SleepWell Trade · Asset reports · United States

2,878 United States backtest reports (8/10)

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

Snapshot 2026-08

Stocks · United States

Integra LifeSciences Holdings Corporation

Bollinger breakout · CAGR 6.4% · MDD -40.8% · Sharpe 0.39

Stocks · United States

Novagold Resources Inc.

SMA crossover · CAGR 7.3% · MDD -75.3% · Sharpe 0.39

Stocks · United States

National Presto Industries, Inc.

ROC momentum · CAGR 6.9% · MDD -68.5% · Sharpe 0.38

Stocks · United States

CRH PLC

Donchian breakout · CAGR 7.3% · MDD -64.9% · Sharpe 0.38

Stocks · United States

MarineMax, Inc. (FL)

MACD · CAGR 7.9% · MDD -77.1% · Sharpe 0.38

Stocks · United States

Brinks Company (The)

Donchian breakout · CAGR 6.1% · MDD -42.8% · Sharpe 0.38

Stocks · United States

Oceaneering International, Inc.

SMA crossover · CAGR 7.7% · MDD -73.2% · Sharpe 0.38

ETFs · United States

ProShares UltraPro Short Russell2000

ADX / DI trend · CAGR 0.8% · MDD -0.8% · Sharpe 0.38

Stocks · United States

Shore Bancshares, Inc.

SMA crossover · CAGR 6.7% · MDD -49.0% · Sharpe 0.38

Stocks · United States

Signet Jewelers Limited

Donchian breakout · CAGR 7.6% · MDD -71.8% · Sharpe 0.38

Stocks · United States

Illinois Tool Works Inc.

Donchian breakout · CAGR 6.4% · MDD -55.6% · Sharpe 0.38

ETFs · United States

BlackRock Multi-Sector Income Trust

ROC momentum · CAGR 1.3% · MDD -3.5% · Sharpe 0.38

Stocks · United States

Principal Financial Group Inc

SMA crossover · CAGR 6.1% · MDD -40.5% · Sharpe 0.38

ETFs · United States

iShares GSCI Commodity-Indexed Trust Fund

SMA crossover · CAGR 4.9% · MDD -41.6% · Sharpe 0.38

Stocks · United States

Lincoln Educational Services Corporation

Donchian breakout · CAGR 7.7% · MDD -66.5% · Sharpe 0.38

Stocks · United States

St. Joe Company (The)

Donchian breakout · CAGR 6.5% · MDD -44.6% · Sharpe 0.38

Stocks · United States

Buckle, Inc. (The)

SMA crossover · CAGR 7.3% · MDD -71.7% · Sharpe 0.38

Stocks · United States

Tutor Perini Corporation

EMA crossover · CAGR 7.6% · MDD -82.6% · Sharpe 0.38

Stocks · United States

Knight-Swift Transportation Holdings Inc.

SMA crossover · CAGR 7.1% · MDD -56.9% · Sharpe 0.38

Stocks · United States

Dorchester Minerals, L.P.

Donchian breakout · CAGR 6.6% · MDD -47.2% · Sharpe 0.38

ETFs · United States

DoubleLine Yield Opportunities Fund

SMA crossover · CAGR 2.6% · MDD -10.1% · Sharpe 0.38

Stocks · United States

National Health Investors, Inc.

Donchian breakout · CAGR 6.0% · MDD -53.2% · Sharpe 0.38

Stocks · United States

H. B. Fuller Company

ROC momentum · CAGR 7.4% · MDD -65.6% · Sharpe 0.38

ETFs · United States

Vanguard Intermediate-Term Corporate Bond ETF

Bollinger breakout · CAGR 0.4% · MDD -3.1% · Sharpe 0.38

Stocks · United States

Diodes Incorporated

SMA crossover · CAGR 6.9% · MDD -86.8% · Sharpe 0.38

Stocks · United States

Diversified Healthcare Trust

SMA crossover · CAGR 7.0% · MDD -68.0% · Sharpe 0.38

Stocks · United States

Photronics, Inc.

Donchian breakout · CAGR 6.9% · MDD -80.3% · Sharpe 0.38

Stocks · United States

Delta Air Lines, Inc.

Donchian breakout · CAGR 7.4% · MDD -70.1% · Sharpe 0.38

Stocks · United States

ViaSat, Inc.

Keltner breakout · CAGR 6.9% · MDD -61.5% · Sharpe 0.38

Stocks · United States

Genuine Parts Company

Donchian breakout · CAGR 6.2% · MDD -62.2% · Sharpe 0.38

Stocks · United States

Box, Inc.

ROC momentum · CAGR 7.0% · MDD -45.1% · Sharpe 0.38

Stocks · United States

Gen Digital Inc.

SMA crossover · CAGR 7.3% · MDD -85.4% · Sharpe 0.38

ETFs · United States

VanEck Gold Miners ETF

Bollinger breakout · CAGR 3.2% · MDD -17.6% · Sharpe 0.38

Stocks · United States

Northwest Bancshares, Inc.

ADX / DI trend · CAGR 2.7% · MDD -15.4% · Sharpe 0.38

Stocks · United States

Prospect Capital Corporation

ADX / DI trend · CAGR 1.6% · MDD -10.3% · Sharpe 0.38

Stocks · United States

1st Source Corporation

EMA crossover · CAGR 6.8% · MDD -50.5% · Sharpe 0.38

Stocks · United States

MillerKnoll, Inc.

