SleepWell Trade

SleepWell Trade · Asset reports · South Korea

377 South Korea backtest reports (1/2)

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

Snapshot 2026-07
Stocks · South Korea

KODEX 단기채권PLUS

Bollinger breakout · CAGR 0.8% · MDD -0.7% · Sharpe 2.86

Stocks · South Korea

TIGER 미국테크TOP10 INDXX

Supertrend · CAGR 33.4% · MDD -16.2% · Sharpe 2.02

ETFs · South Korea

MIRAE ASSET TIGER US Tech TOP10 INDXX ETF

Supertrend · CAGR 33.4% · MDD -16.2% · Sharpe 2.02

Stocks · South Korea

ACE 미국나스닥100

MACD · CAGR 21.7% · MDD -15.0% · Sharpe 1.84

ETFs · South Korea

KIM ACE US NASDAQ100 ETF

MACD · CAGR 21.7% · MDD -15.0% · Sharpe 1.84

Stocks · South Korea

RISE 미국나스닥100

MACD · CAGR 20.8% · MDD -14.9% · Sharpe 1.76

ETFs · South Korea

KB RISE US NASDAQ100 ETF Units

MACD · CAGR 20.8% · MDD -14.9% · Sharpe 1.76

Stocks · South Korea

KODEX 미국나스닥100

Keltner breakout · CAGR 18.2% · MDD -10.0% · Sharpe 1.59

ETFs · South Korea

Samsung KODEX US NASDAQ 100 Total Return ETF

Keltner breakout · CAGR 18.2% · MDD -10.0% · Sharpe 1.59

Stocks · South Korea

HANARO Fn K-반도체

ADX / DI trend · CAGR 44.9% · MDD -25.5% · Sharpe 1.49

ETFs · South Korea

NH -Amundi HANARO K-Semiconductor ETF Units

ADX / DI trend · CAGR 44.9% · MDD -25.5% · Sharpe 1.49

Stocks · South Korea

KODEX 미국반도체

MACD · CAGR 31.1% · MDD -24.2% · Sharpe 1.49

ETFs · South Korea

SAMSUNG KODEX US Semiconductor ETF Units

MACD · CAGR 31.1% · MDD -24.2% · Sharpe 1.49

Stocks · South Korea

RISE 미국S&P500

SMA crossover · CAGR 14.3% · MDD -9.8% · Sharpe 1.42

Stocks · South Korea

TIGER 미국S&P500

MACD · CAGR 12.7% · MDD -17.0% · Sharpe 1.40

ETFs · South Korea

MIRAE ASSET TIGER S&P500 ETF Units

MACD · CAGR 12.7% · MDD -17.0% · Sharpe 1.40

Stocks · South Korea

효성중공업

Supertrend · CAGR 63.6% · MDD -41.7% · Sharpe 1.38

Stocks · South Korea

ACE 미국S&P500

Parabolic SAR · CAGR 14.0% · MDD -14.7% · Sharpe 1.38

ETFs · South Korea

KIM ACE S&P500 ETF

Parabolic SAR · CAGR 14.0% · MDD -14.7% · Sharpe 1.38

Stocks · South Korea

KODEX 미국S&P500

SMA crossover · CAGR 14.6% · MDD -16.1% · Sharpe 1.35

ETFs · South Korea

SAMSUNG KODEX S&P 500 Total Return ETF Units

SMA crossover · CAGR 14.6% · MDD -16.1% · Sharpe 1.35

Stocks · South Korea

KODEX AI반도체TOP2플러스

MACD · CAGR 38.6% · MDD -29.4% · Sharpe 1.32

ETFs · South Korea

SAMSUNG KODEX AI Semiconductor TOP2 Plus ETF Units

MACD · CAGR 38.6% · MDD -29.4% · Sharpe 1.32

Stocks · South Korea

TIGER 미국필라델피아반도체나스닥

Supertrend · CAGR 31.8% · MDD -34.4% · Sharpe 1.28

ETFs · South Korea

MIRAE ASSET TIGER US PHLX Semiconductor Sector Nasdaq ETF

Supertrend · CAGR 31.8% · MDD -34.4% · Sharpe 1.28

Stocks · South Korea

KODEX 200미국채혼합50

Supertrend · CAGR 9.4% · MDD -11.5% · Sharpe 1.28

ETFs · South Korea

Samsung KODEX 200 US Treasury notes Balanced 50 ETF Units

Supertrend · CAGR 9.4% · MDD -11.5% · Sharpe 1.28

Stocks · South Korea

태성

Supertrend · CAGR 72.2% · MDD -43.0% · Sharpe 1.24

Stocks · South Korea

HD현대일렉트릭

EMA crossover · CAGR 56.4% · MDD -42.9% · Sharpe 1.23

Stocks · South Korea

레인보우로보틱스

Parabolic SAR · CAGR 67.5% · MDD -42.1% · Sharpe 1.20

ETFs · South Korea

MIRAE ASSET TIGER 200 IT LEVERAGE ETF

Supertrend · CAGR 48.6% · MDD -54.6% · Sharpe 1.19

