#YAML
# start_date: 2000-01-19
use_forecast_weight_estimates: False
use_forecast_div_mult_estimates: False
use_instrument_weight_estimates: False
use_instrument_div_mult_estimates: True
use_forecast_scale_estimates: False
#
#
#
#
#
#
#
# Raw data
#
#
# Trading rules
#
volatility_calculation:
  func: "sysquant.estimators.vol.mixed_vol_calc"
  days: 35
  min_periods: 10
  vol_abs_min: 0.0000000001
  slow_vol_years: 20
  proportion_of_slow_vol: 0.35
  backfill: True
#
use_attenuation:
   - 'breakout10'
   - 'breakout20'
   - 'breakout40'
   - 'breakout80'
   - 'breakout160'
   - 'breakout320'
   - 'relmomentum10'
   - 'relmomentum20'
   - 'relmomentum40'
   - 'relmomentum80'
   - 'mrinasset1000'
   - 'assettrend2'
   - 'assettrend4'
   - 'assettrend8'
   - 'assettrend16'
   - 'assettrend32'
   - 'assettrend64'
   - 'normmom2'
   - 'normmom4'
   - 'normmom8'
   - 'normmom16'
   - 'normmom32'
   - 'normmom64'
   - 'momentum4'
   - 'momentum8'
   - 'momentum16'
   - 'momentum32'
   - 'momentum64'
#
trading_rules:
  breakout10:
     function: systems.provided.rules.breakout.breakout
     data:
         - "rawdata.get_daily_prices"
     other_args:
       lookback: 10
  breakout20:
     function: systems.provided.rules.breakout.breakout
     data:
         - "rawdata.get_daily_prices"
     other_args:
       lookback: 20
  breakout40:
     function: systems.provided.rules.breakout.breakout
     data:
         - "rawdata.get_daily_prices"
     other_args:
       lookback: 40
  breakout80:
     function: systems.provided.rules.breakout.breakout
     data:
         - "rawdata.get_daily_prices"
     other_args:
       lookback: 80
  breakout160:
     function: systems.provided.rules.breakout.breakout
     data:
         - "rawdata.get_daily_prices"
     other_args:
       lookback: 160
  breakout320:
     function: systems.provided.rules.breakout.breakout
     data:
         - "rawdata.get_daily_prices"
     other_args:
       lookback: 320
  relmomentum10:
     function: systems.provided.rules.rel_mom.relative_momentum
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
         - "rawdata.normalised_price_for_asset_class"
     other_args:
       horizon: 10
  relmomentum20:
     function: systems.provided.rules.rel_mom.relative_momentum
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
         - "rawdata.normalised_price_for_asset_class"
     other_args:
       horizon: 20
  relmomentum40:
     function: systems.provided.rules.rel_mom.relative_momentum
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
         - "rawdata.normalised_price_for_asset_class"
     other_args:
       horizon: 40
  relmomentum80:
     function: systems.provided.rules.rel_mom.relative_momentum
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
         - "rawdata.normalised_price_for_asset_class"
     other_args:
       horizon: 80
  mrinasset1000:
     function: systems.provided.rules.cs_mr.cross_sectional_mean_reversion
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
         - "rawdata.normalised_price_for_asset_class"
     other_args:
       horizon: 1000
  carry10:
     function: systems.provided.rules.carry.carry
     data:
         - "rawdata.raw_carry"
     other_args:
         smooth_days: 10
  carry30:
     function: systems.provided.rules.carry.carry
     data:
         - "rawdata.raw_carry"
     other_args:
         smooth_days: 30
  carry60:
     function: systems.provided.rules.carry.carry
     data:
         - "rawdata.raw_carry"
     other_args:
         smooth_days: 60
  carry125:
     function: systems.provided.rules.carry.carry
     data:
         - "rawdata.raw_carry"
     other_args:
         smooth_days: 125
  assettrend2:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.normalised_price_for_asset_class"
     other_args:
         Lfast: 2
         Lslow: 8
  assettrend4:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.normalised_price_for_asset_class"
     other_args:
         Lfast: 4
         Lslow: 16
  assettrend8:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.normalised_price_for_asset_class"
     other_args:
         Lfast: 8
         Lslow: 32
  assettrend16:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.normalised_price_for_asset_class"
     other_args:
         Lfast: 16
         Lslow: 64
  assettrend32:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.normalised_price_for_asset_class"
     other_args:
         Lfast: 32
         Lslow: 128
  assettrend64:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.normalised_price_for_asset_class"
     other_args:
         Lfast: 64
         Lslow: 256
  normmom2:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
     other_args:
         Lfast: 2
         Lslow: 8
  normmom4:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
     other_args:
         Lfast: 4
         Lslow: 16
  normmom8:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
     other_args:
         Lfast: 8
         Lslow: 32
  normmom16:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
     other_args:
         Lfast: 16
         Lslow: 64
  normmom32:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
     other_args:
         Lfast: 32
         Lslow: 128
  normmom64:
     function: systems.provided.rules.ewmac.ewmac_calc_vol
     data:
         - "rawdata.get_cumulative_daily_vol_normalised_returns"
     other_args:
         Lfast: 64
         Lslow: 256
  momentum4:
     function: systems.provided.rules.ewmac.ewmac
     data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
     other_args:
         Lfast: 4
         Lslow: 16
  momentum8:
     function: systems.provided.rules.ewmac.ewmac
     data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
     other_args:
         Lfast: 8
         Lslow: 32
  momentum16:
     function: systems.provided.rules.ewmac.ewmac
     data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
     other_args:
         Lfast: 16
         Lslow: 64
  momentum32:
     function: systems.provided.rules.ewmac.ewmac
     data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
     other_args:
         Lfast: 32
         Lslow: 128
  momentum64:
     function: systems.provided.rules.ewmac.ewmac
     data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
     other_args:
         Lfast: 64
         Lslow: 256
  relcarry:
     function: systems.provided.rules.carry.relative_carry
     data:
          - "rawdata.smoothed_carry"
          - "rawdata.median_carry_for_asset_class"
  skewabs365:
     function: systems.provided.rules.factors.factor_trading_rule
     data:
          - 'rawdata.get_demeanded_factor_value'
     other_args:
          smooth: 90
          _factor_name: 'neg_skew'
          _demean_method: 'historic_average_factor_value_all_assets'
          _lookback_days: 365
  skewabs180:
     function: systems.provided.rules.factors.factor_trading_rule
     data:
          - 'rawdata.get_demeanded_factor_value'
     other_args:
          smooth: 45
          _factor_name: 'neg_skew'
          _demean_method: 'historic_average_factor_value_all_assets'
          _lookback_days: 180
  skewrv365:
     function: systems.provided.rules.factors.factor_trading_rule
     data:
          - 'rawdata.get_demeanded_factor_value'
     other_args:
          smooth: 90
          _factor_name: 'neg_skew'
          _demean_method: 'average_factor_value_in_asset_class_for_instrument'
          _lookback_days: 365
  skewrv180:
     function: systems.provided.rules.factors.factor_trading_rule
     data:
          - 'rawdata.get_demeanded_factor_value'
     other_args:
          smooth: 45
