SleepWell Trade · Asset reports · China

458 China backtest reports (2/2)

Backtest reports for China listings, recomputed monthly across the same ten trend-following strategies.

Snapshot 2026-08

Stocks · China

XCMG Construction Machinery Co., Ltd. Class A

SMA crossover · CAGR 13.7% · MDD -58.9% · Sharpe 0.56

Stocks · China

Zhejiang Longsheng Group Co. Ltd. Class A

Keltner breakout · CAGR 10.2% · MDD -49.2% · Sharpe 0.56

Stocks · China

Inner Mongolia Yili Industrial Group Co., Ltd. Class A

Supertrend · CAGR 12.4% · MDD -63.4% · Sharpe 0.56

Stocks · China

China Greatwall Technology Group Co Ltd Class A

Supertrend · CAGR 13.7% · MDD -66.0% · Sharpe 0.56

Stocks · China

Shanjin International Gold Co., Ltd. Class A

Donchian breakout · CAGR 14.4% · MDD -66.5% · Sharpe 0.55

Stocks · China

Focus Media Information Technology Co Ltd Class A

Supertrend · CAGR 13.4% · MDD -61.8% · Sharpe 0.55

Stocks · China

Feilong Auto Components Co., Ltd. Class A

Donchian breakout · CAGR 15.4% · MDD -73.6% · Sharpe 0.55

Stocks · China

Kunlun Tech Co., Ltd. Class A

ADX / DI trend · CAGR 12.6% · MDD -39.3% · Sharpe 0.55

Stocks · China

Huadian Power International Corp. Ltd. Class A

Bollinger breakout · CAGR 7.9% · MDD -38.2% · Sharpe 0.55

Stocks · China

SAIC Motor Corporation Limited Class A

Donchian breakout · CAGR 10.8% · MDD -44.9% · Sharpe 0.55

Stocks · China

AECC Aviation Power Co Ltd Class A

MACD · CAGR 13.2% · MDD -51.8% · Sharpe 0.55

Stocks · China

Guangdong Haid Group Co., Limited Class A

Supertrend · CAGR 10.9% · MDD -42.2% · Sharpe 0.55

Stocks · China

China Aerospace Times Electronics Co., Ltd. Class A

Donchian breakout · CAGR 13.6% · MDD -72.4% · Sharpe 0.55

Stocks · China

Shanghai Pudong Development Bank Co., Ltd. Class A

ROC momentum · CAGR 8.8% · MDD -38.2% · Sharpe 0.55

ETFs · China

Dacheng Hang Seng Technology ETF (QDII)

