SleepWell Trade · Asset reports · Colombia
10 Colombia backtest reports
Backtest reports for Colombia listings, recomputed monthly across the same ten trend-following strategies.
Stocks · Colombia
Mineros SA
Donchian breakout · CAGR 16.9% · MDD -92.0% · Sharpe 0.72
Stocks · ColombiaGrupo Cibest S.A.
ADX / DI trend · CAGR 10.2% · MDD -37.3% · Sharpe 0.69
Stocks · ColombiaGrupo de Inversiones Suramericana S.A.
Donchian breakout · CAGR 15.0% · MDD -60.1% · Sharpe 0.61
Stocks · ColombiaGrupo Nutresa S.A.
Donchian breakout · CAGR 13.8% · MDD -47.8% · Sharpe 0.60
Stocks · ColombiaEcopetrol SA
Bollinger breakout · CAGR 2.7% · MDD -11.7% · Sharpe 0.51
Stocks · ColombiaGRUPO ENERGIA BOGOTA S.A. E.S.P
ROC momentum · CAGR 7.2% · MDD -35.0% · Sharpe 0.43
Stocks · ColombiaGrupo Argos S.A.
ADX / DI trend · CAGR 1.8% · MDD -18.2% · Sharpe 0.37
Stocks · ColombiaBanco de Bogota SA
ADX / DI trend · CAGR 0.8% · MDD -5.8% · Sharpe 0.30
Stocks · ColombiaInterconexion Electrica SA ESP
EMA crossover · CAGR 0.4% · MDD -91.6% · Sharpe 0.30
Stocks · ColombiaCementos Argos SA
SMA crossover · CAGR 9.6% · MDD -90.4% · Sharpe 0.29