weights

rule_weights = {'carry': 1.0761308295764749,                                                                                                                                                                                                                                         
               'ewmac16': 0.94565802638498464,                                                                                                                                                                                                                                        
               'ewmac32': 0.97404151565516006,                                                                                                                                                                                                                                        
               'ewmac64': 1.037272611390585,                                                                                                                                                                                                                                          
               'ewmac8': 0.96689706277925536}                                                                                                                                                                                                                                         
                                                                                                                                                                                                                                                                                      
 portfolio_weights = {'arabica': 1.0764621086234525,                                                                                                                                                                                                                                  
                      'aud': 0.74729659791597902,                                                                                                                                                                                                                                     
                      'bobl': 0.9814458316942235,                                                                                                                                                                                                                                     
                      'bund': 1.1254544260545285,                                                                                                                                                                                                                                     
                      'cattle': 0.64460711884422217,                                                                                                                                                                                                                                  
                      'cocoa': 1.0488721487984123,                                                                                                                                                                                                                                    
                      'copper': 1.0521931052722646,                                                                                                                                                                                                                                   
                      'corn': 0.444453118917291,                                                                                                                                                                                                                                      
                      'cotton': 1.3980293077519761,                                                                                                                                                                                                                                   
                      'crude': 1.2392045757961074,                                                                                                                                                                                                                                    
                      'eur': 0.99783156513366777,                                                                                                                                                                                                                                     
                      'eurodollar': 0.86480269329493398,                                                                                                                                                                                                                              
                      'eurooat': 1.424673335923534,                                                                                                                                                                                                                                   
                      'eurostoxx': 0.48127295259975711,                                                                                                                                                                                                                               
                      'feeder': 0.8587566361752671,                                                                                                                                                                                                                                   
                      # 'ftse': 0.79082402930099094,                                                                                                                                                                                                                                  
                      'gas': 1.6888186395658307,                                                                                                                                                                                                                                      
                      'gbp': 0.50499944731386159,                                                                                                                                                                                                                                     
                      'gold': 0.68655819637369997,                                                                                                                                                                                                                                    
                      'hsi': 1.1234630740851541,                                                                                                                                                                                                                                      
                      'leanhog': 1.3476820013938289,                                                                                                                                                                                                                                  
                      'longbtp': 1.1655100531388629,                                                                                                                                                                                                                                  
                      'mxp': 1.2502890117057595,                                                                                                                                                                                                                                      
                      'nasdaq': 0.99988109957289095,                                                                                                                                                                                                                                  
                      'nzd': 0.78928436932897361,                                                                                                                                                                                                                                     
                      'oats': 0.96279417063621475,                                                                                                                                                                                                                                    
                      'pallad': 1.788833065344186,                                                                                                                                                                                                                                    
                      'platinum': 1.3626265675542621,                                                                                                                                                                                                                                 
                      'robusta': 0.99046437107570096,                                                                                                                                                                                                                                 
                      'silver': 0.37040956997717217,                                                                                                                                                                                                                                  
                      'smi': 1.0303104515173107,                                                                                                                                                                                                                                      
                      'soybean': 0.44198400941934951,                                                                                                                                                                                                                                 
                      'soymeal': 0.69622767460724611,                                                                                                                                                                                                                                 
                      'soyoil': 0.60480786480989479,                                                                                                                                                                                                                                  
                      'sugar': 1.6122731268294883,                                                                                                                                                                                                                                    
                      'us2': 1.3762540456060453,                                                                                                                                                                                                                                      
                      'us30': 0.59543924706233453,                                                                                                                                                                                                                                    
                      'vix': 1.6757839160024335,                                                                                                                                                                                                                                      
                      'vstoxx': 1.0301670670359759,                                                                                                                                                                                                                                   
                      'wheat': 0.82110319441126278,                                                                                                                                                                                                                                   
                      'yen': 0.99016423742465798}