SleepWell Trade · Asset reports · Taiwan
194 Taiwan backtest reports
Backtest reports for Taiwan listings, recomputed monthly across the same ten trend-following strategies.
Fositek Corp.
Bollinger breakout · CAGR 55.4% · MDD -22.2% · Sharpe 1.55
ETFs · TaiwanCapital TAIEX Daily Leveraged 2X ETF
Supertrend · CAGR 36.4% · MDD -33.0% · Sharpe 1.34
Stocks · TaiwanWinWay Technology Co., Ltd.
MACD · CAGR 55.6% · MDD -41.6% · Sharpe 1.28
Stocks · TaiwanAlliance Material Co., Ltd.
Bollinger breakout · CAGR 47.9% · MDD -47.8% · Sharpe 1.24
ETFs · TaiwanCathay Taiwan 5G Plus ETF Units
EMA crossover · CAGR 23.1% · MDD -22.6% · Sharpe 1.21
Stocks · TaiwanChunghwa Precision Test Tech Co., Ltd.
ADX / DI trend · CAGR 32.9% · MDD -57.0% · Sharpe 1.19
Stocks · TaiwanWiwynn Corporation
SMA crossover · CAGR 46.5% · MDD -44.2% · Sharpe 1.18
ETFs · TaiwanCathay TAIEX Daily Leveraged 2X ETF
Donchian breakout · CAGR 36.9% · MDD -37.2% · Sharpe 1.18
Stocks · TaiwanEZconn Corp.
Donchian breakout · CAGR 51.3% · MDD -40.9% · Sharpe 1.18
Stocks · TaiwanAP Memory Technology Corp.
SMA crossover · CAGR 48.2% · MDD -49.0% · Sharpe 1.17
ETFs · TaiwanYuanta Daily Taiwan 50 Units
EMA crossover · CAGR 34.5% · MDD -37.2% · Sharpe 1.17
Stocks · TaiwanAlchip Technologies Ltd.
Supertrend · CAGR 51.6% · MDD -58.8% · Sharpe 1.16
ETFs · TaiwanCathay MSCI Taiwan ESG Sustainability High Dividend Yield ETF
Donchian breakout · CAGR 14.2% · MDD -18.6% · Sharpe 1.16
Stocks · TaiwanPharmaEssentia Corp.
Keltner breakout · CAGR 25.0% · MDD -27.3% · Sharpe 1.14
ETFs · TaiwanCathay U.S. PHLX Semiconductor Sector ETF
SMA crossover · CAGR 27.5% · MDD -24.8% · Sharpe 1.10
Stocks · TaiwanLin BioScience, Inc.
Bollinger breakout · CAGR 38.3% · MDD -45.8% · Sharpe 1.09
Stocks · TaiwanAdvanced Energy Solution Holding Co., Ltd.
Bollinger breakout · CAGR 22.1% · MDD -14.5% · Sharpe 1.07
Stocks · TaiwanASPEED Technology, Inc.
ROC momentum · CAGR 46.0% · MDD -38.0% · Sharpe 1.06
Stocks · TaiwanMPI Corporation
Supertrend · CAGR 35.6% · MDD -43.2% · Sharpe 1.05
ETFs · TaiwanCTBC Taiwan ESG Leading Semiconductor ETF Units
EMA crossover · CAGR 20.2% · MDD -24.0% · Sharpe 1.04
Stocks · TaiwanPowerchip Semiconductor Manufacturing Corp.
ROC momentum · CAGR 31.2% · MDD -33.1% · Sharpe 1.02
Stocks · TaiwanVisEra Technologies Co., Ltd.
MACD · CAGR 31.2% · MDD -28.7% · Sharpe 1.02
Stocks · TaiwanInternational Games System Co., Ltd.
ROC momentum · CAGR 27.2% · MDD -35.0% · Sharpe 1.02
ETFs · TaiwanFubon NASDAQ-100 ETF
SMA crossover · CAGR 15.5% · MDD -28.2% · Sharpe 1.01
Stocks · TaiwanAll Ring Tech Co., Ltd.
EMA crossover · CAGR 35.2% · MDD -47.7% · Sharpe 1.01
Stocks · TaiwanInnodisk Corp.
SMA crossover · CAGR 28.1% · MDD -54.6% · Sharpe 0.97
Stocks · TaiwanLandMark Optoelectronics Corp.
