SleepWell Trade · Asset reports · United States

3,334 United States backtest reports (9/12)

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

Snapshot 2026-07

Stocks · United States

Matthews International Corporation

EMA crossover · CAGR 6.7% · MDD -45.0% · Sharpe 0.39

Stocks · United States

CTO Realty Growth, Inc.

SMA crossover · CAGR 7.8% · MDD -56.6% · Sharpe 0.39

Stocks · United States

Apogee Enterprises, Inc.

ADX / DI trend · CAGR 5.7% · MDD -47.9% · Sharpe 0.39

ETFs · United States

iShares Global REIT ETF

Bollinger breakout · CAGR 0.7% · MDD -3.3% · Sharpe 0.39

Stocks · United States

Pfizer, Inc.

SMA crossover · CAGR 5.9% · MDD -53.2% · Sharpe 0.39

Stocks · United States

Illinois Tool Works Inc.

Donchian breakout · CAGR 6.5% · MDD -55.6% · Sharpe 0.39

Stocks · United States

CTS Corporation

ADX / DI trend · CAGR 5.5% · MDD -55.3% · Sharpe 0.39

Stocks · United States

World Kinect Corporation

Donchian breakout · CAGR 7.1% · MDD -63.5% · Sharpe 0.39

Stocks · United States

Lifetime Brands, Inc.

ADX / DI trend · CAGR 6.4% · MDD -42.3% · Sharpe 0.39

ETFs · United States

Dimensional U.S. Small Cap ETF

Donchian breakout · CAGR 5.3% · MDD -28.0% · Sharpe 0.39

Stocks · United States

UMB Financial Corporation

ADX / DI trend · CAGR 3.1% · MDD -31.4% · Sharpe 0.39

Stocks · United States

Novagold Resources Inc.

SMA crossover · CAGR 7.3% · MDD -75.3% · Sharpe 0.39

Stocks · United States

Greenbrier Companies, Inc. (The)

Supertrend · CAGR 7.6% · MDD -62.8% · Sharpe 0.39

Stocks · United States

Cleveland-Cliffs Inc.

SMA crossover · CAGR 7.6% · MDD -74.1% · Sharpe 0.39

Stocks · United States

Preformed Line Products Company

SMA crossover · CAGR 7.7% · MDD -79.3% · Sharpe 0.39

Stocks · United States

Integra LifeSciences Holdings Corporation

Bollinger breakout · CAGR 6.5% · MDD -40.8% · Sharpe 0.39

Stocks · United States

CRH PLC

Donchian breakout · CAGR 7.3% · MDD -64.9% · Sharpe 0.39

Stocks · United States

Regency Centers Corporation

SMA crossover · CAGR 5.0% · MDD -45.3% · Sharpe 0.39

Stocks · United States

St. Joe Company (The)

Donchian breakout · CAGR 6.6% · MDD -44.6% · Sharpe 0.39

Stocks · United States

Fluor Corporation

Donchian breakout · CAGR 7.5% · MDD -84.7% · Sharpe 0.39

ETFs · United States

ProShares UltraPro Short Russell2000

ADX / DI trend · CAGR 0.8% · MDD -0.8% · Sharpe 0.38

Stocks · United States

Rocket Pharmaceuticals, Inc.

Supertrend · CAGR 10.5% · MDD -74.5% · Sharpe 0.38

Stocks · United States

Knight-Swift Transportation Holdings Inc.

SMA crossover · CAGR 7.1% · MDD -56.9% · Sharpe 0.38

Stocks · United States

SAB Biotherapeutics, Inc.

