SleepWell Trade · Asset reports · United States
3,334 United States backtest reports (10/12)
Backtest reports for United States listings, recomputed monthly across the same ten trend-following strategies.
iShares MSCI Taiwan ETF
SMA crossover · CAGR 4.5% · MDD -36.9% · Sharpe 0.33
Stocks · United StatesRalph Lauren Corporation
SMA crossover · CAGR 5.5% · MDD -65.6% · Sharpe 0.33
Stocks · United StatesMosaic Company (The)
ROC momentum · CAGR 5.2% · MDD -80.2% · Sharpe 0.33
Stocks · United StatesItron, Inc.
EMA crossover · CAGR 5.6% · MDD -74.1% · Sharpe 0.33
Stocks · United StatesCRA International,Inc.
SMA crossover · CAGR 5.6% · MDD -56.7% · Sharpe 0.33
ETFs · United StatesState Street SPDR S&P Bank ETF
SMA crossover · CAGR 4.5% · MDD -47.8% · Sharpe 0.33
ETFs · United StatesVanguard FTSEEuropean ETF
SMA crossover · CAGR 3.7% · MDD -27.5% · Sharpe 0.33
Stocks · United StatesPlaytika Holding Corp.
Bollinger breakout · CAGR 2.6% · MDD -8.7% · Sharpe 0.33
Stocks · United StatesRigel Pharmaceuticals, Inc.
Supertrend · CAGR 5.8% · MDD -87.0% · Sharpe 0.33
ETFs · United StatesState Street SPDR Portfolio Developed World ex-US ETF
SMA crossover · CAGR 3.5% · MDD -24.0% · Sharpe 0.33
Stocks · United StatesNVE Corporation
SMA crossover · CAGR -0.1% · MDD -91.0% · Sharpe 0.33
Stocks · United StatesAMERISAFE, Inc.
ROC momentum · CAGR 5.7% · MDD -61.3% · Sharpe 0.33
Stocks · United StatesPentair plc.
Supertrend · CAGR 5.1% · MDD -69.0% · Sharpe 0.33
Stocks · United StatesHecla Mining Company
SMA crossover · CAGR 5.4% · MDD -87.1% · Sharpe 0.33
Stocks · United StatesAutoliv, Inc.
ROC momentum · CAGR 5.0% · MDD -49.5% · Sharpe 0.33
Stocks · United StatesAlliant Energy Corporation
SMA crossover · CAGR 3.9% · MDD -46.9% · Sharpe 0.33
Stocks · United StatesMonro, Inc.
EMA crossover · CAGR 5.5% · MDD -59.2% · Sharpe 0.33
Stocks · United StatesTompkins Financial Corporation
SMA crossover · CAGR 5.7% · MDD -57.8% · Sharpe 0.33
ETFs · United StatesVanEck IG Floating Rate ETF
ROC momentum · CAGR 0.2% · MDD -0.7% · Sharpe 0.33
ETFs · United StatesSchwab Fundamental Emerging Markets Equity ETF
Donchian breakout · CAGR 3.4% · MDD -32.8% · Sharpe 0.33
ETFs · United StatesiShares U.S. Telecommunications ETF
ROC momentum · CAGR 3.6% · MDD -43.8% · Sharpe 0.33
Stocks · United StatesVanda Pharmaceuticals Inc.
SMA crossover · CAGR 19.0% · MDD -69.8% · Sharpe 0.33
Stocks · United StatesInnoviva, Inc.
Bollinger breakout · CAGR 5.0% · MDD -63.1% · Sharpe 0.33
ETFs · United StatesCBRE Global Real Estate Income Fund
Donchian breakout · CAGR 4.4% · MDD -50.9% · Sharpe 0.33
Stocks · United StatesConsolidated Water Co. Ltd.
SMA crossover · CAGR 5.6% · MDD -67.2% · Sharpe 0.33
Stocks · United StatesTriCo Bancshares
Donchian breakout · CAGR 5.6% · MDD -69.6% · Sharpe 0.33
ETFs · United StatesVanguard FTSE Developed Markets ETF
SMA crossover · CAGR 3.4% · MDD -23.4% · Sharpe 0.33
Stocks · United StatesWorkday, Inc.
SMA crossover · CAGR 5.4% · MDD -55.6% · Sharpe 0.33
Stocks · United StatesLuxfer Holdings PLC
Bollinger breakout · CAGR 2.0% · MDD -11.1% · Sharpe 0.33
ETFs · United StatesGabelli Dividend & Income Trust
Supertrend · CAGR 3.1% · MDD -27.7% · Sharpe 0.33
ETFs · United Statesabrdn Physical Platinum Shares ETF
Bollinger breakout · CAGR 1.7% · MDD -7.7% · Sharpe 0.33
Stocks · United StatesKosmos Energy Ltd.
Bollinger breakout · CAGR 5.5% · MDD -62.3% · Sharpe 0.33
Stocks · United StatesQuantum Corporation
Donchian breakout · CAGR 2.4% · MDD -91.2% · Sharpe 0.33
Stocks · United StatesThe York Water Company
EMA crossover · CAGR 5.3% · MDD -35.3% · Sharpe 0.33
Stocks · United StatesStewart Information Services Corporation
Donchian breakout · CAGR 4.8% · MDD -57.3% · Sharpe 0.33
Stocks · United StatesWashington Trust Bancorp, Inc.
SMA crossover · CAGR 5.5% · MDD -56.3% · Sharpe 0.33
ETFs · United StatesiShares GSCI Commodity Dynamic Roll Strategy ETF
ROC momentum · CAGR 2.3% · MDD -16.3% · Sharpe 0.33
Stocks · United StatesChiron Real Estate Inc.
