SleepWell Trade · Asset reports · United Kingdom

387 United Kingdom backtest reports (1/2)

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

Snapshot 2026-07

ETFs · United Kingdom

JPMorgan UK Small Cap Growth & Income plc GBP

Keltner breakout · CAGR 16.8% · MDD -19.2% · Sharpe 1.69

ETFs · United Kingdom

Gresham House Energy Storage Fund Plc GBP

Bollinger breakout · CAGR 18.6% · MDD -12.9% · Sharpe 1.40

Stocks · United Kingdom

Cerillion Plc

Parabolic SAR · CAGR 37.8% · MDD -31.3% · Sharpe 1.38

ETFs · United Kingdom

Fidelity Emerging Markets Limited Red Pref Shs GBP

Keltner breakout · CAGR 11.9% · MDD -34.3% · Sharpe 1.29

Stocks · United Kingdom

Derwent London plc

Keltner breakout · CAGR 7.0% · MDD -14.0% · Sharpe 1.28

ETFs · United Kingdom

Aberdeen UK Smaller Companies Growth Trust plc GBP

Bollinger breakout · CAGR 8.8% · MDD -19.3% · Sharpe 1.27

Stocks · United Kingdom

Serco Group plc

ADX / DI trend · CAGR 6.7% · MDD -9.5% · Sharpe 1.26

ETFs · United Kingdom

Baillie Gifford US Growth Trust Plc

Supertrend · CAGR 22.3% · MDD -32.3% · Sharpe 1.24

Stocks · United Kingdom

MITIE Group PLC

Keltner breakout · CAGR 8.1% · MDD -12.4% · Sharpe 1.23

Stocks · United Kingdom

Zegona Communications Plc

Supertrend · CAGR 28.7% · MDD -26.0% · Sharpe 1.21

ETFs · United Kingdom

Aberforth Smaller Companies Trust PLC

Keltner breakout · CAGR 6.2% · MDD -14.0% · Sharpe 1.20

Stocks · United Kingdom

Craneware plc

Bollinger breakout · CAGR 17.0% · MDD -18.9% · Sharpe 1.18

ETFs · United Kingdom

JPMorgan Emerging Markets Growth & Income PLC GBP

Keltner breakout · CAGR 7.7% · MDD -22.0% · Sharpe 1.15

Stocks · United Kingdom

Georgia Capital Plc

Supertrend · CAGR 27.5% · MDD -34.5% · Sharpe 1.14

ETFs · United Kingdom

iShares S&P 500 Information Technology Sector UCITS ETF

Donchian breakout · CAGR 21.8% · MDD -31.9% · Sharpe 1.14

Stocks · United Kingdom

Rathbones Group PLC

Keltner breakout · CAGR 8.0% · MDD -15.0% · Sharpe 1.13

Stocks · United Kingdom

Rotork plc

Keltner breakout · CAGR 6.2% · MDD -12.1% · Sharpe 1.11

ETFs · United Kingdom

Blackrock Smaller Companies Trust PLC

Supertrend · CAGR 16.5% · MDD -34.9% · Sharpe 1.10

Stocks · United Kingdom

Games Workshop Group PLC

Supertrend · CAGR 26.2% · MDD -38.2% · Sharpe 1.10

ETFs · United Kingdom

JPMorgan China Growth & Income PLC

Keltner breakout · CAGR 7.1% · MDD -12.1% · Sharpe 1.05

ETFs · United Kingdom

VinaCapital Vietnam Opportunity Fund Limited AccumUSD

Bollinger breakout · CAGR 11.5% · MDD -17.7% · Sharpe 1.03

Stocks · United Kingdom

Unilever PLC

ROC momentum · CAGR 0.4% · MDD -98.5% · Sharpe 1.03

Stocks · United Kingdom

Plus500 Ltd.

Donchian breakout · CAGR 37.0% · MDD -52.7% · Sharpe 1.02

Stocks · United Kingdom

Bellway p.l.c.

