Portfolio Performance for 2017/08/21
|Profitable Positions (% of total):||66.67%|
|Daily Net Profit:||0.03%|
Commentary: The model got new parameters from the system today and saw positions move accordingly. The leverage used is now above 2x for the first time this year. The core position is short EUR against the CAD, GBP and USD. The model has been struggling since April and we continue to methodically run the system daily, building on the data we use for the machine learning process. We will be adding additional currencies next month and will layout those plans in the coming days.
CURRENT CURRENCY EXPOSURE FORE 2017/08/22