SleepWell Trade · Asset reports · Egypt
5 Egypt backtest reports
Backtest reports for Egypt listings, recomputed monthly across the same ten trend-following strategies.
Stocks · Egypt
Misr Fertilizers Production Company MOPCO
Supertrend · CAGR 33.6% · MDD -63.8% · Sharpe 1.03
Stocks · EgyptCommercial International Bank - Egypt (CIB) S.A.E.
SMA crossover · CAGR 24.1% · MDD -41.1% · Sharpe 1.01
Stocks · EgyptTalaat Moustafa Group Holding
Bollinger breakout · CAGR 16.8% · MDD -30.7% · Sharpe 0.89
Stocks · EgyptAbou Kir Fertilizers & Chemical Industries Co.
ADX / DI trend · CAGR 11.5% · MDD -56.3% · Sharpe 0.58
Stocks · EgyptEgypt Aluminum
SMA crossover · CAGR 24.1% · MDD -83.3% · Sharpe 0.53