SleepWell Trade · 종목 리포트 · 호주
호주 백테스트 리포트 164개
호주 상장 종목을 동일한 10개 추세추종 전략으로 매월 다시 계산한 백테스트 리포트 목록입니다.
Telix Pharmaceuticals Limited
Donchian 채널 돌파 · CAGR 52.5% · MDD -43.6% · Sharpe 1.12
주식 · 호주Xero Limited
EMA 크로스오버 · CAGR 32.8% · MDD -39.0% · Sharpe 1.11
ETF · 호주BetaShares Diversified All Growth ETF
SMA 크로스오버 · CAGR 8.4% · MDD -8.5% · Sharpe 1.03
주식 · 호주Dalrymple Bay Infrastructure Ltd.
SMA 크로스오버 · CAGR 18.4% · MDD -16.9% · Sharpe 1.01
ETF · 호주BetaShares NASDAQ 100 ETF
Supertrend · CAGR 13.5% · MDD -17.7% · Sharpe 1.00
주식 · 호주Mineral Resources Limited
ADX / DI 방향성 · CAGR 24.8% · MDD -47.7% · Sharpe 0.95
주식 · 호주Pinnacle Investment Management Group Limited
볼린저 밴드 돌파 · CAGR 26.7% · MDD -47.2% · Sharpe 0.93
ETF · 호주Perth Mint Gold Structured Product
ROC 모멘텀 · CAGR 8.8% · MDD -23.6% · Sharpe 0.92
주식 · 호주CSL Limited
EMA 크로스오버 · CAGR 20.8% · MDD -37.9% · Sharpe 0.91
주식 · 호주REA Group Ltd
EMA 크로스오버 · CAGR 29.6% · MDD -43.8% · Sharpe 0.91
주식 · 호주4DMedical Ltd.
Donchian 채널 돌파 · CAGR 47.9% · MDD -50.2% · Sharpe 0.90
주식 · 호주Aristocrat Leisure Limited
SMA 크로스오버 · CAGR 23.1% · MDD -64.5% · Sharpe 0.90
주식 · 호주Charter Hall Group
Donchian 채널 돌파 · CAGR 23.1% · MDD -41.1% · Sharpe 0.88
주식 · 호주Computershare Limited
EMA 크로스오버 · CAGR 21.5% · MDD -42.4% · Sharpe 0.85
주식 · 호주Codan Limited
SMA 크로스오버 · CAGR 25.0% · MDD -50.0% · Sharpe 0.84
주식 · 호주Netwealth Group Ltd.
Donchian 채널 돌파 · CAGR 11.8% · MDD -24.4% · Sharpe 0.84
주식 · 호주Nickel Industries Limited
SMA 크로스오버 · CAGR 25.2% · MDD -55.7% · Sharpe 0.84
주식 · 호주Lynas Rare Earths Limited
EMA 크로스오버 · CAGR 33.4% · MDD -71.7% · Sharpe 0.84
주식 · 호주PLS Group Limited
SMA 크로스오버 · CAGR 38.6% · MDD -56.5% · Sharpe 0.82
ETF · 호주BETASHARES S&P/ASX AUSTRALIAN TECHNOLOGY ETF
SMA 크로스오버 · CAGR 14.1% · MDD -21.4% · Sharpe 0.82
주식 · 호주Megaport Ltd.
ADX / DI 방향성 · CAGR 26.9% · MDD -55.2% · Sharpe 0.81
ETF · 호주L1 Long Short Fund Ltd.
Donchian 채널 돌파 · CAGR 16.6% · MDD -26.1% · Sharpe 0.80
주식 · 호주Electro Optic Systems Holdings Limited
Donchian 채널 돌파 · CAGR 27.4% · MDD -46.5% · Sharpe 0.80
주식 · 호주JB Hi-Fi Limited
Donchian 채널 돌파 · CAGR 16.1% · MDD -36.8% · Sharpe 0.80
주식 · 호주NRW Holdings Limited
Donchian 채널 돌파 · CAGR 25.1% · MDD -32.5% · Sharpe 0.79
주식 · 호주Wisetech Global Ltd.
