Moverage Average Trading Signals (PL,ZN,ZM,RB,ZC,CC,HG,HE,ZF,NKD,GC,NG,NZD,DX,GBP,SB,YM,CL,HO,LB,NQ,CT,ZS,ZT,EUR,LE,MXP,JPY,GF,ES,CHF,UB,ZB,CAD,ZL,ZW,VIX,KE,KC,PA,SI,OJ,AUD) 20210104

PL,ZN,ZM,RB,ZC,CC,HG,HE,ZF,NKD,GC,NG,NZD,DX,GBP,SB,YM,CL,HO,LB,NQ,CT,ZS,ZT,EUR,LE,MXP,JPY,GF,ES,CHF,UB,ZB,CAD,ZL,ZW,VIX,KE,KC,PA,SI,OJ,AUD

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• Default NAV for risk sizing is 30000 USD

Asset KellyFormula fundamental holding holing(prior day) entry_date entry_price sl_price Backtest latestDate NG -0.04 0 -1 -1 202…