SleepWell Trade · Asset reports · United Kingdom

387 United Kingdom backtest reports (2/2)

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

Snapshot 2026-07

Stocks · United Kingdom

Dr. Martens Plc

Bollinger breakout · CAGR 5.0% · MDD -22.5% · Sharpe 0.36

Stocks · United Kingdom

Centrica plc

EMA crossover · CAGR 5.5% · MDD -37.8% · Sharpe 0.36

Stocks · United Kingdom

Croda International Plc

Supertrend · CAGR 5.6% · MDD -59.9% · Sharpe 0.36

ETFs · United Kingdom

Henderson Far East Income LTD GBP

Keltner breakout · CAGR 4.2% · MDD -44.0% · Sharpe 0.36

Stocks · United Kingdom

DCC Energy Plc

Donchian breakout · CAGR 4.6% · MDD -68.2% · Sharpe 0.36

Stocks · United Kingdom

Barclays PLC

SMA crossover · CAGR 5.7% · MDD -72.9% · Sharpe 0.36

Stocks · United Kingdom

RWS Holdings plc

Supertrend · CAGR 13.3% · MDD -58.4% · Sharpe 0.36

Stocks · United Kingdom

SSE PLC

Keltner breakout · CAGR 2.6% · MDD -20.7% · Sharpe 0.36

Stocks · United Kingdom

ITV PLC

SMA crossover · CAGR 6.0% · MDD -52.2% · Sharpe 0.36

Stocks · United Kingdom

Foresight Group Holdings Ltd.