Keltner breakout · CAGR 21.9% · MDD -26.4% · Sharpe 0.95
Stocks · TaiwanGeniuS Electronic Optical Co., Ltd.
Supertrend · CAGR 30.5% · MDD -48.8% · Sharpe 0.95
Stocks · TaiwanChenbro Micom Co., Ltd.
Supertrend · CAGR 25.9% · MDD -49.0% · Sharpe 0.95
Stocks · TaiwanBizLink Holding Inc.
Parabolic SAR · CAGR 27.8% · MDD -46.7% · Sharpe 0.94
Stocks · TaiwanAsmedia Technology Inc.
Keltner breakout · CAGR 23.4% · MDD -52.2% · Sharpe 0.94
Stocks · TaiwanGrand Process Technology Corporation
ROC momentum · CAGR 29.9% · MDD -53.8% · Sharpe 0.93
Stocks · TaiwanAURAS Technology Co., Ltd.
Keltner breakout · CAGR 18.2% · MDD -26.9% · Sharpe 0.92
Stocks · TaiwanKing Slide Works Co., Ltd.
SMA crossover · CAGR 24.6% · MDD -42.9% · Sharpe 0.91
Stocks · TaiwanWin Semiconductors Corp.
Bollinger breakout · CAGR 20.7% · MDD -26.3% · Sharpe 0.90
Stocks · TaiwanTaiwan Union Technology Corporation
Donchian breakout · CAGR 31.0% · MDD -51.7% · Sharpe 0.89
Stocks · TaiwanKaori Heat Treatment Co., Ltd.
MACD · CAGR 27.4% · MDD -50.8% · Sharpe 0.89
Stocks · TaiwanNan Ya Printed Circuit Board Corporation
Bollinger breakout · CAGR 18.5% · MDD -42.0% · Sharpe 0.89
Stocks · TaiwanI-Chiun Precision Industry Co., Ltd.
SMA crossover · CAGR 27.7% · MDD -65.7% · Sharpe 0.88
Stocks · TaiwanGlobalWafers Co., Ltd.
SMA crossover · CAGR 28.6% · MDD -48.6% · Sharpe 0.87
Stocks · TaiwanADATA Technology Co., Ltd.
ROC momentum · CAGR 26.4% · MDD -53.2% · Sharpe 0.87
Stocks · TaiwanGCS Holdings, Inc.
Supertrend · CAGR 28.3% · MDD -80.6% · Sharpe 0.87
Stocks · TaiwanProsperity Dielectrics Co., Ltd.
Supertrend · CAGR 26.3% · MDD -66.3% · Sharpe 0.85
Stocks · TaiwanLotes Co., Ltd
SMA crossover · CAGR 26.1% · MDD -40.7% · Sharpe 0.84
Stocks · TaiwanYageo Corporation
Supertrend · CAGR 23.8% · MDD -40.8% · Sharpe 0.84
Stocks · TaiwanElite Material Co., Ltd.
Donchian breakout · CAGR 28.5% · MDD -62.6% · Sharpe 0.83
Stocks · TaiwanLuxnet Corporation
EMA crossover · CAGR 28.7% · MDD -54.6% · Sharpe 0.83
Stocks · TaiwanUniversal Microwave Technology, Inc.
ADX / DI trend · CAGR 16.5% · MDD -37.3% · Sharpe 0.83
Stocks · TaiwanBrowave Corporation
Supertrend · CAGR 26.6% · MDD -49.5% · Sharpe 0.81
Stocks · TaiwanNanya Technology Corporation
Bollinger breakout · CAGR 19.3% · MDD -45.7% · Sharpe 0.80
ETFs · TaiwanYuanta S&P GSCI Gold 2x Leveraged Index ER Futures ETF
SMA crossover · CAGR 20.1% · MDD -41.0% · Sharpe 0.80
Stocks · TaiwanGudeng Precision Industrial Co., Ltd.
ADX / DI trend · CAGR 7.9% · MDD -18.7% · Sharpe 0.79
Stocks · TaiwanCO-TECH DEVELOPMENT CORP.
Keltner breakout · CAGR 17.8% · MDD -38.1% · Sharpe 0.78
Stocks · TaiwanVisual Photonics Epitaxy Co., Ltd.
Bollinger breakout · CAGR 21.0% · MDD -54.4% · Sharpe 0.78
Stocks · TaiwanUnited Integrated Services Co., Ltd.
