Turtle Trading Signals (fut) 20210117

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

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• Default NAV for risk sizing is 30000 USD

Asset Asset Description KellyFormula holding holing(prior day) entry_date entry_price sl_price Backtest latestDate KC KC 0.01 0.2…