          _factor_name: 'neg_skew'
          _demean_method: 'average_factor_value_in_asset_class_for_instrument'
          _lookback_days: 180
  accel16:
    function: systems.provided.rules.accel.accel
    data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
    other_args:
         Lfast: 16
  accel32:
    function: systems.provided.rules.accel.accel
    data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
    other_args:
         Lfast: 32
  accel64:
    function: systems.provided.rules.accel.accel
    data:
         - "rawdata.get_daily_prices"
         - "rawdata.daily_returns_volatility"
    other_args:
         Lfast: 64
#
forecast_cap: 20.0
#
forecast_scalars:
  accel16: 7.8170710605387095
  accel32: 5.563487137713779
  accel64: 3.896720541225276
  assettrend16: 3.549452858682833
  assettrend2: 10.846520114531351
  assettrend32: 2.3449234496490723
  assettrend4: 7.572334583056326
  assettrend64: 1.5465144366886119
  assettrend8: 5.190470936448635
  breakout10: 0.6031025130185256
  breakout160: 0.7388310187414805
  breakout20: 0.6742627921625178
  breakout320: 0.7366197028421859
  breakout40: 0.7036929411910525
  breakout80: 0.726260784624834
  carry10: 27.815707053556984
  carry125: 29.366474500729886
  carry30: 28.384062881349813
  carry60: 28.40072429176199
  momentum16: 4.104172020369661
  momentum32: 2.786994330124792
  momentum4: 8.539940954709955
  momentum64: 1.9093945630747895
  momentum8: 5.949404365193165
  mrinasset1000: 653.253194
  normmom16: 4.116536590599602
  normmom2: 12.388305650778637
  normmom32: 2.758872936017786
  normmom4: 8.614429965006694
  normmom64: 1.8706800701120874
  normmom8: 5.979138542342214
  relcarry: 49.44179741391023
  relmomentum10: 61.24026078373817
  relmomentum20: 86.50746400987076
  relmomentum40: 117.77937298659975
  relmomentum80: 159.87802982511536
  skewabs180: 4.590246757939031
  skewabs365: 2.351483885205172
  skewrv180: 5.244752769697409
  skewrv365: 3.002222097593425
#
# forecast combination
#
# Capital correction
#
percentage_vol_target: 25.0
notional_trading_capital: 500000
base_currency: "USD"
#
# Portfolio creation
#
instrument_div_multiplier: 2.75
risk_overlay:
  max_risk_fraction_normal_risk: 1.75
  max_risk_fraction_stdev_risk: 4.0
  max_risk_limit_sum_abs_risk: 4.0
  max_risk_leverage: 20.0
instrument_weights:
  AEX: 0.00673
  ALUMINIUM: 0.0114
  AUD: 0.00509
  AUDJPY: 0.00533
  BB3M: 0.0048
  BBCOMM: 0.0126
  BITCOIN: 0.0144
  BOBL: 0.00346
  BONO: 0.00666
  BOVESPA: 0.00515
  BRE: 0.00509
  BRENT-LAST: 0.0183
  BTP: 0.00486
  BTP3: 0.00486
  BUND: 0.00346
  BUTTER: 0.0042
  BUXL: 0.00346
  CAC: 0.00673
  CAD: 0.00509
  CH10: 0.00666
  CHEESE: 0.0042
  CHF: 0.00509
  CHFJPY: 0.00533
  CLP: 0.00509
  CNH: 0.00509
  COPPER-micro: 0.0114
  CORN: 0.0112
  COTTON: 0.0102
  CRUDE_W: 0.0183
  CZK: 0.00509
  DAX: 0.00673
  DJSTX-SMALL: 0.00251
  DOW: 0.0124
  EPRA-EUROPE: 0.000598
  ETHANOL: 0.0122
  ETHEREUM: 0.0144
  EU-AUTO: 0.000598
  EU-BANKS: 0.000598
  EU-BASIC: 0.000598
  EU-CHEM: 0.000598
  EU-CONSTRUCTION: 0.000598
  EU-DIV30: 0.00302
  EU-DJ-TELECOM: 0.000598
  EU-DJ-UTIL: 0.000598
  EU-FOOD: 0.000598
  EU-HEALTH: 0.000598
  EU-HOUSE: 0.000598
  EU-INSURE: 0.000598
  EU-MEDIA: 0.000598
  EU-MID: 0.00503
  EU-OIL: 0.000598
  EU-REALESTATE: 0.000598
  EU-RETAIL: 0.000598
  EU-TECH: 0.000598
  EU-TRAVEL: 0.000598
  EURAUD: 0.00533
  EURCAD: 0.00533
  EURCHF: 0.00533
  EURIBOR: 0.00666
  EURO600: 0.00302
  EUROSTX: 0.00302
  EUROSTX-LARGE: 0.00302
  EUROSTX-SMALL: 0.00251
  EUROSTX200-LARGE: 0.00302
  EUR_micro: 0.00509
  FED: 0.0048
  FEEDCOW: 0.0116
  FTSECHINAA: 0.00356
  FTSECHINAH: 0.00356
  FTSEINDO: 0.00515
  FTSETAIWAN: 0.00515
  FTSEVIET: 0.00475
  GAS-LAST: 0.0122
  GAS-PEN: 0.0122
  GASOILINE: 0.0122
  GAS_US_mini: 0.0122
  GBP: 0.00509
  GBPCHF: 0.00533
  GBPEUR: 0.00533
  GBPJPY: 0.00533
  GICS: 0.0126
  GOLD_micro: 0.0114
  HEATOIL: 0.0122
  HOUSE-US: 0.000393
  INR: 0.00509
  IRON: 0.0114
  IRS: 0.00509
  JGB-SGX-mini: 0.0224
  JP-REALESTATE: 0.00359
  JPY: 0.00509
  KOSDAQ: 0.00356
  KOSPI_mini: 0.00356
  KR10: 0.0112
  KR3: 0.0112
  KRWUSD_mini: 0.00509
  LEANHOG: 0.0116
  LIVECOW: 0.0116
  LUMBER-new: 0.0144
  MILK: 0.0042
  MILKDRY: 0.0042
  MILKWET: 0.0042
  MSCIASIA: 0.00823
  MSCISING: 0.00561
  MSCIWORLD: 0.0132
  MUMMY: 0.00359
  MXP: 0.00509
  NASDAQ_micro: 0.0124
  NIFTY: 0.00515
  NIKKEI: 0.00359
  NIKKEI400: 0.00359
  NOK: 0.00509
  NZD: 0.00509
  OAT: 0.00666
  OATIES: 0.0112
  OMX: 0.00673
  PALLAD: 0.0114
  PLAT: 0.0114
  PLN: 0.00509
  R1000: 0.0124
  REDWHEAT: 0.0057
  RICE: 0.0112
  RUBBER: 0.0102
  RUR: 0.00509
  RUSSELL: 0.000393
  SEK: 0.00509
  SGD: 0.00509
  SGX: 0.00561
  SHATZ: 0.00346
  SILVER: 0.0114
  SMI: 0.00399
  SMI-MID: 0.00399
  SOFR: 0.0064
  SOYBEAN_mini: 0.005
  SOYMEAL: 0.005
  SOYOIL: 0.005
  SP400: 0.000393
  SP500_micro: 0.0124
  STEEL: 0.0114
  SWISSLEAD: 0.00399
  TOPIX: 0.00359
  TWD: 0.00509
  US-DISCRETE: 0.000393
  US-ENERGY: 0.000393
  US-FINANCE: 0.000393
  US-HEALTH: 0.000393
  US-INDUSTRY: 0.000393
  US-MATERIAL: 0.000393
  US-PROPERTY: 0.000393
  US-REALESTATE: 0.000393
  US-STAPLES: 0.000393
  US-TECH: 0.000393
  US-UTILS: 0.000393
  US10: 0.00352
  US10U: 0.00352
  US2: 0.00512
  US20: 0.00512
  US3: 0.00512
  US30: 0.00512
  US5: 0.00512
  USIRS10: 0.004
  USIRS2ERIS: 0.004
  USIRS5: 0.004
  USIRS5ERIS: 0.004
  V2X: 0.0175
  VIX: 0.0175
  VNKI: 0.015
  WHEAT: 0.0057
  WHEY: 0.0042
  YENEUR: 0.00533
  ZAR: 0.00509
forecast_weights:
  AEX:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  ALUMINIUM:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.038
    assettrend16: 0.025
    assettrend2: 0.0
    assettrend32: 0.025
    assettrend4: 0.0
    assettrend64: 0.025
    assettrend8: 0.025
    breakout10: 0.0
    breakout160: 0.063
    breakout20: 0.0
    breakout320: 0.063
    breakout40: 0.0
    breakout80: 0.051
    carry10: 0.032
    carry125: 0.038
    carry30: 0.032
    carry60: 0.038
    momentum16: 0.025
    momentum32: 0.038
    momentum4: 0.0
    momentum64: 0.038
    momentum8: 0.0
    mrinasset1000: 0.063
    normmom16: 0.025
    normmom2: 0.0
    normmom32: 0.025
    normmom4: 0.0
    normmom64: 0.025
    normmom8: 0.025
    relcarry: 0.063
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.038
    relmomentum80: 0.051
    skewabs180: 0.032
    skewabs365: 0.032
    skewrv180: 0.032
    skewrv365: 0.032
  AUD:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  AUDJPY:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  BB3M:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  BBCOMM:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.029
    assettrend2: 0.0
    assettrend32: 0.029
    assettrend4: 0.0
    assettrend64: 0.029
    assettrend8: 0.029
    breakout10: 0.0
    breakout160: 0.072
    breakout20: 0.0
    breakout320: 0.072
    breakout40: 0.0
    breakout80: 0.058
    carry10: 0.036
    carry125: 0.043
    carry30: 0.036
    carry60: 0.043
    momentum16: 0.0
    momentum32: 0.043
    momentum4: 0.0
    momentum64: 0.043
    momentum8: 0.0
    mrinasset1000: 0.072
    normmom16: 0.029
    normmom2: 0.0
    normmom32: 0.029
    normmom4: 0.0
    normmom64: 0.029
    normmom8: 0.0
    relcarry: 0.072
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.058
    skewabs180: 0.036
    skewabs365: 0.036
    skewrv180: 0.036
    skewrv365: 0.036
  BITCOIN:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.032
    assettrend2: 0.0
    assettrend32: 0.032
    assettrend4: 0.0
    assettrend64: 0.032
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.079
    breakout20: 0.0
    breakout320: 0.079
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.04