Bollinger breakout · CAGR 7.9% · MDD -15.2% · Sharpe 0.55

Stocks · China

Castech Inc. Class A

Supertrend · CAGR 13.4% · MDD -48.8% · Sharpe 0.55

ETFs · China

E Fund Seeded CSI 300 ETF

ADX / DI trend · CAGR 5.5% · MDD -28.0% · Sharpe 0.54

Stocks · China

Betta Pharmaceuticals Co., Ltd. Class A

Supertrend · CAGR 12.8% · MDD -43.2% · Sharpe 0.54

Stocks · China

COSCO SHIPPING Energy Transportation Co., Ltd. Class A

SMA crossover · CAGR 13.4% · MDD -58.4% · Sharpe 0.54

ETFs · China

E Fund Hang Seng TECH Index ETF

Bollinger breakout · CAGR 3.8% · MDD -10.1% · Sharpe 0.54

Stocks · China

Cofco Sugar Holding Co., Ltd. Class A

ADX / DI trend · CAGR 7.1% · MDD -36.8% · Sharpe 0.54

Stocks · China

Henan Huanghe Whirlwind Co., Ltd Class A

Donchian breakout · CAGR 14.8% · MDD -75.8% · Sharpe 0.54

Stocks · China

China Shipbuilding Industry Group Power Co., Ltd. Class A

Keltner breakout · CAGR 8.4% · MDD -39.7% · Sharpe 0.54

Stocks · China

Western Mining Co., Ltd. Class A

Bollinger breakout · CAGR 11.2% · MDD -55.0% · Sharpe 0.54

Stocks · China

Wangsu Science & Technology Co., Ltd. Class A

Donchian breakout · CAGR 12.5% · MDD -55.9% · Sharpe 0.54

Stocks · China

Jiangsu Zhongtian Technology Co., Ltd. Class A

Supertrend · CAGR 12.8% · MDD -61.3% · Sharpe 0.54

Stocks · China

Guanghui Energy Co., Ltd. Class A

Supertrend · CAGR 12.6% · MDD -55.0% · Sharpe 0.54

Stocks · China

Zhejiang Shuanghuan Driveline Co., Ltd. Class A

Donchian breakout · CAGR 12.3% · MDD -72.8% · Sharpe 0.54

Stocks · China

China Merchants Securities Co., Ltd. Class A

Keltner breakout · CAGR 5.3% · MDD -27.1% · Sharpe 0.54

Stocks · China

BOE Technology Group Co., Ltd. Class A

SMA crossover · CAGR 12.4% · MDD -52.8% · Sharpe 0.54

Stocks · China

Olympic Circuit Technology Co., Ltd. Class A

Bollinger breakout · CAGR 8.8% · MDD -25.6% · Sharpe 0.54

Stocks · China

Far East Smarter Energy Co. Ltd. Class A

Supertrend · CAGR 13.9% · MDD -70.0% · Sharpe 0.54

Stocks · China

Sensteed Hi-Tech Group Class A

Bollinger breakout · CAGR 12.1% · MDD -39.1% · Sharpe 0.53

Stocks · China

Shandong Hongqiao Aluminum Industry Holding Company Limited Class A

Keltner breakout · CAGR 9.5% · MDD -46.0% · Sharpe 0.53

Stocks · China

Sichuan Chuantou Energy Co., Ltd. Class A

SMA crossover · CAGR 12.6% · MDD -52.9% · Sharpe 0.53

Stocks · China

Hengli Petrochemical Co., Ltd. Class A

Bollinger breakout · CAGR 10.0% · MDD -46.6% · Sharpe 0.53

ETFs · China

Yinhua CSI Brand Name Drug Industry ETF

ADX / DI trend · CAGR 3.9% · MDD -15.4% · Sharpe 0.53

Stocks · China

Yihai Kerry Arawana Holdings Co. Ltd. Class A

ROC momentum · CAGR 9.5% · MDD -23.7% · Sharpe 0.52

Stocks · China

Sunwoda Electronic Co., Ltd. Class A

Donchian breakout · CAGR 13.9% · MDD -65.0% · Sharpe 0.52

Stocks · China

Accelink Technologies Co., Ltd. Class A

SMA crossover · CAGR 13.2% · MDD -52.0% · Sharpe 0.52

Stocks · China

Shaanxi Coal Industry Co., Ltd. Class A

Donchian breakout · CAGR 12.5% · MDD -50.6% · Sharpe 0.52

Stocks · China

Suntak Technology Co., Ltd. Class A

Parabolic SAR · CAGR 12.1% · MDD -65.4% · Sharpe 0.52

Stocks · China

Ningbo Joyson Electronic Corp. Class A

Bollinger breakout · CAGR 12.3% · MDD -56.5% · Sharpe 0.52

Stocks · China

Gree Electric Appliances, Inc. of Zhuhai Class A

