SleepWell Trade

SleepWell Trade · Asset reports · United States

3,334 United States backtest reports (6/12)

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

Snapshot 2026-07
Stocks · United States

IPG Photonics Corporation

Donchian breakout · CAGR 9.5% · MDD -33.7% · Sharpe 0.52

Stocks · United States

Jack Henry & Associates, Inc.

SMA crossover · CAGR 12.2% · MDD -65.0% · Sharpe 0.52

Stocks · United States

Emergent BioSolutions Inc.

SMA crossover · CAGR 14.7% · MDD -75.7% · Sharpe 0.52

Stocks · United States

Blackbaud, Inc.

SMA crossover · CAGR 10.0% · MDD -30.5% · Sharpe 0.52

Stocks · United States

Kopin Corporation

Keltner breakout · CAGR 13.7% · MDD -72.1% · Sharpe 0.52

Stocks · United States

McDonald's Corporation

Donchian breakout · CAGR 8.2% · MDD -62.3% · Sharpe 0.52

Stocks · United States

Lattice Semiconductor Corporation

SMA crossover · CAGR 13.7% · MDD -72.6% · Sharpe 0.52

Stocks · United States

Manitowoc Company, Inc. (The)

Donchian breakout · CAGR 12.3% · MDD -81.8% · Sharpe 0.52

Stocks · United States

Booz Allen Hamilton Holding Corporation

ROC momentum · CAGR 10.1% · MDD -51.3% · Sharpe 0.52

Stocks · United States

NAPCO Security Technologies, Inc.

SMA crossover · CAGR 13.7% · MDD -53.1% · Sharpe 0.52

Stocks · United States

Happen, Inc.

Donchian breakout · CAGR 13.9% · MDD -55.4% · Sharpe 0.52

Stocks · United States

American Bitcoin Corp.

Supertrend · CAGR 24.1% · MDD -86.4% · Sharpe 0.52

Stocks · United States

Commerce Bancshares, Inc.

ADX / DI trend · CAGR 2.6% · MDD -16.8% · Sharpe 0.52

Stocks · United States

BRC Group Holdings, Inc.

Bollinger breakout · CAGR 11.8% · MDD -47.0% · Sharpe 0.52

ETFs · United States

First Trust Capital Strength ETF

ROC momentum · CAGR 7.2% · MDD -49.7% · Sharpe 0.52

ETFs · United States

WisdomTree U.S. MidCap Dividend Fund

SMA crossover · CAGR 6.0% · MDD -26.5% · Sharpe 0.52

ETFs · United States

Invesco Solar ETF

Keltner breakout · CAGR 8.9% · MDD -45.5% · Sharpe 0.52

Stocks · United States

Willis Lease Finance Corporation

Donchian breakout · CAGR 13.3% · MDD -73.8% · Sharpe 0.52

Stocks · United States

Clearfield, Inc.

Donchian breakout · CAGR 13.5% · MDD -66.2% · Sharpe 0.51

Stocks · United States

Summit Midstream Corporation

ADX / DI trend · CAGR 11.0% · MDD -42.9% · Sharpe 0.51

ETFs · United States

abrdn Physical Silver Shares ETF

Donchian breakout · CAGR 6.9% · MDD -32.2% · Sharpe 0.51

Stocks · United States

Dover Corporation

Donchian breakout · CAGR 10.3% · MDD -66.5% · Sharpe 0.51

Stocks · United States

Yelp Inc.

Bollinger breakout · CAGR 8.9% · MDD -34.5% · Sharpe 0.51

Stocks · United States

Stagwell Inc.

Supertrend · CAGR 12.3% · MDD -80.6% · Sharpe 0.51

Stocks · United States

Expeditors International of Washington, Inc.

Donchian breakout · CAGR 12.0% · MDD -72.0% · Sharpe 0.51

Stocks · United States

La-Z-Boy Incorporated

ADX / DI trend · CAGR 3.2% · MDD -25.7% · Sharpe 0.51

Stocks · United States

Bladex, Inc. Class E

Donchian breakout · CAGR 11.3% · MDD -82.3% · Sharpe 0.51

Stocks · United States

Metallus Inc.

SMA crossover · CAGR 12.8% · MDD -53.1% · Sharpe 0.51

Stocks · United States

Globe Life Inc.

ROC momentum · CAGR 10.5% · MDD -72.0% · Sharpe 0.51

Stocks · United States

M/I Homes, Inc.

EMA crossover · CAGR 11.8% · MDD -62.7% · Sharpe 0.51

Stocks · United States

Patrick Industries, Inc.

Donchian breakout · CAGR 14.7% · MDD -81.8% · Sharpe 0.51

Stocks · United States

Arrowhead Pharmaceuticals, Inc.

SMA crossover · CAGR 5.0% · MDD -99.0% · Sharpe 0.51

Stocks · United States

Gran Tierra Energy Inc.

SMA crossover · CAGR 13.4% · MDD -61.3% · Sharpe 0.51

Stocks · United States

KLA Corporation

SMA crossover · CAGR 12.7% · MDD -81.0% · Sharpe 0.51

Stocks · United States

Urban Outfitters, Inc.

SMA crossover · CAGR 12.5% · MDD -62.5% · Sharpe 0.51

Stocks · United States

Mohawk Industries, Inc.

Donchian breakout · CAGR 8.5% · MDD -35.2% · Sharpe 0.51

Stocks · United States

East West Bancorp, Inc.

