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 


SMA 200 Vs Buy & Hold - Channel NewsAsia Forum

There was a discussion on trading using the SMA 200 in the Channel News Asia forum found here. I did a backtest demo to show the difference in profits between the two.

Ebay - NASDAQ

Ebay - NASDAQ

Ebay - NASDAQ. Sell Signal

Bank of China - HKSE

Bank of China - HKSE

Bank of China - HKSE. Sell Signal

Angang Steel Company - HKSE

Angang Steel Company - HKSE

Angang Steel Company - HKSE. Sell Signal

China Mengniu Diary Company - HKSE

China Mengniu Diary Co

China Mengniu Diary Company - HKSE. Buy Signal

Friday, 2 September 2011

Alliance Financial Group Berhad - KLSE

Alliance Financial Group Berhad - KLSE

Alliance Financial Group Berhad - KLSE. Buy Signal