SleepWell Trade · Asset reports · Denmark
51 Denmark backtest reports
Backtest reports for Denmark listings, recomputed monthly across the same ten trend-following strategies.
SJF Bank A/S
Donchian breakout · CAGR 18.8% · MDD -28.8% · Sharpe 1.08
Stocks · DenmarkPandora A/S
ADX / DI trend · CAGR 17.8% · MDD -29.0% · Sharpe 0.92
Stocks · DenmarkSkjern Bank A/S
Keltner breakout · CAGR 13.7% · MDD -30.7% · Sharpe 0.84
Stocks · DenmarkGenmab A/S
EMA crossover · CAGR 21.5% · MDD -44.4% · Sharpe 0.84
Stocks · DenmarkDSV A/S
Supertrend · CAGR 15.8% · MDD -35.8% · Sharpe 0.82
Stocks · DenmarkRingkjobing Landbobank A/S
ADX / DI trend · CAGR 5.3% · MDD -12.4% · Sharpe 0.81
Stocks · DenmarkUIE PLC
Donchian breakout · CAGR 14.6% · MDD -25.4% · Sharpe 0.77
Stocks · DenmarkRoyal Unibrew A/S
SMA crossover · CAGR 15.3% · MDD -46.3% · Sharpe 0.74
Stocks · DenmarkPer Aarsleff Holding A/S Class B
Supertrend · CAGR 14.0% · MDD -35.5% · Sharpe 0.74
Stocks · DenmarkcBrain A/S
SMA crossover · CAGR 24.8% · MDD -55.7% · Sharpe 0.74
Stocks · DenmarkDjurslands Bank A/S
Donchian breakout · CAGR 10.9% · MDD -26.5% · Sharpe 0.72
Stocks · DenmarkChemoMetec A/S
EMA crossover · CAGR 23.0% · MDD -79.2% · Sharpe 0.69
Stocks · DenmarkNKT A/S
Donchian breakout · CAGR 16.2% · MDD -54.1% · Sharpe 0.69
Stocks · DenmarkMT Hojgaard Holding A/S Class B
Donchian breakout · CAGR 14.4% · MDD -48.1% · Sharpe 0.69
Stocks · DenmarkSP Group A/S
SMA crossover · CAGR 16.4% · MDD -42.1% · Sharpe 0.68
Stocks · DenmarkROCKWOOL A/S Class A
SMA crossover · CAGR 14.0% · MDD -55.3% · Sharpe 0.67
Stocks · DenmarkBrdr A & O Johansen A/S Class B
SMA crossover · CAGR 14.8% · MDD -45.1% · Sharpe 0.66
Stocks · DenmarkAL Sydbank A/S
Bollinger breakout · CAGR 8.2% · MDD -30.9% · Sharpe 0.65
Stocks · DenmarkAlm. Brand A/S
EMA crossover · CAGR 10.7% · MDD -53.7% · Sharpe 0.65
Stocks · DenmarkDFDS A/S
Supertrend · CAGR 13.1% · MDD -41.4% · Sharpe 0.64
Stocks · DenmarkVestas Wind Systems A/S
Donchian breakout · CAGR 14.6% · MDD -56.7% · Sharpe 0.64
Stocks · DenmarkGN Store Nord A/S
EMA crossover · CAGR 12.5% · MDD -58.9% · Sharpe 0.63
Stocks · DenmarkZealand Pharma A/S
Donchian breakout · CAGR 16.1% · MDD -55.3% · Sharpe 0.62
Stocks · DenmarkSolar A/S Class B
ADX / DI trend · CAGR 3.7% · MDD -13.1% · Sharpe 0.59
Stocks · DenmarkJyske Bank A/S
Bollinger breakout · CAGR 3.7% · MDD -25.3% · Sharpe 0.59
Stocks · DenmarkOrsted
EMA crossover · CAGR 9.4% · MDD -52.6% · Sharpe 0.59
Stocks · DenmarkNTG Nordic Transport Group A/S
Donchian breakout · CAGR 11.6% · MDD -56.2% · Sharpe 0.59
ETFs · DenmarkXACT OMXC25 ESG (UCITS ETF)
SMA crossover · CAGR 7.1% · MDD -27.9% · Sharpe 0.58
Stocks · DenmarkForoya Banki
ADX / DI trend · CAGR 5.5% · MDD -21.2% · Sharpe 0.57
Stocks · DenmarkNetcompany Group A/S
SMA crossover · CAGR 12.4% · MDD -39.1% · Sharpe 0.56
Stocks · DenmarkBavarian Nordic A/S
Keltner breakout · CAGR 9.6% · MDD -39.7% · Sharpe 0.55
Stocks · DenmarkALK-abello A/S Class B
EMA crossover · CAGR 11.9% · MDD -62.7% · Sharpe 0.55
Stocks · DenmarkNovo Nordisk A/S Class B
ROC momentum · CAGR 0.2% · MDD -93.2% · Sharpe 0.54
Stocks · DenmarkTrifork Group AG
Bollinger breakout · CAGR 8.4% · MDD -24.7% · Sharpe 0.54
Stocks · DenmarkISS A/S
SMA crossover · CAGR 7.9% · MDD -30.8% · Sharpe 0.53
Stocks · DenmarkDanske Bank A/S
Donchian breakout · CAGR 7.4% · MDD -30.1% · Sharpe 0.51
Stocks · DenmarkSchouw & Co
Keltner breakout · CAGR 5.1% · MDD -24.5% · Sharpe 0.49
Stocks · DenmarkDemant A/S
EMA crossover · CAGR 7.9% · MDD -60.0% · Sharpe 0.49
Stocks · DenmarkAmbu A/S Class B
ADX / DI trend · CAGR 2.2% · MDD -6.4% · Sharpe 0.47
Stocks · DenmarkFLSmidth & Co. A/S
Keltner breakout · CAGR 7.5% · MDD -63.6% · Sharpe 0.47
Stocks · DenmarkColoplast A/S Class B
EMA crossover · CAGR 9.9% · MDD -80.6% · Sharpe 0.45
Stocks · DenmarkTryg A/S
SMA crossover · CAGR 5.5% · MDD -32.4% · Sharpe 0.43
Stocks · DenmarkJeudan A/S
ADX / DI trend · CAGR 1.6% · MDD -12.6% · Sharpe 0.42
Stocks · DenmarkDampskibsselskabet NORDEN A/S
ADX / DI trend · CAGR 4.9% · MDD -39.7% · Sharpe 0.41
Stocks · DenmarkA.P. Moller - Maersk A/S Class A
SMA crossover · CAGR 7.0% · MDD -61.5% · Sharpe 0.41
Stocks · DenmarkTORM PLC Class A
EMA crossover · CAGR 6.4% · MDD -51.0% · Sharpe 0.40
Stocks · DenmarkH+H International A/S
ADX / DI trend · CAGR 5.0% · MDD -35.4% · Sharpe 0.36
Stocks · DenmarkEmbla Medical hf
SMA crossover · CAGR 5.5% · MDD -59.0% · Sharpe 0.35
Stocks · DenmarkNovonesis A/S Class B
EMA crossover · CAGR 4.9% · MDD -55.5% · Sharpe 0.34
Stocks · DenmarkScandinavian Tobacco Group A/S
ROC momentum · CAGR 1.0% · MDD -7.3% · Sharpe 0.30
Stocks · DenmarkMatas A/S
Donchian breakout · CAGR 2.4% · MDD -55.9% · Sharpe 0.22