EMA crossover · CAGR 11.1% · MDD -55.4% · Sharpe 0.52

Stocks · China

Chongqing Rural Commercial Bank Co. Ltd. Class A

EMA crossover · CAGR 7.3% · MDD -21.9% · Sharpe 0.51

Stocks · China

Rongsheng Petrochemical Co., Ltd. Class A

Bollinger breakout · CAGR 3.6% · MDD -14.4% · Sharpe 0.51

ETFs · China

Hwabao WP CSI Securities Companies Index ETF Fund

Keltner breakout · CAGR 5.5% · MDD -15.5% · Sharpe 0.51

Stocks · China

Zhejiang Juhua Co., Ltd. Class A

Supertrend · CAGR 12.2% · MDD -75.3% · Sharpe 0.51

Stocks · China

Yunnan Tin Co., Ltd. Class A

ADX / DI trend · CAGR 12.4% · MDD -73.7% · Sharpe 0.51

Stocks · China

Wolong Electric Group Co., Ltd. Class A

SMA crossover · CAGR 12.0% · MDD -75.1% · Sharpe 0.51

Stocks · China

Livzon Pharmaceutical Group, Inc. Class A

ADX / DI trend · CAGR 4.1% · MDD -19.0% · Sharpe 0.51

Stocks · China

Shenzhen Capchem Technology Co., Ltd. Class A

ROC momentum · CAGR 12.3% · MDD -65.5% · Sharpe 0.50

Stocks · China

Grinm Advanced Materials Co., Ltd. Class A

SMA crossover · CAGR 12.2% · MDD -77.7% · Sharpe 0.50

Stocks · China

Guangdong HEC Technology Holding Co. Ltd. Class A

ADX / DI trend · CAGR 12.7% · MDD -66.4% · Sharpe 0.50

Stocks · China

NARI Technology Co., Ltd. Class A

MACD · CAGR 10.4% · MDD -74.7% · Sharpe 0.50

Stocks · China

China Eastern Airlines Corporation Limited Class A

ADX / DI trend · CAGR 4.2% · MDD -24.9% · Sharpe 0.49

Stocks · China

Huatai Securities Co., Ltd. Class A

Keltner breakout · CAGR 6.3% · MDD -23.9% · Sharpe 0.49

Stocks · China

Haohua Chemical Science & Technology Corp. Ltd. Class A

SMA crossover · CAGR 11.7% · MDD -58.0% · Sharpe 0.49

Stocks · China

Moon Environment Technology Co., Ltd. Class A

SMA crossover · CAGR 11.6% · MDD -67.9% · Sharpe 0.49

Stocks · China

Shandong Nanshan Aluminium Co., Ltd. Class A

SMA crossover · CAGR 10.9% · MDD -57.0% · Sharpe 0.49

ETFs · China

E Fund CSI Overseas China Internet 50 ETF

Bollinger breakout · CAGR 6.6% · MDD -21.1% · Sharpe 0.49

Stocks · China

Shanghai Vital Deeptech Co., Ltd. Class A

Donchian breakout · CAGR 11.3% · MDD -60.4% · Sharpe 0.49

Stocks · China

Huaan Securities Co., Ltd. Class A

Bollinger breakout · CAGR 6.1% · MDD -25.3% · Sharpe 0.49

Stocks · China

Beijing Sifang Automation Co., Ltd. Class A

ADX / DI trend · CAGR 9.5% · MDD -61.0% · Sharpe 0.49

Stocks · China

Huagong Tech Co., Ltd. Class A

Donchian breakout · CAGR 11.8% · MDD -67.8% · Sharpe 0.49

Stocks · China

CGN Power Co., Ltd. Class A

Keltner breakout · CAGR 5.4% · MDD -17.0% · Sharpe 0.48

Stocks · China

AVIC Xi'an Aircraft Industry Group Co., Ltd. Class A

Donchian breakout · CAGR 10.6% · MDD -69.7% · Sharpe 0.48

Stocks · China

Chongqing Zhifei Biological Products Co., Ltd. Class A

ROC momentum · CAGR 10.7% · MDD -49.6% · Sharpe 0.48

Stocks · China

Bank of Ningbo Co., Ltd. Class A

SMA crossover · CAGR 9.1% · MDD -44.1% · Sharpe 0.48

Stocks · China

China Merchants Energy Shipping Co., Ltd. Class A

ADX / DI trend · CAGR 4.6% · MDD -28.4% · Sharpe 0.48

Stocks · China

Yutong Bus Co., Ltd. Class A

Donchian breakout · CAGR 10.5% · MDD -70.9% · Sharpe 0.48

Stocks · China

China State Construction Engineering Corp. Ltd. Class A

Keltner breakout · CAGR 5.2% · MDD -26.7% · Sharpe 0.48

Stocks · China

Hunan Gold Corp. Ltd. Class A