SMA crossover · CAGR 18.7% · MDD -39.5% · Sharpe 0.77
Stocks · TaiwanTopoint Technology Co., Ltd.
Donchian breakout · CAGR 19.5% · MDD -39.1% · Sharpe 0.76
Stocks · TaiwanXintec Inc.
Bollinger breakout · CAGR 16.5% · MDD -37.2% · Sharpe 0.75
Stocks · TaiwanGlobal Unichip Corp.
Donchian breakout · CAGR 25.9% · MDD -73.5% · Sharpe 0.75
Stocks · TaiwanAsia Vital Components Co., Ltd.
SMA crossover · CAGR 22.3% · MDD -49.2% · Sharpe 0.75
Stocks · TaiwanHIWIN Technologies Corp.
Supertrend · CAGR 18.9% · MDD -47.4% · Sharpe 0.75
Stocks · TaiwaneMemory Technology, Inc.
Bollinger breakout · CAGR 20.0% · MDD -61.5% · Sharpe 0.75
Stocks · TaiwanElite Semiconductor Microelectronics Technology Inc.
Bollinger breakout · CAGR 19.6% · MDD -54.2% · Sharpe 0.74
Stocks · TaiwanYang Ming Marine Transport Corp.
ROC momentum · CAGR 17.2% · MDD -60.7% · Sharpe 0.74
Stocks · TaiwanKing Yuan Electronics Co., Ltd.
Bollinger breakout · CAGR 13.4% · MDD -27.5% · Sharpe 0.73
ETFs · TaiwanJKO S&P GSCI Brent Crude 2x Leveraged ER Future s ETF
Supertrend · CAGR 32.1% · MDD -63.1% · Sharpe 0.73
Stocks · TaiwanFortune Electric Co., Ltd.
Supertrend · CAGR 18.6% · MDD -57.4% · Sharpe 0.72
Stocks · TaiwanActer Group Corporation Limited
SMA crossover · CAGR 16.7% · MDD -40.0% · Sharpe 0.72
Stocks · TaiwanShunSin Technology Holdings Ltd.
Supertrend · CAGR 21.7% · MDD -57.0% · Sharpe 0.72
Stocks · TaiwanPhison Electronics Corp.
Donchian breakout · CAGR 20.7% · MDD -49.9% · Sharpe 0.72
Stocks · TaiwanKinsus Interconnect Technology Corp.
SMA crossover · CAGR 20.7% · MDD -48.7% · Sharpe 0.71
Stocks · TaiwanChailease Holding Co. Ltd.
EMA crossover · CAGR 13.6% · MDD -33.4% · Sharpe 0.71
ETFs · TaiwanYuanta/P-shares Taiwan Top 50 ETF
SMA crossover · CAGR 9.4% · MDD -29.2% · Sharpe 0.71
Stocks · TaiwanITEQ Corporation
Donchian breakout · CAGR 19.8% · MDD -55.7% · Sharpe 0.71
Stocks · TaiwanKinik Co.
Donchian breakout · CAGR 20.1% · MDD -71.8% · Sharpe 0.71
Stocks · TaiwanSilergy Corp.
SMA crossover · CAGR 21.3% · MDD -60.5% · Sharpe 0.70
Stocks · TaiwanDelta Electronics, Inc.
SMA crossover · CAGR 16.2% · MDD -48.8% · Sharpe 0.70
Stocks · TaiwanElite Advanced Laser Corporation
SMA crossover · CAGR 20.7% · MDD -59.1% · Sharpe 0.70
Stocks · TaiwanTyntek Corporation
MACD · CAGR 19.8% · MDD -53.9% · Sharpe 0.70
Stocks · TaiwanHon Hai Precision Industry Co., Ltd.
Supertrend · CAGR 21.1% · MDD -55.5% · Sharpe 0.70
Stocks · TaiwanChipbond Technology Corporation
Bollinger breakout · CAGR 13.0% · MDD -38.6% · Sharpe 0.70
Stocks · TaiwanWistron Corporation
ADX / DI trend · CAGR 9.6% · MDD -39.9% · Sharpe 0.70
Stocks · TaiwanMediaTek Inc
EMA crossover · CAGR 18.3% · MDD -47.9% · Sharpe 0.69
Stocks · TaiwanTripod Technology Corporation
SMA crossover · CAGR 18.3% · MDD -53.1% · Sharpe 0.69
Stocks · TaiwanChroma Ate Inc.
