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AUD futures Monthly Trend-following
TREND FOLLOWINGIn this analysis we will consider the AUD futures. Dividing the time series starting in 2003, we will look for an entry that breaks a monthly high-open candle formed the same month as the year before.
AUD futures daily range
Mean Reversion
In this analysis we will see how the AUD futures fits into a particular mean reverting strategy.
CAD futures monthly bias
Mean Reversion
In this analysis, we will consider the CAD futures. Dividing the time series starting in 2002, we will look for the existence of a correlation between the various months.
Steady performance, we know it
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PureSeas-39
Perfomance since inception:
The purpose is to realize a specific annual performance by means of a fixed low risk supporting a steady performance. […]