SleepWell Trade · Asset reports · Singapore

54 Singapore backtest reports

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

Snapshot 2026-07

Stocks · Singapore

iFAST Corporation Ltd

Keltner breakout · CAGR 20.5% · MDD -22.3% · Sharpe 1.10

Stocks · Singapore

Sheng Siong Group Ltd.

SMA crossover · CAGR 12.8% · MDD -22.7% · Sharpe 0.84

Stocks · Singapore

Hong Leong Asia Ltd.

Donchian breakout · CAGR 18.7% · MDD -50.8% · Sharpe 0.82

Stocks · Singapore

Yangzijiang Shipbuilding (Holdings) Ltd.

EMA crossover · CAGR 18.7% · MDD -43.8% · Sharpe 0.79

Stocks · Singapore

UMS Integration Limited

SMA crossover · CAGR 20.5% · MDD -53.9% · Sharpe 0.76

Stocks · Singapore

AEM Holdings Ltd.

SMA crossover · CAGR 26.8% · MDD -68.3% · Sharpe 0.75

Stocks · Singapore

Keppel DC REIT

ADX / DI trend · CAGR 5.1% · MDD -9.3% · Sharpe 0.68

Stocks · Singapore

Singapore Exchange Ltd.

SMA crossover · CAGR 11.9% · MDD -47.0% · Sharpe 0.65

ETFs · Singapore

Amova STI SGD ETF Units

ROC momentum · CAGR 8.1% · MDD -28.1% · Sharpe 0.63

Stocks · Singapore

Haw Par Corporation Limited

Donchian breakout · CAGR 9.5% · MDD -29.6% · Sharpe 0.61

ETFs · Singapore

State Street SPDR Straits Times Index ETF Units

SMA crossover · CAGR 5.2% · MDD -17.8% · Sharpe 0.60

Stocks · Singapore

Mapletree Pan Asia Commercial Trust

Donchian breakout · CAGR 6.0% · MDD -22.4% · Sharpe 0.59

Stocks · Singapore

DBS Group Holdings Ltd

SMA crossover · CAGR 7.6% · MDD -27.8% · Sharpe 0.55

Stocks · Singapore

Hongkong Land Holdings Limited

EMA crossover · CAGR 11.6% · MDD -40.1% · Sharpe 0.55

Stocks · Singapore

Sembcorp Industries Ltd.

SMA crossover · CAGR 9.5% · MDD -40.1% · Sharpe 0.54

Stocks · Singapore

UOL Group Limited

SMA crossover · CAGR 8.7% · MDD -46.7% · Sharpe 0.53

Stocks · Singapore

Oversea-Chinese Banking Corporation Limited

ADX / DI trend · CAGR 2.4% · MDD -9.0% · Sharpe 0.52

Stocks · Singapore

Keppel Ltd.

Donchian breakout · CAGR 5.5% · MDD -22.5% · Sharpe 0.50

Stocks · Singapore

Jardine Matheson Holdings Limited

SMA crossover · CAGR 9.3% · MDD -38.3% · Sharpe 0.50

Stocks · Singapore

Lendlease Global Commercial REIT

ADX / DI trend · CAGR 4.0% · MDD -16.9% · Sharpe 0.50

Stocks · Singapore

CapitaLand Ascott Trust

ROC momentum · CAGR 3.5% · MDD -18.7% · Sharpe 0.49

Stocks · Singapore

DFI Retail Group Holdings Limited

SMA crossover · CAGR 9.5% · MDD -59.2% · Sharpe 0.49

Stocks · Singapore

UOB-Kay Hian Holdings Limited

EMA crossover · CAGR 6.8% · MDD -48.0% · Sharpe 0.48

Stocks · Singapore

Keppel REIT

ADX / DI trend · CAGR 5.2% · MDD -32.3% · Sharpe 0.48

Stocks · Singapore

City Developments Limited

SMA crossover · CAGR 7.8% · MDD -37.7% · Sharpe 0.47

Stocks · Singapore

Bumitama Agri Ltd.

