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📊Mid-Month March Composite Model Update

Updated: Mar 19, 2022

  • March model composite signals vs FX spot month-to-date

  • A clear outlier here is SEK, up 0.67% vs USD and up 3.62% vs the yen, this is the strongest downside signal from the composite model at -15.8. However, the Swedish krona trades off March lows, at some point during the month, it ticked lower 6.7% and 5.8% vs the dollar and the yen, respectively

  • If we take the SEK out of the model vs spot % performance, we end up with an R^2 of 0.30, up from 0.0 currently.


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