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This strategy does not offer you much protection in a fast trending market. If you adopt a 50/50 split and the quote currency keeps falling you will continuously be buying more quote with base. Total value of account will continue to fall as the quote currency trends downwards. It is scant reward that you have 50/50 at any one time when your total account value is deteriorating in terms of the base currency. Each adjustment sells more base and buys more quote and thus the whole account value falls.

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Anthony FJ Garner
Anthony FJ Garner

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