Stocks · South Korea

메리츠금융지주

EMA crossover · CAGR 30.4% · MDD -45.6% · Sharpe 1.14

Stocks · South Korea

대덕전자

SMA crossover · CAGR 51.1% · MDD -42.1% · Sharpe 1.13

Stocks · South Korea

브이엠

Supertrend · CAGR 53.0% · MDD -43.6% · Sharpe 1.12

Stocks · South Korea

TIGER 미국나스닥100

ROC momentum · CAGR 19.5% · MDD -25.9% · Sharpe 1.11

ETFs · South Korea

Mirae Asset Tiger NASDAQ100 ETF

ROC momentum · CAGR 19.5% · MDD -25.9% · Sharpe 1.11

Stocks · South Korea

에코프로비엠

SMA crossover · CAGR 45.6% · MDD -71.7% · Sharpe 1.09

Stocks · South Korea

KODEX 200TR

Supertrend · CAGR 18.4% · MDD -21.9% · Sharpe 1.04

ETFs · South Korea

Samsung KODEX 200 Total Return ETF

Supertrend · CAGR 18.4% · MDD -21.9% · Sharpe 1.04

Stocks · South Korea

엘앤씨바이오

Supertrend · CAGR 40.7% · MDD -54.8% · Sharpe 1.04

Stocks · South Korea

KODEX 종합채권(AA-이상)액티브

Donchian breakout · CAGR 1.8% · MDD -3.8% · Sharpe 1.04

Stocks · South Korea

HD현대에너지솔루션

SMA crossover · CAGR 55.9% · MDD -57.4% · Sharpe 1.03

Stocks · South Korea

스피어

SMA crossover · CAGR 56.9% · MDD -44.7% · Sharpe 1.03

Stocks · South Korea

현대오토에버

MACD · CAGR 41.7% · MDD -48.1% · Sharpe 1.02

Stocks · South Korea

KIWOOM 200TR

Supertrend · CAGR 18.4% · MDD -21.6% · Sharpe 1.02

Stocks · South Korea

피에스케이홀딩스

Parabolic SAR · CAGR 44.3% · MDD -43.6% · Sharpe 0.99

ETFs · South Korea

MIRAE ASSET TIGER SECONDARY CELL ETF

Bollinger breakout · CAGR 21.3% · MDD -47.4% · Sharpe 0.99

Stocks · South Korea

효성티앤씨

Donchian breakout · CAGR 25.0% · MDD -20.0% · Sharpe 0.98

Stocks · South Korea

SOL 200TR

EMA crossover · CAGR 18.8% · MDD -21.1% · Sharpe 0.98

Stocks · South Korea

RISE 종합채권(A-이상)액티브

SMA crossover · CAGR 2.3% · MDD -2.8% · Sharpe 0.97

Stocks · South Korea

로보티즈

Supertrend · CAGR 46.5% · MDD -38.4% · Sharpe 0.97

Stocks · South Korea

하이브

Donchian breakout · CAGR 25.3% · MDD -24.2% · Sharpe 0.96

Stocks · South Korea

TIGER 코리아TOP10

Donchian breakout · CAGR 18.8% · MDD -26.2% · Sharpe 0.96

ETFs · South Korea

Mirae Asset TIGER Korea TOP10 ETF Units

Donchian breakout · CAGR 18.8% · MDD -26.2% · Sharpe 0.96

ETFs · South Korea

KB RISE KOSPI ETF Units

Donchian breakout · CAGR 14.5% · MDD -19.9% · Sharpe 0.95

Stocks · South Korea

클래시스

Parabolic SAR · CAGR 34.3% · MDD -32.1% · Sharpe 0.95

Stocks · South Korea

KODEX MSCI Korea TR

Bollinger breakout · CAGR 14.1% · MDD -20.2% · Sharpe 0.93

Stocks · South Korea

삼성전기우

Bollinger breakout · CAGR 21.5% · MDD -45.7% · Sharpe 0.93

Stocks · South Korea

현대무벡스

Donchian breakout · CAGR 44.3% · MDD -50.8% · Sharpe 0.92

Stocks · South Korea

한화시스템

Donchian breakout · CAGR 41.4% · MDD -52.8% · Sharpe 0.92

Stocks · South Korea

파마리서치

SMA crossover · CAGR 29.8% · MDD -48.2% · Sharpe 0.91

Stocks · South Korea

두산퓨얼셀

Donchian breakout · CAGR 35.4% · MDD -37.0% · Sharpe 0.91

Stocks · South Korea

알테오젠

SMA crossover · CAGR 40.9% · MDD -60.1% · Sharpe 0.91

Stocks · South Korea

테크윙

Bollinger breakout · CAGR 25.2% · MDD -41.9% · Sharpe 0.90

Stocks · South Korea

우리금융지주

SMA crossover · CAGR 18.8% · MDD -30.5% · Sharpe 0.89

Stocks · South Korea

유진테크

SMA crossover · CAGR 32.4% · MDD -57.1% · Sharpe 0.89

Stocks · South Korea

LIG디펜스앤에어로스페이스

SMA crossover · CAGR 31.6% · MDD -42.2% · Sharpe 0.86

