Hi context: The USD/CNH currency pair has been trending down at an almost linear rate past 3 years, it's safe to assume it will continue to trend downwards for the short term foreseeable future as the Chinese govt slowly allows the Yuan to appreciate to its real value. The problem: Every initiation of a trade requires a fee thats proportional to the volume of the trade, assume its a static 0.03%, this fee is taken off as soon as you make the trade so to break even after initiating a trade the exchange rate has to move in your favour by at least 0.03%. When you start trades the bank is willing to lend you 200$ for every of your $'s. So the best strategy would be to close trades immediately after making a profit and reinvesting it so your profit increases future profits, in effect exponentially increasing the size of your bank account... except this doesnt work, here's why. Because of that 0.03% commission you pay to the bank, the first 0.03% profit you make on a trade goes towards breaking even, so you can't spam trades.. taking profit and making a bigger trade straight after. Even if you make a little bit of profit, say you make 0.04% profit, you keep that 0.01% and start a new trade, but once again you have to wait for another 0.03% before you get anything from this new trade... but if you kept the previous trade and the exchange rate went your way for a total of 0.07% then you would get to keep 0.04% for yourself... I should mention that the reason it would work exponentially when you reinvest your profits is because every 1$ you put in, the bank puts in 199$ so totalling 200. the way profit works is.. examples: So to trade 100,000$ I put in 500$. Profit I make comes when the actual amount of money I'm trading (100,000) changes in value due to exchange rates. so if 100,000 appreciates by 2% then profit = 2000 - (100,000 * 0.0003) = 1970 because I just made 1970 profit I can reinvest all of it (with the bank's generous lending), and trade 494,000$ instead of 100k because I have my previous 500 and my new 1970. now if 494k appreciates by 2% then profit = 9880 - (494,000 * 0.0003) = 9732 then reinvest 9732 etc.. you can see how this grows exponentially.. but 2% isn't the best number for maximizing profit over a long period of time and I want to know what is the best % the jist of it is, that if you open one trade and wait for a long time assuming the currency will do the same thing it has past 3 years your profit will grow at a linear rate, if you trade very fast then it can increase exponentially, but if you trade too fast then you might not make any money at all, because all your exponential profits get sucked up by commissions to the bank. the question: what is the optimal profit (as a % of your bank account) for a trade to appreciate, before you close it and use all the profit to reinvest into a new trade. let me know if you need more information to solve this problem, I think the only information needed is the leverage and the commission and I don't want to information overload.