SleepWell Trade · Asset reports · United States

3,334 United States backtest reports (8/12)

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

Snapshot 2026-07

Stocks · United States

Hilltop Holdings Inc.

SMA crossover · CAGR 6.7% · MDD -44.2% · Sharpe 0.43

Stocks · United States

Regions Financial Corporation

SMA crossover · CAGR 6.8% · MDD -57.3% · Sharpe 0.43

Stocks · United States

ArcBest Corporation

SMA crossover · CAGR 9.4% · MDD -62.4% · Sharpe 0.43

Stocks · United States

NWPX Infrastructure, Inc.

Donchian breakout · CAGR 9.5% · MDD -76.2% · Sharpe 0.43

Stocks · United States

Bunge Limited

Bollinger breakout · CAGR 3.3% · MDD -16.4% · Sharpe 0.43

Stocks · United States

Barnes & Noble Education, Inc

ADX / DI trend · CAGR 5.4% · MDD -19.4% · Sharpe 0.43

Stocks · United States

Oshkosh Corporation (Holding Company)

SMA crossover · CAGR 8.8% · MDD -71.4% · Sharpe 0.43

Stocks · United States

Orion Group Holdings, Inc.

EMA crossover · CAGR 9.4% · MDD -58.0% · Sharpe 0.43

Stocks · United States

J.B. Hunt Transport Services, Inc.

Donchian breakout · CAGR 8.7% · MDD -60.4% · Sharpe 0.43

Stocks · United States

SmartFinancial, Inc.

SMA crossover · CAGR 10.0% · MDD -63.2% · Sharpe 0.43

Stocks · United States

Philip Morris International Inc

ROC momentum · CAGR 7.5% · MDD -49.3% · Sharpe 0.43

ETFs · United States

Vanguard Morningstar Small-Cap Value ETF

EMA crossover · CAGR 5.0% · MDD -30.0% · Sharpe 0.43

ETFs · United States

Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF

ROC momentum · CAGR 3.1% · MDD -16.6% · Sharpe 0.43

Stocks · United States

Evertec, Inc.

Bollinger breakout · CAGR 3.2% · MDD -16.2% · Sharpe 0.43

Stocks · United States

Neurocrine Biosciences, Inc.

SMA crossover · CAGR 10.2% · MDD -77.3% · Sharpe 0.43

Stocks · United States

Telephone and Data Systems, Inc.

ADX / DI trend · CAGR 4.7% · MDD -32.8% · Sharpe 0.43

Stocks · United States

NPK International Inc.

Donchian breakout · CAGR 9.5% · MDD -82.8% · Sharpe 0.43

Stocks · United States

G-III Apparel Group, LTD.

SMA crossover · CAGR 9.8% · MDD -76.1% · Sharpe 0.43

ETFs · United States

Direxion Daily S&P Biotech Bull 3X ETF

EMA crossover · CAGR 9.1% · MDD -73.8% · Sharpe 0.43

Stocks · United States

Caterpillar, Inc.

SMA crossover · CAGR 7.1% · MDD -61.6% · Sharpe 0.43

Stocks · United States

Cass Information Systems, Inc

SMA crossover · CAGR 8.0% · MDD -47.6% · Sharpe 0.43

Stocks · United States

Plumas Bancorp

SMA crossover · CAGR 9.5% · MDD -64.2% · Sharpe 0.43

Stocks · United States

Standex International Corporation

Donchian breakout · CAGR 9.0% · MDD -79.0% · Sharpe 0.43

Stocks · United States

Fossil Group, Inc.

Donchian breakout · CAGR 10.0% · MDD -81.3% · Sharpe 0.43

ETFs · United States

Sprott Physical Silver Trust ETV

Donchian breakout · CAGR 5.0% · MDD -28.9% · Sharpe 0.43

Stocks · United States

Aurinia Pharmaceuticals Inc

Supertrend · CAGR 9.3% · MDD -68.0% · Sharpe 0.43

ETFs · United States

Schwab International Equity ETF

SMA crossover · CAGR 4.4% · MDD -29.6% · Sharpe 0.43

Stocks · United States

Terreno Realty Corporation

SMA crossover · CAGR 6.3% · MDD -47.6% · Sharpe 0.43

Stocks · United States

NOV Inc.

SMA crossover · CAGR 8.9% · MDD -59.8% · Sharpe 0.43

Stocks · United States

Alexander's, Inc.

SMA crossover · CAGR 7.9% · MDD -52.1% · Sharpe 0.43

Stocks · United States

Hagerty, Inc.

Supertrend · CAGR 9.5% · MDD -26.0% · Sharpe 0.43

ETFs · United States

iShares MSCI Spain ETF

EMA crossover · CAGR 5.6% · MDD -52.7% · Sharpe 0.43

Stocks · United States

Stratasys, Ltd.

SMA crossover · CAGR 9.8% · MDD -87.6% · Sharpe 0.43

Stocks · United States

Flowers Foods, Inc.

Bollinger breakout · CAGR 1.0% · MDD -4.8% · Sharpe 0.43

Stocks · United States

Rollins, Inc.

EMA crossover · CAGR 7.8% · MDD -48.0% · Sharpe 0.43

ETFs · United States

Global X Copper Miners ETF

Bollinger breakout · CAGR 4.5% · MDD -21.4% · Sharpe 0.43

Stocks · United States

Cartesian Therapeutics, Inc.

