SleepWell Trade · Asset reports · Brazil

120 Brazil backtest reports

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

Snapshot 2026-07

Stocks · Brazil

Companhia Brasileira de Aluminio

Bollinger breakout · CAGR 19.0% · MDD -14.7% · Sharpe 1.36

Stocks · Brazil

Grupo SBF S.A.

Bollinger breakout · CAGR 21.5% · MDD -15.4% · Sharpe 1.26

ETFs · Brazil

Gold - Trend ETF LBMA Ouro Fundo Investimento Cotas de Fundo de Indice Investiment Exterior

Bollinger breakout · CAGR 15.1% · MDD -12.6% · Sharpe 1.15

ETFs · Brazil

Hashdex Nasdaq Crypto Index Fundo de Indice

Keltner breakout · CAGR 22.8% · MDD -12.9% · Sharpe 1.14

Stocks · Brazil

Magazine Luiza S.A.

ROC momentum · CAGR 38.7% · MDD -51.0% · Sharpe 1.11

ETFs · Brazil

iShares S&P 500 Fundo de Investimento em Cotas de Fundo de Indice - Investimento no Exterior

Supertrend · CAGR 16.2% · MDD -16.8% · Sharpe 1.10

Stocks · Brazil

LWSA S.A.

ROC momentum · CAGR 26.3% · MDD -22.9% · Sharpe 1.08

ETFs · Brazil

Trend ETF Nasdaq 100 Fundo de Indice

Supertrend · CAGR 16.4% · MDD -23.4% · Sharpe 1.06

Stocks · Brazil

Orizon Valorizacao de Residuos SA

ADX / DI trend · CAGR 20.8% · MDD -27.8% · Sharpe 1.05

Stocks · Brazil

OceanPact Servicos Maritimos SA

SMA crossover · CAGR 32.3% · MDD -29.6% · Sharpe 1.04

Stocks · Brazil

RIACHUELO

Donchian breakout · CAGR 19.0% · MDD -57.0% · Sharpe 1.01

Stocks · Brazil

Prio SA

EMA crossover · CAGR 38.7% · MDD -78.8% · Sharpe 0.99

Stocks · Brazil

Cury Construtora e Incorporadora SA

ROC momentum · CAGR 27.6% · MDD -27.3% · Sharpe 0.98

Stocks · Brazil

Caixa Seguridade Participacoes SA

ROC momentum · CAGR 19.7% · MDD -20.1% · Sharpe 0.97

Stocks · Brazil

Plano & Plano Desenvolvimento Imobiliario Ltda

SMA crossover · CAGR 29.0% · MDD -47.8% · Sharpe 0.91

Stocks · Brazil

WEG SA

SMA crossover · CAGR 22.8% · MDD -46.8% · Sharpe 0.90

Stocks · Brazil

GPS Participacoes e Empreendimentos SA

Bollinger breakout · CAGR 7.3% · MDD -10.4% · Sharpe 0.90

Stocks · Brazil

Simpar SA

ADX / DI trend · CAGR 5.1% · MDD -5.7% · Sharpe 0.90

Stocks · Brazil

Moura Dubeux Engenharia SA

Bollinger breakout · CAGR 20.0% · MDD -24.7% · Sharpe 0.90

Stocks · Brazil

Hidrovias do Brasil SA

ADX / DI trend · CAGR 11.9% · MDD -18.5% · Sharpe 0.89

Stocks · Brazil

Raia Drogasil S.A.

Donchian breakout · CAGR 24.5% · MDD -50.5% · Sharpe 0.85

Stocks · Brazil

EZ TEC Empreendimentos e Participacoes SA

Donchian breakout · CAGR 15.2% · MDD -31.9% · Sharpe 0.85

Stocks · Brazil

JHSF Participacoes S.A.

ADX / DI trend · CAGR 17.5% · MDD -33.2% · Sharpe 0.85

Stocks · Brazil

YDUQS Participacoes SA

Bollinger breakout · CAGR 9.2% · MDD -27.9% · Sharpe 0.81

Stocks · Brazil

Tegma Gestao Logistica S.A.

