Expanding the model and idea

I recently have applied the same idea in trading between NDX and Dow Jones to Hong Kong future market and FX market.

In Hong Kong market, pairs can be formed with HSI and HSCEI, both indexes have regular future and mini-size futures. Following are results:

The current signal is to long HSCEI and short HSI, also implying HK market is likely to go up.

In FX market, commodity currencies such as AUD and CAD are paired with safe heaven currencies including CHF and JPY. We choose CADJPY to trade.  The leverage is 5.

The current signal is to long CAD and short JPY. Does this mean the crude oil price is going to go up?