SleepWell Trade · Asset reports · United States

2,878 United States backtest reports (4/10)

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

Snapshot 2026-08

Stocks · United States

Ambarella, Inc.

Supertrend · CAGR 17.5% · MDD -61.9% · Sharpe 0.60

Stocks · United States

Saia, Inc.

Donchian breakout · CAGR 16.1% · MDD -70.5% · Sharpe 0.60

Stocks · United States

Copa Holdings, S.A.

Bollinger breakout · CAGR 6.3% · MDD -20.9% · Sharpe 0.60

Stocks · United States

Expand Energy Corporation

SMA crossover · CAGR 13.5% · MDD -27.9% · Sharpe 0.60

Stocks · United States

Bread Financial Holdings, Inc.

ROC momentum · CAGR 12.7% · MDD -49.7% · Sharpe 0.60

ETFs · United States

iShares S&P 500 Growth ETF

SMA crossover · CAGR 7.1% · MDD -25.7% · Sharpe 0.60

ETFs · United States

Invesco S&P MidCap Quality ETF

Donchian breakout · CAGR 8.4% · MDD -38.8% · Sharpe 0.60

Stocks · United States

Amgen Inc.

Donchian breakout · CAGR 15.5% · MDD -66.8% · Sharpe 0.60

ETFs · United States

iShares ESG Aware MSCI EAFE ETF

EMA crossover · CAGR 6.5% · MDD -19.5% · Sharpe 0.60

ETFs · United States

VanEck Real Assets ETF

ADX / DI trend · CAGR 2.7% · MDD -6.6% · Sharpe 0.60

ETFs · United States

First Trust North American Energy Infrastructure Fund

Donchian breakout · CAGR 7.0% · MDD -23.8% · Sharpe 0.60

Stocks · United States

Monster Beverage Corporation

Donchian breakout · CAGR 15.7% · MDD -51.2% · Sharpe 0.60

Stocks · United States

Danaher Corporation

EMA crossover · CAGR 13.2% · MDD -54.1% · Sharpe 0.59

ETFs · United States

Vanguard ESG International Stock ETF

Donchian breakout · CAGR 6.9% · MDD -18.5% · Sharpe 0.59

Stocks · United States

China Yuchai International Limited

SMA crossover · CAGR 18.0% · MDD -71.5% · Sharpe 0.59

Stocks · United States

MSCI Inc.

Donchian breakout · CAGR 14.5% · MDD -48.5% · Sharpe 0.59

Stocks · United States

Sunoco LP

ADX / DI trend · CAGR 4.1% · MDD -14.9% · Sharpe 0.59

ETFs · United States

KraneShares China Technology & Semiconductor STAR 50 Index ETF

Supertrend · CAGR 13.8% · MDD -35.4% · Sharpe 0.59

Stocks · United States

Abercrombie & Fitch Company

Keltner breakout · CAGR 11.9% · MDD -47.9% · Sharpe 0.59

Stocks · United States

Copart, Inc.

EMA crossover · CAGR 14.7% · MDD -53.0% · Sharpe 0.59

Stocks · United States

CorVel Corp.

Donchian breakout · CAGR 15.8% · MDD -56.9% · Sharpe 0.59

Stocks · United States

FirstCash Holdings, Inc.

Supertrend · CAGR 14.6% · MDD -60.8% · Sharpe 0.59

Stocks · United States

Teledyne Technologies Incorporated

ROC momentum · CAGR 16.0% · MDD -69.1% · Sharpe 0.59

Stocks · United States

Essex Property Trust, Inc.

SMA crossover · CAGR 9.3% · MDD -32.4% · Sharpe 0.59

Stocks · United States

Cencora, Inc.

SMA crossover · CAGR 12.1% · MDD -55.9% · Sharpe 0.59

ETFs · United States

State Street SPDR S&P 400 Mid Cap Growth ETF

Donchian breakout · CAGR 9.0% · MDD -42.9% · Sharpe 0.59

Stocks · United States

Apple Hospitality REIT, Inc.

ROC momentum · CAGR 5.3% · MDD -9.8% · Sharpe 0.59

Stocks · United States

Navios Maritime Partners LP

ROC momentum · CAGR 14.3% · MDD -66.5% · Sharpe 0.59

Stocks · United States

Bank OZK

Donchian breakout · CAGR 14.4% · MDD -65.8% · Sharpe 0.59

Stocks · United States

HBT Financial, Inc.

Donchian breakout · CAGR 13.3% · MDD -35.0% · Sharpe 0.59

Stocks · United States

Mettler-Toledo International, Inc.

SMA crossover · CAGR 12.1% · MDD -39.8% · Sharpe 0.59

ETFs · United States

Vanguard Morningstar Mega Cap Value ETF

Donchian breakout · CAGR 6.4% · MDD -20.8% · Sharpe 0.59

Stocks · United States

Natural Resource Partners LP Limited Partnership

Bollinger breakout · CAGR 12.2% · MDD -37.9% · Sharpe 0.59

Stocks · United States

Arthur J. Gallagher & Co.

ROC momentum · CAGR 12.4% · MDD -60.1% · Sharpe 0.59

ETFs · United States

ProShares Ultra Dow30

Donchian breakout · CAGR 12.0% · MDD -50.1% · Sharpe 0.59

Stocks · United States

Fabrinet

Donchian breakout · CAGR 17.6% · MDD -76.2% · Sharpe 0.59

Stocks · United States

Digital Turbine, Inc.

