SleepWell Trade · 종목 리포트 · 중국
중국 백테스트 리포트 462개 (2/2)
중국 상장 종목을 동일한 10개 추세추종 전략으로 매월 다시 계산한 백테스트 리포트 목록입니다.
Yonghui Superstores Co., Ltd. Class A
ADX / DI 방향성 · CAGR 9.3% · MDD -36.2% · Sharpe 0.56
주식 · 중국Chengdu Xuguang Electronics Co., Ltd. Class A
MACD · CAGR 14.5% · MDD -78.0% · Sharpe 0.56
주식 · 중국Yunnan Chihong Zinc & Germanium Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 14.8% · MDD -82.6% · Sharpe 0.56
ETF · 중국CCB Yisheng Zhengshang Energy & Chemical ETF
SMA 크로스오버 · CAGR 9.2% · MDD -42.1% · Sharpe 0.56
주식 · 중국Qilu Bank Co Ltd Class A
SMA 크로스오버 · CAGR 7.9% · MDD -20.7% · Sharpe 0.56
ETF · 중국China Southern CSI SWS Non-ferrous Metal Index Exchange Traded Fund Units
Keltner 채널 돌파 · CAGR 10.0% · MDD -31.0% · Sharpe 0.56
주식 · 중국Tianshui Huatian Technology Co., Ltd. Class A
ADX / DI 방향성 · CAGR 14.1% · MDD -71.1% · Sharpe 0.56
주식 · 중국China Greatwall Technology Group Co Ltd Class A
Supertrend · CAGR 13.8% · MDD -66.0% · Sharpe 0.56
주식 · 중국Wangsu Science & Technology Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 13.0% · MDD -55.9% · Sharpe 0.56
주식 · 중국Inner Mongolia Xingye Silver and Tin Mining Co., Ltd. Class A
MACD · CAGR 13.9% · MDD -55.0% · Sharpe 0.56
주식 · 중국Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd. Class A
볼린저 밴드 돌파 · CAGR 12.9% · MDD -57.0% · Sharpe 0.56
주식 · 중국Kunlun Tech Co., Ltd. Class A
ADX / DI 방향성 · CAGR 12.7% · MDD -39.3% · Sharpe 0.56
주식 · 중국CCOOP Group Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 11.5% · MDD -62.8% · Sharpe 0.55
주식 · 중국SAIC Motor Corporation Limited Class A
Donchian 채널 돌파 · CAGR 10.9% · MDD -44.9% · Sharpe 0.55
ETF · 중국Dacheng Hang Seng Technology ETF (QDII)
볼린저 밴드 돌파 · CAGR 8.1% · MDD -15.2% · Sharpe 0.55
주식 · 중국China Aerospace Times Electronics Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 13.7% · MDD -72.4% · Sharpe 0.55
주식 · 중국Shanghai Pudong Development Bank Co., Ltd. Class A
ROC 모멘텀 · CAGR 8.8% · MDD -38.2% · Sharpe 0.55
ETF · 중국E Fund Hang Seng TECH Index ETF
볼린저 밴드 돌파 · CAGR 3.8% · MDD -10.1% · Sharpe 0.55
주식 · 중국Yihai Kerry Arawana Holdings Co. Ltd. Class A
ROC 모멘텀 · CAGR 10.1% · MDD -23.7% · Sharpe 0.55
주식 · 중국COSCO SHIPPING Energy Transportation Co., Ltd. Class A
SMA 크로스오버 · CAGR 13.4% · MDD -58.4% · Sharpe 0.55
주식 · 중국Cofco Sugar Holding Co., Ltd. Class A
ADX / DI 방향성 · CAGR 7.1% · MDD -36.8% · Sharpe 0.54
주식 · 중국China Shipbuilding Industry Group Power Co., Ltd. Class A
Keltner 채널 돌파 · CAGR 8.5% · MDD -39.7% · Sharpe 0.54
주식 · 중국Shanjin International Gold Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 13.9% · MDD -66.5% · Sharpe 0.54
주식 · 중국Western Mining Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 11.1% · MDD -55.0% · Sharpe 0.54
주식 · 중국Jiangsu Zhongtian Technology Co., Ltd. Class A
Supertrend · CAGR 12.9% · MDD -61.3% · Sharpe 0.54
주식 · 중국China Merchants Securities Co., Ltd. Class A
