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....? |
发表于 2011-7-13 13:06
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