Correlation of Daily Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.71	1

Correlation of Weekly Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.77	1

Correlation of Monthly Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.77	1