SleepWell Trade · Asset reports · United States

3,334 United States backtest reports (5/12)

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

Snapshot 2026-07

ETFs · United States

Vanguard Morningstar Small-Cap Growth ETF

Donchian breakout · CAGR 8.8% · MDD -45.3% · Sharpe 0.57

Stocks · United States

STRATTEC SECURITY CORPORATION

SMA crossover · CAGR 13.9% · MDD -45.8% · Sharpe 0.57

Stocks · United States

OPENLANE, Inc.

Donchian breakout · CAGR 13.8% · MDD -46.0% · Sharpe 0.57

Stocks · United States

Equinix, Inc.

EMA crossover · CAGR 14.2% · MDD -56.8% · Sharpe 0.57

Stocks · United States

Hingham Institution for Savings

EMA crossover · CAGR 13.1% · MDD -42.9% · Sharpe 0.57

Stocks · United States

Bio-Techne Corp

SMA crossover · CAGR 13.6% · MDD -67.3% · Sharpe 0.57

Stocks · United States

Envela Corporation

SMA crossover · CAGR 19.2% · MDD -70.8% · Sharpe 0.57

Stocks · United States

Expedia Group, Inc.

SMA crossover · CAGR 13.6% · MDD -51.2% · Sharpe 0.57

Stocks · United States

Dick's Sporting Goods Inc

Donchian breakout · CAGR 13.7% · MDD -47.3% · Sharpe 0.57

ETFs · United States

Franklin FTSE India ETF

Donchian breakout · CAGR 6.3% · MDD -20.0% · Sharpe 0.57

Stocks · United States

Reinsurance Group of America, Incorporated

SMA crossover · CAGR 9.5% · MDD -35.4% · Sharpe 0.57

Stocks · United States

Mercantile Bank Corporation

ADX / DI trend · CAGR 1.9% · MDD -8.2% · Sharpe 0.57

Stocks · United States

Incyte Corporation

ROC momentum · CAGR 16.8% · MDD -83.2% · Sharpe 0.57

ETFs · United States

iShares S&P 500 Value ETF

EMA crossover · CAGR 5.9% · MDD -22.3% · Sharpe 0.57

Stocks · United States

LeMaitre Vascular, Inc.

Donchian breakout · CAGR 14.8% · MDD -42.8% · Sharpe 0.57

ETFs · United States

ERShares Private-Public Crossover ETF

EMA crossover · CAGR 8.9% · MDD -28.7% · Sharpe 0.56

Stocks · United States

AEye, Inc.

MACD · CAGR 6.0% · MDD -84.1% · Sharpe 0.56

Stocks · United States

Custom Truck One Source, Inc.

Bollinger breakout · CAGR 8.3% · MDD -17.8% · Sharpe 0.56

ETFs · United States

ProShares S&P 500 Dividend Aristocrats ETF

ROC momentum · CAGR 7.1% · MDD -24.6% · Sharpe 0.56

Stocks · United States

Archrock, Inc.

SMA crossover · CAGR 12.1% · MDD -56.3% · Sharpe 0.56

Stocks · United States

The Chefs' Warehouse, Inc.

Donchian breakout · CAGR 16.0% · MDD -61.1% · Sharpe 0.56

Stocks · United States

ExlService Holdings, Inc.

Donchian breakout · CAGR 11.5% · MDD -42.5% · Sharpe 0.56

Stocks · United States

JFrog Ltd.

Donchian breakout · CAGR 14.0% · MDD -42.6% · Sharpe 0.56

Stocks · United States

PennantPark Floating Rate Capital Ltd.

ROC momentum · CAGR 4.2% · MDD -12.5% · Sharpe 0.56

Stocks · United States

Grindr Inc.

Supertrend · CAGR 34.8% · MDD -49.9% · Sharpe 0.56

Stocks · United States

AFLAC Incorporated

SMA crossover · CAGR 12.2% · MDD -58.7% · Sharpe 0.56

Stocks · United States

Western Midstream Partners, LP

EMA crossover · CAGR 10.8% · MDD -24.5% · Sharpe 0.56

Stocks · United States

IDEXX Laboratories, Inc.

SMA crossover · CAGR 12.9% · MDD -58.8% · Sharpe 0.56

Stocks · United States

JBG SMITH Properties

ROC momentum · CAGR 1.0% · MDD -1.3% · Sharpe 0.56

Stocks · United States

TTM Technologies, Inc.

Donchian breakout · CAGR 14.9% · MDD -62.8% · Sharpe 0.56

Stocks · United States

Synchrony Financial

Keltner breakout · CAGR 2.3% · MDD -8.9% · Sharpe 0.56

ETFs · United States

Vanguard Div Appreciation ETF

Donchian breakout · CAGR 5.5% · MDD -18.3% · Sharpe 0.56

Stocks · United States

Collegium Pharmaceutical, Inc.

ADX / DI trend · CAGR 9.7% · MDD -27.7% · Sharpe 0.56

Stocks · United States

Crown Castle Inc.

EMA crossover · CAGR 11.8% · MDD -49.7% · Sharpe 0.56

Stocks · United States

Acushnet Holdings Corp.

ROC momentum · CAGR 12.7% · MDD -40.7% · Sharpe 0.56

Stocks · United States

Cincinnati Financial Corporation

SMA crossover · CAGR 8.3% · MDD -54.1% · Sharpe 0.56

Stocks · United States

MeiraGTx Holdings plc

Bollinger breakout · CAGR 6.2% · MDD -14.1% · Sharpe 0.56

Stocks · United States

Fidelity National Information Services, Inc.