Donchian breakout · CAGR 7.2% · MDD -58.3% · Sharpe 0.38

Stocks · United States

ONE Gas, Inc.

Donchian breakout · CAGR 5.9% · MDD -48.2% · Sharpe 0.38

Stocks · United States

Xenia Hotels & Resorts, Inc.

SMA crossover · CAGR 5.7% · MDD -35.4% · Sharpe 0.38

ETFs · United States

iShares 5-10 Year Investment Grade Corporate Bond ETF

ADX / DI trend · CAGR 0.2% · MDD -2.2% · Sharpe 0.38

Stocks · United States

Range Resources Corporation

Donchian breakout · CAGR 7.0% · MDD -94.6% · Sharpe 0.38

Stocks · United States

Hertz Global Holdings, Inc

Bollinger breakout · CAGR 7.3% · MDD -29.0% · Sharpe 0.38

Stocks · United States

Wells Fargo & Company

ROC momentum · CAGR 7.3% · MDD -83.4% · Sharpe 0.38

ETFs · United States

Reaves Utility Income Fund

SMA crossover · CAGR 4.5% · MDD -36.8% · Sharpe 0.38

Stocks · United States

WisdomTree, Inc.

SMA crossover · CAGR 7.1% · MDD -90.3% · Sharpe 0.38

ETFs · United States

iShares U.S. Regional Banks ETF

Bollinger breakout · CAGR 1.8% · MDD -12.3% · Sharpe 0.38

ETFs · United States

iShares MSCI Singapore ETF

EMA crossover · CAGR 4.8% · MDD -47.7% · Sharpe 0.38

Stocks · United States

Pediatrix Medical Group, Inc.

Donchian breakout · CAGR 7.1% · MDD -87.6% · Sharpe 0.38

Stocks · United States

Rogers Corporation

Donchian breakout · CAGR 7.2% · MDD -71.5% · Sharpe 0.38

ETFs · United States

State Street Utilities Select Sector SPDR ETF

SMA crossover · CAGR 4.3% · MDD -36.7% · Sharpe 0.38

ETFs · United States

Tortoise Energy Infrastructure Corporation

SMA crossover · CAGR 5.3% · MDD -41.8% · Sharpe 0.38

Stocks · United States

LTC Properties, Inc.

SMA crossover · CAGR 5.6% · MDD -39.9% · Sharpe 0.38

Stocks · United States

H2O America

SMA crossover · CAGR 5.8% · MDD -47.0% · Sharpe 0.38

Stocks · United States

World Kinect Corporation

Donchian breakout · CAGR 6.8% · MDD -63.5% · Sharpe 0.38

Stocks · United States

Bath & Body Works, Inc.

MACD · CAGR 7.0% · MDD -70.9% · Sharpe 0.38

ETFs · United States

iShares MSCI Switzerland ETF

EMA crossover · CAGR 4.3% · MDD -42.6% · Sharpe 0.38

ETFs · United States

VanEck Long Muni ETF

Bollinger breakout · CAGR 0.2% · MDD -1.7% · Sharpe 0.37

Stocks · United States

BancFirst Corporation

SMA crossover · CAGR 6.5% · MDD -57.6% · Sharpe 0.37

Stocks · United States

Quantum Corporation

Donchian breakout · CAGR 5.6% · MDD -91.2% · Sharpe 0.37

ETFs · United States

State Street Financial Select Sector SPDR ETF

SMA crossover · CAGR 4.7% · MDD -46.7% · Sharpe 0.37

Stocks · United States

Kinder Morgan, Inc.

Bollinger breakout · CAGR 1.2% · MDD -8.1% · Sharpe 0.37

Stocks · United States

Monarch Casino & Resort, Inc.

Keltner breakout · CAGR 5.6% · MDD -36.5% · Sharpe 0.37

Stocks · United States

First Financial Bankshares, Inc.

SMA crossover · CAGR 6.4% · MDD -37.4% · Sharpe 0.37

Stocks · United States

Four Corners Property Trust, Inc.

Keltner breakout · CAGR 1.4% · MDD -7.1% · Sharpe 0.37

Stocks · United States

Penske Automotive Group, Inc.

EMA crossover · CAGR 7.0% · MDD -54.0% · Sharpe 0.37

Stocks · United States

National Beverage Corp.

