- Apologies. Yesterday's chart was nonsense. Did not think it through properly and what I came up with, while trying not reveal too much, was basically a re-scaled gold chart with some noise factors. Sorry.
- The corrected chart for the core book is re-presented here. To disguise actual P&L, I have used arbitrarily selected initial anchor points for each open position. The chart is basically the path of Margin over time assuming Actual Price Changes on Fixed Open Positions Currently Held.
- The point of the exercise is to convince myself that the core book (+CAD+XAU+HG-EUR-GBP) is 1. trending and 2. in the right direction. Pass on both counts.
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