Donchian breakout · CAGR 7.8% · MDD -35.4% · Sharpe 0.56

Stocks · United States

W.R. Berkley Corporation

ROC momentum · CAGR 13.1% · MDD -71.2% · Sharpe 0.56

Stocks · United States

Williams Companies, Inc. (The)

SMA crossover · CAGR 11.8% · MDD -50.9% · Sharpe 0.56

Stocks · United States

McEwen Inc.

SMA crossover · CAGR 17.8% · MDD -92.5% · Sharpe 0.56

Stocks · United States

Automatic Data Processing, Inc.

SMA crossover · CAGR 10.3% · MDD -40.3% · Sharpe 0.56

Stocks · United States

Charles Schwab Corporation (The)

Supertrend · CAGR 13.2% · MDD -70.3% · Sharpe 0.56

Stocks · United States

Kulicke and Soffa Industries, Inc.

Donchian breakout · CAGR 17.1% · MDD -87.6% · Sharpe 0.56

Stocks · United States

TKO Group Holdings, Inc.

ADX / DI trend · CAGR 5.3% · MDD -41.5% · Sharpe 0.56

ETFs · United States

Vanguard ESG International Stock ETF

Donchian breakout · CAGR 6.4% · MDD -18.5% · Sharpe 0.56

Stocks · United States

WEX Inc.

Donchian breakout · CAGR 13.7% · MDD -55.0% · Sharpe 0.56

Stocks · United States

Beam Therapeutics Inc.

Supertrend · CAGR 17.4% · MDD -71.6% · Sharpe 0.56

Stocks · United States

Dycom Industries, Inc.

EMA crossover · CAGR 14.9% · MDD -68.1% · Sharpe 0.56

Stocks · United States

Brookfield Corporation

SMA crossover · CAGR 10.0% · MDD -64.1% · Sharpe 0.56

Stocks · United States

Moody's Corporation

Donchian breakout · CAGR 11.3% · MDD -71.1% · Sharpe 0.56

Stocks · United States

Loews Corporation

SMA crossover · CAGR 8.8% · MDD -45.9% · Sharpe 0.56

ETFs · United States

Dimensional Emerging Core Equity Market ETF

EMA crossover · CAGR 6.7% · MDD -18.8% · Sharpe 0.56

ETFs · United States

DB Gold Double Long ETN due February 15, 2038

SMA crossover · CAGR 12.5% · MDD -56.4% · Sharpe 0.56

Stocks · United States

Affiliated Managers Group, Inc.

SMA crossover · CAGR 11.4% · MDD -37.2% · Sharpe 0.56

ETFs · United States

Direxion Small Cap Bull 3X ETF

Donchian breakout · CAGR 16.8% · MDD -78.7% · Sharpe 0.56

Stocks · United States

Lennox International, Inc.

Donchian breakout · CAGR 12.1% · MDD -46.7% · Sharpe 0.56

Stocks · United States

Brinker International, Inc.

Donchian breakout · CAGR 13.7% · MDD -66.0% · Sharpe 0.56

Stocks · United States

Heritage Insurance Holdings, Inc.

MACD · CAGR 15.8% · MDD -79.9% · Sharpe 0.56

Stocks · United States

Sonida Senior Living, Inc.

Donchian breakout · CAGR 12.3% · MDD -54.8% · Sharpe 0.56

Stocks · United States

Clear Secure, Inc.

SMA crossover · CAGR 16.1% · MDD -42.7% · Sharpe 0.56

Stocks · United States

Corcept Therapeutics Incorporated

SMA crossover · CAGR 18.0% · MDD -69.5% · Sharpe 0.56

Stocks · United States

Repay Holdings Corporation

ROC momentum · CAGR 13.5% · MDD -45.3% · Sharpe 0.56

Stocks · United States

Cypherpunk Technologies Inc.

Supertrend · CAGR 17.7% · MDD -75.0% · Sharpe 0.56

Stocks · United States

Avis Budget Group, Inc.

Bollinger breakout · CAGR 15.6% · MDD -73.9% · Sharpe 0.56

Stocks · United States

Curtiss-Wright Corporation

Supertrend · CAGR 9.6% · MDD -49.1% · Sharpe 0.56

Stocks · United States

Appian Corporation

Keltner breakout · CAGR 9.0% · MDD -33.9% · Sharpe 0.56

Stocks · United States

908 Devices Inc.

ADX / DI trend · CAGR 9.7% · MDD -25.4% · Sharpe 0.56

ETFs · United States

Direxion Daily Brazil Bull 2X ETF

MACD · CAGR 16.3% · MDD -78.7% · Sharpe 0.56

ETFs · United States

iShares S&P Mid-Cap 400 Growth ETF

EMA crossover · CAGR 6.9% · MDD -23.3% · Sharpe 0.56

Stocks · United States

Royal Caribbean Cruises Ltd.

Supertrend · CAGR 13.0% · MDD -65.9% · Sharpe 0.56

Stocks · United States

Telesat Corporation

SMA crossover · CAGR 15.8% · MDD -63.5% · Sharpe 0.56

Stocks · United States

Taysha Gene Therapies, Inc.

SMA crossover · CAGR 24.5% · MDD -65.4% · Sharpe 0.56

Stocks · United States

Calix, Inc

ADX / DI trend · CAGR 10.0% · MDD -38.7% · Sharpe 0.56

Stocks · United States

RadNet, Inc.

