Seasonality Trading Signals (fut) 20210203

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

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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 -6.456003e-04 -0.00…