EMA crossover · CAGR 11.0% · MDD -47.3% · Sharpe 0.51

ETFs · United States

Fidelity MSCI Utilities Index ETF

ROC momentum · CAGR 7.2% · MDD -29.5% · Sharpe 0.51

Stocks · United States

TriSalus Life Sciences, Inc.

ROC momentum · CAGR 10.2% · MDD -22.5% · Sharpe 0.51

Stocks · United States

Take-Two Interactive Software, Inc.

SMA crossover · CAGR 12.9% · MDD -52.3% · Sharpe 0.51

Stocks · United States

MakeMyTrip Limited

ADX / DI trend · CAGR 5.2% · MDD -19.8% · Sharpe 0.51

Stocks · United States

American Water Works Company, Inc.

Donchian breakout · CAGR 5.7% · MDD -22.8% · Sharpe 0.51

Stocks · United States

Angi Inc.

Bollinger breakout · CAGR 9.1% · MDD -41.2% · Sharpe 0.51

ETFs · United States

iShares Core S&P Small-Cap ETF

ROC momentum · CAGR 9.0% · MDD -56.0% · Sharpe 0.51

Stocks · United States

ACADIA Pharmaceuticals Inc.

Donchian breakout · CAGR 16.2% · MDD -85.5% · Sharpe 0.51

Stocks · United States

Freddie Mac

Donchian breakout · CAGR 15.1% · MDD -83.9% · Sharpe 0.51

Stocks · United States

Mirion Technologies, Inc.

EMA crossover · CAGR 11.7% · MDD -31.9% · Sharpe 0.51

Stocks · United States

Nordson Corporation

ROC momentum · CAGR 12.2% · MDD -75.3% · Sharpe 0.51

Stocks · United States

Northern Trust Corporation

EMA crossover · CAGR 9.1% · MDD -59.2% · Sharpe 0.51

ETFs · United States

Eagle Point Credit Company

ROC momentum · CAGR 4.2% · MDD -17.5% · Sharpe 0.51

Stocks · United States

Century Aluminum Company

Supertrend · CAGR 13.8% · MDD -80.7% · Sharpe 0.51

ETFs · United States

Schwab 5-10 Year Corporate Bond ETF

Bollinger breakout · CAGR 0.7% · MDD -1.9% · Sharpe 0.51

ETFs · United States

State Street SPDR Portfolio S&P 600 Small Cap ETF

ROC momentum · CAGR 8.5% · MDD -30.0% · Sharpe 0.51

Stocks · United States

Las Vegas Sands Corp.

SMA crossover · CAGR 11.7% · MDD -60.7% · Sharpe 0.51

Stocks · United States

Eagle Financial Services Inc

ROC momentum · CAGR 1.5% · MDD -5.2% · Sharpe 0.51

Stocks · United States

Doximity, Inc.

Supertrend · CAGR 14.4% · MDD -50.4% · Sharpe 0.51

Stocks · United States

Sonic Automotive, Inc.

Bollinger breakout · CAGR 8.1% · MDD -39.3% · Sharpe 0.51

ETFs · United States

Fidelity MSCI Energy Index ETF

Bollinger breakout · CAGR 4.3% · MDD -12.9% · Sharpe 0.51

Stocks · United States

Rocky Brands, Inc.

Bollinger breakout · CAGR 9.2% · MDD -46.0% · Sharpe 0.51

ETFs · United States

John Hancock Multifactor Emerging Markets ETF

Donchian breakout · CAGR 6.3% · MDD -22.4% · Sharpe 0.51

Stocks · United States

Outlook Therapeutics, Inc.

MACD · CAGR 7.1% · MDD -90.8% · Sharpe 0.51

ETFs · United States

Schwab International Small-Cap Equity ETF

SMA crossover · CAGR 5.4% · MDD -22.5% · Sharpe 0.51

Stocks · United States

PriceSmart, Inc.

Donchian breakout · CAGR 10.5% · MDD -60.2% · Sharpe 0.51

ETFs · United States

Invesco S&P 500 High Dividend Low Volatility ETF

Donchian breakout · CAGR 6.3% · MDD -25.9% · Sharpe 0.51

ETFs · United States

State Street SPDR MSCI EAFE StrategicFactors ETF

ADX / DI trend · CAGR 1.0% · MDD -3.8% · Sharpe 0.51

Stocks · United States

Insmed Incorporated

Bollinger breakout · CAGR 12.4% · MDD -79.8% · Sharpe 0.51

ETFs · United States

iShares Select Dividend ETF

SMA crossover · CAGR 5.4% · MDD -34.1% · Sharpe 0.51

ETFs · United States

iShares Silver Trust

Bollinger breakout · CAGR 8.5% · MDD -36.1% · Sharpe 0.51

ETFs · United States

Neuberger Energy Infrastructure and Income Fund Inc.

Bollinger breakout · CAGR 3.0% · MDD -10.3% · Sharpe 0.51

Stocks · United States

CBIZ, Inc.

SMA crossover · CAGR 15.6% · MDD -70.8% · Sharpe 0.51

Stocks · United States

LKQ Corporation

SMA crossover · CAGR 9.9% · MDD -44.0% · Sharpe 0.51

ETFs · United States

Invesco BulletShares 2029 Corporate Bond ETF

ROC momentum · CAGR 0.2% · MDD -0.5% · Sharpe 0.51

Stocks · United States

Boston Scientific Corporation

SMA crossover · CAGR 10.2% · MDD -64.3% · Sharpe 0.51

Stocks · United States

SLM Corporation

EMA crossover · CAGR 9.9% · MDD -54.0% · Sharpe 0.51

ETFs · United States

iShares MSCI Thailand ETF

Donchian breakout · CAGR 6.3% · MDD -31.5% · Sharpe 0.51

Stocks · United States

Howard Hughes Holdings Inc.

