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26 July 2008

Backtest - Deviation from MA - Straits Asia


Rule: Deviation from MA (rule explanation)
Parameter:
Top Deviation 15.3%
Bottom Deviation -6.9%
Confirmation 5% from deviation
Targeted Stock: Straits Asia
Trading Range: 1 Nov 2007 till present
Profit/Loss: 48.78%

Category

House Number


01 AmFraser
05 UOB KH
08 CS
12 Lim&Tan
17 CIMB-GK
20 Philip
21 KimEng
25 Daiwa
26 BNP
28 OCBC
29 DBSV
31 DMG
35 SBI E2
36 Fortis Clearing
37 Lehman Brothers
39 Instinet Singapore
43 OCBC
70 CLSA
71 Nomura
72 Daiwa
73 Macquarie
77 ABN
78 Merrill Lynch
79 JPM
82 MS
83 Citigroup
84 UBS
86 DBSV Online
87 Westcomb
Thanks ccloh for providing my long lost house number list

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