    carry125: 0.048
    carry30: 0.04
    carry60: 0.048
    momentum16: 0.0
    momentum32: 0.048
    momentum4: 0.0
    momentum64: 0.048
    momentum8: 0.0
    mrinasset1000: 0.079
    normmom16: 0.032
    normmom2: 0.0
    normmom32: 0.032
    normmom4: 0.0
    normmom64: 0.032
    normmom8: 0.0
    relcarry: 0.079
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.063
    skewabs180: 0.04
    skewabs365: 0.04
    skewrv180: 0.04
    skewrv365: 0.04
  BOBL:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  BONO:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  BOVESPA:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.032
    assettrend2: 0.0
    assettrend32: 0.032
    assettrend4: 0.0
    assettrend64: 0.032
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.079
    breakout20: 0.0
    breakout320: 0.079
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.04
    carry125: 0.048
    carry30: 0.04
    carry60: 0.048
    momentum16: 0.0
    momentum32: 0.048
    momentum4: 0.0
    momentum64: 0.048
    momentum8: 0.0
    mrinasset1000: 0.079
    normmom16: 0.032
    normmom2: 0.0
    normmom32: 0.032
    normmom4: 0.0
    normmom64: 0.032
    normmom8: 0.0
    relcarry: 0.079
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.063
    skewabs180: 0.04
    skewabs365: 0.04
    skewrv180: 0.04
    skewrv365: 0.04
  BRE:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  BRENT-LAST:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  BTP:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  BTP3:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  BUND:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  BUTTER:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  BUXL:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  CAC:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  CAD:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  CH10:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  CHEESE:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  CHF:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  CHFJPY:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  CLP:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  CNH:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  COPPER-micro:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  CORN:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.054
    breakout20: 0.0
    breakout320: 0.054
    breakout40: 0.043
    breakout80: 0.043
    carry10: 0.027
    carry125: 0.032
    carry30: 0.027
    carry60: 0.032
    momentum16: 0.022
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.054
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.054
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.032
    relmomentum80: 0.043
    skewabs180: 0.027
    skewabs365: 0.027
    skewrv180: 0.027
    skewrv365: 0.027
  COTTON:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  CRUDE_W:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  CZK:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  DAX:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  DJSTX-SMALL:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.028
    assettrend2: 0.0
    assettrend32: 0.028
    assettrend4: 0.0
    assettrend64: 0.028
    assettrend8: 0.028
    breakout10: 0.0
    breakout160: 0.07
    breakout20: 0.0
    breakout320: 0.07
    breakout40: 0.0
    breakout80: 0.056
    carry10: 0.035
    carry125: 0.042
    carry30: 0.035
    carry60: 0.042
    momentum16: 0.0
    momentum32: 0.042
    momentum4: 0.0
    momentum64: 0.042
    momentum8: 0.0
    mrinasset1000: 0.07
    normmom16: 0.028
    normmom2: 0.0
    normmom32: 0.028
    normmom4: 0.0
    normmom64: 0.028
    normmom8: 0.028
    relcarry: 0.07
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.056
    skewabs180: 0.035
    skewabs365: 0.035
    skewrv180: 0.035
    skewrv365: 0.035
  DOW:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  EPRA-EUROPE:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  ETHANOL:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  ETHEREUM:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  EU-AUTO:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.054
    breakout20: 0.0
    breakout320: 0.054
    breakout40: 0.043
    breakout80: 0.043
    carry10: 0.027
    carry125: 0.032
    carry30: 0.027
    carry60: 0.032
    momentum16: 0.022
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.054
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.054
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.032
    relmomentum80: 0.043
    skewabs180: 0.027
    skewabs365: 0.027
    skewrv180: 0.027
    skewrv365: 0.027
  EU-BANKS:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.011
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  EU-BASIC:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.054
    breakout20: 0.0
    breakout320: 0.054
    breakout40: 0.043
    breakout80: 0.043
    carry10: 0.027
    carry125: 0.032
    carry30: 0.027
    carry60: 0.032
    momentum16: 0.022
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.054
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.054
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.032
    relmomentum80: 0.043
    skewabs180: 0.027
    skewabs365: 0.027
    skewrv180: 0.027
    skewrv365: 0.027
  EU-CHEM:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  EU-CONSTRUCTION:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.011
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  EU-DIV30:
    accel16: 0.0
    accel32: 0.037
    accel64: 0.037
    assettrend16: 0.024
    assettrend2: 0.0
    assettrend32: 0.024
    assettrend4: 0.0
    assettrend64: 0.024
    assettrend8: 0.024
    breakout10: 0.0
    breakout160: 0.061
    breakout20: 0.0
    breakout320: 0.061
    breakout40: 0.0
    breakout80: 0.049
    carry10: 0.03
    carry125: 0.037
    carry30: 0.03
    carry60: 0.037
    momentum16: 0.024
    momentum32: 0.037
    momentum4: 0.0
    momentum64: 0.037
    momentum8: 0.0
    mrinasset1000: 0.061
    normmom16: 0.024
    normmom2: 0.0
    normmom32: 0.024
    normmom4: 0.0
    normmom64: 0.024
    normmom8: 0.024
    relcarry: 0.061
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.037
    relmomentum80: 0.049
    skewabs180: 0.03
    skewabs365: 0.03
    skewrv180: 0.03
    skewrv365: 0.03
  EU-DJ-TELECOM:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.028
    assettrend2: 0.0
    assettrend32: 0.028
    assettrend4: 0.0
    assettrend64: 0.028
    assettrend8: 0.028
    breakout10: 0.0
    breakout160: 0.07
    breakout20: 0.0
    breakout320: 0.07
    breakout40: 0.0
    breakout80: 0.056
    carry10: 0.035
    carry125: 0.042
    carry30: 0.035
    carry60: 0.042
    momentum16: 0.0
    momentum32: 0.042
    momentum4: 0.0
    momentum64: 0.042
    momentum8: 0.0
    mrinasset1000: 0.07
    normmom16: 0.028
    normmom2: 0.0
    normmom32: 0.028
    normmom4: 0.0
    normmom64: 0.028
    normmom8: 0.028
    relcarry: 0.07
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.056
    skewabs180: 0.035
    skewabs365: 0.035
    skewrv180: 0.035
    skewrv365: 0.035
  EU-DJ-UTIL:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.039
    assettrend16: 0.026
    assettrend2: 0.0
    assettrend32: 0.026
    assettrend4: 0.0
    assettrend64: 0.026
    assettrend8: 0.026
    breakout10: 0.0
    breakout160: 0.066
    breakout20: 0.0
    breakout320: 0.066
    breakout40: 0.0
    breakout80: 0.053
    carry10: 0.033
    carry125: 0.039
    carry30: 0.033
    carry60: 0.039
    momentum16: 0.026
