SleepWell Trade · Asset reports · Hong Kong

190 Hong Kong backtest reports

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

Snapshot 2026-08

ETFs · Hong Kong

iShares Core MSCI Asia ex Japan ETF

Donchian breakout · CAGR -16.8% · MDD -99.9% · Sharpe 2.76

ETFs · Hong Kong

CSOP Hong Kong Dollar Money Market ETF

Donchian breakout · CAGR 2.0% · MDD -1.1% · Sharpe 2.73

Stocks · Hong Kong

Star Shine Holdings Group Limited

Supertrend · CAGR 98.1% · MDD -43.0% · Sharpe 1.47

Stocks · Hong Kong

Pop Mart International Group Limited

ADX / DI trend · CAGR 57.0% · MDD -31.3% · Sharpe 1.44

Stocks · Hong Kong

Central New Energy Holding Group Limited

Donchian breakout · CAGR 66.1% · MDD -42.1% · Sharpe 1.17

Stocks · Hong Kong

Xiaomi Corporation Class B

Bollinger breakout · CAGR 19.4% · MDD -14.5% · Sharpe 1.15

ETFs · Hong Kong

Global X Asia Semiconductor ETF

ROC momentum · CAGR 30.5% · MDD -32.4% · Sharpe 1.13

Stocks · Hong Kong

Time Interconnect Technology Limited

SMA crossover · CAGR 57.8% · MDD -48.5% · Sharpe 1.09

ETFs · Hong Kong

iShares NASDAQ 100 ETF HKD Counter

Donchian breakout · CAGR 16.7% · MDD -20.7% · Sharpe 1.08

Stocks · Hong Kong

East Buy Holding Limited

Supertrend · CAGR 67.3% · MDD -49.4% · Sharpe 1.06

Stocks · Hong Kong

Tencent Holdings Ltd

EMA crossover · CAGR 32.2% · MDD -40.7% · Sharpe 1.05

Stocks · Hong Kong

Genscript Biotech Corporation

SMA crossover · CAGR 44.4% · MDD -55.6% · Sharpe 0.99

Stocks · Hong Kong

Zai Lab Ltd.

ADX / DI trend · CAGR 9.1% · MDD -20.5% · Sharpe 0.96

Stocks · Hong Kong

Wuxi Biologics (Cayman) Inc.

Supertrend · CAGR 34.1% · MDD -47.5% · Sharpe 0.94

Stocks · Hong Kong

Yadea Group Holdings Ltd.

Keltner breakout · CAGR 20.3% · MDD -28.3% · Sharpe 0.93

Stocks · Hong Kong

JD Logistics, Inc.

Keltner breakout · CAGR 12.9% · MDD -15.8% · Sharpe 0.92

Stocks · Hong Kong

Hong Kong Exchanges & Clearing Ltd.

Bollinger breakout · CAGR 19.3% · MDD -33.1% · Sharpe 0.91

Stocks · Hong Kong

Shanghai Henlius Biotech, Inc. Class H

SMA crossover · CAGR 26.6% · MDD -38.4% · Sharpe 0.87

Stocks · Hong Kong

Geely Automobile Holdings Limited

Parabolic SAR · CAGR 28.1% · MDD -55.3% · Sharpe 0.87

Stocks · Hong Kong

Akeso, Inc.

SMA crossover · CAGR 34.0% · MDD -49.7% · Sharpe 0.87

Stocks · Hong Kong

Sunny Optical Technology (Group) Co., Ltd.

