A currency-focused portfolio engineered for consistent monthly returns using carry, mean-reversion and low-leverage positions.
- Client : Julian Ruiz Jr
- Duration : 4 Months
- Year : 2023
- Tags : forex-portfolio , carry-trade , income , diversification
- Website : Julians Portal
Forex Stability Portfolio — Monthly Income with Low Volatility
Executive Summary
Designed for investors seeking steady income and low correlation to equities, this portfolio uses FX strategies that exploit interest-rate differentials and short-term inefficiencies.
Strategy Mix
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Carry Trades (40%): Capture yield differentials.
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Mean-Reversion (30%): Statistical plays on major pairs.
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Event-Driven and Hedging (20%): Limited exposure around macro releases.
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Cash/Short Duration (10%): Liquidity buffer.
Execution and Risk
Tight pip-based sizing and limited leverage prevent large drawdowns; monthly PandL targets and conservative rolling rules maintain consistency.
Outcome
Consistent monthly returns with substantially lower volatility vs equity market exposure, making it a strong diversifier.