Turtle Trading Signals(Net Change) (fut) 20210118

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

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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.…