real_yield_differential
Engel (2014) Handbook of Int'l Economics — Real yield differential predicts 3-12 month FX moves
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Engel (2014) Handbook of Int'l Economics — Real yield differential predicts 3-12 month FX moves
Supported Markets
FX
State Transition History
No state changes recorded yet