Stocks · South Korea

두산우

Bollinger breakout · CAGR 23.6% · MDD -49.9% · Sharpe 0.86

Stocks · South Korea

한미반도체

SMA crossover · CAGR 32.6% · MDD -59.1% · Sharpe 0.86

ETFs · South Korea

KODEX KOSPI 100 ETF

ADX / DI trend · CAGR 12.4% · MDD -25.7% · Sharpe 0.86

Stocks · South Korea

롯데에너지머티리얼즈

Parabolic SAR · CAGR 28.2% · MDD -57.7% · Sharpe 0.86

Stocks · South Korea

한화에어로스페이스

Supertrend · CAGR 28.3% · MDD -46.1% · Sharpe 0.85

Stocks · South Korea

심텍

Donchian breakout · CAGR 34.0% · MDD -59.4% · Sharpe 0.85

Stocks · South Korea

하나머티리얼즈

Supertrend · CAGR 31.9% · MDD -38.4% · Sharpe 0.84

Stocks · South Korea

TIGER 200 IT

Supertrend · CAGR 15.1% · MDD -36.6% · Sharpe 0.84

ETFs · South Korea

Mirae Asset Tiger IT ETF

Supertrend · CAGR 15.1% · MDD -36.6% · Sharpe 0.84

Stocks · South Korea

와이씨

Supertrend · CAGR 33.2% · MDD -56.1% · Sharpe 0.83

Stocks · South Korea

포스코퓨처엠

SMA crossover · CAGR 24.2% · MDD -45.5% · Sharpe 0.82

ETFs · South Korea

MIRAE ASSET TIGER KOSPI ETF

ADX / DI trend · CAGR 11.2% · MDD -19.5% · Sharpe 0.82

Stocks · South Korea

펩트론

Bollinger breakout · CAGR 22.2% · MDD -28.6% · Sharpe 0.81

Stocks · South Korea

올릭스

SMA crossover · CAGR 34.6% · MDD -58.4% · Sharpe 0.80

Stocks · South Korea

제주반도체

Bollinger breakout · CAGR 28.8% · MDD -70.5% · Sharpe 0.80

Stocks · South Korea

파크시스템스

ADX / DI trend · CAGR 10.2% · MDD -14.1% · Sharpe 0.79

Stocks · South Korea

삼성바이오로직스

Supertrend · CAGR 18.0% · MDD -43.9% · Sharpe 0.78

Stocks · South Korea

KODEX 2차전지산업

Bollinger breakout · CAGR 14.8% · MDD -60.5% · Sharpe 0.78

ETFs · South Korea

Samsung KODEX Secondary Battery Industry ETF

Bollinger breakout · CAGR 14.8% · MDD -60.5% · Sharpe 0.78

Stocks · South Korea

LG이노텍

Keltner breakout · CAGR 20.6% · MDD -44.4% · Sharpe 0.78

Stocks · South Korea

F&F

ADX / DI trend · CAGR 3.9% · MDD -6.3% · Sharpe 0.78

Stocks · South Korea

코스메카코리아

Bollinger breakout · CAGR 14.1% · MDD -27.4% · Sharpe 0.76

Stocks · South Korea

KODEX 코스피

Donchian breakout · CAGR 10.2% · MDD -26.6% · Sharpe 0.76

ETFs · South Korea

Samsung KODEX KOSPI ETF Units

Donchian breakout · CAGR 10.2% · MDD -26.6% · Sharpe 0.76

Stocks · South Korea

에스엠

Bollinger breakout · CAGR 19.2% · MDD -49.1% · Sharpe 0.76

Stocks · South Korea

두산테스나

Supertrend · CAGR 25.2% · MDD -61.8% · Sharpe 0.75

Stocks · South Korea

우리기술

ROC momentum · CAGR 18.4% · MDD -40.7% · Sharpe 0.75

Stocks · South Korea

원익IPS

ADX / DI trend · CAGR 17.2% · MDD -21.6% · Sharpe 0.75

Stocks · South Korea

삼성E&A

SMA crossover · CAGR 20.8% · MDD -56.8% · Sharpe 0.74

Stocks · South Korea

삼성전기

Keltner breakout · CAGR 16.3% · MDD -46.6% · Sharpe 0.73

Stocks · South Korea

셀트리온

ADX / DI trend · CAGR 20.5% · MDD -60.3% · Sharpe 0.73

Stocks · South Korea

가온전선

Supertrend · CAGR 21.2% · MDD -59.6% · Sharpe 0.72

Stocks · South Korea

KODEX 반도체

Supertrend · CAGR 12.6% · MDD -31.1% · Sharpe 0.72

ETFs · South Korea

Samsung KODEX Semicon ETF

Supertrend · CAGR 12.6% · MDD -31.1% · Sharpe 0.72

Stocks · South Korea

티에스이

Bollinger breakout · CAGR 23.2% · MDD -56.8% · Sharpe 0.72

Stocks · South Korea

제이에스링크

ADX / DI trend · CAGR 17.3% · MDD -35.7% · Sharpe 0.71

Stocks · South Korea

RFHIC

