FX Vol Algo (inc commodities/indices) +15.8% since June 2018.

V

VolAlgo1

FX Vol Algo (inc commodities/indices) PL since June 2018 = +15.8% (on a £100k account).

Current positions:
CADJPY: Long 120k @84.502
EURJPY: Short 100k @130.896
EURSEK: Short 100k @10.30347
GBPNZD: Short 100k @1.92625
GBPUSD: Short 70k @1.34554
Dow30: Long 4 contracts @24902.60
USCAD: Long 80k @1.29602
USDJPY: Long 200k @110.403
Wheat: Long 20,000 contracts @4.826
 
If your account size is about GBP 100k, how are you able to hold 20,000 contracts of wheat? I guess that the margin requirements would be a lot higher than what you have available?
 
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