SleepWell Trade · Asset reports · South Korea

377 South Korea backtest reports (2/2)

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

Snapshot 2026-07

Stocks · South Korea

오리온

Bollinger breakout · CAGR 1.8% · MDD -7.4% · Sharpe 0.43

Stocks · South Korea

LS마린솔루션

Supertrend · CAGR 9.5% · MDD -55.2% · Sharpe 0.43

Stocks · South Korea

현대차2우B

ADX / DI trend · CAGR 7.0% · MDD -52.6% · Sharpe 0.42

Stocks · South Korea

GS리테일

ADX / DI trend · CAGR 3.3% · MDD -15.1% · Sharpe 0.42

ETFs · South Korea

MIRAE ASSET TIGER COSMETICS ETF

ADX / DI trend · CAGR 3.9% · MDD -19.0% · Sharpe 0.42

Stocks · South Korea

LX인터내셔널

Donchian breakout · CAGR 9.2% · MDD -81.8% · Sharpe 0.42

Stocks · South Korea

후성

EMA crossover · CAGR 9.1% · MDD -69.1% · Sharpe 0.42

Stocks · South Korea

CJ

Donchian breakout · CAGR 13.4% · MDD -70.7% · Sharpe 0.41

Stocks · South Korea

SFA반도체

Donchian breakout · CAGR 8.8% · MDD -78.6% · Sharpe 0.41

Stocks · South Korea

DN오토모티브

Donchian breakout · CAGR 7.9% · MDD -57.8% · Sharpe 0.41

Stocks · South Korea

코스맥스

Donchian breakout · CAGR 8.4% · MDD -59.6% · Sharpe 0.41

Stocks · South Korea

대웅제약

Supertrend · CAGR 8.3% · MDD -65.4% · Sharpe 0.41

Stocks · South Korea

두산밥캣

Donchian breakout · CAGR 8.3% · MDD -45.8% · Sharpe 0.40

ETFs · South Korea

Samsung KODEX Constructions ETF

MACD · CAGR 6.3% · MDD -39.7% · Sharpe 0.40

Stocks · South Korea

현대백화점

Supertrend · CAGR 7.7% · MDD -65.6% · Sharpe 0.40

Stocks · South Korea

삼성화재

SMA crossover · CAGR 7.7% · MDD -67.5% · Sharpe 0.40

Stocks · South Korea

POSCO홀딩스

SMA crossover · CAGR 7.0% · MDD -48.3% · Sharpe 0.39

Stocks · South Korea

현대위아

Keltner breakout · CAGR 3.9% · MDD -16.7% · Sharpe 0.39

Stocks · South Korea

쿠쿠홀딩스

Bollinger breakout · CAGR 5.1% · MDD -25.8% · Sharpe 0.38

Stocks · South Korea

KB금융

SMA crossover · CAGR 6.4% · MDD -45.0% · Sharpe 0.38

Stocks · South Korea

GS

Donchian breakout · CAGR 6.9% · MDD -62.0% · Sharpe 0.38

ETFs · South Korea

SAMSUNG KODEX WTI Crude Oil Futures Inverse ETF(H)