볼린저 밴드 돌파 · CAGR 18.5% · MDD -40.9% · Sharpe 0.79
ETF · 호주Vanguard MSCI Index International Shares ETF
ROC 모멘텀 · CAGR 9.7% · MDD -23.2% · Sharpe 0.79
ETF · 호주VanEck MSCI International Quality ETF
ROC 모멘텀 · CAGR 10.8% · MDD -22.4% · Sharpe 0.79
주식 · 호주Harvey Norman Holdings Ltd
ADX / DI 방향성 · CAGR 10.7% · MDD -16.5% · Sharpe 0.78
주식 · 호주Magellan Financial Group Ltd
ADX / DI 방향성 · CAGR 10.2% · MDD -20.4% · Sharpe 0.78
주식 · 호주HUB24 Limited
SMA 크로스오버 · CAGR 25.2% · MDD -53.7% · Sharpe 0.77
주식 · 호주Whitehaven Coal Limited
Keltner 채널 돌파 · CAGR 20.1% · MDD -50.5% · Sharpe 0.77
주식 · 호주Pro Medicus, Ltd.
EMA 크로스오버 · CAGR 21.5% · MDD -58.9% · Sharpe 0.74
주식 · 호주Eagers Automotive Limited
SMA 크로스오버 · CAGR 14.7% · MDD -41.6% · Sharpe 0.72
주식 · 호주TPG Telecom Limited
Donchian 채널 돌파 · CAGR 19.0% · MDD -65.1% · Sharpe 0.70
주식 · 호주Cochlear Limited
EMA 크로스오버 · CAGR 13.2% · MDD -47.6% · Sharpe 0.68
주식 · 호주Flight Centre Travel Group Limited
볼린저 밴드 돌파 · CAGR 14.0% · MDD -60.1% · Sharpe 0.68
주식 · 호주IGO Limited
EMA 크로스오버 · CAGR 20.8% · MDD -39.1% · Sharpe 0.68
주식 · 호주Reece Limited
SMA 크로스오버 · CAGR 12.4% · MDD -38.2% · Sharpe 0.68
주식 · 호주Zip Co Ltd.
EMA 크로스오버 · CAGR 24.2% · MDD -57.9% · Sharpe 0.67
주식 · 호주Viva Energy Group Ltd.
볼린저 밴드 돌파 · CAGR 1.9% · MDD -2.8% · Sharpe 0.67
주식 · 호주Medibank Private Ltd.
볼린저 밴드 돌파 · CAGR 5.6% · MDD -9.8% · Sharpe 0.67
주식 · 호주Perseus Mining Limited
SMA 크로스오버 · CAGR 22.0% · MDD -66.6% · Sharpe 0.66
주식 · 호주Goodman Group
SMA 크로스오버 · CAGR 12.5% · MDD -44.6% · Sharpe 0.66
주식 · 호주Macquarie Group, Ltd.
Donchian 채널 돌파 · CAGR 11.3% · MDD -32.3% · Sharpe 0.66
주식 · 호주Technology One Limited
EMA 크로스오버 · CAGR 14.8% · MDD -42.6% · Sharpe 0.65
주식 · 호주Ora Banda Mining Ltd.
ADX / DI 방향성 · CAGR 17.9% · MDD -48.7% · Sharpe 0.64
주식 · 호주Catalyst Metals Limited
EMA 크로스오버 · CAGR 23.5% · MDD -62.0% · Sharpe 0.64
주식 · 호주Sandfire Resources Ltd
ADX / DI 방향성 · CAGR 10.3% · MDD -35.9% · Sharpe 0.64
ETF · 호주VanEck MSCI International Small Companies Quality ETF
Donchian 채널 돌파 · CAGR 7.9% · MDD -15.5% · Sharpe 0.64
주식 · 호주Northern Star Resources Ltd
SMA 크로스오버 · CAGR 22.2% · MDD -60.7% · Sharpe 0.63
주식 · 호주Capricorn Metals Ltd
ADX / DI 방향성 · CAGR 29.0% · MDD -63.4% · Sharpe 0.63
주식 · 호주ALS Ltd.