SMA crossover · CAGR 20.1% · MDD -87.1% · Sharpe 0.59

ETFs · United States

abrdn Healthcare Opportunities Fund Shares of Beneficial Interest

ROC momentum · CAGR 1.7% · MDD -3.9% · Sharpe 0.59

Stocks · United States

Digi International Inc.

SMA crossover · CAGR 16.3% · MDD -63.1% · Sharpe 0.59

ETFs · United States

iShares J.P. Morgan EM High Yield Bond ETF

ADX / DI trend · CAGR 0.5% · MDD -1.9% · Sharpe 0.59

ETFs · United States

iShares Core MSCI International Developed Markets ETF

EMA crossover · CAGR 6.4% · MDD -18.4% · Sharpe 0.59

Stocks · United States

Akamai Technologies, Inc.

SMA crossover · CAGR 16.0% · MDD -57.2% · Sharpe 0.59

Stocks · United States

Novanta Inc.

Donchian breakout · CAGR 17.5% · MDD -79.7% · Sharpe 0.59

Stocks · United States

Delek Logistics Partners, L.P.

Bollinger breakout · CAGR 4.6% · MDD -14.3% · Sharpe 0.59

Stocks · United States

RBC Bearings Incorporated

Donchian breakout · CAGR 14.5% · MDD -49.9% · Sharpe 0.59

Stocks · United States

IDEX Corporation

ROC momentum · CAGR 12.5% · MDD -50.6% · Sharpe 0.59

Stocks · United States

Wintrust Financial Corporation

SMA crossover · CAGR 11.4% · MDD -42.2% · Sharpe 0.59

Stocks · United States

Virgin Galactic Holdings, Inc.

Keltner breakout · CAGR 17.8% · MDD -60.5% · Sharpe 0.59

Stocks · United States

TechnipFMC plc

SMA crossover · CAGR 13.7% · MDD -52.4% · Sharpe 0.59

ETFs · United States

Invesco BulletShares 2028 Corporate Bond ETF

Keltner breakout · CAGR 1.0% · MDD -2.6% · Sharpe 0.59

Stocks · United States

Cal-Maine Foods, Inc.

SMA crossover · CAGR 14.7% · MDD -56.2% · Sharpe 0.59

Stocks · United States

BlackRock, Inc.

Donchian breakout · CAGR 13.7% · MDD -69.3% · Sharpe 0.59

Stocks · United States

Envista Holdings Corporation

ADX / DI trend · CAGR 2.2% · MDD -3.5% · Sharpe 0.59

Stocks · United States

Harmony Biosciences Holdings, Inc.

MACD · CAGR 15.4% · MDD -47.5% · Sharpe 0.59

ETFs · United States

Invesco KBW Bank ETF

ROC momentum · CAGR 8.6% · MDD -33.6% · Sharpe 0.59

Stocks · United States

Everpure, Inc.

MACD · CAGR 16.0% · MDD -52.3% · Sharpe 0.59

Stocks · United States

The Hershey Company

SMA crossover · CAGR 10.2% · MDD -40.5% · Sharpe 0.59

Stocks · United States

The Carlyle Group Inc.

Keltner breakout · CAGR 9.8% · MDD -33.2% · Sharpe 0.59

Stocks · United States

ExlService Holdings, Inc.

Donchian breakout · CAGR 12.1% · MDD -42.5% · Sharpe 0.59

Stocks · United States

Nexstar Media Group, Inc.

Keltner breakout · CAGR 12.0% · MDD -42.4% · Sharpe 0.59

Stocks · United States

Booking Holdings Inc. Common Stock

EMA crossover · CAGR 14.3% · MDD -80.6% · Sharpe 0.59

Stocks · United States

Sprouts Farmers Market, Inc.

ADX / DI trend · CAGR 5.7% · MDD -26.5% · Sharpe 0.59

ETFs · United States

iShares U.S. Health Care Providers ETF

ROC momentum · CAGR 9.8% · MDD -49.0% · Sharpe 0.59

Stocks · United States

AAON, Inc.

Donchian breakout · CAGR 17.8% · MDD -74.4% · Sharpe 0.59

Stocks · United States

Celanese Corporation

Bollinger breakout · CAGR 10.9% · MDD -35.0% · Sharpe 0.58

Stocks · United States

Fiserv, Inc.

SMA crossover · CAGR 13.2% · MDD -45.4% · Sharpe 0.58

Stocks · United States

Xeris Biopharma Holdings, Inc.

Bollinger breakout · CAGR 17.1% · MDD -48.3% · Sharpe 0.58

ETFs · United States

State Street SPDR Portfolio S&P 500 High Dividend ETF

Bollinger breakout · CAGR 2.8% · MDD -7.4% · Sharpe 0.58

Stocks · United States

Ironwood Pharmaceuticals, Inc.

ADX / DI trend · CAGR 10.6% · MDD -19.2% · Sharpe 0.58

ETFs · United States

State Street SPDR S&P Semiconductor ETF

SMA crossover · CAGR 12.0% · MDD -36.8% · Sharpe 0.58

Stocks · United States

Nomad Foods Limited

Keltner breakout · CAGR 8.3% · MDD -22.6% · Sharpe 0.58

Stocks · United States

SL Green Realty Corp

SMA crossover · CAGR 10.7% · MDD -64.0% · Sharpe 0.58

Stocks · United States

Dillard's, Inc.

Supertrend · CAGR 14.3% · MDD -70.6% · Sharpe 0.58

Stocks · United States

QCR Holdings, Inc.

