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Seasonality Trading Signals (fut) 20210104

Seasonality Trading Signals (fut) 20210104

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Henry Zhang
Jan 04, 2021
∙ Paid

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

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  • Default NAV for risk sizing is 30000 USD

Asset KL trend next_1m next_2m next_3m Backtest top_month bottom_month SB 0.17 1.790141e-04 5.107885e-04 -0.000641 -0.001243 SB 2…

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