Donchian breakout · CAGR 20.2% · MDD -51.7% · Sharpe 0.69
Stocks · TaiwanUnimicron Technology Corp.
ROC momentum · CAGR 18.3% · MDD -55.9% · Sharpe 0.68
Stocks · TaiwanE Ink Holdings Inc
Supertrend · CAGR 17.6% · MDD -68.5% · Sharpe 0.68
Stocks · TaiwanHoly Stone Enterprise Co., Ltd.
Supertrend · CAGR 18.0% · MDD -72.1% · Sharpe 0.68
Stocks · TaiwanWT Microelectronics Co., Ltd.
SMA crossover · CAGR 15.3% · MDD -39.1% · Sharpe 0.68
Stocks · TaiwanCatcher Technology Co., Ltd.
ADX / DI trend · CAGR 9.9% · MDD -39.8% · Sharpe 0.67
Stocks · TaiwanWinbond Electronics Corp.
Bollinger breakout · CAGR 11.6% · MDD -28.0% · Sharpe 0.67
Stocks · TaiwanSino-American Silicon Products Inc.
Parabolic SAR · CAGR 16.4% · MDD -46.6% · Sharpe 0.67
Stocks · TaiwanFormosa Sumco Technology Corporation
Parabolic SAR · CAGR 18.2% · MDD -55.0% · Sharpe 0.66
Stocks · TaiwanL&K Engineering Co. Ltd.
SMA crossover · CAGR 15.9% · MDD -56.5% · Sharpe 0.66
Stocks · TaiwanGold Circuit Electronics Ltd
Supertrend · CAGR 18.5% · MDD -51.8% · Sharpe 0.66
Stocks · TaiwanTaiwan Semiconductor Manufacturing Co., Ltd.
EMA crossover · CAGR 12.7% · MDD -28.3% · Sharpe 0.66
Stocks · TaiwanGigabyte Technology Co., Ltd.
Bollinger breakout · CAGR 13.0% · MDD -38.1% · Sharpe 0.65
Stocks · TaiwanNovatek Microelectronics Corp.
Donchian breakout · CAGR 17.4% · MDD -51.0% · Sharpe 0.65
Stocks · TaiwanTXC Corporation
SMA crossover · CAGR 16.7% · MDD -45.2% · Sharpe 0.65
Stocks · TaiwanLARGAN Precision Co., Ltd.
SMA crossover · CAGR 16.5% · MDD -73.9% · Sharpe 0.65
Stocks · TaiwanTa Liang Technology Co., Ltd.
EMA crossover · CAGR 16.5% · MDD -45.9% · Sharpe 0.64
Stocks · TaiwanJentech Precision Industrial Co., Ltd
Donchian breakout · CAGR 19.8% · MDD -75.8% · Sharpe 0.64
Stocks · TaiwanMacronix International Co., Ltd.
Donchian breakout · CAGR 13.4% · MDD -37.2% · Sharpe 0.64
Stocks · TaiwanScientech Corporation
Supertrend · CAGR 23.7% · MDD -40.3% · Sharpe 0.63
Stocks · TaiwanAccton Technology Corp.
SMA crossover · CAGR 16.3% · MDD -65.8% · Sharpe 0.63
Stocks · TaiwanNan Ya Plastics Corporation
EMA crossover · CAGR 11.9% · MDD -44.8% · Sharpe 0.61
Stocks · TaiwanC Sun Mfg. Ltd.
Supertrend · CAGR 14.9% · MDD -46.8% · Sharpe 0.61
Stocks · TaiwanArdentec Corporation
Supertrend · CAGR 13.1% · MDD -36.5% · Sharpe 0.61
Stocks · TaiwanInnolux Corp.
Bollinger breakout · CAGR 13.7% · MDD -51.2% · Sharpe 0.60
Stocks · TaiwanMicro-Star International Co., Ltd.
Bollinger breakout · CAGR 12.4% · MDD -50.5% · Sharpe 0.60
Stocks · TaiwanTranscend Information, Inc.
Bollinger breakout · CAGR 11.7% · MDD -44.6% · Sharpe 0.60
Stocks · TaiwanChipMOS Technologies, Inc.
