📊 June G10FX Composite Model Performance

• June model composite signals vs FX Spot MTD % Performance

• The strongest model signals were found in SEK, NOK, USD, and CHF. All model signals, were short except for the dollar, this is reflected in FX spot performance as the USD outperforms peers, in line with the June model. In BBDXY terms, the dollar has advanced 2.14% in June

• An outlier is found in the Japanese yen, the JPY is underperforming the G10, but its model signal is not the bottom ranking or even within the last three. JPY trades -4.27% to the dollar in June

• The composite model vs G10FX spot performance R^2 is at 0.64

June MTD %:

NOK -3.37

CHF -2.88

SEK -2.65

USD +2.14

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