Donchian breakout · CAGR 8.0% · MDD -48.2% · Sharpe 0.43

ETFs · United States

ProShares Ultra Russell2000

EMA crossover · CAGR 8.3% · MDD -58.0% · Sharpe 0.43

ETFs · United States

Invesco S&P SmallCap Momentum ETF

EMA crossover · CAGR 5.7% · MDD -40.5% · Sharpe 0.43

ETFs · United States

iShares MSCI EAFE Min Vol Factor ETF

SMA crossover · CAGR 3.4% · MDD -14.6% · Sharpe 0.42

Stocks · United States

Badger Meter, Inc.

Donchian breakout · CAGR 8.7% · MDD -66.1% · Sharpe 0.42

Stocks · United States

Euronet Worldwide, Inc.

SMA crossover · CAGR 9.0% · MDD -68.2% · Sharpe 0.42

Stocks · United States

Everest Group, Ltd.

SMA crossover · CAGR 6.6% · MDD -44.5% · Sharpe 0.42

Stocks · United States

Contango Silver & Gold Inc.

ADX / DI trend · CAGR 5.8% · MDD -23.1% · Sharpe 0.42

Stocks · United States

Mercury General Corporation

SMA crossover · CAGR 7.2% · MDD -44.5% · Sharpe 0.42

Stocks · United States

NextEra Energy, Inc.

SMA crossover · CAGR 5.6% · MDD -37.9% · Sharpe 0.42

ETFs · United States

Global X Silver Miners ETF

Donchian breakout · CAGR 7.4% · MDD -56.9% · Sharpe 0.42

Stocks · United States

Option Care Health, Inc.

MACD · CAGR 9.4% · MDD -79.5% · Sharpe 0.42

Stocks · United States

Johnson & Johnson

ROC momentum · CAGR 6.8% · MDD -65.8% · Sharpe 0.42

Stocks · United States

Owens Corning Inc

ROC momentum · CAGR 8.2% · MDD -56.1% · Sharpe 0.42

Stocks · United States

Brixmor Property Group Inc.

Bollinger breakout · CAGR 3.3% · MDD -17.6% · Sharpe 0.42

Stocks · United States

Hexcel Corporation

SMA crossover · CAGR 8.5% · MDD -65.1% · Sharpe 0.42

Stocks · United States

LSB Industries, Inc.

SMA crossover · CAGR 8.8% · MDD -93.0% · Sharpe 0.42

ETFs · United States

iShares MSCI India ETF

Donchian breakout · CAGR 4.8% · MDD -27.3% · Sharpe 0.42

ETFs · United States

iShares Russell 2000 Growth Fund

Donchian breakout · CAGR 6.0% · MDD -30.6% · Sharpe 0.42

Stocks · United States

Corbus Pharmaceuticals Holdings, Inc.

ADX / DI trend · CAGR 9.5% · MDD -51.0% · Sharpe 0.42

Stocks · United States

Skyworks Solutions, Inc.

SMA crossover · CAGR 9.6% · MDD -78.3% · Sharpe 0.42

ETFs · United States

Direxion Energy Bull 2X ETF

MACD · CAGR 9.3% · MDD -74.7% · Sharpe 0.42

Stocks · United States

Avient Corporation

SMA crossover · CAGR 8.6% · MDD -49.2% · Sharpe 0.42

Stocks · United States

PROG Holdings, Inc.

ROC momentum · CAGR 9.3% · MDD -83.5% · Sharpe 0.42

ETFs · United States

iShares MSCI France Index Fund

SMA crossover · CAGR 5.5% · MDD -29.8% · Sharpe 0.42

Stocks · United States

Home BancShares, Inc.

SMA crossover · CAGR 7.6% · MDD -55.2% · Sharpe 0.42

Stocks · United States

Helios Technologies, Inc.

SMA crossover · CAGR 8.9% · MDD -62.6% · Sharpe 0.42

Stocks · United States

Iovance Biotherapeutics, Inc.

ADX / DI trend · CAGR 6.5% · MDD -77.1% · Sharpe 0.42

Stocks · United States

Xenia Hotels & Resorts, Inc.

SMA crossover · CAGR 6.6% · MDD -35.4% · Sharpe 0.42

Stocks · United States

Lincoln Educational Services Corporation

Donchian breakout · CAGR 9.3% · MDD -66.5% · Sharpe 0.42

Stocks · United States

Willis Towers Watson Public Limited Company

ROC momentum · CAGR 7.9% · MDD -63.7% · Sharpe 0.42

Stocks · United States

Glacier Bancorp, Inc.

SMA crossover · CAGR 8.9% · MDD -57.1% · Sharpe 0.42

ETFs · United States

iShares MSCI All Country Asia ex Japan ETF

Donchian breakout · CAGR 5.2% · MDD -30.1% · Sharpe 0.42

Stocks · United States

Cars.com Inc.

Donchian breakout · CAGR 9.7% · MDD -60.4% · Sharpe 0.42

Stocks · United States

Callaway Golf Company

SMA crossover · CAGR 8.4% · MDD -58.8% · Sharpe 0.42

Stocks · United States

Electromed, Inc.

Donchian breakout · CAGR 9.3% · MDD -83.6% · Sharpe 0.42

Stocks · United States

Marcus Corporation (The)

Bollinger breakout · CAGR 3.8% · MDD -25.8% · Sharpe 0.42

Stocks · United States

Bristol-Myers Squibb Company

SMA crossover · CAGR 6.5% · MDD -57.7% · Sharpe 0.42

Stocks · United States

Prosperity Bancshares, Inc.