Donchian breakout · CAGR 7.2% · MDD -72.6% · Sharpe 0.37

ETFs · United States

First Trust Utilities AlphaDEX Fund

SMA crossover · CAGR 4.2% · MDD -39.4% · Sharpe 0.37

ETFs · United States

Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF

Supertrend · CAGR 4.1% · MDD -95.0% · Sharpe 0.37

Stocks · United States

Matthews International Corporation

ADX / DI trend · CAGR 3.2% · MDD -16.1% · Sharpe 0.37

Stocks · United States

Grab Holdings Limited

Keltner breakout · CAGR 3.2% · MDD -11.8% · Sharpe 0.37

ETFs · United States

First Trust Managed Municipal ETF

Bollinger breakout · CAGR 0.3% · MDD -2.5% · Sharpe 0.37

Stocks · United States

The Marzetti Company

SMA crossover · CAGR 5.9% · MDD -41.6% · Sharpe 0.37

Stocks · United States

Haemonetics Corporation

ROC momentum · CAGR 7.0% · MDD -74.4% · Sharpe 0.37

Stocks · United States

Sonoco Products Company

ADX / DI trend · CAGR 0.7% · MDD -6.7% · Sharpe 0.37

Stocks · United States

International Bancshares Corporation

SMA crossover · CAGR 6.2% · MDD -54.1% · Sharpe 0.37

ETFs · United States

Vanguard Total International Stock ETF

SMA crossover · CAGR 3.7% · MDD -28.2% · Sharpe 0.37

ETFs · United States

VanEck BDC Income ETF

Keltner breakout · CAGR 0.6% · MDD -2.9% · Sharpe 0.37

Stocks · United States

Regency Centers Corporation

SMA crossover · CAGR 4.8% · MDD -45.3% · Sharpe 0.37

Stocks · United States

Del Monte Corporation

SMA crossover · CAGR 6.5% · MDD -53.3% · Sharpe 0.37

Stocks · United States

Teradata Corporation

Donchian breakout · CAGR 6.5% · MDD -56.5% · Sharpe 0.37

Stocks · United States

Marten Transport, Ltd.

SMA crossover · CAGR 7.1% · MDD -72.3% · Sharpe 0.37

Stocks · United States

New Mountain Finance Corporation

ROC momentum · CAGR 1.6% · MDD -9.5% · Sharpe 0.37

Stocks · United States

Black Stone Minerals, L.P.

SMA crossover · CAGR 5.5% · MDD -39.0% · Sharpe 0.37

ETFs · United States

First Trust SMID Cap Rising Dividend Achievers ETF

Donchian breakout · CAGR 5.4% · MDD -38.7% · Sharpe 0.37

ETFs · United States

iShares Core MSCI Emerging Markets ETF

SMA crossover · CAGR 4.1% · MDD -23.8% · Sharpe 0.37

Stocks · United States

ManpowerGroup

Donchian breakout · CAGR 4.8% · MDD -41.7% · Sharpe 0.37

Stocks · United States

Unum Group

EMA crossover · CAGR 6.0% · MDD -79.2% · Sharpe 0.37

Stocks · United States

Sterling Infrastructure, Inc.

Donchian breakout · CAGR 5.0% · MDD -97.4% · Sharpe 0.37

ETFs · United States

iShares MSCI United Kingdom ETF

EMA crossover · CAGR 4.1% · MDD -28.1% · Sharpe 0.37

Stocks · United States

Chevron Corporation

Donchian breakout · CAGR 5.7% · MDD -67.8% · Sharpe 0.37

ETFs · United States

iShares MSCI Chile ETF

ADX / DI trend · CAGR 1.4% · MDD -8.0% · Sharpe 0.37

Stocks · United States

Knowles Corporation

SMA crossover · CAGR 6.3% · MDD -58.0% · Sharpe 0.37

Stocks · United States

Lakeland Financial Corporation

ADX / DI trend · CAGR 0.9% · MDD -5.7% · Sharpe 0.37

Stocks · United States

Humana Inc.

EMA crossover · CAGR 6.5% · MDD -73.2% · Sharpe 0.37

Stocks · United States

Apollo Commercial Real Estate Finance, Inc

ADX / DI trend · CAGR 2.2% · MDD -13.0% · Sharpe 0.37

ETFs · United States

VanEck High Yield Muni ETF

ADX / DI trend · CAGR 0.6% · MDD -5.7% · Sharpe 0.37

Stocks · United States

Stock Yards Bancorp, Inc.

ROC momentum · CAGR 6.8% · MDD -81.9% · Sharpe 0.37

Stocks · United States

New York Times Company (The)

EMA crossover · CAGR 6.2% · MDD -75.4% · Sharpe 0.37

Stocks · United States

Exelixis, Inc.

SMA crossover · CAGR 6.9% · MDD -73.1% · Sharpe 0.37

Stocks · United States

Clean Harbors, Inc.

Donchian breakout · CAGR 6.0% · MDD -97.7% · Sharpe 0.37

Stocks · United States

United Community Banks, Inc.

Supertrend · CAGR 6.6% · MDD -56.9% · Sharpe 0.37

Stocks · United States

Array Digital Infrastructure, Inc.

Keltner breakout · CAGR 3.3% · MDD -28.4% · Sharpe 0.37

ETFs · United States

iPath Series B S&P 500 VIX Short-Term Futures ETN

Keltner breakout · CAGR 7.1% · MDD -45.9% · Sharpe 0.36

Stocks · United States

First Bancorp

SMA crossover · CAGR 6.8% · MDD -51.8% · Sharpe 0.36

Stocks · United States

Enovis Corporation

Donchian breakout · CAGR 6.2% · MDD -43.3% · Sharpe 0.36

Stocks · United States

Strategic Education, Inc.

ADX / DI trend · CAGR 2.8% · MDD -23.2% · Sharpe 0.36

Stocks · United States

ICF International, Inc.

EMA crossover · CAGR 6.1% · MDD -47.3% · Sharpe 0.36

Stocks · United States

Leonardo DRS, Inc.

SMA crossover · CAGR 7.1% · MDD -72.7% · Sharpe 0.36

Stocks · United States

RPC, Inc.

SMA crossover · CAGR 6.8% · MDD -76.2% · Sharpe 0.36

Stocks · United States

Albany International Corporation

Supertrend · CAGR 6.2% · MDD -55.8% · Sharpe 0.36

Stocks · United States

Riley Exploration Permian, Inc.

Parabolic SAR · CAGR 2.5% · MDD -96.8% · Sharpe 0.36

ETFs · United States

Xtrackers MSCI EAFE Hedged Equity ETF

ROC momentum · CAGR 4.9% · MDD -26.0% · Sharpe 0.36

Stocks · United States

PACCAR Inc.

