The rules-based trading strategy takes a simple investment idea as its base assumption: yesterday's winners have a habit of becoming tomorrow's losers Or as bankers say: markets tend to revert to the mean Based on an index of just six liquid commodities û crude oil, heating oil, gold, aluminium, wheat and corn û this mean-reversion strategy overweights the trades it likes and under-weights those it doesn't
Right now it is heavily invested in energy, but recently the strategy has been moving away from oil, and...
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