Turtle Trading Signals(Net Change) (fut) 20210203

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

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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 VIX VIX -0.02 …