Model: Euro

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  Menu 1D ret:  +MTD ret:  -0.67%Latest signal:  NEUTRAL (2021-12-10)

Background on the model

Our proprietary EUR/USD model is calibrated over the medium term and incorporates a cost of carry estimated from the prevailing interest rate differential. Besides currency impact it also incorporates the statistical signals of other asset classes. (Date added to LongShortSignal: 2019-12-31).

Performance Since Inception

Daily returns YTD



Daily returns over the last 30 days

Date Return



Monthly historical returns

Date Asset Long/short Long only
2022-01-06-0.67%0.00%0.00%
2021-12-310.13%0.27%0.00%
2021-11-30-2.06%-0.39%0.00%
2021-10-29-0.33%0.04%0.00%
2021-09-30-2.08%-0.11%0.00%
2021-08-31-0.67%0.00%0.00%
2021-07-30-0.04%0.73%0.00%
2021-06-30-3.16%0.10%0.00%
2021-05-311.57%0.00%0.00%
2021-04-302.30%0.00%0.00%
2021-03-31-3.03%0.00%0.00%
2021-02-26-0.63%-0.59%0.00%
2021-01-29-0.78%-0.53%-0.53%
2020-12-312.29%1.07%1.07%
2020-11-302.28%0.00%0.00%
2020-10-30-0.75%-1.59%-1.59%
2020-09-30-1.90%0.00%0.00%
2020-08-311.25%1.25%1.25%
2020-07-314.74%-0.34%2.18%
2020-06-301.10%1.10%1.10%
2020-05-291.23%1.44%1.35%
2020-04-30-0.78%0.73%0.00%
2020-03-31-0.08%-0.13%0.00%
2020-02-28-0.76%0.74%0.00%
2020-01-31-1.25%1.25%0.00%