Donchian breakout · CAGR 8.9% · MDD -37.0% · Sharpe 0.51

Stocks · United States

Hormel Foods Corporation

ROC momentum · CAGR 10.1% · MDD -64.0% · Sharpe 0.50

ETFs · United States

ProShares UltraShort Bloomberg Natural Gas

Donchian breakout · CAGR 7.6% · MDD -93.9% · Sharpe 0.50

Stocks · United States

CONMED Corporation

SMA crossover · CAGR 11.9% · MDD -67.2% · Sharpe 0.50

Stocks · United States

Silicom Ltd

Donchian breakout · CAGR 12.5% · MDD -94.8% · Sharpe 0.50

Stocks · United States

SentinelOne, Inc.

Bollinger breakout · CAGR 5.7% · MDD -15.9% · Sharpe 0.50

ETFs · United States

WisdomTree Cloud Computing Fund

ADX / DI trend · CAGR 5.3% · MDD -18.7% · Sharpe 0.50

Stocks · United States

Rockwell Automation, Inc.

SMA crossover · CAGR 9.4% · MDD -55.5% · Sharpe 0.50

Stocks · United States

Microchip Technology Incorporated

ADX / DI trend · CAGR 3.2% · MDD -15.0% · Sharpe 0.50

Stocks · United States

World Acceptance Corporation

SMA crossover · CAGR 12.2% · MDD -70.3% · Sharpe 0.50

Stocks · United States

Universal Health Services, Inc.

ROC momentum · CAGR 11.5% · MDD -72.6% · Sharpe 0.50

ETFs · United States

Vanguard Total World Stock Index ETF

EMA crossover · CAGR 5.5% · MDD -23.3% · Sharpe 0.50

Stocks · United States

Summit Therapeutics Inc.

ROC momentum · CAGR 18.1% · MDD -75.6% · Sharpe 0.50

Stocks · United States

Veeco Instruments Inc.

Supertrend · CAGR 12.6% · MDD -75.1% · Sharpe 0.50

Stocks · United States

The Bancorp, Inc.

Donchian breakout · CAGR 12.1% · MDD -59.6% · Sharpe 0.50

Stocks · United States

Littelfuse, Inc.

SMA crossover · CAGR 10.5% · MDD -58.6% · Sharpe 0.50

Stocks · United States

Marcus & Millichap, Inc.

Bollinger breakout · CAGR 3.4% · MDD -12.8% · Sharpe 0.50

Stocks · United States

First Advantage Corporation

Bollinger breakout · CAGR 7.9% · MDD -14.9% · Sharpe 0.50

ETFs · United States

iShares International Equity Factor ETF

Bollinger breakout · CAGR 2.5% · MDD -11.6% · Sharpe 0.50

Stocks · United States

Simulations Plus, Inc.

SMA crossover · CAGR 13.8% · MDD -75.4% · Sharpe 0.50

Stocks · United States

Otis Worldwide Corporation

Supertrend · CAGR 7.5% · MDD -33.7% · Sharpe 0.50

Stocks · United States

PTC Therapeutics, Inc.

Supertrend · CAGR 13.0% · MDD -59.7% · Sharpe 0.50

Stocks · United States

Tyson Foods, Inc.

MACD · CAGR 9.3% · MDD -70.3% · Sharpe 0.50

Stocks · United States

First Business Financial Services, Inc.

EMA crossover · CAGR 8.9% · MDD -57.3% · Sharpe 0.50

Stocks · United States

Graham Corporation

Supertrend · CAGR 12.2% · MDD -82.2% · Sharpe 0.50

Stocks · United States

Coherent Corp.

Supertrend · CAGR 13.3% · MDD -84.0% · Sharpe 0.50

Stocks · United States

Daktronics, Inc.

SMA crossover · CAGR 12.6% · MDD -70.7% · Sharpe 0.50

Stocks · United States

TE Connectivity plc

Donchian breakout · CAGR 9.5% · MDD -41.0% · Sharpe 0.50

Stocks · United States

BrightView Holdings, Inc.

SMA crossover · CAGR 9.5% · MDD -32.5% · Sharpe 0.50

Stocks · United States

BioLife Solutions, Inc.

Donchian breakout · CAGR -10.7% · MDD -100.0% · Sharpe 0.50

Stocks · United States

Beyond Meat, Inc.

SMA crossover · CAGR 14.8% · MDD -97.1% · Sharpe 0.50

Stocks · United States

United States Antimony Corporation

SMA crossover · CAGR 4.6% · MDD -96.1% · Sharpe 0.50

Stocks · United States

Pacira BioSciences, Inc.

Keltner breakout · CAGR 4.2% · MDD -16.0% · Sharpe 0.50

Stocks · United States

Aon plc

Donchian breakout · CAGR 10.2% · MDD -63.5% · Sharpe 0.50

Stocks · United States

TrustCo Bank Corp NY

ADX / DI trend · CAGR 1.8% · MDD -13.2% · Sharpe 0.50

Stocks · United States

Graco Inc.

Donchian breakout · CAGR 9.2% · MDD -54.7% · Sharpe 0.50

Stocks · United States

Helen of Troy Limited

SMA crossover · CAGR 12.5% · MDD -64.1% · Sharpe 0.50

Stocks · United States

PennyMac Financial Services, Inc.

