Correlation of Negative Daily Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.39	1

Correlation of Negative Weekly Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.47	1

Correlation of Negative Monthly Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.17	1