Donchian breakout · CAGR 17.2% · MDD -79.9% · Sharpe 0.56

Stocks · United States

Franklin Templeton, Inc.

EMA crossover · CAGR 15.5% · MDD -60.6% · Sharpe 0.56

Stocks · United States

Ocugen, Inc.

Donchian breakout · CAGR 24.6% · MDD -87.5% · Sharpe 0.55

Stocks · United States

Vornado Realty Trust

EMA crossover · CAGR 9.1% · MDD -63.7% · Sharpe 0.55

Stocks · United States

Koppers Holdings Inc.

SMA crossover · CAGR 12.6% · MDD -52.9% · Sharpe 0.55

ETFs · United States

State Street SPDR S&P Telecom ETF

SMA crossover · CAGR 7.9% · MDD -35.1% · Sharpe 0.55

Stocks · United States

The Hartford Insurance Group, Inc.

EMA crossover · CAGR 10.1% · MDD -35.6% · Sharpe 0.55

Stocks · United States

Harrow, Inc.

Donchian breakout · CAGR 3.2% · MDD -99.3% · Sharpe 0.55

Stocks · United States

Intercontinental Exchange Inc.

ROC momentum · CAGR 11.7% · MDD -50.1% · Sharpe 0.55

ETFs · United States

State Street SPDR S&P MIDCAP 400 ETF Trust

Donchian breakout · CAGR 8.2% · MDD -43.1% · Sharpe 0.55

Stocks · United States

Elanco Animal Health Incorporated

SMA crossover · CAGR 12.0% · MDD -35.8% · Sharpe 0.55

Stocks · United States

Morningstar, Inc.

SMA crossover · CAGR 9.3% · MDD -31.5% · Sharpe 0.55

ETFs · United States

ProShares UltraPro Russell2000

Donchian breakout · CAGR 16.3% · MDD -77.7% · Sharpe 0.55

ETFs · United States

Invesco Variable Rate Investment Grade ETF

ROC momentum · CAGR 0.3% · MDD -0.5% · Sharpe 0.55

Stocks · United States

Rexford Industrial Realty, Inc.

EMA crossover · CAGR 8.9% · MDD -36.4% · Sharpe 0.55

ETFs · United States

State Street SPDR Bloomberg Convertible Securities ETF

EMA crossover · CAGR 4.9% · MDD -22.8% · Sharpe 0.55

Stocks · United States

WEC Energy Group, Inc.

ROC momentum · CAGR 9.1% · MDD -50.0% · Sharpe 0.55

Stocks · United States

InfuSystems Holdings, Inc.

SMA crossover · CAGR 14.7% · MDD -51.5% · Sharpe 0.55

Stocks · United States

ESCO Technologies Inc.

ROC momentum · CAGR 14.5% · MDD -63.7% · Sharpe 0.55

Stocks · United States

Steel Dynamics, Inc.

Donchian breakout · CAGR 15.1% · MDD -74.2% · Sharpe 0.55

Stocks · United States

Globus Medical, Inc.

Supertrend · CAGR 11.6% · MDD -48.6% · Sharpe 0.55

Stocks · United States

Costamare Inc.

SMA crossover · CAGR 12.0% · MDD -48.9% · Sharpe 0.55

Stocks · United States

Dynatrace, Inc.

Supertrend · CAGR 13.0% · MDD -34.3% · Sharpe 0.55

Stocks · United States

ARS Pharmaceuticals, Inc.

ADX / DI trend · CAGR 6.7% · MDD -20.8% · Sharpe 0.55

Stocks · United States

Amerant Bancorp Inc.

Donchian breakout · CAGR 14.3% · MDD -52.3% · Sharpe 0.55

ETFs · United States

State Street SPDR S&P Biotech ETF

Donchian breakout · CAGR 9.9% · MDD -42.5% · Sharpe 0.55

Stocks · United States

Semtech Corporation

SMA crossover · CAGR 15.7% · MDD -70.7% · Sharpe 0.55

Stocks · United States

NewMarket Corp

EMA crossover · CAGR 11.2% · MDD -68.5% · Sharpe 0.55

Stocks · United States

S&P Global Inc.

ROC momentum · CAGR 10.9% · MDD -64.2% · Sharpe 0.55

ETFs · United States

Vanguard Morningstar Small-Cap ETF

Donchian breakout · CAGR 7.5% · MDD -26.0% · Sharpe 0.55

Stocks · United States

Q32 Bio Inc.

ROC momentum · CAGR 20.5% · MDD -69.2% · Sharpe 0.55

Stocks · United States

Innodata Inc.

SMA crossover · CAGR 17.3% · MDD -72.6% · Sharpe 0.55

ETFs · United States

Pacer Global Cash Cows Dividend ETF

ROC momentum · CAGR 6.8% · MDD -23.4% · Sharpe 0.55

Stocks · United States

Monster Beverage Corporation

Donchian breakout · CAGR 13.9% · MDD -57.2% · Sharpe 0.55

Stocks · United States

QUALCOMM Incorporated

MACD · CAGR 13.9% · MDD -74.4% · Sharpe 0.55

Stocks · United States

The AES Corporation

Donchian breakout · CAGR 11.2% · MDD -53.8% · Sharpe 0.55

Stocks · United States

Scholar Rock Holding Corporation

Keltner breakout · CAGR 13.0% · MDD -42.1% · Sharpe 0.55

Stocks · United States

HomeTrust Bancshares, Inc.