Donchian breakout · CAGR 10.7% · MDD -46.2% · Sharpe 0.50

ETFs · United States

iShares U.S. Home Construction ETF

Supertrend · CAGR 9.0% · MDD -46.3% · Sharpe 0.50

Stocks · United States

NVR, Inc.

EMA crossover · CAGR 12.3% · MDD -86.4% · Sharpe 0.50

Stocks · United States

SiriusXM Holdings Inc.

MACD · CAGR 14.2% · MDD -96.3% · Sharpe 0.50

Stocks · United States

Allegion plc

ROC momentum · CAGR 9.7% · MDD -35.9% · Sharpe 0.50

Stocks · United States

Primo Brands Corporation

Keltner breakout · CAGR 10.3% · MDD -52.9% · Sharpe 0.50

ETFs · United States

iShares Core 30/70 Conservative Allocation ETF

ROC momentum · CAGR 2.6% · MDD -17.1% · Sharpe 0.50

ETFs · United States

Global X MLP & Energy Infrastructure ETF

Bollinger breakout · CAGR 2.8% · MDD -8.8% · Sharpe 0.50

Stocks · United States

Smith & Wesson Brands, Inc.

SMA crossover · CAGR 13.0% · MDD -73.7% · Sharpe 0.50

Stocks · United States

Janux Therapeutics, Inc.

SMA crossover · CAGR 21.8% · MDD -73.0% · Sharpe 0.50

Stocks · United States

Ameresco, Inc.

MACD · CAGR 12.5% · MDD -57.8% · Sharpe 0.50

Stocks · United States

Hudson Pacific Properties, Inc.

Bollinger breakout · CAGR 5.5% · MDD -15.0% · Sharpe 0.50

Stocks · United States

ONEOK, Inc.

Donchian breakout · CAGR 7.5% · MDD -40.5% · Sharpe 0.50

Stocks · United States

Grand Canyon Education, Inc.

SMA crossover · CAGR 9.4% · MDD -51.2% · Sharpe 0.50

Stocks · United States

Privia Health Group, Inc.

Bollinger breakout · CAGR 7.4% · MDD -33.1% · Sharpe 0.50

Stocks · United States

Cirrus Logic, Inc.

SMA crossover · CAGR 12.8% · MDD -82.9% · Sharpe 0.50

Stocks · United States

ACI Worldwide, Inc.

EMA crossover · CAGR 10.7% · MDD -51.2% · Sharpe 0.50

Stocks · United States

Omega Healthcare Investors, Inc.

Bollinger breakout · CAGR 4.3% · MDD -22.0% · Sharpe 0.50

Stocks · United States

XMAX, Inc.

SMA crossover · CAGR 14.7% · MDD -83.0% · Sharpe 0.50

ETFs · United States

State Street SPDR S&P Insurance ETF

Donchian breakout · CAGR 6.7% · MDD -32.5% · Sharpe 0.50

Stocks · United States

Moog Inc.

ROC momentum · CAGR 12.4% · MDD -88.3% · Sharpe 0.50

Stocks · United States

Ventas, Inc.

SMA crossover · CAGR 9.1% · MDD -65.5% · Sharpe 0.50

ETFs · United States

Xtrackers Harvest CSI 300 China A-Shares ETF

Donchian breakout · CAGR 7.2% · MDD -29.9% · Sharpe 0.50

Stocks · United States

Cheniere Energy Partners, LP

SMA crossover · CAGR 9.9% · MDD -37.0% · Sharpe 0.50

Stocks · United States

Clearwater Paper Corporation

ADX / DI trend · CAGR 3.5% · MDD -14.9% · Sharpe 0.50

ETFs · United States

iShares MSCI Global Silver and Metals Miners ETF

Donchian breakout · CAGR 8.6% · MDD -41.4% · Sharpe 0.50

Stocks · United States

Syndax Pharmaceuticals, Inc.

MACD · CAGR 13.8% · MDD -71.7% · Sharpe 0.50

Stocks · United States

United Airlines Holdings, Inc.

Bollinger breakout · CAGR 8.6% · MDD -40.9% · Sharpe 0.50

Stocks · United States

FactSet Research Systems Inc.

Donchian breakout · CAGR 11.0% · MDD -63.8% · Sharpe 0.50

ETFs · United States

iShares Currency Hedged MSCI EAFE ETF

Bollinger breakout · CAGR 1.6% · MDD -4.3% · Sharpe 0.49

Stocks · United States

BorgWarner Inc.

Donchian breakout · CAGR 11.3% · MDD -55.8% · Sharpe 0.49

ETFs · United States

Simplify Volatility Premium ETF

ADX / DI trend · CAGR 1.4% · MDD -0.8% · Sharpe 0.49

Stocks · United States

Plug Power, Inc.

Parabolic SAR · CAGR 13.3% · MDD -97.0% · Sharpe 0.49

Stocks · United States

EZCORP, Inc.

SMA crossover · CAGR 11.9% · MDD -61.4% · Sharpe 0.49

ETFs · United States

iShares Russell 1000 Value ETF

EMA crossover · CAGR 5.0% · MDD -21.8% · Sharpe 0.49

Stocks · United States

Sanmina Corporation

SMA crossover · CAGR 12.5% · MDD -73.9% · Sharpe 0.49

Stocks · United States

ON Semiconductor Corporation

Donchian breakout · CAGR 13.0% · MDD -65.8% · Sharpe 0.49

ETFs · United States

State Street SPDR S&P 600 Small Cap Growth ETF

SMA crossover · CAGR 6.4% · MDD -40.9% · Sharpe 0.49

Stocks · United States

Boyd Gaming Corporation

Keltner breakout · CAGR 9.4% · MDD -48.8% · Sharpe 0.49

Stocks · United States

ExxonMobil Holdings Corporation

SMA crossover · CAGR 7.8% · MDD -33.2% · Sharpe 0.49

Stocks · United States

MasTec, Inc.