ADX / DI trend · CAGR 7.6% · MDD -46.6% · Sharpe 0.38

ETFs · United States

BlackRock Multi-Sector Income Trust

ROC momentum · CAGR 1.3% · MDD -3.5% · Sharpe 0.38

Stocks · United States

International Bancshares Corporation

SMA crossover · CAGR 6.5% · MDD -54.1% · Sharpe 0.38

Stocks · United States

Signet Jewelers Limited

Donchian breakout · CAGR 7.6% · MDD -71.8% · Sharpe 0.38

Stocks · United States

1st Source Corporation

EMA crossover · CAGR 6.9% · MDD -50.5% · Sharpe 0.38

ETFs · United States

Reaves Utility Income Fund

SMA crossover · CAGR 4.6% · MDD -36.8% · Sharpe 0.38

Stocks · United States

REalloys Inc.

SMA crossover · CAGR -2.0% · MDD -87.4% · Sharpe 0.38

Stocks · United States

Commvault Systems, Inc.

EMA crossover · CAGR 7.2% · MDD -45.5% · Sharpe 0.38

Stocks · United States

Buckle, Inc. (The)

SMA crossover · CAGR 7.3% · MDD -71.7% · Sharpe 0.38

Stocks · United States

Deere & Company

Donchian breakout · CAGR 6.9% · MDD -63.3% · Sharpe 0.38

Stocks · United States

National Health Investors, Inc.

Donchian breakout · CAGR 6.0% · MDD -53.2% · Sharpe 0.38

ETFs · United States

Vanguard Intermediate-Term Corporate Bond ETF

Bollinger breakout · CAGR 0.4% · MDD -3.1% · Sharpe 0.38

Stocks · United States

H. B. Fuller Company

ROC momentum · CAGR 7.4% · MDD -65.6% · Sharpe 0.38

Stocks · United States

First Financial Bankshares, Inc.

SMA crossover · CAGR 6.6% · MDD -37.4% · Sharpe 0.38

Stocks · United States

Marqeta, Inc.

SMA crossover · CAGR 6.7% · MDD -31.6% · Sharpe 0.38

Stocks · United States

Albany International Corporation

Supertrend · CAGR 6.7% · MDD -55.8% · Sharpe 0.38

Stocks · United States

Oceaneering International, Inc.

SMA crossover · CAGR 7.5% · MDD -73.2% · Sharpe 0.38

Stocks · United States

Hertz Global Holdings, Inc

Bollinger breakout · CAGR 7.4% · MDD -29.0% · Sharpe 0.38

Stocks · United States

Editas Medicine, Inc.

Supertrend · CAGR 5.0% · MDD -88.1% · Sharpe 0.38

Stocks · United States

ViaSat, Inc.

Keltner breakout · CAGR 7.0% · MDD -61.5% · Sharpe 0.38

ETFs · United States

VanEck Gold Miners ETF

Bollinger breakout · CAGR 3.2% · MDD -17.6% · Sharpe 0.38

Stocks · United States

Prospect Capital Corporation

ADX / DI trend · CAGR 1.6% · MDD -10.3% · Sharpe 0.38

Stocks · United States

Northwest Bancshares, Inc.

ADX / DI trend · CAGR 2.7% · MDD -15.4% · Sharpe 0.38

Stocks · United States

Sensient Technologies Corporation

SMA crossover · CAGR 5.8% · MDD -51.8% · Sharpe 0.38

Stocks · United States

Sterling Infrastructure, Inc.

Donchian breakout · CAGR 5.7% · MDD -97.4% · Sharpe 0.38

Stocks · United States

New York Times Company (The)

EMA crossover · CAGR 6.5% · MDD -75.4% · Sharpe 0.38

ETFs · United States

iShares Biotechnology ETF

ROC momentum · CAGR 5.7% · MDD -56.7% · Sharpe 0.38

ETFs · United States

First Trust SMID Cap Rising Dividend Achievers ETF

Donchian breakout · CAGR 5.6% · MDD -38.7% · Sharpe 0.38

ETFs · United States

iShares GSCI Commodity-Indexed Trust Fund

SMA crossover · CAGR 4.9% · MDD -41.6% · Sharpe 0.38

ETFs · United States

iShares MSCI Netherlands Index Fund

SMA crossover · CAGR 4.7% · MDD -46.1% · Sharpe 0.38

Stocks · United States

Tutor Perini Corporation

EMA crossover · CAGR 7.5% · MDD -82.6% · Sharpe 0.38

Stocks · United States

Bath & Body Works, Inc.