Donchian breakout · CAGR 12.2% · MDD -31.9% · Sharpe 0.59
ETFs · TaiwanYuanta S&P GSCI Gold ER Futures ETF
SMA crossover · CAGR 7.2% · MDD -25.6% · Sharpe 0.59
Stocks · TaiwanAdvantech Co., Ltd.
SMA crossover · CAGR 11.7% · MDD -48.8% · Sharpe 0.58
Stocks · TaiwanFulltech Fiber Glass Corp.
Donchian breakout · CAGR 14.4% · MDD -63.1% · Sharpe 0.58
Stocks · TaiwanVanguard International Semiconductor Corp
ROC momentum · CAGR 14.9% · MDD -51.4% · Sharpe 0.58
Stocks · TaiwanSigurd Microelectronics Corp.
SMA crossover · CAGR 12.1% · MDD -45.2% · Sharpe 0.58
ETFs · TaiwanFubon Taiwan Technology ETF
MACD · CAGR 8.8% · MDD -40.9% · Sharpe 0.58
Stocks · TaiwanZhen Ding Technology Holding Limited
Keltner breakout · CAGR 9.6% · MDD -38.6% · Sharpe 0.57
Stocks · TaiwanEvergreen Marine Corp. (Taiwan) Ltd.
Parabolic SAR · CAGR 13.1% · MDD -51.9% · Sharpe 0.57
Stocks · TaiwanFOCI Fiber Optic Communications, Inc.
EMA crossover · CAGR 14.6% · MDD -57.1% · Sharpe 0.56
Stocks · TaiwanWNC Corporation
Donchian breakout · CAGR 13.8% · MDD -54.7% · Sharpe 0.56
Stocks · TaiwanShanghai Commercial & Savings Bank, Ltd.
Bollinger breakout · CAGR 3.6% · MDD -11.6% · Sharpe 0.56
Stocks · TaiwanAirtac International Group
Donchian breakout · CAGR 13.8% · MDD -44.6% · Sharpe 0.56
Stocks · TaiwanE.SUN Financial Holding Co., Ltd.
ROC momentum · CAGR 10.5% · MDD -56.8% · Sharpe 0.56
Stocks · TaiwanAsia Optical Co., Inc.
Donchian breakout · CAGR 5.7% · MDD -25.9% · Sharpe 0.56
Stocks · TaiwanPan Jit International Inc.
SMA crossover · CAGR 13.5% · MDD -55.9% · Sharpe 0.55
Stocks · TaiwanWan Hai Lines Ltd.
SMA crossover · CAGR 12.6% · MDD -58.0% · Sharpe 0.54
Stocks · TaiwanFormosa Chemicals & Fibre Corporation
EMA crossover · CAGR 9.5% · MDD -54.8% · Sharpe 0.53
Stocks · TaiwanWalsin Technology Corporation
MACD · CAGR 13.1% · MDD -77.1% · Sharpe 0.53
Stocks · TaiwanCompeq Manufacturing Co., Ltd.
ADX / DI trend · CAGR 7.7% · MDD -34.6% · Sharpe 0.53
Stocks · TaiwanWPG Holding Co Ltd
Donchian breakout · CAGR 10.8% · MDD -57.5% · Sharpe 0.53
Stocks · TaiwanASE Technology Holding Co., Ltd.
Donchian breakout · CAGR 11.0% · MDD -53.8% · Sharpe 0.53
Stocks · TaiwanSINBON Electronics Co., Ltd.
EMA crossover · CAGR 11.4% · MDD -40.3% · Sharpe 0.53
Stocks · TaiwanTA Chen Stainless Pipe Co., Ltd.
Keltner breakout · CAGR 4.5% · MDD -35.2% · Sharpe 0.52
Stocks · TaiwanDynapack International Technology Corporation
Donchian breakout · CAGR 11.8% · MDD -65.3% · Sharpe 0.52
Stocks · TaiwanMarketech International Corp.
Donchian breakout · CAGR 12.6% · MDD -71.6% · Sharpe 0.52
Stocks · TaiwanShihlin Electric & Engineering Corp.
Supertrend · CAGR 9.7% · MDD -43.7% · Sharpe 0.52
Stocks · TaiwanMirle Automation Corp.
Donchian breakout · CAGR 11.5% · MDD -56.6% · Sharpe 0.51
ETFs · TaiwanYuanta/P-shares Taiwan Dividend Plus ETF
MACD · CAGR 5.1% · MDD -28.9% · Sharpe 0.51
Stocks · TaiwanEternal Materials Co., Ltd.