Keltner breakout · CAGR 4.4% · MDD -14.0% · Sharpe 1.02

Stocks · United Kingdom

ZIGUP PLC

Keltner breakout · CAGR 7.9% · MDD -14.8% · Sharpe 1.01

Stocks · United Kingdom

CMC Markets Plc

EMA crossover · CAGR 36.0% · MDD -33.2% · Sharpe 1.01

ETFs · United Kingdom

Baillie Gifford Japan Trust PLC

Keltner breakout · CAGR 12.6% · MDD -31.5% · Sharpe 1.00

ETFs · United Kingdom

Baillie Gifford Shin Nippon PLC

Bollinger breakout · CAGR 11.2% · MDD -31.6% · Sharpe 1.00

Stocks · United Kingdom

Watches of Switzerland Group PLC

Donchian breakout · CAGR 28.7% · MDD -37.9% · Sharpe 1.00

Stocks · United Kingdom

J D Wetherspoon plc

Keltner breakout · CAGR 5.8% · MDD -11.8% · Sharpe 0.99

ETFs · United Kingdom

Herald Investment Trust PLC

Supertrend · CAGR 15.2% · MDD -40.5% · Sharpe 0.99

Stocks · United Kingdom

Capita plc

Keltner breakout · CAGR 9.7% · MDD -21.9% · Sharpe 0.97

ETFs · United Kingdom

Allianz Technology Trust PLC

Supertrend · CAGR 17.3% · MDD -43.6% · Sharpe 0.96

Stocks · United Kingdom

Jet2 PLC

Supertrend · CAGR 25.9% · MDD -54.4% · Sharpe 0.96

Stocks · United Kingdom

Grainger plc

Keltner breakout · CAGR 9.1% · MDD -22.7% · Sharpe 0.95

ETFs · United Kingdom

Oakley Capital Investments Ltd Registered

Parabolic SAR · CAGR 10.7% · MDD -36.2% · Sharpe 0.94

Stocks · United Kingdom

Antofagasta plc

Keltner breakout · CAGR 8.4% · MDD -18.8% · Sharpe 0.93

Stocks · United Kingdom

Volex plc

Keltner breakout · CAGR 16.6% · MDD -33.4% · Sharpe 0.93

Stocks · United Kingdom

ASOS Plc

EMA crossover · CAGR 29.6% · MDD -54.1% · Sharpe 0.92

Stocks · United Kingdom

Airtel Africa Plc

Donchian breakout · CAGR 30.2% · MDD -43.7% · Sharpe 0.92

Stocks · United Kingdom

Trustpilot Group Plc

ADX / DI trend · CAGR 15.2% · MDD -26.8% · Sharpe 0.91

Stocks · United Kingdom

Cranswick plc

Keltner breakout · CAGR 7.2% · MDD -30.3% · Sharpe 0.91

ETFs · United Kingdom

Neuberger Private Equity Partners Limited USD Class A

Keltner breakout · CAGR 4.3% · MDD -6.3% · Sharpe 0.90

Stocks · United Kingdom

Sage Group plc

ADX / DI trend · CAGR 11.6% · MDD -25.9% · Sharpe 0.90

ETFs · United Kingdom

Pershing Square Holdings, Ltd. Public Class USD Accum.Shs

Donchian breakout · CAGR 16.6% · MDD -19.8% · Sharpe 0.89

ETFs · United Kingdom

Biotech Growth Trust PLC

Supertrend · CAGR 15.8% · MDD -37.2% · Sharpe 0.89

Stocks · United Kingdom

Fevertree Drinks PLC

Donchian breakout · CAGR 22.7% · MDD -33.2% · Sharpe 0.88

ETFs · United Kingdom

India Capital Growth Fund Limited

Bollinger breakout · CAGR 9.5% · MDD -15.2% · Sharpe 0.88

Stocks · United Kingdom

Next plc

EMA crossover · CAGR 18.0% · MDD -37.9% · Sharpe 0.88

Stocks · United Kingdom

JD Sports Fashion Plc

Supertrend · CAGR 22.1% · MDD -44.4% · Sharpe 0.88

ETFs · United Kingdom

Scottish Oriental Smaller Companies Trust PLC

Keltner breakout · CAGR 6.5% · MDD -23.8% · Sharpe 0.88

ETFs · United Kingdom

Fidelity Special Values PLC GBP

Keltner breakout · CAGR 7.2% · MDD -19.1% · Sharpe 0.87

Stocks · United Kingdom

Amaroq Ltd.

MACD · CAGR 21.2% · MDD -43.6% · Sharpe 0.87

ETFs · United Kingdom

Templeton Emerging Markets Investment Trust PLC

Keltner breakout · CAGR 4.7% · MDD -17.7% · Sharpe 0.86

Stocks · United Kingdom

Greggs plc

Keltner breakout · CAGR 7.8% · MDD -28.3% · Sharpe 0.85

ETFs · United Kingdom

Ruffer Investment Co. Ltd.

Bollinger breakout · CAGR 1.4% · MDD -2.8% · Sharpe 0.85

ETFs · United Kingdom

Ashoka India Equity Investment Trust Plc

EMA crossover · CAGR 12.1% · MDD -22.0% · Sharpe 0.83

Stocks · United Kingdom

Gamma Communications PLC

EMA crossover · CAGR 18.2% · MDD -33.6% · Sharpe 0.83

Stocks · United Kingdom

Bridgepoint Group Plc

ADX / DI trend · CAGR 2.9% · MDD -2.9% · Sharpe 0.81

Stocks · United Kingdom

M&G Plc

ADX / DI trend · CAGR 2.3% · MDD -3.0% · Sharpe 0.80

Stocks · United Kingdom

Renishaw plc

Keltner breakout · CAGR 6.4% · MDD -14.9% · Sharpe 0.80

Stocks · United Kingdom

GlobalData Plc

Bollinger breakout · CAGR 26.9% · MDD -52.8% · Sharpe 0.78

Stocks · United Kingdom

Spirax Group plc.

Supertrend · CAGR 12.5% · MDD -32.5% · Sharpe 0.78

Stocks · United Kingdom

Funding Circle Holdings Plc

Donchian breakout · CAGR 17.2% · MDD -32.1% · Sharpe 0.78

Stocks · United Kingdom

Berkeley Group Holdings plc

Keltner breakout · CAGR 6.3% · MDD -34.7% · Sharpe 0.78

ETFs · United Kingdom

Schroder Asian Total Return Investment Company plc

Supertrend · CAGR 11.6% · MDD -37.1% · Sharpe 0.78

Stocks · United Kingdom

James Halstead plc

ADX / DI trend · CAGR 4.5% · MDD -15.4% · Sharpe 0.78

ETFs · United Kingdom

Schroder AsiaPacific Fund Plc

SMA crossover · CAGR 10.8% · MDD -31.2% · Sharpe 0.78

ETFs · United Kingdom

iShares Core MSCI Europe UCITS ETF EUR (Acc)

