Thnx for your answers! Found it very interesting.  I myself would be interested in the Excel sheet, as I have slightly different numbers than you do and am not absolutely sure how you did calculate the numbers.

For the strategy that I mentioned, the rate of return would be 56% on a yearly basis if you plug in the numbers from today (not sure if I did it correctly). Is this high in the bitcoin world? What was the highest you have seen? There must be some very big pitfalls? I have come by one pitfal, as of yesterday you can not register anymore on that exchange :s. Not sure what kind of exchange wouldn't allow people to register, but it shows that there could be many more flaws in the sites design.