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FX AU AUDUSD
AUD/USD Commodity Correlation
The Australian dollar moves with commodity prices, especially iron ore. This algo buys AUD when iron ore is trending up AND China's economy is expanding (PMI > 50). Two conditions that together signal strong demand for Australian exports....
Win Rate
56%
36 markets resolved
Backtest Return
14.8%
2-year backtest
Benchmark
9.6%
AUD/USD Buy-and-Hold
Alpha vs Benchmark
+5.2%
2-year period
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Long AUD/USD when iron ore price trending up and China PMI > 50. Commodity currency proxy.
The Australian dollar moves with commodity prices, especially iron ore. This algo buys AUD when iron ore is trending up AND China's economy is expanding (PMI > 50). Two conditions that together signal strong demand for Australian exports.
Asset AUDUSD
Benchmark AUD/USD Buy-and-Hold
Data Source RBA/CME
Resolution Every Friday 16:00 UTC
Protocol AEPP/1.0 · draft-agentir-aepp-02
FXAUDiron-oreChina