Bollinger breakout · CAGR 1.9% · MDD -15.5% · Sharpe 0.33
ETFs · United StatesiShares MSCI EAFE Growth ETF
Bollinger breakout · CAGR 0.2% · MDD -2.2% · Sharpe 0.33
ETFs · United StatesProShares Ultra Bloomberg Natural Gas
Bollinger breakout · CAGR 4.8% · MDD -60.0% · Sharpe 0.33
Stocks · United StatesCenterPoint Energy, Inc (Holding Co)
SMA crossover · CAGR 3.9% · MDD -52.5% · Sharpe 0.33
Stocks · United StatesOGE Energy Corp
Donchian breakout · CAGR 3.3% · MDD -30.6% · Sharpe 0.33
Stocks · United StatesHilton Grand Vacations Inc.
SMA crossover · CAGR 5.2% · MDD -47.9% · Sharpe 0.33
Stocks · United StatesCamden National Corporation
ADX / DI trend · CAGR 1.0% · MDD -8.7% · Sharpe 0.33
Stocks · United StatesGeron Corporation
SMA crossover · CAGR 1.8% · MDD -92.6% · Sharpe 0.33
Stocks · United StatesPerma-Fix Environmental Services, Inc.
Keltner breakout · CAGR 2.0% · MDD -20.1% · Sharpe 0.33
Stocks · United StatesGCM Grosvenor Inc.
ADX / DI trend · CAGR 3.2% · MDD -18.5% · Sharpe 0.33
Stocks · United StatesLXP Industrial Trust
SMA crossover · CAGR 4.5% · MDD -42.8% · Sharpe 0.33
Stocks · United StatesBrightSpire Capital, Inc.
ROC momentum · CAGR 4.1% · MDD -27.1% · Sharpe 0.33
Stocks · United StatesCricut, Inc.
ADX / DI trend · CAGR 5.9% · MDD -33.3% · Sharpe 0.33
Stocks · United StatesWerner Enterprises, Inc.
ROC momentum · CAGR 5.4% · MDD -61.3% · Sharpe 0.32
Stocks · United StatesLumen Technologies, Inc.
ADX / DI trend · CAGR 3.2% · MDD -35.9% · Sharpe 0.32
Stocks · United StatesRepublic Bancorp, Inc.
SMA crossover · CAGR 5.1% · MDD -69.6% · Sharpe 0.32
Stocks · United StatesPangaea Logistics Solutions Ltd.
Donchian breakout · CAGR 4.8% · MDD -54.5% · Sharpe 0.32
ETFs · United StatesGlobal X Uranium ETF
Bollinger breakout · CAGR 2.9% · MDD -19.3% · Sharpe 0.32
ETFs · United StatesNuveen AMT-Free Quality Municipal Income Fund
ROC momentum · CAGR 0.4% · MDD -1.9% · Sharpe 0.32
Stocks · United StatesBaker Hughes Company
Donchian breakout · CAGR 5.3% · MDD -63.7% · Sharpe 0.32
Stocks · United StatesQuaker Houghton
Donchian breakout · CAGR 5.4% · MDD -58.0% · Sharpe 0.32
Stocks · United StatesFranklin Electric Co., Inc.
SMA crossover · CAGR 4.7% · MDD -77.1% · Sharpe 0.32
ETFs · United StatesVanguard Intermediate-Term Treasury ETF
ADX / DI trend · CAGR 0.2% · MDD -0.9% · Sharpe 0.32
Stocks · United StatesTripAdvisor, Inc.
Bollinger breakout · CAGR 5.0% · MDD -64.1% · Sharpe 0.32
Stocks · United StatesLyft, Inc.
Supertrend · CAGR 4.9% · MDD -72.4% · Sharpe 0.32
Stocks · United StatesVericel Corporation
Donchian breakout · CAGR -1.5% · MDD -98.4% · Sharpe 0.32
Stocks · United StatesVista Gold Corp
ADX / DI trend · CAGR -0.7% · MDD -94.9% · Sharpe 0.32
Stocks · United StatesMativ Holdings, Inc.
Bollinger breakout · CAGR 2.2% · MDD -18.8% · Sharpe 0.32
Stocks · United StatesColumbia Sportswear Company
Donchian breakout · CAGR 5.4% · MDD -64.4% · Sharpe 0.32
Stocks · United StatesInternational Flavors & Fragrances, Inc.
SMA crossover · CAGR 4.5% · MDD -47.4% · Sharpe 0.32
ETFs · United StatesState Street Consumer Staples Select Sector SPDR ETF
SMA crossover · CAGR 3.1% · MDD -24.9% · Sharpe 0.32
Stocks · United StatesCytokinetics, Incorporated
SMA crossover · CAGR 3.0% · MDD -73.9% · Sharpe 0.32
ETFs · United StatesUnited States Oil Fund
ROC momentum · CAGR 4.3% · MDD -50.3% · Sharpe 0.32
Stocks · United StatesSally Beauty Holdings, Inc. (Name to be changed from Sally Holdings, Inc.)
Supertrend · CAGR 5.3% · MDD -59.9% · Sharpe 0.32
Stocks · United StatesCommunity Financial System, Inc.
SMA crossover · CAGR 4.9% · MDD -44.7% · Sharpe 0.32
Stocks · United StatesDouglas Dynamics, Inc.
Donchian breakout · CAGR 5.3% · MDD -60.9% · Sharpe 0.32
Stocks · United StatesUltragenyx Pharmaceutical Inc.