Bollinger breakout · CAGR 9.7% · MDD -69.0% · Sharpe 0.49

Stocks · United States

Axcelis Technologies, Inc.

Supertrend · CAGR 12.6% · MDD -76.8% · Sharpe 0.49

Stocks · United States

ANI Pharmaceuticals, Inc.

Keltner breakout · CAGR 10.6% · MDD -58.1% · Sharpe 0.49

Stocks · United States

RUM Group Inc.

ADX / DI trend · CAGR 14.5% · MDD -44.1% · Sharpe 0.49

Stocks · United States

Rithm Capital Corp.

Bollinger breakout · CAGR 1.7% · MDD -4.9% · Sharpe 0.49

Stocks · United States

Forward Industries, Inc.

SMA crossover · CAGR 14.0% · MDD -73.5% · Sharpe 0.49

Stocks · United States

CSX Corporation

Donchian breakout · CAGR 10.2% · MDD -64.8% · Sharpe 0.49

Stocks · United States

Fox Factory Holding Corp.

ROC momentum · CAGR 10.4% · MDD -41.2% · Sharpe 0.49

Stocks · United States

Pitney Bowes Inc.

SMA crossover · CAGR 10.4% · MDD -58.1% · Sharpe 0.49

Stocks · United States

Wabash National Corporation

Keltner breakout · CAGR 8.6% · MDD -51.1% · Sharpe 0.49

ETFs · United States

iShares MSCI EAFE ETF

SMA crossover · CAGR 5.4% · MDD -23.0% · Sharpe 0.49

Stocks · United States

Southwest Airlines Company

SMA crossover · CAGR 9.9% · MDD -69.9% · Sharpe 0.49

Stocks · United States

Halozyme Therapeutics, Inc.

SMA crossover · CAGR 12.6% · MDD -76.2% · Sharpe 0.49

Stocks · United States

Madrigal Pharmaceuticals, Inc.

Keltner breakout · CAGR 7.8% · MDD -21.5% · Sharpe 0.49

Stocks · United States

TriMas Corporation

EMA crossover · CAGR 10.0% · MDD -49.4% · Sharpe 0.49

Stocks · United States

AptarGroup, Inc.

ROC momentum · CAGR 9.9% · MDD -46.3% · Sharpe 0.49

Stocks · United States

Ituran Location and Control Ltd.

SMA crossover · CAGR 8.9% · MDD -39.6% · Sharpe 0.49

Stocks · United States

Taboola.com Ltd.

ADX / DI trend · CAGR 12.7% · MDD -49.0% · Sharpe 0.49

Stocks · United States

John Wiley & Sons, Inc.

SMA crossover · CAGR 8.2% · MDD -49.0% · Sharpe 0.49

Stocks · United States

JELD-WEN Holding, Inc.

Keltner breakout · CAGR 2.7% · MDD -5.4% · Sharpe 0.49

Stocks · United States

Rimini Street, Inc.

Bollinger breakout · CAGR 6.7% · MDD -18.9% · Sharpe 0.49

Stocks · United States

LCI Industries

SMA crossover · CAGR 12.9% · MDD -78.2% · Sharpe 0.49

Stocks · United States

Advance Auto Parts Inc.

Donchian breakout · CAGR 10.8% · MDD -71.3% · Sharpe 0.49

Stocks · United States

PennyMac Mortgage Investment Trust

ROC momentum · CAGR 3.8% · MDD -12.0% · Sharpe 0.49

Stocks · United States

Intel Corporation

Donchian breakout · CAGR 10.2% · MDD -50.7% · Sharpe 0.49

Stocks · United States

Elevance Health, Inc.

SMA crossover · CAGR 8.5% · MDD -56.2% · Sharpe 0.49

Stocks · United States

Patria Investments Limited

Keltner breakout · CAGR 1.7% · MDD -4.7% · Sharpe 0.49

Stocks · United States

Cue Biopharma, Inc.

ADX / DI trend · CAGR 16.0% · MDD -54.8% · Sharpe 0.49

Stocks · United States

Domo, Inc.

Keltner breakout · CAGR 10.2% · MDD -35.6% · Sharpe 0.49

ETFs · United States

iShares S&P SmallCap 600 Growth ETF

SMA crossover · CAGR 6.5% · MDD -41.1% · Sharpe 0.49

Stocks · United States

American Assets Trust, Inc.

SMA crossover · CAGR 6.5% · MDD -24.6% · Sharpe 0.49

Stocks · United States

Kronos Worldwide Inc

ADX / DI trend · CAGR 7.0% · MDD -23.8% · Sharpe 0.49

Stocks · United States

Texas Capital Bancshares, Inc.

Bollinger breakout · CAGR 4.6% · MDD -15.7% · Sharpe 0.49

Stocks · United States

Constellation Brands, Inc.

Donchian breakout · CAGR 10.2% · MDD -55.3% · Sharpe 0.49

Stocks · United States

Cardinal Health, Inc.

SMA crossover · CAGR 8.7% · MDD -62.1% · Sharpe 0.49

Stocks · United States

Live Nation Entertainment, Inc.