ROC momentum · CAGR 8.5% · MDD -54.3% · Sharpe 0.42

Stocks · United States

Gevo, Inc.

Keltner breakout · CAGR 9.3% · MDD -62.7% · Sharpe 0.42

Stocks · United States

Selective Insurance Group, Inc.

Donchian breakout · CAGR 8.2% · MDD -57.6% · Sharpe 0.42

Stocks · United States

Bruker Corporation

Donchian breakout · CAGR 9.1% · MDD -65.6% · Sharpe 0.42

Stocks · United States

Power Integrations, Inc.

SMA crossover · CAGR 9.2% · MDD -77.0% · Sharpe 0.42

Stocks · United States

Hub Group, Inc.

Donchian breakout · CAGR 8.5% · MDD -48.9% · Sharpe 0.42

Stocks · United States

STAAR Surgical Company

Bollinger breakout · CAGR 8.2% · MDD -58.8% · Sharpe 0.42

Stocks · United States

Old Republic International Corporation

EMA crossover · CAGR 6.5% · MDD -48.9% · Sharpe 0.42

Stocks · United States

The Bank of New York Mellon Corporation

SMA crossover · CAGR 6.8% · MDD -49.5% · Sharpe 0.42

Stocks · United States

Eaton Corporation, PLC

Donchian breakout · CAGR 7.0% · MDD -60.9% · Sharpe 0.42

ETFs · United States

iShares Core U.S. REIT ETF

SMA crossover · CAGR 5.3% · MDD -24.3% · Sharpe 0.42

Stocks · United States

Acco Brands Corporation

ADX / DI trend · CAGR 6.4% · MDD -36.2% · Sharpe 0.42

Stocks · United States

Spruce Biosciences, Inc.

MACD · CAGR 13.9% · MDD -88.0% · Sharpe 0.42

Stocks · United States

Business First Bancshares, Inc.

SMA crossover · CAGR 8.0% · MDD -41.8% · Sharpe 0.42

Stocks · United States

Benchmark Electronics, Inc.

Donchian breakout · CAGR 9.0% · MDD -71.6% · Sharpe 0.42

Stocks · United States

Sinclair, Inc.

Donchian breakout · CAGR 7.4% · MDD -49.2% · Sharpe 0.42

Stocks · United States

OUTFRONT Media Inc.

ADX / DI trend · CAGR 2.3% · MDD -12.2% · Sharpe 0.42

Stocks · United States

Lowe's Companies, Inc.

Donchian breakout · CAGR 7.4% · MDD -70.6% · Sharpe 0.42

Stocks · United States

Frequency Electronics, Inc.

ADX / DI trend · CAGR 3.3% · MDD -18.2% · Sharpe 0.42

Stocks · United States

Biogen Inc.

SMA crossover · CAGR 9.1% · MDD -76.5% · Sharpe 0.42

Stocks · United States

The Cooper Companies, Inc.

SMA crossover · CAGR 9.0% · MDD -67.3% · Sharpe 0.42

Stocks · United States

Diversified Energy Company

MACD · CAGR 54.7% · MDD -39.5% · Sharpe 0.42

ETFs · United States

abrdn Physical Palladium Shares ETF

SMA crossover · CAGR 7.7% · MDD -48.8% · Sharpe 0.42

Stocks · United States

N-able, Inc.

ADX / DI trend · CAGR 1.2% · MDD -1.8% · Sharpe 0.42

Stocks · United States

BOK Financial Corporation

Donchian breakout · CAGR 8.9% · MDD -56.0% · Sharpe 0.42

ETFs · United States

Invesco RAFI Developed Markets ex-U.S. ETF

SMA crossover · CAGR 4.6% · MDD -32.9% · Sharpe 0.42

Stocks · United States

Coca-Cola Europacific Partners plc

Donchian breakout · CAGR 7.9% · MDD -79.0% · Sharpe 0.42

Stocks · United States

Leidos Holdings, Inc.

Keltner breakout · CAGR 3.9% · MDD -20.1% · Sharpe 0.42

Stocks · United States

Frontline Plc

Donchian breakout · CAGR 9.1% · MDD -78.0% · Sharpe 0.42

Stocks · United States

Commercial Metals Company

Donchian breakout · CAGR 8.7% · MDD -79.8% · Sharpe 0.42

Stocks · United States

Joby Aviation, Inc.

SMA crossover · CAGR 9.3% · MDD -51.8% · Sharpe 0.42

Stocks · United States

3D Systems Corporation

EMA crossover · CAGR 9.6% · MDD -82.2% · Sharpe 0.42

Stocks · United States

Oil-Dri Corporation Of America

ADX / DI trend · CAGR 7.7% · MDD -51.6% · Sharpe 0.42

Stocks · United States

T. Rowe Price Group, Inc.

SMA crossover · CAGR 8.0% · MDD -64.2% · Sharpe 0.41

Stocks · United States

Hancock Whitney Corporation

EMA crossover · CAGR 7.5% · MDD -56.7% · Sharpe 0.41

ETFs · United States

State Street SPDR Portfolio High Yield Bond ETF

ROC momentum · CAGR 0.2% · MDD -0.5% · Sharpe 0.41

ETFs · United States

iShares Global Timber & Forestry ETF

SMA crossover · CAGR 5.0% · MDD -44.5% · Sharpe 0.41

Stocks · United States

Liberty Energy Inc.