EMA crossover · CAGR 12.2% · MDD -41.8% · Sharpe 0.58

Stocks · United States

Heritage Insurance Holdings, Inc.

MACD · CAGR 17.0% · MDD -79.9% · Sharpe 0.58

Stocks · United States

Bio-Rad Laboratories, Inc.

Supertrend · CAGR 11.8% · MDD -64.6% · Sharpe 0.58

Stocks · United States

Symbotic Inc.

SMA crossover · CAGR 18.1% · MDD -55.9% · Sharpe 0.58

Stocks · United States

Flutter Entertainment plc

SMA crossover · CAGR 13.3% · MDD -45.3% · Sharpe 0.58

Stocks · United States

FIGS, Inc.

ADX / DI trend · CAGR 7.6% · MDD -16.4% · Sharpe 0.58

Stocks · United States

Albertsons Companies, Inc.

SMA crossover · CAGR 11.4% · MDD -27.1% · Sharpe 0.58

Stocks · United States

Nike, Inc.

SMA crossover · CAGR 12.2% · MDD -52.4% · Sharpe 0.58

Stocks · United States

Gartner, Inc.

SMA crossover · CAGR 12.9% · MDD -53.8% · Sharpe 0.58

Stocks · United States

Ziff Davis, Inc.

SMA crossover · CAGR 16.0% · MDD -67.8% · Sharpe 0.58

Stocks · United States

First National of Nebraska, Inc.

SMA crossover · CAGR 9.1% · MDD -28.2% · Sharpe 0.58

Stocks · United States

Cadence Design Systems, Inc.

Donchian breakout · CAGR 15.7% · MDD -69.0% · Sharpe 0.58

Stocks · United States

Byline Bancorp, Inc.

ROC momentum · CAGR 9.8% · MDD -29.8% · Sharpe 0.58

Stocks · United States

CRISPR Therapeutics AG

MACD · CAGR 17.9% · MDD -52.5% · Sharpe 0.58

Stocks · United States

Dream Finders Homes, Inc.

ADX / DI trend · CAGR 9.6% · MDD -17.0% · Sharpe 0.58

Stocks · United States

Guidewire Software, Inc.

SMA crossover · CAGR 12.5% · MDD -45.7% · Sharpe 0.58

Stocks · United States

Heico Corporation

ROC momentum · CAGR 14.2% · MDD -70.9% · Sharpe 0.58

Stocks · United States

SEI Investments Company

Supertrend · CAGR 11.8% · MDD -52.0% · Sharpe 0.58

ETFs · United States

Global X Cloud Computing ETF

Keltner breakout · CAGR 9.2% · MDD -26.7% · Sharpe 0.58

Stocks · United States

Western Digital Corporation

Supertrend · CAGR 16.8% · MDD -81.7% · Sharpe 0.58

Stocks · United States

V.F. Corporation

SMA crossover · CAGR 10.7% · MDD -41.9% · Sharpe 0.58

Stocks · United States

Hovnanian Enterprises, Inc.

Donchian breakout · CAGR 16.8% · MDD -66.2% · Sharpe 0.58

ETFs · United States

iShares MSCI ACWI ETF

EMA crossover · CAGR 6.3% · MDD -21.5% · Sharpe 0.58

Stocks · United States

Hasbro, Inc.

EMA crossover · CAGR 12.1% · MDD -53.4% · Sharpe 0.58

Stocks · United States

SM Energy Company

ROC momentum · CAGR 16.2% · MDD -63.6% · Sharpe 0.58

Stocks · United States

USA TODAY Co., Inc.

ROC momentum · CAGR 15.1% · MDD -57.2% · Sharpe 0.58

Stocks · United States

Marvell Technology, Inc.

Donchian breakout · CAGR 16.6% · MDD -64.3% · Sharpe 0.58

ETFs · United States

Vanguard International High Dividend Yield ETF

SMA crossover · CAGR 5.9% · MDD -28.2% · Sharpe 0.58

Stocks · United States

PulteGroup, Inc.

Bollinger breakout · CAGR 6.3% · MDD -28.8% · Sharpe 0.58

Stocks · United States

Linde plc

Donchian breakout · CAGR 11.5% · MDD -37.7% · Sharpe 0.58

Stocks · United States

Thor Industries, Inc.

MACD · CAGR 13.3% · MDD -65.7% · Sharpe 0.58

Stocks · United States

Paychex, Inc.

Donchian breakout · CAGR 11.6% · MDD -62.8% · Sharpe 0.58

Stocks · United States

Savara, Inc.

Parabolic SAR · CAGR 28.2% · MDD -70.6% · Sharpe 0.58

Stocks · United States

Invesco Ltd

Bollinger breakout · CAGR 5.3% · MDD -31.8% · Sharpe 0.58

Stocks · United States

Ichor Holdings

Supertrend · CAGR 17.2% · MDD -64.0% · Sharpe 0.58

Stocks · United States

Willis Lease Finance Corporation

Donchian breakout · CAGR 16.9% · MDD -53.2% · Sharpe 0.58

ETFs · United States

Invesco S&P 500 Pure Value ETF

SMA crossover · CAGR 7.4% · MDD -34.2% · Sharpe 0.58

ETFs · United States

Sprott Physical Gold Trust ETV

SMA crossover · CAGR 7.3% · MDD -21.8% · Sharpe 0.58

ETFs · United States

PIMCO Dynamic Income Opportunities Fund

ADX / DI trend · CAGR 0.7% · MDD -0.5% · Sharpe 0.58

Stocks · United States

Expedia Group, Inc.

