SleepWell Trade · Asset reports · Israel
33 Israel backtest reports
Backtest reports for Israel listings, recomputed monthly across the same ten trend-following strategies.
Enlight Renewable Energy Ltd
SMA crossover · CAGR 311264.0% · MDD -100.0% · Sharpe 2.67
ETFs · IsraelMTF SAL (00) Tel-Bond 60 CPI-Linked IL
SMA crossover · CAGR 3.5% · MDD -5.9% · Sharpe 1.49
ETFs · IsraelI.B.I. SAL (00) Tel-Bond 60 CPI - LINKED IL
SMA crossover · CAGR 3.5% · MDD -6.3% · Sharpe 1.47
Stocks · IsraelDORAL GROUP RENEWABLE ENERGY RESOURCES LTD
Bollinger breakout · CAGR 21.0% · MDD -13.5% · Sharpe 1.40
Stocks · IsraelEl Al Israel Airlines Ltd
Donchian breakout · CAGR -82.0% · MDD -100.0% · Sharpe 1.38
ETFs · IsraelTachlit SAL (40) TA 125 IL
SMA crossover · CAGR 15.6% · MDD -15.0% · Sharpe 1.38
Stocks · IsraelMega Or Holdings Ltd
Donchian breakout · CAGR 28.8% · MDD -35.1% · Sharpe 1.37
ETFs · IsraelTachlit SAL (40) TA 35 Units
SMA crossover · CAGR 14.6% · MDD -14.9% · Sharpe 1.30
ETFs · IsraelI.B.I. SAL (4A) Index Israel Banks IL
Supertrend · CAGR 19.2% · MDD -28.1% · Sharpe 1.28
ETFs · IsraelMTF SAL (4D) S&P 500
SMA crossover · CAGR 11.7% · MDD -10.0% · Sharpe 1.26
ETFs · IsraelKSM ETF (4A) TA-125
SMA crossover · CAGR 14.2% · MDD -24.3% · Sharpe 1.22
Stocks · IsraelOPC Energy Ltd.
ADX / DI trend · CAGR 11.4% · MDD -12.7% · Sharpe 1.22
Stocks · IsraelNavitas Petroleum LP
Parabolic SAR · CAGR 29.9% · MDD -47.5% · Sharpe 1.13
ETFs · IsraelMTF SAL (4A) TA-90 IL
EMA crossover · CAGR 15.3% · MDD -21.9% · Sharpe 1.10
Stocks · IsraelMelisron Limited
SMA crossover · CAGR 27.1% · MDD -46.9% · Sharpe 1.03
Stocks · IsraelBank Leumi Le-Israel B.M.
ADX / DI trend · CAGR 11.4% · MDD -25.2% · Sharpe 0.93
Stocks · IsraelIsrael Discount Bank Limited Class A
SMA crossover · CAGR 15.5% · MDD -32.2% · Sharpe 0.93
Stocks · IsraelHarel Insurance Investments & Financial Services Ltd.
Donchian breakout · CAGR 16.3% · MDD -39.6% · Sharpe 0.85
Stocks · IsraelPhoenix Financial Ltd
Keltner breakout · CAGR 14.7% · MDD -44.2% · Sharpe 0.85
Stocks · IsraelFirst International Bank of Israel Ltd
SMA crossover · CAGR 13.8% · MDD -35.8% · Sharpe 0.83
ETFs · IsraelMTF SAL (00) Non-Linked Fixed Interest Gov. Bonds 5+ Years
SMA crossover · CAGR 1.8% · MDD -3.5% · Sharpe 0.75
Stocks · IsraelNICE Ltd.
ROC momentum · CAGR 9.1% · MDD -76.0% · Sharpe 0.74
Stocks · IsraelClal Insurance Enterprises Holdings Limited
Supertrend · CAGR 13.6% · MDD -42.9% · Sharpe 0.73
Stocks · IsraelBIG Shopping Centers Ltd.
Donchian breakout · CAGR 11.0% · MDD -33.7% · Sharpe 0.72
Stocks · IsraelAzrieli Group Ltd.
Donchian breakout · CAGR 9.3% · MDD -23.6% · Sharpe 0.66
Stocks · IsraelBank Hapoalim BM
Donchian breakout · CAGR 8.5% · MDD -40.3% · Sharpe 0.60
Stocks · IsraelMizrahi Tefahot Bank Ltd
SMA crossover · CAGR 8.4% · MDD -34.1% · Sharpe 0.58
Stocks · IsraelElbit Systems Ltd
SMA crossover · CAGR -1.0% · MDD -99.6% · Sharpe 0.57
Stocks · IsraelICL Group Ltd.
Supertrend · CAGR 10.0% · MDD -52.1% · Sharpe 0.57
Stocks · IsraelMenora Mivtachim Holdings Ltd.
SMA crossover · CAGR 14.1% · MDD -64.3% · Sharpe 0.56
Stocks · IsraelMigdal Insurance & Financial Holdings Ltd.
SMA crossover · CAGR 8.8% · MDD -45.5% · Sharpe 0.54
Stocks · IsraelTeva Pharmaceutical Industries Limited
ADX / DI trend · CAGR 2.2% · MDD -9.4% · Sharpe 0.49
Stocks · IsraelBezeq The Israel Telecommunication Corp. Ltd.
Donchian breakout · CAGR 4.3% · MDD -64.3% · Sharpe 0.48