ADX / DI trend · CAGR 1.0% · MDD -3.0% · Sharpe 0.36

Stocks · United Kingdom

NatWest Group Plc

EMA crossover · CAGR 5.6% · MDD -51.7% · Sharpe 0.35

Stocks · United Kingdom

Compass Group PLC

SMA crossover · CAGR 5.7% · MDD -44.2% · Sharpe 0.35

ETFs · United Kingdom

JPMorgan American Investment Trust Plc

ROC momentum · CAGR 11.5% · MDD -47.4% · Sharpe 0.35

Stocks · United Kingdom

Balfour Beatty plc

Bollinger breakout · CAGR 2.0% · MDD -12.9% · Sharpe 0.35

ETFs · United Kingdom

TwentyFour Select Monthly Income Fund Ltd 2014-17.2.15 GBP Ptg.Shs

Supertrend · CAGR 3.3% · MDD -13.9% · Sharpe 0.35

Stocks · United Kingdom

Tritax Big Box REIT PLC

ROC momentum · CAGR 4.7% · MDD -36.8% · Sharpe 0.35

Stocks · United Kingdom

Hammerson plc

SMA crossover · CAGR 4.8% · MDD -50.7% · Sharpe 0.34

Stocks · United Kingdom

Primary Health Properties PLC

SMA crossover · CAGR 4.5% · MDD -36.7% · Sharpe 0.34

Stocks · United Kingdom

Pennon Group Plc

Bollinger breakout · CAGR 0.9% · MDD -9.5% · Sharpe 0.34

Stocks · United Kingdom

Smiths Group Plc

ROC momentum · CAGR 5.8% · MDD -61.0% · Sharpe 0.34

Stocks · United Kingdom

Severn Trent Plc

ROC momentum · CAGR 5.4% · MDD -58.9% · Sharpe 0.33

Stocks · United Kingdom

ConvaTec Group Plc

SMA crossover · CAGR 4.8% · MDD -33.3% · Sharpe 0.33

ETFs · United Kingdom

North American Income Trust PLC GBP Ord.Shs

EMA crossover · CAGR 4.3% · MDD -37.8% · Sharpe 0.33

ETFs · United Kingdom

JPMorgan European Growth & Income PLC GBP

Supertrend · CAGR 3.7% · MDD -80.3% · Sharpe 0.33

ETFs · United Kingdom

GCP Infrastructure Investments Ltd GBP

ROC momentum · CAGR 0.5% · MDD -3.2% · Sharpe 0.33

Stocks · United Kingdom

Sirius Real Estate Limited

Donchian breakout · CAGR 5.6% · MDD -42.4% · Sharpe 0.32

Stocks · United Kingdom

Taylor Wimpey plc

SMA crossover · CAGR 4.9% · MDD -68.2% · Sharpe 0.31

ETFs · United Kingdom

Renewables Infrastructure Group Limited GBP Red.Shs

ROC momentum · CAGR 0.3% · MDD -0.5% · Sharpe 0.31

Stocks · United Kingdom

XPS Pensions Group Plc

SMA crossover · CAGR 4.8% · MDD -44.9% · Sharpe 0.31

Stocks · United Kingdom

TP ICAP Group plc

Bollinger breakout · CAGR 3.9% · MDD -36.9% · Sharpe 0.31

ETFs · United Kingdom

3i Infrastructure PLC

ROC momentum · CAGR 4.0% · MDD -44.6% · Sharpe 0.31

Stocks · United Kingdom

Legal & General Group Plc

SMA crossover · CAGR 4.4% · MDD -69.0% · Sharpe 0.31

Stocks · United Kingdom

Shell Plc

SMA crossover · CAGR 3.8% · MDD -29.9% · Sharpe 0.31

Stocks · United Kingdom

IMI plc

Donchian breakout · CAGR 4.9% · MDD -57.9% · Sharpe 0.31

Stocks · United Kingdom

Alfa Financial Software Holdings Plc

Supertrend · CAGR 4.9% · MDD -56.8% · Sharpe 0.31

Stocks · United Kingdom

National Grid plc

ROC momentum · CAGR 4.8% · MDD -44.3% · Sharpe 0.31

Stocks · United Kingdom

QinetiQ Group plc

ROC momentum · CAGR 4.8% · MDD -57.6% · Sharpe 0.31

Stocks · United Kingdom

Associated British Foods plc

Donchian breakout · CAGR 4.5% · MDD -72.7% · Sharpe 0.31

Stocks · United Kingdom

Sabre Insurance Group Plc

Donchian breakout · CAGR 2.0% · MDD -13.8% · Sharpe 0.30

Stocks · United Kingdom

Pollen Street Group Limited

Bollinger breakout · CAGR 2.6% · MDD -20.5% · Sharpe 0.30

Stocks · United Kingdom

WH Smith PLC

Bollinger breakout · CAGR 1.6% · MDD -9.9% · Sharpe 0.30

Stocks · United Kingdom

Vodafone Group Public Limited Company

ADX / DI trend · CAGR 3.0% · MDD -48.3% · Sharpe 0.30

ETFs · United Kingdom

iShares UK Dividend UCITS ETF GBP

EMA crossover · CAGR 2.8% · MDD -24.1% · Sharpe 0.30

Stocks · United Kingdom

Vesuvius Plc

Donchian breakout · CAGR 5.3% · MDD -60.8% · Sharpe 0.30

Stocks · United Kingdom

Diageo plc

SMA crossover · CAGR 10.0% · MDD -48.4% · Sharpe 0.30

Stocks · United Kingdom

Marshalls plc

Supertrend · CAGR 4.2% · MDD -75.5% · Sharpe 0.30

Stocks · United Kingdom

Vistry Group PLC

Keltner breakout · CAGR 2.7% · MDD -41.1% · Sharpe 0.29

Stocks · United Kingdom

British Land Company PLC

Donchian breakout · CAGR 3.3% · MDD -60.3% · Sharpe 0.29