Supertrend · CAGR 6.9% · MDD -60.2% · Sharpe 0.38

ETFs · United States

ASA Gold and Precious Metals Limited

Donchian breakout · CAGR 5.0% · MDD -42.6% · Sharpe 0.38

ETFs · United States

iShares 5-10 Year Investment Grade Corporate Bond ETF

ADX / DI trend · CAGR 0.2% · MDD -2.2% · Sharpe 0.38

Stocks · United States

BancFirst Corporation

SMA crossover · CAGR 6.6% · MDD -57.6% · Sharpe 0.38

Stocks · United States

MillerKnoll, Inc.

Donchian breakout · CAGR 7.2% · MDD -58.3% · Sharpe 0.38

Stocks · United States

Revvity, Inc.

SMA crossover · CAGR 6.6% · MDD -65.6% · Sharpe 0.38

Stocks · United States

Pediatrix Medical Group, Inc.

Donchian breakout · CAGR 7.1% · MDD -87.6% · Sharpe 0.38

Stocks · United States

PagerDuty, Inc.

SMA crossover · CAGR 7.2% · MDD -42.5% · Sharpe 0.38

Stocks · United States

Dorchester Minerals, L.P.

Donchian breakout · CAGR 6.5% · MDD -47.2% · Sharpe 0.38

Stocks · United States

Village Super Market, Inc.

SMA crossover · CAGR 7.1% · MDD -66.3% · Sharpe 0.38

ETFs · United States

iShares U.S. Regional Banks ETF

Bollinger breakout · CAGR 1.9% · MDD -12.3% · Sharpe 0.38

Stocks · United States

Wells Fargo & Company

ROC momentum · CAGR 7.3% · MDD -83.4% · Sharpe 0.38

Stocks · United States

Range Resources Corporation

Donchian breakout · CAGR 7.0% · MDD -94.6% · Sharpe 0.38

ETFs · United States

iShares MSCI Switzerland ETF

EMA crossover · CAGR 4.4% · MDD -42.6% · Sharpe 0.38

Stocks · United States

Diodes Incorporated

SMA crossover · CAGR 6.8% · MDD -86.8% · Sharpe 0.38

Stocks · United States

National Beverage Corp.

Donchian breakout · CAGR 7.4% · MDD -71.3% · Sharpe 0.38

ETFs · United States

Tortoise Energy Infrastructure Corporation

SMA crossover · CAGR 5.3% · MDD -41.8% · Sharpe 0.38

Stocks · United States

National Bank Holdings Corporation

Donchian breakout · CAGR 6.0% · MDD -40.8% · Sharpe 0.38

Stocks · United States

LTC Properties, Inc.

SMA crossover · CAGR 5.6% · MDD -39.9% · Sharpe 0.38

Stocks · United States

Avita Medical, Inc.

ADX / DI trend · CAGR 7.5% · MDD -47.0% · Sharpe 0.38

Stocks · United States

Amplify Energy Corp.

ADX / DI trend · CAGR 5.6% · MDD -33.6% · Sharpe 0.38

Stocks · United States

Rogers Corporation

Donchian breakout · CAGR 7.1% · MDD -71.5% · Sharpe 0.38

Stocks · United States

International Money Express, Inc.

Bollinger breakout · CAGR 2.8% · MDD -18.0% · Sharpe 0.38

Stocks · United States

Elastic N.V.

ROC momentum · CAGR 7.4% · MDD -46.7% · Sharpe 0.38

Stocks · United States

Enviri Corporation

Donchian breakout · CAGR 6.6% · MDD -67.3% · Sharpe 0.38

Stocks · United States

Kinder Morgan, Inc.

Bollinger breakout · CAGR 1.2% · MDD -8.1% · Sharpe 0.38

Stocks · United States

NorthEast Community Bancorp, Inc.