ROC momentum · CAGR 10.8% · MDD -48.8% · Sharpe 0.48

Stocks · China

IEIT SYSTEMS Co., Ltd.Class A

SMA crossover · CAGR 11.4% · MDD -62.6% · Sharpe 0.48

Stocks · China

Tongling Nonferrous Metals Group Co., Ltd. Class A

SMA crossover · CAGR 10.5% · MDD -57.0% · Sharpe 0.48

Stocks · China

Shenzhen Sunlord Electronics Co., Ltd. Class A

ROC momentum · CAGR 11.1% · MDD -62.8% · Sharpe 0.47

Stocks · China

Jonhon Optronic Technology Co., Ltd. Class A

SMA crossover · CAGR 10.7% · MDD -53.4% · Sharpe 0.47

Stocks · China

Harbin Pharmaceutical Group Co., Ltd. Class A

SMA crossover · CAGR 10.0% · MDD -74.1% · Sharpe 0.47

Stocks · China

Shenzhen Everwin Precision Technology Co., Ltd. Class A

EMA crossover · CAGR 11.3% · MDD -68.9% · Sharpe 0.47

Stocks · China

Beijing New Building Materials (Group) Co Ltd Class A

MACD · CAGR 10.0% · MDD -65.7% · Sharpe 0.47

Stocks · China

Datang International Power Generation Co., Ltd. Class A

SMA crossover · CAGR 10.0% · MDD -60.8% · Sharpe 0.47

Stocks · China

Apeloa Pharmaceutical Co. Ltd. Class A

SMA crossover · CAGR 10.5% · MDD -67.7% · Sharpe 0.47

Stocks · China

Ningxia Orient Tantalum Industry Co., Ltd. Class A

Parabolic SAR · CAGR 10.6% · MDD -67.4% · Sharpe 0.47

Stocks · China

CNPC Capital Co Ltd Class A

Donchian breakout · CAGR 9.4% · MDD -57.4% · Sharpe 0.46

Stocks · China

TCL Technology Group Corporation Class A

ADX / DI trend · CAGR 7.4% · MDD -52.1% · Sharpe 0.46

Stocks · China

Bank of Chengdu Co., Ltd. Class A

EMA crossover · CAGR 8.1% · MDD -25.4% · Sharpe 0.46

Stocks · China

Universal Scientific Industrial (Shanghai) Co., Ltd. Class A

SMA crossover · CAGR 10.4% · MDD -55.6% · Sharpe 0.46

Stocks · China

Aoshikang Technology Co. Ltd. Class A

SMA crossover · CAGR 10.1% · MDD -49.7% · Sharpe 0.46

Stocks · China

China National Nuclear Power Co. Ltd. Class A

Donchian breakout · CAGR 6.4% · MDD -23.7% · Sharpe 0.46

ETFs · China

ChinaAMC SZSE ChiNext Momentum Growth Exchange Traded Fund Units

Donchian breakout · CAGR 18.1% · MDD -74.5% · Sharpe 0.45

Stocks · China

Qinghai Salt Lake Industry Co., Ltd. Class A

Bollinger breakout · CAGR 7.1% · MDD -49.1% · Sharpe 0.45

ETFs · China

China 50 ETF

Keltner breakout · CAGR 4.5% · MDD -21.3% · Sharpe 0.45

Stocks · China

New China Life Insurance Co., Ltd. Class A

SMA crossover · CAGR 9.0% · MDD -45.5% · Sharpe 0.45

Stocks · China

Fujian Star-Net Communication Co., Ltd. Class A

Bollinger breakout · CAGR 7.0% · MDD -37.7% · Sharpe 0.45

Stocks · China

Yankuang Energy Group Company Limited Class A

ROC momentum · CAGR 9.3% · MDD -72.6% · Sharpe 0.45

Stocks · China

Ningbo Zhoushan Port Co., Ltd. Class A

ADX / DI trend · CAGR 5.3% · MDD -37.9% · Sharpe 0.44

ETFs · China

GTJA Allianz CSI All-Share Semiconductor Products & EQPT ETF

MACD · CAGR 7.9% · MDD -62.3% · Sharpe 0.44

Stocks · China

Shenzhen Kinwong Electronic Co., Ltd. Class A

MACD · CAGR 9.3% · MDD -50.5% · Sharpe 0.44

Stocks · China

Fiberhome Telecommunication Technologies Co., Ltd. Class A

ADX / DI trend · CAGR 8.9% · MDD -61.4% · Sharpe 0.44

Stocks · China

Industrial Bank Co., Ltd. Class A

Bollinger breakout · CAGR 5.8% · MDD -35.6% · Sharpe 0.43

Stocks · China

Caihong Display Devices Co.,Ltd. Class A

SMA crossover · CAGR 9.4% · MDD -80.2% · Sharpe 0.43