    momentum32: 0.039
    momentum4: 0.0
    momentum64: 0.039
    momentum8: 0.0
    mrinasset1000: 0.066
    normmom16: 0.026
    normmom2: 0.0
    normmom32: 0.026
    normmom4: 0.0
    normmom64: 0.026
    normmom8: 0.026
    relcarry: 0.066
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.053
    skewabs180: 0.033
    skewabs365: 0.033
    skewrv180: 0.033
    skewrv365: 0.033
  EU-FOOD:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  EU-HEALTH:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  EU-HOUSE:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  EU-INSURE:
    accel16: 0.0
    accel32: 0.037
    accel64: 0.037
    assettrend16: 0.024
    assettrend2: 0.0
    assettrend32: 0.024
    assettrend4: 0.0
    assettrend64: 0.024
    assettrend8: 0.024
    breakout10: 0.0
    breakout160: 0.061
    breakout20: 0.0
    breakout320: 0.061
    breakout40: 0.0
    breakout80: 0.049
    carry10: 0.03
    carry125: 0.037
    carry30: 0.03
    carry60: 0.037
    momentum16: 0.024
    momentum32: 0.037
    momentum4: 0.0
    momentum64: 0.037
    momentum8: 0.0
    mrinasset1000: 0.061
    normmom16: 0.024
    normmom2: 0.0
    normmom32: 0.024
    normmom4: 0.0
    normmom64: 0.024
    normmom8: 0.024
    relcarry: 0.061
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.037
    relmomentum80: 0.049
    skewabs180: 0.03
    skewabs365: 0.03
    skewrv180: 0.03
    skewrv365: 0.03
  EU-MEDIA:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.038
    assettrend16: 0.025
    assettrend2: 0.0
    assettrend32: 0.025
    assettrend4: 0.0
    assettrend64: 0.025
    assettrend8: 0.025
    breakout10: 0.0
    breakout160: 0.063
    breakout20: 0.0
    breakout320: 0.063
    breakout40: 0.0
    breakout80: 0.051
    carry10: 0.032
    carry125: 0.038
    carry30: 0.032
    carry60: 0.038
    momentum16: 0.025
    momentum32: 0.038
    momentum4: 0.0
    momentum64: 0.038
    momentum8: 0.0
    mrinasset1000: 0.063
    normmom16: 0.025
    normmom2: 0.0
    normmom32: 0.025
    normmom4: 0.0
    normmom64: 0.025
    normmom8: 0.025
    relcarry: 0.063
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.038
    relmomentum80: 0.051
    skewabs180: 0.032
    skewabs365: 0.032
    skewrv180: 0.032
    skewrv365: 0.032
  EU-MID:
    accel16: 0.0
    accel32: 0.037
    accel64: 0.037
    assettrend16: 0.024
    assettrend2: 0.0
    assettrend32: 0.024
    assettrend4: 0.0
    assettrend64: 0.024
    assettrend8: 0.024
    breakout10: 0.0
    breakout160: 0.061
    breakout20: 0.0
    breakout320: 0.061
    breakout40: 0.0
    breakout80: 0.049
    carry10: 0.03
    carry125: 0.037
    carry30: 0.03
    carry60: 0.037
    momentum16: 0.024
    momentum32: 0.037
    momentum4: 0.0
    momentum64: 0.037
    momentum8: 0.0
    mrinasset1000: 0.061
    normmom16: 0.024
    normmom2: 0.0
    normmom32: 0.024
    normmom4: 0.0
    normmom64: 0.024
    normmom8: 0.024
    relcarry: 0.061
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.037
    relmomentum80: 0.049
    skewabs180: 0.03
    skewabs365: 0.03
    skewrv180: 0.03
    skewrv365: 0.03
  EU-OIL:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  EU-REALESTATE:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.039
    assettrend16: 0.026
    assettrend2: 0.0
    assettrend32: 0.026
    assettrend4: 0.0
    assettrend64: 0.026
    assettrend8: 0.026
    breakout10: 0.0
    breakout160: 0.066
    breakout20: 0.0
    breakout320: 0.066
    breakout40: 0.0
    breakout80: 0.053
    carry10: 0.033
    carry125: 0.039
    carry30: 0.033
    carry60: 0.039
    momentum16: 0.026
    momentum32: 0.039
    momentum4: 0.0
    momentum64: 0.039
    momentum8: 0.0
    mrinasset1000: 0.066
    normmom16: 0.026
    normmom2: 0.0
    normmom32: 0.026
    normmom4: 0.0
    normmom64: 0.026
    normmom8: 0.026
    relcarry: 0.066
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.053
    skewabs180: 0.033
    skewabs365: 0.033
    skewrv180: 0.033
    skewrv365: 0.033
  EU-RETAIL:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  EU-TECH:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  EU-TRAVEL:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.028
    assettrend2: 0.0
    assettrend32: 0.028
    assettrend4: 0.0
    assettrend64: 0.028
    assettrend8: 0.028
    breakout10: 0.0
    breakout160: 0.07
    breakout20: 0.0
    breakout320: 0.07
    breakout40: 0.0
    breakout80: 0.056
    carry10: 0.035
    carry125: 0.042
    carry30: 0.035
    carry60: 0.042
    momentum16: 0.0
    momentum32: 0.042
    momentum4: 0.0
    momentum64: 0.042
    momentum8: 0.0
    mrinasset1000: 0.07
    normmom16: 0.028
    normmom2: 0.0
    normmom32: 0.028
    normmom4: 0.0
    normmom64: 0.028
    normmom8: 0.028
    relcarry: 0.07
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.056
    skewabs180: 0.035
    skewabs365: 0.035
    skewrv180: 0.035
    skewrv365: 0.035
  EURAUD:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  EURCAD:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.054
    breakout20: 0.0
    breakout320: 0.054
    breakout40: 0.043
    breakout80: 0.043
    carry10: 0.027
    carry125: 0.032
    carry30: 0.027
    carry60: 0.032
    momentum16: 0.022
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.054
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.054
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.032
    relmomentum80: 0.043
    skewabs180: 0.027
    skewabs365: 0.027
    skewrv180: 0.027
    skewrv365: 0.027
  EURCHF:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  EURIBOR:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  EURO600:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  EUROSTX:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  EUROSTX-LARGE:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  EUROSTX-SMALL:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.039
    assettrend16: 0.026
    assettrend2: 0.0
    assettrend32: 0.026
    assettrend4: 0.0
    assettrend64: 0.026
    assettrend8: 0.026
    breakout10: 0.0
    breakout160: 0.066
    breakout20: 0.0
    breakout320: 0.066
    breakout40: 0.0
    breakout80: 0.053
    carry10: 0.033
    carry125: 0.039
    carry30: 0.033
    carry60: 0.039
    momentum16: 0.026
    momentum32: 0.039
    momentum4: 0.0
    momentum64: 0.039
    momentum8: 0.0
    mrinasset1000: 0.066
    normmom16: 0.026
    normmom2: 0.0
    normmom32: 0.026
    normmom4: 0.0
    normmom64: 0.026
    normmom8: 0.026
    relcarry: 0.066
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.053
    skewabs180: 0.033
    skewabs365: 0.033
    skewrv180: 0.033
    skewrv365: 0.033
  EUROSTX200-LARGE:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  EUR_micro:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  FED:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.039
    assettrend16: 0.026
    assettrend2: 0.0
    assettrend32: 0.026
    assettrend4: 0.0
    assettrend64: 0.026
    assettrend8: 0.026
    breakout10: 0.0
    breakout160: 0.066
    breakout20: 0.0
    breakout320: 0.066
    breakout40: 0.0
    breakout80: 0.053
    carry10: 0.033
    carry125: 0.039
    carry30: 0.033
    carry60: 0.039
    momentum16: 0.026
    momentum32: 0.039
    momentum4: 0.0
    momentum64: 0.039
    momentum8: 0.0
    mrinasset1000: 0.066
    normmom16: 0.026
    normmom2: 0.0
    normmom32: 0.026
    normmom4: 0.0
    normmom64: 0.026
    normmom8: 0.026
    relcarry: 0.066
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.053
    skewabs180: 0.033
    skewabs365: 0.033
    skewrv180: 0.033
    skewrv365: 0.033