Donchian breakout · CAGR 4.1% · MDD -34.4% · Sharpe 0.32
Stocks · United StatesEversource Energy (D/B/A)
SMA crossover · CAGR 4.0% · MDD -41.0% · Sharpe 0.32
Stocks · United StatesMGE Energy Inc.
ROC momentum · CAGR 4.9% · MDD -49.9% · Sharpe 0.32
Stocks · United StatesNCR Voyix Corporation
Supertrend · CAGR 5.1% · MDD -56.8% · Sharpe 0.32
ETFs · United StatesInvesco RAFI Emerging Markets ETF
Donchian breakout · CAGR 3.8% · MDD -31.4% · Sharpe 0.32
Stocks · United StatesFidelity National Financial, Inc.
EMA crossover · CAGR 4.5% · MDD -59.0% · Sharpe 0.32
ETFs · United StatesVanguard Long-Term Corporate Bond ETF
ADX / DI trend · CAGR 0.5% · MDD -5.6% · Sharpe 0.32
Stocks · United StatesIngredion Incorporated
Supertrend · CAGR 4.6% · MDD -47.4% · Sharpe 0.32
Stocks · United StatesHuntington Bancshares Incorporated
SMA crossover · CAGR 4.6% · MDD -55.2% · Sharpe 0.32
Stocks · United StatesUNITIL Corporation
ROC momentum · CAGR 4.7% · MDD -53.8% · Sharpe 0.32
Stocks · United StatesAgilysys, Inc.
Parabolic SAR · CAGR 5.2% · MDD -80.2% · Sharpe 0.32
Stocks · United StatesXcel Energy Inc.
EMA crossover · CAGR 3.7% · MDD -39.6% · Sharpe 0.32
Stocks · United StatesBXP, Inc.
Bollinger breakout · CAGR 1.9% · MDD -15.8% · Sharpe 0.32
Stocks · United StatesUTime Limited
ROC momentum · CAGR -31.1% · MDD -96.2% · Sharpe 0.32
Stocks · United StatesThe Goodyear Tire & Rubber Company
ADX / DI trend · CAGR 1.8% · MDD -21.0% · Sharpe 0.32
Stocks · United StatesSimpson Manufacturing Company, Inc.
Supertrend · CAGR 5.1% · MDD -69.0% · Sharpe 0.32
ETFs · United StatesiShares U.S. Oil Equipment & Services ETF
Donchian breakout · CAGR 5.2% · MDD -63.3% · Sharpe 0.32
Stocks · United StatesUMH Properties, Inc.
SMA crossover · CAGR 4.8% · MDD -63.4% · Sharpe 0.32
Stocks · United StatesABM Industries Incorporated
Supertrend · CAGR 4.5% · MDD -54.1% · Sharpe 0.32
ETFs · United StatesiShares U.S. Real Estate ETF
SMA crossover · CAGR 3.6% · MDD -56.2% · Sharpe 0.32
Stocks · United StatesEnnis, Inc.
ADX / DI trend · CAGR 1.3% · MDD -12.8% · Sharpe 0.32
ETFs · United StatesInvesco Oil & Gas Services ETF
ADX / DI trend · CAGR 0.8% · MDD -8.7% · Sharpe 0.32
Stocks · United StatesJohnson Outdoors Inc.
EMA crossover · CAGR 5.1% · MDD -71.5% · Sharpe 0.32
Stocks · United StatesUpbound Group, Inc.
Keltner breakout · CAGR 4.1% · MDD -54.5% · Sharpe 0.32
Stocks · United StatesThe Intergroup Corporation
EMA crossover · CAGR 5.2% · MDD -78.3% · Sharpe 0.32
Stocks · United StatesPrimis Financial Corp.
ADX / DI trend · CAGR 1.1% · MDD -10.9% · Sharpe 0.32
Stocks · United StatesGerman American Bancorp, Inc.
SMA crossover · CAGR 4.9% · MDD -42.3% · Sharpe 0.32
Stocks · United StatesNorthWestern Energy Group, Inc.
Donchian breakout · CAGR 4.1% · MDD -39.0% · Sharpe 0.32
Stocks · United StatesGranite Construction Incorporated
SMA crossover · CAGR 5.0% · MDD -72.5% · Sharpe 0.32
Stocks · United StatesHelmerich & Payne, Inc.
Supertrend · CAGR 5.1% · MDD -62.9% · Sharpe 0.32
ETFs · United StatesSchwab U.S. REIT ETF
ROC momentum · CAGR 4.0% · MDD -39.6% · Sharpe 0.32
Stocks · United StatesPC Connection, Inc.
Donchian breakout · CAGR 2.5% · MDD -90.6% · Sharpe 0.32
Stocks · United StatesOrange County Bancorp, Inc.
ROC momentum · CAGR 5.6% · MDD -61.0% · Sharpe 0.32
Stocks · United StatesDolby Laboratories
ROC momentum · CAGR 4.1% · MDD -41.4% · Sharpe 0.32
Stocks · United StatesBloomin' Brands, Inc.
SMA crossover · CAGR 4.9% · MDD -57.3% · Sharpe 0.32
Stocks · United StatesNBT Bancorp Inc.
ROC momentum · CAGR 5.0% · MDD -63.7% · Sharpe 0.32
Stocks · United StatesMission Produce, Inc.
Supertrend · CAGR 5.0% · MDD -44.7% · Sharpe 0.31
Stocks · United StatesFirst Merchants Corporation
ROC momentum · CAGR 4.9% · MDD -85.0% · Sharpe 0.31
ETFs · United StatesWisdomTree Bloomberg U.S. Dollar Bullish Fund
ADX / DI trend · CAGR 0.6% · MDD -3.2% · Sharpe 0.31
Stocks · United StatesFederated Hermes, Inc.