Donchian breakout · CAGR 6.3% · MDD -70.2% · Sharpe 0.36

Stocks · United States

Wendy's Company (The)

EMA crossover · CAGR 6.2% · MDD -81.7% · Sharpe 0.36

Stocks · United States

KeyCorp

SMA crossover · CAGR 5.3% · MDD -52.3% · Sharpe 0.36

Stocks · United States

Community Trust Bancorp, Inc.

EMA crossover · CAGR 5.9% · MDD -54.4% · Sharpe 0.36

ETFs · United States

Direxion Emerging Markets Bull 3X ETF

Donchian breakout · CAGR 6.1% · MDD -73.1% · Sharpe 0.36

Stocks · United States

Navient Corporation

Keltner breakout · CAGR 2.6% · MDD -28.7% · Sharpe 0.36

Stocks · United States

National Bank Holdings Corporation

Donchian breakout · CAGR 5.6% · MDD -40.8% · Sharpe 0.36

Stocks · United States

Avnet, Inc.

Donchian breakout · CAGR 6.7% · MDD -68.0% · Sharpe 0.36

ETFs · United States

Direxion Daily Gold Miners Index Bull 2X ETF

Donchian breakout · CAGR 6.6% · MDD -63.0% · Sharpe 0.36

Stocks · United States

JP Morgan Chase & Co.

Donchian breakout · CAGR 6.1% · MDD -82.8% · Sharpe 0.36

Stocks · United States

Colgate-Palmolive Company

ROC momentum · CAGR 6.1% · MDD -73.1% · Sharpe 0.36

Stocks · United States

Adeia Inc.

Bollinger breakout · CAGR 4.2% · MDD -40.9% · Sharpe 0.36

Stocks · United States

Lockheed Martin Corporation

SMA crossover · CAGR 6.2% · MDD -62.3% · Sharpe 0.36

Stocks · United States

InterDigital, Inc.

SMA crossover · CAGR 6.7% · MDD -88.8% · Sharpe 0.36

Stocks · United States

Dominion Energy, Inc.

ROC momentum · CAGR 5.5% · MDD -67.9% · Sharpe 0.36

Stocks · United States

Tenable Holdings, Inc.

ADX / DI trend · CAGR 4.8% · MDD -35.3% · Sharpe 0.36

Stocks · United States

First Industrial Realty Trust, Inc.

ROC momentum · CAGR 6.5% · MDD -83.8% · Sharpe 0.36

Stocks · United States

Minerals Technologies Inc.

Donchian breakout · CAGR 5.9% · MDD -56.7% · Sharpe 0.36

ETFs · United States

State Street Materials Select Sector SPDR ETF

ROC momentum · CAGR 5.8% · MDD -61.4% · Sharpe 0.36

Stocks · United States

Winnebago Industries, Inc.

SMA crossover · CAGR 6.7% · MDD -87.5% · Sharpe 0.36

Stocks · United States

Alerus Financial Corporation

EMA crossover · CAGR 7.8% · MDD -57.9% · Sharpe 0.36

Stocks · United States

Ryder System, Inc.

Donchian breakout · CAGR 6.2% · MDD -83.6% · Sharpe 0.36

ETFs · United States

iShares MSCI EAFE Value ETF

SMA crossover · CAGR 3.7% · MDD -24.3% · Sharpe 0.36

Stocks · United States

Coeur Mining, Inc.

ADX / DI trend · CAGR 3.3% · MDD -25.5% · Sharpe 0.36

ETFs · United States

U.S. Global Jets ETF

ADX / DI trend · CAGR 1.3% · MDD -6.0% · Sharpe 0.36

ETFs · United States

Invesco Total Return Bond ETF

Bollinger breakout · CAGR 0.5% · MDD -4.2% · Sharpe 0.36

Stocks · United States

Transocean Ltd (Switzerland)

MACD · CAGR 6.6% · MDD -73.4% · Sharpe 0.36

ETFs · United States

iShares China Large-Cap ETF

EMA crossover · CAGR 5.2% · MDD -51.6% · Sharpe 0.36

Stocks · United States

OSI Systems, Inc.

Donchian breakout · CAGR 6.4% · MDD -90.1% · Sharpe 0.36

Stocks · United States

PAR Technology Corporation

Donchian breakout · CAGR 6.5% · MDD -75.6% · Sharpe 0.36

Stocks · United States

Artivion, Inc.

SMA crossover · CAGR 6.4% · MDD -79.4% · Sharpe 0.36

Stocks · United States

DBA Sempra

Bollinger breakout · CAGR 0.9% · MDD -7.0% · Sharpe 0.36

ETFs · United States

iShares MSCI Poland ETF

SMA crossover · CAGR 4.7% · MDD -42.4% · Sharpe 0.35

Stocks · United States

American Financial Group, Inc.

Donchian breakout · CAGR 6.2% · MDD -64.1% · Sharpe 0.35

Stocks · United States

CryoPort, Inc.

Bollinger breakout · CAGR 9.1% · MDD -80.6% · Sharpe 0.35

Stocks · United States

Nabors Industries Ltd.

Parabolic SAR · CAGR 6.2% · MDD -85.7% · Sharpe 0.35

ETFs · United States

Vanguard Extended Duration Treasury ETF

Bollinger breakout · CAGR 2.4% · MDD -14.2% · Sharpe 0.35

ETFs · United States

First Trust Natural Gas ETF

SMA crossover · CAGR 5.5% · MDD -45.6% · Sharpe 0.35

Stocks · United States

Ecolab Inc.

