This is the new Managed Futures Strategy based off the existing Equal Weight one I share here. 1 is Our new one 2 is Aqmix 3 is Wtmf etf 4 is Ahlyx The main change is ours was 1: taking momentum of our signals in terms of performance, this is vol adjusted momentum and then increasing existing or decreasing existing weights based on that. The second was taking just volatility of our signals and then adjusting weights more based off that. That was more powerful than the vol adjusted momentum of signals. However, the idea there was that if signal volatility is high then of course that signal is more choppy than strong and therefore should have reduced weights solely based on that. The big concern here would be overweighted too much going into a trend change. This is where we will rely on mean reversion signals to then hopefully reduce our exposures before that happens. Vol is quite high on this more than I’d like, but that’s how it is. I’m not going to change the reasons for why it is and tinker that. There are simple ideas to decrease vol and it would be just decreasing the increase in weights when trend is strong, however, that would reduce skew of course. The mean reversion signals are not implemented in this yet. I will test those next. Of course this is back tested. The others aren’t, but this is. There’s no front running, nor data mining, nor using methodology that doesn’t make economic or allocation sense. One can simply take the trend signals etc that I post and create the same thing if they have the time and wanted to. $GLD, $GC, $SPY, $FXY, $NG, $FXF, $IEF, $UNG, $ES, $CL, $ZN, $MES, $HG