Donchian breakout · CAGR 8.6% · MDD -32.4% · Sharpe 0.55

Stocks · United States

Church & Dwight Company, Inc.

Donchian breakout · CAGR 10.9% · MDD -46.1% · Sharpe 0.55

Stocks · United States

American Tower Corporation (REIT)

SMA crossover · CAGR 10.9% · MDD -50.0% · Sharpe 0.55

Stocks · United States

Hanover Insurance Group Inc

Donchian breakout · CAGR 11.5% · MDD -63.3% · Sharpe 0.55

Stocks · United States

NXP Semiconductors N.V.

Donchian breakout · CAGR 14.4% · MDD -62.7% · Sharpe 0.55

Stocks · United States

uniQure N.V.

ROC momentum · CAGR 26.2% · MDD -79.3% · Sharpe 0.55

Stocks · United States

Aehr Test Systems

Donchian breakout · CAGR 16.4% · MDD -85.8% · Sharpe 0.55

Stocks · United States

Canadian Solar Inc.

Supertrend · CAGR 16.3% · MDD -90.2% · Sharpe 0.55

Stocks · United States

Euroseas Ltd.

ADX / DI trend · CAGR 10.0% · MDD -41.8% · Sharpe 0.55

Stocks · United States

FMC Corporation

EMA crossover · CAGR 10.0% · MDD -47.8% · Sharpe 0.55

Stocks · United States

Brookfield Infrastructure Partners LP Limited Partnership

SMA crossover · CAGR 9.5% · MDD -51.8% · Sharpe 0.55

Stocks · United States

Latham Group, Inc.

Bollinger breakout · CAGR 5.0% · MDD -13.1% · Sharpe 0.55

Stocks · United States

Teradyne, Inc.

SMA crossover · CAGR 14.0% · MDD -71.2% · Sharpe 0.55

Stocks · United States

Axalta Coating Systems Ltd.

ADX / DI trend · CAGR 2.8% · MDD -6.8% · Sharpe 0.55

Stocks · United States

Patterson-UTI Energy, Inc.

SMA crossover · CAGR 14.4% · MDD -64.4% · Sharpe 0.55

Stocks · United States

CCC Intelligent Solutions Holdings Inc.

Bollinger breakout · CAGR 7.2% · MDD -18.6% · Sharpe 0.55

Stocks · United States

Schneider National, Inc.

MACD · CAGR 10.1% · MDD -32.9% · Sharpe 0.54

Stocks · United States

Stitch Fix, Inc.

Supertrend · CAGR 16.3% · MDD -54.3% · Sharpe 0.54

ETFs · United States

Invesco S&P 500 Equal Weight Industrials Portfolio

EMA crossover · CAGR 6.9% · MDD -31.6% · Sharpe 0.54

Stocks · United States

OFG Bancorp

SMA crossover · CAGR 12.7% · MDD -58.6% · Sharpe 0.54

Stocks · United States

The Andersons, Inc.

SMA crossover · CAGR 12.1% · MDD -56.7% · Sharpe 0.54

Stocks · United States

Guidewire Software, Inc.

EMA crossover · CAGR 11.8% · MDD -49.2% · Sharpe 0.54

Stocks · United States

Carriage Services, Inc.

SMA crossover · CAGR 11.5% · MDD -55.8% · Sharpe 0.54

ETFs · United States

Nuveen Municipal Credit Opportunities Fund

Donchian breakout · CAGR 2.4% · MDD -11.0% · Sharpe 0.54

Stocks · United States

General Dynamics Corporation

SMA crossover · CAGR 9.8% · MDD -50.1% · Sharpe 0.54

ETFs · United States

iShares Core High Dividend ETF

ROC momentum · CAGR 5.9% · MDD -28.0% · Sharpe 0.54

Stocks · United States

Hanmi Financial Corporation

EMA crossover · CAGR 11.6% · MDD -62.5% · Sharpe 0.54

Stocks · United States

Yum! Brands, Inc.

SMA crossover · CAGR 9.5% · MDD -36.1% · Sharpe 0.54

Stocks · United States

ITT Inc.

ROC momentum · CAGR 12.1% · MDD -52.7% · Sharpe 0.54

Stocks · United States

O-I Glass, Inc.

Bollinger breakout · CAGR 4.9% · MDD -24.7% · Sharpe 0.54

Stocks · United States

Zurn Elkay Water Solutions Corporation

SMA crossover · CAGR 11.4% · MDD -44.9% · Sharpe 0.54

ETFs · United States

iShares Core S&P U.S. Value ETF

EMA crossover · CAGR 5.6% · MDD -24.7% · Sharpe 0.54

Stocks · United States

GameStop Corporation

Donchian breakout · CAGR 19.0% · MDD -88.3% · Sharpe 0.54

Stocks · United States

The Middleby Corporation

SMA crossover · CAGR 14.4% · MDD -58.3% · Sharpe 0.54

ETFs · United States

First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund

SMA crossover · CAGR 8.0% · MDD -40.6% · Sharpe 0.54

Stocks · United States

C4 Therapeutics, Inc.

ADX / DI trend · CAGR 22.0% · MDD -64.0% · Sharpe 0.54

Stocks · United States

Brown Forman Inc

SMA crossover · CAGR 9.1% · MDD -51.1% · Sharpe 0.54

Stocks · United States

Xylem Inc.