ROC momentum · CAGR 6.5% · MDD -32.3% · Sharpe 0.38

Stocks · South Korea

iM금융지주

SMA crossover · CAGR 5.8% · MDD -50.0% · Sharpe 0.38

ETFs · South Korea

Samsung KODEX Silver Futures Special Asset ETF

Bollinger breakout · CAGR 4.9% · MDD -39.3% · Sharpe 0.38

Stocks · South Korea

대신증권

MACD · CAGR 6.8% · MDD -76.9% · Sharpe 0.37

Stocks · South Korea

유한양행

EMA crossover · CAGR 6.6% · MDD -65.0% · Sharpe 0.37

Stocks · South Korea

CJ대한통운

SMA crossover · CAGR 7.0% · MDD -68.3% · Sharpe 0.36

Stocks · South Korea

아시아나항공

Keltner breakout · CAGR 5.1% · MDD -56.7% · Sharpe 0.36

Stocks · South Korea

KT&G

Donchian breakout · CAGR 5.5% · MDD -42.9% · Sharpe 0.35

Stocks · South Korea

한국가스공사

SMA crossover · CAGR 6.0% · MDD -40.6% · Sharpe 0.35

Stocks · South Korea

NH투자증권

SMA crossover · CAGR 6.2% · MDD -63.4% · Sharpe 0.35

Stocks · South Korea

한전KPS

EMA crossover · CAGR 6.1% · MDD -59.2% · Sharpe 0.35

Stocks · South Korea

농심

ADX / DI trend · CAGR 4.7% · MDD -47.1% · Sharpe 0.34

Stocks · South Korea

삼성증권

SMA crossover · CAGR 5.6% · MDD -62.6% · Sharpe 0.33

Stocks · South Korea

LG

Supertrend · CAGR 5.3% · MDD -49.5% · Sharpe 0.33

Stocks · South Korea

BNK금융지주

Supertrend · CAGR 4.6% · MDD -58.8% · Sharpe 0.33

Stocks · South Korea

하림지주

Supertrend · CAGR 6.5% · MDD -48.5% · Sharpe 0.32

Stocks · South Korea

한국카본

Supertrend · CAGR 5.3% · MDD -72.6% · Sharpe 0.32

Stocks · South Korea

신한지주

EMA crossover · CAGR 5.1% · MDD -69.3% · Sharpe 0.32

Stocks · South Korea

한화생명

Keltner breakout · CAGR 4.4% · MDD -36.7% · Sharpe 0.31

Stocks · South Korea

SK바이오팜

ADX / DI trend · CAGR 1.8% · MDD -11.2% · Sharpe 0.30

Stocks · South Korea

NHN

SMA crossover · CAGR 4.6% · MDD -49.1% · Sharpe 0.30

ETFs · South Korea

Samsung KODEX Banks ETF

SMA crossover · CAGR 3.3% · MDD -43.1% · Sharpe 0.30

Stocks · South Korea

롯데정밀화학

Donchian breakout · CAGR 4.3% · MDD -51.0% · Sharpe 0.30

Stocks · South Korea

한화손해보험

ADX / DI trend · CAGR 4.4% · MDD -49.4% · Sharpe 0.29

Stocks · South Korea

SK아이이테크놀로지

Bollinger breakout · CAGR 4.0% · MDD -27.4% · Sharpe 0.29

Stocks · South Korea

한온시스템

SMA crossover · CAGR 4.1% · MDD -64.9% · Sharpe 0.29

Stocks · South Korea

카카오게임즈

SMA crossover · CAGR 4.0% · MDD -40.1% · Sharpe 0.29

Stocks · South Korea

팬오션

ADX / DI trend · CAGR 3.7% · MDD -44.9% · Sharpe 0.28

Stocks · South Korea

한국전력

EMA crossover · CAGR 3.8% · MDD -51.4% · Sharpe 0.28

Stocks · South Korea

DL

ROC momentum · CAGR 3.0% · MDD -92.9% · Sharpe 0.28

Stocks · South Korea

롯데지주

ADX / DI trend · CAGR 6.9% · MDD -16.6% · Sharpe 0.27

Stocks · South Korea

제일기획

SMA crossover · CAGR 3.6% · MDD -56.5% · Sharpe 0.27

Stocks · South Korea

금호타이어

ROC momentum · CAGR 2.0% · MDD -9.6% · Sharpe 0.26

Stocks · South Korea

삼성에스디에스

SMA crossover · CAGR 3.3% · MDD -48.7% · Sharpe 0.25

Stocks · South Korea

코리안리

EMA crossover · CAGR 3.0% · MDD -59.2% · Sharpe 0.24

Stocks · South Korea

SK이노베이션

SMA crossover · CAGR 2.7% · MDD -59.9% · Sharpe 0.24

Stocks · South Korea

롯데쇼핑

ADX / DI trend · CAGR 2.0% · MDD -31.2% · Sharpe 0.23

Stocks · South Korea

SK네트웍스

ADX / DI trend · CAGR 2.6% · MDD -58.0% · Sharpe 0.22

Stocks · South Korea

이마트

Donchian breakout · CAGR 2.5% · MDD -39.1% · Sharpe 0.22

Stocks · South Korea

롯데웰푸드

ADX / DI trend · CAGR 1.2% · MDD -12.3% · Sharpe 0.22

Stocks · South Korea

더블유게임즈

Bollinger breakout · CAGR 0.9% · MDD -6.0% · Sharpe 0.22

Stocks · South Korea

LG디스플레이

ADX / DI trend · CAGR 1.2% · MDD -16.0% · Sharpe 0.21

ETFs · South Korea

MIRAE ASSET TIGER 200 Futures Inverse 2x ETF

SMA crossover · CAGR 1.9% · MDD -49.7% · Sharpe 0.20

Stocks · South Korea

하이트진로

Donchian breakout · CAGR 10.8% · MDD -47.4% · Sharpe 0.20

Stocks · South Korea

에스원

ROC momentum · CAGR 1.5% · MDD -68.4% · Sharpe 0.20

ETFs · South Korea

Mirae Asset Tiger KRX Bio K-New Deal ETF

SMA crossover · CAGR 1.6% · MDD -20.0% · Sharpe 0.18

ETFs · South Korea

SAMSUNG KODEX 200 Futures Inverse 2x ETF

SMA crossover · CAGR 1.1% · MDD -50.9% · Sharpe 0.17

ETFs · South Korea

SAMSUNG KODEX KOSDAQ150 INVERSE ETF

SMA crossover · CAGR 1.3% · MDD -31.1% · Sharpe 0.16

Stocks · South Korea

SK텔레콤

SMA crossover · CAGR 1.1% · MDD -64.3% · Sharpe 0.16

Stocks · South Korea

CJ제일제당

SMA crossover · CAGR 1.0% · MDD -45.2% · Sharpe 0.15

Stocks · South Korea

강원랜드

ADX / DI trend · CAGR 0.4% · MDD -6.5% · Sharpe 0.15

Stocks · South Korea

삼성카드

Keltner breakout · CAGR 0.7% · MDD -24.3% · Sharpe 0.14

Stocks · South Korea

TIGER 단기통안채

ROC momentum · CAGR 0.6% · MDD -24.6% · Sharpe 0.11

Stocks · South Korea

BGF리테일

MACD · CAGR -0.6% · MDD -50.7% · Sharpe 0.10

Stocks · South Korea

KT

ADX / DI trend · CAGR 0.1% · MDD -7.6% · Sharpe 0.07

ETFs · South Korea

Samsung Kodex Inverse ETF

Bollinger breakout · CAGR -0.6% · MDD -32.3% · Sharpe -0.03

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