SleepWell Trade · 종목 리포트 · 영국
영국 백테스트 리포트 387개 (2/2)
영국 상장 종목을 동일한 10개 추세추종 전략으로 매월 다시 계산한 백테스트 리포트 목록입니다.
Dr. Martens Plc
볼린저 밴드 돌파 · CAGR 5.0% · MDD -22.5% · Sharpe 0.36
주식 · 영국Centrica plc
EMA 크로스오버 · CAGR 5.5% · MDD -37.8% · Sharpe 0.36
주식 · 영국Croda International Plc
Supertrend · CAGR 5.6% · MDD -59.9% · Sharpe 0.36
ETF · 영국Henderson Far East Income LTD GBP
Keltner 채널 돌파 · CAGR 4.2% · MDD -44.0% · Sharpe 0.36
주식 · 영국DCC Energy Plc
Donchian 채널 돌파 · CAGR 4.6% · MDD -68.2% · Sharpe 0.36
주식 · 영국Barclays PLC
SMA 크로스오버 · CAGR 5.7% · MDD -72.9% · Sharpe 0.36
주식 · 영국RWS Holdings plc
Supertrend · CAGR 13.3% · MDD -58.4% · Sharpe 0.36
주식 · 영국SSE PLC
Keltner 채널 돌파 · CAGR 2.6% · MDD -20.7% · Sharpe 0.36
주식 · 영국ITV PLC
SMA 크로스오버 · CAGR 6.0% · MDD -52.2% · Sharpe 0.36
주식 · 영국Foresight Group Holdings Ltd.
ADX / DI 방향성 · CAGR 1.0% · MDD -3.0% · Sharpe 0.36
주식 · 영국NatWest Group Plc
EMA 크로스오버 · CAGR 5.6% · MDD -51.7% · Sharpe 0.35
주식 · 영국Compass Group PLC
SMA 크로스오버 · CAGR 5.7% · MDD -44.2% · Sharpe 0.35
ETF · 영국JPMorgan American Investment Trust Plc
ROC 모멘텀 · CAGR 11.5% · MDD -47.4% · Sharpe 0.35
주식 · 영국Balfour Beatty plc
볼린저 밴드 돌파 · CAGR 2.0% · MDD -12.9% · Sharpe 0.35
ETF · 영국TwentyFour Select Monthly Income Fund Ltd 2014-17.2.15 GBP Ptg.Shs
Supertrend · CAGR 3.3% · MDD -13.9% · Sharpe 0.35
주식 · 영국Tritax Big Box REIT PLC
ROC 모멘텀 · CAGR 4.7% · MDD -36.8% · Sharpe 0.35
주식 · 영국Hammerson plc
SMA 크로스오버 · CAGR 4.8% · MDD -50.7% · Sharpe 0.34
주식 · 영국Primary Health Properties PLC
SMA 크로스오버 · CAGR 4.5% · MDD -36.7% · Sharpe 0.34
주식 · 영국Pennon Group Plc
볼린저 밴드 돌파 · CAGR 0.9% · MDD -9.5% · Sharpe 0.34
주식 · 영국Smiths Group Plc
ROC 모멘텀 · CAGR 5.8% · MDD -61.0% · Sharpe 0.34
주식 · 영국Severn Trent Plc
ROC 모멘텀 · CAGR 5.4% · MDD -58.9% · Sharpe 0.33
주식 · 영국ConvaTec Group Plc
SMA 크로스오버 · CAGR 4.8% · MDD -33.3% · Sharpe 0.33
ETF · 영국North American Income Trust PLC GBP Ord.Shs
EMA 크로스오버 · CAGR 4.3% · MDD -37.8% · Sharpe 0.33
ETF · 영국JPMorgan European Growth & Income PLC GBP
Supertrend · CAGR 3.7% · MDD -80.3% · Sharpe 0.33
ETF · 영국GCP Infrastructure Investments Ltd GBP
ROC 모멘텀 · CAGR 0.5% · MDD -3.2% · Sharpe 0.33
주식 · 영국Sirius Real Estate Limited
Donchian 채널 돌파 · CAGR 5.6% · MDD -42.4% · Sharpe 0.32
주식 · 영국Taylor Wimpey plc
SMA 크로스오버 · CAGR 4.9% · MDD -68.2% · Sharpe 0.31
ETF · 영국Renewables Infrastructure Group Limited GBP Red.Shs
ROC 모멘텀 · CAGR 0.3% · MDD -0.5% · Sharpe 0.31