Donchian breakout · CAGR 4.7% · MDD -36.8% · Sharpe 0.31
Stocks · United StatesCadiz, Inc.
ADX / DI trend · CAGR 4.9% · MDD -64.4% · Sharpe 0.31
Stocks · United StatesMetLife, Inc.
Donchian breakout · CAGR 4.9% · MDD -56.9% · Sharpe 0.31
Stocks · United StatesOmnicom Group Inc.
Donchian breakout · CAGR 4.7% · MDD -55.4% · Sharpe 0.31
ETFs · United StatesState Street SPDR Portfolio Short Term Corporate Bond ETF
ROC momentum · CAGR 0.1% · MDD -0.7% · Sharpe 0.31
Stocks · United StatesInvenTrust Properties Corp.
ADX / DI trend · CAGR 14.4% · MDD -74.5% · Sharpe 0.31
Stocks · United StatesC3.ai, Inc.
Supertrend · CAGR 1.5% · MDD -78.0% · Sharpe 0.31
Stocks · United StatesKimco Realty Corporation (HC)
EMA crossover · CAGR 3.9% · MDD -50.2% · Sharpe 0.31
Stocks · United StatesAviat Networks, Inc.
SMA crossover · CAGR 6.2% · MDD -91.7% · Sharpe 0.31
ETFs · United StatesiShares MSCI Italy ETF
EMA crossover · CAGR 3.8% · MDD -52.3% · Sharpe 0.31
ETFs · United StatesInvesco DB Base Metals Fund
Donchian breakout · CAGR 3.4% · MDD -30.3% · Sharpe 0.31
Stocks · United StatesHNI Corporation
MACD · CAGR 4.8% · MDD -70.9% · Sharpe 0.31
Stocks · United StatesWorthington Enterprises, Inc.
Donchian breakout · CAGR 4.9% · MDD -84.5% · Sharpe 0.31
Stocks · United StatesACNB Corporation
EMA crossover · CAGR 4.6% · MDD -36.7% · Sharpe 0.31
ETFs · United StatesProShares UltraPro Short QQQ
ADX / DI trend · CAGR 0.3% · MDD -0.5% · Sharpe 0.31
Stocks · United StatesOceanFirst Financial Corp.
Keltner breakout · CAGR 1.5% · MDD -17.5% · Sharpe 0.31
ETFs · United StatesProShares Ultra Bloomberg Crude Oil
Donchian breakout · CAGR 4.9% · MDD -72.8% · Sharpe 0.31
Stocks · United StatesSeneca Foods Corp.
Donchian breakout · CAGR 4.8% · MDD -63.2% · Sharpe 0.31
Stocks · United StatesDatavault AI Inc.
Donchian breakout · CAGR 5.4% · MDD -48.2% · Sharpe 0.31
Stocks · United StatesInovio Pharmaceuticals, Inc.
Donchian breakout · CAGR 2.8% · MDD -92.9% · Sharpe 0.31
Stocks · United StatesSeanergy Maritime Holdings Corp.
EMA crossover · CAGR 3.6% · MDD -50.3% · Sharpe 0.31
ETFs · United StatesVanEck Mortgage REIT Income ETF
ROC momentum · CAGR 1.4% · MDD -10.2% · Sharpe 0.31
Stocks · United StatesSeacoast Banking Corporation of Florida
EMA crossover · CAGR 4.6% · MDD -65.1% · Sharpe 0.31
Stocks · United StatesNavigator Holdings Ltd.
SMA crossover · CAGR 3.9% · MDD -74.7% · Sharpe 0.31
Stocks · United StatesInvestors Title Company
SMA crossover · CAGR 4.8% · MDD -79.3% · Sharpe 0.31
Stocks · United StatesFirst Community Corporation
EMA crossover · CAGR 4.4% · MDD -46.9% · Sharpe 0.31
Stocks · United StatesTowne Bank
SMA crossover · CAGR 4.8% · MDD -61.2% · Sharpe 0.31
Stocks · United StatesNETGEAR, Inc.
SMA crossover · CAGR 4.9% · MDD -68.7% · Sharpe 0.31
Stocks · United StatesKeurig Dr Pepper Inc.
ROC momentum · CAGR 1.7% · MDD -82.5% · Sharpe 0.31
Stocks · United StatesDaily Journal Corp. (S.C.)
EMA crossover · CAGR 4.8% · MDD -55.0% · Sharpe 0.31
Stocks · United StatesOaktree Specialty Lending Corporation
ADX / DI trend · CAGR 1.5% · MDD -10.8% · Sharpe 0.31
Stocks · United StatesDTE Energy Company
SMA crossover · CAGR 3.4% · MDD -40.9% · Sharpe 0.31
Stocks · United StatesAGNC Investment Corp.
Bollinger breakout · CAGR 1.7% · MDD -17.5% · Sharpe 0.31
Stocks · United StatesLincoln National Corporation
EMA crossover · CAGR 4.3% · MDD -68.4% · Sharpe 0.31
Stocks · United StatesIcahn Enterprises L.P.
SMA crossover · CAGR 4.4% · MDD -56.0% · Sharpe 0.31
Stocks · United StatesOpus Genetics, Inc.
ADX / DI trend · CAGR 4.8% · MDD -82.8% · Sharpe 0.31
Stocks · United StatesMurphy Oil Corporation
Donchian breakout · CAGR 4.8% · MDD -69.2% · Sharpe 0.31
Stocks · United StatesSilicon Laboratories, Inc.
