OCTOBER PERFORMANCE

Here the performance for October, where one model had a bad draw-down and now is just in light loss ytd
Others continues to perform well.

This month is quite volatile, let's see how models will perform. I'm quite happy that global rates are rising on the long maturities, hope it will happen in the short one to re- normalize the markets
As I always write in this blog, if Models will be able to surf a normalization of markets with flat returns, I'd be happy. I think most investors will have deep losses in that environment