Quote:
Originally Posted by PIP CHASER
As the EUR/USD is going down the USD/CHF is going up giving us protection. I know this doesn't happen in lock step and that is when the drawdown enters the picture. This is what I would like to measure over a long period to see what the max drawdown would have been after building up 60 lots. Does anyone have any suggestion on doing this? We will continue to receive positive swap for both pairs as long as the country's interest rate says as is.
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Wow man, are you even reading the replies you're getting? We were just saying how EUR/CHF represents the imperfections in the hedge, and thus your historical drawdowns. Check the chart out.
But I hope you know that EUR/USD + USD/CHF isn't the only combo that results in positive swap, not sure why you picked those 2 pairs specifically for this idea.