Keltner 채널 돌파 · CAGR 5.3% · MDD -27.1% · Sharpe 0.54
주식 · 중국Henan Huanghe Whirlwind Co., Ltd Class A
Donchian 채널 돌파 · CAGR 14.6% · MDD -75.8% · Sharpe 0.54
주식 · 중국AECC Aviation Power Co Ltd Class A
MACD · CAGR 12.8% · MDD -51.8% · Sharpe 0.54
주식 · 중국Feilong Auto Components Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 10.3% · MDD -36.4% · Sharpe 0.54
주식 · 중국Far East Smarter Energy Co. Ltd. Class A
Supertrend · CAGR 14.0% · MDD -70.0% · Sharpe 0.54
주식 · 중국Hongfa Technology Co., Ltd. Class A
Supertrend · CAGR 13.7% · MDD -67.5% · Sharpe 0.53
주식 · 중국Western Region Gold Co Ltd
Parabolic SAR · CAGR 13.4% · MDD -67.1% · Sharpe 0.53
주식 · 중국Sichuan Chuantou Energy Co., Ltd. Class A
SMA 크로스오버 · CAGR 12.7% · MDD -52.9% · Sharpe 0.53
주식 · 중국Shanxi Coking Coal Energy Group Co., Ltd Class A
Donchian 채널 돌파 · CAGR 13.3% · MDD -68.7% · Sharpe 0.53
주식 · 중국Shandong Hongqiao Aluminum Industry Holding Company Limited Class A
Keltner 채널 돌파 · CAGR 9.6% · MDD -46.0% · Sharpe 0.53
주식 · 중국Hengli Petrochemical Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 10.1% · MDD -46.6% · Sharpe 0.53
ETF · 중국Yinhua CSI Brand Name Drug Industry ETF
ADX / DI 방향성 · CAGR 4.0% · MDD -15.4% · Sharpe 0.53
주식 · 중국Anhui Zhongding Sealing Parts Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 15.4% · MDD -73.7% · Sharpe 0.53
주식 · 중국Castech Inc. Class A
Supertrend · CAGR 12.7% · MDD -48.8% · Sharpe 0.53
주식 · 중국BOE Technology Group Co., Ltd. Class A
SMA 크로스오버 · CAGR 12.0% · MDD -52.8% · Sharpe 0.53
주식 · 중국Shenzhen Capchem Technology Co., Ltd. Class A
ROC 모멘텀 · CAGR 13.4% · MDD -65.5% · Sharpe 0.53
주식 · 중국Gree Electric Appliances, Inc. of Zhuhai Class A
EMA 크로스오버 · CAGR 11.4% · MDD -54.2% · Sharpe 0.53
주식 · 중국Tongkun Group Co., Ltd. Class A
Supertrend · CAGR 12.4% · MDD -45.5% · Sharpe 0.52
주식 · 중국Hunan Silver Co., Ltd. Class A
ROC 모멘텀 · CAGR 12.9% · MDD -59.8% · Sharpe 0.52
주식 · 중국Wintime Energy Group Co. Ltd. Class A
SMA 크로스오버 · CAGR 11.8% · MDD -64.3% · Sharpe 0.52
주식 · 중국Zhejiang Yinlun Machinery Co., Ltd Class A
MACD · CAGR 12.3% · MDD -53.6% · Sharpe 0.52
주식 · 중국Zhejiang Hailiang Co. Ltd. Class A
SMA 크로스오버 · CAGR 11.1% · MDD -48.9% · Sharpe 0.52
주식 · 중국Soochow Securities Co Ltd Class A
볼린저 밴드 돌파 · CAGR 8.1% · MDD -22.5% · Sharpe 0.52
주식 · 중국Chongqing Rural Commercial Bank Co. Ltd. Class A
EMA 크로스오버 · CAGR 7.4% · MDD -21.9% · Sharpe 0.52
주식 · 중국Guanghui Energy Co., Ltd. Class A
Supertrend · CAGR 11.8% · MDD -55.0% · Sharpe 0.52
주식 · 중국Rongsheng Petrochemical Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 3.6% · MDD -14.4% · Sharpe 0.51
ETF · 중국E Fund CSI Overseas China Internet 50 ETF
볼린저 밴드 돌파 · CAGR 7.0% · MDD -21.1% · Sharpe 0.51
ETF · 중국Hwabao WP CSI Securities Companies Index ETF Fund
Keltner 채널 돌파 · CAGR 5.6% · MDD -15.5% · Sharpe 0.51
주식 · 중국Zhejiang Juhua Co., Ltd. Class A