SMA crossover · CAGR 66.7% · MDD -99.5% · Sharpe 0.77

Stocks · United Kingdom

Hunting PLC

Keltner breakout · CAGR 4.7% · MDD -12.8% · Sharpe 0.77

ETFs · United Kingdom

Fidelity European Trust PLC GBP

Bollinger breakout · CAGR 3.7% · MDD -16.5% · Sharpe 0.77

Stocks · United Kingdom

Cohort plc

Bollinger breakout · CAGR 8.3% · MDD -25.3% · Sharpe 0.77

Stocks · United Kingdom

Ocado Group PLC

ADX / DI trend · CAGR 21.0% · MDD -41.6% · Sharpe 0.76

ETFs · United Kingdom

Polar Capital Technology Trust PLC

Donchian breakout · CAGR 13.5% · MDD -58.0% · Sharpe 0.76

Stocks · United Kingdom

ICG plc

ADX / DI trend · CAGR 6.9% · MDD -25.3% · Sharpe 0.76

Stocks · United Kingdom

Polar Capital Holdings Plc

Supertrend · CAGR 16.7% · MDD -51.6% · Sharpe 0.76

Stocks · United Kingdom

Workspace Group PLC

Donchian breakout · CAGR 13.4% · MDD -36.9% · Sharpe 0.76

Stocks · United Kingdom

CVS Group plc

Donchian breakout · CAGR 19.3% · MDD -58.3% · Sharpe 0.75

Stocks · United Kingdom

PZ Cussons Plc

Keltner breakout · CAGR 5.1% · MDD -10.2% · Sharpe 0.75

ETFs · United Kingdom

Cordiant Digital Infrastructure Limited

SMA crossover · CAGR 8.5% · MDD -14.0% · Sharpe 0.75

ETFs · United Kingdom

European Smaller Companies Trust PLC

Bollinger breakout · CAGR 4.8% · MDD -21.6% · Sharpe 0.75

Stocks · United Kingdom

Everplay Group Plc

Parabolic SAR · CAGR 20.6% · MDD -43.5% · Sharpe 0.74

Stocks · United Kingdom

Travis Perkins plc

Keltner breakout · CAGR 5.4% · MDD -13.4% · Sharpe 0.74

ETFs · United Kingdom

Fidelity China Special Situations PLC

Donchian breakout · CAGR 7.6% · MDD -19.1% · Sharpe 0.73

Stocks · United Kingdom

Softcat Plc

Donchian breakout · CAGR 15.7% · MDD -34.2% · Sharpe 0.73

Stocks · United Kingdom

Galliford Try Holdings PLC

Supertrend · CAGR 18.1% · MDD -58.7% · Sharpe 0.73

Stocks · United Kingdom

Tatton Asset Management Plc

Bollinger breakout · CAGR 8.6% · MDD -12.9% · Sharpe 0.72

Stocks · United Kingdom

Ceres Power Holdings plc

Bollinger breakout · CAGR 22.9% · MDD -65.2% · Sharpe 0.72

Stocks · United Kingdom

Conduit Holdings Ltd.

SMA crossover · CAGR 10.6% · MDD -18.8% · Sharpe 0.72

Stocks · United Kingdom

TBC Bank Group Plc

Donchian breakout · CAGR 20.6% · MDD -61.5% · Sharpe 0.72

Stocks · United Kingdom

Avon Technologies PLC

Bollinger breakout · CAGR 10.3% · MDD -35.7% · Sharpe 0.72

Stocks · United Kingdom

Paragon Banking Group PLC

Bollinger breakout · CAGR 11.0% · MDD -25.9% · Sharpe 0.71

Stocks · United Kingdom

4imprint Group plc

Keltner breakout · CAGR 9.0% · MDD -38.4% · Sharpe 0.71

Stocks · United Kingdom

Renew Holdings plc

Supertrend · CAGR 17.8% · MDD -71.8% · Sharpe 0.71

Stocks · United Kingdom

Harbour Energy Plc

Bollinger breakout · CAGR 12.2% · MDD -14.2% · Sharpe 0.70

Stocks · United Kingdom

Burford Capital Limited

Donchian breakout · CAGR 12.8% · MDD -51.3% · Sharpe 0.70

Stocks · United Kingdom

Domino's Pizza Group plc

Bollinger breakout · CAGR 5.7% · MDD -14.0% · Sharpe 0.70

Stocks · United Kingdom

Fresnillo PLC

Keltner breakout · CAGR 15.0% · MDD -44.0% · Sharpe 0.70

Stocks · United Kingdom

XP Power Ltd.

EMA crossover · CAGR 15.2% · MDD -53.3% · Sharpe 0.70

Stocks · United Kingdom

Nichols plc

Keltner breakout · CAGR 3.8% · MDD -13.5% · Sharpe 0.70

Stocks · United Kingdom

ICG Enterprise Trust PLC GBP

Keltner breakout · CAGR 6.6% · MDD -57.0% · Sharpe 0.69

Stocks · United Kingdom

AJ Bell Plc

ADX / DI trend · CAGR 7.9% · MDD -19.5% · Sharpe 0.69

ETFs · United Kingdom

Global Smaller Companies Trust PLC

SMA crossover · CAGR 9.4% · MDD -41.2% · Sharpe 0.69

Stocks · United Kingdom

Molten Ventures PLC

Donchian breakout · CAGR 13.6% · MDD -27.9% · Sharpe 0.69

ETFs · United Kingdom

HGCapital Trust PLC

EMA crossover · CAGR 9.0% · MDD -34.0% · Sharpe 0.69

Stocks · United Kingdom

Bodycote plc

Keltner breakout · CAGR 6.3% · MDD -30.3% · Sharpe 0.69

Stocks · United Kingdom

A.G. BARR p.l.c.