SMA crossover · CAGR 5.2% · MDD -70.3% · Sharpe 0.35

Stocks · United States

Prestige Consumer Healthcare Inc.

EMA crossover · CAGR 5.9% · MDD -45.4% · Sharpe 0.35

Stocks · United States

Bloomin' Brands, Inc.

SMA crossover · CAGR 6.1% · MDD -57.3% · Sharpe 0.35

Stocks · United States

Marsh

Donchian breakout · CAGR 5.5% · MDD -83.1% · Sharpe 0.35

Stocks · United States

Park National Corporation

ROC momentum · CAGR 6.5% · MDD -79.6% · Sharpe 0.35

Stocks · United States

Stanley Black & Decker, Inc.

ROC momentum · CAGR 6.3% · MDD -72.9% · Sharpe 0.35

ETFs · United States

Direxion Daily 20-Yr Treasury Bull 3x Shrs

MACD · CAGR 6.3% · MDD -55.7% · Sharpe 0.35

Stocks · United States

PPG Industries, Inc.

Donchian breakout · CAGR 5.5% · MDD -67.7% · Sharpe 0.35

Stocks · United States

Alamo Group, Inc.

EMA crossover · CAGR 5.7% · MDD -45.9% · Sharpe 0.35

Stocks · United States

Sarepta Therapeutics, Inc.

SMA crossover · CAGR 4.2% · MDD -91.5% · Sharpe 0.35

Stocks · United States

W. P. Carey Inc. REIT

ADX / DI trend · CAGR 0.8% · MDD -7.1% · Sharpe 0.35

Stocks · United States

The Campbell's Company

SMA crossover · CAGR 4.8% · MDD -51.3% · Sharpe 0.35

Stocks · United States

Prudential Financial, Inc.

Supertrend · CAGR 5.5% · MDD -48.6% · Sharpe 0.35

ETFs · United States

iShares MSCI Taiwan ETF

SMA crossover · CAGR 4.8% · MDD -36.9% · Sharpe 0.35

Stocks · United States

Weis Markets, Inc.

ROC momentum · CAGR 5.7% · MDD -57.0% · Sharpe 0.35

Stocks · United States

NiSource Inc

SMA crossover · CAGR 4.2% · MDD -77.5% · Sharpe 0.35

Stocks · United States

Air Products and Chemicals, Inc.

Donchian breakout · CAGR 5.7% · MDD -60.0% · Sharpe 0.35

Stocks · United States

Dauch Corporation

SMA crossover · CAGR 7.3% · MDD -72.9% · Sharpe 0.35

ETFs · United States

Nuveen Credit Strategies Income Fund Shares of Beneficial Interest

Keltner breakout · CAGR 1.7% · MDD -20.0% · Sharpe 0.35

Stocks · United States

Pegasystems Inc.

Donchian breakout · CAGR 4.8% · MDD -92.4% · Sharpe 0.35

Stocks · United States

ConnectOne Bancorp, Inc.

SMA crossover · CAGR 5.8% · MDD -53.8% · Sharpe 0.35

Stocks · United States

Stepan Company

Supertrend · CAGR 5.5% · MDD -55.8% · Sharpe 0.35

ETFs · United States

Pimco High Income Fund

ROC momentum · CAGR 2.1% · MDD -22.1% · Sharpe 0.35

Stocks · United States

USA Compression Partners, LP

Donchian breakout · CAGR 6.0% · MDD -52.5% · Sharpe 0.35

Stocks · United States

Synopsys, Inc.

Donchian breakout · CAGR 6.2% · MDD -66.6% · Sharpe 0.35

Stocks · United States

Golub Capital BDC, Inc.

ROC momentum · CAGR 0.4% · MDD -1.5% · Sharpe 0.35

Stocks · United States

KB Home

SMA crossover · CAGR 6.2% · MDD -79.8% · Sharpe 0.35

Stocks · United States

Ashland Inc.

Donchian breakout · CAGR 5.6% · MDD -66.8% · Sharpe 0.35

Stocks · United States

ICU Medical, Inc.

SMA crossover · CAGR 6.2% · MDD -67.7% · Sharpe 0.35

Stocks · United States

Origin Bancorp, Inc.

ADX / DI trend · CAGR 0.4% · MDD -0.5% · Sharpe 0.35

Stocks · United States

Manchester

Bollinger breakout · CAGR 2.5% · MDD -10.9% · Sharpe 0.35

ETFs · United States

iShares MSCI UAE ETF

ROC momentum · CAGR 2.8% · MDD -19.4% · Sharpe 0.35

Stocks · United States

APA Corporation

Donchian breakout · CAGR 6.1% · MDD -82.0% · Sharpe 0.35

Stocks · United States

Mid-America Apartment Communities, Inc.

SMA crossover · CAGR 4.6% · MDD -42.7% · Sharpe 0.35

Stocks · United States

MDU Resources Group, Inc.

