SleepWell Trade · Asset reports · Qatar
10 Qatar backtest reports
Backtest reports for Qatar listings, recomputed monthly across the same ten trend-following strategies.
Stocks · Qatar
Estithmar Holding Q.P.S.C
Bollinger breakout · CAGR 23.6% · MDD -26.1% · Sharpe 1.07
Stocks · QatarOoredoo Q.P.S.C
SMA crossover · CAGR 8.7% · MDD -92.2% · Sharpe 0.45
Stocks · QatarQatar National Bank QPSC
ADX / DI trend · CAGR 1.9% · MDD -12.6% · Sharpe 0.39
Stocks · QatarQatar International Islamic Bank
ROC momentum · CAGR 5.2% · MDD -91.0% · Sharpe 0.33
Stocks · QatarAlRayan Bank
Donchian breakout · CAGR 5.2% · MDD -90.0% · Sharpe 0.33
Stocks · QatarIndustries of Qatar Co.
EMA crossover · CAGR 4.8% · MDD -90.8% · Sharpe 0.33
Stocks · QatarQatar Islamic Bank
SMA crossover · CAGR 3.2% · MDD -90.8% · Sharpe 0.33
Stocks · QatarQatar Navigation QSC
Donchian breakout · CAGR 1.6% · MDD -92.4% · Sharpe 0.32
Stocks · QatarMesaieed Petrochemical Holding Company Q.S.C.
Donchian breakout · CAGR 3.9% · MDD -32.6% · Sharpe 0.31
Stocks · QatarQatar Insurance Company QSPC
Supertrend · CAGR 2.8% · MDD -50.9% · Sharpe 0.24