SleepWell Trade · Asset reports · New Zealand

21 New Zealand backtest reports

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

Snapshot 2026-07

Stocks · New Zealand

Summerset Group Holdings Limited

Bollinger breakout · CAGR 11.3% · MDD -16.9% · Sharpe 1.06

Stocks · New Zealand

Mainfreight Limited

EMA crossover · CAGR 15.4% · MDD -37.5% · Sharpe 0.91

ETFs · New Zealand

Smart Total World (NZD Hedged) ETF Units

EMA crossover · CAGR 8.8% · MDD -11.2% · Sharpe 0.76

Stocks · New Zealand

Ryman Healthcare Ltd.

EMA crossover · CAGR 11.9% · MDD -39.6% · Sharpe 0.72

Stocks · New Zealand

Channel Infrastructure NZ Limited

Donchian breakout · CAGR 12.0% · MDD -54.7% · Sharpe 0.70

Stocks · New Zealand

Infratil Limited

EMA crossover · CAGR 11.3% · MDD -30.1% · Sharpe 0.68

ETFs · New Zealand

Smart Australian Top 200 ETF

ADX / DI trend · CAGR 2.5% · MDD -3.5% · Sharpe 0.68

Stocks · New Zealand

a2 Milk Company Limited

EMA crossover · CAGR 22.0% · MDD -69.5% · Sharpe 0.67

Stocks · New Zealand

Fisher & Paykel Healthcare Corporation Limited

SMA crossover · CAGR 12.2% · MDD -43.8% · Sharpe 0.64

Stocks · New Zealand

EBOS Group Limited

EMA crossover · CAGR 8.0% · MDD -37.5% · Sharpe 0.53

Stocks · New Zealand

Freightways Group Limited

EMA crossover · CAGR 7.7% · MDD -32.4% · Sharpe 0.53

Stocks · New Zealand

Meridian Energy Limited

Supertrend · CAGR 8.9% · MDD -39.6% · Sharpe 0.52

Stocks · New Zealand

Chorus Limited

ROC momentum · CAGR 9.9% · MDD -46.5% · Sharpe 0.52

Stocks · New Zealand

Auckland International Airport Limited

SMA crossover · CAGR 7.0% · MDD -33.9% · Sharpe 0.47

Stocks · New Zealand

Fletcher Building Limited

Keltner breakout · CAGR 4.1% · MDD -30.8% · Sharpe 0.46

Stocks · New Zealand

Port of Tauranga Limited

ADX / DI trend · CAGR 2.3% · MDD -21.2% · Sharpe 0.36

Stocks · New Zealand

Mercury NZ Ltd.

Donchian breakout · CAGR 4.2% · MDD -29.6% · Sharpe 0.34

Stocks · New Zealand

Goodman New Zealand Limited & Goodman Property Services Limited Units

ADX / DI trend · CAGR 0.5% · MDD -3.6% · Sharpe 0.32

Stocks · New Zealand

Contact Energy Limited

ROC momentum · CAGR 2.8% · MDD -56.7% · Sharpe 0.24

Stocks · New Zealand

Genesis Energy Limited

Bollinger breakout · CAGR 1.3% · MDD -19.3% · Sharpe 0.19

Stocks · New Zealand

Spark New Zealand Limited

EMA crossover · CAGR 1.2% · MDD -34.9% · Sharpe 0.16

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