FX Volatility Effect (8 Dollar FX Pairs)

This strategy trades eight currencies against the US dollar: the Australian, Canadian and New Zealand dollars, the euro, the British pound, the Japanese yen, the Mexican peso and the Swiss franc. Once a month it measures how much each currency has been swinging, and how much all eight are swinging on average. Twice a year, at the end of May and the end of November, it checks over the last three ye