주식 · 영국XPS Pensions Group Plc
SMA 크로스오버 · CAGR 4.8% · MDD -44.9% · Sharpe 0.31
주식 · 영국TP ICAP Group plc
볼린저 밴드 돌파 · CAGR 3.9% · MDD -36.9% · Sharpe 0.31
ETF · 영국3i Infrastructure PLC
ROC 모멘텀 · CAGR 4.0% · MDD -44.6% · Sharpe 0.31
주식 · 영국Legal & General Group Plc
SMA 크로스오버 · CAGR 4.4% · MDD -69.0% · Sharpe 0.31
주식 · 영국Shell Plc
SMA 크로스오버 · CAGR 3.8% · MDD -29.9% · Sharpe 0.31
주식 · 영국IMI plc
Donchian 채널 돌파 · CAGR 4.9% · MDD -57.9% · Sharpe 0.31
주식 · 영국Alfa Financial Software Holdings Plc
Supertrend · CAGR 4.9% · MDD -56.8% · Sharpe 0.31
주식 · 영국National Grid plc
ROC 모멘텀 · CAGR 4.8% · MDD -44.3% · Sharpe 0.31
주식 · 영국QinetiQ Group plc
ROC 모멘텀 · CAGR 4.8% · MDD -57.6% · Sharpe 0.31
주식 · 영국Associated British Foods plc
Donchian 채널 돌파 · CAGR 4.5% · MDD -72.7% · Sharpe 0.31
주식 · 영국Sabre Insurance Group Plc
Donchian 채널 돌파 · CAGR 2.0% · MDD -13.8% · Sharpe 0.30
주식 · 영국Pollen Street Group Limited
볼린저 밴드 돌파 · CAGR 2.6% · MDD -20.5% · Sharpe 0.30
주식 · 영국WH Smith PLC
볼린저 밴드 돌파 · CAGR 1.6% · MDD -9.9% · Sharpe 0.30
주식 · 영국Vodafone Group Public Limited Company
ADX / DI 방향성 · CAGR 3.0% · MDD -48.3% · Sharpe 0.30
ETF · 영국iShares UK Dividend UCITS ETF GBP
EMA 크로스오버 · CAGR 2.8% · MDD -24.1% · Sharpe 0.30
주식 · 영국Vesuvius Plc
Donchian 채널 돌파 · CAGR 5.3% · MDD -60.8% · Sharpe 0.30
주식 · 영국Diageo plc
SMA 크로스오버 · CAGR 10.0% · MDD -48.4% · Sharpe 0.30
주식 · 영국Marshalls plc
Supertrend · CAGR 4.2% · MDD -75.5% · Sharpe 0.30
주식 · 영국Vistry Group PLC
Keltner 채널 돌파 · CAGR 2.7% · MDD -41.1% · Sharpe 0.29
주식 · 영국British Land Company PLC
Donchian 채널 돌파 · CAGR 3.3% · MDD -60.3% · Sharpe 0.29
주식 · 영국Great Portland Estates plc
Donchian 채널 돌파 · CAGR 3.3% · MDD -53.3% · Sharpe 0.29
ETF · 영국Foresight Environmental Infrastructure Limited GBP
ADX / DI 방향성 · CAGR 0.2% · MDD -2.0% · Sharpe 0.29
ETF · 영국Bankers Investment Trust PLC GBP
Donchian 채널 돌파 · CAGR 3.3% · MDD -69.3% · Sharpe 0.29
주식 · 영국Whitbread PLC
EMA 크로스오버 · CAGR 3.6% · MDD -59.7% · Sharpe 0.29
주식 · 영국Tesco PLC
Donchian 채널 돌파 · CAGR 3.4% · MDD -42.4% · Sharpe 0.28
주식 · 영국United Utilities Group PLC
ROC 모멘텀 · CAGR 4.0% · MDD -61.9% · Sharpe 0.28
주식 · 영국Pearson PLC
EMA 크로스오버 · CAGR 3.8% · MDD -54.4% · Sharpe 0.28
주식 · 영국Standard Life plc
ADX / DI 방향성 · CAGR 1.7% · MDD -18.6% · Sharpe 0.28
주식 · 영국SigmaRoc Plc
SMA 크로스오버 · CAGR 3.6% · MDD -76.8% · Sharpe 0.28
주식 · 영국BP PLC
ROC 모멘텀 · CAGR 3.9% · MDD -74.6% · Sharpe 0.27
