Correlation of Positive Daily Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.67	1

Correlation of Positive Weekly Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.74	1

Correlation of Positive Monthly Returns - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.84	1