Seasonality Trading Signals (fut) 20210226

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

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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 -0.000646 -0.001248…