SleepWell Trade · Asset reports · Israel

33 Israel backtest reports

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

Snapshot 2026-07

Stocks · Israel

Enlight Renewable Energy Ltd

SMA crossover · CAGR 319181.1% · MDD -100.0% · Sharpe 2.68

Stocks · Israel

Tel Aviv Stock Exchange Ltd.

SMA crossover · CAGR 44.4% · MDD -39.4% · Sharpe 1.42

Stocks · Israel

DORAL GROUP RENEWABLE ENERGY RESOURCES LTD

Bollinger breakout · CAGR 21.3% · MDD -13.5% · Sharpe 1.42

ETFs · Israel

KSM ETF (6A) Leveraged TA-35 x3 Monthly Units

SMA crossover · CAGR 44.9% · MDD -40.1% · Sharpe 1.41

ETFs · Israel

Tachlit SAL (40) TA 125 IL

SMA crossover · CAGR 15.9% · MDD -15.0% · Sharpe 1.40

ETFs · Israel

Tachlit SAL (40) TA 35 Units

SMA crossover · CAGR 14.8% · MDD -14.9% · Sharpe 1.32

ETFs · Israel

KSM ETF (4A) TA-90

SMA crossover · CAGR 19.1% · MDD -27.2% · Sharpe 1.29

ETFs · Israel

I.B.I. SAL (4A) Index Israel Banks IL

ADX / DI trend · CAGR 13.0% · MDD -14.4% · Sharpe 1.26

ETFs · Israel

Harel Sal (4D) S&P 500

SMA crossover · CAGR 11.5% · MDD -9.8% · Sharpe 1.26

ETFs · Israel

Harel Sal TA 90 ETF

Donchian breakout · CAGR 20.9% · MDD -34.1% · Sharpe 1.24

ETFs · Israel

MTF SAL (4A) TA-125 IL

SMA crossover · CAGR 14.7% · MDD -23.7% · Sharpe 1.24

ETFs · Israel

KSM ETF (4A) TA-125

SMA crossover · CAGR 14.4% · MDD -24.3% · Sharpe 1.23

Stocks · Israel

OPC Energy Ltd.

ADX / DI trend · CAGR 11.6% · MDD -12.7% · Sharpe 1.22

Stocks · Israel

Navitas Petroleum LP

Parabolic SAR · CAGR 29.3% · MDD -47.5% · Sharpe 1.12

Stocks · Israel

Melisron Limited

SMA crossover · CAGR 27.2% · MDD -46.9% · Sharpe 1.03

Stocks · Israel

Bank Leumi Le-Israel B.M.

ADX / DI trend · CAGR 11.4% · MDD -25.2% · Sharpe 0.93

Stocks · Israel

Israel Discount Bank Limited Class A

SMA crossover · CAGR 15.6% · MDD -32.2% · Sharpe 0.93

Stocks · Israel

Phoenix Financial Ltd

Keltner breakout · CAGR 14.7% · MDD -44.2% · Sharpe 0.85

Stocks · Israel

Harel Insurance Investments & Financial Services Ltd.

SMA crossover · CAGR 16.3% · MDD -45.4% · Sharpe 0.85

Stocks · Israel

First International Bank of Israel Ltd

SMA crossover · CAGR 13.8% · MDD -35.8% · Sharpe 0.83

Stocks · Israel

Shufersal Ltd Class B

SMA crossover · CAGR 11.4% · MDD -32.3% · Sharpe 0.79

Stocks · Israel

NICE Ltd.

ROC momentum · CAGR 8.7% · MDD -76.0% · Sharpe 0.74

Stocks · Israel

Clal Insurance Enterprises Holdings Limited

Supertrend · CAGR 13.7% · MDD -42.9% · Sharpe 0.73

Stocks · Israel

BIG Shopping Centers Ltd.

Donchian breakout · CAGR 11.0% · MDD -33.7% · Sharpe 0.72

Stocks · Israel

Azrieli Group Ltd.

Donchian breakout · CAGR 9.4% · MDD -23.6% · Sharpe 0.66

Stocks · Israel

Bank Hapoalim BM

Donchian breakout · CAGR 8.6% · MDD -40.3% · Sharpe 0.60

Stocks · Israel

Mizrahi Tefahot Bank Ltd

SMA crossover · CAGR 8.5% · MDD -34.1% · Sharpe 0.58

Stocks · Israel

Elbit Systems Ltd

SMA crossover · CAGR -1.0% · MDD -99.6% · Sharpe 0.58

Stocks · Israel

ICL Group Ltd.

Supertrend · CAGR 10.0% · MDD -52.1% · Sharpe 0.57

Stocks · Israel

Menora Mivtachim Holdings Ltd.

SMA crossover · CAGR 14.1% · MDD -64.3% · Sharpe 0.57

Stocks · Israel

Migdal Insurance & Financial Holdings Ltd.

SMA crossover · CAGR 8.8% · MDD -45.5% · Sharpe 0.54

Stocks · Israel

Teva Pharmaceutical Industries Limited

ADX / DI trend · CAGR 2.2% · MDD -9.4% · Sharpe 0.49

Stocks · Israel

Bezeq The Israel Telecommunication Corp. Ltd.

SMA crossover · CAGR 5.5% · MDD -44.7% · Sharpe 0.48

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