Keltner breakout · CAGR 5.0% · MDD -18.3% · Sharpe 0.46

Stocks · Singapore

Singapore Technologies Engineering Ltd

SMA crossover · CAGR 6.5% · MDD -36.1% · Sharpe 0.46

Stocks · Singapore

Wilmar International Limited

ROC momentum · CAGR 5.9% · MDD -45.3% · Sharpe 0.44

Stocks · Singapore

Genting Singapore Limited

Keltner breakout · CAGR 8.0% · MDD -47.3% · Sharpe 0.44

Stocks · Singapore

Jardine Cycle & Carriage Limited

SMA crossover · CAGR 7.6% · MDD -43.7% · Sharpe 0.43

Stocks · Singapore

Suntec Real Estate Investment Trust

SMA crossover · CAGR 4.8% · MDD -26.7% · Sharpe 0.42

Stocks · Singapore

Olam Group Limited

Keltner breakout · CAGR 2.5% · MDD -12.5% · Sharpe 0.41

Stocks · Singapore

Mapletree Logistics Trust

SMA crossover · CAGR 5.0% · MDD -38.6% · Sharpe 0.41

Stocks · Singapore

First Resources Ltd. (Singapore)

Supertrend · CAGR 7.8% · MDD -70.5% · Sharpe 0.40

Stocks · Singapore

Frasers Centrepoint Trust

ADX / DI trend · CAGR 2.1% · MDD -15.0% · Sharpe 0.39

Stocks · Singapore

Venture Corporation Limited

ADX / DI trend · CAGR 3.9% · MDD -30.5% · Sharpe 0.39

Stocks · Singapore

Frasers Logistics & Commercial Trust

ROC momentum · CAGR 1.6% · MDD -8.0% · Sharpe 0.36

Stocks · Singapore

Mapletree Industrial Trust

ROC momentum · CAGR 4.7% · MDD -43.1% · Sharpe 0.35

Stocks · Singapore

Seatrium Limited

SMA crossover · CAGR 5.9% · MDD -51.5% · Sharpe 0.35

Stocks · Singapore

United Overseas Bank Limited

SMA crossover · CAGR 4.0% · MDD -34.7% · Sharpe 0.33

ETFs · Singapore

Amova SGD Investment Grade Corporate Bond Index ETF Units

SMA crossover · CAGR 0.8% · MDD -4.3% · Sharpe 0.32

Stocks · Singapore

SATS Ltd

SMA crossover · CAGR 4.1% · MDD -59.5% · Sharpe 0.32

Stocks · Singapore

Thai Beverage Public Co., Ltd.

Donchian breakout · CAGR 3.9% · MDD -37.0% · Sharpe 0.30

Stocks · Singapore

NetLink NBN Trust

EMA crossover · CAGR 2.6% · MDD -22.8% · Sharpe 0.29

Stocks · Singapore

Keppel Infrastructure Trust

Parabolic SAR · CAGR 2.4% · MDD -37.7% · Sharpe 0.24

ETFs · Singapore

Lion-Phillip S-REIT ETF

Bollinger breakout · CAGR 0.4% · MDD -3.3% · Sharpe 0.22

Stocks · Singapore

CapitaLand Integrated Commercial Trust

ROC momentum · CAGR 2.4% · MDD -45.4% · Sharpe 0.22

Stocks · Singapore

Golden Agri-Resources Ltd

SMA crossover · CAGR 0.9% · MDD -63.3% · Sharpe 0.16

Stocks · Singapore

Singapore Telecommunications Limited

SMA crossover · CAGR 1.1% · MDD -51.8% · Sharpe 0.15

Stocks · Singapore

Singapore Airlines Ltd.

SMA crossover · CAGR 1.1% · MDD -40.1% · Sharpe 0.15

ETFs · Singapore

Amova-StraitsTrading Asia ex Japan REIT Index ETF NikkoAM StraitsTrading Asia ex Japan REIT

ADX / DI trend · CAGR 0.4% · MDD -13.8% · Sharpe 0.12

Stocks · Singapore

Comfortdelgro Corporation Limited

Donchian breakout · CAGR 0.5% · MDD -39.2% · Sharpe 0.10

Stocks · Singapore

CapitaLand Ascendas REIT

Bollinger breakout · CAGR 0.3% · MDD -13.4% · Sharpe 0.08

ETFs · Singapore

iShares Barclays USD Asia High Yield Bond Index ETF

ROC momentum · CAGR -1.0% · MDD -39.8% · Sharpe 0.07

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