Supertrend · CAGR 12.2% · MDD -75.3% · Sharpe 0.51
주식 · 중국Yunnan Tin Co., Ltd. Class A
ADX / DI 방향성 · CAGR 12.5% · MDD -73.7% · Sharpe 0.51
주식 · 중국GCL Energy Technology Co.,Ltd. Class A
Keltner 채널 돌파 · CAGR 7.3% · MDD -29.4% · Sharpe 0.51
주식 · 중국NARI Technology Co., Ltd. Class A
MACD · CAGR 10.7% · MDD -74.7% · Sharpe 0.51
주식 · 중국Accelink Technologies Co., Ltd. Class A
SMA 크로스오버 · CAGR 12.6% · MDD -52.0% · Sharpe 0.51
주식 · 중국Wolong Electric Group Co., Ltd. Class A
SMA 크로스오버 · CAGR 12.1% · MDD -75.1% · Sharpe 0.51
주식 · 중국GuoCheng Mining Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 13.7% · MDD -84.3% · Sharpe 0.50
주식 · 중국Guangdong HEC Technology Holding Co. Ltd. Class A
ADX / DI 방향성 · CAGR 12.7% · MDD -66.4% · Sharpe 0.50
주식 · 중국Sichuan Road & Bridge Co., Ltd. Class A
SMA 크로스오버 · CAGR 11.4% · MDD -58.1% · Sharpe 0.50
주식 · 중국Shaanxi Coal Industry Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 11.6% · MDD -50.6% · Sharpe 0.50
ETF · 중국E Fund CSI Dividend Trading Open Index Securities Investment Fund Units
ROC 모멘텀 · CAGR 6.7% · MDD -22.2% · Sharpe 0.50
주식 · 중국Huatai Securities Co., Ltd. Class A
Keltner 채널 돌파 · CAGR 6.3% · MDD -23.9% · Sharpe 0.50
주식 · 중국China Eastern Airlines Corporation Limited Class A
ADX / DI 방향성 · CAGR 4.2% · MDD -24.9% · Sharpe 0.49
주식 · 중국Yutong Bus Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 10.8% · MDD -70.9% · Sharpe 0.49
주식 · 중국Shandong Nanshan Aluminium Co., Ltd. Class A
SMA 크로스오버 · CAGR 11.0% · MDD -57.0% · Sharpe 0.49
주식 · 중국Huaan Securities Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 6.2% · MDD -25.3% · Sharpe 0.49
ETF · 중국SSE Dividend Index ETF
ADX / DI 방향성 · CAGR 2.7% · MDD -15.3% · Sharpe 0.49
주식 · 중국Shanghai Vital Deeptech Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 11.3% · MDD -60.4% · Sharpe 0.49
주식 · 중국Huagong Tech Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 11.8% · MDD -67.8% · Sharpe 0.49
주식 · 중국CGN Power Co., Ltd. Class A
Keltner 채널 돌파 · CAGR 5.4% · MDD -17.0% · Sharpe 0.48
주식 · 중국Henan Shuanghui Investment & Development Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 12.6% · MDD -50.7% · Sharpe 0.48
주식 · 중국Chongqing Zhifei Biological Products Co., Ltd. Class A
ROC 모멘텀 · CAGR 10.8% · MDD -49.6% · Sharpe 0.48
주식 · 중국AVIC Xi'an Aircraft Industry Group Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 10.7% · MDD -69.7% · Sharpe 0.48
주식 · 중국China Merchants Energy Shipping Co., Ltd. Class A
ADX / DI 방향성 · CAGR 4.6% · MDD -28.4% · Sharpe 0.48
주식 · 중국Bank of Ningbo Co., Ltd. Class A
SMA 크로스오버 · CAGR 9.2% · MDD -44.1% · Sharpe 0.48
주식 · 중국China State Construction Engineering Corp. Ltd. Class A
Keltner 채널 돌파 · CAGR 5.3% · MDD -26.7% · Sharpe 0.48
주식 · 중국Hunan Gold Corp. Ltd. Class A
ROC 모멘텀 · CAGR 10.9% · MDD -48.8% · Sharpe 0.48
주식 · 중국Tongling Nonferrous Metals Group Co., Ltd. Class A
