DislikedOh sorry. I realized that you were running the test on the USDCHF only and I thought about the other bunch, that is movinh more, but not behaving like the carries: NZDUSD, USDCAD, EURCAD, EURAUD, AUDUSD, AUDNZD.
Apart from EURAUD I use those for my newstrading every now and then and the EURCAD is quite volatile and by definition no carry.
The USDCAD has been a one-way-street; I might get hard to consider it for future use, as there are voices that each side can live with the parity.
AUDNZD is a perfect barometer for the question who has the upper hand in the relationship of these entwined economies.
NZDUSD can get really volatile if one of the currency is trotting on a mine. Very news sensitive - maybe hard to trade for our EA.
AUDUSD - nearly the same. As there is more real trade (greater numbers of $$) this is the more well behaved pair.
EURAUD - blind shot - lots of trade between the EU and Australia & NewZealand!
Furthermore: Highyield vs. CHF // also carries!
GBPCHF, NZDCHF, AUDCHF
By the way: I have no clue which pairs you have available for testing on mig.
Gnat, the feederIgnored
Gracias