Supertrend · CAGR 10.4% · MDD -50.8% · Sharpe 0.49

Stocks · United States

Norfolk Southern Corporation

ROC momentum · CAGR 10.2% · MDD -70.4% · Sharpe 0.49

Stocks · United States

Ciena Corporation

Donchian breakout · CAGR 12.5% · MDD -78.9% · Sharpe 0.49

Stocks · United States

Insteel Industries, Inc.

Keltner breakout · CAGR 3.9% · MDD -23.9% · Sharpe 0.49

Stocks · United States

Exponent, Inc.

EMA crossover · CAGR 11.4% · MDD -52.4% · Sharpe 0.49

Stocks · United States

Group 1 Automotive, Inc.

SMA crossover · CAGR 11.4% · MDD -73.9% · Sharpe 0.49

Stocks · United States

Duos Technologies Group, Inc.

ADX / DI trend · CAGR 11.8% · MDD -77.1% · Sharpe 0.49

ETFs · United States

Global X Cloud Computing ETF

Keltner breakout · CAGR 7.3% · MDD -26.7% · Sharpe 0.49

Stocks · United States

Southern Missouri Bancorp, Inc.

Donchian breakout · CAGR 9.3% · MDD -45.0% · Sharpe 0.49

Stocks · United States

Trinity Industries, Inc.

Donchian breakout · CAGR 9.4% · MDD -73.1% · Sharpe 0.49

Stocks · United States

Titan International, Inc. (DE)

ADX / DI trend · CAGR 7.2% · MDD -28.9% · Sharpe 0.49

Stocks · United States

Arbutus Biopharma Corporation

Supertrend · CAGR 14.3% · MDD -80.1% · Sharpe 0.49

Stocks · United States

Dynex Capital, Inc.

SMA crossover · CAGR 8.9% · MDD -72.9% · Sharpe 0.49

Stocks · United States

The Cigna Group

Supertrend · CAGR 8.1% · MDD -55.4% · Sharpe 0.49

Stocks · United States

Equifax, Inc.

Parabolic SAR · CAGR 8.3% · MDD -52.9% · Sharpe 0.49

ETFs · United States

iShares Global Materials ETF

SMA crossover · CAGR 6.7% · MDD -41.7% · Sharpe 0.49

Stocks · United States

First Mid Bancshares, Inc.

EMA crossover · CAGR 7.8% · MDD -32.4% · Sharpe 0.49

ETFs · United States

State Street SPDR Portfolio S&P 400 Mid Cap ETF

ROC momentum · CAGR 7.4% · MDD -30.6% · Sharpe 0.49

Stocks · United States

Nu Skin Enterprises, Inc.

Donchian breakout · CAGR 8.3% · MDD -48.0% · Sharpe 0.49

Stocks · United States

Plains All American Pipeline, L.P.

SMA crossover · CAGR 8.0% · MDD -48.6% · Sharpe 0.49

Stocks · United States

Argan, Inc.

SMA crossover · CAGR 12.7% · MDD -71.0% · Sharpe 0.49

ETFs · United States

iShares Core MSCI Total International Stock ETF

SMA crossover · CAGR 5.0% · MDD -21.3% · Sharpe 0.49

Stocks · United States

Inspire Medical Systems, Inc.

EMA crossover · CAGR 11.9% · MDD -54.2% · Sharpe 0.48

Stocks · United States

Teekay Corporation Ltd.

SMA crossover · CAGR 10.1% · MDD -53.0% · Sharpe 0.48

Stocks · United States

Enerpac Tool Group Corp.

SMA crossover · CAGR 9.2% · MDD -48.8% · Sharpe 0.48

Stocks · United States

Merck & Company, Inc.

SMA crossover · CAGR 7.4% · MDD -52.3% · Sharpe 0.48

Stocks · United States

Golar LNG Limited

SMA crossover · CAGR 11.1% · MDD -63.1% · Sharpe 0.48

Stocks · United States

Global Partners LP

Bollinger breakout · CAGR 4.9% · MDD -25.5% · Sharpe 0.48

Stocks · United States

Comcast Corporation

SMA crossover · CAGR 9.4% · MDD -49.0% · Sharpe 0.48

Stocks · United States

Western Alliance Bancorporation

Supertrend · CAGR 11.5% · MDD -56.4% · Sharpe 0.48

Stocks · United States

Quest Diagnostics Incorporated

ROC momentum · CAGR 9.5% · MDD -46.9% · Sharpe 0.48

Stocks · United States

Blue Ridge Bankshares, Inc.

EMA crossover · CAGR 10.7% · MDD -41.8% · Sharpe 0.48

Stocks · United States

Gates Industrial Corporation Ltd.

MACD · CAGR 10.0% · MDD -51.6% · Sharpe 0.48

Stocks · United States

Packaging Corporation of America

Donchian breakout · CAGR 9.8% · MDD -52.9% · Sharpe 0.48

Stocks · United States

Capricor Therapeutics, Inc.