EMA crossover · CAGR 28.5% · MDD -59.4% · Sharpe 0.86

ETFs · Hong Kong

CSOP NASDAQ-100 Index Daily (2x) Leveraged Product ETF

EMA crossover · CAGR 23.3% · MDD -31.3% · Sharpe 0.86

ETFs · Hong Kong

CSOP Gold Futures Daily (2x) Leveraged Product

SMA crossover · CAGR 23.0% · MDD -44.3% · Sharpe 0.84

Stocks · Hong Kong

Nongfu Spring Co., Ltd. Class H

Bollinger breakout · CAGR 11.2% · MDD -12.4% · Sharpe 0.82

Stocks · Hong Kong

Meituan Class B

Donchian breakout · CAGR 17.9% · MDD -23.4% · Sharpe 0.82

Stocks · Hong Kong

Mobvista Incorporation

Bollinger breakout · CAGR 35.3% · MDD -54.3% · Sharpe 0.80

Stocks · Hong Kong

Kingboard Holdings Limited

SMA crossover · CAGR 22.4% · MDD -72.2% · Sharpe 0.80

Stocks · Hong Kong

SITC International Holdings Co., Ltd.

SMA crossover · CAGR 21.8% · MDD -66.7% · Sharpe 0.80

Stocks · Hong Kong

Galaxy Entertainment Group Limited

SMA crossover · CAGR 24.3% · MDD -73.9% · Sharpe 0.78

Stocks · Hong Kong

Sino Biopharmaceutical Limited

SMA crossover · CAGR 21.8% · MDD -53.3% · Sharpe 0.77

Stocks · Hong Kong

Keymed Biosciences, Inc.

Donchian breakout · CAGR 23.3% · MDD -42.8% · Sharpe 0.76

Stocks · Hong Kong

Kingsoft Corporation Ltd

Bollinger breakout · CAGR 20.3% · MDD -61.6% · Sharpe 0.75

Stocks · Hong Kong

Precision Tsugami (China) Corp. Ltd.

SMA crossover · CAGR 23.1% · MDD -47.5% · Sharpe 0.75

Stocks · Hong Kong

GDS Holdings Ltd.

EMA crossover · CAGR 25.4% · MDD -62.7% · Sharpe 0.75

Stocks · Hong Kong

Li Ning Company Limited

Keltner breakout · CAGR 16.4% · MDD -39.8% · Sharpe 0.74

Stocks · Hong Kong

Shenzhou International Group Holdings Limited

Bollinger breakout · CAGR 13.1% · MDD -36.6% · Sharpe 0.74

ETFs · Hong Kong

Global X China Semiconductor ETF HKD Counter

MACD · CAGR 17.5% · MDD -40.1% · Sharpe 0.73

ETFs · Hong Kong

CSOP Hang Seng Biotech ETF

Bollinger breakout · CAGR 11.8% · MDD -24.5% · Sharpe 0.73

Stocks · Hong Kong

Dongyue Group Limited

MACD · CAGR 27.0% · MDD -58.3% · Sharpe 0.73

Stocks · Hong Kong

Nine Dragons Paper Holdings Ltd.

Supertrend · CAGR 20.5% · MDD -52.5% · Sharpe 0.72

Stocks · Hong Kong

Innovent Biologics, Inc.

Donchian breakout · CAGR 25.3% · MDD -45.2% · Sharpe 0.71

ETFs · Hong Kong

CSOP STAR 50 Index ETF

MACD · CAGR 17.9% · MDD -39.2% · Sharpe 0.71

Stocks · Hong Kong

China Resources Mixc Lifestyle Services Ltd.

ADX / DI trend · CAGR 2.1% · MDD -1.1% · Sharpe 0.71

Stocks · Hong Kong

Xinyi Glass Holdings Limited

Donchian breakout · CAGR 18.1% · MDD -60.8% · Sharpe 0.70

Stocks · Hong Kong

Haitian International Holdings Limited

Supertrend · CAGR 17.6% · MDD -51.0% · Sharpe 0.70

Stocks · Hong Kong

Kingboard Laminates Holdings Limited

Donchian breakout · CAGR 20.0% · MDD -72.0% · Sharpe 0.70

Stocks · Hong Kong

Wanguo Gold Group Limited

SMA crossover · CAGR 20.5% · MDD -64.6% · Sharpe 0.69

Stocks · Hong Kong

Harbin Electric Co. Ltd. Class H

SMA crossover · CAGR 22.3% · MDD -67.6% · Sharpe 0.69

Stocks · Hong Kong

China Hongqiao Group Ltd.