Keltner breakout · CAGR 4.6% · MDD -21.3% · Sharpe 0.68

Stocks · United Kingdom

Telecom Plus PLC

Donchian breakout · CAGR 13.7% · MDD -30.4% · Sharpe 0.68

Stocks · United Kingdom

ME Group International plc

Bollinger breakout · CAGR 14.0% · MDD -57.4% · Sharpe 0.68

ETFs · United Kingdom

Invesco Global Equity Income Trust plc Global Equity IncomeGBP

ROC momentum · CAGR 7.8% · MDD -30.2% · Sharpe 0.68

Stocks · United Kingdom

Metro Bank Holdings Plc

Keltner breakout · CAGR 11.7% · MDD -25.8% · Sharpe 0.68

ETFs · United Kingdom

Royal Mint Responsibly Sourced Physical Gold ETC

SMA crossover · CAGR 13.1% · MDD -27.3% · Sharpe 0.68

ETFs · United Kingdom

Pacific Horizon Investment Trust PLC

Keltner breakout · CAGR 8.6% · MDD -45.8% · Sharpe 0.68

Stocks · United Kingdom

Halma plc

Keltner breakout · CAGR 4.1% · MDD -15.6% · Sharpe 0.68

ETFs · United Kingdom

BH Macro Ltd GBP

Donchian breakout · CAGR 6.9% · MDD -25.8% · Sharpe 0.68

Stocks · United Kingdom

IP Group plc

Bollinger breakout · CAGR 7.0% · MDD -17.9% · Sharpe 0.67

Stocks · United Kingdom

IntegraFin Holdings PLC

MACD · CAGR 13.2% · MDD -29.6% · Sharpe 0.67

Stocks · United Kingdom

Serica Energy PLC

Bollinger breakout · CAGR 11.5% · MDD -30.0% · Sharpe 0.66

Stocks · United Kingdom

Glencore plc

ROC momentum · CAGR 11.1% · MDD -28.4% · Sharpe 0.66

Stocks · United Kingdom

Seplat Energy PLC

EMA crossover · CAGR 16.2% · MDD -47.6% · Sharpe 0.66

Stocks · United Kingdom

Melrose Industries PLC

ADX / DI trend · CAGR 5.1% · MDD -12.8% · Sharpe 0.66

Stocks · United Kingdom

Helios Towers Plc

SMA crossover · CAGR 13.4% · MDD -27.5% · Sharpe 0.66

Stocks · United Kingdom

Keller Group plc

SMA crossover · CAGR 14.1% · MDD -50.7% · Sharpe 0.66

Stocks · United Kingdom

Wizz Air Holdings Plc

Bollinger breakout · CAGR 3.8% · MDD -6.8% · Sharpe 0.65

Stocks · United Kingdom

Morgan Sindall Group plc

Donchian breakout · CAGR 11.2% · MDD -47.2% · Sharpe 0.65

Stocks · United Kingdom

Volution Group plc

Keltner breakout · CAGR 8.2% · MDD -24.2% · Sharpe 0.65

Stocks · United Kingdom

Bytes Technology Group Plc

ADX / DI trend · CAGR 4.3% · MDD -9.2% · Sharpe 0.64

ETFs · United Kingdom

Chrysalis Investments Limited

Parabolic SAR · CAGR 14.8% · MDD -46.0% · Sharpe 0.64

Stocks · United Kingdom

Coca-Cola HBC AG

ROC momentum · CAGR 11.1% · MDD -25.2% · Sharpe 0.64

Stocks · United Kingdom

Genus plc

EMA crossover · CAGR 13.7% · MDD -37.1% · Sharpe 0.64

Stocks · United Kingdom

LondonMetric Property Plc

Keltner breakout · CAGR 1.9% · MDD -6.0% · Sharpe 0.64

Stocks · United Kingdom

Pan African Resources PLC

SMA crossover · CAGR 22.5% · MDD -52.0% · Sharpe 0.63

Stocks · United Kingdom

ITM Power PLC

Donchian breakout · CAGR 21.3% · MDD -67.3% · Sharpe 0.63

Stocks · United Kingdom

Clarkson PLC

Supertrend · CAGR 13.8% · MDD -52.6% · Sharpe 0.63

Stocks · United Kingdom

Johnson Service Group PLC

ADX / DI trend · CAGR 9.9% · MDD -32.2% · Sharpe 0.63

Stocks · United Kingdom

Lancashire Holdings Limited

ADX / DI trend · CAGR 2.7% · MDD -4.8% · Sharpe 0.63

Stocks · United Kingdom

BAE Systems plc

SMA crossover · CAGR 7.4% · MDD -94.3% · Sharpe 0.63

Stocks · United Kingdom

Rightmove plc

Bollinger breakout · CAGR 8.9% · MDD -32.0% · Sharpe 0.63

ETFs · United Kingdom

iShares S&P 500 Energy Sector UCITS ETF

Donchian breakout · CAGR 10.3% · MDD -29.8% · Sharpe 0.63

Stocks · United Kingdom

GB Group PLC

ADX / DI trend · CAGR 18.0% · MDD -63.8% · Sharpe 0.63

ETFs · United Kingdom

Worldwide Healthcare Trust PLC GBP

Keltner breakout · CAGR 5.0% · MDD -18.3% · Sharpe 0.62

ETFs · United Kingdom

Polar Capital Global Healthcare Trust plc

ROC momentum · CAGR 9.3% · MDD -22.9% · Sharpe 0.62

Stocks · United Kingdom

Oxford Instruments plc

Supertrend · CAGR 12.5% · MDD -52.9% · Sharpe 0.62

Stocks · United Kingdom

IQE plc

Bollinger breakout · CAGR 18.2% · MDD -60.8% · Sharpe 0.61

Stocks · United Kingdom

UNITE Group plc

Donchian breakout · CAGR 11.3% · MDD -50.3% · Sharpe 0.61

ETFs · United Kingdom

Blackrock World Mining Trust PLC

SMA crossover · CAGR 10.9% · MDD -42.0% · Sharpe 0.61

ETFs · United Kingdom