MACD · CAGR 11.2% · MDD -98.3% · Sharpe 0.48

ETFs · United States

State Street Industrial Select Sector SPDR ETF

ROC momentum · CAGR 7.8% · MDD -56.0% · Sharpe 0.48

Stocks · United States

Simmons First National Corporation

Bollinger breakout · CAGR 5.1% · MDD -42.4% · Sharpe 0.48

ETFs · United States

State Street Energy Select Sector SPDR ETF

SMA crossover · CAGR 7.4% · MDD -29.7% · Sharpe 0.48

ETFs · United States

iShares MSCI Europe Financials ETF

EMA crossover · CAGR 6.2% · MDD -24.8% · Sharpe 0.48

Stocks · United States

The Cheesecake Factory Incorporated

SMA crossover · CAGR 10.5% · MDD -53.4% · Sharpe 0.48

Stocks · United States

Performance Food Group Company

Supertrend · CAGR 10.6% · MDD -49.1% · Sharpe 0.48

Stocks · United States

Johnson Controls International plc

SMA crossover · CAGR 8.7% · MDD -74.4% · Sharpe 0.48

Stocks · United States

Trex Company, Inc.

Supertrend · CAGR 11.5% · MDD -68.1% · Sharpe 0.48

Stocks · United States

Erie Indemnity Company

Donchian breakout · CAGR 6.0% · MDD -31.2% · Sharpe 0.48

Stocks · United States

BioCryst Pharmaceuticals, Inc.

ADX / DI trend · CAGR 10.4% · MDD -54.4% · Sharpe 0.48

ETFs · United States

Invesco Leisure and Entertainment ETF

EMA crossover · CAGR 6.2% · MDD -37.9% · Sharpe 0.48

Stocks · United States

Valmont Industries, Inc.

Donchian breakout · CAGR 10.6% · MDD -58.9% · Sharpe 0.48

Stocks · United States

John B. Sanfilippo & Son, Inc.

ADX / DI trend · CAGR 4.9% · MDD -29.2% · Sharpe 0.48

Stocks · United States

Paramount Skydance Corporation

EMA crossover · CAGR 9.6% · MDD -64.1% · Sharpe 0.48

Stocks · United States

Nucor Corporation

Donchian breakout · CAGR 10.1% · MDD -66.1% · Sharpe 0.48

Stocks · United States

Everforth, Inc.

Donchian breakout · CAGR 12.0% · MDD -89.0% · Sharpe 0.48

Stocks · United States

Devon Energy Corporation

SMA crossover · CAGR 10.9% · MDD -64.8% · Sharpe 0.48

Stocks · United States

Intuit Inc.

SMA crossover · CAGR 11.3% · MDD -65.7% · Sharpe 0.48

Stocks · United States

SiriusPoint Ltd.

EMA crossover · CAGR 7.8% · MDD -38.6% · Sharpe 0.48

ETFs · United States

First Trust VL Dividend

ROC momentum · CAGR 6.0% · MDD -37.4% · Sharpe 0.48

Stocks · United States

A.O. Smith Corporation

Donchian breakout · CAGR 9.2% · MDD -60.7% · Sharpe 0.48

Stocks · United States

McGrath RentCorp

ROC momentum · CAGR 12.0% · MDD -66.4% · Sharpe 0.48

Stocks · United States

Park Hotels & Resorts Inc.

Bollinger breakout · CAGR 4.1% · MDD -14.8% · Sharpe 0.48

Stocks · United States

HA Sustainable Infrastructure Capital, Inc.

Donchian breakout · CAGR 7.3% · MDD -43.5% · Sharpe 0.48

ETFs · United States

iShares U.S. Energy ETF

SMA crossover · CAGR 7.1% · MDD -28.5% · Sharpe 0.48

Stocks · United States

Natural Gas Services Group, Inc.

SMA crossover · CAGR 11.1% · MDD -73.4% · Sharpe 0.48

Stocks · United States

Main Street Capital Corporation

SMA crossover · CAGR 7.2% · MDD -31.5% · Sharpe 0.48

Stocks · United States

First American Corporation (New)

SMA crossover · CAGR 7.3% · MDD -44.0% · Sharpe 0.48

ETFs · United States

JPMorgan BetaBuilders Japan ETF

SMA crossover · CAGR 5.8% · MDD -23.2% · Sharpe 0.48

Stocks · United States

Vishay Precision Group, Inc.

SMA crossover · CAGR 10.2% · MDD -45.8% · Sharpe 0.48

Stocks · United States

Abbott Laboratories

ROC momentum · CAGR 8.6% · MDD -43.2% · Sharpe 0.48

Stocks · United States

Carpenter Technology Corporation

ROC momentum · CAGR 10.7% · MDD -83.3% · Sharpe 0.48

Stocks · United States

Post Holdings, Inc.

ROC momentum · CAGR 9.2% · MDD -36.1% · Sharpe 0.48

Stocks · United States

Equitable Holdings, Inc.

MACD · CAGR 9.1% · MDD -33.8% · Sharpe 0.48

ETFs · United States

Invesco DB Commodity Index Tracking Fund

Bollinger breakout · CAGR 3.7% · MDD -19.4% · Sharpe 0.48

Stocks · United States

JBT Marel Corporation

Donchian breakout · CAGR 11.6% · MDD -55.9% · Sharpe 0.48

Stocks · United States

DENTSPLY SIRONA Inc.

EMA crossover · CAGR 9.3% · MDD -50.3% · Sharpe 0.48

Stocks · United States

Ardelyx, Inc.

Bollinger breakout · CAGR 13.2% · MDD -54.4% · Sharpe 0.48

Stocks · United States

Estee Lauder Companies, Inc. (The)

SMA crossover · CAGR 8.9% · MDD -50.0% · Sharpe 0.48

Stocks · United States

Fannie Mae

EMA crossover · CAGR 12.2% · MDD -93.2% · Sharpe 0.48

Stocks · United States

Nelnet, Inc.