Donchian breakout · CAGR 5.7% · MDD -46.3% · Sharpe 0.38

Stocks · United States

PennantPark Investment Corporation

ROC momentum · CAGR 4.6% · MDD -33.6% · Sharpe 0.38

Stocks · United States

SLB Limited

SMA crossover · CAGR 6.4% · MDD -52.0% · Sharpe 0.38

Stocks · United States

Grab Holdings Limited

Keltner breakout · CAGR 3.3% · MDD -11.8% · Sharpe 0.37

Stocks · United States

Monarch Casino & Resort, Inc.

Keltner breakout · CAGR 5.6% · MDD -36.5% · Sharpe 0.37

Stocks · United States

Four Corners Property Trust, Inc.

Keltner breakout · CAGR 1.4% · MDD -7.1% · Sharpe 0.37

Stocks · United States

Stock Yards Bancorp, Inc.

ROC momentum · CAGR 7.1% · MDD -81.9% · Sharpe 0.37

Stocks · United States

Penske Automotive Group, Inc.

EMA crossover · CAGR 7.0% · MDD -54.0% · Sharpe 0.37

Stocks · United States

Restaurant Brands International Inc.

SMA crossover · CAGR 4.8% · MDD -29.9% · Sharpe 0.37

ETFs · United States

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

Supertrend · CAGR 4.1% · MDD -95.0% · Sharpe 0.37

Stocks · United States

Black Stone Minerals, L.P.

SMA crossover · CAGR 5.6% · MDD -39.0% · Sharpe 0.37

Stocks · United States

Lifeway Foods, Inc.

SMA crossover · CAGR 6.5% · MDD -82.8% · Sharpe 0.37

Stocks · United States

Dine Brands Global, Inc. Common Stock

Donchian breakout · CAGR 7.2% · MDD -75.7% · Sharpe 0.37

Stocks · United States

H2O America

SMA crossover · CAGR 5.8% · MDD -47.0% · Sharpe 0.37

ETFs · United States

First Trust Managed Municipal ETF

Bollinger breakout · CAGR 0.3% · MDD -2.5% · Sharpe 0.37

Stocks · United States

Orchestra BioMed Holdings, Inc.

MACD · CAGR 4.5% · MDD -60.4% · Sharpe 0.37

ETFs · United States

State Street Multi-Asset Real Return ETF

Donchian breakout · CAGR 1.9% · MDD -15.7% · Sharpe 0.37

Stocks · United States

Marten Transport, Ltd.

SMA crossover · CAGR 7.2% · MDD -72.3% · Sharpe 0.37

Stocks · United States

The Marzetti Company

SMA crossover · CAGR 5.9% · MDD -41.6% · Sharpe 0.37

Stocks · United States

ONE Gas, Inc.

Donchian breakout · CAGR 5.7% · MDD -48.2% · Sharpe 0.37

ETFs · United States

VanEck BDC Income ETF

Keltner breakout · CAGR 0.6% · MDD -2.9% · Sharpe 0.37

Stocks · United States

Sonoco Products Company

ADX / DI trend · CAGR 0.7% · MDD -6.7% · Sharpe 0.37

ETFs · United States

State Street Financial Select Sector SPDR ETF

SMA crossover · CAGR 4.7% · MDD -46.7% · Sharpe 0.37

Stocks · United States

Teradata Corporation

Donchian breakout · CAGR 6.6% · MDD -56.5% · Sharpe 0.37

Stocks · United States

Genuine Parts Company

Donchian breakout · CAGR 6.0% · MDD -62.2% · Sharpe 0.37

Stocks · United States

Arcturus Therapeutics Holdings Inc.

Supertrend · CAGR 3.4% · MDD -71.9% · Sharpe 0.37

Stocks · United States

Del Monte Corporation

SMA crossover · CAGR 6.5% · MDD -53.3% · Sharpe 0.37

Stocks · United States

New Mountain Finance Corporation

ROC momentum · CAGR 1.6% · MDD -9.5% · Sharpe 0.37

Stocks · United States

Gen Digital Inc.

