SleepWell Trade · 종목 리포트 · 싱가포르
싱가포르 백테스트 리포트 55개
싱가포르 상장 종목을 동일한 10개 추세추종 전략으로 매월 다시 계산한 백테스트 리포트 목록입니다.
iFAST Corporation Ltd
Keltner 채널 돌파 · CAGR 20.3% · MDD -22.3% · Sharpe 1.10
주식 · 싱가포르Yangzijiang Shipbuilding (Holdings) Ltd.
EMA 크로스오버 · CAGR 19.9% · MDD -43.8% · Sharpe 0.82
주식 · 싱가포르Sheng Siong Group Ltd.
SMA 크로스오버 · CAGR 12.4% · MDD -22.7% · Sharpe 0.82
주식 · 싱가포르UMS Integration Limited
SMA 크로스오버 · CAGR 20.6% · MDD -53.9% · Sharpe 0.76
주식 · 싱가포르AEM Holdings Ltd.
SMA 크로스오버 · CAGR 27.1% · MDD -68.3% · Sharpe 0.76
주식 · 싱가포르Keppel DC REIT
ADX / DI 방향성 · CAGR 5.1% · MDD -9.3% · Sharpe 0.68
주식 · 싱가포르Singapore Exchange Ltd.
SMA 크로스오버 · CAGR 12.1% · MDD -47.0% · Sharpe 0.65
주식 · 싱가포르Great Eastern Holdings Limited
SMA 크로스오버 · CAGR 9.6% · MDD -28.0% · Sharpe 0.65
ETF · 싱가포르Amova STI SGD ETF Units
ROC 모멘텀 · CAGR 8.2% · MDD -28.1% · Sharpe 0.64
ETF · 싱가포르State Street SPDR Straits Times Index ETF Units
SMA 크로스오버 · CAGR 5.3% · MDD -17.8% · Sharpe 0.60
주식 · 싱가포르Haw Par Corporation Limited
SMA 크로스오버 · CAGR 8.4% · MDD -30.3% · Sharpe 0.60
주식 · 싱가포르Mapletree Pan Asia Commercial Trust
Donchian 채널 돌파 · CAGR 5.9% · MDD -22.4% · Sharpe 0.59
주식 · 싱가포르Frencken Group Limited
SMA 크로스오버 · CAGR 13.8% · MDD -51.3% · Sharpe 0.57
주식 · 싱가포르DBS Group Holdings Ltd
SMA 크로스오버 · CAGR 7.8% · MDD -27.8% · Sharpe 0.56
주식 · 싱가포르Oversea-Chinese Banking Corporation Limited
ADX / DI 방향성 · CAGR 2.7% · MDD -9.0% · Sharpe 0.56
주식 · 싱가포르Hongkong Land Holdings Limited
EMA 크로스오버 · CAGR 11.5% · MDD -40.1% · Sharpe 0.54
주식 · 싱가포르Parkway Life Real Estate Investment Trust
SMA 크로스오버 · CAGR 7.6% · MDD -30.2% · Sharpe 0.54
주식 · 싱가포르Sembcorp Industries Ltd.
SMA 크로스오버 · CAGR 9.5% · MDD -40.1% · Sharpe 0.54
주식 · 싱가포르UOL Group Limited
SMA 크로스오버 · CAGR 8.7% · MDD -46.7% · Sharpe 0.53
주식 · 싱가포르Keppel Ltd.
Donchian 채널 돌파 · CAGR 5.5% · MDD -22.5% · Sharpe 0.50
주식 · 싱가포르Jardine Matheson Holdings Limited
SMA 크로스오버 · CAGR 9.3% · MDD -38.3% · Sharpe 0.50
주식 · 싱가포르CapitaLand Ascott Trust
ROC 모멘텀 · CAGR 3.5% · MDD -18.7% · Sharpe 0.49
주식 · 싱가포르DFI Retail Group Holdings Limited
SMA 크로스오버 · CAGR 9.5% · MDD -59.2% · Sharpe 0.49
주식 · 싱가포르Keppel REIT
ADX / DI 방향성 · CAGR 5.1% · MDD -32.3% · Sharpe 0.48
주식 · 싱가포르UOB-Kay Hian Holdings Limited
EMA 크로스오버 · CAGR 6.8% · MDD -48.0% · Sharpe 0.48
주식 · 싱가포르Singapore Technologies Engineering Ltd
SMA 크로스오버 · CAGR 6.7% · MDD -36.1% · Sharpe 0.47
주식 · 싱가포르City Developments Limited
SMA 크로스오버 · CAGR 7.8% · MDD -37.7% · Sharpe 0.47
주식 · 싱가포르Bumitama Agri Ltd.