Stocks · China

Sanan Optoelectronics Co., Ltd. Class A

EMA crossover · CAGR 13.5% · MDD -75.3% · Sharpe 0.43

Stocks · China

Baoshan Iron & Steel Co., Ltd. Class A

SMA crossover · CAGR 7.8% · MDD -57.7% · Sharpe 0.43

Stocks · China

Shanghai Fosun Pharmaceutical (Group) Co., Ltd. Class A

Donchian breakout · CAGR 8.5% · MDD -50.5% · Sharpe 0.42

Stocks · China

China Construction Bank Corporation Class A

SMA crossover · CAGR 6.1% · MDD -38.4% · Sharpe 0.42

Stocks · China

Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. Class A

ADX / DI trend · CAGR 7.1% · MDD -65.0% · Sharpe 0.42

Stocks · China

TDG Holding Co., Ltd. Class A

Parabolic SAR · CAGR 8.7% · MDD -74.6% · Sharpe 0.42

Stocks · China

Daqin Railway Co., Ltd. Class A

Supertrend · CAGR 6.8% · MDD -54.4% · Sharpe 0.41

Stocks · China

Amlogic (Shanghai) Co., Ltd. Class A

Donchian breakout · CAGR 8.2% · MDD -52.1% · Sharpe 0.41

Stocks · China

Dongfang Electric Corporation Limited Class A

Donchian breakout · CAGR 8.3% · MDD -57.3% · Sharpe 0.40

Stocks · China

Guangzhou Automobile Group Co., Ltd. Class A

Donchian breakout · CAGR 7.7% · MDD -50.0% · Sharpe 0.40

ETFs · China

Penghua CSI Liquor Index ETF

Supertrend · CAGR 9.6% · MDD -53.9% · Sharpe 0.40

Stocks · China

Wuxi Taiji Industry Limited Corporation Class A

SMA crossover · CAGR 8.0% · MDD -72.4% · Sharpe 0.39

Stocks · China

Yunnan Yuntianhua Co. Ltd. Class A

Donchian breakout · CAGR 7.4% · MDD -65.0% · Sharpe 0.39

Stocks · China

Hangzhou Binjiang Real Estate Group Co., Ltd. Class A

Donchian breakout · CAGR 7.7% · MDD -63.0% · Sharpe 0.39

Stocks · China

China Resources Microelectronics Ltd. Class A

Supertrend · CAGR 7.7% · MDD -47.9% · Sharpe 0.39

Stocks · China

Bank of China Limited Class A

Donchian breakout · CAGR 5.8% · MDD -48.4% · Sharpe 0.39

ETFs · China

GF CSI Innovative Drug Industry ETF

ADX / DI trend · CAGR 1.6% · MDD -4.7% · Sharpe 0.39

ETFs · China

China Southern CSI All Share Real Estate Index Exchange Traded Fund Units

SMA crossover · CAGR 10.7% · MDD -63.7% · Sharpe 0.38

Stocks · China

Tianshan Aluminum Group Co., Ltd. Class A

ADX / DI trend · CAGR 4.9% · MDD -41.8% · Sharpe 0.38

Stocks · China

Industrial and Commercial Bank of China Limited Class A

SMA crossover · CAGR 5.1% · MDD -38.1% · Sharpe 0.38

Stocks · China

Bank of Hangzhou Co., Ltd. Class A

Donchian breakout · CAGR 4.7% · MDD -17.6% · Sharpe 0.38

Stocks · China

Hua Xia Bank Co., Limited Class A

SMA crossover · CAGR 6.2% · MDD -61.9% · Sharpe 0.37

ETFs · China

ChinaAMC Hang Seng Internet & Information Technology ETF

ROC momentum · CAGR 4.7% · MDD -22.5% · Sharpe 0.37

Stocks · China

Bank of Communications Co., Ltd. Class A

ADX / DI trend · CAGR 3.7% · MDD -25.7% · Sharpe 0.37

Stocks · China

China Petroleum & Chemical Corporation Class A

SMA crossover · CAGR 6.0% · MDD -55.3% · Sharpe 0.36

Stocks · China

Bank of Beijing Co., Ltd. Class A

Keltner breakout · CAGR 4.0% · MDD -33.6% · Sharpe 0.36

Stocks · China

Agricultural Bank of China Limited Class A

ROC momentum · CAGR 4.0% · MDD -26.4% · Sharpe 0.35

Stocks · China

Bank of Nanjing Co., Ltd. Class A

SMA crossover · CAGR 5.3% · MDD -46.4% · Sharpe 0.35

Stocks · China

Sichuan Kelun Pharmaceutical Co., Ltd. Class A