Supertrend · CAGR 21.4% · MDD -56.0% · Sharpe 0.71

Stocks · South Korea

ACE 종합채권(AA-이상)액티브

EMA crossover · CAGR 1.8% · MDD -3.0% · Sharpe 0.71

Stocks · South Korea

RISE 200

Supertrend · CAGR 9.8% · MDD -28.9% · Sharpe 0.70

ETFs · South Korea

KB RISE 200 Securities ETF(Equity) Units

Supertrend · CAGR 9.8% · MDD -28.9% · Sharpe 0.70

Stocks · South Korea

엘앤에프

MACD · CAGR 22.8% · MDD -75.0% · Sharpe 0.70

Stocks · South Korea

TIGER 반도체

Donchian breakout · CAGR 14.3% · MDD -49.8% · Sharpe 0.70

ETFs · South Korea

MIRAE ASSET TIGER SEMICON ETF

Donchian breakout · CAGR 14.3% · MDD -49.8% · Sharpe 0.70

Stocks · South Korea

테스

Donchian breakout · CAGR 25.4% · MDD -61.7% · Sharpe 0.70

Stocks · South Korea

NAVER

SMA crossover · CAGR 19.0% · MDD -46.4% · Sharpe 0.69

Stocks · South Korea

에코프로

Keltner breakout · CAGR 22.0% · MDD -68.5% · Sharpe 0.69

Stocks · South Korea

HLB

Bollinger breakout · CAGR 24.0% · MDD -73.2% · Sharpe 0.68

ETFs · South Korea

Mirae Asset Tiger Leverage ETF

Supertrend · CAGR 16.3% · MDD -44.4% · Sharpe 0.68

Stocks · South Korea

ISC

Donchian breakout · CAGR 23.2% · MDD -60.5% · Sharpe 0.68

Stocks · South Korea

씨젠

ADX / DI trend · CAGR 14.3% · MDD -31.7% · Sharpe 0.67

Stocks · South Korea

성호전자

ADX / DI trend · CAGR 14.8% · MDD -34.5% · Sharpe 0.67

Stocks · South Korea

일진전기

Donchian breakout · CAGR 22.1% · MDD -70.7% · Sharpe 0.67

Stocks · South Korea

SK

Supertrend · CAGR 16.5% · MDD -58.9% · Sharpe 0.67

Stocks · South Korea

삼양식품

SMA crossover · CAGR 21.2% · MDD -64.0% · Sharpe 0.67

Stocks · South Korea

리노공업

Supertrend · CAGR 17.9% · MDD -45.3% · Sharpe 0.66

Stocks · South Korea

한미약품

Bollinger breakout · CAGR 15.4% · MDD -33.7% · Sharpe 0.66

Stocks · South Korea

LS ELECTRIC

MACD · CAGR 19.2% · MDD -55.2% · Sharpe 0.66

Stocks · South Korea

메지온

Supertrend · CAGR 21.6% · MDD -66.5% · Sharpe 0.66

Stocks · South Korea

SK하이닉스

Keltner breakout · CAGR 15.9% · MDD -59.8% · Sharpe 0.66

Stocks · South Korea

피에스케이

SMA crossover · CAGR 20.9% · MDD -56.7% · Sharpe 0.66

Stocks · South Korea

삼성전자우

SMA crossover · CAGR 14.2% · MDD -39.8% · Sharpe 0.66

Stocks · South Korea

코리아써키트

Keltner breakout · CAGR 13.0% · MDD -34.6% · Sharpe 0.65

Stocks · South Korea

PLUS 200

ROC momentum · CAGR 9.2% · MDD -40.8% · Sharpe 0.65

ETFs · South Korea

Hanwha PLUS 200 ETF

ROC momentum · CAGR 9.2% · MDD -40.8% · Sharpe 0.65

Stocks · South Korea

한미사이언스

ADX / DI trend · CAGR 10.7% · MDD -35.5% · Sharpe 0.65

Stocks · South Korea

씨에스윈드

Bollinger breakout · CAGR 16.5% · MDD -43.2% · Sharpe 0.65

Stocks · South Korea

키움증권

Keltner breakout · CAGR 13.9% · MDD -51.1% · Sharpe 0.65

Stocks · South Korea

현대지에프홀딩스

Keltner breakout · CAGR 13.0% · MDD -58.0% · Sharpe 0.65

Stocks · South Korea

에이비엘바이오

Donchian breakout · CAGR 22.4% · MDD -51.3% · Sharpe 0.65

Stocks · South Korea

비에이치아이

MACD · CAGR 21.2% · MDD -69.6% · Sharpe 0.65

Stocks · South Korea

한국금융지주

SMA crossover · CAGR 16.8% · MDD -46.1% · Sharpe 0.64

Stocks · South Korea

대주전자재료

Supertrend · CAGR 20.4% · MDD -73.6% · Sharpe 0.64

Stocks · South Korea

KODEX 레버리지

Supertrend · CAGR 14.6% · MDD -46.6% · Sharpe 0.64

ETFs · South Korea

Samsung KODEX Leverage ETF (EQUITY-DERIVATIVES)

