Wednesday, 7 September 2011

F&N - SGX SMA200 Backtest

Buy and Hold
Long 8th Nov 2006 @ 3.94
Close 2nd Sep 2011 @ 5.82
Net Profit 1.88

Vs

SMA 200
Various Longs from 12th Dec 2006
Close 2nd Sep 2011
Net Profit 2.65

With shorting, add 1.31 for total net profit from both long and shorts of 3.96 


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