| Coefficient | T-stat | P-value | R-square |
PROF_MARGIN | −0.0043 | −4.15 | 0.00006** | 11.94% |
JPM-CPI-REER/ToT Z-score | −0.0036 | −3.56 | 0.00052** | 9.08% |
JPM-PPI-REER/ToT Z-score | −0.0035 | −3.45 | 0.00077** | 8.55% |
TradeBalance | 0.0034 | 3.36 | 0.001** | 8.18% |
1mFwdYield | −0.0032 | −2.99 | 0.0033** | 6.58% |
AGGR Sentiment | −0.0036 | −2.09 | 0.04** | 6.22% |
TermsTrade | 0.0021 | 2.01 | 0.047** | 3.10% |
1m FX MOM | 0.0020 | 1.87 | 0.064* | 2.84% |
BEST_PX_BPS_RATIO | −0.0019 | −1.80 | 0.075* | 2.48% |
JPM_PPI_REER | 0.0019 | 1.79 | 0.075* | 2.49% |