带 Jacko's AH 的背袋 (Carry Backet w/ Jacko's AH)

I'll be the first to say that carry baskets are not my thing.

However, I hope some brilliant minds can take this ides and run with it.

Here's the idea:

BUY 1 lot GBPJPY
BUY 1 lot CHFJPY

If I were doing this seriously, I'd get the proper ratio between the two. It might be more like 1 lot GBPJPY vs. 2.1 lots CHFJPY or something like that. The pairs aren't what's important.... those can be determined later.

Anyway, a drawdown always occurs when the correlation deteriorates. What I was thinking was to have a predetermined SL, and reenter after:

1) the difference in the hedge drops an additional 50 pips, then comes back to 100 pip
2) if not #1, the difference closes back to 50 pips

The idea is to cut the drawdown before it gets too bad, and then reenter as the DD closes back to parity. W/ Jacko, you are AHing to save bad trades. W/ this idea, you are preventing your account being blown by unwinding.

It's a guessing game (as all forex) but what do you guys think?