SleepWell Trade · Asset reports · Thailand
54 Thailand backtest reports
Backtest reports for Thailand listings, recomputed monthly across the same ten trend-following strategies.
Com7 Public Co. Ltd.
Supertrend · CAGR 32.6% · MDD -36.9% · Sharpe 1.17
Stocks · ThailandKCE Electronics Public Co., Ltd.
Bollinger breakout · CAGR 31.0% · MDD -31.2% · Sharpe 1.11
Stocks · ThailandKrungThai Card Public Co. Ltd.
Bollinger breakout · CAGR 26.3% · MDD -29.6% · Sharpe 1.08
Stocks · ThailandGunkul Engineering Public Co. Ltd.
ADX / DI trend · CAGR 21.7% · MDD -47.7% · Sharpe 0.93
Stocks · ThailandBangkok Dusit Medical Services Public Co. Ltd.
EMA crossover · CAGR 19.4% · MDD -45.1% · Sharpe 0.82
Stocks · ThailandAirports of Thailand Public Co Ltd
Donchian breakout · CAGR 18.9% · MDD -44.0% · Sharpe 0.79
Stocks · ThailandGlobal Power Synergy Public Company Ltd
Supertrend · CAGR 16.4% · MDD -30.5% · Sharpe 0.77
Stocks · ThailandHome Product Center Public Co., Ltd.
ADX / DI trend · CAGR 14.3% · MDD -41.7% · Sharpe 0.75
Stocks · ThailandDelta Electronics (Thailand) Public Co. Ltd.
Bollinger breakout · CAGR 20.7% · MDD -52.0% · Sharpe 0.73
Stocks · ThailandBumrungrad Hospital Public Co., Ltd.
SMA crossover · CAGR 14.2% · MDD -40.6% · Sharpe 0.73
Stocks · ThailandCP ALL Public Company Limited
Donchian breakout · CAGR 12.9% · MDD -36.2% · Sharpe 0.72
Stocks · ThailandCentral Pattana Public Co. Ltd.
SMA crossover · CAGR 16.2% · MDD -45.1% · Sharpe 0.71
ETFs · ThailandBCAP MSCI Thailand ETF
Bollinger breakout · CAGR 3.5% · MDD -9.2% · Sharpe 0.71
Stocks · ThailandSCG Packaging Public Co Ltd
ROC momentum · CAGR 10.5% · MDD -25.1% · Sharpe 0.70
Stocks · ThailandB.Grimm Power Public Company Ltd
Supertrend · CAGR 15.1% · MDD -42.2% · Sharpe 0.68
Stocks · ThailandCharoen Pokphand Foods Public Co. Ltd.
Bollinger breakout · CAGR 7.7% · MDD -24.9% · Sharpe 0.68
Stocks · ThailandWHA Corporation Public Company Limited
Donchian breakout · CAGR 15.5% · MDD -47.2% · Sharpe 0.64
Stocks · ThailandPTT Public Co., Ltd.
SMA crossover · CAGR 11.1% · MDD -41.9% · Sharpe 0.63
Stocks · ThailandIndorama Ventures Public Co. Ltd.
ADX / DI trend · CAGR 11.9% · MDD -34.4% · Sharpe 0.63
ETFs · ThailandKTAM Gold ETF Tracker
SMA crossover · CAGR 6.3% · MDD -23.6% · Sharpe 0.62
Stocks · ThailandSiam Cement Public Co. Ltd.
Bollinger breakout · CAGR 7.5% · MDD -29.3% · Sharpe 0.60
Stocks · ThailandKiatnakin Phatra Bank Public Co. Ltd.
Bollinger breakout · CAGR 11.5% · MDD -52.3% · Sharpe 0.59
Stocks · ThailandCal-Comp Electronics (Thailand) Public Co., Ltd.
Bollinger breakout · CAGR 11.9% · MDD -44.4% · Sharpe 0.56
Stocks · ThailandStar Petroleum Refining Public Co. Ltd.
SMA crossover · CAGR 9.9% · MDD -26.7% · Sharpe 0.56
ETFs · ThailandThaiDex SET50 ETF
EMA crossover · CAGR 5.7% · MDD -33.5% · Sharpe 0.54
Stocks · ThailandMinor International Public Co., Ltd.
Donchian breakout · CAGR 12.4% · MDD -47.7% · Sharpe 0.52
Stocks · ThailandAdvanced Info Service Public Co., Ltd.