Capital Gearing Trust PLC GBP

SMA crossover · CAGR 10.8% · MDD -58.1% · Sharpe 0.61

Stocks · United Kingdom

Safestore Holdings plc

SMA crossover · CAGR 12.4% · MDD -42.2% · Sharpe 0.61

Stocks · United Kingdom

Diploma PLC

EMA crossover · CAGR 11.5% · MDD -51.3% · Sharpe 0.60

Stocks · United Kingdom

Currys PLC

EMA crossover · CAGR 12.2% · MDD -48.4% · Sharpe 0.60

Stocks · United Kingdom

Atalaya Mining Copper SA

Supertrend · CAGR 17.6% · MDD -59.9% · Sharpe 0.60

Stocks · United Kingdom

Beazley Plc

ROC momentum · CAGR 12.9% · MDD -37.7% · Sharpe 0.60

Stocks · United Kingdom

Pinewood Technologies Group PLC

ADX / DI trend · CAGR 15.6% · MDD -81.9% · Sharpe 0.60

Stocks · United Kingdom

Entain PLC

Donchian breakout · CAGR 14.9% · MDD -44.4% · Sharpe 0.59

Stocks · United Kingdom

International Workplace Group PLC

Donchian breakout · CAGR 19.0% · MDD -64.0% · Sharpe 0.59

ETFs · United Kingdom

iShares FTSE 250 UCITS ETF

ROC momentum · CAGR 8.6% · MDD -32.2% · Sharpe 0.59

Stocks · United Kingdom

AEP Plantations Plc

SMA crossover · CAGR 12.3% · MDD -62.0% · Sharpe 0.59

Stocks · United Kingdom

Saga plc

EMA crossover · CAGR 10.5% · MDD -43.0% · Sharpe 0.59

Stocks · United Kingdom

Yellow Cake Plc

Bollinger breakout · CAGR 1.9% · MDD -4.8% · Sharpe 0.59

Stocks · United Kingdom

Empire Metals Limited

EMA crossover · CAGR 19.4% · MDD -68.4% · Sharpe 0.58

Stocks · United Kingdom

Kainos Group PLC

ADX / DI trend · CAGR 10.4% · MDD -23.7% · Sharpe 0.58

ETFs · United Kingdom

Scottish Mortgage Investment Trust Plc

ROC momentum · CAGR 10.7% · MDD -63.0% · Sharpe 0.58

Stocks · United Kingdom

Hochschild Mining plc

SMA crossover · CAGR 16.1% · MDD -62.4% · Sharpe 0.58

Stocks · United Kingdom

Howden Joinery Group PLC

ADX / DI trend · CAGR 8.4% · MDD -31.8% · Sharpe 0.58

Stocks · United Kingdom

Kier Group plc

ROC momentum · CAGR 9.5% · MDD -47.7% · Sharpe 0.58

Stocks · United Kingdom

Pets At Home Group Plc

ADX / DI trend · CAGR 3.3% · MDD -16.6% · Sharpe 0.58

ETFs · United Kingdom

Invesco Asia Dragon Trust PLC GBP

Supertrend · CAGR 8.3% · MDD -37.6% · Sharpe 0.58

Stocks · United Kingdom

Bloomsbury Publishing Plc

ADX / DI trend · CAGR 6.1% · MDD -20.2% · Sharpe 0.58

Stocks · United Kingdom

Big Yellow Group PLC

SMA crossover · CAGR 10.3% · MDD -52.7% · Sharpe 0.58

Stocks · United Kingdom

Energean Plc

Supertrend · CAGR 14.0% · MDD -45.5% · Sharpe 0.57

Stocks · United Kingdom

HSBC Holdings Plc

SMA crossover · CAGR 9.7% · MDD -52.0% · Sharpe 0.57

Stocks · United Kingdom

EnQuest PLC

Bollinger breakout · CAGR 9.2% · MDD -36.3% · Sharpe 0.56

ETFs · United Kingdom

Rit Capital Partners PLC

ROC momentum · CAGR 9.4% · MDD -40.3% · Sharpe 0.56

Stocks · United Kingdom

NCC Group plc

Bollinger breakout · CAGR 2.6% · MDD -8.0% · Sharpe 0.56

Stocks · United Kingdom

Oxford BioMedica plc

Bollinger breakout · CAGR 18.0% · MDD -84.8% · Sharpe 0.56

Stocks · United Kingdom

Chemring Group PLC

Supertrend · CAGR 10.9% · MDD -78.7% · Sharpe 0.56

Stocks · United Kingdom

Premier Foods plc

ADX / DI trend · CAGR 10.9% · MDD -48.9% · Sharpe 0.56

Stocks · United Kingdom

Rockhopper Exploration plc

Donchian breakout · CAGR 16.5% · MDD -73.4% · Sharpe 0.56

Stocks · United Kingdom

Coats Group plc

Supertrend · CAGR -24.8% · MDD -100.0% · Sharpe 0.55

ETFs · United Kingdom

Personal Assets Trust PLC GBP

Keltner breakout · CAGR 4.6% · MDD -28.7% · Sharpe 0.55

Stocks · United Kingdom

IG Group Holdings plc

SMA crossover · CAGR 10.6% · MDD -40.9% · Sharpe 0.55

ETFs · United Kingdom

SDCL Efficiency Income Trust PLC

Bollinger breakout · CAGR 1.5% · MDD -4.5% · Sharpe 0.55

Stocks · United Kingdom

Avingtrans plc

ROC momentum · CAGR 9.9% · MDD -62.9% · Sharpe 0.55

Stocks · United Kingdom

Goodwin PLC

SMA crossover · CAGR 13.3% · MDD -59.8% · Sharpe 0.55

Stocks · United Kingdom

London Stock Exchange Group plc

SMA crossover · CAGR 11.1% · MDD -42.7% · Sharpe 0.54

ETFs · United Kingdom

AVI Global Trust PLC GBP

Keltner breakout · CAGR 5.9% · MDD -34.9% · Sharpe 0.54

Stocks · United Kingdom

Investec plc

EMA crossover · CAGR 9.9% · MDD -38.6% · Sharpe 0.54

Stocks · United Kingdom