SMA crossover · CAGR 4.9% · MDD -59.1% · Sharpe 0.31
ETFs · United StatesGlobal X MLP ETF
EMA crossover · CAGR 3.1% · MDD -24.4% · Sharpe 0.31
Stocks · United StatesDuPont de Nemours, Inc.
SMA crossover · CAGR 4.3% · MDD -48.2% · Sharpe 0.31
Stocks · United StatesCommunity Health Systems, Inc.
ADX / DI trend · CAGR 2.2% · MDD -20.5% · Sharpe 0.31
Stocks · United StatesOne Liberty Properties, Inc.
SMA crossover · CAGR 3.9% · MDD -48.5% · Sharpe 0.30
Stocks · United StatesPursuit Attractions and Hospitality, Inc.
Donchian breakout · CAGR 4.8% · MDD -64.4% · Sharpe 0.30
Stocks · United StatesBeacon Financial Corporation
Bollinger breakout · CAGR 2.1% · MDD -16.3% · Sharpe 0.30
Stocks · United StatesTrinity Capital Inc.
Bollinger breakout · CAGR 3.6% · MDD -21.1% · Sharpe 0.30
Stocks · United StatesLiberty Global Ltd.
SMA crossover · CAGR 4.1% · MDD -58.3% · Sharpe 0.30
ETFs · United StatesCohen & Steers Infrastructure Fund, Inc
Donchian breakout · CAGR 3.4% · MDD -47.6% · Sharpe 0.30
ETFs · United StatesState Street SPDR Portfolio Emerging Markets ETF
Donchian breakout · CAGR 2.9% · MDD -22.0% · Sharpe 0.30
Stocks · United StatesShoals Technologies Group, Inc.
ROC momentum · CAGR 4.0% · MDD -47.0% · Sharpe 0.30
Stocks · United StatesXPLR Infrastructure, LP
Bollinger breakout · CAGR 2.3% · MDD -18.4% · Sharpe 0.30
Stocks · United StatesZimmer Biomet Holdings, Inc.
Donchian breakout · CAGR 3.8% · MDD -51.5% · Sharpe 0.30
Stocks · United StatesSabre Corporation
ROC momentum · CAGR 4.5% · MDD -54.8% · Sharpe 0.30
Stocks · United StatesS&T Bancorp, Inc.
SMA crossover · CAGR 4.5% · MDD -59.2% · Sharpe 0.30
Stocks · United StatesReynolds Consumer Products Inc.
ROC momentum · CAGR 0.3% · MDD -0.5% · Sharpe 0.30
ETFs · United StatesHartford Total Return Bond ETF
Bollinger breakout · CAGR 0.3% · MDD -2.1% · Sharpe 0.30
Stocks · United StatesChronoScale Holdings Corporation
SMA crossover · CAGR 3.4% · MDD -67.6% · Sharpe 0.30
Stocks · United StatesMatrix Service Company
SMA crossover · CAGR 4.2% · MDD -67.2% · Sharpe 0.30
Stocks · United StatesThe J.M. Smucker Company
Bollinger breakout · CAGR 1.3% · MDD -15.3% · Sharpe 0.30
Stocks · United StatesUGI Corporation
SMA crossover · CAGR 3.7% · MDD -50.0% · Sharpe 0.30
Stocks · United StatesAlcoa Corporation
SMA crossover · CAGR 4.6% · MDD -61.9% · Sharpe 0.30
Stocks · United StatesMcCormick & Company, Incorporated
ROC momentum · CAGR 4.3% · MDD -62.8% · Sharpe 0.30
Stocks · United StatesCarter's, Inc.
Donchian breakout · CAGR 4.5% · MDD -72.4% · Sharpe 0.30
Stocks · United StatesMSC Industrial Direct Company, Inc.
Donchian breakout · CAGR 4.6% · MDD -69.3% · Sharpe 0.30
Stocks · United StatesGladstone Capital Corporation
Bollinger breakout · CAGR 2.0% · MDD -21.1% · Sharpe 0.30
Stocks · United StatesBrady Corporation
ROC momentum · CAGR 4.6% · MDD -67.1% · Sharpe 0.30
Stocks · United StatesValley National Bancorp
Bollinger breakout · CAGR 2.0% · MDD -25.3% · Sharpe 0.30
Stocks · United StatesRenasant Corporation
ADX / DI trend · CAGR 0.8% · MDD -7.5% · Sharpe 0.30
Stocks · United States3M Company
SMA crossover · CAGR 3.8% · MDD -49.3% · Sharpe 0.30
Stocks · United StatesAlexandria Real Estate Equities, Inc.
SMA crossover · CAGR 4.0% · MDD -56.5% · Sharpe 0.30
Stocks · United StatesFirst Hawaiian, Inc.
Bollinger breakout · CAGR 1.1% · MDD -9.4% · Sharpe 0.30
Stocks · United StatesAtlantic Union Bankshares Corporation
Bollinger breakout · CAGR 3.1% · MDD -32.1% · Sharpe 0.30
Stocks · United StatesInternational Business Machines Corporation
Donchian breakout · CAGR 4.0% · MDD -52.2% · Sharpe 0.30
ETFs · United StatesPimco 15 Year U.S. TIPS Index Exchange-Traded Fund
ROC momentum · CAGR 0.5% · MDD -0.5% · Sharpe 0.30
Stocks · United StatesComstock Resources, Inc.