Keltner 채널 돌파 · CAGR 5.1% · MDD -20.5% · Sharpe 0.46
주식 · 싱가포르First Resources Ltd. (Singapore)
Supertrend · CAGR 9.5% · MDD -70.5% · Sharpe 0.45
주식 · 싱가포르SIA Engineering Co. Ltd.
Donchian 채널 돌파 · CAGR 5.4% · MDD -53.1% · Sharpe 0.44
주식 · 싱가포르Wilmar International Limited
ROC 모멘텀 · CAGR 5.9% · MDD -45.3% · Sharpe 0.44
주식 · 싱가포르Genting Singapore Limited
Keltner 채널 돌파 · CAGR 8.0% · MDD -47.3% · Sharpe 0.44
주식 · 싱가포르Jardine Cycle & Carriage Limited
SMA 크로스오버 · CAGR 7.6% · MDD -43.7% · Sharpe 0.43
주식 · 싱가포르Suntec Real Estate Investment Trust
SMA 크로스오버 · CAGR 4.7% · MDD -26.7% · Sharpe 0.42
주식 · 싱가포르Olam Group Limited
Keltner 채널 돌파 · CAGR 2.5% · MDD -12.5% · Sharpe 0.41
주식 · 싱가포르Mapletree Logistics Trust
SMA 크로스오버 · CAGR 5.0% · MDD -38.6% · Sharpe 0.40
주식 · 싱가포르Frasers Centrepoint Trust
ADX / DI 방향성 · CAGR 2.1% · MDD -15.0% · Sharpe 0.39
주식 · 싱가포르Venture Corporation Limited
ADX / DI 방향성 · CAGR 3.9% · MDD -30.5% · Sharpe 0.39
주식 · 싱가포르Frasers Logistics & Commercial Trust
ROC 모멘텀 · CAGR 1.6% · MDD -8.0% · Sharpe 0.36
주식 · 싱가포르Mapletree Industrial Trust
ROC 모멘텀 · CAGR 4.7% · MDD -43.1% · Sharpe 0.35
주식 · 싱가포르Seatrium Limited
SMA 크로스오버 · CAGR 5.8% · MDD -51.5% · Sharpe 0.35
주식 · 싱가포르United Overseas Bank Limited
ROC 모멘텀 · CAGR 4.2% · MDD -42.9% · Sharpe 0.32
ETF · 싱가포르Amova SGD Investment Grade Corporate Bond Index ETF Units
SMA 크로스오버 · CAGR 0.8% · MDD -4.3% · Sharpe 0.32
주식 · 싱가포르Thai Beverage Public Co., Ltd.
Donchian 채널 돌파 · CAGR 3.8% · MDD -38.6% · Sharpe 0.30
주식 · 싱가포르SATS Ltd
SMA 크로스오버 · CAGR 3.3% · MDD -59.5% · Sharpe 0.27
주식 · 싱가포르NetLink NBN Trust
EMA 크로스오버 · CAGR 2.2% · MDD -22.8% · Sharpe 0.25
ETF · 싱가포르Lion-Phillip S-REIT ETF
볼린저 밴드 돌파 · CAGR 0.4% · MDD -3.3% · Sharpe 0.22
주식 · 싱가포르CapitaLand Integrated Commercial Trust
ROC 모멘텀 · CAGR 2.1% · MDD -45.4% · Sharpe 0.20
주식 · 싱가포르Golden Agri-Resources Ltd
Donchian 채널 돌파 · CAGR -0.1% · MDD -85.9% · Sharpe 0.17
주식 · 싱가포르Singapore Telecommunications Limited
SMA 크로스오버 · CAGR 1.1% · MDD -51.8% · Sharpe 0.15
주식 · 싱가포르Singapore Airlines Ltd.
볼린저 밴드 돌파 · CAGR 0.5% · MDD -14.6% · Sharpe 0.14
ETF · 싱가포르Amova-StraitsTrading Asia ex Japan REIT Index ETF NikkoAM StraitsTrading Asia ex Japan REIT
ADX / DI 방향성 · CAGR 0.4% · MDD -13.8% · Sharpe 0.12
주식 · 싱가포르Comfortdelgro Corporation Limited
Donchian 채널 돌파 · CAGR 0.5% · MDD -39.2% · Sharpe 0.10
주식 · 싱가포르CapitaLand Ascendas REIT
볼린저 밴드 돌파 · CAGR 0.3% · MDD -13.4% · Sharpe 0.08
ETF · 싱가포르iShares Barclays USD Asia High Yield Bond Index ETF
ROC 모멘텀 · CAGR -0.9% · MDD -39.8% · Sharpe 0.08