SMA 크로스오버 · CAGR 10.5% · MDD -57.0% · Sharpe 0.48
주식 · 중국Jonhon Optronic Technology Co., Ltd. Class A
SMA 크로스오버 · CAGR 10.8% · MDD -53.4% · Sharpe 0.47
주식 · 중국Moon Environment Technology Co., Ltd. Class A
SMA 크로스오버 · CAGR 11.0% · MDD -67.9% · Sharpe 0.47
ETF · 중국ChinaAMC SZSE ChiNext Momentum Growth Exchange Traded Fund Units
Donchian 채널 돌파 · CAGR 20.0% · MDD -74.5% · Sharpe 0.47
주식 · 중국CNPC Capital Co Ltd Class A
Donchian 채널 돌파 · CAGR 9.4% · MDD -57.4% · Sharpe 0.47
주식 · 중국China National Nuclear Power Co. Ltd. Class A
EMA 크로스오버 · CAGR 7.5% · MDD -25.2% · Sharpe 0.46
주식 · 중국Grinm Advanced Materials Co., Ltd. Class A
SMA 크로스오버 · CAGR 10.7% · MDD -77.7% · Sharpe 0.46
주식 · 중국IEIT SYSTEMS Co., Ltd.Class A
SMA 크로스오버 · CAGR 10.7% · MDD -62.6% · Sharpe 0.46
주식 · 중국Datang International Power Generation Co., Ltd. Class A
SMA 크로스오버 · CAGR 9.8% · MDD -60.8% · Sharpe 0.46
주식 · 중국Haohua Chemical Science & Technology Corp. Ltd. Class A
SMA 크로스오버 · CAGR 10.5% · MDD -58.0% · Sharpe 0.46
주식 · 중국TCL Technology Group Corporation Class A
ADX / DI 방향성 · CAGR 7.5% · MDD -52.1% · Sharpe 0.46
주식 · 중국Shenzhen Sunlord Electronics Co., Ltd. Class A
ROC 모멘텀 · CAGR 10.3% · MDD -62.8% · Sharpe 0.45
주식 · 중국Qinghai Salt Lake Industry Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 7.2% · MDD -49.1% · Sharpe 0.45
ETF · 중국China 50 ETF
Keltner 채널 돌파 · CAGR 4.5% · MDD -21.3% · Sharpe 0.45
ETF · 중국Guotai CSI National Defense Industry Index ETF
볼린저 밴드 돌파 · CAGR 4.3% · MDD -12.0% · Sharpe 0.45
주식 · 중국New China Life Insurance Co., Ltd. Class A
SMA 크로스오버 · CAGR 9.0% · MDD -45.5% · Sharpe 0.45
주식 · 중국Yankuang Energy Group Company Limited Class A
ROC 모멘텀 · CAGR 9.4% · MDD -72.6% · Sharpe 0.45
주식 · 중국Fujian Star-Net Communication Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 7.0% · MDD -37.7% · Sharpe 0.45
주식 · 중국Fiberhome Telecommunication Technologies Co., Ltd. Class A
ADX / DI 방향성 · CAGR 8.9% · MDD -61.4% · Sharpe 0.44
주식 · 중국China National Chemical Engineering Co., Ltd Class A
Parabolic SAR · CAGR 8.4% · MDD -35.4% · Sharpe 0.44
주식 · 중국Universal Scientific Industrial (Shanghai) Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 9.6% · MDD -57.7% · Sharpe 0.43
주식 · 중국Industrial Bank Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 5.8% · MDD -35.6% · Sharpe 0.43
주식 · 중국Harbin Pharmaceutical Group Co., Ltd. Class A
SMA 크로스오버 · CAGR 8.6% · MDD -74.1% · Sharpe 0.43
주식 · 중국Baoshan Iron & Steel Co., Ltd. Class A
SMA 크로스오버 · CAGR 7.8% · MDD -57.7% · Sharpe 0.43
주식 · 중국Shanghai Fosun Pharmaceutical (Group) Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 8.5% · MDD -50.5% · Sharpe 0.42
주식 · 중국Orient Securities Company Limited Class A
볼린저 밴드 돌파 · CAGR 6.6% · MDD -34.3% · Sharpe 0.42
주식 · 중국TDG Holding Co., Ltd. Class A
Parabolic SAR · CAGR 8.9% · MDD -74.6% · Sharpe 0.42