ROC momentum · CAGR 16.5% · MDD -39.8% · Sharpe 0.80

Stocks · Brazil

Desktop SA

Keltner breakout · CAGR 15.7% · MDD -26.4% · Sharpe 0.78

Stocks · Brazil

Dimed S.A. Distribuidora de Medicamentos

Donchian breakout · CAGR 15.6% · MDD -41.7% · Sharpe 0.78

Stocks · Brazil

Grupo Mateus SA

Keltner breakout · CAGR 9.0% · MDD -12.2% · Sharpe 0.78

Stocks · Brazil

CSN Mineracao SA

Bollinger breakout · CAGR 7.6% · MDD -13.7% · Sharpe 0.77

Stocks · Brazil

Vamos Locacao de Caminhoes, Maquinas e Equipamentos SA

Keltner breakout · CAGR 5.8% · MDD -13.5% · Sharpe 0.77

ETFs · Brazil

Trend ETF Ibovespa Fundo de Indice

ADX / DI trend · CAGR 4.9% · MDD -8.2% · Sharpe 0.76

Stocks · Brazil

Rede D'Or Sao Luiz SA

ADX / DI trend · CAGR 10.4% · MDD -21.1% · Sharpe 0.76

Stocks · Brazil

Localiza Rent A Car SA

Keltner breakout · CAGR 14.7% · MDD -33.4% · Sharpe 0.75

Stocks · Brazil

Construtora Tenda SA

Donchian breakout · CAGR 22.6% · MDD -64.6% · Sharpe 0.73

Stocks · Brazil

Ambev SA

Donchian breakout · CAGR 16.0% · MDD -51.3% · Sharpe 0.71

Stocks · Brazil

Movida Participacoes SA

ADX / DI trend · CAGR 19.3% · MDD -38.7% · Sharpe 0.70

Stocks · Brazil

Eneva S.A.

Keltner breakout · CAGR 10.5% · MDD -32.0% · Sharpe 0.70

Stocks · Brazil

Brava Energia SA

ROC momentum · CAGR 9.8% · MDD -26.2% · Sharpe 0.66

Stocks · Brazil

Grendene S.A.

ADX / DI trend · CAGR 5.6% · MDD -22.5% · Sharpe 0.66

Stocks · Brazil

Log Commercial Properties e Participacoes SA

SMA crossover · CAGR 14.6% · MDD -50.0% · Sharpe 0.66

Stocks · Brazil

Companhia Siderurgica Nacional

ADX / DI trend · CAGR 7.7% · MDD -26.0% · Sharpe 0.65

Stocks · Brazil

Vibra Energia SA

ADX / DI trend · CAGR 6.3% · MDD -11.0% · Sharpe 0.65

Stocks · Brazil

M. Dias Branco SA Industria e Comercio de Alimentos

Supertrend · CAGR 13.1% · MDD -35.4% · Sharpe 0.65

Stocks · Brazil

Porto Seguro S.A.

EMA crossover · CAGR 12.6% · MDD -52.9% · Sharpe 0.65

Stocks · Brazil

Intelbras SA Industria de Telecomunicacao Eletronica Brasileir

Bollinger breakout · CAGR 9.1% · MDD -19.6% · Sharpe 0.65

Stocks · Brazil

C&A Modas SA

ROC momentum · CAGR 17.0% · MDD -41.8% · Sharpe 0.64

Stocks · Brazil

Companhia de Saneamento de Minas Gerais

ROC momentum · CAGR 14.5% · MDD -45.4% · Sharpe 0.64

Stocks · Brazil

Equatorial S.A.

ROC momentum · CAGR 14.8% · MDD -44.6% · Sharpe 0.64

Stocks · Brazil

Mills Locacao Servicos e Logistica S.A.

Keltner breakout · CAGR 9.9% · MDD -35.1% · Sharpe 0.64

Stocks · Brazil

Cogna Educacao S.A.

ROC momentum · CAGR 13.2% · MDD -49.7% · Sharpe 0.64

Stocks · Brazil

Vivara Participacoes SA

Bollinger breakout · CAGR 12.0% · MDD -34.6% · Sharpe 0.63

ETFs · Brazil

XP Log Fundo Investimento Imobiliario FII

ADX / DI trend · CAGR 0.9% · MDD -3.0% · Sharpe 0.63

Stocks · Brazil

Usinas Siderurgicas de Minas Gerais SA-Usiminas

ROC momentum · CAGR 16.0% · MDD -56.1% · Sharpe 0.63

Stocks · Brazil

Anima Holding SA

Donchian breakout · CAGR 15.5% · MDD -37.5% · Sharpe 0.62

Stocks · Brazil

Vale S.A.

SMA crossover · CAGR 13.9% · MDD -57.4% · Sharpe 0.62

Stocks · Brazil

Embraer S.A.

Donchian breakout · CAGR 16.6% · MDD -64.5% · Sharpe 0.62

Stocks · Brazil

IRB Brasil Resseguros SA

SMA crossover · CAGR 14.3% · MDD -39.1% · Sharpe 0.61

Stocks · Brazil

Hapvida Participacoes e Investimentos SA

ADX / DI trend · CAGR 4.3% · MDD -7.9% · Sharpe 0.61

Stocks · Brazil

Cyrela Brazil Realty SA Empreendimentos e Participacoes

Bollinger breakout · CAGR 12.0% · MDD -45.0% · Sharpe 0.61

Stocks · Brazil

Motiva Infraestrutura de Mobilidade SA

SMA crossover · CAGR 12.9% · MDD -60.3% · Sharpe 0.60

Stocks · Brazil

Marcopolo SA

SMA crossover · CAGR 16.6% · MDD -67.2% · Sharpe 0.60

ETFs · Brazil

TRX Real Estate Fundo Investimento Imobiliario

Bollinger breakout · CAGR 2.5% · MDD -6.3% · Sharpe 0.60

Stocks · Brazil

Fleury SA

Keltner breakout · CAGR 3.8% · MDD -10.7% · Sharpe 0.59

Stocks · Brazil

Diagnosticos da America S.A.