SMA crossover · CAGR 18.2% · MDD -53.8% · Sharpe 0.69

Stocks · Hong Kong

China Gold International Resources Corp. Ltd.

SMA crossover · CAGR 20.9% · MDD -57.1% · Sharpe 0.68

Stocks · Hong Kong

FIT Hon Teng Limited

Parabolic SAR · CAGR 24.3% · MDD -68.5% · Sharpe 0.67

Stocks · Hong Kong

Meitu, Inc

Donchian breakout · CAGR 15.5% · MDD -39.7% · Sharpe 0.66

Stocks · Hong Kong

AAC Technologies Holdings Inc.

Keltner breakout · CAGR 14.3% · MDD -37.2% · Sharpe 0.66

Stocks · Hong Kong

Smoore International Holdings Limited

Parabolic SAR · CAGR 20.4% · MDD -53.0% · Sharpe 0.65

Stocks · Hong Kong

BYD Electronic (International) Co., Ltd.

SMA crossover · CAGR 19.7% · MDD -57.4% · Sharpe 0.65

Stocks · Hong Kong

China State Construction International Holdings Limited

Bollinger breakout · CAGR 12.3% · MDD -35.3% · Sharpe 0.65

Stocks · Hong Kong

3SBio, Inc.

ADX / DI trend · CAGR 13.3% · MDD -25.9% · Sharpe 0.65

Stocks · Hong Kong

JD Health International, Inc.

ADX / DI trend · CAGR 5.4% · MDD -7.3% · Sharpe 0.65

Stocks · Hong Kong

ANTA Sports Products Ltd.

Donchian breakout · CAGR 16.3% · MDD -48.1% · Sharpe 0.64

ETFs · Hong Kong

Value Gold ETF HKD

Bollinger breakout · CAGR 3.3% · MDD -9.8% · Sharpe 0.63

Stocks · Hong Kong

Bosideng International Holdings Limited

EMA crossover · CAGR 15.7% · MDD -53.5% · Sharpe 0.62

Stocks · Hong Kong

Kingdee International Software Group Co., Ltd.

EMA crossover · CAGR 18.3% · MDD -85.0% · Sharpe 0.61

ETFs · Hong Kong

iShares Hang Seng TECH ETF HKD Counter

ROC momentum · CAGR 8.9% · MDD -27.9% · Sharpe 0.60

Stocks · Hong Kong

Sany Heavy Equipment International Holdings Co., Ltd.

Bollinger breakout · CAGR 9.9% · MDD -50.0% · Sharpe 0.60

Stocks · Hong Kong

China Mengniu Dairy Company Limited

SMA crossover · CAGR 13.4% · MDD -51.9% · Sharpe 0.60

Stocks · Hong Kong

Oshidori International Holdings Limited

Donchian breakout · CAGR 15.5% · MDD -59.7% · Sharpe 0.60

Stocks · Hong Kong

MMG Ltd.

Supertrend · CAGR 16.2% · MDD -71.0% · Sharpe 0.60

Stocks · Hong Kong

Orient Overseas (International) Limited

SMA crossover · CAGR 15.4% · MDD -76.4% · Sharpe 0.59

ETFs · Hong Kong

Premia China STAR50 ETF HKD

SMA crossover · CAGR 12.0% · MDD -29.1% · Sharpe 0.59

Stocks · Hong Kong

ASMPT Limited

SMA crossover · CAGR 14.6% · MDD -50.2% · Sharpe 0.59

Stocks · Hong Kong

China National Building Material Co. Ltd. Class H

SMA crossover · CAGR 15.2% · MDD -72.1% · Sharpe 0.58

Stocks · Hong Kong

China Taiping Insurance Holdings Co., Ltd.

