Given that the 50-day moving average is higher than the 200-day moving average means that the asset is possibly in null market. Also, that the current price is lower than the 1 month high, which makes it likely that the stock price will rise in the near future.

Seasonality strategy: We short 15 stocks with the lowest average returns and buy 15 stocks with the highest average returns based on historical average returns in December from 2009-2020. We analyzed companies included in the S&P 500 index. In our fund we maintain the leverage level of 1.80. Short positions are initially equally weighted. Rank 11. in short position

Initial long positions of the fund will be based on the 1-month performance of stocks; in the past 30 days. LKQ Corporation among the best-performing stocks and will have an equally weighted share within the fund.

The fund follows the return seasonality strategy by investing into stocks with exceptionally high or low returns during the same-calendar-months. This stock has had top 10 lowest February- returns within the S&P 500 -index during the last decade. The portfolio will be equally weighted between 10 long and 10 short positions on different stocks.