Donchian breakout · CAGR 8.6% · MDD -76.1% · Sharpe 0.41

ETFs · United States

First Trust Smith Opportunistic Fixed Income ETF

Bollinger breakout · CAGR 0.5% · MDD -3.9% · Sharpe 0.41

Stocks · United States

Kimbell Royalty Partners

Bollinger breakout · CAGR 3.5% · MDD -12.4% · Sharpe 0.41

Stocks · United States

AdaptHealth Corp.

SMA crossover · CAGR 8.8% · MDD -51.5% · Sharpe 0.41

Stocks · United States

Mesa Laboratories, Inc.

EMA crossover · CAGR 9.4% · MDD -68.9% · Sharpe 0.41

Stocks · United States

Papa John's International, Inc.

EMA crossover · CAGR 7.9% · MDD -55.8% · Sharpe 0.41

Stocks · United States

Churchill Downs, Incorporated

SMA crossover · CAGR 8.1% · MDD -62.9% · Sharpe 0.41

Stocks · United States

Caledonia Mining Corporation Plc

ADX / DI trend · CAGR -2.8% · MDD -99.3% · Sharpe 0.41

ETFs · United States

iShares MSCI Saudi Arabia ETF

Donchian breakout · CAGR 4.2% · MDD -22.3% · Sharpe 0.41

ETFs · United States

iShares U.S. Basic Materials ETF

Donchian breakout · CAGR 6.9% · MDD -46.9% · Sharpe 0.41

Stocks · United States

Innovative Solutions and Support, Inc.

SMA crossover · CAGR 9.0% · MDD -67.0% · Sharpe 0.41

ETFs · United States

iShares Core MSCI EAFE ETF

SMA crossover · CAGR 4.2% · MDD -23.4% · Sharpe 0.41

Stocks · United States

AZZ Inc.

SMA crossover · CAGR 8.6% · MDD -82.8% · Sharpe 0.41

Stocks · United States

Kaiser Aluminum Corporation

Bollinger breakout · CAGR 3.2% · MDD -33.5% · Sharpe 0.41

Stocks · United States

EastGroup Properties, Inc.

EMA crossover · CAGR 6.5% · MDD -59.6% · Sharpe 0.41

Stocks · United States

Autodesk, Inc.

Donchian breakout · CAGR 8.7% · MDD -64.6% · Sharpe 0.41

Stocks · United States

W&T Offshore, Inc.

Parabolic SAR · CAGR 8.8% · MDD -85.4% · Sharpe 0.41

Stocks · United States

American Superconductor Corporation

SMA crossover · CAGR 8.6% · MDD -85.3% · Sharpe 0.41

Stocks · United States

EOG Resources, Inc.

Donchian breakout · CAGR 8.5% · MDD -68.8% · Sharpe 0.41

Stocks · United States

Central Garden & Pet Company

EMA crossover · CAGR 8.6% · MDD -74.7% · Sharpe 0.41

Stocks · United States

J & J Snack Foods Corp.

SMA crossover · CAGR 7.6% · MDD -50.7% · Sharpe 0.41

Stocks · United States

Astrana Health Inc.

Donchian breakout · CAGR -22.8% · MDD -100.0% · Sharpe 0.41

Stocks · United States

Uranium Royalty Corp.

MACD · CAGR 8.6% · MDD -45.6% · Sharpe 0.41

Stocks · United States

WD-40 Company

SMA crossover · CAGR 7.4% · MDD -51.6% · Sharpe 0.41

Stocks · United States

Amtech Systems, Inc.

SMA crossover · CAGR 8.2% · MDD -87.0% · Sharpe 0.41

Stocks · United States

CVS Health Corporation

SMA crossover · CAGR 6.8% · MDD -58.4% · Sharpe 0.41

Stocks · United States

Arbor Realty Trust

Donchian breakout · CAGR 8.5% · MDD -61.9% · Sharpe 0.41

Stocks · United States

MGM Resorts International

SMA crossover · CAGR 8.0% · MDD -62.4% · Sharpe 0.41

Stocks · United States

Meritage Homes Corporation

Donchian breakout · CAGR 8.2% · MDD -91.4% · Sharpe 0.41

Stocks · United States

Ford Motor Company

Donchian breakout · CAGR 7.6% · MDD -81.7% · Sharpe 0.41

ETFs · United States

State Street SPDR EURO STOXX 50 ETF

EMA crossover · CAGR 5.2% · MDD -33.4% · Sharpe 0.41

Stocks · United States

Choice Hotels International, Inc.

SMA crossover · CAGR 7.5% · MDD -50.5% · Sharpe 0.41

ETFs · United States

State Street SPDR S&P Pharmaceuticals ETF

Donchian breakout · CAGR 5.5% · MDD -46.6% · Sharpe 0.41

Stocks · United States

Tetra Technologies, Inc.

Supertrend · CAGR 8.9% · MDD -74.6% · Sharpe 0.41

Stocks · United States

Red River Bancshares, Inc.

MACD · CAGR 6.8% · MDD -26.0% · Sharpe 0.41

Stocks · United States

National Fuel Gas Company

SMA crossover · CAGR 5.9% · MDD -37.7% · Sharpe 0.41

Stocks · United States

ZipRecruiter, Inc.