SMA crossover · CAGR 14.7% · MDD -55.6% · Sharpe 0.58

Stocks · Hong Kong

China Reinsurance (Group) Corp. Class H

ROC momentum · CAGR 9.5% · MDD -40.3% · Sharpe 0.58

Stocks · Hong Kong

Hansoh Pharmaceutical Group Company Limited

SMA crossover · CAGR 12.9% · MDD -45.5% · Sharpe 0.58

Stocks · Hong Kong

Techtronic Industries Co., Ltd.

SMA crossover · CAGR 13.2% · MDD -41.1% · Sharpe 0.58

Stocks · Hong Kong

Xinyi Solar Holdings Ltd.

SMA crossover · CAGR 14.8% · MDD -66.1% · Sharpe 0.57

Stocks · Hong Kong

BOC Hong Kong (Holdings) Limited

Donchian breakout · CAGR 9.7% · MDD -47.7% · Sharpe 0.57

Stocks · Hong Kong

GCL Technology Holdings Limited

Bollinger breakout · CAGR 15.1% · MDD -72.7% · Sharpe 0.57

Stocks · Hong Kong

XPeng, Inc. Class A

EMA crossover · CAGR 16.4% · MDD -38.3% · Sharpe 0.57

Stocks · Hong Kong

Minth Group Limited

Donchian breakout · CAGR 15.1% · MDD -69.8% · Sharpe 0.56

ETFs · Hong Kong

ChinaAMC Hang Seng Biotech ETF HKD Counter

EMA crossover · CAGR 11.1% · MDD -33.9% · Sharpe 0.56

Stocks · Hong Kong

China Feihe Limited

Bollinger breakout · CAGR 9.7% · MDD -22.2% · Sharpe 0.56

Stocks · Hong Kong

Li Auto, Inc. Class A

Supertrend · CAGR 15.6% · MDD -47.3% · Sharpe 0.56

Stocks · Hong Kong

ENN Energy Holdings Limited

SMA crossover · CAGR 13.1% · MDD -48.6% · Sharpe 0.56

Stocks · Hong Kong

China Gas Holdings Limited

EMA crossover · CAGR 12.8% · MDD -63.8% · Sharpe 0.55

Stocks · Hong Kong

Hengan International Group Co., Ltd.

SMA crossover · CAGR 10.4% · MDD -62.0% · Sharpe 0.55

Stocks · Hong Kong

Legend Holdings Corporation Class H

Donchian breakout · CAGR 8.0% · MDD -18.8% · Sharpe 0.55

ETFs · Hong Kong

CSOP Hang Seng TECH Index Daily (2x) Leveraged Product

ADX / DI trend · CAGR 2.2% · MDD -0.5% · Sharpe 0.55

Stocks · Hong Kong

CSPC Pharmaceutical Group Limited

Bollinger breakout · CAGR 12.7% · MDD -52.3% · Sharpe 0.54

Stocks · Hong Kong

Link Real Estate Investment Trust

Donchian breakout · CAGR 6.0% · MDD -20.2% · Sharpe 0.54

Stocks · Hong Kong

Zhaojin Mining Industry Co., Ltd. Class H

ADX / DI trend · CAGR 13.2% · MDD -57.2% · Sharpe 0.54

Stocks · Hong Kong

PICC Property & Casualty Co., Ltd. Class H

SMA crossover · CAGR 12.1% · MDD -58.0% · Sharpe 0.54

Stocks · Hong Kong

HKT Trust and HKT Ltd

ADX / DI trend · CAGR 2.2% · MDD -7.4% · Sharpe 0.54

Stocks · Hong Kong

Sinotruk Hong Kong Ltd.

Keltner breakout · CAGR 10.6% · MDD -40.0% · Sharpe 0.53

Stocks · Hong Kong

Trip.com Group Ltd.

ROC momentum · CAGR 12.8% · MDD -37.2% · Sharpe 0.53

Stocks · Hong Kong

Alibaba Health Information Technology Ltd.

