Disliked{quote} {quote} i give you a counter example that falsify this assertion say we have a basket made of 2 pairs EURUSD weight = 1 GBPUSD weight = -1 basket value = EURUSD + 1 / GBPUSD at time t0 you buy the basket at the following values EURUSD = 1 *********** buy 0.01 lot ********** pip value = 0.1$ GBPUSD = 1 ***********sell 0.01 lot ********* pip value = 0.1$ basket value = 1 + 1 / 1 = 1 + 1 = 2 at time t1 you have the following values EURUSD = 1.75 GBPUSD = 4 basket value = 1.75 + 1 / 4 = 1.75 + 0.25 = 2 normally according to you you have 0 gain/loss...Ignored
In your example you are shorting and longing USD at the same time (aka Hedging).
No guts, no glory