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Assessing the Efficacy of Adjustable Moving Averages Using ASEAN-5 Currencies
Table 6
Buy-and-hold annual mean returns and mechanical trading rules (MAC, MACD, KAMA, MA20,%, Portfolio’s OptMA19, Different Currencies OptMa, and AMA′): Annual mean returns for IDR, MYR, PHP, SGD, and THB from 2005 to 2014 after taking into account slippage costs of 1 tick per transaction.