Bollinger breakout · CAGR 32.7% · MDD -67.8% · Sharpe 0.53

ETFs · Hong Kong

ChinaAMC Asia High Dividend ETF

ADX / DI trend · CAGR 1.4% · MDD -4.8% · Sharpe 0.53

ETFs · Hong Kong

Ping An of China CSI HK Dividend ETF

Bollinger breakout · CAGR 1.7% · MDD -7.2% · Sharpe 0.53

ETFs · Hong Kong

Samsung S&P GSCI Crude Oil ER Futures ETF

Donchian breakout · CAGR 9.6% · MDD -38.1% · Sharpe 0.53

Stocks · Hong Kong

KunLun Energy Co. Ltd.

MACD · CAGR 11.2% · MDD -66.0% · Sharpe 0.52

Stocks · Hong Kong

China Overseas Land & Investment Limited

Bollinger breakout · CAGR 8.1% · MDD -37.1% · Sharpe 0.52

Stocks · Hong Kong

TCL Electronics Holdings Limited

ADX / DI trend · CAGR 6.6% · MDD -29.2% · Sharpe 0.51

Stocks · Hong Kong

MGM China Holdings Limited

SMA crossover · CAGR 10.6% · MDD -49.7% · Sharpe 0.51

Stocks · Hong Kong

Kuaishou Technology Class B

MACD · CAGR 12.8% · MDD -42.8% · Sharpe 0.50

Stocks · Hong Kong

Wharf (Holdings) Ltd.

Supertrend · CAGR 9.7% · MDD -48.4% · Sharpe 0.49

Stocks · Hong Kong

Lenovo Group Limited

Donchian breakout · CAGR 11.7% · MDD -71.4% · Sharpe 0.49

Stocks · Hong Kong

Lingbao Gold Group Company Limited Class H

Bollinger breakout · CAGR 11.8% · MDD -62.4% · Sharpe 0.49

Stocks · Hong Kong

Tingyi (Cayman Islands) Holding Corp.

Donchian breakout · CAGR 10.3% · MDD -62.5% · Sharpe 0.49

Stocks · Hong Kong

New World Development Co. Ltd.

Bollinger breakout · CAGR 9.4% · MDD -56.8% · Sharpe 0.48

Stocks · Hong Kong

China Nonferrous Mining Corp. Ltd.

SMA crossover · CAGR 11.6% · MDD -59.8% · Sharpe 0.48

ETFs · Hong Kong

CSOP FTSE China A50 ETF HKD

Keltner breakout · CAGR 5.6% · MDD -24.3% · Sharpe 0.47

Stocks · Hong Kong

WH Group Ltd. (HK)

SMA crossover · CAGR 8.2% · MDD -31.4% · Sharpe 0.46

Stocks · Hong Kong

Dah Sing Banking Group Limited

Donchian breakout · CAGR 7.8% · MDD -67.3% · Sharpe 0.46

Stocks · Hong Kong

Guangdong Investment Limited

EMA crossover · CAGR 8.8% · MDD -39.3% · Sharpe 0.46

Stocks · Hong Kong

CTF Services Limited

Donchian breakout · CAGR 9.8% · MDD -58.1% · Sharpe 0.46

Stocks · Hong Kong

Hong Kong & China Gas Co. Ltd.

SMA crossover · CAGR 5.8% · MDD -23.7% · Sharpe 0.46

Stocks · Hong Kong

Pacific Basin Shipping Limited

SMA crossover · CAGR 9.9% · MDD -58.4% · Sharpe 0.45

Stocks · Hong Kong

Greentown China Holdings Ltd.

ADX / DI trend · CAGR 6.6% · MDD -34.5% · Sharpe 0.45

Stocks · Hong Kong

Guotai Junan International Holdings Limited

MACD · CAGR 16.4% · MDD -63.8% · Sharpe 0.45

Stocks · Hong Kong

Haidilao International Holding Ltd.