  FEEDCOW:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.011
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  FTSECHINAA:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  FTSECHINAH:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.038
    assettrend16: 0.025
    assettrend2: 0.0
    assettrend32: 0.025
    assettrend4: 0.0
    assettrend64: 0.025
    assettrend8: 0.025
    breakout10: 0.0
    breakout160: 0.063
    breakout20: 0.0
    breakout320: 0.063
    breakout40: 0.0
    breakout80: 0.051
    carry10: 0.032
    carry125: 0.038
    carry30: 0.032
    carry60: 0.038
    momentum16: 0.025
    momentum32: 0.038
    momentum4: 0.0
    momentum64: 0.038
    momentum8: 0.0
    mrinasset1000: 0.063
    normmom16: 0.025
    normmom2: 0.0
    normmom32: 0.025
    normmom4: 0.0
    normmom64: 0.025
    normmom8: 0.025
    relcarry: 0.063
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.038
    relmomentum80: 0.051
    skewabs180: 0.032
    skewabs365: 0.032
    skewrv180: 0.032
    skewrv365: 0.032
  FTSEINDO:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  FTSETAIWAN:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  FTSEVIET:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  GAS-LAST:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  GAS-PEN:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  GASOILINE:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  GAS_US_mini:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  GBP:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  GBPCHF:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  GBPEUR:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  GBPJPY:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  GICS:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.031
    assettrend2: 0.0
    assettrend32: 0.031
    assettrend4: 0.0
    assettrend64: 0.031
    assettrend8: 0.031
    breakout10: 0.0
    breakout160: 0.077
    breakout20: 0.0
    breakout320: 0.077
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.038
    carry125: 0.046
    carry30: 0.038
    carry60: 0.046
    momentum16: 0.0
    momentum32: 0.046
    momentum4: 0.0
    momentum64: 0.046
    momentum8: 0.0
    mrinasset1000: 0.077
    normmom16: 0.031
    normmom2: 0.0
    normmom32: 0.031
    normmom4: 0.0
    normmom64: 0.031
    normmom8: 0.0
    relcarry: 0.077
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.062
    skewabs180: 0.038
    skewabs365: 0.038
    skewrv180: 0.038
    skewrv365: 0.038
  GOLD_micro:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  HEATOIL:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  HOUSE-US:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  INR:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.039
    assettrend16: 0.026
    assettrend2: 0.0
    assettrend32: 0.026
    assettrend4: 0.0
    assettrend64: 0.026
    assettrend8: 0.026
    breakout10: 0.0
    breakout160: 0.066
    breakout20: 0.0
    breakout320: 0.066
    breakout40: 0.0
    breakout80: 0.053
    carry10: 0.033
    carry125: 0.039
    carry30: 0.033
    carry60: 0.039
    momentum16: 0.026
    momentum32: 0.039
    momentum4: 0.0
    momentum64: 0.039
    momentum8: 0.0
    mrinasset1000: 0.066
    normmom16: 0.026
    normmom2: 0.0
    normmom32: 0.026
    normmom4: 0.0
    normmom64: 0.026
    normmom8: 0.026
    relcarry: 0.066
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.053
    skewabs180: 0.033
    skewabs365: 0.033
    skewrv180: 0.033
    skewrv365: 0.033
  IRON:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  IRS:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  JGB-SGX-mini:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  JP-REALESTATE:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  JPY:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  KOSDAQ:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  KOSPI_mini:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.028
    assettrend2: 0.0
    assettrend32: 0.028
    assettrend4: 0.0
    assettrend64: 0.028
    assettrend8: 0.028
    breakout10: 0.0
    breakout160: 0.07
    breakout20: 0.0
    breakout320: 0.07
    breakout40: 0.0
    breakout80: 0.056
    carry10: 0.035
    carry125: 0.042
    carry30: 0.035
    carry60: 0.042
    momentum16: 0.0
    momentum32: 0.042
    momentum4: 0.0
    momentum64: 0.042
    momentum8: 0.0
    mrinasset1000: 0.07
    normmom16: 0.028
    normmom2: 0.0
    normmom32: 0.028
    normmom4: 0.0
    normmom64: 0.028
    normmom8: 0.028
    relcarry: 0.07
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.056
    skewabs180: 0.035
    skewabs365: 0.035
    skewrv180: 0.035
    skewrv365: 0.035
  KR10:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  KR3:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.038
    assettrend16: 0.025
    assettrend2: 0.0
    assettrend32: 0.025
    assettrend4: 0.0
    assettrend64: 0.025
    assettrend8: 0.025
    breakout10: 0.0
    breakout160: 0.063
    breakout20: 0.0
    breakout320: 0.063
    breakout40: 0.0
    breakout80: 0.051
    carry10: 0.032
    carry125: 0.038
    carry30: 0.032
    carry60: 0.038
    momentum16: 0.025
    momentum32: 0.038
    momentum4: 0.0
    momentum64: 0.038
    momentum8: 0.0
    mrinasset1000: 0.063
    normmom16: 0.025
    normmom2: 0.0
    normmom32: 0.025
    normmom4: 0.0
    normmom64: 0.025
    normmom8: 0.025
    relcarry: 0.063
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.038
    relmomentum80: 0.051
    skewabs180: 0.032
    skewabs365: 0.032
    skewrv180: 0.032
    skewrv365: 0.032
  KRWUSD_mini:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.028
    assettrend2: 0.0
    assettrend32: 0.028
    assettrend4: 0.0
    assettrend64: 0.028
    assettrend8: 0.028
    breakout10: 0.0
    breakout160: 0.07
    breakout20: 0.0
    breakout320: 0.07
    breakout40: 0.0
    breakout80: 0.056
    carry10: 0.035
    carry125: 0.042
    carry30: 0.035
    carry60: 0.042
    momentum16: 0.0
    momentum32: 0.042
    momentum4: 0.0
    momentum64: 0.042
    momentum8: 0.0
    mrinasset1000: 0.07
    normmom16: 0.028
    normmom2: 0.0
    normmom32: 0.028
    normmom4: 0.0
    normmom64: 0.028
    normmom8: 0.028
    relcarry: 0.07
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.056
    skewabs180: 0.035
    skewabs365: 0.035
    skewrv180: 0.035
    skewrv365: 0.035
  LEANHOG:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  LIVECOW:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  LUMBER-new:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  MILK:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  MILKDRY:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  MILKWET:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  MSCIASIA:
    accel16: 0.0
    accel32: 0.035
    accel64: 0.035
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.0
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.058
    breakout20: 0.0
    breakout320: 0.058
    breakout40: 0.047
    breakout80: 0.047
    carry10: 0.029
    carry125: 0.035
    carry30: 0.029
    carry60: 0.035
    momentum16: 0.023
    momentum32: 0.035
    momentum4: 0.0
    momentum64: 0.035
    momentum8: 0.0
    mrinasset1000: 0.058
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.058
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.035
    relmomentum80: 0.047