SMA crossover · CAGR 4.6% · MDD -52.1% · Sharpe 0.35

Stocks · United States

Ryman Hospitality Properties, Inc. (REIT)

ROC momentum · CAGR 6.0% · MDD -73.8% · Sharpe 0.35

Stocks · United States

ConocoPhillips

SMA crossover · CAGR 5.4% · MDD -42.2% · Sharpe 0.35

Stocks · United States

Public Service Enterprise Group Incorporated

ROC momentum · CAGR 5.3% · MDD -56.0% · Sharpe 0.35

ETFs · United States

State Street SPDR Portfolio Developed World ex-US ETF

SMA crossover · CAGR 3.6% · MDD -24.0% · Sharpe 0.35

ETFs · United States

iShares 10 Year Investment Grade Corporate Bond ETF

ADX / DI trend · CAGR 0.5% · MDD -5.2% · Sharpe 0.34

Stocks · United States

NetScout Systems, Inc.

MACD · CAGR 6.1% · MDD -70.4% · Sharpe 0.34

Stocks · United States

Universal Technical Institute Inc

ADX / DI trend · CAGR 4.5% · MDD -50.3% · Sharpe 0.34

Stocks · United States

United States Lime & Minerals, Inc.

SMA crossover · CAGR 6.1% · MDD -63.1% · Sharpe 0.34

Stocks · United States

Federal Signal Corporation

Supertrend · CAGR 5.6% · MDD -80.1% · Sharpe 0.34

Stocks · United States

Exelon Corporation

SMA crossover · CAGR 4.3% · MDD -53.3% · Sharpe 0.34

ETFs · United States

iShares U.S. Telecommunications ETF

ROC momentum · CAGR 3.7% · MDD -43.8% · Sharpe 0.34

Stocks · United States

Kilroy Realty Corporation

Supertrend · CAGR 4.5% · MDD -40.9% · Sharpe 0.34

Stocks · United States

Heartland Express, Inc.

SMA crossover · CAGR 5.8% · MDD -73.9% · Sharpe 0.34

Stocks · United States

Ardmore Shipping Corporation

ROC momentum · CAGR 6.1% · MDD -71.0% · Sharpe 0.34

Stocks · United States

Masco Corporation

Donchian breakout · CAGR 5.4% · MDD -56.2% · Sharpe 0.34

Stocks · United States

Medical Properties Trust, Inc.

ADX / DI trend · CAGR 1.0% · MDD -12.2% · Sharpe 0.34

Stocks · United States

Lyft, Inc.

Supertrend · CAGR 5.7% · MDD -72.4% · Sharpe 0.34

Stocks · United States

Scotts Miracle-Gro Company (The)

SMA crossover · CAGR 5.5% · MDD -62.2% · Sharpe 0.34

ETFs · United States

Schwab Fundamental Emerging Markets Equity ETF

Donchian breakout · CAGR 3.6% · MDD -32.8% · Sharpe 0.34

ETFs · United States

Vanguard FTSE Developed Markets ETF

SMA crossover · CAGR 3.6% · MDD -23.4% · Sharpe 0.34

Stocks · United States

Eastman Chemical Company

Donchian breakout · CAGR 5.3% · MDD -45.8% · Sharpe 0.34

Stocks · United States

C3.ai, Inc.

Supertrend · CAGR 3.3% · MDD -78.0% · Sharpe 0.34

Stocks · United States

Starwood Property Trust Inc.

Keltner breakout · CAGR 1.4% · MDD -10.6% · Sharpe 0.34

Stocks · United States

TXNM Energy, Inc.

SMA crossover · CAGR 4.4% · MDD -38.7% · Sharpe 0.34

Stocks · United States

Lindsay Corporation

Donchian breakout · CAGR 6.0% · MDD -69.7% · Sharpe 0.34

Stocks · United States

Coupang, Inc.

Keltner breakout · CAGR 3.4% · MDD -16.8% · Sharpe 0.34

Stocks · United States

Maximus, Inc.

Donchian breakout · CAGR 5.9% · MDD -59.1% · Sharpe 0.34

Stocks · United States

L3Harris Technologies, Inc.

Donchian breakout · CAGR 5.6% · MDD -60.6% · Sharpe 0.34

Stocks · United States

Black Hills Corporation

SMA crossover · CAGR 4.6% · MDD -57.5% · Sharpe 0.34

Stocks · United States

Gentherm Inc

Parabolic SAR · CAGR 3.9% · MDD -97.9% · Sharpe 0.34

Stocks · United States

Axis Capital Holdings Limited

SMA crossover · CAGR 4.5% · MDD -32.9% · Sharpe 0.34

Stocks · United States

Rigel Pharmaceuticals, Inc.

Supertrend · CAGR 6.3% · MDD -87.0% · Sharpe 0.34

Stocks · United States

Timken Company (The)

Donchian breakout · CAGR 5.6% · MDD -72.2% · Sharpe 0.34

ETFs · United States

Invesco Senior Loan ETF

ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.34

Stocks · United States

Zevra Therapeutics, Inc.

Donchian breakout · CAGR 4.1% · MDD -26.4% · Sharpe 0.34

Stocks · United States

Horace Mann Educators Corporation

SMA crossover · CAGR 5.0% · MDD -56.9% · Sharpe 0.34

Stocks · United States

Riskified Ltd.

SMA crossover · CAGR 5.7% · MDD -40.1% · Sharpe 0.34

ETFs · United States

iShares GSCI Commodity Dynamic Roll Strategy ETF

ROC momentum · CAGR 2.4% · MDD -16.3% · Sharpe 0.34

Stocks · United States

Oruka Therapeutics, Inc.

EMA crossover · CAGR 4.3% · MDD -96.9% · Sharpe 0.34

Stocks · United States

Easterly Government Properties, Inc.