SMA crossover · CAGR 14.0% · MDD -51.2% · Sharpe 0.58

Stocks · United States

F5, Inc.

Supertrend · CAGR 15.6% · MDD -59.2% · Sharpe 0.58

Stocks · United States

Edwards Lifesciences Corporation

SMA crossover · CAGR 11.9% · MDD -50.9% · Sharpe 0.57

ETFs · United States

Vanguard Russell 2000 ETF

Donchian breakout · CAGR 8.6% · MDD -33.5% · Sharpe 0.57

Stocks · United States

Comfort Systems USA, Inc.

Donchian breakout · CAGR 16.4% · MDD -80.8% · Sharpe 0.57

Stocks · United States

Reinsurance Group of America, Incorporated

SMA crossover · CAGR 9.7% · MDD -35.4% · Sharpe 0.57

Stocks · United States

CleanSpark, Inc.

SMA crossover · CAGR 27.2% · MDD -81.2% · Sharpe 0.57

ETFs · United States

Schwab Fundamental U.S. Small Company ETF

Donchian breakout · CAGR 8.6% · MDD -35.7% · Sharpe 0.57

Stocks · United States

Westlake Corporation

Bollinger breakout · CAGR 11.1% · MDD -40.1% · Sharpe 0.57

Stocks · United States

Morningstar, Inc.

Donchian breakout · CAGR 8.7% · MDD -26.9% · Sharpe 0.57

ETFs · United States

Vanguard Morningstar Small-Cap Growth ETF

Donchian breakout · CAGR 8.9% · MDD -45.3% · Sharpe 0.57

Stocks · United States

Castle Biosciences, Inc.

Keltner breakout · CAGR 3.0% · MDD -5.6% · Sharpe 0.57

Stocks · United States

Antero Midstream Corporation

SMA crossover · CAGR 11.6% · MDD -30.4% · Sharpe 0.57

ETFs · United States

ERShares Private-Public Crossover ETF

EMA crossover · CAGR 9.0% · MDD -28.7% · Sharpe 0.57

Stocks · United States

Eagle Materials Inc

Donchian breakout · CAGR 11.5% · MDD -60.5% · Sharpe 0.57

ETFs · United States

State Street Blackstone Senior Loan ETF

ROC momentum · CAGR 0.3% · MDD -0.8% · Sharpe 0.57

ETFs · United States

Vanguard Morningstar Mid-Cap Value ETF

EMA crossover · CAGR 6.4% · MDD -26.2% · Sharpe 0.57

Stocks · United States

Western Midstream Partners, LP

EMA crossover · CAGR 11.0% · MDD -24.5% · Sharpe 0.57

ETFs · United States

iShares S&P 500 Value ETF

EMA crossover · CAGR 5.9% · MDD -22.3% · Sharpe 0.57

Stocks · United States

Jabil Inc.

EMA crossover · CAGR 15.3% · MDD -71.3% · Sharpe 0.57

Stocks · United States

CoStar Group, Inc.

Donchian breakout · CAGR 15.2% · MDD -55.4% · Sharpe 0.57

ETFs · United States

State Street SPDR S&P Biotech ETF

Donchian breakout · CAGR 10.4% · MDD -42.5% · Sharpe 0.57

Stocks · United States

Alignment Healthcare, Inc.

MACD · CAGR 16.6% · MDD -49.7% · Sharpe 0.57

Stocks · United States

Seaboard Corporation

Donchian breakout · CAGR 11.7% · MDD -47.0% · Sharpe 0.57

Stocks · United States

FB Financial Corporation

SMA crossover · CAGR 11.7% · MDD -34.1% · Sharpe 0.57

Stocks · United States

Phillips Edison & Company, Inc.

ROC momentum · CAGR 38.2% · MDD -66.4% · Sharpe 0.57

Stocks · United States

United Rentals, Inc.

Keltner breakout · CAGR 10.8% · MDD -49.7% · Sharpe 0.57

Stocks · United States

Aptiv PLC

Donchian breakout · CAGR 8.9% · MDD -37.7% · Sharpe 0.57

ETFs · United States

ProShares S&P 500 Dividend Aristocrats ETF

ROC momentum · CAGR 7.2% · MDD -24.6% · Sharpe 0.57

Stocks · United States

Plexus Corp.

Donchian breakout · CAGR 14.4% · MDD -54.8% · Sharpe 0.57

Stocks · United States

TG Therapeutics, Inc.

EMA crossover · CAGR 18.5% · MDD -78.9% · Sharpe 0.57

ETFs · United States

Vanguard Consumer Staples ETF

ROC momentum · CAGR 6.5% · MDD -29.1% · Sharpe 0.57

Stocks · United States

AbbVie Inc.

ROC momentum · CAGR 11.1% · MDD -36.8% · Sharpe 0.57

Stocks · United States

T1 Energy Inc.

Keltner breakout · CAGR 18.4% · MDD -53.2% · Sharpe 0.57

Stocks · United States

CubeSmart

SMA crossover · CAGR 9.9% · MDD -50.4% · Sharpe 0.57

Stocks · United States

Ferguson Enterprises Inc.

Donchian breakout · CAGR 10.8% · MDD -35.6% · Sharpe 0.57

Stocks · United States

SI-BONE, Inc.