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  MSCISING:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  MSCIWORLD:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  MUMMY:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  MXP:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  NASDAQ_micro:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  NIFTY:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  NIKKEI:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  NIKKEI400:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  NOK:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.011
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  NZD:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  OAT:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  OATIES:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  OMX:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  PALLAD:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.038
    assettrend16: 0.025
    assettrend2: 0.0
    assettrend32: 0.025
    assettrend4: 0.0
    assettrend64: 0.025
    assettrend8: 0.025
    breakout10: 0.0
    breakout160: 0.063
    breakout20: 0.0
    breakout320: 0.063
    breakout40: 0.0
    breakout80: 0.051
    carry10: 0.032
    carry125: 0.038
    carry30: 0.032
    carry60: 0.038
    momentum16: 0.025
    momentum32: 0.038
    momentum4: 0.0
    momentum64: 0.038
    momentum8: 0.0
    mrinasset1000: 0.063
    normmom16: 0.025
    normmom2: 0.0
    normmom32: 0.025
    normmom4: 0.0
    normmom64: 0.025
    normmom8: 0.025
    relcarry: 0.063
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.038
    relmomentum80: 0.051
    skewabs180: 0.032
    skewabs365: 0.032
    skewrv180: 0.032
    skewrv365: 0.032
  PLAT:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  PLN:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.028
    assettrend2: 0.0
    assettrend32: 0.028
    assettrend4: 0.0
    assettrend64: 0.028
    assettrend8: 0.028
    breakout10: 0.0
    breakout160: 0.07
    breakout20: 0.0
    breakout320: 0.07
    breakout40: 0.0
    breakout80: 0.056
    carry10: 0.035
    carry125: 0.042
    carry30: 0.035
    carry60: 0.042
    momentum16: 0.0
    momentum32: 0.042
    momentum4: 0.0
    momentum64: 0.042
    momentum8: 0.0
    mrinasset1000: 0.07
    normmom16: 0.028
    normmom2: 0.0
    normmom32: 0.028
    normmom4: 0.0
    normmom64: 0.028
    normmom8: 0.028
    relcarry: 0.07
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.056
    skewabs180: 0.035
    skewabs365: 0.035
    skewrv180: 0.035
    skewrv365: 0.035
  R1000:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  REDWHEAT:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  RICE:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  RUBBER:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  RUR:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  RUSSELL:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  SEK:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.011
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  SGD:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.038
    assettrend16: 0.025
    assettrend2: 0.0
    assettrend32: 0.025
    assettrend4: 0.0
    assettrend64: 0.025
    assettrend8: 0.025
    breakout10: 0.0
    breakout160: 0.063
    breakout20: 0.0
    breakout320: 0.063
    breakout40: 0.0
    breakout80: 0.051
    carry10: 0.032
    carry125: 0.038
    carry30: 0.032
    carry60: 0.038
    momentum16: 0.025
    momentum32: 0.038
    momentum4: 0.0
    momentum64: 0.038
    momentum8: 0.0
    mrinasset1000: 0.063
    normmom16: 0.025
    normmom2: 0.0
    normmom32: 0.025
    normmom4: 0.0
    normmom64: 0.025
    normmom8: 0.025
    relcarry: 0.063
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.038
    relmomentum80: 0.051
    skewabs180: 0.032
    skewabs365: 0.032
    skewrv180: 0.032
    skewrv365: 0.032
  SGX:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  SHATZ:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.011
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  SILVER:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  SMI:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  SMI-MID:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  SOFR:
    accel16: 0.0
    accel32: 0.037
    accel64: 0.037
    assettrend16: 0.024
    assettrend2: 0.0
    assettrend32: 0.024
    assettrend4: 0.0
    assettrend64: 0.024
    assettrend8: 0.024
    breakout10: 0.0
    breakout160: 0.061
    breakout20: 0.0
    breakout320: 0.061
    breakout40: 0.0
    breakout80: 0.049
    carry10: 0.03
    carry125: 0.037
    carry30: 0.03
    carry60: 0.037
    momentum16: 0.024
    momentum32: 0.037
    momentum4: 0.0
    momentum64: 0.037
    momentum8: 0.0
    mrinasset1000: 0.061
    normmom16: 0.024
    normmom2: 0.0
    normmom32: 0.024
    normmom4: 0.0
    normmom64: 0.024
    normmom8: 0.024
    relcarry: 0.061
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.037
    relmomentum80: 0.049
    skewabs180: 0.03
    skewabs365: 0.03
    skewrv180: 0.03
    skewrv365: 0.03
  SOYBEAN_mini:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  SOYMEAL:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  SOYOIL:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  SP400:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  SP500_micro:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  STEEL:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  SWISSLEAD:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  TOPIX:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  TWD:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.036
    assettrend2: 0.0
    assettrend32: 0.036
    assettrend4: 0.0
    assettrend64: 0.036
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.089
    breakout20: 0.0
    breakout320: 0.089
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.045
    carry125: 0.054
    carry30: 0.045
    carry60: 0.054
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.054
    momentum8: 0.0
    mrinasset1000: 0.089
    normmom16: 0.036
    normmom2: 0.0
    normmom32: 0.036
    normmom4: 0.0
    normmom64: 0.036
    normmom8: 0.0
    relcarry: 0.089
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.045
    skewabs365: 0.045
    skewrv180: 0.045
    skewrv365: 0.045
  US-DISCRETE:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.021
    normmom2: 0.01
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US-ENERGY:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US-FINANCE:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US-HEALTH:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US-INDUSTRY:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.054
    breakout20: 0.0
    breakout320: 0.054
    breakout40: 0.043
    breakout80: 0.043
    carry10: 0.027
    carry125: 0.032
    carry30: 0.027
    carry60: 0.032
    momentum16: 0.022
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.054
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.054
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.032
    relmomentum80: 0.043
    skewabs180: 0.027
    skewabs365: 0.027
    skewrv180: 0.027
    skewrv365: 0.027
  US-MATERIAL:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.054
    breakout20: 0.0
    breakout320: 0.054
    breakout40: 0.043
    breakout80: 0.043
    carry10: 0.027
    carry125: 0.032
    carry30: 0.027
    carry60: 0.032
    momentum16: 0.022
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.054
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.054
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.032
    relmomentum80: 0.043
    skewabs180: 0.027
    skewabs365: 0.027
    skewrv180: 0.027
    skewrv365: 0.027
  US-PROPERTY:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  US-REALESTATE:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US-STAPLES:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.021