ADX / DI trend · CAGR 5.1% · MDD -26.9% · Sharpe 0.54

ETFs · United States

iShares MSCI Intl Value Factor ETF

EMA crossover · CAGR 5.7% · MDD -24.1% · Sharpe 0.54

Stocks · United States

Teekay Tankers Ltd.

SMA crossover · CAGR 14.1% · MDD -64.3% · Sharpe 0.54

Stocks · United States

Dollar General Corporation

Supertrend · CAGR 9.2% · MDD -29.1% · Sharpe 0.54

Stocks · United States

ACV Auctions Inc.

Donchian breakout · CAGR 8.7% · MDD -20.4% · Sharpe 0.54

Stocks · United States

West Pharmaceutical Services, Inc.

Donchian breakout · CAGR 10.7% · MDD -55.6% · Sharpe 0.54

Stocks · United States

Uranium Energy Corp.

Bollinger breakout · CAGR 15.7% · MDD -66.6% · Sharpe 0.54

Stocks · United States

Veracyte, Inc.

SMA crossover · CAGR 14.7% · MDD -58.6% · Sharpe 0.54

Stocks · United States

Chubb Limited

SMA crossover · CAGR 8.9% · MDD -37.1% · Sharpe 0.54

Stocks · United States

Marriott International

Donchian breakout · CAGR 11.2% · MDD -45.4% · Sharpe 0.54

ETFs · United States

Direxion Daily Aerospace & Defense Bull 3X ETF

Parabolic SAR · CAGR 24.2% · MDD -79.7% · Sharpe 0.54

Stocks · United States

USCB Financial Holdings, Inc.

Keltner breakout · CAGR 5.9% · MDD -9.8% · Sharpe 0.54

Stocks · United States

Intellia Therapeutics, Inc.

ROC momentum · CAGR 15.6% · MDD -70.1% · Sharpe 0.54

Stocks · United States

STERIS plc (Ireland)

ROC momentum · CAGR 14.0% · MDD -84.2% · Sharpe 0.54

Stocks · United States

Cognex Corporation

Donchian breakout · CAGR 15.0% · MDD -83.5% · Sharpe 0.54

Stocks · United States

IES Holdings, Inc.

Donchian breakout · CAGR 15.3% · MDD -90.1% · Sharpe 0.54

Stocks · United States

Idaho Strategic Resources, Inc.

SMA crossover · CAGR 9.3% · MDD -90.7% · Sharpe 0.54

Stocks · United States

Encompass Health Corporation

Supertrend · CAGR 14.8% · MDD -71.8% · Sharpe 0.54

Stocks · United States

TeraWulf Inc.

Donchian breakout · CAGR 16.1% · MDD -83.9% · Sharpe 0.54

Stocks · United States

MPLX LP

Bollinger breakout · CAGR 2.8% · MDD -10.3% · Sharpe 0.54

Stocks · United States

Citizens Financial Group, Inc.

ROC momentum · CAGR 9.9% · MDD -35.4% · Sharpe 0.54

Stocks · United States

Toro Company (The)

EMA crossover · CAGR 9.7% · MDD -49.0% · Sharpe 0.54

Stocks · United States

Calumet, Inc

Donchian breakout · CAGR 14.2% · MDD -73.4% · Sharpe 0.54

Stocks · United States

Nektar Therapeutics

ADX / DI trend · CAGR 7.9% · MDD -36.8% · Sharpe 0.54

ETFs · United States

State Street SPDR Portfolio S&P 500 Value ETF

EMA crossover · CAGR 5.4% · MDD -28.3% · Sharpe 0.54

Stocks · United States

Atlanticus Holdings Corporation

Donchian breakout · CAGR 14.6% · MDD -91.0% · Sharpe 0.54

Stocks · United States

Columbia Financial, Inc.

ADX / DI trend · CAGR 2.3% · MDD -5.5% · Sharpe 0.54

Stocks · United States

Alnylam Pharmaceuticals, Inc.

Donchian breakout · CAGR 15.1% · MDD -73.4% · Sharpe 0.54

Stocks · United States

AtriCure, Inc.

Donchian breakout · CAGR 13.8% · MDD -59.6% · Sharpe 0.54

Stocks · United States

Tractor Supply Company

EMA crossover · CAGR 11.9% · MDD -61.1% · Sharpe 0.54

ETFs · United States

Vanguard Financials ETF

Donchian breakout · CAGR 7.0% · MDD -27.6% · Sharpe 0.54

Stocks · United States

MaxLinear, Inc

EMA crossover · CAGR 15.6% · MDD -67.6% · Sharpe 0.54

Stocks · United States

Gray Media, Inc.

ADX / DI trend · CAGR 8.6% · MDD -33.3% · Sharpe 0.54

Stocks · United States

Mueller Industries, Inc.

ROC momentum · CAGR 13.5% · MDD -70.7% · Sharpe 0.54

Stocks · United States

Vivakor, Inc.

EMA crossover · CAGR 2.3% · MDD -88.0% · Sharpe 0.53

Stocks · United States

Trimble Inc.

EMA crossover · CAGR 13.0% · MDD -62.8% · Sharpe 0.53

Stocks · United States

NMI Holdings Inc

Donchian breakout · CAGR 11.6% · MDD -36.1% · Sharpe 0.53

Stocks · United States

Dorman Products, Inc.

