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John10

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tT
发表于 2011-7-13 13:06 | 只看该作者

Trending up, Flat, Trending down

So Trending up

CPPI beats Buy and hold beats Constant Mix


Oscillating Constant mix beats buy and hold, beats CPPI



What about downtrending?

Is it still CPPI beats Buy and hold beats Constant Mix? At some point Buy and hold and SPPI hit a floor....?
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