Supertrend · CAGR 14.6% · MDD -46.6% · Sharpe 0.64

Stocks · South Korea

KODEX 코스닥150레버리지

Keltner breakout · CAGR 15.7% · MDD -36.9% · Sharpe 0.64

ETFs · South Korea

SAMSUNG KODEX KOSDAQ150 LEVERAGE ETF

Keltner breakout · CAGR 15.7% · MDD -36.9% · Sharpe 0.64

Stocks · South Korea

코스모신소재

ROC momentum · CAGR 20.4% · MDD -59.6% · Sharpe 0.64

Stocks · South Korea

HD한국조선해양

EMA crossover · CAGR 17.0% · MDD -59.1% · Sharpe 0.64

Stocks · South Korea

KODEX 200

Bollinger breakout · CAGR 4.5% · MDD -20.1% · Sharpe 0.64

ETFs · South Korea

Samsung KODEX 200 ETF

Bollinger breakout · CAGR 4.5% · MDD -20.1% · Sharpe 0.64

Stocks · South Korea

LS에코에너지

Donchian breakout · CAGR 21.7% · MDD -57.9% · Sharpe 0.63

Stocks · South Korea

한화

Donchian breakout · CAGR 17.3% · MDD -52.8% · Sharpe 0.63

Stocks · South Korea

카카오

SMA crossover · CAGR 16.7% · MDD -63.4% · Sharpe 0.63

Stocks · South Korea

케이씨텍

SMA crossover · CAGR 20.3% · MDD -53.1% · Sharpe 0.63

Stocks · South Korea

이오테크닉스

Donchian breakout · CAGR 20.7% · MDD -72.2% · Sharpe 0.63

Stocks · South Korea

풍산

SMA crossover · CAGR 16.0% · MDD -49.6% · Sharpe 0.63

Stocks · South Korea

교보증권

Donchian breakout · CAGR 12.2% · MDD -44.7% · Sharpe 0.62

Stocks · South Korea

아모레퍼시픽홀딩스

SMA crossover · CAGR 15.8% · MDD -75.2% · Sharpe 0.62

Stocks · South Korea

삼성전자

MACD · CAGR 13.3% · MDD -41.2% · Sharpe 0.62

Stocks · South Korea

두산에너빌리티

SMA crossover · CAGR 17.0% · MDD -69.8% · Sharpe 0.62

Stocks · South Korea

TIGER 200

ADX / DI trend · CAGR 7.1% · MDD -20.1% · Sharpe 0.62

ETFs · South Korea

Mirae Asset Tiger 200 ETF

ADX / DI trend · CAGR 7.1% · MDD -20.1% · Sharpe 0.62

Stocks · South Korea

티씨케이

SMA crossover · CAGR 18.7% · MDD -69.1% · Sharpe 0.62

Stocks · South Korea

주성엔지니어링

SMA crossover · CAGR 19.6% · MDD -73.3% · Sharpe 0.61

Stocks · South Korea

한화투자증권

Donchian breakout · CAGR 13.4% · MDD -50.3% · Sharpe 0.61

Stocks · South Korea

금호석유화학

SMA crossover · CAGR 17.3% · MDD -66.6% · Sharpe 0.61

Stocks · South Korea

HD건설기계

Donchian breakout · CAGR 19.8% · MDD -61.5% · Sharpe 0.61

Stocks · South Korea

코미코

MACD · CAGR 17.4% · MDD -49.1% · Sharpe 0.61

ETFs · South Korea

KOSEF 200 ETF

Donchian breakout · CAGR 9.1% · MDD -40.7% · Sharpe 0.61

Stocks · South Korea

OCI홀딩스

SMA crossover · CAGR 18.0% · MDD -70.7% · Sharpe 0.61

Stocks · South Korea

ACE 200

ADX / DI trend · CAGR 7.4% · MDD -21.0% · Sharpe 0.61

ETFs · South Korea

KIM ACE 200 ETF

ADX / DI trend · CAGR 7.4% · MDD -21.0% · Sharpe 0.61

Stocks · South Korea

휴젤

Supertrend · CAGR 16.9% · MDD -46.6% · Sharpe 0.60

Stocks · South Korea

영원무역홀딩스

ROC momentum · CAGR 16.3% · MDD -59.9% · Sharpe 0.60

Stocks · South Korea

포스코DX

Donchian breakout · CAGR 16.0% · MDD -46.2% · Sharpe 0.60

Stocks · South Korea

코오롱티슈진

Donchian breakout · CAGR 27.2% · MDD -58.8% · Sharpe 0.60

Stocks · South Korea

두산

Parabolic SAR · CAGR 16.6% · MDD -75.0% · Sharpe 0.59

Stocks · South Korea

오뚜기

Supertrend · CAGR 13.6% · MDD -65.4% · Sharpe 0.59

Stocks · South Korea

HL만도

Keltner breakout · CAGR 11.0% · MDD -30.8% · Sharpe 0.59

Stocks · South Korea

한솔케미칼

Supertrend · CAGR 13.9% · MDD -59.5% · Sharpe 0.59

Stocks · South Korea

대웅

Supertrend · CAGR 16.2% · MDD -64.0% · Sharpe 0.59

Stocks · South Korea

현대로템

Bollinger breakout · CAGR 13.3% · MDD -33.0% · Sharpe 0.59

ETFs · South Korea

MIRAE ASSET TIGER KOSDAQ150 LEVERAGE ETF

MACD · CAGR 15.0% · MDD -61.2% · Sharpe 0.59

Stocks · South Korea