Bollinger breakout · CAGR 12.1% · MDD -41.7% · Sharpe 0.59

Stocks · Brazil

Dexco SA

Bollinger breakout · CAGR 6.5% · MDD -20.4% · Sharpe 0.58

Stocks · Brazil

Allos S.A.

Bollinger breakout · CAGR 7.8% · MDD -22.5% · Sharpe 0.58

Stocks · Brazil

Tres Tentos Agroindustrial SA

ADX / DI trend · CAGR 7.9% · MDD -13.5% · Sharpe 0.57

Stocks · Brazil

Minerva S.A.

Keltner breakout · CAGR 9.3% · MDD -41.3% · Sharpe 0.57

Stocks · Brazil

Ultrapar Participacoes S.A.

Keltner breakout · CAGR 6.0% · MDD -20.8% · Sharpe 0.57

Stocks · Brazil

Hypera S.A.

EMA crossover · CAGR 10.8% · MDD -43.3% · Sharpe 0.55

Stocks · Brazil

Bemobi Mobile Tech SA

Keltner breakout · CAGR 3.3% · MDD -10.8% · Sharpe 0.55

Stocks · Brazil

Companhia de Saneamento Basico do Estado de Sao Paulo SABESP

Donchian breakout · CAGR 13.2% · MDD -61.0% · Sharpe 0.55

Stocks · Brazil

Direcional Engenharia S.A.

MACD · CAGR 11.5% · MDD -51.4% · Sharpe 0.55

ETFs · Brazil

Zagros Renda Imobiliaria Fundo de Investimento Imobiliario - Responsabilidade Limitada

ROC momentum · CAGR 0.8% · MDD -1.2% · Sharpe 0.54

Stocks · Brazil

EcoRodovias Infraestrutura e Logistica S.A.

EMA crossover · CAGR 10.7% · MDD -39.7% · Sharpe 0.54

Stocks · Brazil

Smartfit Escola de Ginastica e Danca SA

MACD · CAGR 11.3% · MDD -29.2% · Sharpe 0.53

Stocks · Brazil

Companhia Paranaense de Energia

Supertrend · CAGR 10.2% · MDD -56.9% · Sharpe 0.52

Stocks · Brazil

SLC Agricola S.A.

Keltner breakout · CAGR 8.2% · MDD -37.4% · Sharpe 0.51

Stocks · Brazil

TOTVS S.A.

ADX / DI trend · CAGR 2.9% · MDD -18.4% · Sharpe 0.51

ETFs · Brazil

Patria Renda Urbana Fundo de Investimento Imobiliario Responsabilidade Limitada

SMA crossover · CAGR 4.9% · MDD -18.0% · Sharpe 0.51

Stocks · Brazil

Banco do Brasil S.A.

Donchian breakout · CAGR 10.9% · MDD -51.5% · Sharpe 0.50

Stocks · Brazil

Suzano S.A.

ADX / DI trend · CAGR 5.1% · MDD -23.4% · Sharpe 0.50

Stocks · Brazil

Grupo Ser Educacional SA

Donchian breakout · CAGR 10.4% · MDD -33.9% · Sharpe 0.50

ETFs · Brazil

BTG Pactual Logistica Fundo de Investimento Imobiliario Responsabilidade Limitada

ROC momentum · CAGR 3.6% · MDD -16.0% · Sharpe 0.49

Stocks · Brazil

Rumo SA

Donchian breakout · CAGR 8.9% · MDD -37.3% · Sharpe 0.49

Stocks · Brazil

Lojas Renner S.A.

SMA crossover · CAGR 9.3% · MDD -70.3% · Sharpe 0.48

Stocks · Brazil

Itausa SA

ROC momentum · CAGR 10.6% · MDD -63.5% · Sharpe 0.48

Stocks · Brazil

Banco Bradesco SA

Bollinger breakout · CAGR 3.1% · MDD -12.3% · Sharpe 0.47

Stocks · Brazil

MBRF Global Foods Company S.A.

Bollinger breakout · CAGR 4.1% · MDD -26.0% · Sharpe 0.44

Stocks · Brazil

MRV Engenharia e Participacoes S.A.