    assettrend2: 0.0
    assettrend32: 0.021
    assettrend4: 0.011
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.053
    breakout20: 0.0
    breakout320: 0.053
    breakout40: 0.042
    breakout80: 0.042
    carry10: 0.026
    carry125: 0.032
    carry30: 0.026
    carry60: 0.032
    momentum16: 0.021
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.053
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.011
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.053
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.032
    relmomentum80: 0.042
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US-TECH:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US-UTILS:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.056
    breakout20: 0.0
    breakout320: 0.056
    breakout40: 0.045
    breakout80: 0.045
    carry10: 0.028
    carry125: 0.034
    carry30: 0.028
    carry60: 0.034
    momentum16: 0.022
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.017
    mrinasset1000: 0.056
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.056
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.045
    skewabs180: 0.028
    skewabs365: 0.028
    skewrv180: 0.028
    skewrv365: 0.028
  US10:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US10U:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US2:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US20:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US3:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.021
    assettrend2: 0.01
    assettrend32: 0.021
    assettrend4: 0.01
    assettrend64: 0.021
    assettrend8: 0.021
    breakout10: 0.0
    breakout160: 0.052
    breakout20: 0.01
    breakout320: 0.052
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.021
    momentum32: 0.031
    momentum4: 0.0
    momentum64: 0.031
    momentum8: 0.016
    mrinasset1000: 0.052
    normmom16: 0.021
    normmom2: 0.0
    normmom32: 0.021
    normmom4: 0.01
    normmom64: 0.021
    normmom8: 0.021
    relcarry: 0.052
    relmomentum10: 0.0
    relmomentum20: 0.021
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  US30:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.01
    breakout160: 0.05
    breakout20: 0.01
    breakout320: 0.05
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.05
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.05
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  US5:
    accel16: 0.031
    accel32: 0.031
    accel64: 0.031
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.041
    breakout80: 0.041
    carry10: 0.026
    carry125: 0.031
    carry30: 0.026
    carry60: 0.031
    momentum16: 0.02
    momentum32: 0.031
    momentum4: 0.005
    momentum64: 0.031
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.0
    relmomentum20: 0.02
    relmomentum40: 0.031
    relmomentum80: 0.041
    skewabs180: 0.026
    skewabs365: 0.026
    skewrv180: 0.026
    skewrv365: 0.026
  USIRS10:
    accel16: 0.0
    accel32: 0.035
    accel64: 0.035
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.0
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.058
    breakout20: 0.0
    breakout320: 0.058
    breakout40: 0.047
    breakout80: 0.047
    carry10: 0.029
    carry125: 0.035
    carry30: 0.029
    carry60: 0.035
    momentum16: 0.023
    momentum32: 0.035
    momentum4: 0.0
    momentum64: 0.035
    momentum8: 0.0
    mrinasset1000: 0.058
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.058
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.035
    relmomentum80: 0.047
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  USIRS2ERIS:
    accel16: 0.0
    accel32: 0.035
    accel64: 0.035
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.0
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.058
    breakout20: 0.0
    breakout320: 0.058
    breakout40: 0.047
    breakout80: 0.047
    carry10: 0.029
    carry125: 0.035
    carry30: 0.029
    carry60: 0.035
    momentum16: 0.023
    momentum32: 0.035
    momentum4: 0.0
    momentum64: 0.035
    momentum8: 0.0
    mrinasset1000: 0.058
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.058
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.035
    relmomentum80: 0.047
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  USIRS5:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.038
    assettrend16: 0.025
    assettrend2: 0.0
    assettrend32: 0.025
    assettrend4: 0.0
    assettrend64: 0.025
    assettrend8: 0.025
    breakout10: 0.0
    breakout160: 0.063
    breakout20: 0.0
    breakout320: 0.063
    breakout40: 0.0
    breakout80: 0.051
    carry10: 0.032
    carry125: 0.038
    carry30: 0.032
    carry60: 0.038
    momentum16: 0.025
    momentum32: 0.038
    momentum4: 0.0
    momentum64: 0.038
    momentum8: 0.0
    mrinasset1000: 0.063
    normmom16: 0.025
    normmom2: 0.0
    normmom32: 0.025
    normmom4: 0.0
    normmom64: 0.025
    normmom8: 0.025
    relcarry: 0.063
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.038
    relmomentum80: 0.051
    skewabs180: 0.032
    skewabs365: 0.032
    skewrv180: 0.032
    skewrv365: 0.032
  USIRS5ERIS:
    accel16: 0.0
    accel32: 0.034
    accel64: 0.034
    assettrend16: 0.023
    assettrend2: 0.0
    assettrend32: 0.023
    assettrend4: 0.011
    assettrend64: 0.023
    assettrend8: 0.023
    breakout10: 0.0
    breakout160: 0.057
    breakout20: 0.0
    breakout320: 0.057
    breakout40: 0.046
    breakout80: 0.046
    carry10: 0.029
    carry125: 0.034
    carry30: 0.029
    carry60: 0.034
    momentum16: 0.023
    momentum32: 0.034
    momentum4: 0.0
    momentum64: 0.034
    momentum8: 0.0
    mrinasset1000: 0.057
    normmom16: 0.023
    normmom2: 0.0
    normmom32: 0.023
    normmom4: 0.0
    normmom64: 0.023
    normmom8: 0.023
    relcarry: 0.057
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.034
    relmomentum80: 0.046
    skewabs180: 0.029
    skewabs365: 0.029
    skewrv180: 0.029
    skewrv365: 0.029
  V2X:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.034
    assettrend2: 0.0
    assettrend32: 0.034
    assettrend4: 0.0
    assettrend64: 0.034
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.085
    breakout20: 0.0
    breakout320: 0.085
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.042
    carry125: 0.051
    carry30: 0.042
    carry60: 0.051
    momentum16: 0.0
    momentum32: 0.051
    momentum4: 0.0
    momentum64: 0.051
    momentum8: 0.0
    mrinasset1000: 0.085
    normmom16: 0.034
    normmom2: 0.0
    normmom32: 0.034
    normmom4: 0.0
    normmom64: 0.034
    normmom8: 0.0
    relcarry: 0.085
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.042
    skewabs365: 0.042
    skewrv180: 0.042
    skewrv365: 0.042
  VIX:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.038
    assettrend16: 0.025
    assettrend2: 0.0
    assettrend32: 0.025
    assettrend4: 0.0
    assettrend64: 0.025
    assettrend8: 0.025
    breakout10: 0.0
    breakout160: 0.063
    breakout20: 0.0
    breakout320: 0.063
    breakout40: 0.0
    breakout80: 0.051
    carry10: 0.032
    carry125: 0.038
    carry30: 0.032
    carry60: 0.038
    momentum16: 0.025
    momentum32: 0.038
    momentum4: 0.0
    momentum64: 0.038
    momentum8: 0.0
    mrinasset1000: 0.063
    normmom16: 0.025
    normmom2: 0.0
    normmom32: 0.025
    normmom4: 0.0
    normmom64: 0.025
    normmom8: 0.025
    relcarry: 0.063
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.038
    relmomentum80: 0.051
    skewabs180: 0.032
    skewabs365: 0.032
    skewrv180: 0.032
    skewrv365: 0.032