주식 · 영국Morgan Advanced Materials plc
Keltner 채널 돌파 · CAGR 0.9% · MDD -12.0% · Sharpe 0.27
주식 · 영국Supermarket Income REIT Plc
ADX / DI 방향성 · CAGR 0.9% · MDD -5.7% · Sharpe 0.27
주식 · 영국Kingfisher Plc
ROC 모멘텀 · CAGR 7.1% · MDD -91.9% · Sharpe 0.27
주식 · 영국Lloyds Banking Group plc
EMA 크로스오버 · CAGR 3.4% · MDD -71.0% · Sharpe 0.27
ETF · 영국Mercantile Investment Trust PLC
Supertrend · CAGR 1.6% · MDD -92.3% · Sharpe 0.26
주식 · 영국Ashmore Group plc
볼린저 밴드 돌파 · CAGR 2.5% · MDD -33.4% · Sharpe 0.26
주식 · 영국BT Group plc
EMA 크로스오버 · CAGR 3.3% · MDD -46.2% · Sharpe 0.26
주식 · 영국SSP Group Plc
ROC 모멘텀 · CAGR 2.0% · MDD -21.2% · Sharpe 0.25
ETF · 영국Sequoia Economic Infrastructure Income Fund Limited Ptg.Shs GBP
ROC 모멘텀 · CAGR 0.2% · MDD -1.1% · Sharpe 0.25
주식 · 영국Prudential plc
ROC 모멘텀 · CAGR 2.4% · MDD -90.4% · Sharpe 0.25
ETF · 영국Murray International Trust PLC
Donchian 채널 돌파 · CAGR 2.4% · MDD -34.9% · Sharpe 0.24
주식 · 영국J Sainsbury plc
ADX / DI 방향성 · CAGR 1.0% · MDD -17.1% · Sharpe 0.23
주식 · 영국Rank Group Plc
Donchian 채널 돌파 · CAGR 2.6% · MDD -55.1% · Sharpe 0.23
주식 · 영국Aviva plc
SMA 크로스오버 · CAGR 2.6% · MDD -52.0% · Sharpe 0.23
주식 · 영국Johnson Matthey Plc
Donchian 채널 돌파 · CAGR 2.6% · MDD -66.4% · Sharpe 0.22
주식 · 영국Land Securities Group PLC
SMA 크로스오버 · CAGR 2.1% · MDD -71.6% · Sharpe 0.21
ETF · 영국International Public Partnerships Ltd
SMA 크로스오버 · CAGR 1.7% · MDD -25.1% · Sharpe 0.21
주식 · 영국Smith & Nephew plc
ADX / DI 방향성 · CAGR 0.4% · MDD -8.1% · Sharpe 0.21
주식 · 영국GSK plc
SMA 크로스오버 · CAGR 2.1% · MDD -71.3% · Sharpe 0.20
ETF · 영국Temple Bar Investment Trust PLC GBP
EMA 크로스오버 · CAGR 1.2% · MDD -83.1% · Sharpe 0.20
주식 · 영국Inchcape plc
EMA 크로스오버 · CAGR 3.9% · MDD -88.4% · Sharpe 0.19
ETF · 영국HICL Infrastructure PLC
ADX / DI 방향성 · CAGR 0.1% · MDD -0.5% · Sharpe 0.17
ETF · 영국CQS New City High Yield Fund Ltd GBP
ADX / DI 방향성 · CAGR 0.1% · MDD -0.5% · Sharpe 0.17
ETF · 영국iShares UK Property UCITS ETF
EMA 크로스오버 · CAGR 1.3% · MDD -38.0% · Sharpe 0.16
ETF · 영국TwentyFour Income Fund Ltd GBP
Supertrend · CAGR 0.9% · MDD -22.7% · Sharpe 0.16
ETF · 영국Foresight Solar Fund Limited GBP
볼린저 밴드 돌파 · CAGR 0.4% · MDD -6.4% · Sharpe 0.16
주식 · 영국Elementis plc
SMA 크로스오버 · CAGR 0.8% · MDD -82.3% · Sharpe 0.15
주식 · 영국Tate & Lyle PLC
MACD · CAGR -0.0% · MDD -74.0% · Sharpe 0.15
ETF · 영국Target Healthcare REIT PLC
ROC 모멘텀 · CAGR 0.9% · MDD -47.5% · Sharpe 0.14