SMA crossover · CAGR 3.3% · MDD -84.0% · Sharpe 0.30
Stocks · United StatesQuidelOrtho Corporation
MACD · CAGR 3.7% · MDD -91.4% · Sharpe 0.30
ETFs · United StatesSprott Physical Gold and Silver Trust
Donchian breakout · CAGR 4.0% · MDD -55.2% · Sharpe 0.30
Stocks · United StatesSouthState Bank Corporation
SMA crossover · CAGR 4.4% · MDD -51.9% · Sharpe 0.30
Stocks · United StatesMiddlesex Water Company
SMA crossover · CAGR 4.3% · MDD -45.4% · Sharpe 0.30
Stocks · United StatesTejon Ranch Co
Donchian breakout · CAGR 4.4% · MDD -62.1% · Sharpe 0.30
Stocks · United StatesDucommun Incorporated
Donchian breakout · CAGR 4.1% · MDD -89.3% · Sharpe 0.30
ETFs · United StatesiShares International Select Dividend ETF
SMA crossover · CAGR 3.0% · MDD -32.1% · Sharpe 0.30
Stocks · United StatesSLR Investment Corp.
Bollinger breakout · CAGR 0.9% · MDD -6.4% · Sharpe 0.30
ETFs · United StatesRoyce Small-Cap Trust, Inc.
Donchian breakout · CAGR 3.0% · MDD -25.8% · Sharpe 0.30
ETFs · United StatesVIX Short-Term Futures ETF
Keltner breakout · CAGR 4.7% · MDD -45.5% · Sharpe 0.30
Stocks · United StatesWest Bancorporation
EMA crossover · CAGR 4.5% · MDD -54.9% · Sharpe 0.30
Stocks · United StatesNorthwest Natural Holding Company
SMA crossover · CAGR 3.9% · MDD -39.2% · Sharpe 0.30
ETFs · United StatesProShares Ultra VIX Short Term Futures ETF
Keltner breakout · CAGR 4.4% · MDD -72.0% · Sharpe 0.30
Stocks · United Statesmonday.com Ltd.
SMA crossover · CAGR 3.7% · MDD -48.3% · Sharpe 0.29
Stocks · United StatesSharplink, Inc.
Donchian breakout · CAGR -4.1% · MDD -98.4% · Sharpe 0.29
ETFs · United StatesInvesco DB Agriculture Fund
Bollinger breakout · CAGR 1.9% · MDD -25.2% · Sharpe 0.29
Stocks · United StatesSpire Inc.
ROC momentum · CAGR 4.1% · MDD -57.3% · Sharpe 0.29
Stocks · United StatesAmerican States Water Company
SMA crossover · CAGR 4.0% · MDD -54.1% · Sharpe 0.29
Stocks · United StatesRedwood Trust, Inc.
SMA crossover · CAGR 4.3% · MDD -72.0% · Sharpe 0.29
Stocks · United StatesPerrigo Company plc
SMA crossover · CAGR 4.3% · MDD -72.9% · Sharpe 0.29
Stocks · United StatesClear Channel Outdoor Holdings, Inc.
Donchian breakout · CAGR 2.8% · MDD -76.0% · Sharpe 0.29
Stocks · United StatesConduent Incorporated
ROC momentum · CAGR 4.2% · MDD -53.3% · Sharpe 0.29
Stocks · United StatesShenandoah Telecommunications Co
SMA crossover · CAGR 4.1% · MDD -67.9% · Sharpe 0.29
Stocks · United StatesVertical Aerospace Ltd.
Bollinger breakout · CAGR 4.1% · MDD -20.6% · Sharpe 0.29
Stocks · United StatesDiamondrock Hospitality Company
Donchian breakout · CAGR 4.3% · MDD -55.9% · Sharpe 0.29
ETFs · United StatesTeucrium Corn Fund ETV
Bollinger breakout · CAGR 2.5% · MDD -25.9% · Sharpe 0.29
Stocks · United StatesAbeona Therapeutics Inc.
ADX / DI trend · CAGR 4.4% · MDD -63.0% · Sharpe 0.29
Stocks · United StatesLouisiana-Pacific Corporation
Donchian breakout · CAGR 4.1% · MDD -91.8% · Sharpe 0.29
Stocks · United StatesGeopark Ltd
Donchian breakout · CAGR 3.9% · MDD -67.1% · Sharpe 0.29
Stocks · United StatesCarnival Corporation Ltd.
ROC momentum · CAGR 4.3% · MDD -82.2% · Sharpe 0.29
Stocks · United StatesCalifornia BanCorp
MACD · CAGR 5.0% · MDD -59.2% · Sharpe 0.29
Stocks · United StatesFirstEnergy Corp.
SMA crossover · CAGR 3.5% · MDD -41.2% · Sharpe 0.29
Stocks · United StatesBenitec Biopharma Inc.
SMA crossover · CAGR -2.6% · MDD -83.4% · Sharpe 0.29
Stocks · United StatesOrthofix Medical Inc.
SMA crossover · CAGR 4.2% · MDD -76.6% · Sharpe 0.29
Stocks · United Statesi3 Verticals, Inc.
MACD · CAGR 4.3% · MDD -62.2% · Sharpe 0.29
Stocks · United StatesLazard, Inc.
Bollinger breakout · CAGR 2.7% · MDD -33.1% · Sharpe 0.29
Stocks · United StatesCabot Corporation
Donchian breakout · CAGR 4.3% · MDD -69.4% · Sharpe 0.29
Stocks · United StatesOld National Bancorp
ADX / DI trend · CAGR 1.7% · MDD -23.6% · Sharpe 0.29
Stocks · United StatesADT Inc.
Supertrend · CAGR 4.6% · MDD -49.0% · Sharpe 0.29
Stocks · United StatesSunCoke Energy, Inc.
