Is there a table somewhere that shows roughly the ratios to create an exact equivalent hedge between majors and crosses? e.g. eur/usd x usd/jpy = ? eur/jpy eur/usd x usd/chf = ? eur/chf gbp/usd x usd/jpy = ? gbp/jpy eur/usd / gbp/usd = ? eur/gbp Or is the ratio between major and cross pairs really so 'Dynamic' that you need to change the lots input constantly to maintain zero exposure i.e. Does it affect oscillations in net P/L much? Have anyone done an EA to display live this dynamic zero exposure ratio for different majors and their crosses? When a positive news for the us dollar is out, do you long usd/jpy, short eur/usd or gbp/usd or have some other approach? Which is more profitable? usd/jpy going up would probably pull up eur/jpy too and might curb eur/usd from dropping further... Anyone else into major leading/lagging crosses pairs opportunities?