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Seasonality Trading Signals (fut) 20210119

Seasonality Trading Signals (fut) 20210119

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Henry Zhang
Jan 19, 2021
∙ Paid

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Seasonality Trading Signals (fut) 20210119
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PA,SI,KE,MXP,UB,GC,YM,ZL,RB,NQ,ZC,ZW,AUD,ZS,ES,HO,EUR,VIX,LB,LE,DX,CT,NZD,HG,ZM,SB,CC,PL,ZT,JPY,ZN,NKD,CAD,NG,OJ,ZF,GF,ZB,CHF,KC,HE,CL,GBP

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  • Default NAV for risk sizing is 30000 USD

Asset Asset Description KellyFormula trend next_1m next_2m next_3m Backtest top_month bottom_month SB SB 0.17 0.000508 -0.000644 …

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