Trend Following Positions, Fixed Income Position Now Flat

Treasury Futures Position Neutral
Stay Long Commodities Gold, Cocoa, Corn, Soybeans, WTI Crude
Short Cotton, GBP/USD , VIX Index
Trade Idea

Trade Idea

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CTA Trend Following Model

Trend followers stay long grains and stocks. CTA's model stopped out of long fixed income and are now flat. 

CTA Trend Model


 

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