Bollinger breakout · CAGR 9.0% · MDD -17.5% · Sharpe 0.57

Stocks · United States

Hingham Institution for Savings

EMA crossover · CAGR 13.1% · MDD -42.9% · Sharpe 0.57

Stocks · United States

Onterris, Inc.

Donchian breakout · CAGR 13.1% · MDD -25.3% · Sharpe 0.57

ETFs · United States

Vanguard Div Appreciation ETF

Donchian breakout · CAGR 5.6% · MDD -18.3% · Sharpe 0.57

Stocks · United States

Incyte Corporation

ROC momentum · CAGR 16.8% · MDD -83.2% · Sharpe 0.57

Stocks · United States

Bio-Techne Corp

SMA crossover · CAGR 13.5% · MDD -67.3% · Sharpe 0.57

Stocks · United States

Bright Horizons Family Solutions Inc.

Donchian breakout · CAGR 11.0% · MDD -36.3% · Sharpe 0.57

ETFs · United States

John Hancock Multifactor Developed International ETF

Donchian breakout · CAGR 6.4% · MDD -23.3% · Sharpe 0.57

Stocks · United States

Science Applications International Corporation

ADX / DI trend · CAGR 2.8% · MDD -8.9% · Sharpe 0.57

Stocks · United States

Moody's Corporation

Donchian breakout · CAGR 11.5% · MDD -71.1% · Sharpe 0.57

Stocks · United States

AtriCure, Inc.

Donchian breakout · CAGR 15.1% · MDD -59.6% · Sharpe 0.57

Stocks · United States

Dick's Sporting Goods Inc

Donchian breakout · CAGR 13.6% · MDD -47.3% · Sharpe 0.57

Stocks · United States

Global-E Online Ltd.

Supertrend · CAGR 15.6% · MDD -44.5% · Sharpe 0.57

Stocks · United States

Charles Schwab Corporation (The)

Supertrend · CAGR 13.3% · MDD -70.3% · Sharpe 0.56

Stocks · United States

Mercantile Bank Corporation

ADX / DI trend · CAGR 1.9% · MDD -8.2% · Sharpe 0.56

Stocks · United States

Equinix, Inc.

EMA crossover · CAGR 14.1% · MDD -56.8% · Sharpe 0.56

Stocks · United States

RadNet, Inc.

Donchian breakout · CAGR 17.9% · MDD -79.9% · Sharpe 0.56

Stocks · United States

Bentley Systems, Incorporated

Bollinger breakout · CAGR 2.2% · MDD -5.2% · Sharpe 0.56

Stocks · United States

Abacus Global Management, Inc.

ROC momentum · CAGR 11.4% · MDD -30.4% · Sharpe 0.56

Stocks · United States

IDEXX Laboratories, Inc.

SMA crossover · CAGR 12.9% · MDD -58.8% · Sharpe 0.56

Stocks · United States

WEX Inc.

Donchian breakout · CAGR 13.7% · MDD -55.0% · Sharpe 0.56

Stocks · United States

PennantPark Floating Rate Capital Ltd.

ROC momentum · CAGR 4.2% · MDD -12.5% · Sharpe 0.56

Stocks · United States

TTM Technologies, Inc.

Donchian breakout · CAGR 14.9% · MDD -62.8% · Sharpe 0.56

Stocks · United States

Custom Truck One Source, Inc.

Bollinger breakout · CAGR 8.2% · MDD -17.8% · Sharpe 0.56

ETFs · United States

Vanguard Industrials ETF

ROC momentum · CAGR 9.5% · MDD -54.7% · Sharpe 0.56

Stocks · United States

Crown Castle Inc.

EMA crossover · CAGR 11.8% · MDD -49.7% · Sharpe 0.56

Stocks · United States

Rackspace Technology, Inc.

SMA crossover · CAGR 19.1% · MDD -58.6% · Sharpe 0.56

ETFs · United States

iShares Expanded Tech-Software Sector ETF

Donchian breakout · CAGR 9.0% · MDD -37.9% · Sharpe 0.56

Stocks · United States

Brinker International, Inc.

Donchian breakout · CAGR 13.8% · MDD -66.0% · Sharpe 0.56

Stocks · United States

Fidelity National Information Services, Inc.

Donchian breakout · CAGR 7.7% · MDD -35.4% · Sharpe 0.56

Stocks · United States

McEwen Inc.

SMA crossover · CAGR 17.8% · MDD -92.5% · Sharpe 0.56

Stocks · United States

Automatic Data Processing, Inc.

SMA crossover · CAGR 10.3% · MDD -40.3% · Sharpe 0.56

Stocks · United States

Synchrony Financial

Keltner breakout · CAGR 2.3% · MDD -8.9% · Sharpe 0.56

Stocks · United States

Collegium Pharmaceutical, Inc.

ADX / DI trend · CAGR 9.6% · MDD -27.7% · Sharpe 0.56

Stocks · United States

TKO Group Holdings, Inc.

ADX / DI trend · CAGR 5.3% · MDD -41.5% · Sharpe 0.56

Stocks · United States

Brookfield Corporation

SMA crossover · CAGR 10.0% · MDD -64.1% · Sharpe 0.56

Stocks · United States

MeiraGTx Holdings plc

Bollinger breakout · CAGR 6.1% · MDD -14.1% · Sharpe 0.56

Stocks · United States

Payoneer Global Inc.

Keltner breakout · CAGR 7.4% · MDD -16.6% · Sharpe 0.56

Stocks · United States

Patterson-UTI Energy, Inc.