SMA crossover · CAGR 6.9% · MDD -85.4% · Sharpe 0.37

ETFs · United States

abrdn Bloomberg All Commodity Strategy K-1 Free ETF

SMA crossover · CAGR 4.1% · MDD -23.7% · Sharpe 0.37

ETFs · United States

iShares U.S. Financial Services ETF

Donchian breakout · CAGR 4.0% · MDD -30.5% · Sharpe 0.37

ETFs · United States

iShares MSCI United Kingdom ETF

EMA crossover · CAGR 4.1% · MDD -28.1% · Sharpe 0.37

Stocks · United States

Minerals Technologies Inc.

Donchian breakout · CAGR 6.2% · MDD -56.7% · Sharpe 0.37

ETFs · United States

iShares MSCI Chile ETF

ADX / DI trend · CAGR 1.4% · MDD -8.0% · Sharpe 0.37

Stocks · United States

United Community Banks, Inc.

Supertrend · CAGR 6.7% · MDD -56.9% · Sharpe 0.37

Stocks · United States

Shoe Station Group, Inc.

SMA crossover · CAGR 7.2% · MDD -64.1% · Sharpe 0.37

Stocks · United States

Lakeland Financial Corporation

ADX / DI trend · CAGR 0.9% · MDD -5.7% · Sharpe 0.37

Stocks · United States

Apollo Commercial Real Estate Finance, Inc

ADX / DI trend · CAGR 2.2% · MDD -13.0% · Sharpe 0.37

ETFs · United States

VanEck High Yield Muni ETF

ADX / DI trend · CAGR 0.6% · MDD -5.7% · Sharpe 0.37

Stocks · United States

Quad Graphics, Inc

ADX / DI trend · CAGR 1.8% · MDD -7.8% · Sharpe 0.37

Stocks · United States

KeyCorp

SMA crossover · CAGR 5.5% · MDD -52.3% · Sharpe 0.37

Stocks · United States

PACCAR Inc.

Donchian breakout · CAGR 6.4% · MDD -70.2% · Sharpe 0.37

Stocks · United States

NewtekOne, Inc.

SMA crossover · CAGR 6.9% · MDD -73.3% · Sharpe 0.37

Stocks · United States

National Presto Industries, Inc.

ROC momentum · CAGR 6.4% · MDD -68.5% · Sharpe 0.37

ETFs · United States

iPath Series B S&P 500 VIX Short-Term Futures ETN

Keltner breakout · CAGR 7.1% · MDD -45.9% · Sharpe 0.37

Stocks · United States

First Industrial Realty Trust, Inc.

ROC momentum · CAGR 6.8% · MDD -83.8% · Sharpe 0.37

Stocks · United States

Clean Harbors, Inc.

Donchian breakout · CAGR 6.0% · MDD -97.7% · Sharpe 0.37

Stocks · United States

RCM Technologies, Inc.

SMA crossover · CAGR 4.6% · MDD -95.0% · Sharpe 0.37

ETFs · United States

iShares MSCI Singapore ETF

EMA crossover · CAGR 4.6% · MDD -47.7% · Sharpe 0.37

Stocks · United States

Pro-Dex, Inc.

EMA crossover · CAGR 6.4% · MDD -77.6% · Sharpe 0.37

Stocks · United States

Array Digital Infrastructure, Inc.

Keltner breakout · CAGR 3.3% · MDD -28.4% · Sharpe 0.37

Stocks · United States

Community Trust Bancorp, Inc.

EMA crossover · CAGR 6.0% · MDD -54.4% · Sharpe 0.37

Stocks · United States

Chevron Corporation

Donchian breakout · CAGR 5.6% · MDD -67.8% · Sharpe 0.37

Stocks · United States

Dominion Energy, Inc.

ROC momentum · CAGR 5.6% · MDD -67.9% · Sharpe 0.37

Stocks · United States

Lightbridge Corporation

MACD · CAGR -0.5% · MDD -98.0% · Sharpe 0.37

Stocks · United States

Leonardo DRS, Inc.

