Daily analysis of developments in the portfolio (25/10/2010)

Daily analysis of developments in the portfolio (25/10/2010)

Week 2:

Based on the portfolio of currency pairs listed in the portfolio, we observed the following:
In the couple negotiated the long side (5), 3 yielded positive results daily.

In pairs traded on the short side (4), all showed a positive result.

Based  on the daily closing values of each pair, which correspond to the values of GMT 21 hours, we found that the overall outcome of the day, shows a gain of 2.13%, corresponding to $ 213.

Just updating

Initial value of the portfolio: $ 10,000
Valuation day: $ 213 (2.13%)
Appreciation week: $ 213 (2.13%)
Present value of the portfolio: $ 1.137 (11.37%)
Expected weekly return: $ 1.065 (10.65%)
Expected annual return: $ 49.270 (492.70%)

Table is updated daily with the results:

daily 25/10/2010
	L/S	Close 21/10	Close 22/10	Result ($)
aud/usd	Long	0,98272	0,99054	79,58
aud/chf	Long	0,96001	0,96189	19,58
eur/chf	Long	1,3633	1,35588	-54,43
eur/usd	Long	1,39535	1,39651	8,31
eur/gbp	Long	0,88957	0,88815	-15,96
gbp/aud	Short	1,5961	1,58742	54,38
chf/jpy	Short	83,29	83,219	8,52
gbp/jpy	Short	127,634	127,068	44,35
usd/jpy	Short	81,372	80,815	68,45
total				212,79