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Seasonality Trading Signals (fut) 20210120

Seasonality Trading Signals (fut) 20210120

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Henry Zhang
Jan 20, 2021
∙ Paid

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Seasonality Trading Signals (fut) 20210120
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ES,DX,ZN,MXP,NKD,HG,CC,ZS,ZL,NZD,CT,ZB,GC,NG,HE,PA,NQ,LE,UB,ZC,LB,KE,YM,RB,ZW,GF,HO,AUD,GBP,OJ,SB,CAD,JPY,ZM,ZF,EUR,PL,ZT,VIX,KC,CHF,SI,CL

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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 -6.437225e…

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