SleepWell Trade · Asset reports · Netherlands

51 Netherlands backtest reports

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

Snapshot 2026-08

ETFs · Netherlands

iShares MSCI Global Semiconductors UCITS ETF AccumUSD

SMA crossover · CAGR 33.0% · MDD -28.7% · Sharpe 1.26

Stocks · Netherlands

InPost S.A.

SMA crossover · CAGR 23.0% · MDD -24.9% · Sharpe 1.06

ETFs · Netherlands

iShares NASDAQ 100 UCITS ETF USD

Donchian breakout · CAGR 15.9% · MDD -25.5% · Sharpe 0.96

ETFs · Netherlands

Vanguard S&P 500 UCITS ETF

Donchian breakout · CAGR 10.3% · MDD -22.2% · Sharpe 0.79

ETFs · Netherlands

VanEck Vectors ETFs NV - Morningstar Dev. Mrkts. Div. Ldrs.

ROC momentum · CAGR 9.9% · MDD -17.7% · Sharpe 0.79

Stocks · Netherlands

ASR Nederland N.V.

Donchian breakout · CAGR 16.7% · MDD -31.9% · Sharpe 0.78

Stocks · Netherlands

ASM International N.V.

Donchian breakout · CAGR 26.3% · MDD -58.9% · Sharpe 0.77

Stocks · Netherlands

BE Semiconductor Industries N.V.

SMA crossover · CAGR 21.9% · MDD -66.6% · Sharpe 0.75

Stocks · Netherlands

IMCD N.V.

Supertrend · CAGR 12.6% · MDD -31.7% · Sharpe 0.74

Stocks · Netherlands

Alfen NV

ADX / DI trend · CAGR 16.8% · MDD -37.4% · Sharpe 0.71

Stocks · Netherlands

Arcadis NV

Donchian breakout · CAGR 12.1% · MDD -34.0% · Sharpe 0.70

Stocks · Netherlands

Adyen NV

Supertrend · CAGR 16.0% · MDD -42.7% · Sharpe 0.69

Stocks · Netherlands

Signify NV

ADX / DI trend · CAGR 6.1% · MDD -23.6% · Sharpe 0.68

Stocks · Netherlands

AMG Critical Materials N.V.

Keltner breakout · CAGR 13.2% · MDD -40.2% · Sharpe 0.66

Stocks · Netherlands

Aalberts N.V.

Donchian breakout · CAGR 11.6% · MDD -36.6% · Sharpe 0.63

Stocks · Netherlands

NN Group N.V.

Donchian breakout · CAGR 12.2% · MDD -47.2% · Sharpe 0.63

Stocks · Netherlands

ASML Holding NV

SMA crossover · CAGR 26.2% · MDD -44.6% · Sharpe 0.62

Stocks · Netherlands

Basic-Fit NV

ROC momentum · CAGR 16.8% · MDD -62.6% · Sharpe 0.60

Stocks · Netherlands

Koninklijke BAM Groep NV

SMA crossover · CAGR 13.2% · MDD -60.4% · Sharpe 0.59

Stocks · Netherlands

Randstad NV

Keltner breakout · CAGR 7.0% · MDD -33.6% · Sharpe 0.57

Stocks · Netherlands

ArcelorMittal SA

SMA crossover · CAGR 12.9% · MDD -58.9% · Sharpe 0.56

Stocks · Netherlands

Royal Vopak NV

SMA crossover · CAGR 8.9% · MDD -45.9% · Sharpe 0.55

ETFs · Netherlands

VanEck AEX UCITS ETF

ROC momentum · CAGR 8.1% · MDD -30.5% · Sharpe 0.55

Stocks · Netherlands

Acomo N.V.

Donchian breakout · CAGR 7.8% · MDD -32.7% · Sharpe 0.55

Stocks · Netherlands

ING Groep N.V.