ADX / DI trend · CAGR 2.6% · MDD -26.2% · Sharpe 0.29
Stocks · United StatesProgress Software Corporation
Donchian breakout · CAGR 4.1% · MDD -68.9% · Sharpe 0.29
Stocks · United StatesPowerFleet, Inc.
Donchian breakout · CAGR 2.2% · MDD -83.3% · Sharpe 0.29
ETFs · United StatesiShares MSCI Japan Index Fund
SMA crossover · CAGR 3.1% · MDD -34.6% · Sharpe 0.29
Stocks · United StatesAgenus Inc.
Bollinger breakout · CAGR 4.5% · MDD -31.3% · Sharpe 0.29
Stocks · United StatesVerizon Communications Inc.
ROC momentum · CAGR 4.1% · MDD -59.4% · Sharpe 0.29
Stocks · United StatesTidewater Inc.
SMA crossover · CAGR 4.2% · MDD -79.6% · Sharpe 0.29
Stocks · United StatesValvoline Inc.
SMA crossover · CAGR 3.6% · MDD -32.7% · Sharpe 0.29
Stocks · United StatesEdgewell Personal Care Company
SMA crossover · CAGR 4.0% · MDD -63.0% · Sharpe 0.29
ETFs · United StatesState Street SPDR Bloomberg High Yield Bond ETF
ADX / DI trend · CAGR 0.2% · MDD -0.5% · Sharpe 0.29
Stocks · United StatesTFS Financial Corporation
ADX / DI trend · CAGR 0.4% · MDD -2.4% · Sharpe 0.29
ETFs · United StatesFirst Trust BuyWrite Income ETF
ROC momentum · CAGR 0.2% · MDD -1.0% · Sharpe 0.29
Stocks · United StatesBanner Corporation
Donchian breakout · CAGR 3.4% · MDD -47.3% · Sharpe 0.29
Stocks · United StatesTennant Company
Donchian breakout · CAGR 4.1% · MDD -62.1% · Sharpe 0.29
ETFs · United StatesEaton Vance Tax-Managed Global Diversified Equity Income Fund
ROC momentum · CAGR 1.4% · MDD -23.2% · Sharpe 0.28
ETFs · United StatesAlerian MLP ETF
Bollinger breakout · CAGR 1.6% · MDD -12.9% · Sharpe 0.28
Stocks · United StatesViatris Inc.
Donchian breakout · CAGR 2.8% · MDD -93.9% · Sharpe 0.28
ETFs · United StatesNuveen Municipal High Income Opportunity Fund
Donchian breakout · CAGR 2.0% · MDD -18.3% · Sharpe 0.28
ETFs · United StatesDirexion Daily Energy Bear 2X ETF
Bollinger breakout · CAGR 4.3% · MDD -58.3% · Sharpe 0.28
Stocks · United StatesIsabella Bank Corporation
Donchian breakout · CAGR 3.5% · MDD -38.9% · Sharpe 0.28
ETFs · United StatesVanEck Oil Services ETF
Donchian breakout · CAGR 4.1% · MDD -73.7% · Sharpe 0.28
Stocks · United StatesCNA Financial Corporation
SMA crossover · CAGR 3.9% · MDD -67.3% · Sharpe 0.28
Stocks · United StatesGibraltar Industries, Inc.
SMA crossover · CAGR 4.1% · MDD -68.4% · Sharpe 0.28
Stocks · United StatesChemung Financial Corp
SMA crossover · CAGR 3.7% · MDD -42.1% · Sharpe 0.28
Stocks · United StatesCoursera, Inc.
EMA crossover · CAGR 4.3% · MDD -27.9% · Sharpe 0.28
Stocks · United StatesRealty Income Corporation
Donchian breakout · CAGR 3.9% · MDD -59.6% · Sharpe 0.28
ETFs · United StatesPimco Municipal Income Fund II
Bollinger breakout · CAGR 0.4% · MDD -4.7% · Sharpe 0.28
Stocks · United StatesOccidental Petroleum Corporation
Donchian breakout · CAGR 4.1% · MDD -82.2% · Sharpe 0.28
ETFs · United StatesVanEck Intermediate Muni ETF
ROC momentum · CAGR 0.6% · MDD -5.5% · Sharpe 0.28
ETFs · United StatesVanEck Vietnam ETF
ADX / DI trend · CAGR 2.1% · MDD -21.6% · Sharpe 0.28
ETFs · United StatesPIMCO 25 Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund
Bollinger breakout · CAGR 2.4% · MDD -22.3% · Sharpe 0.28
Stocks · United StatesSun Communities, Inc.
EMA crossover · CAGR 3.4% · MDD -50.2% · Sharpe 0.28
Stocks · United StatesAmcor plc
ADX / DI trend · CAGR 1.7% · MDD -11.9% · Sharpe 0.28
Stocks · United StatesGorman-Rupp Company (The)
Donchian breakout · CAGR 4.0% · MDD -69.8% · Sharpe 0.28
Stocks · United StatesNNN REIT, Inc.
ROC momentum · CAGR 3.7% · MDD -62.1% · Sharpe 0.28
ETFs · United StatesVanguard Tax-Exempt Bond ETF
Bollinger breakout · CAGR 0.2% · MDD -2.9% · Sharpe 0.28
ETFs · United StatesState Street SPDR S&P Regional Banking ETF
Bollinger breakout · CAGR 0.7% · MDD -9.3% · Sharpe 0.28
ETFs · United StatesPimco Corporate & Income Strategy Fund
ROC momentum · CAGR 1.1% · MDD -9.6% · Sharpe 0.28
Stocks · United StatesBaxter International Inc.