Bollinger breakout · CAGR 1.1% · MDD -8.7% · Sharpe 0.34

ETFs · United States

abrdn Physical Platinum Shares ETF

Bollinger breakout · CAGR 1.9% · MDD -7.7% · Sharpe 0.34

Stocks · United States

GATX Corporation

Donchian breakout · CAGR 5.6% · MDD -52.7% · Sharpe 0.34

Stocks · United States

Acadia Healthcare Company, Inc.

EMA crossover · CAGR 5.9% · MDD -72.4% · Sharpe 0.34

ETFs · United States

Fidelity Total Bond ETF

Bollinger breakout · CAGR 0.2% · MDD -1.6% · Sharpe 0.34

Stocks · United States

Central Pacific Financial Corp New

EMA crossover · CAGR 5.7% · MDD -52.4% · Sharpe 0.34

ETFs · United States

iShares U.S. Utilities ETF

SMA crossover · CAGR 3.7% · MDD -36.2% · Sharpe 0.34

ETFs · United States

Vanguard FTSEEuropean ETF

SMA crossover · CAGR 3.7% · MDD -27.5% · Sharpe 0.34

Stocks · United States

Kimberly-Clark Corporation

Donchian breakout · CAGR 4.9% · MDD -58.9% · Sharpe 0.34

Stocks · United States

Peapack-Gladstone Financial Corporation

SMA crossover · CAGR 5.7% · MDD -45.0% · Sharpe 0.34

ETFs · United States

Eaton Vance Limited Duration Income Fund

ROC momentum · CAGR 0.8% · MDD -8.1% · Sharpe 0.34

Stocks · United States

Sally Beauty Holdings, Inc. (Name to be changed from Sally Holdings, Inc.)

Supertrend · CAGR 5.8% · MDD -59.9% · Sharpe 0.34

ETFs · United States

American Century Diversified Municipal Bond ETF

Keltner breakout · CAGR 0.5% · MDD -5.9% · Sharpe 0.33

Stocks · United States

Ares Capital Corporation

Bollinger breakout · CAGR 1.1% · MDD -7.0% · Sharpe 0.33

Stocks · United States

Uniti Group Inc.

Keltner breakout · CAGR 4.1% · MDD -47.2% · Sharpe 0.33

Stocks · United States

Sturm, Ruger & Company, Inc.

SMA crossover · CAGR 5.7% · MDD -80.7% · Sharpe 0.33

Stocks · United States

Mosaic Company (The)

ROC momentum · CAGR 5.2% · MDD -80.2% · Sharpe 0.33

Stocks · United States

Marqeta, Inc.

SMA crossover · CAGR 5.5% · MDD -39.1% · Sharpe 0.33

Stocks · United States

Itron, Inc.

EMA crossover · CAGR 5.6% · MDD -74.1% · Sharpe 0.33

Stocks · United States

American Express Company

EMA crossover · CAGR 5.2% · MDD -65.1% · Sharpe 0.33

Stocks · United States

City Holding Company

SMA crossover · CAGR 5.6% · MDD -37.5% · Sharpe 0.33

Stocks · United States

Prologis, Inc.

EMA crossover · CAGR 4.7% · MDD -50.0% · Sharpe 0.33

Stocks · United States

Pentair plc.

Supertrend · CAGR 5.1% · MDD -69.0% · Sharpe 0.33

Stocks · United States

Hecla Mining Company

SMA crossover · CAGR 5.4% · MDD -87.1% · Sharpe 0.33

Stocks · United States

Arcos Dorados Holdings Inc.

EMA crossover · CAGR 5.2% · MDD -49.1% · Sharpe 0.33

Stocks · United States

Kennametal Inc.

Donchian breakout · CAGR 5.6% · MDD -69.0% · Sharpe 0.33

Stocks · United States

Materion Corporation

Donchian breakout · CAGR 5.6% · MDD -73.8% · Sharpe 0.33

Stocks · United States

Tanger Inc.

EMA crossover · CAGR 4.8% · MDD -53.4% · Sharpe 0.33

ETFs · United States

Amplify CEF High Income ETF

ROC momentum · CAGR 0.6% · MDD -2.2% · Sharpe 0.33

Stocks · United States

Sabre Corporation

ROC momentum · CAGR 5.3% · MDD -54.8% · Sharpe 0.33

Stocks · United States

International Flavors & Fragrances, Inc.

SMA crossover · CAGR 4.7% · MDD -47.4% · Sharpe 0.33

ETFs · United States

VanEck IG Floating Rate ETF

ROC momentum · CAGR 0.2% · MDD -0.7% · Sharpe 0.33

Stocks · United States

Rocket Companies, Inc.

Bollinger breakout · CAGR 6.6% · MDD -54.3% · Sharpe 0.33

Stocks · United States

CRA International,Inc.

SMA crossover · CAGR 5.5% · MDD -56.7% · Sharpe 0.33

Stocks · United States

Innoviva, Inc.

Bollinger breakout · CAGR 5.0% · MDD -63.1% · Sharpe 0.33

Stocks · United States

Tompkins Financial Corporation

SMA crossover · CAGR 5.6% · MDD -57.8% · Sharpe 0.33

Stocks · United States

Autoliv, Inc.

ROC momentum · CAGR 4.9% · MDD -49.5% · Sharpe 0.33

Stocks · United States

Seneca Foods Corp.