Keltner breakout · CAGR 4.9% · MDD -23.6% · Sharpe 0.45

Stocks · Hong Kong

Semiconductor Manufacturing International Corp.

SMA crossover · CAGR 10.5% · MDD -66.5% · Sharpe 0.44

Stocks · Hong Kong

Fosun International Limited

SMA crossover · CAGR 8.3% · MDD -62.8% · Sharpe 0.43

Stocks · Hong Kong

ZTO Express (Cayman), Inc. Class A

ADX / DI trend · CAGR 4.1% · MDD -15.5% · Sharpe 0.43

Stocks · Hong Kong

China Resources Power Holdings Co. Ltd.

ADX / DI trend · CAGR 6.0% · MDD -37.0% · Sharpe 0.43

ETFs · Hong Kong

Hang Seng Invt. Series - Hang Seng TECH Index ETF

Bollinger breakout · CAGR 4.8% · MDD -19.9% · Sharpe 0.43

Stocks · Hong Kong

Huishang Bank Corporation Limited Class H

ADX / DI trend · CAGR 2.7% · MDD -14.5% · Sharpe 0.42

Stocks · Hong Kong

Sands China Ltd.

SMA crossover · CAGR 8.4% · MDD -48.8% · Sharpe 0.42

Stocks · Hong Kong

H World Group Limited

ADX / DI trend · CAGR 2.1% · MDD -8.9% · Sharpe 0.42

Stocks · Hong Kong

CITIC Limited

Parabolic SAR · CAGR 7.3% · MDD -65.5% · Sharpe 0.42

ETFs · Hong Kong

ChinaAMC CSI 300 Index ETF HKD

Keltner breakout · CAGR 4.8% · MDD -23.6% · Sharpe 0.41

Stocks · Hong Kong

China Resources Land Limited

Donchian breakout · CAGR 8.4% · MDD -77.4% · Sharpe 0.41

Stocks · Hong Kong

Swire Properties Limited

Donchian breakout · CAGR 6.2% · MDD -39.5% · Sharpe 0.40

Stocks · Hong Kong

Sino Land Co. Ltd.

ADX / DI trend · CAGR 4.6% · MDD -30.0% · Sharpe 0.39

ETFs · Hong Kong

ChinaAMC Hang Seng TECH Index ETF HKD

Bollinger breakout · CAGR 3.4% · MDD -19.2% · Sharpe 0.39

Stocks · Hong Kong

China CITIC Financial Asset Management Co., Ltd. Class H

Keltner breakout · CAGR 6.4% · MDD -40.3% · Sharpe 0.38

ETFs · Hong Kong

Global X Hang Seng High Dividend Yield ETF

SMA crossover · CAGR 4.9% · MDD -23.7% · Sharpe 0.38

Stocks · Hong Kong

Uni-President China Holdings Ltd.

