Seasonality Trading Signals (fut) 20210202

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

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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 -0.000645 -0.001247…