ADX / DI 방향성 · CAGR 5.1% · MDD -24.3% · Sharpe 0.63
주식 · 호주Ramsay Health Care Limited
EMA 크로스오버 · CAGR 11.1% · MDD -67.3% · Sharpe 0.62
주식 · 호주West African Resources Ltd
EMA 크로스오버 · CAGR 20.0% · MDD -59.7% · Sharpe 0.62
주식 · 호주Genesis Minerals Limited
SMA 크로스오버 · CAGR 25.7% · MDD -78.1% · Sharpe 0.62
주식 · 호주South32 Ltd.
ROC 모멘텀 · CAGR 14.0% · MDD -49.1% · Sharpe 0.61
주식 · 호주Ramelius Resources Limited
SMA 크로스오버 · CAGR 24.4% · MDD -60.9% · Sharpe 0.61
주식 · 호주Seek Limited
ROC 모멘텀 · CAGR 11.3% · MDD -34.3% · Sharpe 0.61
주식 · 호주AUB Group Limited
SMA 크로스오버 · CAGR 10.6% · MDD -34.3% · Sharpe 0.60
주식 · 호주Liontown Limited
ADX / DI 방향성 · CAGR 20.4% · MDD -49.3% · Sharpe 0.59
주식 · 호주Neuren Pharmaceuticals Limited
Donchian 채널 돌파 · CAGR 22.7% · MDD -83.1% · Sharpe 0.59
ETF · 호주PM Capital Global Opportunities Fund Ltd.
SMA 크로스오버 · CAGR 9.0% · MDD -19.9% · Sharpe 0.59
ETF · 호주Vanguard MSCI Index International Shares (Hedged) ETF
ROC 모멘텀 · CAGR 8.3% · MDD -26.2% · Sharpe 0.59
주식 · 호주Worley Limited
Donchian 채널 돌파 · CAGR 10.8% · MDD -43.6% · Sharpe 0.59
주식 · 호주Wesfarmers Limited
ADX / DI 방향성 · CAGR 6.5% · MDD -23.3% · Sharpe 0.58
주식 · 호주Qantas Airways Limited
ADX / DI 방향성 · CAGR 5.8% · MDD -14.3% · Sharpe 0.58
주식 · 호주Dyno Nobel Limited
Donchian 채널 돌파 · CAGR 10.9% · MDD -48.3% · Sharpe 0.57
주식 · 호주Paladin Energy Ltd
EMA 크로스오버 · CAGR 19.0% · MDD -84.9% · Sharpe 0.56
주식 · 호주New Hope Corporation Limited
ADX / DI 방향성 · CAGR 7.8% · MDD -24.3% · Sharpe 0.56
주식 · 호주Coles Group Ltd.
Donchian 채널 돌파 · CAGR 9.2% · MDD -20.9% · Sharpe 0.56
ETF · 호주BetaShares Australia 200 ETF
ROC 모멘텀 · CAGR 6.8% · MDD -17.8% · Sharpe 0.55
주식 · 호주Predictive Discovery Limited
EMA 크로스오버 · CAGR 17.8% · MDD -65.2% · Sharpe 0.55
주식 · 호주Nextdc Limited
SMA 크로스오버 · CAGR 11.7% · MDD -41.4% · Sharpe 0.55
주식 · 호주Breville Group Limited
SMA 크로스오버 · CAGR 12.0% · MDD -41.7% · Sharpe 0.55
ETF · 호주VanEck Gold Miners ETF
SMA 크로스오버 · CAGR 12.0% · MDD -39.9% · Sharpe 0.55
주식 · 호주Tabcorp Holdings Limited
ADX / DI 방향성 · CAGR 4.3% · MDD -16.0% · Sharpe 0.54
주식 · 호주Commonwealth Bank of Australia
Donchian 채널 돌파 · CAGR 7.4% · MDD -31.5% · Sharpe 0.54
주식 · 호주Washington H. Soul Pattinson and Company Limited
ROC 모멘텀 · CAGR 9.6% · MDD -41.6% · Sharpe 0.54
주식 · 호주ASX Limited
Keltner 채널 돌파 · CAGR 5.8% · MDD -24.7% · Sharpe 0.54
주식 · 호주Fortescue Ltd
SMA 크로스오버 · CAGR 18.4% · MDD -82.1% · Sharpe 0.53
주식 · 호주Westgold Resources Ltd
SMA 크로스오버 · CAGR 14.1% · MDD -58.8% · Sharpe 0.53
ETF · 호주BetaShares S&P 500 Equal Weight ETF
ROC 모멘텀 · CAGR 6.9% · MDD -16.8% · Sharpe 0.53
