Seasonality Trading Signals (fut) 20210204

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

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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…