Donchian breakout · CAGR 5.5% · MDD -63.2% · Sharpe 0.33

Stocks · United States

NVE Corporation

SMA crossover · CAGR -0.4% · MDD -91.0% · Sharpe 0.33

ETFs · United States

abrdn Healthcare Investors Shares of Beneficial Interest

Donchian breakout · CAGR 4.3% · MDD -45.9% · Sharpe 0.33

Stocks · United States

Kosmos Energy Ltd.

Bollinger breakout · CAGR 5.5% · MDD -62.3% · Sharpe 0.33

ETFs · United States

United States Oil Fund

ROC momentum · CAGR 4.5% · MDD -50.3% · Sharpe 0.33

Stocks · United States

Stewart Information Services Corporation

Donchian breakout · CAGR 4.8% · MDD -57.3% · Sharpe 0.33

Stocks · United States

Werner Enterprises, Inc.

ROC momentum · CAGR 5.5% · MDD -61.3% · Sharpe 0.33

Stocks · United States

Helmerich & Payne, Inc.

Supertrend · CAGR 5.4% · MDD -62.9% · Sharpe 0.33

Stocks · United States

monday.com Ltd.

Supertrend · CAGR 4.8% · MDD -59.1% · Sharpe 0.33

Stocks · United States

GCM Grosvenor Inc.

ROC momentum · CAGR 3.8% · MDD -22.0% · Sharpe 0.33

Stocks · United States

Alliant Energy Corporation

SMA crossover · CAGR 3.8% · MDD -46.9% · Sharpe 0.33

ETFs · United States

iShares MSCI EAFE Growth ETF

Bollinger breakout · CAGR 0.2% · MDD -2.2% · Sharpe 0.33

ETFs · United States

Invesco RAFI Emerging Markets ETF

Donchian breakout · CAGR 3.9% · MDD -31.4% · Sharpe 0.33

Stocks · United States

EPR Properties

Supertrend · CAGR 4.8% · MDD -42.6% · Sharpe 0.33

ETFs · United States

ProShares Ultra Bloomberg Natural Gas

Bollinger breakout · CAGR 4.8% · MDD -60.0% · Sharpe 0.33

ETFs · United States

State Street SPDR S&P Bank ETF

SMA crossover · CAGR 4.3% · MDD -47.8% · Sharpe 0.33

Stocks · United States

Geron Corporation

SMA crossover · CAGR 1.8% · MDD -92.6% · Sharpe 0.33

Stocks · United States

Quaker Houghton

Donchian breakout · CAGR 5.5% · MDD -58.0% · Sharpe 0.33

Stocks · United States

LXP Industrial Trust

SMA crossover · CAGR 4.5% · MDD -42.8% · Sharpe 0.33

Stocks · United States

Coursera, Inc.

EMA crossover · CAGR 5.5% · MDD -27.9% · Sharpe 0.33

Stocks · United States

Workday, Inc.

SMA crossover · CAGR 5.2% · MDD -55.6% · Sharpe 0.32

Stocks · United States

Agilysys, Inc.

Parabolic SAR · CAGR 5.4% · MDD -80.2% · Sharpe 0.32

Stocks · United States

Lumen Technologies, Inc.

ADX / DI trend · CAGR 3.2% · MDD -35.9% · Sharpe 0.32

Stocks · United States

Baker Hughes Company

Donchian breakout · CAGR 5.3% · MDD -63.7% · Sharpe 0.32

ETFs · United States

Nuveen AMT-Free Quality Municipal Income Fund

ROC momentum · CAGR 0.4% · MDD -1.9% · Sharpe 0.32

ETFs · United States

Global X Uranium ETF

Bollinger breakout · CAGR 2.9% · MDD -19.3% · Sharpe 0.32

Stocks · United States

Cytokinetics, Incorporated

SMA crossover · CAGR 3.1% · MDD -73.9% · Sharpe 0.32

Stocks · United States

Omnicom Group Inc.

Donchian breakout · CAGR 4.9% · MDD -55.4% · Sharpe 0.32

ETFs · United States

Vanguard Intermediate-Term Treasury ETF

ADX / DI trend · CAGR 0.2% · MDD -0.9% · Sharpe 0.32

Stocks · United States

TriCo Bancshares

Donchian breakout · CAGR 5.4% · MDD -69.6% · Sharpe 0.32

ETFs · United States

iShares U.S. Oil Equipment & Services ETF

Donchian breakout · CAGR 5.3% · MDD -63.3% · Sharpe 0.32

Stocks · United States

Federated Hermes, Inc.

Donchian breakout · CAGR 5.0% · MDD -36.8% · Sharpe 0.32

Stocks · United States

Ralph Lauren Corporation

SMA crossover · CAGR 5.1% · MDD -65.6% · Sharpe 0.32

Stocks · United States

NCR Voyix Corporation

Supertrend · CAGR 5.1% · MDD -56.8% · Sharpe 0.32

ETFs · United States

State Street Consumer Staples Select Sector SPDR ETF

SMA crossover · CAGR 3.1% · MDD -24.9% · Sharpe 0.32

Stocks · United States

Franklin Electric Co., Inc.

SMA crossover · CAGR 4.6% · MDD -77.1% · Sharpe 0.32

Stocks · United States

Ultragenyx Pharmaceutical Inc.

Donchian breakout · CAGR 4.1% · MDD -34.4% · Sharpe 0.32

Stocks · United States

OGE Energy Corp

Donchian breakout · CAGR 3.2% · MDD -30.6% · Sharpe 0.32

Stocks · United States

Fidelity National Financial, Inc.

EMA crossover · CAGR 4.5% · MDD -59.0% · Sharpe 0.32

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