SMA crossover · CAGR 5.9% · MDD -50.1% · Sharpe 0.35

Stocks · China

China Coal Energy Co. Ltd. Class A

SMA crossover · CAGR 5.9% · MDD -62.1% · Sharpe 0.35

Stocks · China

China CITIC Bank Corporation Ltd Class A

Keltner breakout · CAGR 4.5% · MDD -39.1% · Sharpe 0.34

Stocks · China

Hebei Yangyuan Zhihui Beverage Co., Ltd. Class A

Donchian breakout · CAGR 5.8% · MDD -40.8% · Sharpe 0.34

Stocks · China

China Merchants Shekou Industrial Zone Holdings Co., Ltd. Class A

ADX / DI trend · CAGR 6.0% · MDD -84.7% · Sharpe 0.34

Stocks · China

China Life Insurance Co. Ltd. Class A

Donchian breakout · CAGR 5.5% · MDD -54.4% · Sharpe 0.34

Stocks · China

Xinhua Winshare Publishing & Media Co., Ltd. Class A

Supertrend · CAGR 5.7% · MDD -57.0% · Sharpe 0.34

Stocks · China

China Three Gorges Renewables (Group) Co., Ltd. Class A

ADX / DI trend · CAGR 3.3% · MDD -13.9% · Sharpe 0.32

Stocks · China

Shanghai International Port (Group) Co., Ltd. Class A

Keltner breakout · CAGR 3.6% · MDD -30.3% · Sharpe 0.31

ETFs · China

E Fund CSI 300 Health Sector Index ETF

ADX / DI trend · CAGR 1.8% · MDD -11.0% · Sharpe 0.31

Stocks · China

China International Capital Corp. Ltd. Class A

ROC momentum · CAGR 2.8% · MDD -19.6% · Sharpe 0.31

Stocks · China

Sino Biological Inc. Class A

Donchian breakout · CAGR 3.9% · MDD -27.3% · Sharpe 0.30

Stocks · China

Bank of Jiangsu Co., Ltd. Class A

SMA crossover · CAGR 3.5% · MDD -29.0% · Sharpe 0.30

Stocks · China

PetroChina Co., Ltd. Class A

Bollinger breakout · CAGR 2.7% · MDD -27.9% · Sharpe 0.29

Stocks · China

Zhejiang Zheneng Electric Power Co., Ltd. Class A

Keltner breakout · CAGR 3.7% · MDD -57.1% · Sharpe 0.29

Stocks · China

China Pacific Insurance (Group) Co., Ltd. Class A

ADX / DI trend · CAGR 1.8% · MDD -15.7% · Sharpe 0.29

Stocks · China

China Shenhua Energy Co. Ltd. Class A

Donchian breakout · CAGR 4.0% · MDD -40.3% · Sharpe 0.29

Stocks · China

Bank of Shanghai Co., Ltd. Class A

Bollinger breakout · CAGR 2.4% · MDD -19.0% · Sharpe 0.29

Stocks · China

Huaneng Power International, Inc. Class A

SMA crossover · CAGR 3.8% · MDD -68.3% · Sharpe 0.28

Stocks · China

Shanghai Junshi Biosciences Co., Ltd. Class A

Supertrend · CAGR 2.5% · MDD -45.7% · Sharpe 0.26

Stocks · China

Postal Savings Bank of China Co., Ltd. Class A

Bollinger breakout · CAGR 1.1% · MDD -6.2% · Sharpe 0.24

Stocks · China

China Everbright Bank Co., Ltd. Class A

ADX / DI trend · CAGR 2.2% · MDD -28.6% · Sharpe 0.24

Stocks · China

China Galaxy Securities Co., Ltd. Class A

Donchian breakout · CAGR 2.7% · MDD -45.8% · Sharpe 0.24

Stocks · China

China Zheshang Bank Co Ltd Class A

Bollinger breakout · CAGR 1.8% · MDD -27.4% · Sharpe 0.24

Stocks · China

Wen's Foodstuff Group Co., Ltd. Class A

ROC momentum · CAGR 2.4% · MDD -34.5% · Sharpe 0.22

Stocks · China

Beijing-Shanghai High-Speed Railway Co., Ltd. Class A

SMA crossover · CAGR 1.3% · MDD -19.3% · Sharpe 0.17

Stocks · China

Guotai Haitong Securities Co., Ltd. Class A

Keltner breakout · CAGR 0.7% · MDD -14.9% · Sharpe 0.12

ETFs · China

Hwabao WP CSI Bank ETF

SMA crossover · CAGR -3.3% · MDD -52.6% · Sharpe 0.12

ETFs · China

Hwabao WP Listed Money Market Fund A Units

ROC momentum · CAGR 0.0% · MDD 0.0% · Sharpe 0.00

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