No. of Recommendations: 0
I know it is uncomfortable to leave in the October 2008 outlier, but then you should also remove the October 1987 outlier for the futures model. But that does not make sense either since you are removing dis-similar outliers.

So leave them both in, or figure a way to remove like outliers. In any event the risk adjusted performance, especially on the downside; makes partial exposure to the market attractive.
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