June performance review for Danica-9am algorithmic system

During the month of June, the sixth month of live performance, the system went through a major upgrade. The upgrade is expected to further improve prediction quality for daily high and low (as measured by Pearson correlation coefficients between predicted and actual logarithmic returns) while its effect on the prediction quality for daily close is uncertain. This document consists of a summary section followed by 14 subsections, dedicated to the individual exchange rates tracked by the system. Those contain color-coded charts of the performance and details pertinent to the specific currency pairs. For comparison with the previous month, you may want to take a look at the May review.

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