EMA crossover · CAGR 10.0% · MDD -41.4% · Sharpe 0.54

Stocks · Netherlands

Wolters Kluwer N.V.

ROC momentum · CAGR 9.0% · MDD -61.6% · Sharpe 0.54

Stocks · Netherlands

HAL Trust

EMA crossover · CAGR 7.7% · MDD -37.0% · Sharpe 0.53

Stocks · Netherlands

Allfunds Group plc

ADX / DI trend · CAGR 3.2% · MDD -15.3% · Sharpe 0.52

Stocks · Netherlands

Flow Traders Ltd

Bollinger breakout · CAGR 5.6% · MDD -19.9% · Sharpe 0.52

Stocks · Netherlands

Aperam S.A.

Bollinger breakout · CAGR 6.2% · MDD -18.7% · Sharpe 0.51

Stocks · Netherlands

Koninklijke Heijmans N.V.

Keltner breakout · CAGR 8.4% · MDD -59.2% · Sharpe 0.50

ETFs · Netherlands

VanEck World Equal Weight Screened UCITS ETF

ROC momentum · CAGR -1.8% · MDD -77.7% · Sharpe 0.50

Stocks · Netherlands

OCI NV

Bollinger breakout · CAGR 5.7% · MDD -28.0% · Sharpe 0.50

Stocks · Netherlands

Avantium N.V.

Bollinger breakout · CAGR 11.8% · MDD -56.1% · Sharpe 0.48

Stocks · Netherlands

Prosus N.V. Class N

ROC momentum · CAGR 8.9% · MDD -33.3% · Sharpe 0.48

Stocks · Netherlands

Lakefront Biotherapeutics

Bollinger breakout · CAGR 6.5% · MDD -44.8% · Sharpe 0.46

Stocks · Netherlands

TomTom NV

Keltner breakout · CAGR 5.7% · MDD -31.0% · Sharpe 0.46

Stocks · Netherlands

Fugro NV

Donchian breakout · CAGR 7.2% · MDD -60.0% · Sharpe 0.45

Stocks · Netherlands

Pharming Group NV

Bollinger breakout · CAGR 9.0% · MDD -82.5% · Sharpe 0.40

Stocks · Netherlands

CTP N.V.

ADX / DI trend · CAGR 2.2% · MDD -13.1% · Sharpe 0.40

Stocks · Netherlands

Heineken Holding N.V.

Donchian breakout · CAGR 5.7% · MDD -46.9% · Sharpe 0.40

Stocks · Netherlands

Koninklijke Philips N.V.

SMA crossover · CAGR 6.6% · MDD -48.6% · Sharpe 0.38

Stocks · Netherlands

Corbion NV

Supertrend · CAGR 5.4% · MDD -53.8% · Sharpe 0.37

Stocks · Netherlands

PostNL NV

ROC momentum · CAGR 4.6% · MDD -33.7% · Sharpe 0.36

Stocks · Netherlands

Aegon Ltd.

SMA crossover · CAGR 5.1% · MDD -54.4% · Sharpe 0.34

Stocks · Netherlands

Royal KPN NV

EMA crossover · CAGR 6.2% · MDD -50.0% · Sharpe 0.33

Stocks · Netherlands

Koninklijke Ahold Delhaize N.V.

ROC momentum · CAGR 4.7% · MDD -31.6% · Sharpe 0.33

Stocks · Netherlands

Heineken NV

Donchian breakout · CAGR 3.6% · MDD -63.7% · Sharpe 0.29

Stocks · Netherlands

Wereldhave N.V.

Bollinger breakout · CAGR 1.7% · MDD -23.4% · Sharpe 0.22

Stocks · Netherlands

Akzo Nobel N.V.

Donchian breakout · CAGR 2.4% · MDD -61.7% · Sharpe 0.22

Stocks · Netherlands

SBM Offshore NV

MACD · CAGR 0.1% · MDD -64.5% · Sharpe 0.12

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