SMA crossover · CAGR 8.6% · MDD -39.9% · Sharpe 0.51
Stocks · ThailandKasikornbank Public Co. Ltd.
SMA crossover · CAGR 9.2% · MDD -33.2% · Sharpe 0.50
Stocks · ThailandThai Oil Public Co. Ltd.
Bollinger breakout · CAGR 4.3% · MDD -18.2% · Sharpe 0.50
Stocks · ThailandBangkok Expressway and Metro Public Company Limited
SMA crossover · CAGR 9.1% · MDD -55.7% · Sharpe 0.48
Stocks · ThailandMuangthai Capital Public Co. Ltd.
Bollinger breakout · CAGR 4.6% · MDD -18.9% · Sharpe 0.47
Stocks · ThailandTMBThanachart Bank Public Company Limited
Bollinger breakout · CAGR 6.8% · MDD -29.5% · Sharpe 0.46
Stocks · ThailandAsset World Corporation Public Company Limited
ADX / DI trend · CAGR 5.6% · MDD -17.8% · Sharpe 0.46
Stocks · ThailandBangchak Corporation Public Company Ltd
MACD · CAGR 10.0% · MDD -60.3% · Sharpe 0.46
Stocks · ThailandBanpu Public Co. Ltd.
ROC momentum · CAGR 5.0% · MDD -18.4% · Sharpe 0.45
Stocks · ThailandBank of Ayudhya Public Co., Ltd.
Donchian breakout · CAGR 8.6% · MDD -48.7% · Sharpe 0.45
Stocks · ThailandIRPC Public Co., Ltd.
Bollinger breakout · CAGR 6.8% · MDD -28.8% · Sharpe 0.44
Stocks · ThailandThai Airways International Public Co. Ltd.
ROC momentum · CAGR 5.6% · MDD -32.6% · Sharpe 0.44
Stocks · ThailandThanachart Capital Public Co., Ltd.
SMA crossover · CAGR 7.9% · MDD -58.5% · Sharpe 0.43
Stocks · ThailandKrung Thai Bank Public Co., Ltd.
Donchian breakout · CAGR 6.8% · MDD -57.9% · Sharpe 0.43
Stocks · ThailandTISCO Financial Group Public Co. Ltd.
Donchian breakout · CAGR 8.2% · MDD -63.4% · Sharpe 0.43
Stocks · ThailandTrue Corporation Public Company Limited
Bollinger breakout · CAGR 8.1% · MDD -58.0% · Sharpe 0.43
Stocks · ThailandBangkok Bank Public Company Limited
Donchian breakout · CAGR 6.4% · MDD -40.6% · Sharpe 0.41
Stocks · ThailandRatch Group Public Co. Ltd.
Bollinger breakout · CAGR 3.6% · MDD -33.4% · Sharpe 0.38
ETFs · ThailandThailand Future Fund
ADX / DI trend · CAGR 1.3% · MDD -7.7% · Sharpe 0.38
ETFs · ThailandPrime Office Leasehold Property Fund Units
SMA crossover · CAGR 6.5% · MDD -39.8% · Sharpe 0.36
Stocks · ThailandPTT Global Chemical Public Company Limited
Bollinger breakout · CAGR 3.7% · MDD -28.9% · Sharpe 0.34
Stocks · ThailandPTT Oil and Retail Business Public Co Limited
ROC momentum · CAGR 1.5% · MDD -5.9% · Sharpe 0.33
ETFs · ThailandNorth Bangkok Power Plant Block 1 Infrastructure Fund
ADX / DI trend · CAGR 1.7% · MDD -8.2% · Sharpe 0.33
ETFs · ThailandDigital Telecommunications Infrastructure Fund Units
SMA crossover · CAGR 5.2% · MDD -40.4% · Sharpe 0.33
Stocks · ThailandPTT Exploration & Production Plc
Donchian breakout · CAGR 7.8% · MDD -52.7% · Sharpe 0.32
ETFs · ThailandBTS Rail Mass Transit Growth Infrastructure Fund
ADX / DI trend · CAGR 0.7% · MDD -5.7% · Sharpe 0.26
Stocks · ThailandCentral Retail Corporation Public Company Limited
Supertrend · CAGR 2.8% · MDD -42.1% · Sharpe 0.24
ETFs · Thailand3BB Internet Infrastructure Fund Units
SMA crossover · CAGR 1.7% · MDD -31.4% · Sharpe 0.19