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Seasonality Trading Signals (fut) 20210122

Seasonality Trading Signals (fut) 20210122

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Henry Zhang
Jan 22, 2021
∙ Paid

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Seasonality Trading Signals (fut) 20210122
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KC,HE,JPY,GBP,ZB,ZN,LE,NQ,HG,CL,GC,ZM,SB,NG,CAD,PA,ZL,LB,ZS,PL,ES,AUD,EUR,UB,CC,CHF,GF,YM,NZD,MXP,ZF,VIX,DX,HO,RB,NKD,KE,ZW,SI,ZC,CT,ZT,OJ

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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 0.000507 -6.438491e…

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