SMA crossover · CAGR 14.5% · MDD -64.7% · Sharpe 0.53

Stocks · United States

Sysco Corporation

SMA crossover · CAGR 10.9% · MDD -63.6% · Sharpe 0.53

Stocks · United States

T-Mobile US, Inc.

SMA crossover · CAGR 10.9% · MDD -53.8% · Sharpe 0.53

Stocks · United States

Supernus Pharmaceuticals, Inc.

Donchian breakout · CAGR 13.2% · MDD -44.0% · Sharpe 0.53

Stocks · United States

Tilray Brands, Inc.

Keltner breakout · CAGR 15.6% · MDD -69.8% · Sharpe 0.53

Stocks · United States

Analog Devices, Inc.

SMA crossover · CAGR 12.7% · MDD -72.8% · Sharpe 0.53

ETFs · United States

iShares Expanded Tech-Software Sector ETF

Donchian breakout · CAGR 8.4% · MDD -37.9% · Sharpe 0.53

Stocks · United States

Modine Manufacturing Company

EMA crossover · CAGR 12.9% · MDD -83.0% · Sharpe 0.53

Stocks · United States

Interparfums, Inc.

EMA crossover · CAGR 13.2% · MDD -65.4% · Sharpe 0.53

Stocks · United States

CMS Energy Corporation

SMA crossover · CAGR 7.9% · MDD -41.6% · Sharpe 0.53

Stocks · United States

Coca-Cola Consolidated, Inc.

SMA crossover · CAGR 10.3% · MDD -56.4% · Sharpe 0.53

Stocks · United States

V2X, Inc.

ROC momentum · CAGR 14.6% · MDD -58.8% · Sharpe 0.53

Stocks · United States

Republic Services, Inc.

ROC momentum · CAGR 9.0% · MDD -38.1% · Sharpe 0.53

ETFs · United States

iShares MSCI Canada Index Fund

SMA crossover · CAGR 7.0% · MDD -31.8% · Sharpe 0.53

Stocks · United States

FTI Consulting, Inc.

SMA crossover · CAGR 12.8% · MDD -57.7% · Sharpe 0.53

ETFs · United States

State Street SPDR S&P Metals & Mining ETF

SMA crossover · CAGR 10.6% · MDD -36.1% · Sharpe 0.53

Stocks · United States

SPX Technologies, Inc.

Donchian breakout · CAGR 12.1% · MDD -68.8% · Sharpe 0.53

Stocks · United States

Carlisle Companies Incorporated

Donchian breakout · CAGR 9.8% · MDD -47.6% · Sharpe 0.53

Stocks · United States

Innospec Inc.

ADX / DI trend · CAGR 6.3% · MDD -25.3% · Sharpe 0.53

Stocks · United States

Steven Madden, Ltd.

Donchian breakout · CAGR 14.6% · MDD -70.2% · Sharpe 0.53

Stocks · United States

Sabra Health Care REIT, Inc.

ROC momentum · CAGR 14.2% · MDD -71.6% · Sharpe 0.53

Stocks · United States

Dollar Tree, Inc.

Supertrend · CAGR 11.7% · MDD -53.3% · Sharpe 0.53

Stocks · United States

Puma Biotechnology Inc

Keltner breakout · CAGR 12.1% · MDD -52.6% · Sharpe 0.53

Stocks · United States

Raymond James Financial, Inc.

SMA crossover · CAGR 11.2% · MDD -51.3% · Sharpe 0.53

Stocks · United States

Altria Group, Inc.

Donchian breakout · CAGR 9.9% · MDD -51.3% · Sharpe 0.53

Stocks · United States

Tecnoglass Holdings Inc.

SMA crossover · CAGR 12.9% · MDD -55.0% · Sharpe 0.53

Stocks · United States

StoneX Group Inc.

Donchian breakout · CAGR 16.9% · MDD -95.5% · Sharpe 0.53

Stocks · United States

AMC Entertainment Holdings, Inc.

MACD · CAGR 21.6% · MDD -84.6% · Sharpe 0.53

Stocks · United States

Covista Inc.

SMA crossover · CAGR 12.6% · MDD -58.5% · Sharpe 0.53

Stocks · United States

Neurogene Inc.

Keltner breakout · CAGR 15.6% · MDD -61.0% · Sharpe 0.53

Stocks · United States

Flex Ltd.

SMA crossover · CAGR 13.6% · MDD -68.5% · Sharpe 0.53

Stocks · United States

Northeast Bank

EMA crossover · CAGR 11.1% · MDD -52.4% · Sharpe 0.53

Stocks · United States

OneSpan Inc.

ADX / DI trend · CAGR 9.8% · MDD -50.7% · Sharpe 0.53

Stocks · United States

First BanCorp. New

SMA crossover · CAGR 12.0% · MDD -81.4% · Sharpe 0.53

Stocks · United States

U-Haul Holding Company

SMA crossover · CAGR 12.8% · MDD -82.1% · Sharpe 0.53

Stocks · United States

White Mountains Insurance Group, Ltd.

SMA crossover · CAGR 8.2% · MDD -38.0% · Sharpe 0.53

Stocks · United States

Compass, Inc.

EMA crossover · CAGR 14.4% · MDD -50.8% · Sharpe 0.53

ETFs · United States

State Street SPDR S&P Retail ETF

EMA crossover · CAGR 7.9% · MDD -31.9% · Sharpe 0.53

Stocks · United States

Ameris Bancorp

EMA crossover · CAGR 10.8% · MDD -44.0% · Sharpe 0.53

Stocks · United States

Stride, Inc.

