Turtle Trading Signals(Net Change) (fut) 20210115

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

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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 ES ES -0.01 0.…