SleepWell Trade · Asset reports · Türkiye
16 Türkiye backtest reports
Backtest reports for Türkiye listings, recomputed monthly across the same ten trend-following strategies.
Aselsan Elektronik Sanayi ve Ticaret A.S. Class B
Donchian breakout · CAGR 43.1% · MDD -65.6% · Sharpe 1.08
Stocks · TürkiyeBIM Birlesik Magazalar A.S.
Donchian breakout · CAGR 28.6% · MDD -40.9% · Sharpe 0.96
Stocks · TürkiyeEnka Insaat ve Sanayi A.S.
Donchian breakout · CAGR 29.6% · MDD -37.9% · Sharpe 0.93
Stocks · TürkiyeTurk Hava Yollari A.O.
ADX / DI trend · CAGR 13.7% · MDD -45.4% · Sharpe 0.85
Stocks · TürkiyeTurk Altin Isletmeleri A.S.
ROC momentum · CAGR 29.8% · MDD -51.9% · Sharpe 0.83
Stocks · TürkiyeEregli Demir Ve Celik Fabrikalari T.A.S.
Parabolic SAR · CAGR 20.1% · MDD -44.0% · Sharpe 0.78
Stocks · TürkiyeKoc Holding A.S.
Bollinger breakout · CAGR 16.4% · MDD -40.4% · Sharpe 0.74
Stocks · TürkiyeTurkiye Vakiflar Bankasi Turk Anonim Ortakligi
Donchian breakout · CAGR 18.4% · MDD -62.2% · Sharpe 0.72
Stocks · TürkiyeTupras Turkiye Petrol Rafinerileri A.S.
Donchian breakout · CAGR 20.6% · MDD -53.4% · Sharpe 0.71
Stocks · TürkiyeTurkiye Garanti Bankasi Anonim Sirketi
Donchian breakout · CAGR 20.2% · MDD -60.3% · Sharpe 0.68
Stocks · TürkiyeYapi ve Kredi Bankasi A.S.
Donchian breakout · CAGR 14.4% · MDD -49.2% · Sharpe 0.57
Stocks · TürkiyeHaci Omer Sabanci Holding A.S.
Bollinger breakout · CAGR 11.5% · MDD -58.3% · Sharpe 0.55
Stocks · TürkiyeAkbank T.A.S.
ROC momentum · CAGR 13.5% · MDD -62.6% · Sharpe 0.53
Stocks · TürkiyeTurkcell Iletisim Hizmetleri A.S.
SMA crossover · CAGR 11.5% · MDD -54.4% · Sharpe 0.51
Stocks · TürkiyeTurk Telekomunikasyon A.S.
Donchian breakout · CAGR 11.3% · MDD -57.9% · Sharpe 0.49
Stocks · TürkiyeTurkiye Halk Bankasi Anonim Sirketi
SMA crossover · CAGR 11.0% · MDD -75.6% · Sharpe 0.48