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Managed Futures
Rosetta Analytics DL One Strategy - AlphaMaven Performance Report
June 2024 - Managed Futures
Rosetta Analytics’ DL One Strategy seeks to provide a positive return in any market environment. The Strategy uses a proprietary deep learning model to predict the daily change in direction of the S&P 500 on a close‐to‐close basis. It implements its predictions by allocating 100% of the capital to long or short positions in S&P 500 E-Mini futures.