SleepWell Trade · Asset reports · Portugal
14 Portugal backtest reports
Backtest reports for Portugal listings, recomputed monthly across the same ten trend-following strategies.
Altri, SGPS, S.A.
Keltner breakout · CAGR 18.4% · MDD -26.4% · Sharpe 1.03
Stocks · PortugalCTT - Correios de Portugal SA
Keltner breakout · CAGR 7.8% · MDD -16.4% · Sharpe 0.84
Stocks · PortugalSonae SGPS SA
Donchian breakout · CAGR 13.5% · MDD -35.1% · Sharpe 0.77
Stocks · PortugalTeixeira Duarte, S.A.
Bollinger breakout · CAGR 21.6% · MDD -43.6% · Sharpe 0.76
Stocks · PortugalMota-Engil SGPS SA
ROC momentum · CAGR 16.1% · MDD -57.5% · Sharpe 0.73
Stocks · PortugalCorticeira Amorim SGPS SA
EMA crossover · CAGR 10.3% · MDD -48.9% · Sharpe 0.61
Stocks · PortugalBanco Comercial Portugues S.A.
EMA crossover · CAGR 10.1% · MDD -52.1% · Sharpe 0.51
Stocks · PortugalEDP Renewables SA
Supertrend · CAGR 8.1% · MDD -31.4% · Sharpe 0.48
Stocks · PortugalNOS SGPS SA
Bollinger breakout · CAGR 3.9% · MDD -30.8% · Sharpe 0.47
Stocks · PortugalNavigator Company SA
Donchian breakout · CAGR 6.0% · MDD -34.5% · Sharpe 0.46
Stocks · PortugalJeronimo Martins, SGPS S.A.
EMA crossover · CAGR 8.2% · MDD -49.7% · Sharpe 0.45
Stocks · PortugalRedes Energeticas Nacionais SA
Bollinger breakout · CAGR 1.1% · MDD -7.0% · Sharpe 0.39
Stocks · PortugalGalp Energia, SGPS S.A. Class B
Bollinger breakout · CAGR 4.2% · MDD -42.1% · Sharpe 0.39
Stocks · PortugalEDP S.A.
ADX / DI trend · CAGR 1.0% · MDD -18.1% · Sharpe 0.25