Note: The percentage drawdown is calculated from the beginning of the equity with the expected return of 33 % p.a. of the initial endowment.
2010-70+518+794+174-271+193+455+228-86+218+117+44+2 314
2011+3+202+628-125+420-190+67+237-215+17-194+87+937
2012+313+491+185+294+272+615+488+660+173-341+708+518+4 376
2013-75+952+905+230+727+4+124+279+321+5+902-92+4 282
2014+270-133+999+159+204+222+314-159+635+537+635+720+4 403
2015+98+546+105+346+692+43-250-203+167-70-394-722+358
2016-202+489-4         +283
pairs: 1, The strategy automatically retrieves NEWS announcing times and foresees the move before the NEWS announcement, so it is not prone to large slippage in news announcing and enters the trade just before the announcement.