주식 · 호주Woolworths Group Ltd
SMA 크로스오버 · CAGR 7.3% · MDD -33.0% · Sharpe 0.53
주식 · 호주NIB Holdings Ltd
Donchian 채널 돌파 · CAGR 10.2% · MDD -42.9% · Sharpe 0.52
ETF · 호주iShares S&P 500 AUD Hedged ETF
SMA 크로스오버 · CAGR 6.4% · MDD -27.9% · Sharpe 0.52
주식 · 호주EQ Resources Limited
SMA 크로스오버 · CAGR 13.0% · MDD -81.2% · Sharpe 0.52
ETF · 호주Vanguard Diversified High Growth Index ETF
Donchian 채널 돌파 · CAGR 4.5% · MDD -19.7% · Sharpe 0.51
주식 · 호주Treasury Wine Estates Limited
SMA 크로스오버 · CAGR 8.8% · MDD -37.1% · Sharpe 0.51
주식 · 호주Mesoblast Limited
ADX / DI 방향성 · CAGR 14.0% · MDD -64.0% · Sharpe 0.51
주식 · 호주CAR Group Limited
Donchian 채널 돌파 · CAGR 9.8% · MDD -39.4% · Sharpe 0.51
ETF · 호주BetaShares Gold Bullion ETF - Currency Hedged
볼린저 밴드 돌파 · CAGR 4.8% · MDD -15.9% · Sharpe 0.51
주식 · 호주Bluescope Steel Limited
SMA 크로스오버 · CAGR 10.3% · MDD -60.4% · Sharpe 0.50
ETF · 호주Vanguard MSCI International Small Cos Index ETF
Donchian 채널 돌파 · CAGR 5.5% · MDD -18.9% · Sharpe 0.50
주식 · 호주Sigma Healthcare Ltd
볼린저 밴드 돌파 · CAGR 5.9% · MDD -27.0% · Sharpe 0.49
ETF · 호주Global X Physical Silver
Supertrend · CAGR 8.8% · MDD -38.5% · Sharpe 0.49
주식 · 호주QBE Insurance Group Limited
Donchian 채널 돌파 · CAGR 9.8% · MDD -63.1% · Sharpe 0.49
주식 · 호주Transurban Group Ltd.
ADX / DI 방향성 · CAGR 3.2% · MDD -8.4% · Sharpe 0.49
주식 · 호주Challenger Limited
EMA 크로스오버 · CAGR 10.0% · MDD -77.7% · Sharpe 0.48
주식 · 호주SGH Limited
Donchian 채널 돌파 · CAGR 9.4% · MDD -53.0% · Sharpe 0.48
주식 · 호주PYC Therapeutics Limited
ADX / DI 방향성 · CAGR 12.5% · MDD -68.7% · Sharpe 0.48
주식 · 호주Evolution Mining Limited
SMA 크로스오버 · CAGR 12.3% · MDD -67.9% · Sharpe 0.48
주식 · 호주Woodside Energy Group Ltd
ADX / DI 방향성 · CAGR 4.7% · MDD -26.1% · Sharpe 0.48
주식 · 호주Regis Resources Limited
SMA 크로스오버 · CAGR 15.7% · MDD -83.8% · Sharpe 0.47
주식 · 호주Atlas Arteria
Donchian 채널 돌파 · CAGR 8.3% · MDD -39.2% · Sharpe 0.47
주식 · 호주Steadfast Group Limited
ROC 모멘텀 · CAGR 9.5% · MDD -48.9% · Sharpe 0.47
주식 · 호주Insurance Australia Group Ltd
EMA 크로스오버 · CAGR 6.4% · MDD -34.9% · Sharpe 0.46
주식 · 호주Suncorp Group Limited
SMA 크로스오버 · CAGR 6.9% · MDD -35.5% · Sharpe 0.46
ETF · 호주Gryphon Capital Income Trust
ROC 모멘텀 · CAGR 0.6% · MDD -1.1% · Sharpe 0.46
주식 · 호주BHP Group Ltd
ROC 모멘텀 · CAGR 9.1% · MDD -69.3% · Sharpe 0.45
주식 · 호주Origin Energy Limited
SMA 크로스오버 · CAGR 7.8% · MDD -46.7% · Sharpe 0.45
주식 · 호주Metcash Limited
Donchian 채널 돌파 · CAGR 7.5% · MDD -45.4% · Sharpe 0.45
주식 · 호주Sonic Healthcare Limited
SMA 크로스오버 · CAGR 11.2% · MDD -48.1% · Sharpe 0.44
주식 · 호주Yancoal Australia Ltd.