MACD · CAGR 6.6% · MDD -47.0% · Sharpe 0.38

ETFs · Hong Kong

CSOP Hang Seng TECH Index Daily (-2x) Inverse Product

MACD · CAGR 4.4% · MDD -65.4% · Sharpe 0.38

Stocks · Hong Kong

CK Asset Holdings Limited

Donchian breakout · CAGR 4.7% · MDD -28.3% · Sharpe 0.38

ETFs · Hong Kong

Global X China Robotics and AI ETF

Keltner breakout · CAGR 3.0% · MDD -17.4% · Sharpe 0.38

Stocks · Hong Kong

CK Infrastructure Holdings Limited

Donchian breakout · CAGR 6.1% · MDD -52.6% · Sharpe 0.37

Stocks · Hong Kong

Beijing Enterprises Holdings Limited

Bollinger breakout · CAGR 3.1% · MDD -24.7% · Sharpe 0.37

Stocks · Hong Kong

China Tower Corp. Ltd. Class H

Bollinger breakout · CAGR 3.9% · MDD -25.5% · Sharpe 0.37

Stocks · Hong Kong

China Ruyi Holdings Limited

Donchian breakout · CAGR 6.4% · MDD -87.9% · Sharpe 0.36

Stocks · Hong Kong

BOC Aviation Limited

MACD · CAGR 5.5% · MDD -31.4% · Sharpe 0.36

ETFs · Hong Kong

CSOP Hang Seng Index Daily (2x) Leveraged Product

Supertrend · CAGR 6.3% · MDD -64.7% · Sharpe 0.36

Stocks · Hong Kong

Zhejiang Expressway Co. Ltd. Class H

SMA crossover · CAGR 6.2% · MDD -61.1% · Sharpe 0.36

Stocks · Hong Kong

MTR Corporation Limited

Supertrend · CAGR 4.3% · MDD -28.2% · Sharpe 0.36

Stocks · Hong Kong

Simcere Pharmaceutical Group Limited

Donchian breakout · CAGR 5.4% · MDD -61.3% · Sharpe 0.35

Stocks · Hong Kong

Sun Hung Kai Properties Limited

Supertrend · CAGR 5.1% · MDD -42.8% · Sharpe 0.35

Stocks · Hong Kong

Wynn Macau Ltd.

Donchian breakout · CAGR 5.4% · MDD -48.6% · Sharpe 0.35

Stocks · Hong Kong

AIA Group Limited

SMA crossover · CAGR 5.0% · MDD -57.8% · Sharpe 0.34

Stocks · Hong Kong

Wharf Real Estate Investment Company Limited

ADX / DI trend · CAGR 2.5% · MDD -8.1% · Sharpe 0.34

Stocks · Hong Kong

China Cinda Asset Management Co., Ltd. Class H

Bollinger breakout · CAGR 5.6% · MDD -44.9% · Sharpe 0.34

Stocks · Hong Kong

Chow Tai Fook Jewellery Group Limited

SMA crossover · CAGR 5.5% · MDD -54.1% · Sharpe 0.34

Stocks · Hong Kong

Swire Pacific Limited Class A

ROC momentum · CAGR 5.3% · MDD -64.3% · Sharpe 0.34

Stocks · Hong Kong

AviChina Industry & Technology Co. Ltd. Class H

Supertrend · CAGR 5.6% · MDD -65.9% · Sharpe 0.33

Stocks · Hong Kong

China Merchants Port Holdings Co., Ltd.

SMA crossover · CAGR 5.3% · MDD -62.9% · Sharpe 0.33

Stocks · Hong Kong

Henderson Land Development Co. Ltd.

Supertrend · CAGR 4.7% · MDD -34.7% · Sharpe 0.33

Stocks · Hong Kong

Samsonite Group S.A.

Keltner breakout · CAGR 1.2% · MDD -9.8% · Sharpe 0.32

Stocks · Hong Kong

Budweiser Brewing Co. APAC Ltd.

ADX / DI trend · CAGR 0.3% · MDD -0.5% · Sharpe 0.32

Stocks · Hong Kong

Zhongan Online P&C Insurance Co., Ltd. Class H

Donchian breakout · CAGR 4.9% · MDD -31.2% · Sharpe 0.31

Stocks · Hong Kong

HK Electric Investments & HK Electric Investments Ltd.

SMA crossover · CAGR 2.6% · MDD -30.8% · Sharpe 0.31

ETFs · Hong Kong

CSOP Hang Seng TECH Index ETF

Keltner breakout · CAGR 2.9% · MDD -20.9% · Sharpe 0.30

Stocks · Hong Kong

China Longyuan Power Group Corporation Ltd Class H

Bollinger breakout · CAGR 3.6% · MDD -46.6% · Sharpe 0.30

ETFs · Hong Kong

Tracker Fund of Hong Kong

SMA crossover · CAGR 3.2% · MDD -36.4% · Sharpe 0.30

Stocks · Hong Kong

Tongcheng Travel Holdings Limited

Donchian breakout · CAGR 3.7% · MDD -57.4% · Sharpe 0.30

Stocks · Hong Kong

Prada S.p.A.

