This came to be a pretty strong logic with low DrawDown by combining Multi Triangular Forex Arbitrage based on their correlation status, which I can not disclose more details about it. When Corti scans for correlation, you can exclude any currency you don't want to trade, like NZD, for instance. While it hedges correlated combinations, you can be sure to trail as much as the market goes in that direction, and then the recovery option will take care of the drawdown.