ADX / DI trend · CAGR 5.2% · MDD -31.2% · Sharpe 0.43

Stocks · Brazil

Klabin SA

ADX / DI trend · CAGR 10.3% · MDD -42.3% · Sharpe 0.43

Stocks · Brazil

AXIA Energia SA

SMA crossover · CAGR 9.3% · MDD -84.5% · Sharpe 0.43

Stocks · Brazil

Azzas 2154 SA

ADX / DI trend · CAGR 4.9% · MDD -17.2% · Sharpe 0.43

Stocks · Brazil

Sao Martinho S.A.

Bollinger breakout · CAGR 6.9% · MDD -49.5% · Sharpe 0.42

Stocks · Brazil

Petroleo Brasileiro SA

MACD · CAGR 8.1% · MDD -68.9% · Sharpe 0.42

Stocks · Brazil

Itau Unibanco Holding S.A.

EMA crossover · CAGR 7.2% · MDD -58.4% · Sharpe 0.42

Stocks · Brazil

Sendas Distribuidora SA

ADX / DI trend · CAGR 4.5% · MDD -15.0% · Sharpe 0.42

Stocks · Brazil

Fras-Le S.A.

Bollinger breakout · CAGR 8.1% · MDD -51.2% · Sharpe 0.41

Stocks · Brazil

Multiplan Empreendimentos Imobiliarios SA

SMA crossover · CAGR 6.7% · MDD -41.0% · Sharpe 0.41

Stocks · Brazil

Cosan S.A.

Supertrend · CAGR 7.3% · MDD -73.5% · Sharpe 0.41

Stocks · Brazil

Companhia Energetica de Minas Gerais SA

Keltner breakout · CAGR 4.4% · MDD -42.5% · Sharpe 0.41

Stocks · Brazil

B3 SA - Brasil, Bolsa, Balcao

SMA crossover · CAGR 7.1% · MDD -39.5% · Sharpe 0.40

Stocks · Brazil

Vulcabras SA

Donchian breakout · CAGR -9.1% · MDD -100.0% · Sharpe 0.39

Stocks · Brazil

Natura Cosmeticos SA

EMA crossover · CAGR 4.9% · MDD -49.9% · Sharpe 0.38

Stocks · Brazil

ENGIE Brasil Energia S.A.

Donchian breakout · CAGR 7.2% · MDD -49.1% · Sharpe 0.38

Stocks · Brazil

BB Seguridade Participacoes SA

Donchian breakout · CAGR 5.6% · MDD -33.1% · Sharpe 0.38

Stocks · Brazil

Bradsaude SA

Donchian breakout · CAGR 6.5% · MDD -53.4% · Sharpe 0.37

Stocks · Brazil

Telefonica Brasil S.A.

ADX / DI trend · CAGR 2.0% · MDD -17.2% · Sharpe 0.36

Stocks · Brazil

TIM S.A.

Bollinger breakout · CAGR 1.6% · MDD -12.8% · Sharpe 0.36

Stocks · Brazil

Light S.A.

Keltner breakout · CAGR 5.3% · MDD -51.8% · Sharpe 0.36

ETFs · Brazil

XP Malls Fundo Investimento Imobiliario Investor

ADX / DI trend · CAGR 0.8% · MDD -4.3% · Sharpe 0.33

Stocks · Brazil

Companhia de Saneamento do Parana - Sanepar

SMA crossover · CAGR 5.8% · MDD -63.9% · Sharpe 0.31

Stocks · Brazil

Banco Santander (Brasil) S.A.

Donchian breakout · CAGR 5.0% · MDD -65.5% · Sharpe 0.31

Stocks · Brazil

Petroreconcavo SA

SMA crossover · CAGR 4.3% · MDD -42.2% · Sharpe 0.29

ETFs · Brazil

Patria Log - Fundo de Investimento Imobiliario - Responsabilidade Limitada Cotas

ADX / DI trend · CAGR 1.7% · MDD -38.3% · Sharpe 0.26

ETFs · Brazil

Maxi Renda Fundo de Investimento Imobiliario Cotas

Keltner breakout · CAGR 0.8% · MDD -9.8% · Sharpe 0.24

Stocks · Brazil

CPFL Energia S.A.

SMA crossover · CAGR 2.6% · MDD -50.7% · Sharpe 0.22

Stocks · Brazil

Mahle-Metal Leve S.A.

Donchian breakout · CAGR 8.7% · MDD -44.1% · Sharpe 0.22

Stocks · Brazil

Transmissora Alianca De Energia Eletrica S.A.

Parabolic SAR · CAGR 1.4% · MDD -29.5% · Sharpe 0.17

ETFs · Brazil

Kinea Rendimentos Imobiliarios Fundo de Investimento Imobiliario - FII Cotas

Supertrend · CAGR -0.0% · MDD -19.8% · Sharpe 0.04

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