ADX / DI trend · CAGR 3.3% · MDD -14.6% · Sharpe 0.51
Stocks · TaiwanWafer Works Corp.
MACD · CAGR 11.7% · MDD -64.6% · Sharpe 0.50
Stocks · TaiwanRealtek Semiconductor Corp
EMA crossover · CAGR 10.7% · MDD -45.0% · Sharpe 0.50
Stocks · TaiwanFoxconn Technology Co., Ltd.
SMA crossover · CAGR 10.9% · MDD -55.8% · Sharpe 0.50
Stocks · TaiwanAUO Corporation
SMA crossover · CAGR 10.9% · MDD -68.6% · Sharpe 0.49
Stocks · TaiwanSunonwealth Electric Machine Industry Co., Ltd.
MACD · CAGR 10.7% · MDD -68.2% · Sharpe 0.49
Stocks · TaiwanAcer Incorporated
Supertrend · CAGR 9.7% · MDD -58.8% · Sharpe 0.49
Stocks · TaiwanTS Financial Holding Co., Ltd.
Donchian breakout · CAGR 9.1% · MDD -62.8% · Sharpe 0.49
Stocks · TaiwanLite-On Technology Corp.
Donchian breakout · CAGR 7.5% · MDD -37.6% · Sharpe 0.48
Stocks · TaiwanUnited Microelectronics Corp.
SMA crossover · CAGR 9.5% · MDD -52.2% · Sharpe 0.48
Stocks · TaiwanTAIFLEX Scientific Co., Ltd.
SMA crossover · CAGR 10.0% · MDD -44.3% · Sharpe 0.48
Stocks · TaiwanKGI Financial Holding Co., Ltd.
Donchian breakout · CAGR 7.2% · MDD -43.9% · Sharpe 0.47
Stocks · TaiwanAerospace Industrial Development Corp.
ADX / DI trend · CAGR 3.2% · MDD -8.8% · Sharpe 0.46
Stocks · TaiwanUni-President Enterprises Corp.
SMA crossover · CAGR 8.2% · MDD -41.1% · Sharpe 0.46
Stocks · TaiwanWalsin Lihwa Corporation
EMA crossover · CAGR 9.4% · MDD -52.7% · Sharpe 0.46
Stocks · TaiwanTaichung Commercial Bank Co., Ltd.
Donchian breakout · CAGR 7.9% · MDD -45.0% · Sharpe 0.45
Stocks · TaiwanCTBC Financial Holding Company Ltd.
SMA crossover · CAGR 7.3% · MDD -43.4% · Sharpe 0.45
Stocks · TaiwanPowertech Technology Inc.
Donchian breakout · CAGR 9.7% · MDD -57.4% · Sharpe 0.44
Stocks · TaiwanChina Airlines Ltd.
Keltner breakout · CAGR 5.0% · MDD -34.8% · Sharpe 0.44
Stocks · TaiwanPegatron Corporation
SMA crossover · CAGR 6.8% · MDD -30.6% · Sharpe 0.44
Stocks · TaiwanTaiwan Glass Industry Corp.
ADX / DI trend · CAGR 7.4% · MDD -55.9% · Sharpe 0.43
ETFs · TaiwanYuanta S&P GSCI Crude Oil 1x Inverse ER Futures ETF
Donchian breakout · CAGR 14.1% · MDD -75.0% · Sharpe 0.42
Stocks · TaiwanTeco Electric & Machinery Co., Ltd.
Bollinger breakout · CAGR 4.9% · MDD -24.9% · Sharpe 0.42
Stocks · TaiwanQuanta Computer Inc.
Donchian breakout · CAGR 5.9% · MDD -49.3% · Sharpe 0.42
Stocks · TaiwanHua Nan Financial Holdings Co., Ltd.
ROC momentum · CAGR 7.4% · MDD -56.9% · Sharpe 0.42
Stocks · TaiwanYuanta Financial Holding Co. Ltd.
SMA crossover · CAGR 6.9% · MDD -46.4% · Sharpe 0.42
Stocks · TaiwanInventec Corporation
ADX / DI trend · CAGR 5.0% · MDD -32.0% · Sharpe 0.42
Stocks · TaiwanFubon Financial Holding Co., Ltd.
