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Zero-Correlation Master Portfolio: EURUSD & GBPUSD
Overview of the Asymmetric Compounding strategy return profile for all simulated years. Starting equity each year is $100,000.
| Year | Ending Equity | Total Return | Max Drawdown | Lowest Equity | Total Trades |
|---|
W: Wins (~4.9R) |
L: Initial Losses (-1R) |
RW: Recovery Wins (+1R) |
RL: Recovery Losses (-1R)
Max DD: Worst consecutive losing streak & total % lost during that streak.
This tab tracks trades held over the weekend boundary (Friday to Monday) and highlights trades that suffered massive slippage losses (< -1.2R) due to weekend gaps.
| Date | Pair | R-Loss | Estimated $ Loss |
|---|
This extremely low overlap mathematically proves the "zero-correlation" hedging benefit of trading both pairs simultaneously.
A step-by-step mathematical simulation of a $100,000 challenge starting Jan 2022, using the Asymmetric Compounding (Divide Buffer by 20) risk model.
| Date | Event | Pair (Signal) | Risk / P&L | Equity |
|---|
Simulates two completely separate $100k accounts (one EU, one GU) running through Phase 1 (8%), Phase 2 (5%), and the Funded Stage with monthly withdrawals, all protected by Asymmetric Compounding.
| Date | Milestone Event |
|---|
| Month | Pair | Payout Amount ($) | Payout % |
|---|
Simulates buying a new challenge every January 1st with 12 months to pass Phase 1 (8%) and Phase 2 (5%).
| Year | Status | Funded Date | Payouts % |
|---|