SMA crossover · CAGR 15.0% · MDD -64.4% · Sharpe 0.56

Stocks · United States

Williams Companies, Inc. (The)

SMA crossover · CAGR 11.7% · MDD -50.9% · Sharpe 0.56

ETFs · United States

Direxion Small Cap Bull 3X ETF

Donchian breakout · CAGR 16.8% · MDD -78.7% · Sharpe 0.56

Stocks · United States

QTREX Quantum Ltd.

SMA crossover · CAGR 20.8% · MDD -59.4% · Sharpe 0.56

Stocks · United States

Affiliated Managers Group, Inc.

SMA crossover · CAGR 11.3% · MDD -37.2% · Sharpe 0.56

Stocks · United States

The Chefs' Warehouse, Inc.

Donchian breakout · CAGR 15.7% · MDD -61.1% · Sharpe 0.56

ETFs · United States

DB Gold Double Long ETN due February 15, 2038

SMA crossover · CAGR 12.5% · MDD -56.4% · Sharpe 0.56

ETFs · United States

iShares S&P Mid-Cap 400 Growth ETF

EMA crossover · CAGR 7.0% · MDD -23.3% · Sharpe 0.56

Stocks · United States

Lennox International, Inc.

Donchian breakout · CAGR 12.1% · MDD -46.7% · Sharpe 0.56

Stocks · United States

Kulicke and Soffa Industries, Inc.

Donchian breakout · CAGR 16.8% · MDD -87.6% · Sharpe 0.56

Stocks · United States

Brookdale Senior Living Inc.

Donchian breakout · CAGR 13.0% · MDD -43.9% · Sharpe 0.56

Stocks · United States

Beam Therapeutics Inc.

Supertrend · CAGR 17.1% · MDD -71.6% · Sharpe 0.56

Stocks · United States

W.R. Berkley Corporation

ROC momentum · CAGR 12.9% · MDD -71.2% · Sharpe 0.56

Stocks · United States

Avis Budget Group, Inc.

Bollinger breakout · CAGR 15.6% · MDD -73.9% · Sharpe 0.56

Stocks · United States

Curtiss-Wright Corporation

Supertrend · CAGR 9.6% · MDD -49.1% · Sharpe 0.56

Stocks · United States

Dycom Industries, Inc.

SMA crossover · CAGR 14.6% · MDD -80.9% · Sharpe 0.56

Stocks · United States

Cincinnati Financial Corporation

SMA crossover · CAGR 8.2% · MDD -54.1% · Sharpe 0.56

Stocks · United States

Boise Cascade, L.L.C.

SMA crossover · CAGR 12.0% · MDD -42.8% · Sharpe 0.56

Stocks · United States

Corcept Therapeutics Incorporated

SMA crossover · CAGR 17.9% · MDD -69.5% · Sharpe 0.56

Stocks · United States

Teekay Tankers Ltd.

SMA crossover · CAGR 14.7% · MDD -64.3% · Sharpe 0.56

Stocks · United States

Semtech Corporation

SMA crossover · CAGR 16.0% · MDD -70.7% · Sharpe 0.56

Stocks · United States

AFLAC Incorporated

SMA crossover · CAGR 11.9% · MDD -58.7% · Sharpe 0.56

Stocks · United States

Pinterest, Inc.

Supertrend · CAGR 15.4% · MDD -50.0% · Sharpe 0.56

Stocks · United States

Franklin Templeton, Inc.

EMA crossover · CAGR 15.4% · MDD -60.6% · Sharpe 0.56

ETFs · United States

iShares Core High Dividend ETF

ROC momentum · CAGR 6.0% · MDD -28.0% · Sharpe 0.55

Stocks · United States

uniQure N.V.

ROC momentum · CAGR 27.1% · MDD -79.3% · Sharpe 0.55

Stocks · United States

NewMarket Corp

EMA crossover · CAGR 11.3% · MDD -68.5% · Sharpe 0.55

Stocks · United States

Appian Corporation

Keltner breakout · CAGR 8.9% · MDD -33.9% · Sharpe 0.55

Stocks · United States

Calix, Inc

ADX / DI trend · CAGR 10.0% · MDD -38.7% · Sharpe 0.55

Stocks · United States

Travel Leisure Co.

SMA crossover · CAGR 11.8% · MDD -41.0% · Sharpe 0.55

ETFs · United States

ProShares UltraPro Russell2000

Donchian breakout · CAGR 16.3% · MDD -77.7% · Sharpe 0.55

ETFs · United States

Vanguard Morningstar Small-Cap ETF

Donchian breakout · CAGR 7.5% · MDD -26.0% · Sharpe 0.55

ETFs · United States

State Street SPDR S&P MIDCAP 400 ETF Trust

Donchian breakout · CAGR 8.2% · MDD -43.1% · Sharpe 0.55

Stocks · United States

DaVita Inc.

EMA crossover · CAGR 11.4% · MDD -47.5% · Sharpe 0.55

Stocks · United States

S&P Global Inc.

ROC momentum · CAGR 11.0% · MDD -64.2% · Sharpe 0.55

Stocks · United States

Maase Inc.

EMA crossover · CAGR 16.6% · MDD -71.1% · Sharpe 0.55

Stocks · United States

Loews Corporation

SMA crossover · CAGR 8.6% · MDD -45.9% · Sharpe 0.55

Stocks · United States

Rexford Industrial Realty, Inc.

EMA crossover · CAGR 8.8% · MDD -36.4% · Sharpe 0.55

ETFs · United States

Invesco Variable Rate Investment Grade ETF

ROC momentum · CAGR 0.3% · MDD -0.5% · Sharpe 0.55

Stocks · United States

Intercontinental Exchange Inc.