주식 · 중국Guangzhou Shiyuan Electronic Technology Co. Ltd. Class A
Parabolic SAR · CAGR 8.0% · MDD -53.2% · Sharpe 0.42
주식 · 중국Sanan Optoelectronics Co., Ltd. Class A
EMA 크로스오버 · CAGR 13.1% · MDD -75.3% · Sharpe 0.42
주식 · 중국China Construction Bank Corporation Class A
SMA 크로스오버 · CAGR 6.0% · MDD -38.4% · Sharpe 0.42
ETF · 중국GTJA Allianz CSI All-Share Semiconductor Products & EQPT ETF
EMA 크로스오버 · CAGR 8.1% · MDD -62.5% · Sharpe 0.42
주식 · 중국Daqin Railway Co., Ltd. Class A
Supertrend · CAGR 6.8% · MDD -54.4% · Sharpe 0.42
주식 · 중국Shenzhen Kinwong Electronic Co., Ltd. Class A
Keltner 채널 돌파 · CAGR 3.2% · MDD -12.4% · Sharpe 0.41
주식 · 중국Amlogic (Shanghai) Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 8.3% · MDD -52.1% · Sharpe 0.41
ETF · 중국Non-bank ETF
Keltner 채널 돌파 · CAGR 3.8% · MDD -13.7% · Sharpe 0.40
주식 · 중국Dongfang Electric Corporation Limited Class A
Donchian 채널 돌파 · CAGR 8.3% · MDD -57.3% · Sharpe 0.40
주식 · 중국China Resources Microelectronics Ltd. Class A
Supertrend · CAGR 7.8% · MDD -47.9% · Sharpe 0.39
주식 · 중국Yunnan Yuntianhua Co. Ltd. Class A
Donchian 채널 돌파 · CAGR 7.5% · MDD -65.0% · Sharpe 0.39
주식 · 중국Zhejiang Chint Electrics Co., Ltd Class A
EMA 크로스오버 · CAGR 7.1% · MDD -36.7% · Sharpe 0.39
주식 · 중국Wuxi Taiji Industry Limited Corporation Class A
SMA 크로스오버 · CAGR 7.7% · MDD -72.4% · Sharpe 0.39
주식 · 중국North Copper Co., Ltd. Class A
Parabolic SAR · CAGR 7.4% · MDD -73.6% · Sharpe 0.39
주식 · 중국Tianshan Aluminum Group Co., Ltd. Class A
ADX / DI 방향성 · CAGR 4.9% · MDD -41.8% · Sharpe 0.38
주식 · 중국Bank of Hangzhou Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 4.8% · MDD -17.6% · Sharpe 0.38
ETF · 중국ChinaAMC Hang Seng Internet & Information Technology ETF
ROC 모멘텀 · CAGR 4.8% · MDD -22.5% · Sharpe 0.38
주식 · 중국Industrial and Commercial Bank of China Limited Class A
SMA 크로스오버 · CAGR 5.0% · MDD -38.1% · Sharpe 0.37
주식 · 중국Hua Xia Bank Co., Limited Class A
SMA 크로스오버 · CAGR 6.2% · MDD -61.9% · Sharpe 0.37
주식 · 중국Bank of China Limited Class A
Donchian 채널 돌파 · CAGR 5.4% · MDD -48.4% · Sharpe 0.37
주식 · 중국Huaibei Mining Holdings Co., Ltd. Class A
SMA 크로스오버 · CAGR 6.8% · MDD -57.9% · Sharpe 0.37
주식 · 중국Bank of Communications Co., Ltd. Class A
ADX / DI 방향성 · CAGR 3.8% · MDD -25.7% · Sharpe 0.37
주식 · 중국Sichuan Kelun Pharmaceutical Co., Ltd. Class A
SMA 크로스오버 · CAGR 6.4% · MDD -50.1% · Sharpe 0.37
주식 · 중국China Petroleum & Chemical Corporation Class A
SMA 크로스오버 · CAGR 6.0% · MDD -55.3% · Sharpe 0.37
주식 · 중국Jinduicheng Molybdenum Co., Ltd. Class A
SMA 크로스오버 · CAGR 6.4% · MDD -57.2% · Sharpe 0.36
주식 · 중국Bank of Beijing Co., Ltd. Class A
Keltner 채널 돌파 · CAGR 4.0% · MDD -33.6% · Sharpe 0.36
주식 · 중국Agricultural Bank of China Limited Class A
ROC 모멘텀 · CAGR 4.1% · MDD -26.4% · Sharpe 0.35
주식 · 중국Sinopec Oilfield Service Corporation Class A
SMA 크로스오버 · CAGR 6.2% · MDD -68.4% · Sharpe 0.35
