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
El Sewedy Electric Company
Donchian breakout · CAGR 27.5% · MDD -41.0% · Sharpe 1.07
Stocks · EgyptCommercial International Bank - Egypt (CIB) S.A.E.
SMA crossover · CAGR 23.8% · MDD -41.1% · Sharpe 1.00
Stocks · EgyptTalaat Moustafa Group Holding
Bollinger breakout · CAGR 16.7% · MDD -30.7% · Sharpe 0.89
Stocks · EgyptTelecom Egypt
Donchian breakout · CAGR 10.1% · MDD -43.9% · Sharpe 0.56
Stocks · EgyptOrascom Construction Plc
Parabolic SAR · CAGR 0.6% · MDD -4.8% · Sharpe 0.27