Keltner 채널 돌파 · CAGR 9.6% · MDD -49.6% · Sharpe 0.44
주식 · 호주ANZ Group Holdings Limited
Donchian 채널 돌파 · CAGR 7.3% · MDD -48.6% · Sharpe 0.43
주식 · 호주Ampol Limited
Donchian 채널 돌파 · CAGR 6.7% · MDD -61.4% · Sharpe 0.43
주식 · 호주Brambles Limited
EMA 크로스오버 · CAGR 5.9% · MDD -48.9% · Sharpe 0.43
주식 · 호주Telstra Group Limited
볼린저 밴드 돌파 · CAGR 2.4% · MDD -10.8% · Sharpe 0.43
ETF · 호주BetaShares Global Energy Companies ETF-Currency Hedged
ROC 모멘텀 · CAGR 7.5% · MDD -33.9% · Sharpe 0.42
주식 · 호주Sims Ltd.
EMA 크로스오버 · CAGR 7.3% · MDD -62.9% · Sharpe 0.41
ETF · 호주Vanguard Australian Shares High Yield ETF
ROC 모멘텀 · CAGR 4.2% · MDD -26.4% · Sharpe 0.40
주식 · 호주National Australia Bank Limited
ADX / DI 방향성 · CAGR 3.2% · MDD -25.7% · Sharpe 0.39
주식 · 호주Vault Minerals Limited
SMA 크로스오버 · CAGR 6.0% · MDD -84.0% · Sharpe 0.37
주식 · 호주Alkane Resources Ltd
EMA 크로스오버 · CAGR 7.6% · MDD -80.3% · Sharpe 0.37
주식 · 호주Bendigo & Adelaide Bank Ltd.
ADX / DI 방향성 · CAGR 2.4% · MDD -16.2% · Sharpe 0.36
주식 · 호주Downer EDI Limited
Donchian 채널 돌파 · CAGR 7.4% · MDD -84.9% · Sharpe 0.36
주식 · 호주Reliance Worldwide Corp. Ltd.
ROC 모멘텀 · CAGR 5.9% · MDD -39.0% · Sharpe 0.36
주식 · 호주Resolute Mining Limited
Donchian 채널 돌파 · CAGR 6.7% · MDD -88.8% · Sharpe 0.36
ETF · 호주Argo Investments Limited
EMA 크로스오버 · CAGR 3.2% · MDD -25.8% · Sharpe 0.35
주식 · 호주Scentre Group
ROC 모멘텀 · CAGR 5.7% · MDD -47.3% · Sharpe 0.35
주식 · 호주Cleanaway Waste Management Ltd.
SMA 크로스오버 · CAGR 5.6% · MDD -53.8% · Sharpe 0.35
ETF · 호주VanEck FTSE Global Infrastructure (Hedged) ETF
Donchian 채널 돌파 · CAGR 2.4% · MDD -15.7% · Sharpe 0.35
ETF · 호주iShares S&P 500 ETF CDI
ADX / DI 방향성 · CAGR 2.5% · MDD -25.3% · Sharpe 0.33
ETF · 호주iShares Core S&P/ASX 200 ETF
Donchian 채널 돌파 · CAGR 3.6% · MDD -30.6% · Sharpe 0.32
주식 · 호주Aurizon Holdings Ltd.
