This week the scorecard recommends buying CAD, EUR and JPY while selling SEK, NZD and AUD (see suggested weights in portfolio in table below).
Last week's signals resulted in a 0.02% gain. Especially the long AUD position performed well while the short NZD and long CAD positions were expensive.
Year to date, the Scorecard model has generated a total profit of 4.9%.
Next scorecard signals will be sent out on 27 October.
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