.0 8.6 16.5 18.1 8.8 17.9 9.2 10.2 3.9 1.6 3.7 3.0 9.5 10.0 13.0 12.9 11.4 15.6 16.4 20.0 9.1 20.0 10.7 20.0 7.1 0.4 18.9 11.2 -13.5 7.6 20.0 1.5 20.0
SOFR 1.8 -9.4 -2.7 -11.6 -20.0 13.7 -20.0 16.3 -20.0 -20.0 14.4 -9.6 17.3 -4.3 -4.1 8.2 6.6 8.1 7.9 1.1 8.9 -12.0 14.8 -3.4 -20.0 8.8 -20.0 20.0 -20.0 20.0 1.4 5.5 11.0 20.0 5.1 7.4 -8.2 -20.0 -7.9 -20.0
SONIA3 -9.1 3.5 3.9 -11.7 -20.0 13.8 -20.0 16.4 -20.0 -1.9 17.0 -0.2 6.3 9.8 12.8 7.3 5.1 7.2 6.8 7.1 8.9 0.3 6.9 3.3 9.8 20.0 -20.0 20.0 -1.6 20.0 7.3 3.3 20.0 9.8 20.0 6.6 -0.5 -2.9 -0.1 -20.0
SOYBEAN_mini -7.4 20.0 13.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.2 10.2 -13.2 4.2 9.9 12.0 -9.4 -9.9 -12.1 -11.9 15.1 12.2 -6.7 3.5 6.6 -5.8 20.0 -20.0 20.0 -18.0 18.4 20.0 -3.6 -14.3 11.7 20.0 20.0 -20.0 -12.7 -18.5 -8.4
SOYMEAL -10.3 20.0 20.0 -20.0 -17.4 -20.0 -20.0 -20.0 -20.0 -13.4 4.3 -13.8 -8.2 5.9 7.5 -12.6 -17.4 -15.7 -18.0 10.3 6.3 -10.9 -3.6 1.4 -5.5 20.0 -20.0 20.0 -18.5 -1.2 18.3 -15.6 -15.5 5.9 20.0 20.0 -17.7 -20.0 -6.6 -20.0
SOYOIL 10.8 1.0 -8.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 5.1 -0.1 11.2 10.3 14.6 -8.6 -9.3 -5.7 -8.8 -7.5 3.1 1.5 10.4 8.1 11.1 -9.4 -3.1 -20.0 -0.7 -5.5 12.1 3.6 3.6 -2.8 20.0 19.5 10.1 -20.0 -20.0 -20.0 -19.2
SP400 4.6 -3.4 -0.2 14.9 20.0 20.0 20.0 20.0 11.9 14.6 13.1 15.2 7.2 11.2 5.1 -6.1 -6.8 -6.4 -6.5 3.5 3.9 15.4 4.9 9.3 -5.3 -0.8 20.0 0.8 20.0 3.1 12.3 -7.5 7.5 5.4 -6.0 -7.3 -8.6 -20.0 -14.8 -20.0
SP500_micro -5.2 -3.3 -0.6 16.5 20.0 20.0 20.0 20.0 13.2 16.3 17.2 16.0 17.1 9.1 11.2 -9.3 -11.1 -10.2 -10.6 10.9 18.0 14.8 20.0 10.2 -18.9 10.0 20.0 20.0 20.0 20.0 8.3 -14.2 9.6 0.0 -6.9 6.3 -4.1 -20.0 -6.8 -20.0
SPI200 -20.0 -20.0 -7.8 20.0 20.0 20.0 20.0 20.0 19.0 9.7 13.6 -11.7 19.3 -19.1 -15.7 -11.6 -11.3 -13.8 -13.5 -20.0 -1.6 -9.1 15.8 -20.0 -6.1 -20.0 3.6 -11.1 -20.0 20.0 -20.0 -17.2 -20.0 -20.0 -20.0 -20.0 7.0 20.0 -1.5 2.7
STEEL 5.7 12.1 8.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 0.2 20.0 20.0 20.0 -11.2 3.0 -5.7 20.0 14.3 20.0 0.2 20.0 0.5 20.0 20.0 20.0 20.0 20.0 20.0 -4.8 4.0 18.9 20.0 -8.9 -20.0 -20.0 -20.0 -20.0