고영

SMA crossover · CAGR 16.4% · MDD -60.9% · Sharpe 0.59

Stocks · South Korea

셀트리온제약

Supertrend · CAGR 17.8% · MDD -62.8% · Sharpe 0.58

Stocks · South Korea

대한전선

EMA crossover · CAGR 16.2% · MDD -78.2% · Sharpe 0.58

Stocks · South Korea

DL이앤씨

Bollinger breakout · CAGR 8.7% · MDD -18.1% · Sharpe 0.58

Stocks · South Korea

DB하이텍

Keltner breakout · CAGR 13.7% · MDD -63.7% · Sharpe 0.58

Stocks · South Korea

케어젠

ADX / DI trend · CAGR 16.2% · MDD -47.9% · Sharpe 0.58

Stocks · South Korea

동서

SMA crossover · CAGR 12.8% · MDD -55.3% · Sharpe 0.58

Stocks · South Korea

한일시멘트

ROC momentum · CAGR 12.8% · MDD -35.3% · Sharpe 0.58

Stocks · South Korea

LG화학

SMA crossover · CAGR 14.1% · MDD -53.6% · Sharpe 0.58

Stocks · South Korea

하나마이크론

SMA crossover · CAGR 14.7% · MDD -88.0% · Sharpe 0.57

Stocks · South Korea

비츠로셀

Supertrend · CAGR 14.2% · MDD -44.7% · Sharpe 0.57

Stocks · South Korea

KODEX 삼성그룹

Bollinger breakout · CAGR 6.2% · MDD -23.3% · Sharpe 0.57

ETFs · South Korea

Samsung KODEX Samsung Group ETF

Bollinger breakout · CAGR 6.2% · MDD -23.3% · Sharpe 0.57

ETFs · South Korea

MIRAE ASSET TIGER USD Futures Inverse2X ETF

ROC momentum · CAGR 1.0% · MDD -2.1% · Sharpe 0.57

Stocks · South Korea

에스엘

Donchian breakout · CAGR 15.1% · MDD -71.2% · Sharpe 0.57

Stocks · South Korea

삼성SDI

ADX / DI trend · CAGR 10.4% · MDD -41.9% · Sharpe 0.57

Stocks · South Korea

롯데리츠

Bollinger breakout · CAGR 2.7% · MDD -6.3% · Sharpe 0.57

Stocks · South Korea

현대엘리베이터

Parabolic SAR · CAGR 16.0% · MDD -57.6% · Sharpe 0.57

Stocks · South Korea

동원산업

Supertrend · CAGR 14.3% · MDD -49.0% · Sharpe 0.57

Stocks · South Korea

미래에셋생명

Supertrend · CAGR 14.7% · MDD -43.6% · Sharpe 0.57

Stocks · South Korea

한화솔루션

Keltner breakout · CAGR 13.6% · MDD -45.2% · Sharpe 0.56

Stocks · South Korea

JB금융지주

SMA crossover · CAGR 11.8% · MDD -44.5% · Sharpe 0.56

Stocks · South Korea

삼화콘덴서

SMA crossover · CAGR 16.8% · MDD -76.5% · Sharpe 0.56

Stocks · South Korea

원익홀딩스

Donchian breakout · CAGR 19.2% · MDD -72.6% · Sharpe 0.56

Stocks · South Korea

에스피지

SMA crossover · CAGR 15.4% · MDD -66.2% · Sharpe 0.56

Stocks · South Korea

HD현대

ADX / DI trend · CAGR 8.4% · MDD -20.6% · Sharpe 0.56

Stocks · South Korea

삼천당제약

SMA crossover · CAGR 16.7% · MDD -82.2% · Sharpe 0.56

Stocks · South Korea

대원전선

Donchian breakout · CAGR 15.1% · MDD -67.1% · Sharpe 0.56

Stocks · South Korea

서진시스템

SMA crossover · CAGR 15.6% · MDD -65.5% · Sharpe 0.56

Stocks · South Korea

DB손해보험

ROC momentum · CAGR 14.8% · MDD -62.1% · Sharpe 0.55

Stocks · South Korea

한국항공우주

SMA crossover · CAGR 12.7% · MDD -57.0% · Sharpe 0.55

Stocks · South Korea

리가켐바이오

SMA crossover · CAGR 15.9% · MDD -64.4% · Sharpe 0.55

Stocks · South Korea

HJ중공업

ADX / DI trend · CAGR 10.2% · MDD -31.0% · Sharpe 0.55

Stocks · South Korea

오스코텍

SMA crossover · CAGR 15.8% · MDD -79.5% · Sharpe 0.55

Stocks · South Korea

SK바이오사이언스

Bollinger breakout · CAGR 8.4% · MDD -16.5% · Sharpe 0.54

ETFs · South Korea

Mirae Asset Tiger KRX Secondary Battery K-New Deal ETF

Bollinger breakout · CAGR 7.1% · MDD -23.1% · Sharpe 0.54

Stocks · South Korea

에스티팜

ADX / DI trend · CAGR 14.2% · MDD -57.4% · Sharpe 0.54

Stocks · South Korea

대한광통신

Supertrend · CAGR 15.5% · MDD -86.6% · Sharpe 0.54

Stocks · South Korea

SK디스커버리

SMA crossover · CAGR 13.3% · MDD -64.9% · Sharpe 0.53

Stocks · South Korea

코웨이

Keltner breakout · CAGR 7.9% · MDD -36.2% · Sharpe 0.53