ADX / DI trend · CAGR 0.9% · MDD -1.7% · Sharpe 0.41

Stocks · United States

Cerus Corporation

Supertrend · CAGR 8.9% · MDD -90.9% · Sharpe 0.41

Stocks · United States

Macerich Company (The)

SMA crossover · CAGR 7.0% · MDD -64.1% · Sharpe 0.41

Stocks · United States

The Simply Good Foods Company

SMA crossover · CAGR 7.2% · MDD -46.6% · Sharpe 0.41

Stocks · United States

Assured Guaranty Ltd.

SMA crossover · CAGR 7.5% · MDD -48.5% · Sharpe 0.41

Stocks · United States

ScanSource, Inc.

ROC momentum · CAGR 8.5% · MDD -76.0% · Sharpe 0.41

Stocks · United States

Pebblebrook Hotel Trust

SMA crossover · CAGR 6.9% · MDD -58.3% · Sharpe 0.41

Stocks · United States

Heritage Financial Corporation

ADX / DI trend · CAGR 2.3% · MDD -13.6% · Sharpe 0.41

Stocks · United States

Crown Holdings, Inc.

Supertrend · CAGR 7.4% · MDD -72.8% · Sharpe 0.41

Stocks · United States

Public Storage

SMA crossover · CAGR 6.2% · MDD -49.1% · Sharpe 0.41

Stocks · United States

H&R Block, Inc.

ROC momentum · CAGR 8.4% · MDD -71.9% · Sharpe 0.41

Stocks · United States

Ligand Pharmaceuticals Incorporated

Supertrend · CAGR 8.7% · MDD -79.1% · Sharpe 0.41

Stocks · United States

First Interstate BancSystem, Inc.

Bollinger breakout · CAGR 1.2% · MDD -6.1% · Sharpe 0.41

Stocks · United States

Columbia Banking System, Inc.

SMA crossover · CAGR 7.6% · MDD -60.1% · Sharpe 0.41

ETFs · United States

iShares Core MSCI Europe ETF

Bollinger breakout · CAGR 0.9% · MDD -3.4% · Sharpe 0.41

Stocks · United States

Ionis Pharmaceuticals, Inc.

Parabolic SAR · CAGR 8.7% · MDD -79.7% · Sharpe 0.41

Stocks · United States

Flowserve Corporation

Donchian breakout · CAGR 8.3% · MDD -65.7% · Sharpe 0.41

Stocks · United States

Consolidated Edison, Inc.

SMA crossover · CAGR 5.1% · MDD -37.7% · Sharpe 0.41

Stocks · United States

UWM Holdings Corporation

Bollinger breakout · CAGR 5.9% · MDD -27.0% · Sharpe 0.41

Stocks · United States

Camden Property Trust

SMA crossover · CAGR 5.4% · MDD -47.2% · Sharpe 0.41

Stocks · United States

HealthStream, Inc.

SMA crossover · CAGR 8.8% · MDD -68.9% · Sharpe 0.41

Stocks · United States

BioMarin Pharmaceutical Inc.

SMA crossover · CAGR 8.2% · MDD -64.2% · Sharpe 0.41

Stocks · United States

Farmland Partners Inc.

Bollinger breakout · CAGR 3.5% · MDD -20.9% · Sharpe 0.41

Stocks · United States

Radware Ltd.

SMA crossover · CAGR 7.7% · MDD -73.8% · Sharpe 0.41

Stocks · United States

Core Laboratories Inc.

ROC momentum · CAGR 8.3% · MDD -79.1% · Sharpe 0.41

Stocks · United States

Sierra Bancorp

EMA crossover · CAGR 8.0% · MDD -58.2% · Sharpe 0.41

Stocks · United States

BankUnited, Inc.

Bollinger breakout · CAGR 2.2% · MDD -12.6% · Sharpe 0.41

Stocks · United States

ProKidney Corp.

ROC momentum · CAGR 15.7% · MDD -67.7% · Sharpe 0.41

Stocks · United States

MasterCraft Boat Holdings, Inc.

MACD · CAGR 8.5% · MDD -65.1% · Sharpe 0.41

ETFs · United States

iShares MSCI Brazil ETF

SMA crossover · CAGR 6.9% · MDD -59.6% · Sharpe 0.41

Stocks · United States

Silgan Holdings Inc.

EMA crossover · CAGR 6.9% · MDD -50.6% · Sharpe 0.41

Stocks · United States

Peoples Financial Services Corp.

ADX / DI trend · CAGR 3.5% · MDD -14.9% · Sharpe 0.41

Stocks · United States

Harmonic Inc.

SMA crossover · CAGR 8.5% · MDD -70.8% · Sharpe 0.41

Stocks · United States

MannKind Corporation

MACD · CAGR 6.6% · MDD -87.2% · Sharpe 0.40

Stocks · United States

Employers Holdings Inc

ROC momentum · CAGR 0.9% · MDD -4.4% · Sharpe 0.40

Stocks · United States

Archer-Daniels-Midland Company

Donchian breakout · CAGR 7.2% · MDD -56.4% · Sharpe 0.40

Stocks · United States

Cohu, Inc.

SMA crossover · CAGR 8.5% · MDD -87.5% · Sharpe 0.40

Stocks · United States

Enovis Corporation

Donchian breakout · CAGR 7.3% · MDD -43.3% · Sharpe 0.40

ETFs · United States

iShares MSCI Mexico ETF

Donchian breakout · CAGR 5.3% · MDD -44.7% · Sharpe 0.40

Stocks · United States

Goldman Sachs BDC, Inc.

Bollinger breakout · CAGR 1.6% · MDD -9.8% · Sharpe 0.40

Stocks · United States

AeroVironment, Inc.