Donchian breakout · CAGR 6.0% · MDD -56.7% · Sharpe 0.41
ETFs · TaiwanFuh Hwa FTSE Mortgage REITs ETF
ROC momentum · CAGR 1.9% · MDD -9.2% · Sharpe 0.41
Stocks · TaiwanAsustek Computer Inc.
SMA crossover · CAGR 7.2% · MDD -47.7% · Sharpe 0.40
Stocks · TaiwanAiroha Technology Corp.
MACD · CAGR 6.6% · MDD -43.0% · Sharpe 0.40
Stocks · TaiwanSinoPac Financial Holdings Co., Ltd.
Donchian breakout · CAGR 6.4% · MDD -43.7% · Sharpe 0.40
Stocks · TaiwanMiTAC Holdings Corp.
MACD · CAGR 7.5% · MDD -71.2% · Sharpe 0.40
Stocks · TaiwanCathay Financial Holdings Co., Ltd.
EMA crossover · CAGR 5.9% · MDD -50.4% · Sharpe 0.39
Stocks · TaiwanFormosa Plastics Corporation
SMA crossover · CAGR 5.3% · MDD -39.6% · Sharpe 0.36
Stocks · TaiwanTaiwan Business Bank, Ltd.
Parabolic SAR · CAGR 5.2% · MDD -47.3% · Sharpe 0.35
ETFs · TaiwanYuanta Daily CSI 300 Bull 2X ETF
Donchian breakout · CAGR 5.3% · MDD -41.5% · Sharpe 0.35
ETFs · TaiwanCathay Bloomberg Barclay U.S. Treasury 20+ Year Bond ETF
Bollinger breakout · CAGR 0.7% · MDD -2.5% · Sharpe 0.34
Stocks · TaiwanFirst Financial Holding Co. Ltd.
ROC momentum · CAGR 4.9% · MDD -42.3% · Sharpe 0.34
Stocks · TaiwanPresident Chain Store Corporation
EMA crossover · CAGR 5.0% · MDD -43.5% · Sharpe 0.34
Stocks · TaiwanSynnex Technology International Corp.
SMA crossover · CAGR 5.5% · MDD -50.7% · Sharpe 0.34
Stocks · TaiwanChina Steel Corporation
EMA crossover · CAGR 4.3% · MDD -38.4% · Sharpe 0.33
Stocks · TaiwanTaiwan Cooperative Financial Holding Co., Ltd.
SMA crossover · CAGR 4.5% · MDD -49.6% · Sharpe 0.33
Stocks · TaiwanFormosa Petrochemical Corp
Donchian breakout · CAGR 4.3% · MDD -41.9% · Sharpe 0.32
ETFs · TaiwanCTBC U.S. Treasury 20 Year Bond ETF
Bollinger breakout · CAGR 1.6% · MDD -11.0% · Sharpe 0.32
Stocks · TaiwanTCC Group Holdings Co Ltd.
EMA crossover · CAGR 4.8% · MDD -53.6% · Sharpe 0.32
Stocks · TaiwanMega Financial Holding Co., Ltd.
Supertrend · CAGR 3.9% · MDD -51.3% · Sharpe 0.29
ETFs · TaiwanYuanta U.S. Treasury 20 Year Bond ETF
Bollinger breakout · CAGR 0.5% · MDD -3.6% · Sharpe 0.28
Stocks · TaiwanEva Airways Corporation
Bollinger breakout · CAGR 3.5% · MDD -56.8% · Sharpe 0.27
ETFs · TaiwanYuanta Daily Taiwan 50 Bear -1X ETF
ROC momentum · CAGR 10.1% · MDD -56.0% · Sharpe 0.26
Stocks · TaiwanChunghwa Telecom Co., Ltd
ROC momentum · CAGR 2.8% · MDD -36.6% · Sharpe 0.24
Stocks · TaiwanFar Eastone Telecommunications Co., Ltd.
SMA crossover · CAGR 2.5% · MDD -36.9% · Sharpe 0.24
Stocks · TaiwanChang Hwa Commercial Bank, Ltd.
Keltner breakout · CAGR 2.2% · MDD -34.9% · Sharpe 0.24
Stocks · TaiwanTaiwan Mobile Co., Ltd.
Donchian breakout · CAGR 2.5% · MDD -34.0% · Sharpe 0.24
Stocks · TaiwanCompal Electronics, Inc.
Bollinger breakout · CAGR 2.6% · MDD -52.3% · Sharpe 0.23