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Background of the trading Forex method is an integrated basket of several currency pairs.
In case of using different pairs at a time in a portfolio a risk balancing Forex trading effect can be achieved, because intra-portfolio correlation of the chosen pairs can lead to a partial reduction in volatility of a given portfolio under specific circumstances.

The number of open Forex trading positions depends on the results of technical analysis and the market situation in general.

The strategy looks, above that, at market fundamentals aiming at a midterm and longterm gain as far as the equity curve is concerned. Additional positions of scalping type or more shortterm oriented trades are possible as well.

PortfolioRhoVariance - system Forex

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2009 +0.1% -1.6% +26.5%
2010 +11.8% (+2.5%) (+3.7%)
Get access to forex trading strategy
Pips $
Get access to forex trading strategy
Strategy Name PortfolioRhoVariance
Date Started 2009-10-19
Number of weeks 21
Max concurrent lots 4
Max drawdown for 1 lot 300 (pips)
Min account amount $ 4800
Max drawdown for full amount 25 % OK
Trading currencies EUR/USD, USD/JPY, GBP/USD, USD/CHF, EUR/CHF, AUD/USD, USD/CAD, NZD/USD, EUR/GBP, EUR/JPY, GBP/JPY, CHF/JPY, GBP/CHF, NZD/JPY, AUD/JPY, EUR/AUD, AUD/CAD, CAD/JPY
Pips $
Total +2620 pips +$2530.96
Total profitability +52.73 %
Trades 131
Profitable Trades 110
Loss Trades 21
Win ratio 83 %
Maximum account level +2620 pips +$7330.96
Minimum account level -338 pips +$4452.35
Max loss -600 pips -$600
Max loss (%) 12.50%
since 2009-11-25 to 2009-12-09
 
 
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