During the month of March, the third month of live performance, the system kept running on complete autopilot, with no code upgrades or parameter changes. 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 February review. For the first time, estimates of Kelly-optimal capital allocation fractions for the individual pairs are reported.
March performance review for Danica-9am algorithmic system
Source: forexautomaton.com
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USDCHF pulled back from 1.0624
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