SMA crossover · CAGR 8.5% · MDD -62.7% · Sharpe 0.40

Stocks · United States

Mercury Systems Inc

EMA crossover · CAGR 8.4% · MDD -92.8% · Sharpe 0.40

ETFs · United States

abrdn Life Sciences Investors Shares of Beneficial Interest

Bollinger breakout · CAGR 2.7% · MDD -17.1% · Sharpe 0.40

ETFs · United States

Cohen & Steers Quality Income Realty Fund Inc

SMA crossover · CAGR 5.6% · MDD -38.2% · Sharpe 0.40

Stocks · United States

United Natural Foods, Inc.

SMA crossover · CAGR 8.4% · MDD -62.2% · Sharpe 0.40

Stocks · United States

Hawkins, Inc.

ROC momentum · CAGR 8.0% · MDD -87.7% · Sharpe 0.40

Stocks · United States

Adamas Trust, Inc.

ROC momentum · CAGR 3.6% · MDD -29.1% · Sharpe 0.40

Stocks · United States

Diversified Healthcare Trust

SMA crossover · CAGR 7.7% · MDD -68.0% · Sharpe 0.40

Stocks · United States

VTEX

ROC momentum · CAGR 6.7% · MDD -40.5% · Sharpe 0.40

Stocks · United States

AllianceBernstein Holding L.P.

SMA crossover · CAGR 6.6% · MDD -49.5% · Sharpe 0.40

Stocks · United States

Powell Industries, Inc.

Donchian breakout · CAGR 8.3% · MDD -94.6% · Sharpe 0.40

Stocks · United States

Honeywell International Inc.

Donchian breakout · CAGR 7.1% · MDD -61.4% · Sharpe 0.40

Stocks · United States

Lennar Corporation

SMA crossover · CAGR 7.7% · MDD -71.9% · Sharpe 0.40

ETFs · United States

iShares MSCI Intl Quality Factor ETF

SMA crossover · CAGR 4.1% · MDD -22.1% · Sharpe 0.40

Stocks · United States

Capital One Financial Corporation

ADX / DI trend · CAGR 1.8% · MDD -14.5% · Sharpe 0.40

ETFs · United States

Dimensional U.S. Targeted Value ETF

SMA crossover · CAGR 4.7% · MDD -18.9% · Sharpe 0.40

Stocks · United States

Orrstown Financial Services, Inc.

SMA crossover · CAGR 7.3% · MDD -40.4% · Sharpe 0.40

ETFs · United States

iShares Russell 2000 Value ETF

ROC momentum · CAGR 6.5% · MDD -57.5% · Sharpe 0.40

Stocks · United States

D.R. Horton, Inc.

EMA crossover · CAGR 8.0% · MDD -66.5% · Sharpe 0.40

Stocks · United States

Becton, Dickinson and Company

ROC momentum · CAGR 7.1% · MDD -67.6% · Sharpe 0.40

ETFs · United States

iShares U.S. Financial ETF

SMA crossover · CAGR 4.6% · MDD -33.0% · Sharpe 0.40

Stocks · United States

Qorvo, Inc.

SMA crossover · CAGR 7.8% · MDD -44.4% · Sharpe 0.40

Stocks · United States

Franklin Financial Services Corporation

Donchian breakout · CAGR 7.0% · MDD -37.7% · Sharpe 0.40

Stocks · United States

W.W. Grainger, Inc.

Donchian breakout · CAGR 7.0% · MDD -64.2% · Sharpe 0.40

ETFs · United States

Direxion Daily Real Estate Bull 3X ETF

Donchian breakout · CAGR 7.2% · MDD -80.4% · Sharpe 0.40

ETFs · United States

Invesco DB Oil Fund

Bollinger breakout · CAGR 5.2% · MDD -37.4% · Sharpe 0.40

Stocks · United States

Stag Industrial, Inc.

Supertrend · CAGR 5.5% · MDD -29.8% · Sharpe 0.40

Stocks · United States

GXO Logistics, Inc.

ADX / DI trend · CAGR 3.9% · MDD -15.6% · Sharpe 0.40

Stocks · United States

Halliburton Company

EMA crossover · CAGR 7.2% · MDD -54.2% · Sharpe 0.40

Stocks · United States

American International Group, Inc. New

EMA crossover · CAGR 6.3% · MDD -47.1% · Sharpe 0.40

Stocks · United States

Permian Basin Royalty Trust

EMA crossover · CAGR 7.0% · MDD -70.0% · Sharpe 0.40

Stocks · United States

Jack In The Box Inc.

Bollinger breakout · CAGR 4.5% · MDD -33.9% · Sharpe 0.40

Stocks · United States

Bristow Group, Inc.

Bollinger breakout · CAGR 5.8% · MDD -26.1% · Sharpe 0.40

Stocks · United States

Allogene Therapeutics, Inc.

Bollinger breakout · CAGR 2.8% · MDD -10.9% · Sharpe 0.40

Stocks · United States

Dave & Buster's Entertainment, Inc.

SMA crossover · CAGR 8.4% · MDD -50.2% · Sharpe 0.40

Stocks · United States

Agios Pharmaceuticals, Inc.

ADX / DI trend · CAGR 3.3% · MDD -14.6% · Sharpe 0.40

Stocks · United States

Integer Holdings Corporation

SMA crossover · CAGR 7.1% · MDD -52.4% · Sharpe 0.40

Stocks · United States

Brinks Company (The)

Donchian breakout · CAGR 6.4% · MDD -42.8% · Sharpe 0.40

Stocks · United States

Precigen, Inc.