Keltner breakout · CAGR 4.4% · MDD -18.6% · Sharpe 0.53

Stocks · United States

Lincoln Electric Holdings, Inc.

ROC momentum · CAGR 12.9% · MDD -67.6% · Sharpe 0.53

Stocks · United States

Everpure, Inc.

MACD · CAGR 13.4% · MDD -52.3% · Sharpe 0.53

Stocks · United States

DigitalBridge Group, Inc.

ADX / DI trend · CAGR 4.6% · MDD -13.6% · Sharpe 0.53

Stocks · United States

Waters Corporation

Donchian breakout · CAGR 9.8% · MDD -45.3% · Sharpe 0.53

Stocks · United States

Welltower Inc.

SMA crossover · CAGR 8.0% · MDD -35.1% · Sharpe 0.53

ETFs · United States

iShares North American Natural Resources ETF

SMA crossover · CAGR 8.0% · MDD -30.9% · Sharpe 0.53

Stocks · United States

GE Aerospace

EMA crossover · CAGR 8.6% · MDD -51.8% · Sharpe 0.53

Stocks · United States

Trustmark Corporation

Bollinger breakout · CAGR 1.5% · MDD -9.5% · Sharpe 0.53

ETFs · United States

Invesco China Technology ETF

MACD · CAGR 9.1% · MDD -53.2% · Sharpe 0.53

Stocks · United States

Simon Property Group, Inc.

SMA crossover · CAGR 8.8% · MDD -50.1% · Sharpe 0.53

Stocks · United States

Enterprise Products Partners L.P.

SMA crossover · CAGR 7.5% · MDD -40.9% · Sharpe 0.53

ETFs · United States

iShares U.S. Pharmaceutical ETF

ROC momentum · CAGR 8.0% · MDD -41.4% · Sharpe 0.53

ETFs · United States

iShares MSCI Turkey ETF

Supertrend · CAGR 9.3% · MDD -39.1% · Sharpe 0.53

Stocks · United States

Pilgrim's Pride Corporation

SMA crossover · CAGR 12.4% · MDD -63.1% · Sharpe 0.53

Stocks · United States

PDF Solutions, Inc.

SMA crossover · CAGR 12.6% · MDD -48.8% · Sharpe 0.53

ETFs · United States

iShares Russell 2500 ETF

Donchian breakout · CAGR 7.4% · MDD -33.7% · Sharpe 0.53

ETFs · United States

Invesco S&P International Developed Momentum ETF

SMA crossover · CAGR 6.7% · MDD -22.1% · Sharpe 0.52

Stocks · United States

Haverty Furniture Companies, Inc.

Bollinger breakout · CAGR 3.2% · MDD -22.7% · Sharpe 0.52

Stocks · United States

RLJ Lodging Trust

ADX / DI trend · CAGR 1.4% · MDD -8.0% · Sharpe 0.52

ETFs · United States

iShares Asia 50 ETF

SMA crossover · CAGR 7.7% · MDD -28.1% · Sharpe 0.52

Stocks · United States

Corvex, Inc.

ADX / DI trend · CAGR 15.4% · MDD -43.6% · Sharpe 0.52

ETFs · United States

Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF

MACD · CAGR 13.6% · MDD -80.9% · Sharpe 0.52

Stocks · United States

Match Group, Inc.

EMA crossover · CAGR 13.0% · MDD -68.6% · Sharpe 0.52

Stocks · United States

Merit Medical Systems, Inc.

MACD · CAGR 13.3% · MDD -57.5% · Sharpe 0.52

Stocks · United States

First Bank

ADX / DI trend · CAGR 2.9% · MDD -12.5% · Sharpe 0.52

Stocks · United States

Fair Isaac Corporation

EMA crossover · CAGR 13.1% · MDD -67.9% · Sharpe 0.52

ETFs · United States

iShares Fallen Angels USD Bond ETF

ROC momentum · CAGR 0.5% · MDD -1.7% · Sharpe 0.52

Stocks · United States

Williams-Sonoma, Inc.

Donchian breakout · CAGR 13.9% · MDD -73.9% · Sharpe 0.52

Stocks · United States

Cracker Barrel Old Country Store, Inc.

EMA crossover · CAGR 10.7% · MDD -65.9% · Sharpe 0.52

Stocks · United States

People Incorporated

Donchian breakout · CAGR 14.8% · MDD -68.0% · Sharpe 0.52

Stocks · United States

Acuity Inc.

SMA crossover · CAGR 10.8% · MDD -48.9% · Sharpe 0.52

Stocks · United States

AutoZone, Inc.

Donchian breakout · CAGR 9.4% · MDD -48.1% · Sharpe 0.52

Stocks · United States

Mitek Systems, Inc.

SMA crossover · CAGR 15.4% · MDD -85.0% · Sharpe 0.52

Stocks · United States

American Homes 4 Rent

Bollinger breakout · CAGR 1.7% · MDD -6.3% · Sharpe 0.52

Stocks · United States

Woodward, Inc.

Donchian breakout · CAGR 11.6% · MDD -51.5% · Sharpe 0.52

Stocks · United States

QXO, Inc.

SMA crossover · CAGR 7.9% · MDD -83.1% · Sharpe 0.52

Stocks · United States

Gladstone Land Corporation

Keltner breakout · CAGR 5.0% · MDD -15.7% · Sharpe 0.52

Stocks · United States

Polaris Inc.

