Quote:
Originally Posted by TimeFreedom
I have done a backtest of the Carry-Trader 13 pairs and the numbers look good in terms of withstanding the JPY unwind. The test does not account for the adds or swap interest. This is a naked test, for the lack of words, to determine how the basket would perform on it's own without intervention. Here are the numbers:
TimeFreedom
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So without going into safe mode one would have seen a 44% drawdown. Assuming you were in safe mode, the risk is much less.
Thanks Time Freedom for doing that. Should give everyone even more confidence in what we have on our hands!
Tim