SMA crossover · CAGR 8.2% · MDD -81.3% · Sharpe 0.40

Stocks · United States

Wolverine World Wide, Inc.

EMA crossover · CAGR 7.5% · MDD -58.9% · Sharpe 0.40

Stocks · United States

Visteon Corporation

Donchian breakout · CAGR 5.3% · MDD -36.8% · Sharpe 0.40

ETFs · United States

United States Copper Index Fund ETV

SMA crossover · CAGR 5.3% · MDD -27.6% · Sharpe 0.40

Stocks · United States

Select Water Solutions, Inc.

Donchian breakout · CAGR 7.7% · MDD -71.2% · Sharpe 0.40

Stocks · United States

Opko Health, Inc.

SMA crossover · CAGR 8.2% · MDD -82.2% · Sharpe 0.40

Stocks · United States

U.S. Physical Therapy, Inc.

ROC momentum · CAGR 7.9% · MDD -77.5% · Sharpe 0.40

Stocks · United States

CEVA, Inc.

Bollinger breakout · CAGR 5.4% · MDD -32.6% · Sharpe 0.40

Stocks · United States

Park Aerospace Corp.

Donchian breakout · CAGR 8.1% · MDD -74.6% · Sharpe 0.40

Stocks · United States

Radian Group Inc.

SMA crossover · CAGR 8.3% · MDD -74.7% · Sharpe 0.40

Stocks · United States

Six Flags Entertainment Corporation

SMA crossover · CAGR 5.8% · MDD -58.6% · Sharpe 0.40

Stocks · United States

Emerson Electric Company

Donchian breakout · CAGR 6.9% · MDD -55.3% · Sharpe 0.40

Stocks · United States

A10 Networks, Inc.

Donchian breakout · CAGR 8.0% · MDD -63.5% · Sharpe 0.40

Stocks · United States

Mistras Group Inc

Keltner breakout · CAGR 6.7% · MDD -69.3% · Sharpe 0.40

Stocks · United States

United Fire Group, Inc

Donchian breakout · CAGR 7.5% · MDD -64.2% · Sharpe 0.40

Stocks · United States

Duke Energy Corporation (Holding Company)

SMA crossover · CAGR 5.1% · MDD -46.4% · Sharpe 0.40

Stocks · United States

Vivmark Residential

SMA crossover · CAGR 5.6% · MDD -36.4% · Sharpe 0.40

Stocks · United States

Procter & Gamble Company (The)

Donchian breakout · CAGR 5.4% · MDD -47.8% · Sharpe 0.40

Stocks · United States

Delta Air Lines, Inc.

Donchian breakout · CAGR 8.1% · MDD -70.1% · Sharpe 0.39

ETFs · United States

Vanguard Total International Bond ETF

ADX / DI trend · CAGR 0.4% · MDD -3.0% · Sharpe 0.39

Stocks · United States

Kirby Corporation

Supertrend · CAGR 7.3% · MDD -77.8% · Sharpe 0.39

Stocks · United States

AECOM

Keltner breakout · CAGR 2.1% · MDD -9.0% · Sharpe 0.39

Stocks · United States

Shore Bancshares, Inc.

SMA crossover · CAGR 7.0% · MDD -49.0% · Sharpe 0.39

Stocks · United States

Costco Wholesale Corporation

Donchian breakout · CAGR 7.1% · MDD -66.9% · Sharpe 0.39

Stocks · United States

CNB Financial Corporation

SMA crossover · CAGR 6.5% · MDD -40.4% · Sharpe 0.39

ETFs · United States

VanEck Junior Gold Miners ETF

Bollinger breakout · CAGR 7.1% · MDD -49.3% · Sharpe 0.39

Stocks · United States

ConAgra Brands, Inc.

ROC momentum · CAGR 7.0% · MDD -71.5% · Sharpe 0.39

Stocks · United States

Caleres, Inc.

Supertrend · CAGR 7.7% · MDD -67.3% · Sharpe 0.39

Stocks · United States

Alaska Air Group, Inc.

Donchian breakout · CAGR 8.1% · MDD -83.7% · Sharpe 0.39

Stocks · United States

RPM International Inc.

Donchian breakout · CAGR 7.3% · MDD -58.5% · Sharpe 0.39

Stocks · United States

Azenta, Inc.

Bollinger breakout · CAGR 8.0% · MDD -67.3% · Sharpe 0.39

Stocks · United States

MUELLER WATER PRODUCTS

ADX / DI trend · CAGR 6.3% · MDD -37.4% · Sharpe 0.39

ETFs · United States

Vanguard Global ex-U.S. Real Estate ETF

ROC momentum · CAGR 0.4% · MDD -0.9% · Sharpe 0.39

Stocks · United States

Evergy, Inc.

SMA crossover · CAGR 4.8% · MDD -39.2% · Sharpe 0.39

Stocks · United States

PubMatic, Inc.

Keltner breakout · CAGR 7.8% · MDD -42.9% · Sharpe 0.39

Stocks · United States

Kroger Company (The)

ROC momentum · CAGR 7.1% · MDD -85.8% · Sharpe 0.39

Stocks · United States

SELLAS Life Sciences Group, Inc.

SMA crossover · CAGR 2.7% · MDD -93.9% · Sharpe 0.39

Stocks · United States

Ormat Technologies, Inc.