  VNKI:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  WHEAT:
    accel16: 0.032
    accel32: 0.032
    accel64: 0.032
    assettrend16: 0.022
    assettrend2: 0.0
    assettrend32: 0.022
    assettrend4: 0.011
    assettrend64: 0.022
    assettrend8: 0.022
    breakout10: 0.0
    breakout160: 0.054
    breakout20: 0.0
    breakout320: 0.054
    breakout40: 0.043
    breakout80: 0.043
    carry10: 0.027
    carry125: 0.032
    carry30: 0.027
    carry60: 0.032
    momentum16: 0.022
    momentum32: 0.032
    momentum4: 0.0
    momentum64: 0.032
    momentum8: 0.016
    mrinasset1000: 0.054
    normmom16: 0.022
    normmom2: 0.0
    normmom32: 0.022
    normmom4: 0.011
    normmom64: 0.022
    normmom8: 0.022
    relcarry: 0.054
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.032
    relmomentum80: 0.043
    skewabs180: 0.027
    skewabs365: 0.027
    skewrv180: 0.027
    skewrv365: 0.027
  WHEY:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
  YENEUR:
    accel16: 0.03
    accel32: 0.03
    accel64: 0.03
    assettrend16: 0.02
    assettrend2: 0.01
    assettrend32: 0.02
    assettrend4: 0.01
    assettrend64: 0.02
    assettrend8: 0.02
    breakout10: 0.0
    breakout160: 0.051
    breakout20: 0.01
    breakout320: 0.051
    breakout40: 0.04
    breakout80: 0.04
    carry10: 0.025
    carry125: 0.03
    carry30: 0.025
    carry60: 0.03
    momentum16: 0.02
    momentum32: 0.03
    momentum4: 0.005
    momentum64: 0.03
    momentum8: 0.015
    mrinasset1000: 0.051
    normmom16: 0.02
    normmom2: 0.01
    normmom32: 0.02
    normmom4: 0.01
    normmom64: 0.02
    normmom8: 0.02
    relcarry: 0.051
    relmomentum10: 0.01
    relmomentum20: 0.02
    relmomentum40: 0.03
    relmomentum80: 0.04
    skewabs180: 0.025
    skewabs365: 0.025
    skewrv180: 0.025
    skewrv365: 0.025
  ZAR:
    accel16: 0.0
    accel32: 0.0
    accel64: 0.0
    assettrend16: 0.0
    assettrend2: 0.0
    assettrend32: 0.0
    assettrend4: 0.0
    assettrend64: 0.1
    assettrend8: 0.0
    breakout10: 0.0
    breakout160: 0.0
    breakout20: 0.0
    breakout320: 0.25
    breakout40: 0.0
    breakout80: 0.0
    carry10: 0.0
    carry125: 0.15
    carry30: 0.0
    carry60: 0.0
    momentum16: 0.0
    momentum32: 0.0
    momentum4: 0.0
    momentum64: 0.15
    momentum8: 0.0
    mrinasset1000: 0.25
    normmom16: 0.0
    normmom2: 0.0
    normmom32: 0.0
    normmom4: 0.0
    normmom64: 0.1
    normmom8: 0.0
    relcarry: 0.0
    relmomentum10: 0.0
    relmomentum20: 0.0
    relmomentum40: 0.0
    relmomentum80: 0.0
    skewabs180: 0.0
    skewabs365: 0.0
    skewrv180: 0.0
    skewrv365: 0.0
forecast_div_multiplier:
  AEX: 1.8837843289134044
  ALUMINIUM: 1.7098813443067535
  AUD: 1.883786287679217
  AUDJPY: 1.8280849097015726
  BB3M: 1.244346065436025
  BBCOMM: 1.8113082928726907
  BITCOIN: 1.8159184356128875
  BOBL: 1.87191379703918
  BONO: 1.5154004975752837
  BOVESPA: 1.8368873461786295
  BRE: 1.8242768608727953
  BRENT-LAST: 1.7872022894803743
  BTP: 1.8575731736364098
  BTP3: 1.78826243747382
  BUND: 1.85757317363641
  BUTTER: 1.4954058402935326
  BUXL: 1.85756625034309
  CAC: 1.85757317363641
  CAD: 1.847928960254172
  CH10: 1.4954058402935326
  CHEESE: 1.445671651887545
  CHF: 1.79488955755824
  CHFJPY: 1.7163822962143782
  CLP: 1.4456831038501707
  CNH: 1.7867662906338175
  COPPER-micro: 1.7749877383857935
  CORN: 1.7496855580261053
  COTTON: 1.4456836159471587
  CRUDE_W: 1.8016929719954848
  CZK: 1.4456716518875523
  DAX: 1.9363610092152057
  DJSTX-SMALL: 1.8309897589055448
  DOW: 1.9427262258562572
  EPRA-EUROPE: 1.2644511503577283
  ETHANOL: 1.4715079755979816
  ETHEREUM: 1.8636942484037469
  EU-AUTO: 1.888581945149808
  EU-BANKS: 1.8647239616440978
  EU-BASIC: 1.8557470445257653
  EU-CHEM: 1.7777214424582726
  EU-CONSTRUCTION: 1.7264409552812239
  EU-DIV30: 1.829009208753027
  EU-DJ-TELECOM: 1.8226640655059225
  EU-DJ-UTIL: 1.79600602956303
  EU-FOOD: 1.7245287798453275
  EU-HEALTH: 1.815256106383684
  EU-HOUSE: 1.7223942907619119
  EU-INSURE: 1.7327118220748483
  EU-MEDIA: 1.716664378464019
  EU-MID: 1.8290092085969143
  EU-OIL: 1.7413417919646286
  EU-REALESTATE: 1.7555399861581857
  EU-RETAIL: 1.6924028664159463
  EU-TECH: 1.7413418007148391
  EU-TRAVEL: 1.77781923340927
  EURAUD: 1.7915377981370082
  EURCAD: 1.7649511954076176
  EURCHF: 1.7748913159591662
  EURIBOR: 1.500939940249923
  EURO600: 1.815466183559062
  EUROSTX: 1.8802427549598655
  EUROSTX-LARGE: 1.8168599894064177
  EUROSTX-SMALL: 1.7816409201030312
  EUROSTX200-LARGE: 1.8168599894064177
  EUR_micro: 1.858974667756371
  FED: 1.7816409203118388
  FEEDCOW: 1.818183729135302
  FTSECHINAA: 1.8559647376806347
  FTSECHINAH: 1.7167033140990258
  FTSEINDO: 1.256052362196442
  FTSETAIWAN: 1.7611288928802
  FTSEVIET: 1.2935819706925402
  GAS-LAST: 1.76839995426855
  GAS-PEN: 1.8126619961127173
  GASOILINE: 1.8355685689017358
  GAS_US_mini: 1.8126442340234514
  GBP: 1.843149866142145
  GBPCHF: 1.6885534694579547
  GBPEUR: 1.8243400040614812
  GBPJPY: 1.7569943268548847
  GICS: 1.683539814884736
  GOLD_micro: 1.7817200976381304
  HEATOIL: 1.774766357633165
  HOUSE-US: 1.2618151095155121
  INR: 1.6729164256599045
  IRON: 1.7110042887237433
  IRS: 1.4869688864888237
  JGB-SGX-mini: 1.711004293305665
  JP-REALESTATE: 1.2013187844716227
  JPY: 1.7873541776059103
  KOSDAQ: 1.8725755340858787
  KOSPI_mini: 1.8853630387767286
  KR10: 1.9389637978239
  KR3: 1.8846647325247878
  KRWUSD_mini: 1.8068315820761724
  LEANHOG: 1.9280369978072651
  LIVECOW: 1.8883254337485613
  LUMBER-new: 1.500939940249923
  MILK: 1.537969239210986
  MILKDRY: 1.5379692280344146
  MILKWET: 1.512285202340472
  MSCIASIA: 1.755900777099489
  MSCISING: 1.886975658378889
  MSCIWORLD: 1.8383685099047438
  MUMMY: 1.7638690987592822
  MXP: 1.8869756583789032
  NASDAQ_micro: 1.9229844788811248
  NIFTY: 1.9100894374727921
  NIKKEI: 1.9229844788809998
  NIKKEI400: 1.897900302466627
  NOK: 1.7451532266094305
  NZD: 1.8103916848401993
  OAT: 1.8169381088025185
  OATIES: 1.4590682379803444
  OMX: 1.4590678039019058
  PALLAD: 1.7219923842441134
  PLAT: 1.8103916848401993
  PLN: 1.6943085546260397
  R1000: 1.7868213978957113
  REDWHEAT: 1.7979381490815924
  RICE: 1.504481341842345
  RUBBER: 1.3013975631560228
  RUR: 1.5044770013170459
  RUSSELL: 1.9576159893812821
  SEK: 1.8793074683570357
  SGD: 1.7634021745742088
  SGX: 1.504472590783274
  SHATZ: 1.8793074683570357
  SILVER: 1.9429934178190382
  SMI: 1.9504139537617438
  SMI-MID: 1.4570884055699804
  SOFR: 1.7345248001923939
  SOYBEAN_mini: 1.7273357515573553
  SOYMEAL: 1.7810637604784545
  SOYOIL: 1.7810637604784545
  SP400: 1.8042775498262082
  SP500_micro: 1.8042775498262082
  STEEL: 1.4570884055699804
  SWISSLEAD: 1.2062722926196747
  TOPIX: 1.799779644245148
  TWD: 1.6180160777709998
  US-DISCRETE: 1.7844657395955368
  US-ENERGY: 1.7752396095142773
  US-FINANCE: 1.7623017331986033
  US-HEALTH: 1.7623017331900217
  US-INDUSTRY: 1.7503682148983977
  US-MATERIAL: 1.7503682153935092
  US-PROPERTY: 1.72140727318062
  US-REALESTATE: 1.7625132120507352
  US-STAPLES: 1.7623017331986033
  US-TECH: 1.9362771850627356
  US-UTILS: 1.8789916138029423
  US10: 1.9362771850631657
  US10U: 1.9362557187937948
  US2: 1.9250174107013465
  US20: 1.9362771850631657
  US3: 1.8378918760114769
  US30: 1.9448793048310553
  US5: 1.9362771850631657
  USIRS10: 1.8753647975214696
  USIRS2ERIS: 1.646422733154267
  USIRS5: 1.6899311086134823
  USIRS5ERIS: 1.6284936546864885
  V2X: 1.6226404672702985
  VIX: 1.6899220583527752
  VNKI: 1.1649496947906666
  WHEAT: 1.7421233022568283
  WHEY: 1.4288466742863575
  YENEUR: 1.7879842453591486
  ZAR: 1.4288466742863575