SUGAR11 18.9 -7.4 -9.4 -20.0 -19.0 -20.0 -20.0 -20.0 -20.0 -5.9 -14.7 6.8 -15.4 -6.1 -11.6 20.0 11.1 15.2 9.9 -12.2 -19.0 2.0 -20.0 -1.9 -12.1 -20.0 -0.4 -20.0 5.9 -20.0 -7.5 20.0 3.0 20.0 -12.2 -5.5 -16.6 -20.0 -6.7 -16.5
SUGAR_WHITE 20.0 -7.2 -8.7 -20.0 -18.9 -20.0 -20.0 -20.0 -20.0 -4.8 -11.1 6.9 -12.6 -1.4 -8.7 7.3 12.1 8.1 10.0 -6.6 -11.3 3.4 -11.5 1.7 -20.0 -14.3 -4.0 -20.0 8.6 -20.0 6.3 20.0 6.0 20.0 -4.7 2.3 -20.0 -20.0 -12.0 -20.0
TWD 4.5 -2.7 -10.7 -0.6 19.6 20.0 12.0 20.0 -1.8 6.2 -15.6 -11.8 -15.1 -13.2 -14.9 -13.4 -15.8 -15.2 -15.3 -15.3 -14.5 -4.8 -10.3 -11.3 11.6 -20.0 2.7 -20.0 -5.1 -10.4 -15.8 -20.0 -7.7 -6.2 -9.4 -20.0 -20.0 -20.0 -20.0 -20.0
US-MATERIAL 11.6 -6.3 -8.4 18.8 20.0 20.0 20.0 20.0 19.7 5.5 3.3 10.8 0.3 5.3 -5.6 -6.9 -7.4 -7.4 -7.4 -3.3 -4.9 8.1 -3.5 4.6 0.7 -12.0 4.0 -14.5 15.3 -12.3 5.0 -8.5 -0.9 7.1 -13.3 -17.1 -5.3 -20.0 -9.8 -20.0
US-PROPERTY -1.5 -7.5 -3.1 20.0 20.0 20.0 20.0 20.0 20.0 -12.3 2.3 -0.5 -0.7 -12.9 -13.6 -8.7 -8.5 -8.8 -8.7 -8.2 -5.9 -2.1 -2.5 -5.8 20.0 -20.0 -0.4 -10.1 -13.4 2.7 -20.0 -10.5 -20.0 -17.2 -18.9 -13.5 6.2 20.0 -0.4 -17.1
US10 -0.4 -7.3 5.9 -9.1 -20.0 10.7 -20.0 12.8 -20.0 -17.1 14.4 -7.4 5.9 -2.4 8.2 2.5 0.3 2.4 1.9 3.4 8.2 -7.7 8.2 -1.3 5.0 15.1 -20.0 20.0 -9.5 20.0 5.3 -4.5 15.0 19.4 6.1 12.5 -19.9 -20.0 -16.6 -20.0
US10U -1.9 -5.9 9.4 -12.8 -20.0 15.1 -20.0 18.0 -20.0 -20.0 20.0 -9.4 4.1 -4.2 13.6 0.5 -1.2 0.5 -0.2 6.4 12.7 -9.8 10.3 -1.0 -12.7 20.0 -20.0 20.0 -17.4 20.0 7.1 -7.7 20.0 20.0 9.3 20.0 -8.9 -17.4 -10.6 -20.0
US2 -0.9 -8.8 1.6 -9.4 -20.0 11.1 -20.0 13.2 -20.0 -17.1 0.8 -9.7 -3.5 -12.4 -5.2 -13.9 -17.5 -14.3 -15.0 -3.2 1.1 -9.9 1.9 -6.0 17.9 -6.0 -20.0 7.7 -20.0 16.7 -13.0 -20.0 5.6 12.4 -3.8 2.1 -18.5 -12.5 -20.0 -19.6
US20 -6.8 -8.1 11.2 -8.8 -20.0 10.4 -20.0 12.3 -20.0 -16.7 10.8 -14.1 -4.1 -13.4 5.6 4.1 3.5 4.4 4.3 1.0 6.3 -11.4 3.6 -5.9 -8.7 8.0 -20.0 20.0 -20.0 20.0 -13.1 0.0 12.6 9.6 1.1 13.9 1.4 12.0 -3.0 -6.1