Stocks · United Kingdom

Great Portland Estates plc

Donchian breakout · CAGR 3.3% · MDD -53.3% · Sharpe 0.29

ETFs · United Kingdom

Foresight Environmental Infrastructure Limited GBP

ADX / DI trend · CAGR 0.2% · MDD -2.0% · Sharpe 0.29

ETFs · United Kingdom

Bankers Investment Trust PLC GBP

Donchian breakout · CAGR 3.3% · MDD -69.3% · Sharpe 0.29

Stocks · United Kingdom

Whitbread PLC

EMA crossover · CAGR 3.6% · MDD -59.7% · Sharpe 0.29

Stocks · United Kingdom

Tesco PLC

Donchian breakout · CAGR 3.4% · MDD -42.4% · Sharpe 0.28

Stocks · United Kingdom

United Utilities Group PLC

ROC momentum · CAGR 4.0% · MDD -61.9% · Sharpe 0.28

Stocks · United Kingdom

Pearson PLC

EMA crossover · CAGR 3.8% · MDD -54.4% · Sharpe 0.28

Stocks · United Kingdom

Standard Life plc

ADX / DI trend · CAGR 1.7% · MDD -18.6% · Sharpe 0.28

Stocks · United Kingdom

SigmaRoc Plc

SMA crossover · CAGR 3.6% · MDD -76.8% · Sharpe 0.28

Stocks · United Kingdom

BP PLC

ROC momentum · CAGR 3.9% · MDD -74.6% · Sharpe 0.27

Stocks · United Kingdom

Morgan Advanced Materials plc

Keltner breakout · CAGR 0.9% · MDD -12.0% · Sharpe 0.27

Stocks · United Kingdom

Supermarket Income REIT Plc

ADX / DI trend · CAGR 0.9% · MDD -5.7% · Sharpe 0.27

Stocks · United Kingdom

Kingfisher Plc

ROC momentum · CAGR 7.1% · MDD -91.9% · Sharpe 0.27

Stocks · United Kingdom

Lloyds Banking Group plc

EMA crossover · CAGR 3.4% · MDD -71.0% · Sharpe 0.27

ETFs · United Kingdom

Mercantile Investment Trust PLC

Supertrend · CAGR 1.6% · MDD -92.3% · Sharpe 0.26

Stocks · United Kingdom

Ashmore Group plc

Bollinger breakout · CAGR 2.5% · MDD -33.4% · Sharpe 0.26

Stocks · United Kingdom

BT Group plc

EMA crossover · CAGR 3.3% · MDD -46.2% · Sharpe 0.26

Stocks · United Kingdom

SSP Group Plc

ROC momentum · CAGR 2.0% · MDD -21.2% · Sharpe 0.25

ETFs · United Kingdom

Sequoia Economic Infrastructure Income Fund Limited Ptg.Shs GBP

ROC momentum · CAGR 0.2% · MDD -1.1% · Sharpe 0.25

Stocks · United Kingdom

Prudential plc

ROC momentum · CAGR 2.4% · MDD -90.4% · Sharpe 0.25

ETFs · United Kingdom

Murray International Trust PLC

Donchian breakout · CAGR 2.4% · MDD -34.9% · Sharpe 0.24

Stocks · United Kingdom

J Sainsbury plc

ADX / DI trend · CAGR 1.0% · MDD -17.1% · Sharpe 0.23

Stocks · United Kingdom

Rank Group Plc

Donchian breakout · CAGR 2.6% · MDD -55.1% · Sharpe 0.23

Stocks · United Kingdom

Aviva plc

SMA crossover · CAGR 2.6% · MDD -52.0% · Sharpe 0.23

Stocks · United Kingdom

Johnson Matthey Plc

Donchian breakout · CAGR 2.6% · MDD -66.4% · Sharpe 0.22

Stocks · United Kingdom

Land Securities Group PLC

SMA crossover · CAGR 2.1% · MDD -71.6% · Sharpe 0.21

ETFs · United Kingdom

International Public Partnerships Ltd

SMA crossover · CAGR 1.7% · MDD -25.1% · Sharpe 0.21

Stocks · United Kingdom

Smith & Nephew plc

ADX / DI trend · CAGR 0.4% · MDD -8.1% · Sharpe 0.21

Stocks · United Kingdom

GSK plc

SMA crossover · CAGR 2.1% · MDD -71.3% · Sharpe 0.20

ETFs · United Kingdom

Temple Bar Investment Trust PLC GBP

EMA crossover · CAGR 1.2% · MDD -83.1% · Sharpe 0.20

Stocks · United Kingdom

Inchcape plc

EMA crossover · CAGR 3.9% · MDD -88.4% · Sharpe 0.19

ETFs · United Kingdom

HICL Infrastructure PLC

ADX / DI trend · CAGR 0.1% · MDD -0.5% · Sharpe 0.17

ETFs · United Kingdom

CQS New City High Yield Fund Ltd GBP

ADX / DI trend · CAGR 0.1% · MDD -0.5% · Sharpe 0.17

ETFs · United Kingdom

iShares UK Property UCITS ETF

EMA crossover · CAGR 1.3% · MDD -38.0% · Sharpe 0.16

ETFs · United Kingdom

TwentyFour Income Fund Ltd GBP

Supertrend · CAGR 0.9% · MDD -22.7% · Sharpe 0.16

ETFs · United Kingdom

Foresight Solar Fund Limited GBP

Bollinger breakout · CAGR 0.4% · MDD -6.4% · Sharpe 0.16

Stocks · United Kingdom

Elementis plc

SMA crossover · CAGR 0.8% · MDD -82.3% · Sharpe 0.15

Stocks · United Kingdom

Tate & Lyle PLC

MACD · CAGR -0.0% · MDD -74.0% · Sharpe 0.15

ETFs · United Kingdom

Target Healthcare REIT PLC

ROC momentum · CAGR 0.9% · MDD -47.5% · Sharpe 0.14

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