Correlation of Equity DD Lines - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.46	1

Correlation of Intraday Equity DD Lines - Strategies

	SeasonalES.ES	SeasonalES.YM
SeasonalES.ES	1
SeasonalES.YM	0.60	1

Correlation of System Closed Drawdowns to Overall Closed Drawdowns

Strategy	Correlation
SeasonalES.ES	0.71
SeasonalES.YM	0.69

Correlation of System Open Drawdowns to Overall Open Drawdowns

Strategy	Correlation
SeasonalES.ES	0.82
SeasonalES.YM	0.75