EMA crossover · CAGR 8.4% · MDD -37.8% · Sharpe 0.48

Stocks · United States

Fortive Corporation

Donchian breakout · CAGR 8.2% · MDD -25.2% · Sharpe 0.48

ETFs · United States

iMGP DBi Managed Futures Strategy ETF

ADX / DI trend · CAGR 1.6% · MDD -3.5% · Sharpe 0.48

Stocks · United States

Smurfit WestRock plc

Donchian breakout · CAGR 11.4% · MDD -57.9% · Sharpe 0.48

Stocks · United States

Westinghouse Air Brake Technologies Corporation

Donchian breakout · CAGR 10.3% · MDD -65.5% · Sharpe 0.48

Stocks · United States

CNX Resources Corporation

SMA crossover · CAGR 10.9% · MDD -64.5% · Sharpe 0.48

Stocks · United States

Boeing Company (The)

EMA crossover · CAGR 8.8% · MDD -58.5% · Sharpe 0.48

Stocks · United States

Bank First Corporation

SMA crossover · CAGR 8.4% · MDD -39.7% · Sharpe 0.48

Stocks · United States

Univest Financial Corporation

ADX / DI trend · CAGR 3.0% · MDD -21.0% · Sharpe 0.48

Stocks · United States

Kratos Defense & Security Solutions, Inc.

SMA crossover · CAGR 10.8% · MDD -72.7% · Sharpe 0.48

Stocks · United States

Ranger Energy Services, Inc.

SMA crossover · CAGR 11.2% · MDD -59.9% · Sharpe 0.48

Stocks · United States

Universe Pharmaceuticals Inc

Supertrend · CAGR 13.7% · MDD -60.6% · Sharpe 0.48

Stocks · United States

SkyWest, Inc.

SMA crossover · CAGR 11.3% · MDD -84.0% · Sharpe 0.48

Stocks · United States

Hayward Holdings, Inc.

SMA crossover · CAGR 8.9% · MDD -25.4% · Sharpe 0.48

ETFs · United States

iShares MSCI Brazil Small-Cap ETF

Keltner breakout · CAGR 6.5% · MDD -25.6% · Sharpe 0.48

ETFs · United States

iShares MSCI ACWI ex U.S. ETF

SMA crossover · CAGR 5.3% · MDD -22.4% · Sharpe 0.48

ETFs · United States

iShares MSCI Emerging Index Fund

EMA crossover · CAGR 6.6% · MDD -40.7% · Sharpe 0.48

ETFs · United States

State Street SPDR S&P Global Natural Resources ETF

Bollinger breakout · CAGR 3.0% · MDD -11.4% · Sharpe 0.48

Stocks · United States

Enanta Pharmaceuticals, Inc.

Donchian breakout · CAGR 12.9% · MDD -50.5% · Sharpe 0.48

Stocks · United States

Enterprise Financial Services Corporation

EMA crossover · CAGR 8.8% · MDD -40.7% · Sharpe 0.48

Stocks · United States

Walt Disney Company (The)

SMA crossover · CAGR 8.1% · MDD -59.5% · Sharpe 0.48

Stocks · United States

Atmos Energy Corporation

ROC momentum · CAGR 8.6% · MDD -54.9% · Sharpe 0.48

Stocks · United States

Check Point Software Technologies Ltd.

SMA crossover · CAGR 11.2% · MDD -64.6% · Sharpe 0.47

ETFs · United States

iShares Global Industrials ETF

ROC momentum · CAGR 6.0% · MDD -29.3% · Sharpe 0.47

Stocks · United States

Myriad Genetics, Inc.

Bollinger breakout · CAGR 7.8% · MDD -62.2% · Sharpe 0.47

Stocks · United States

Omeros Corporation

Donchian breakout · CAGR 8.6% · MDD -96.1% · Sharpe 0.47

Stocks · United States

AutoNation, Inc.

SMA crossover · CAGR 11.3% · MDD -60.1% · Sharpe 0.47

Stocks · United States

Centene Corporation

Donchian breakout · CAGR 10.2% · MDD -58.9% · Sharpe 0.47

Stocks · United States

Healthcare Services Group, Inc.

EMA crossover · CAGR 10.0% · MDD -49.5% · Sharpe 0.47

Stocks · United States

Groupon, Inc.

SMA crossover · CAGR 11.9% · MDD -75.7% · Sharpe 0.47

Stocks · United States

MKS Inc.

Donchian breakout · CAGR 10.8% · MDD -51.9% · Sharpe 0.47

ETFs · United States

WisdomTree Japan Hedged Equity Fund

Bollinger breakout · CAGR 1.8% · MDD -9.0% · Sharpe 0.47

Stocks · United States

Wave Life Sciences, Inc.

Supertrend · CAGR 10.4% · MDD -73.6% · Sharpe 0.47

Stocks · United States

Macy's Inc

SMA crossover · CAGR 9.9% · MDD -47.3% · Sharpe 0.47

Stocks · United States

Proto Labs, Inc.

ADX / DI trend · CAGR 1.8% · MDD -6.7% · Sharpe 0.47

Stocks · United States

POET Technologies Inc.

SMA crossover · CAGR 10.1% · MDD -93.5% · Sharpe 0.47

Stocks · United States

Allegiant Travel Company

EMA crossover · CAGR 10.6% · MDD -50.2% · Sharpe 0.47

ETFs · United States

State Street SPDR S&P Homebuilders ETF

Supertrend · CAGR 7.9% · MDD -48.3% · Sharpe 0.47

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