ROC momentum · CAGR 11.6% · MDD -50.1% · Sharpe 0.55

Stocks · United States

Harrow, Inc.

Donchian breakout · CAGR 2.9% · MDD -99.3% · Sharpe 0.55

ETFs · United States

State Street SPDR Bloomberg Convertible Securities ETF

EMA crossover · CAGR 4.9% · MDD -22.8% · Sharpe 0.55

Stocks · United States

Costamare Inc.

SMA crossover · CAGR 12.0% · MDD -48.9% · Sharpe 0.55

Stocks · United States

Globus Medical, Inc.

Supertrend · CAGR 11.6% · MDD -48.6% · Sharpe 0.55

ETFs · United States

Hartford Municipal Opportunities ETF

ADX / DI trend · CAGR 0.4% · MDD -1.2% · Sharpe 0.55

Stocks · United States

The AES Corporation

Donchian breakout · CAGR 11.2% · MDD -53.8% · Sharpe 0.55

Stocks · United States

Church & Dwight Company, Inc.

Donchian breakout · CAGR 10.9% · MDD -46.1% · Sharpe 0.55

Stocks · United States

QUALCOMM Incorporated

MACD · CAGR 13.9% · MDD -74.4% · Sharpe 0.55

Stocks · United States

Calumet, Inc

Donchian breakout · CAGR 14.8% · MDD -73.4% · Sharpe 0.55

Stocks · United States

WEC Energy Group, Inc.

ROC momentum · CAGR 9.0% · MDD -50.0% · Sharpe 0.55

ETFs · United States

iShares MSCI Intl Value Factor ETF

EMA crossover · CAGR 5.8% · MDD -24.1% · Sharpe 0.55

Stocks · United States

The Hartford Insurance Group, Inc.

EMA crossover · CAGR 9.9% · MDD -35.6% · Sharpe 0.55

Stocks · United States

American Tower Corporation (REIT)

SMA crossover · CAGR 10.9% · MDD -50.0% · Sharpe 0.55

Stocks · United States

Vornado Realty Trust

EMA crossover · CAGR 8.9% · MDD -63.7% · Sharpe 0.55

Stocks · United States

Aehr Test Systems

Donchian breakout · CAGR 16.3% · MDD -85.8% · Sharpe 0.55

Stocks · United States

NXP Semiconductors N.V.

Donchian breakout · CAGR 14.3% · MDD -62.7% · Sharpe 0.55

Stocks · United States

Sonida Senior Living, Inc.

Donchian breakout · CAGR 12.0% · MDD -54.8% · Sharpe 0.55

ETFs · United States

iShares Core S&P U.S. Value ETF

EMA crossover · CAGR 5.7% · MDD -24.7% · Sharpe 0.55

Stocks · United States

Scholar Rock Holding Corporation

Keltner breakout · CAGR 12.8% · MDD -42.1% · Sharpe 0.55

Stocks · United States

Uranium Energy Corp.

Bollinger breakout · CAGR 16.1% · MDD -66.6% · Sharpe 0.55

ETFs · United States

Direxion Daily Aerospace & Defense Bull 3X ETF

Parabolic SAR · CAGR 24.8% · MDD -79.7% · Sharpe 0.55

Stocks · United States

Annexon, Inc.

ROC momentum · CAGR 16.6% · MDD -63.3% · Sharpe 0.55

Stocks · United States

Canadian Solar Inc.

Supertrend · CAGR 16.3% · MDD -90.2% · Sharpe 0.55

Stocks · United States

FMC Corporation

EMA crossover · CAGR 10.0% · MDD -47.8% · Sharpe 0.55

ETFs · United States

Invesco Dorsey Wright Technology Momentum ETF

EMA crossover · CAGR 9.8% · MDD -33.8% · Sharpe 0.54

Stocks · United States

Innodata Inc.

Donchian breakout · CAGR 20.9% · MDD -72.2% · Sharpe 0.54

Stocks · United States

Royal Caribbean Cruises Ltd.

Supertrend · CAGR 12.6% · MDD -65.9% · Sharpe 0.54

ETFs · United States

WisdomTree U.S. LargeCap Dividend Fund

Donchian breakout · CAGR 5.7% · MDD -21.9% · Sharpe 0.54

Stocks · United States

Steel Dynamics, Inc.

Donchian breakout · CAGR 14.8% · MDD -74.2% · Sharpe 0.54

Stocks · United States

Axalta Coating Systems Ltd.

ADX / DI trend · CAGR 2.8% · MDD -6.8% · Sharpe 0.54

Stocks · United States

Hanover Insurance Group Inc

Donchian breakout · CAGR 11.3% · MDD -63.3% · Sharpe 0.54

Stocks · United States

ITT Inc.

ROC momentum · CAGR 12.1% · MDD -52.7% · Sharpe 0.54

Stocks · United States

Schneider National, Inc.

MACD · CAGR 10.0% · MDD -32.9% · Sharpe 0.54

Stocks · United States

Teradyne, Inc.

SMA crossover · CAGR 13.9% · MDD -71.2% · Sharpe 0.54

ETFs · United States

First Trust Small Cap Core AlphaDEX Fund

Donchian breakout · CAGR 7.0% · MDD -31.3% · Sharpe 0.54

ETFs · United States

Franklin FTSE India ETF

Donchian breakout · CAGR 6.0% · MDD -20.0% · Sharpe 0.54

Stocks · United States

OFG Bancorp

SMA crossover · CAGR 12.6% · MDD -58.6% · Sharpe 0.54

Stocks · United States

Arlo Technologies, Inc.