Stocks · South Korea

대우건설

Keltner breakout · CAGR 8.4% · MDD -36.4% · Sharpe 0.53

Stocks · South Korea

한화엔진

SMA crossover · CAGR 13.7% · MDD -56.8% · Sharpe 0.53

Stocks · South Korea

롯데케미칼

Donchian breakout · CAGR 13.2% · MDD -54.2% · Sharpe 0.53

Stocks · South Korea

이수페타시스

ADX / DI trend · CAGR 11.3% · MDD -58.4% · Sharpe 0.53

Stocks · South Korea

IPARK현대산업개발

Keltner breakout · CAGR 4.6% · MDD -12.8% · Sharpe 0.53

Stocks · South Korea

SK가스

Donchian breakout · CAGR 9.7% · MDD -47.6% · Sharpe 0.52

Stocks · South Korea

녹십자

SMA crossover · CAGR 13.0% · MDD -68.1% · Sharpe 0.52

Stocks · South Korea

오리온홀딩스

SMA crossover · CAGR 11.3% · MDD -55.3% · Sharpe 0.52

Stocks · South Korea

현대모비스

SMA crossover · CAGR 12.0% · MDD -70.5% · Sharpe 0.52

Stocks · South Korea

효성

MACD · CAGR 12.2% · MDD -78.2% · Sharpe 0.52

Stocks · South Korea

한올바이오파마

EMA crossover · CAGR 14.3% · MDD -73.3% · Sharpe 0.52

Stocks · South Korea

현대차

Donchian breakout · CAGR 9.0% · MDD -49.0% · Sharpe 0.52

Stocks · South Korea

KCC

SMA crossover · CAGR 12.0% · MDD -50.1% · Sharpe 0.52

Stocks · South Korea

LG전자우

SMA crossover · CAGR 11.4% · MDD -57.4% · Sharpe 0.52

Stocks · South Korea

현대해상

SMA crossover · CAGR 12.4% · MDD -63.5% · Sharpe 0.51

Stocks · South Korea

LG생활건강

EMA crossover · CAGR 10.9% · MDD -57.8% · Sharpe 0.51

Stocks · South Korea

기아

Bollinger breakout · CAGR 9.4% · MDD -43.7% · Sharpe 0.51

Stocks · South Korea

롯데관광개발

Donchian breakout · CAGR 9.3% · MDD -33.0% · Sharpe 0.51

Stocks · South Korea

고려아연

Bollinger breakout · CAGR 9.2% · MDD -51.6% · Sharpe 0.51

Stocks · South Korea

종근당

Supertrend · CAGR 11.7% · MDD -42.5% · Sharpe 0.51

Stocks · South Korea

넷마블

Keltner breakout · CAGR 6.0% · MDD -22.9% · Sharpe 0.51

Stocks · South Korea

HDC

SMA crossover · CAGR 12.2% · MDD -64.8% · Sharpe 0.51

Stocks · South Korea

GS건설

SMA crossover · CAGR 12.2% · MDD -55.1% · Sharpe 0.51

Stocks · South Korea

NC

EMA crossover · CAGR 12.3% · MDD -51.1% · Sharpe 0.51

Stocks · South Korea

맥쿼리인프라

EMA crossover · CAGR 4.1% · MDD -27.3% · Sharpe 0.51

ETFs · South Korea

Macquarie Korea Infrastructure Fund

EMA crossover · CAGR 4.1% · MDD -27.3% · Sharpe 0.51

Stocks · South Korea

신영증권

Donchian breakout · CAGR 9.6% · MDD -42.7% · Sharpe 0.50

Stocks · South Korea

제이앤티씨

EMA crossover · CAGR 13.6% · MDD -63.0% · Sharpe 0.50

Stocks · South Korea

펄어비스

Keltner breakout · CAGR 10.1% · MDD -38.4% · Sharpe 0.50

Stocks · South Korea

TIGER 리츠부동산인프라

Supertrend · CAGR 3.8% · MDD -19.1% · Sharpe 0.50

ETFs · South Korea

MIRAE ASSET TIGER REITS REAL ESTATE INFRA ETF

Supertrend · CAGR 3.8% · MDD -19.1% · Sharpe 0.50

Stocks · South Korea

삼성화재우

SMA crossover · CAGR 8.2% · MDD -44.9% · Sharpe 0.50

Stocks · South Korea

현대글로비스

SMA crossover · CAGR 11.1% · MDD -58.9% · Sharpe 0.50

Stocks · South Korea

미래에셋증권

MACD · CAGR 12.1% · MDD -71.5% · Sharpe 0.50

Stocks · South Korea

아모레퍼시픽

ADX / DI trend · CAGR 4.6% · MDD -15.2% · Sharpe 0.50

Stocks · South Korea

한국타이어앤테크놀로지

SMA crossover · CAGR 9.7% · MDD -38.9% · Sharpe 0.50

Stocks · South Korea

미스토홀딩스

ADX / DI trend · CAGR 2.7% · MDD -10.4% · Sharpe 0.49

Stocks · South Korea

영원무역

EMA crossover · CAGR 10.9% · MDD -58.8% · Sharpe 0.49

Stocks · South Korea

HMM

SMA crossover · CAGR 11.6% · MDD -70.7% · Sharpe 0.49

Stocks · South Korea

S-Oil

SMA crossover · CAGR 10.4% · MDD -49.5% · Sharpe 0.48

Stocks · South Korea

신세계

SMA crossover · CAGR 10.3% · MDD -66.6% · Sharpe 0.48