ADX / DI 방향성 · CAGR 0.7% · MDD -3.8% · Sharpe 0.32
주식 · 호주Bank of Queensland Limited
SMA 크로스오버 · CAGR 3.9% · MDD -42.3% · Sharpe 0.32
주식 · 호주Orica Limited
Supertrend · CAGR 4.3% · MDD -52.7% · Sharpe 0.32
ETF · 호주BetaShares Crude Oil Index ETF-Currency Hedged (Synthetic)
Donchian 채널 돌파 · CAGR 4.5% · MDD -26.2% · Sharpe 0.31
ETF · 호주Vanguard Australian Shares Index ETF
ROC 모멘텀 · CAGR 3.2% · MDD -31.2% · Sharpe 0.30
주식 · 호주Westpac Banking Corporation
SMA 크로스오버 · CAGR 3.6% · MDD -41.7% · Sharpe 0.30
주식 · 호주APA Group
ROC 모멘텀 · CAGR 4.4% · MDD -57.4% · Sharpe 0.30
주식 · 호주Vicinity Centres
Donchian 채널 돌파 · CAGR 4.3% · MDD -44.9% · Sharpe 0.30
주식 · 호주Santos Limited
ROC 모멘텀 · CAGR 4.3% · MDD -79.9% · Sharpe 0.29
주식 · 호주Emerald Resources NL
Donchian 채널 돌파 · CAGR 6.1% · MDD -96.8% · Sharpe 0.29
주식 · 호주AGL Energy Limited
ADX / DI 방향성 · CAGR 0.9% · MDD -9.2% · Sharpe 0.29
ETF · 호주Australian Foundation Investment Co. Ltd.
SMA 크로스오버 · CAGR 2.6% · MDD -39.4% · Sharpe 0.28
주식 · 호주Iluka Resources Limited
SMA 크로스오버 · CAGR 3.4% · MDD -68.4% · Sharpe 0.25
ETF · 호주Betashares Australian Equities Strong Bear Complex ETF
Keltner 채널 돌파 · CAGR 2.3% · MDD -27.7% · Sharpe 0.24
주식 · 호주Stockland
ROC 모멘텀 · CAGR 2.7% · MDD -68.8% · Sharpe 0.23
ETF · 호주VanEck Australian Subordinated Debt ETF
Donchian 채널 돌파 · CAGR 0.5% · MDD -2.9% · Sharpe 0.23
주식 · 호주Mirvac Group
ROC 모멘텀 · CAGR 2.6% · MDD -46.1% · Sharpe 0.23
ETF · 호주BetaShares Geared Australian Equity Fund
Donchian 채널 돌파 · CAGR 2.5% · MDD -40.8% · Sharpe 0.23
ETF · 호주Vanguard Global Aggregate Bond Index Fund (Hedged)
ADX / DI 방향성 · CAGR 0.1% · MDD -1.7% · Sharpe 0.21
주식 · 호주Ansell Limited
EMA 크로스오버 · CAGR 2.1% · MDD -56.9% · Sharpe 0.21
주식 · 호주Lendlease Group
SMA 크로스오버 · CAGR 1.7% · MDD -78.1% · Sharpe 0.18
주식 · 호주Endeavour Group Ltd
볼린저 밴드 돌파 · CAGR 0.8% · MDD -6.8% · Sharpe 0.18
ETF · 호주BetaShares Australian Bank Senior Floating Rate Bond ETF
ROC 모멘텀 · CAGR 0.3% · MDD -3.9% · Sharpe 0.17
ETF · 호주Metrics Master Income Trust
Supertrend · CAGR 1.1% · MDD -7.5% · Sharpe 0.16
ETF · 호주WAM Leaders Limited
Donchian 채널 돌파 · CAGR 1.0% · MDD -22.8% · Sharpe 0.16
주식 · 호주Dexus
ADX / DI 방향성 · CAGR 0.5% · MDD -10.7% · Sharpe 0.16
주식 · 호주GPT Group
SMA 크로스오버 · CAGR 1.1% · MDD -32.8% · Sharpe 0.14
ETF · 호주State Street SPDR S&P ASX 200 ETF
SMA 크로스오버 · CAGR 0.9% · MDD -28.4% · Sharpe 0.14
주식 · 호주AMP Limited
SMA 크로스오버 · CAGR -1.0% · MDD -68.8% · Sharpe 0.05
ETF · 호주BetaShares Australian High Interest Cash ETF Units
ROC 모멘텀 · CAGR 0.0% · MDD 0.0% · Sharpe 0.00