ROC momentum · CAGR 3.8% · MDD -57.6% · Sharpe 0.28
Stocks · United StatesEllington Financial Inc.
Bollinger breakout · CAGR 1.7% · MDD -15.8% · Sharpe 0.28
ETFs · United StatesAdams Diversified Equity Fund Inc.
Donchian breakout · CAGR 2.9% · MDD -38.9% · Sharpe 0.28
Stocks · United StatesAvery Dennison Corporation
Donchian breakout · CAGR 3.9% · MDD -79.7% · Sharpe 0.28
ETFs · United StatesNXG NextGen Infrastructure Income Fund
ADX / DI trend · CAGR 1.4% · MDD -12.5% · Sharpe 0.28
Stocks · United StatesLegalZoom.com, Inc.
Donchian breakout · CAGR 3.7% · MDD -25.6% · Sharpe 0.28
ETFs · United StatesiShares Intermediate Muni Income Active ETF
ROC momentum · CAGR 0.1% · MDD -0.7% · Sharpe 0.28
Stocks · United StatesEntergy Corporation
Bollinger breakout · CAGR 1.4% · MDD -20.7% · Sharpe 0.28
ETFs · United StatesiShares International Aggregate Bond Fund
ADX / DI trend · CAGR 0.2% · MDD -1.7% · Sharpe 0.28
Stocks · United StatesArtisan Partners Asset Management Inc.
ADX / DI trend · CAGR 3.4% · MDD -42.9% · Sharpe 0.28
ETFs · United StatesiShares iBonds Dec 2031 Term Corporate ETF
Bollinger breakout · CAGR 0.4% · MDD -1.5% · Sharpe 0.27
Stocks · United StatesUnder Armour, Inc.
ADX / DI trend · CAGR 2.2% · MDD -13.2% · Sharpe 0.27
ETFs · United StatesDirexion Daily FTSE China Bull 3X ETF
EMA crossover · CAGR 2.1% · MDD -72.1% · Sharpe 0.27
Stocks · United StatesDoubleVerify Holdings, Inc.
Keltner breakout · CAGR 1.7% · MDD -8.3% · Sharpe 0.27
Stocks · United StatesPalisade Bio, Inc.
SMA crossover · CAGR 0.7% · MDD -96.4% · Sharpe 0.27
ETFs · United StatesVanguard FTSE Pacific ETF
EMA crossover · CAGR 2.7% · MDD -23.6% · Sharpe 0.27
Stocks · United StatesProvident Financial Services, Inc
Keltner breakout · CAGR 0.3% · MDD -2.1% · Sharpe 0.27
ETFs · United StatesDoubleLine Income Solutions Fund
ROC momentum · CAGR 0.5% · MDD -2.4% · Sharpe 0.27
Stocks · United StatesGreenlight Reinsurance, Ltd.
SMA crossover · CAGR 3.5% · MDD -44.5% · Sharpe 0.27
Stocks · United StatesWhirlpool Corporation
Bollinger breakout · CAGR 0.7% · MDD -8.6% · Sharpe 0.27
ETFs · United StatesFirst Trust Global Tactical Commodity Strategy Fund
EMA crossover · CAGR 2.5% · MDD -33.0% · Sharpe 0.27
ETFs · United StatesiShares Global Infrastructure ETF
SMA crossover · CAGR 2.4% · MDD -27.4% · Sharpe 0.27
ETFs · United StatesVanguard Real Estate ETF
SMA crossover · CAGR 3.1% · MDD -52.9% · Sharpe 0.27
Stocks · United StatesCousins Properties Incorporated
Bollinger breakout · CAGR 2.1% · MDD -25.9% · Sharpe 0.27
ETFs · United StatesiShares 3-7 Year Treasury Bond ETF
ADX / DI trend · CAGR 0.2% · MDD -1.3% · Sharpe 0.27
Stocks · United StatesMagnera Corporation
ADX / DI trend · CAGR 0.8% · MDD -17.5% · Sharpe 0.27
Stocks · United StatesKBR, Inc.
Donchian breakout · CAGR 3.4% · MDD -45.5% · Sharpe 0.27
ETFs · United StatesiShares MSCI South Africa Index Fund
Bollinger breakout · CAGR 1.0% · MDD -10.3% · Sharpe 0.27
ETFs · United StatesProShares UltraShort Silver
Donchian breakout · CAGR 2.7% · MDD -21.8% · Sharpe 0.27
ETFs · United StatesInvesco BulletShares 2030 Corporate Bond ETF
Bollinger breakout · CAGR 0.4% · MDD -2.6% · Sharpe 0.27
ETFs · United StatesPIMCO Active Bond Exchange-Traded Fund Exchange-Traded Fund
ADX / DI trend · CAGR 0.2% · MDD -2.5% · Sharpe 0.27
Stocks · United StatesOptimum Communications, Inc.
ADX / DI trend · CAGR 1.2% · MDD -9.1% · Sharpe 0.27
Stocks · United StatesMalibu Boats, Inc.
Supertrend · CAGR 3.5% · MDD -78.9% · Sharpe 0.27
Stocks · United StatesCompass Minerals Intl Inc
Donchian breakout · CAGR 3.3% · MDD -88.1% · Sharpe 0.27
ETFs · United StatesETRACS Gold Shares Covered Call ETNs due February 2, 2033
ADX / DI trend · CAGR 0.4% · MDD -4.2% · Sharpe 0.27
Stocks · United StatesTiptree Inc.
Donchian breakout · CAGR 3.6% · MDD -51.1% · Sharpe 0.27
Stocks · United StatesFriedman Industries Inc.
Supertrend · CAGR 3.6% · MDD -77.9% · Sharpe 0.27