Rolls-Royce Holdings plc

Donchian breakout · CAGR 10.5% · MDD -64.3% · Sharpe 0.54

Stocks · United Kingdom

Cairn Homes PLC

SMA crossover · CAGR 9.7% · MDD -33.6% · Sharpe 0.54

ETFs · United Kingdom

BlackRock American Income Trust plc GBP

ROC momentum · CAGR 8.1% · MDD -22.6% · Sharpe 0.53

Stocks · United Kingdom

Gulf Keystone Petroleum Limited

ADX / DI trend · CAGR 12.2% · MDD -55.1% · Sharpe 0.53

Stocks · United Kingdom

Victrex plc

ADX / DI trend · CAGR 4.5% · MDD -22.9% · Sharpe 0.53

ETFs · United Kingdom

JPMorgan Japanese Investment Trust

Keltner breakout · CAGR 7.7% · MDD -35.1% · Sharpe 0.53

Stocks · United Kingdom

Grafton Group Plc

SMA crossover · CAGR 10.1% · MDD -34.4% · Sharpe 0.53

Stocks · United Kingdom

Imperial Brands PLC

SMA crossover · CAGR 8.4% · MDD -38.7% · Sharpe 0.53

Stocks · United Kingdom

Spire Healthcare Group PLC

Bollinger breakout · CAGR 5.6% · MDD -21.8% · Sharpe 0.53

Stocks · United Kingdom

Close Brothers Group plc

ADX / DI trend · CAGR 2.6% · MDD -16.3% · Sharpe 0.53

Stocks · United Kingdom

easyJet plc

ADX / DI trend · CAGR 2.7% · MDD -9.8% · Sharpe 0.53

Stocks · United Kingdom

Shaftesbury Capital PLC

Bollinger breakout · CAGR 1.9% · MDD -9.8% · Sharpe 0.52

ETFs · United Kingdom

Schroder Oriental Income Fund LTD GBP

SMA crossover · CAGR 6.4% · MDD -27.1% · Sharpe 0.52

Stocks · United Kingdom

Jupiter Fund Management plc

ADX / DI trend · CAGR 4.9% · MDD -19.0% · Sharpe 0.52

Stocks · United Kingdom

discoverIE Group PLC

Keltner breakout · CAGR 6.0% · MDD -54.6% · Sharpe 0.52

Stocks · United Kingdom

InterContinental Hotels Group PLC

ROC momentum · CAGR 11.9% · MDD -69.3% · Sharpe 0.52

ETFs · United Kingdom

Blackrock Greater Europe Investment Trust PLC

ROC momentum · CAGR 8.5% · MDD -48.6% · Sharpe 0.52

Stocks · United Kingdom

Central Asia Metals Plc

SMA crossover · CAGR -8.7% · MDD -99.8% · Sharpe 0.51

Stocks · United Kingdom

Man Group PLC

Donchian breakout · CAGR 9.0% · MDD -45.8% · Sharpe 0.51

Stocks · United Kingdom

Advanced Medical Solutions Group plc

SMA crossover · CAGR 10.7% · MDD -63.9% · Sharpe 0.51

Stocks · United Kingdom

Metals Exploration plc

Bollinger breakout · CAGR 14.3% · MDD -59.3% · Sharpe 0.51

Stocks · United Kingdom

Mondi plc

SMA crossover · CAGR 8.4% · MDD -40.3% · Sharpe 0.51

Stocks · United Kingdom

International Consolidated Airlines Group SA

EMA crossover · CAGR 10.0% · MDD -60.1% · Sharpe 0.51

ETFs · United Kingdom

Schroder Japan Trust PLC

Bollinger breakout · CAGR 3.9% · MDD -20.4% · Sharpe 0.51

Stocks · United Kingdom

Ecora Royalties PLC

Donchian breakout · CAGR 10.0% · MDD -62.8% · Sharpe 0.51

Stocks · United Kingdom

Picton Property Income Limited

Bollinger breakout · CAGR 5.1% · MDD -18.8% · Sharpe 0.51

Stocks · United Kingdom

Admiral Group plc

Donchian breakout · CAGR 10.2% · MDD -46.4% · Sharpe 0.50

Stocks · United Kingdom

M.P. Evans Group PLC

SMA crossover · CAGR 9.3% · MDD -39.6% · Sharpe 0.50

Stocks · United Kingdom

Savills plc

Keltner breakout · CAGR 6.8% · MDD -39.8% · Sharpe 0.50

ETFs · United Kingdom

Edinburgh Worldwide Investment Trust

Keltner breakout · CAGR 6.6% · MDD -46.9% · Sharpe 0.50

Stocks · United Kingdom

Burberry Group plc

Donchian breakout · CAGR 11.2% · MDD -59.5% · Sharpe 0.50

Stocks · United Kingdom

St. James's Place Plc

SMA crossover · CAGR 9.4% · MDD -63.7% · Sharpe 0.50

Stocks · United Kingdom

Ninety One Plc

Keltner breakout · CAGR 2.7% · MDD -6.1% · Sharpe 0.50

Stocks · United Kingdom

Rentokil Initial plc

Keltner breakout · CAGR 5.5% · MDD -32.7% · Sharpe 0.50

Stocks · United Kingdom

Hill & Smith PLC

Donchian breakout · CAGR 12.9% · MDD -82.8% · Sharpe 0.50

Stocks · United Kingdom

Trainline Plc

Supertrend · CAGR 11.2% · MDD -47.0% · Sharpe 0.49

ETFs · United Kingdom

Utilico Emerging Markets Trust PLC GBP

Donchian breakout · CAGR 6.1% · MDD -27.3% · Sharpe 0.49

Stocks · United Kingdom

OSB Group PLC

Donchian breakout · CAGR 11.2% · MDD -53.4% · Sharpe 0.49

Stocks · United Kingdom

Genuit Group PLC

Bollinger breakout · CAGR 4.2% · MDD -16.8% · Sharpe 0.49

Stocks · United Kingdom

British American Tobacco p.l.c.