SMA crossover · CAGR 4.2% · MDD -45.3% · Sharpe 0.29

Stocks · Hong Kong

Far East Horizon Limited

Keltner breakout · CAGR 1.0% · MDD -8.0% · Sharpe 0.28

Stocks · Hong Kong

China Resources Beer (Holdings) Co. Ltd.

EMA crossover · CAGR 3.8% · MDD -73.0% · Sharpe 0.28

ETFs · Hong Kong

iShares Core MSCI China ETF Units

EMA crossover · CAGR 3.3% · MDD -34.9% · Sharpe 0.28

Stocks · Hong Kong

Power Assets Holdings Limited

ROC momentum · CAGR 3.4% · MDD -56.9% · Sharpe 0.27

Stocks · Hong Kong

Want Want China Holdings Limited

SMA crossover · CAGR 3.6% · MDD -44.1% · Sharpe 0.27

Stocks · Hong Kong

China Unicom (Hong Kong) Limited

Donchian breakout · CAGR 3.2% · MDD -67.1% · Sharpe 0.25

Stocks · Hong Kong

Cathay Pacific Airways Limited

SMA crossover · CAGR 3.0% · MDD -62.0% · Sharpe 0.25

Stocks · Hong Kong

Bank of East Asia Ltd.

Supertrend · CAGR 3.0% · MDD -54.8% · Sharpe 0.25

Stocks · Hong Kong

Hang Lung Properties Limited

Donchian breakout · CAGR 2.9% · MDD -64.1% · Sharpe 0.24

ETFs · Hong Kong

CSOP Levd. & Invr. Ser. - Hang Seng China Enterprises In. (2x)

Bollinger breakout · CAGR 2.6% · MDD -34.4% · Sharpe 0.23

Stocks · Hong Kong

Yue Yuen Industrial (Holdings) Limited

ADX / DI trend · CAGR 2.1% · MDD -24.8% · Sharpe 0.23

Stocks · Hong Kong

Longfor Group Holdings Ltd.

SMA crossover · CAGR 2.4% · MDD -63.6% · Sharpe 0.22

Stocks · Hong Kong

CLP Holdings Limited

SMA crossover · CAGR 1.9% · MDD -27.5% · Sharpe 0.21

Stocks · Hong Kong

COSCO SHIPPING Ports Limited

Supertrend · CAGR 1.5% · MDD -60.1% · Sharpe 0.19

Stocks · Hong Kong

PCCW Limited

ROC momentum · CAGR 1.3% · MDD -50.4% · Sharpe 0.18

ETFs · Hong Kong

CSOP Leveraged and Inverse Series - CSOP NASDAQ-100 Index Daily (-2x) Inverse Product

SMA crossover · CAGR 1.4% · MDD -33.6% · Sharpe 0.17

Stocks · Hong Kong

CK Hutchison Holdings Ltd

Supertrend · CAGR 0.9% · MDD -60.1% · Sharpe 0.14

Stocks · Hong Kong

Sinopharm Group Co., Ltd. Class H

ADX / DI trend · CAGR 0.6% · MDD -15.2% · Sharpe 0.12

ETFs · Hong Kong

CSOP Leveraged and Inverse Series - CSOP Hang Seng Index Daily (-2x) Inverse Product

Supertrend · CAGR -2.4% · MDD -65.5% · Sharpe 0.08

ETFs · Hong Kong

CSOP Hang Seng Index Daily (-1) Inverse Product

ADX / DI trend · CAGR 0.0% · MDD -0.5% · Sharpe 0.05

ETFs · Hong Kong

CSOP Levd. & Invr. Ser. - Hang Seng China Enterprises (-2)

SMA crossover · CAGR -4.2% · MDD -62.9% · Sharpe 0.04

Stocks · Hong Kong

China Resources Pharmaceutical Group Ltd.

SMA crossover · CAGR -1.7% · MDD -62.9% · Sharpe 0.04

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