US3 0.9 -6.9 2.4 -13.6 -20.0 16.0 -20.0 19.1 -20.0 -20.0 16.3 -8.4 6.6 -6.4 3.8 -5.8 -6.8 -5.4 -5.7 2.3 8.3 -9.9 10.5 -2.0 13.2 12.2 -20.0 20.0 -19.4 20.0 2.0 -16.5 16.5 20.0 6.0 10.6 -20.0 -14.9 -20.0 -20.0
US30 -7.9 -6.7 11.0 -10.1 -20.0 11.9 -20.0 14.2 -20.0 -19.4 7.3 -17.6 -9.6 -18.3 4.0 1.5 -2.4 0.0 -1.2 -1.0 3.9 -13.0 -0.6 -8.4 -5.4 2.7 -20.0 20.0 -20.0 14.6 -20.0 -9.6 16.4 7.7 -0.1 11.7 1.0 6.7 -1.7 -6.5
US5 0.5 -7.2 2.3 -9.6 -20.0 11.3 -20.0 13.4 -20.0 -17.6 12.7 -8.5 5.9 -4.5 3.5 -1.8 -3.7 -2.0 -2.5 1.5 6.2 -8.7 7.5 -2.3 9.2 8.4 -20.0 20.0 -16.3 20.0 -0.3 -11.4 10.8 18.5 4.0 8.2 -20.0 -20.0 -20.0 -20.0
V2X -7.1 -4.9 -7.1 -20.0 -20.0 -13.4 -20.0 7.7 -20.0 -20.0 -20.0 -20.0 -11.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.1 -7.5 -20.0 -2.0 -20.0 -20.0 -20.0 -20.0 -8.6 -20.0 20.0 -20.0 4.0 -0.5 -3.3 -5.9 0.8 -11.5 -20.0 6.5 4.1
VIX -5.4 0.4 -6.3 -20.0 -20.0 -13.6 -20.0 7.7 -20.0 -20.0 -20.0 -20.0 -14.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -10.9 -9.2 -20.0 -6.9 -19.4 15.4 -17.3 -20.0 -16.6 -20.0 -5.1 -20.0 -4.0 8.2 8.4 8.7 -5.2 -3.4 -20.0 13.4 20.0
WHEAT -8.0 14.6 4.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.4 -19.4 -20.0 -20.0 -8.4 -7.8 -16.8 -20.0 -18.7 -20.0 -7.0 -12.4 -12.1 -20.0 -9.6 19.8 -7.3 -20.0 -13.8 -20.0 -20.0 -19.4 -19.3 -9.1 0.4 20.0 19.8 -20.0 -20.0 -20.0 -20.0
WHEY -20.0 4.4 15.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 16.0 20.0 8.5 15.1 13.7 16.7 -20.0 -16.1 -20.0 -20.0 20.0 20.0 17.6 20.0 16.6 -16.2 20.0 20.0 20.0 15.7 20.0 20.0 -14.9 20.0 10.7 20.0 20.0 -15.1 -20.0 -7.4 -20.0
YENEUR 5.7 9.2 6.3 -1.0 20.0 20.0 20.0 20.0 -3.1 -3.7 20.0 19.0 20.0 20.0 20.0 7.7 8.3 7.8 7.9 20.0 20.0 12.3 20.0 20.0 -20.0 20.0 4.8 20.0 20.0 20.0 20.0 13.0 -2.0 20.0 20.0 20.0 -20.0 -16.8 -20.0 -8.1
ZAR 2.6 1.7 7.6 -1.2 20.0 20.0 20.0 20.0 -3.8 20.0 20.0 20.0 20.0 20.0 20.0 6.5 6.5 6.4 6.3 15.7 18.9 19.0 20.0 16.0 -9.5 20.0 20.0 20.0 20.0 20.0 20.0 10.3 18.9 17.0 18.2 12.7 20.0 20.0 20.0 20.0
End of report for fut_strategy_v1_8