SMA crossover · CAGR 7.9% · MDD -47.7% · Sharpe 0.49

ETFs · United Kingdom

Monks Investment Trust PLC

SMA crossover · CAGR 6.4% · MDD -48.2% · Sharpe 0.49

Stocks · United Kingdom

WPP Plc

SMA crossover · CAGR 8.3% · MDD -47.3% · Sharpe 0.49

Stocks · United Kingdom

Schroders PLC

Bollinger breakout · CAGR 2.0% · MDD -28.6% · Sharpe 0.48

ETFs · United Kingdom

Pantheon International Plc

Bollinger breakout · CAGR 4.6% · MDD -45.8% · Sharpe 0.48

Stocks · United Kingdom

Hiscox Ltd

Donchian breakout · CAGR 10.8% · MDD -53.9% · Sharpe 0.48

ETFs · United Kingdom

JPMorgan Global Growth & Income PLC GBP

ROC momentum · CAGR 8.5% · MDD -62.6% · Sharpe 0.48

Stocks · United Kingdom

Dunelm Group plc

Keltner breakout · CAGR 6.0% · MDD -26.2% · Sharpe 0.48

Stocks · United Kingdom

Marks and Spencer Group plc

SMA crossover · CAGR 7.8% · MDD -53.3% · Sharpe 0.47

Stocks · United Kingdom

FRP Advisory Group Plc

ROC momentum · CAGR 3.5% · MDD -10.1% · Sharpe 0.47

Stocks · United Kingdom

3i Group plc

EMA crossover · CAGR 10.3% · MDD -39.1% · Sharpe 0.47

ETFs · United Kingdom

Aberdeen Asian Income Fund Limited

SMA crossover · CAGR 5.6% · MDD -24.9% · Sharpe 0.47

Stocks · United Kingdom

Moonpig Group Plc

Donchian breakout · CAGR 5.7% · MDD -17.4% · Sharpe 0.47

Stocks · United Kingdom

Hilton Food Group plc

SMA crossover · CAGR 8.5% · MDD -34.2% · Sharpe 0.46

Stocks · United Kingdom

Standard Chartered PLC

Donchian breakout · CAGR 10.1% · MDD -75.0% · Sharpe 0.46

Stocks · United Kingdom

FirstGroup plc

ADX / DI trend · CAGR 1.6% · MDD -7.5% · Sharpe 0.46

Stocks · United Kingdom

Breedon Group PLC

Supertrend · CAGR 7.3% · MDD -34.7% · Sharpe 0.46

Stocks · United Kingdom

SEGRO plc

SMA crossover · CAGR 6.6% · MDD -45.8% · Sharpe 0.46

ETFs · United Kingdom

iShares Diversified Commodity Swap UCITS ETF

SMA crossover · CAGR 7.0% · MDD -25.5% · Sharpe 0.45

ETFs · United Kingdom

Invesco Bond Income Plus Limited

Keltner breakout · CAGR 1.2% · MDD -9.5% · Sharpe 0.45

Stocks · United Kingdom

Auction Technology Group PLC

Bollinger breakout · CAGR 5.7% · MDD -25.1% · Sharpe 0.45

Stocks · United Kingdom

Hikma Pharmaceuticals Plc

Donchian breakout · CAGR 8.7% · MDD -50.9% · Sharpe 0.45

Stocks · United Kingdom

Michael Page PLC

Bollinger breakout · CAGR 3.9% · MDD -24.3% · Sharpe 0.45

Stocks · United Kingdom

Experian PLC

EMA crossover · CAGR 7.1% · MDD -41.8% · Sharpe 0.44

Stocks · United Kingdom

Tullow Oil plc

SMA crossover · CAGR 9.8% · MDD -71.5% · Sharpe 0.44

Stocks · United Kingdom

Persimmon Plc

Keltner breakout · CAGR 4.0% · MDD -32.6% · Sharpe 0.44

Stocks · United Kingdom

Weir PLC

Donchian breakout · CAGR 8.9% · MDD -53.0% · Sharpe 0.44

Stocks · United Kingdom

Lion Finance Group PLC

Keltner breakout · CAGR 7.7% · MDD -58.7% · Sharpe 0.44

Stocks · United Kingdom

Computacenter Plc

Supertrend · CAGR 9.0% · MDD -71.2% · Sharpe 0.44

ETFs · United Kingdom

Invesco Markets II PLC - Invesco GBP Corporate Bond Screened & Tilted UCITS ETF

ROC momentum · CAGR 0.7% · MDD -2.8% · Sharpe 0.43

Stocks · United Kingdom

Babcock International Group PLC

Supertrend · CAGR 7.8% · MDD -65.0% · Sharpe 0.43

Stocks · United Kingdom

Halfords Group Plc

ADX / DI trend · CAGR 4.7% · MDD -25.7% · Sharpe 0.43

Stocks · United Kingdom

Intertek Group plc

EMA crossover · CAGR 6.7% · MDD -63.8% · Sharpe 0.43

Stocks · United Kingdom

Greencore Group Plc

SMA crossover · CAGR 7.5% · MDD -57.9% · Sharpe 0.43

Stocks · United Kingdom

Quilter Plc

ROC momentum · CAGR 7.0% · MDD -28.4% · Sharpe 0.43

Stocks · United Kingdom

B&M European Value Retail PLC

SMA crossover · CAGR 6.6% · MDD -29.7% · Sharpe 0.43

Stocks · United Kingdom

Hays plc

Keltner breakout · CAGR 3.8% · MDD -33.2% · Sharpe 0.43

