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SleepWell Trade · Asset reports · Denmark

51 Denmark backtest reports

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

Snapshot 2026-08
Stocks · Denmark

SJF Bank A/S

Donchian breakout · CAGR 19.7% · MDD -28.8% · Sharpe 1.12

Stocks · Denmark

Pandora A/S

ADX / DI trend · CAGR 18.0% · MDD -29.0% · Sharpe 0.92

Stocks · Denmark

Genmab A/S

EMA crossover · CAGR 22.0% · MDD -44.4% · Sharpe 0.86

Stocks · Denmark

Skjern Bank A/S

Keltner breakout · CAGR 13.9% · MDD -30.7% · Sharpe 0.85

Stocks · Denmark

DSV A/S

Supertrend · CAGR 15.7% · MDD -35.8% · Sharpe 0.82

Stocks · Denmark

Ringkjobing Landbobank A/S

ADX / DI trend · CAGR 5.3% · MDD -12.4% · Sharpe 0.81

Stocks · Denmark

UIE PLC

EMA crossover · CAGR 15.3% · MDD -30.8% · Sharpe 0.79

Stocks · Denmark

Royal Unibrew A/S

SMA crossover · CAGR 15.3% · MDD -46.3% · Sharpe 0.74

Stocks · Denmark

cBrain A/S

SMA crossover · CAGR 24.7% · MDD -55.7% · Sharpe 0.74

Stocks · Denmark

Per Aarsleff Holding A/S Class B

Supertrend · CAGR 13.8% · MDD -35.5% · Sharpe 0.73

Stocks · Denmark

Djurslands Bank A/S

Donchian breakout · CAGR 10.7% · MDD -26.5% · Sharpe 0.71

Stocks · Denmark

NKT A/S

Donchian breakout · CAGR 16.3% · MDD -54.1% · Sharpe 0.69

Stocks · Denmark

ChemoMetec A/S

EMA crossover · CAGR 22.9% · MDD -79.2% · Sharpe 0.69

Stocks · Denmark

MT Hojgaard Holding A/S Class B

Donchian breakout · CAGR 14.4% · MDD -48.1% · Sharpe 0.69

Stocks · Denmark

SP Group A/S

SMA crossover · CAGR 16.5% · MDD -42.1% · Sharpe 0.69

Stocks · Denmark

AL Sydbank A/S

Bollinger breakout · CAGR 8.5% · MDD -30.9% · Sharpe 0.68

Stocks · Denmark

Brdr A & O Johansen A/S Class B

SMA crossover · CAGR 15.3% · MDD -45.1% · Sharpe 0.67

Stocks · Denmark

ROCKWOOL A/S Class A

SMA crossover · CAGR 14.0% · MDD -55.3% · Sharpe 0.67

Stocks · Denmark

DFDS A/S

Supertrend · CAGR 13.8% · MDD -41.4% · Sharpe 0.67

Stocks · Denmark

Vestas Wind Systems A/S

Donchian breakout · CAGR 15.4% · MDD -56.7% · Sharpe 0.66

Stocks · Denmark

Alm. Brand A/S

EMA crossover · CAGR 10.7% · MDD -53.7% · Sharpe 0.65

Stocks · Denmark

GN Store Nord A/S

EMA crossover · CAGR 12.5% · MDD -58.9% · Sharpe 0.62

Stocks · Denmark

Zealand Pharma A/S

Donchian breakout · CAGR 16.0% · MDD -55.3% · Sharpe 0.62

ETFs · Denmark

XACT OMXC25 ESG (UCITS ETF)

SMA crossover · CAGR 7.6% · MDD -27.9% · Sharpe 0.62

Stocks · Denmark

NTG Nordic Transport Group A/S

Donchian breakout · CAGR 12.0% · MDD -56.2% · Sharpe 0.60

Stocks · Denmark

Solar A/S Class B

ADX / DI trend · CAGR 3.7% · MDD -13.1% · Sharpe 0.59

Stocks · Denmark

Jyske Bank A/S

Bollinger breakout · CAGR 3.7% · MDD -25.3% · Sharpe 0.59

Stocks · Denmark

Orsted

EMA crossover · CAGR 9.4% · MDD -52.6% · Sharpe 0.59

Stocks · Denmark

Netcompany Group A/S

SMA crossover · CAGR 12.3% · MDD -39.1% · Sharpe 0.56

Stocks · Denmark

Bavarian Nordic A/S

Keltner breakout · CAGR 9.7% · MDD -39.7% · Sharpe 0.56

Stocks · Denmark

Foroya Banki

ADX / DI trend · CAGR 5.3% · MDD -21.2% · Sharpe 0.55

Stocks · Denmark

Novo Nordisk A/S Class B

Donchian breakout · CAGR 3.8% · MDD -94.0% · Sharpe 0.54

Stocks · Denmark

ALK-abello A/S Class B

EMA crossover · CAGR 11.6% · MDD -62.7% · Sharpe 0.54

Stocks · Denmark

Schouw & Co

Keltner breakout · CAGR 5.6% · MDD -24.5% · Sharpe 0.54

Stocks · Denmark

ISS A/S

SMA crossover · CAGR 7.8% · MDD -30.8% · Sharpe 0.53

Stocks · Denmark

Danske Bank A/S

Donchian breakout · CAGR 7.3% · MDD -30.1% · Sharpe 0.51

Stocks · Denmark

GronlandsBANKEN A/S

ROC momentum · CAGR 9.5% · MDD -50.4% · Sharpe 0.51

Stocks · Denmark

FLSmidth & Co. A/S

Keltner breakout · CAGR 8.1% · MDD -63.6% · Sharpe 0.49

Stocks · Denmark

Demant A/S

EMA crossover · CAGR 8.0% · MDD -60.0% · Sharpe 0.49

Stocks · Denmark

Ambu A/S Class B

ADX / DI trend · CAGR 2.2% · MDD -6.4% · Sharpe 0.47

Stocks · Denmark

Coloplast A/S Class B

EMA crossover · CAGR 9.8% · MDD -80.6% · Sharpe 0.45

Stocks · Denmark

A.P. Moller - Maersk A/S Class A

SMA crossover · CAGR 7.8% · MDD -61.5% · Sharpe 0.44

Stocks · Denmark

Tryg A/S

SMA crossover · CAGR 5.5% · MDD -32.4% · Sharpe 0.42

Stocks · Denmark

Jeudan A/S

ADX / DI trend · CAGR 1.6% · MDD -12.6% · Sharpe 0.41

Stocks · Denmark

Dampskibsselskabet NORDEN A/S

ADX / DI trend · CAGR 4.9% · MDD -39.7% · Sharpe 0.41

Stocks · Denmark

TORM PLC Class A

EMA crossover · CAGR 6.7% · MDD -51.0% · Sharpe 0.41

Stocks · Denmark

Novonesis A/S Class B

EMA crossover · CAGR 5.3% · MDD -55.5% · Sharpe 0.36

Stocks · Denmark

Embla Medical hf

SMA crossover · CAGR 5.5% · MDD -59.0% · Sharpe 0.35

ETFs · Denmark

Danske Invest - Europa Hojt Udbytte klasse DKK d

ROC momentum · CAGR 4.2% · MDD -44.0% · Sharpe 0.33

Stocks · Denmark

Scandinavian Tobacco Group A/S

ROC momentum · CAGR 1.0% · MDD -7.3% · Sharpe 0.30

Stocks · Denmark

Matas A/S

Donchian breakout · CAGR 2.4% · MDD -55.9% · Sharpe 0.22

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