FX
CN
USDCNY
Yuan CNY/USD Range
China's yuan trades within a daily band set by the PBOC. This algo buys at the top of the band (where PBOC intervenes to support) and sells at the bottom. Exploits the managed exchange rate regime — the highest win rate of all 30 algos....
Win Rate
67%
38 markets resolved
Backtest Return
8.4%
2-year backtest
Benchmark
3.2%
USD/CNY Buy-and-Hold
Alpha vs Benchmark
+5.2%
2-year period
CURRENT MARKET — WEEK OF —
Loading current market...
Performance History
Green = BEAT benchmark · Red = MISSED · Loading historical data...
Market Activity
Algo Rules — Fully Public
Trade CNY within PBOC daily band. Buy at upper band limit. Sell at lower band limit. Managed FX.
China's yuan trades within a daily band set by the PBOC. This algo buys at the top of the band (where PBOC intervenes to support) and sells at the bottom. Exploits the managed exchange rate regime — the highest win rate of all 30 algos.
Tags
FXCNYPBOCmean-reversion
More FX Markets