ETFs · United Kingdom

Edinburgh Investment Trust PLC

EMA crossover · CAGR 6.0% · MDD -33.5% · Sharpe 0.42

Stocks · United Kingdom

Mitchells & Butlers plc

ROC momentum · CAGR 7.9% · MDD -49.7% · Sharpe 0.42

Stocks · United Kingdom

Frasers Group PLC

SMA crossover · CAGR 9.4% · MDD -70.0% · Sharpe 0.42

Stocks · United Kingdom

Bunzl plc

ROC momentum · CAGR 7.5% · MDD -73.1% · Sharpe 0.42

Stocks · United Kingdom

Informa Plc

ROC momentum · CAGR 7.7% · MDD -62.0% · Sharpe 0.42

Stocks · United Kingdom

Mony Group PLC

SMA crossover · CAGR 7.0% · MDD -42.0% · Sharpe 0.42

ETFs · United Kingdom

F&C Investment Trust PLC GBP

ROC momentum · CAGR 8.0% · MDD -84.8% · Sharpe 0.42

Stocks · United Kingdom

TT Electronics plc

ADX / DI trend · CAGR 2.5% · MDD -21.5% · Sharpe 0.42

ETFs · United Kingdom

TR Property Investment Trust PLC Ordinary Shares Class GBP

Donchian breakout · CAGR 11.7% · MDD -40.1% · Sharpe 0.42

Stocks · United Kingdom

Barratt Redrow plc

Bollinger breakout · CAGR 3.7% · MDD -28.3% · Sharpe 0.41

ETFs · United Kingdom

Alliance Witan PLC

ROC momentum · CAGR 5.3% · MDD -39.1% · Sharpe 0.41

Stocks · United Kingdom

Reckitt Benckiser Group plc

ROC momentum · CAGR 6.9% · MDD -64.2% · Sharpe 0.40

ETFs · United Kingdom

Scottish American Investment Company P.L.C.

ROC momentum · CAGR 6.2% · MDD -60.7% · Sharpe 0.40

Stocks · United Kingdom

Anglo American plc

Supertrend · CAGR 7.4% · MDD -64.4% · Sharpe 0.39

Stocks · United Kingdom

Caledonia Investments PLC

ADX / DI trend · CAGR 5.1% · MDD -55.3% · Sharpe 0.39

Stocks · United Kingdom

Senior plc

SMA crossover · CAGR 7.6% · MDD -63.2% · Sharpe 0.39

Stocks · United Kingdom

AstraZeneca PLC

ROC momentum · CAGR 6.8% · MDD -63.1% · Sharpe 0.39

Stocks · United Kingdom

RHI Magnesita NV

Supertrend · CAGR 6.6% · MDD -34.9% · Sharpe 0.39

Stocks · United Kingdom

Marston's PLC

Keltner breakout · CAGR 4.3% · MDD -33.2% · Sharpe 0.39

ETFs · United Kingdom

Murray Income Trust PLC

ROC momentum · CAGR 6.8% · MDD -67.2% · Sharpe 0.39

Stocks · United Kingdom

Rio Tinto plc

Donchian breakout · CAGR 7.4% · MDD -64.2% · Sharpe 0.39

Stocks · United Kingdom

Costain Group PLC

Keltner breakout · CAGR 4.0% · MDD -27.5% · Sharpe 0.39

Stocks · United Kingdom

Filtronic plc

Donchian breakout · CAGR -6.3% · MDD -99.9% · Sharpe 0.39

ETFs · United Kingdom

City of London Investment Trust PLC

ROC momentum · CAGR 5.8% · MDD -63.3% · Sharpe 0.39

Stocks · United Kingdom

Autotrader Group PLC

Bollinger breakout · CAGR 2.0% · MDD -9.8% · Sharpe 0.39

Stocks · United Kingdom

Playtech PLC

SMA crossover · CAGR 7.4% · MDD -63.9% · Sharpe 0.39

ETFs · United Kingdom

iShares AEX UCITS ETF

ROC momentum · CAGR 6.4% · MDD -39.2% · Sharpe 0.39

ETFs · United Kingdom

Greencoat UK Wind Plc

ROC momentum · CAGR 0.5% · MDD -0.5% · Sharpe 0.38

Stocks · United Kingdom

RS Group PLC

Keltner breakout · CAGR 1.3% · MDD -12.3% · Sharpe 0.38

Stocks · United Kingdom

Hollywood Bowl Group Plc

ROC momentum · CAGR 7.5% · MDD -54.1% · Sharpe 0.38

ETFs · United Kingdom

VH Global Energy Infrastructure PLC

Bollinger breakout · CAGR 2.8% · MDD -11.2% · Sharpe 0.38

Stocks · United Kingdom

THG Plc

SMA crossover · CAGR 7.5% · MDD -51.6% · Sharpe 0.38

Stocks · United Kingdom

Chesnara Plc

SMA crossover · CAGR 6.2% · MDD -45.6% · Sharpe 0.37

Stocks · United Kingdom

Aberdeen Group plc

ADX / DI trend · CAGR 1.0% · MDD -7.2% · Sharpe 0.37

ETFs · United Kingdom

Finsbury Growth & Income Trust PLC

SMA crossover · CAGR 5.4% · MDD -45.7% · Sharpe 0.37

Stocks · United Kingdom

Drax Group plc

SMA crossover · CAGR 5.8% · MDD -32.9% · Sharpe 0.37

Stocks · United Kingdom

RELX PLC

ROC momentum · CAGR 6.4% · MDD -70.7% · Sharpe 0.36

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