Stocks · South Korea

세아베스틸지주

Donchian breakout · CAGR 10.3% · MDD -56.7% · Sharpe 0.48

Stocks · South Korea

HD현대마린엔진

EMA crossover · CAGR 11.1% · MDD -56.7% · Sharpe 0.48

Stocks · South Korea

LG유플러스

SMA crossover · CAGR -5.0% · MDD -90.7% · Sharpe 0.47

Stocks · South Korea

SKC

MACD · CAGR 11.3% · MDD -71.7% · Sharpe 0.47

Stocks · South Korea

네이처셀

ADX / DI trend · CAGR 11.8% · MDD -79.2% · Sharpe 0.47

Stocks · South Korea

KODEX 코스닥150

Donchian breakout · CAGR 6.8% · MDD -27.2% · Sharpe 0.47

ETFs · South Korea

SAMSUNG KODEX KOSDAQ 150 ETF

Donchian breakout · CAGR 6.8% · MDD -27.2% · Sharpe 0.47

Stocks · South Korea

TIGER 코스닥150

Donchian breakout · CAGR 7.4% · MDD -29.7% · Sharpe 0.47

ETFs · South Korea

MIRAE ASSET TIGER KOSDAQ150 ETF

Donchian breakout · CAGR 7.4% · MDD -29.7% · Sharpe 0.47

Stocks · South Korea

기업은행

SMA crossover · CAGR 9.4% · MDD -45.1% · Sharpe 0.47

Stocks · South Korea

솔브레인

ROC momentum · CAGR 11.1% · MDD -42.1% · Sharpe 0.47

ETFs · South Korea

MIRAE ASSET TIGER China Hang Seng TECH ETF

ROC momentum · CAGR 6.5% · MDD -26.3% · Sharpe 0.47

Stocks · South Korea

코오롱인더

SMA crossover · CAGR 9.9% · MDD -46.8% · Sharpe 0.47

Stocks · South Korea

동국제약

Donchian breakout · CAGR 10.1% · MDD -63.6% · Sharpe 0.47

Stocks · South Korea

LS

SMA crossover · CAGR 10.5% · MDD -59.6% · Sharpe 0.47

Stocks · South Korea

삼성생명

Bollinger breakout · CAGR 6.6% · MDD -24.0% · Sharpe 0.46

Stocks · South Korea

현대건설

Bollinger breakout · CAGR 7.4% · MDD -34.0% · Sharpe 0.46

Stocks · South Korea

하나금융지주

SMA crossover · CAGR 9.3% · MDD -60.0% · Sharpe 0.46

Stocks · South Korea

한화오션

SMA crossover · CAGR 10.4% · MDD -58.7% · Sharpe 0.46

Stocks · South Korea

삼아알미늄

Supertrend · CAGR 11.7% · MDD -71.3% · Sharpe 0.46

Stocks · South Korea

포스코인터내셔널

Supertrend · CAGR 10.6% · MDD -71.8% · Sharpe 0.45

Stocks · South Korea

한전기술

Keltner breakout · CAGR 8.3% · MDD -53.3% · Sharpe 0.45

Stocks · South Korea

호텔신라

SMA crossover · CAGR 9.3% · MDD -68.6% · Sharpe 0.45

Stocks · South Korea

LG전자

SMA crossover · CAGR 9.6% · MDD -65.7% · Sharpe 0.45

Stocks · South Korea

현대차우

ADX / DI trend · CAGR 7.0% · MDD -37.3% · Sharpe 0.45

Stocks · South Korea

현대제철

EMA crossover · CAGR 9.6% · MDD -69.6% · Sharpe 0.45

Stocks · South Korea

한진칼

Donchian breakout · CAGR 10.2% · MDD -64.3% · Sharpe 0.45

Stocks · South Korea

한국콜마

SMA crossover · CAGR 9.2% · MDD -56.6% · Sharpe 0.44

Stocks · South Korea

대한항공

ADX / DI trend · CAGR 5.1% · MDD -30.2% · Sharpe 0.44

Stocks · South Korea

한국앤컴퍼니

EMA crossover · CAGR 9.7% · MDD -53.6% · Sharpe 0.44

Stocks · South Korea

삼성중공업

Parabolic SAR · CAGR 9.3% · MDD -73.7% · Sharpe 0.44

Stocks · South Korea

동진쎄미켐

SMA crossover · CAGR 10.2% · MDD -67.1% · Sharpe 0.44

Stocks · South Korea

삼성물산

ROC momentum · CAGR 9.7% · MDD -62.2% · Sharpe 0.44

Stocks · South Korea

태광산업

ADX / DI trend · CAGR 5.3% · MDD -30.3% · Sharpe 0.44

ETFs · South Korea

Samsung KODEX Securities ETF

SMA crossover · CAGR 7.6% · MDD -49.0% · Sharpe 0.43

Stocks · South Korea

다우기술

SMA crossover · CAGR 9.6% · MDD -65.0% · Sharpe 0.43

Stocks · South Korea

PLUS 고배당주

Donchian breakout · CAGR 5.6% · MDD -31.6% · Sharpe 0.43

ETFs · South Korea

Hanwha PLUS High Dividend ETF

Donchian breakout · CAGR 5.6% · MDD -31.6% · Sharpe 0.43

Stocks · South Korea

JYP Ent.

Supertrend · CAGR 9.5% · MDD -67.6% · Sharpe 0.43

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