Yes I was kicked off as well and it took a while to get back in. In addition, when I called customer service I could not get thru for a while busy signal or all circuits busy. then when they finally answer they say everything is fine - must be ...

I read that post at Oanda and have to wonder. What does the guy mean by "get caught". The broker tied up his money and he had trouble getting it back with legal issues? What did he do wrong? What was illegal about his hedge? If a broker can do this ...

I am looking at the original 10 pair basket created and introduced at Oanda by chafcombe and then at FF by ES, but I am experimenting with one additional position: Short CHF/JPY. This seems to offset the exposure in JPY as shown in the recent JPY ...

Its Buy and Hold since 10/9/05 and up over 70% on UPL

Agreed: I have to thank Electric for introducing this system to FF. What a run the last 45 days has been for C&C standard. I am up over 70% in UPL. What goes up 70% can also go down 70%. That is the lesson I take from the recent run.

Interestingly, I have found that the weightings really do no matter a whole lot. If you invested a certain amount and divided it equally among the 10 pair or if you take dfgx's weightings and then calculated what percentage that equals in each ...

Aksel: You are right. I am doing the weighting totally differently. I do not use Units to determine weighting. What I do is determine the dollar amount invested for each pair. Then I determine what percentage of the total amount invested that pair ...

Thanks Aksel, I changed my basket pricing backtesting strategy to use cumulative percentage difference for each day, instead of pip price. I am testing ES's basket so I multiplied the daily percentage difference based upon the percentage weighting ...

So Sam. The question is if you decide to cash out once or twice a month, when to get back in? I am still struggling with that decision.

Aksel: Well I just completed my own version of a 5 year backtest of the 10 pair basket performance and my results are entirely different than yours. I took the daily prices for each pair, determined a pip price (todays prices) based upon the dollars ...

Aksel: Thank you for taking the time to reply to my questions. I am learning a lot and appreciate your lucid explanations and all the work you've done to backtest this strategy. I know it is not easy to do so, but it is so revealing. I am still a ...

I checked with Oanda about opening an IRA account. They do not offer IRA's. I know that some brokers do such as FXCM, but they are limited in other ways that inhibit carry trading, no odd lots, not enough pairs offered, etc. I think the compounding ...

I am setting 50-1 leverage and earning .24 per day in interest on the invested amount.

Aksel: You have done great analysis here. I am still a little confused and also surprised at the results. 1. What is the total margin used of the 36K? 2. Aksel's carry respresents what? Buy and hold on dips? 3. Fixed % balance underperforms Fixed % ...

Thanks SamDan — I am glad you started this new thread. For the 10 pair, how do you come up with 25-30 %. I am averaging close to 80% on interest alone, assuming DD is contained. The 33 pair basket is not paying that well but DD trends need to ...

This is great stuff everyone. Askel: did you post somewhere in this thread results of a backtest you did on several baskets regarding UPL movement. I thought I saw it but don't see it anymore. I think that is extremely valuable information.

Fascinating dialog. Learning a lot. All I know is that as of tonight, I am up over 10% combined UPL and Interest in Standard C&C since inception on 10/9. No TP or Add to. Incredible.

ES: I am still trying to understand the historical DD of regular Cash and Carry. You mentioned several times in this thread that you have never seen CC go below approx -16 DD when it is not traded. Do you know the exposure and the leverage that was ...

ES: I don't understand you going to a private forum. This means you will not continue to post here? Where is this private forum? how do I join it? and how do I continue to learn about this system?

ES: I am not convinced yet that cash and carry has a much lower yield and less take profit opportunities than diverse 33. Cash and Carry seems to be holding its own with nice returns, though I have seen it go to -17 % in UPL for me. Too early to ...