Keltner breakout · CAGR 4.9% · MDD -43.2% · Sharpe 0.39

Stocks · United States

Molina Healthcare Inc

Bollinger breakout · CAGR 0.9% · MDD -3.9% · Sharpe 0.39

Stocks · United States

Belden Inc

EMA crossover · CAGR 7.6% · MDD -63.0% · Sharpe 0.39

ETFs · United States

Nuveen New York AMT-Free Quality Municipal Income Fund

ROC momentum · CAGR 0.8% · MDD -4.2% · Sharpe 0.39

Stocks · United States

Forward Air Corporation

Donchian breakout · CAGR 7.6% · MDD -72.6% · Sharpe 0.39

Stocks · United States

DXC Technology Company

EMA crossover · CAGR 6.8% · MDD -57.4% · Sharpe 0.39

Stocks · United States

Chemed Corp

ROC momentum · CAGR 7.2% · MDD -63.5% · Sharpe 0.39

Stocks · United States

Northrim BanCorp Inc

SMA crossover · CAGR 7.1% · MDD -55.2% · Sharpe 0.39

Stocks · United States

Replimune Group, Inc.

SMA crossover · CAGR 0.5% · MDD -85.8% · Sharpe 0.39

Stocks · United States

James Hardie Industries plc.

SMA crossover · CAGR 7.1% · MDD -54.3% · Sharpe 0.39

Stocks · United States

Norwegian Cruise Line Holdings Ltd.

ADX / DI trend · CAGR 0.4% · MDD -0.5% · Sharpe 0.39

ETFs · United States

First Trust Energy AlphaDEX Fund

SMA crossover · CAGR 6.0% · MDD -41.3% · Sharpe 0.39

Stocks · United States

Casella Waste Systems, Inc.

SMA crossover · CAGR 7.5% · MDD -69.0% · Sharpe 0.39

Stocks · United States

Verra Mobility Corporation

ROC momentum · CAGR 6.9% · MDD -35.3% · Sharpe 0.39

Stocks · United States

Kadant Inc

SMA crossover · CAGR 7.4% · MDD -73.4% · Sharpe 0.39

Stocks · United States

Host Hotels & Resorts, Inc.

ADX / DI trend · CAGR 1.4% · MDD -11.0% · Sharpe 0.39

Stocks · United States

General Mills, Inc.

ROC momentum · CAGR 5.9% · MDD -52.3% · Sharpe 0.39

Stocks · United States

CoreCivic, Inc.

ADX / DI trend · CAGR 1.5% · MDD -11.4% · Sharpe 0.39

ETFs · United States

VanEck Agribusiness ETF

SMA crossover · CAGR 4.6% · MDD -34.1% · Sharpe 0.39

Stocks · United States

LENZ Therapeutics, Inc.

Bollinger breakout · CAGR 7.4% · MDD -31.7% · Sharpe 0.39

ETFs · United States

Vanguard Total World Bond ETF

Bollinger breakout · CAGR 0.4% · MDD -3.2% · Sharpe 0.39

Stocks · United States

Bank of America Corporation

Donchian breakout · CAGR 6.9% · MDD -80.5% · Sharpe 0.39

Stocks · United States

Principal Financial Group Inc

SMA crossover · CAGR 6.2% · MDD -40.5% · Sharpe 0.39

ETFs · United States

iShares MSCI Pacific Ex-Japan Index Fund

SMA crossover · CAGR 4.5% · MDD -42.5% · Sharpe 0.39

Stocks · United States

Ginkgo Bioworks Holdings, Inc.

Bollinger breakout · CAGR 7.5% · MDD -31.7% · Sharpe 0.39

ETFs · United States

Gabelli Multi-Media Trust, Inc. (The)

SMA crossover · CAGR 4.8% · MDD -50.8% · Sharpe 0.39

Stocks · United States

NN, Inc.

Bollinger breakout · CAGR 5.8% · MDD -44.0% · Sharpe 0.39

Stocks · United States

Theravance Biopharma, Inc.

ADX / DI trend · CAGR 3.2% · MDD -13.6% · Sharpe 0.39

Stocks · United States

Westamerica Bancorporation

ADX / DI trend · CAGR 3.1% · MDD -28.5% · Sharpe 0.39

Stocks · United States

Alkermes plc

Donchian breakout · CAGR 6.4% · MDD -90.5% · Sharpe 0.39

Stocks · United States

The Travelers Companies, Inc.

ROC momentum · CAGR 6.8% · MDD -67.3% · Sharpe 0.39

Stocks · United States

Avidbank Holdings, Inc.

Donchian breakout · CAGR 5.5% · MDD -57.4% · Sharpe 0.39

Stocks · United States

Diana Shipping inc.

SMA crossover · CAGR 7.8% · MDD -68.7% · Sharpe 0.39

Stocks · United States

HP Inc.

Donchian breakout · CAGR 6.9% · MDD -64.1% · Sharpe 0.39

ETFs · United States

State Street Utilities Select Sector SPDR ETF

SMA crossover · CAGR 4.5% · MDD -36.7% · Sharpe 0.39

Stocks · United States

Photronics, Inc.

Donchian breakout · CAGR 7.3% · MDD -80.3% · Sharpe 0.39

Stocks · United States

Global Industrial Company

Donchian breakout · CAGR 5.8% · MDD -42.2% · Sharpe 0.39

Stocks · United States

REX American Resources Corporation

Bollinger breakout · CAGR 7.4% · MDD -63.6% · Sharpe 0.39

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