SMA crossover · CAGR 10.5% · MDD -72.6% · Sharpe 0.52

Stocks · United States

Carter Bankshares, Inc.

ROC momentum · CAGR 9.5% · MDD -36.1% · Sharpe 0.52

Stocks · United States

OneMain Holdings, Inc.

Donchian breakout · CAGR 13.2% · MDD -54.0% · Sharpe 0.52

Stocks · United States

Certara, Inc.

Bollinger breakout · CAGR 10.6% · MDD -31.9% · Sharpe 0.52

ETFs · United States

WisdomTree India Earnings Fund

Donchian breakout · CAGR 7.3% · MDD -33.6% · Sharpe 0.52

Stocks · United States

Sotera Health Company

Supertrend · CAGR 18.5% · MDD -31.8% · Sharpe 0.52

Stocks · United States

Newegg Commerce, Inc.

Donchian breakout · CAGR 20.9% · MDD -81.0% · Sharpe 0.52

Stocks · United States

AMN Healthcare Services Inc

Donchian breakout · CAGR 12.2% · MDD -73.1% · Sharpe 0.52

Stocks · United States

Moelis & Company

ADX / DI trend · CAGR 3.8% · MDD -10.5% · Sharpe 0.52

Stocks · United States

Damora Therapeutics, Inc.

ROC momentum · CAGR 28.3% · MDD -72.4% · Sharpe 0.52

ETFs · United States

iShares Global 100 ETF

EMA crossover · CAGR 5.7% · MDD -27.3% · Sharpe 0.52

Stocks · United States

PENN Entertainment, Inc.

Donchian breakout · CAGR 12.5% · MDD -59.5% · Sharpe 0.52

Stocks · United States

Huntsman Corporation

SMA crossover · CAGR 11.0% · MDD -47.9% · Sharpe 0.52

ETFs · United States

Vanguard High Dividend Yield ETF

Donchian breakout · CAGR 5.4% · MDD -22.3% · Sharpe 0.52

Stocks · United States

Advanced Energy Industries, Inc.

Donchian breakout · CAGR 14.3% · MDD -66.1% · Sharpe 0.52

ETFs · United States

First Trust Morningstar ETF

EMA crossover · CAGR 5.2% · MDD -23.6% · Sharpe 0.52

Stocks · United States

Independence Realty Trust, Inc.

Supertrend · CAGR 8.1% · MDD -25.7% · Sharpe 0.52

ETFs · United States

VictoryShares Core Intermediate Bond ETF

ADX / DI trend · CAGR 0.5% · MDD -2.3% · Sharpe 0.52

Stocks · United States

Acacia Research Corporation

SMA crossover · CAGR 14.2% · MDD -75.0% · Sharpe 0.52

Stocks · United States

CytomX Therapeutics, Inc.

Supertrend · CAGR 16.6% · MDD -83.1% · Sharpe 0.52

Stocks · United States

Trane Technologies plc

ROC momentum · CAGR 11.8% · MDD -70.8% · Sharpe 0.52

Stocks · United States

Hallador Energy Company

Donchian breakout · CAGR 7.0% · MDD -94.4% · Sharpe 0.52

ETFs · United States

Goldman Sachs ActiveBeta International Equity ETF

SMA crossover · CAGR 5.4% · MDD -23.4% · Sharpe 0.52

Stocks · United States

MGIC Investment Corporation

EMA crossover · CAGR 11.8% · MDD -57.8% · Sharpe 0.52

ETFs · United States

iShares U.S. Broker-Dealers & Securities Exchanges ETF

EMA crossover · CAGR 7.1% · MDD -33.9% · Sharpe 0.52

Stocks · United States

Manhattan Associates, Inc.

Supertrend · CAGR 13.1% · MDD -75.7% · Sharpe 0.52

Stocks · United States

Warner Music Group Corp.

ROC momentum · CAGR 7.4% · MDD -17.8% · Sharpe 0.52

Stocks · United States

Darling Ingredients Inc.

EMA crossover · CAGR 12.5% · MDD -58.6% · Sharpe 0.52

Stocks · United States

UDR, Inc.

ADX / DI trend · CAGR 2.5% · MDD -17.0% · Sharpe 0.52

Stocks · United States

eBay Inc.

Donchian breakout · CAGR 14.3% · MDD -87.3% · Sharpe 0.52

Stocks · United States

Janus International Group, Inc.

ADX / DI trend · CAGR 4.4% · MDD -15.6% · Sharpe 0.52

Stocks · United States

RenaissanceRe Holdings Ltd.

Donchian breakout · CAGR 9.2% · MDD -52.3% · Sharpe 0.52

Stocks · United States

Shutterstock, Inc.

Donchian breakout · CAGR 10.5% · MDD -47.1% · Sharpe 0.52

Stocks · United States

Tetra Tech, Inc.

ROC momentum · CAGR 13.9% · MDD -78.4% · Sharpe 0.52

Stocks · United States

Piper Sandler Companies

Donchian breakout · CAGR 11.2% · MDD -64.4% · Sharpe 0.52

Stocks · United States

Tsakos Energy Navigation Ltd

EMA crossover · CAGR 11.0% · MDD -57.5% · Sharpe 0.52

Stocks · United States

Eagle Bancorp, Inc.

SMA crossover · CAGR 11.1% · MDD -53.9% · Sharpe 0.52

ETFs · United States

iShares U.S. Transportation ETF

SMA crossover · CAGR 7.0% · MDD -31.3% · Sharpe 0.52

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