주식 · 중국Bank of Nanjing Co., Ltd. Class A
SMA 크로스오버 · CAGR 5.3% · MDD -46.4% · Sharpe 0.35
주식 · 중국China Merchants Shekou Industrial Zone Holdings Co., Ltd. Class A
ADX / DI 방향성 · CAGR 6.2% · MDD -83.6% · Sharpe 0.35
주식 · 중국China Coal Energy Co. Ltd. Class A
SMA 크로스오버 · CAGR 5.9% · MDD -62.1% · Sharpe 0.35
주식 · 중국Hubei Xingfa Chemicals Group Co., Ltd. Class A
EMA 크로스오버 · CAGR 6.1% · MDD -70.5% · Sharpe 0.35
주식 · 중국China Life Insurance Co. Ltd. Class A
Donchian 채널 돌파 · CAGR 5.6% · MDD -54.4% · Sharpe 0.35
ETF · 중국Guotai CSI Coal Exchange Traded Fund
EMA 크로스오버 · CAGR 4.4% · MDD -55.8% · Sharpe 0.35
주식 · 중국China CITIC Bank Corporation Ltd Class A
Keltner 채널 돌파 · CAGR 4.3% · MDD -39.1% · Sharpe 0.33
주식 · 중국China International Capital Corp. Ltd. Class A
ROC 모멘텀 · CAGR 2.8% · MDD -19.6% · Sharpe 0.31
주식 · 중국Shanghai International Port (Group) Co., Ltd. Class A
Keltner 채널 돌파 · CAGR 3.6% · MDD -30.3% · Sharpe 0.31
주식 · 중국Hebei Yangyuan Zhihui Beverage Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 4.6% · MDD -40.8% · Sharpe 0.30
주식 · 중국Changjiang Securities Co., Ltd Class A
Parabolic SAR · CAGR 10.8% · MDD -60.2% · Sharpe 0.30
주식 · 중국PetroChina Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 2.7% · MDD -27.9% · Sharpe 0.29
주식 · 중국China Pacific Insurance (Group) Co., Ltd. Class A
ADX / DI 방향성 · CAGR 1.8% · MDD -15.7% · Sharpe 0.29
주식 · 중국Bank of Shanghai Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 2.4% · MDD -19.0% · Sharpe 0.29
주식 · 중국China Shenhua Energy Co. Ltd. Class A
Donchian 채널 돌파 · CAGR 4.0% · MDD -40.3% · Sharpe 0.29
주식 · 중국Bank of Jiangsu Co., Ltd. Class A
SMA 크로스오버 · CAGR 3.3% · MDD -29.0% · Sharpe 0.29
주식 · 중국Postal Savings Bank of China Co., Ltd. Class A
볼린저 밴드 돌파 · CAGR 1.1% · MDD -6.2% · Sharpe 0.24
주식 · 중국China Everbright Bank Co., Ltd. Class A
ADX / DI 방향성 · CAGR 2.2% · MDD -28.6% · Sharpe 0.24
주식 · 중국China Galaxy Securities Co., Ltd. Class A
Donchian 채널 돌파 · CAGR 2.8% · MDD -45.8% · Sharpe 0.24
주식 · 중국China Zheshang Bank Co Ltd Class A
볼린저 밴드 돌파 · CAGR 1.9% · MDD -27.4% · Sharpe 0.24
주식 · 중국Wen's Foodstuff Group Co., Ltd. Class A
ROC 모멘텀 · CAGR 2.4% · MDD -34.5% · Sharpe 0.23
주식 · 중국Beijing-Shanghai High-Speed Railway Co., Ltd. Class A
SMA 크로스오버 · CAGR 1.8% · MDD -17.0% · Sharpe 0.20
주식 · 중국China Hainan Rubber Industry Group Co., Ltd. Class A
ADX / DI 방향성 · CAGR 1.7% · MDD -39.7% · Sharpe 0.19
ETF · 중국Hwabao WP CSI Bank ETF
SMA 크로스오버 · CAGR -3.2% · MDD -51.4% · Sharpe 0.13
주식 · 중국Guotai Haitong Securities Co., Ltd. Class A
Keltner 채널 돌파 · CAGR 0.7% · MDD -14.9% · Sharpe 0.12
ETF · 중국Hwabao WP Listed Money Market Fund A Units
ROC 모멘텀 · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETF · 중국Shanghai Pledge Chengtou Bond Exchange Traded Open-end Index Fund Units
Donchian 채널 돌파 · CAGR -17.8% · MDD -91.0% · Sharpe -0.27