Strategie

Strategy Configuration

Portfolio Allocation

FX Carry (% NAV)

CFD Daytrading (% NAV)

Reserve (% NAV)

FX Carry CFD Daytrading Reserve

FX Carry Trade

G10 Currency Pairs · Interest Rate Differential + Trend · Multi-Day Holding

Active Strategy

Type

Rebalancing

Signal Parameters

Top N Pairs

Maximum simultaneous FX positions

Min. Carry Score

Minimum carry before signal generation

Volatility Filter

Lookback (Days)

Max. Realized Vol (%)

Trend Filter (Moving Averages)

Fast MA (Days)

Slow MA (Days)

FX Take Profit & Stop Loss

Reconciler checks every 5 min · Profit must be ≥ 3× spread cost (OANDA fee protection) · Min. hold protects carry income

Take Profit (% position value)

e.g. 1.0% = CHF 22 at 2% NAV

Stop Loss (% position value)

Immediate close on loss

Min. Hold Days

Allow carry income to accumulate

CFD Daytrading

Indices · Commodities · Stock CFDs · Intraday close 22:00 UTC

Entry Filter

Spread check before every trade entry — wide spreads (illiquid markets, gaps) are skipped.

Max. Entry Spread (%)

e.g. 0.20% = max. 2 pts at SPX500 @ 5'000

Typical OANDA spreads:
SPX500 ~0.4 pts · NAS100 ~1 pt · DE30 ~1 pt
XAU_USD ~0.3 USD · WTICO ~3 pts

Leverage · TP/SL · Close Time per Asset Class

INDEX: 20:1 · TP 3% · SL 2% · Close 22:00 UTC
COMMODITY: 10:1 · TP 4% · SL 2.5% · Close 22:00 UTC
STOCK: 5:1 · TP 5% · SL 3% · Close 22:00 UTC