Bollinger breakout · CAGR 13.0% · MDD -48.2% · Sharpe 0.54

ETFs · United States

State Street SPDR Portfolio S&P 500 Value ETF

EMA crossover · CAGR 5.5% · MDD -28.3% · Sharpe 0.54

Stocks · United States

Encompass Health Corporation

Supertrend · CAGR 15.0% · MDD -71.8% · Sharpe 0.54

Stocks · United States

Toro Company (The)

EMA crossover · CAGR 9.8% · MDD -49.0% · Sharpe 0.54

ETFs · United States

iShares Emerging Markets Equity Factor ETF

SMA crossover · CAGR 6.9% · MDD -25.2% · Sharpe 0.54

Stocks · United States

Yum! Brands, Inc.

SMA crossover · CAGR 9.5% · MDD -36.1% · Sharpe 0.54

Stocks · United States

O-I Glass, Inc.

Bollinger breakout · CAGR 4.9% · MDD -24.7% · Sharpe 0.54

Stocks · United States

Grindr Inc.

Supertrend · CAGR 31.8% · MDD -49.9% · Sharpe 0.54

Stocks · United States

Koppers Holdings Inc.

SMA crossover · CAGR 12.2% · MDD -52.9% · Sharpe 0.54

Stocks · United States

Manitowoc Company, Inc. (The)

Donchian breakout · CAGR 13.4% · MDD -81.8% · Sharpe 0.54

Stocks · United States

GameStop Corporation

Donchian breakout · CAGR 18.9% · MDD -88.3% · Sharpe 0.54

Stocks · United States

Brown Forman Inc

SMA crossover · CAGR 9.1% · MDD -51.1% · Sharpe 0.54

ETFs · United States

Nuveen Municipal Credit Opportunities Fund

Donchian breakout · CAGR 2.4% · MDD -11.0% · Sharpe 0.54

Stocks · United States

General Dynamics Corporation

SMA crossover · CAGR 9.7% · MDD -50.1% · Sharpe 0.54

Stocks · United States

ESCO Technologies Inc.

ROC momentum · CAGR 14.0% · MDD -63.7% · Sharpe 0.54

Stocks · United States

Veracyte, Inc.

SMA crossover · CAGR 14.7% · MDD -58.6% · Sharpe 0.54

Stocks · United States

Taysha Gene Therapies, Inc.

MACD · CAGR 18.2% · MDD -73.7% · Sharpe 0.54

Stocks · United States

Waters Corporation

Donchian breakout · CAGR 10.1% · MDD -45.3% · Sharpe 0.54

Stocks · United States

Elanco Animal Health Incorporated

Bollinger breakout · CAGR 3.4% · MDD -7.9% · Sharpe 0.54

Stocks · United States

Xylem Inc.

ADX / DI trend · CAGR 5.1% · MDD -26.9% · Sharpe 0.54

Stocks · United States

West Pharmaceutical Services, Inc.

Donchian breakout · CAGR 10.7% · MDD -55.6% · Sharpe 0.54

Stocks · United States

Sotera Health Company

Supertrend · CAGR 19.4% · MDD -31.8% · Sharpe 0.54

Stocks · United States

Hanmi Financial Corporation

EMA crossover · CAGR 11.5% · MDD -62.5% · Sharpe 0.54

Stocks · United States

STERIS plc (Ireland)

ROC momentum · CAGR 14.0% · MDD -84.2% · Sharpe 0.54

ETFs · United States

iShares MSCI Canada Index Fund

SMA crossover · CAGR 7.1% · MDD -31.8% · Sharpe 0.54

Stocks · United States

Q32 Bio Inc.

ROC momentum · CAGR 19.5% · MDD -69.2% · Sharpe 0.54

ETFs · United States

Schwab International Dividend Equity ETF

SMA crossover · CAGR 4.9% · MDD -13.7% · Sharpe 0.54

ETFs · United States

Vanguard Financials ETF

Donchian breakout · CAGR 7.0% · MDD -27.6% · Sharpe 0.54

ETFs · United States

First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund

SMA crossover · CAGR 8.0% · MDD -40.6% · Sharpe 0.54

Stocks · United States

Amerant Bancorp Inc.

Donchian breakout · CAGR 13.7% · MDD -52.3% · Sharpe 0.54

Stocks · United States

Archrock, Inc.

SMA crossover · CAGR 11.3% · MDD -56.3% · Sharpe 0.54

Stocks · United States

Dollar General Corporation

Supertrend · CAGR 9.2% · MDD -29.1% · Sharpe 0.54

Stocks · United States

Nektar Therapeutics

ADX / DI trend · CAGR 7.8% · MDD -36.8% · Sharpe 0.54

Stocks · United States

MPLX LP

Bollinger breakout · CAGR 2.7% · MDD -10.3% · Sharpe 0.54

ETFs · United States

Invesco S&P International Developed Momentum ETF

SMA crossover · CAGR 6.8% · MDD -22.1% · Sharpe 0.54

Stocks · United States

Republic Services, Inc.

ROC momentum · CAGR 9.0% · MDD -38.1% · Sharpe 0.53

Stocks · United States

Alnylam Pharmaceuticals, Inc.

Donchian breakout · CAGR 15.0% · MDD -73.4% · Sharpe 0.53

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