Just a thought... As I can see your point on the logic of these trades when looking at the longer term charts (weekly and monthly charts), but it seems that no matter what, these trades are probably going to be in for a long duration (assuming they don't stop out first from short/med term price corrections), so have you considered only making these trades if the direction of the trade on the pair would be one when the daily Roll would be in your favor instead of an added expense each day?
- | Commercial Member | Joined Aug 2013 | 2,860 Posts
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