Anywhere Between 2 to 3 Sigma is fine by me
2/3 of the range should work well for the Profit take
Can Not Do the stop loss..( I give up on that one)
2 Sigma
_______ Short Long
Today 1.5695 1.5155
T+1 1.5675 1.5136
T+2 1.5655 1.5116
T+3 1.5634 1.5095
T+4 1.5612 1.5074
T+5 1.5589 1.5051
_______ Short Trm Long Trm
Fair Value 1.5383 1.5820
3 Sigma
_______ Short Long
Today 1.5785 1.5068
T+1 1.5765 1.5049
T+2 1.5745 1.5029
T+3 1.5723 1.5009
T+4 1.5701 1.4987
T+5 1.5678 1.4965
_______ Short Trm Long Trm
Fair Value 1.5383 1.5820