SMA crossover · CAGR 7.2% · MDD -72.7% · Sharpe 0.36

Stocks · United States

Unum Group

ADX / DI trend · CAGR 1.6% · MDD -17.7% · Sharpe 0.36

Stocks · United States

WisdomTree, Inc.

SMA crossover · CAGR 6.4% · MDD -90.3% · Sharpe 0.36

ETFs · United States

Kayne Anderson Energy Infrastructure Fund, Inc.

Donchian breakout · CAGR 4.6% · MDD -39.9% · Sharpe 0.36

Stocks · United States

Flexsteel Industries, Inc.

Supertrend · CAGR 6.8% · MDD -67.5% · Sharpe 0.36

Stocks · United States

First Bancorp

SMA crossover · CAGR 6.8% · MDD -51.8% · Sharpe 0.36

Stocks · United States

Strategic Education, Inc.

ADX / DI trend · CAGR 2.8% · MDD -23.2% · Sharpe 0.36

Stocks · United States

Humana Inc.

EMA crossover · CAGR 6.3% · MDD -73.2% · Sharpe 0.36

Stocks · United States

Exelixis, Inc.

SMA crossover · CAGR 6.8% · MDD -73.1% · Sharpe 0.36

Stocks · United States

Wendy's Company (The)

EMA crossover · CAGR 6.3% · MDD -81.7% · Sharpe 0.36

Stocks · United States

Winnebago Industries, Inc.

SMA crossover · CAGR 6.9% · MDD -86.9% · Sharpe 0.36

Stocks · United States

Riley Exploration Permian, Inc.

Parabolic SAR · CAGR 2.5% · MDD -96.8% · Sharpe 0.36

Stocks · United States

PrimeEnergy Resources Corporation

EMA crossover · CAGR 6.8% · MDD -72.9% · Sharpe 0.36

Stocks · United States

InterDigital, Inc.

SMA crossover · CAGR 6.8% · MDD -88.8% · Sharpe 0.36

Stocks · United States

Colgate-Palmolive Company

ROC momentum · CAGR 6.1% · MDD -73.1% · Sharpe 0.36

Stocks · United States

Navient Corporation

Keltner breakout · CAGR 2.6% · MDD -28.7% · Sharpe 0.36

Stocks · United States

Artivion, Inc.

SMA crossover · CAGR 6.7% · MDD -79.4% · Sharpe 0.36

ETFs · United States

VanEck Natural Resources ETF

SMA crossover · CAGR 4.1% · MDD -38.0% · Sharpe 0.36

ETFs · United States

Direxion Daily Gold Miners Index Bull 2X ETF

Donchian breakout · CAGR 6.6% · MDD -63.0% · Sharpe 0.36

Stocks · United States

Ryder System, Inc.

Donchian breakout · CAGR 6.4% · MDD -83.6% · Sharpe 0.36

Stocks · United States

Adeia Inc.

Bollinger breakout · CAGR 4.2% · MDD -40.9% · Sharpe 0.36

Stocks · United States

GoPro, Inc.

SMA crossover · CAGR 6.6% · MDD -75.4% · Sharpe 0.36

Stocks · United States

Artesian Resources Corporation

ROC momentum · CAGR 6.4% · MDD -52.1% · Sharpe 0.36

Stocks · United States

Genesco Inc.

Donchian breakout · CAGR 6.4% · MDD -77.6% · Sharpe 0.36

Stocks · United States

Apartment Investment and Management Company

Donchian breakout · CAGR 5.3% · MDD -47.0% · Sharpe 0.36

Stocks · United States

Lockheed Martin Corporation

SMA crossover · CAGR 6.2% · MDD -62.3% · Sharpe 0.36

Stocks · United States

Avnet, Inc.

Donchian breakout · CAGR 6.7% · MDD -68.0% · Sharpe 0.36

Stocks · United States

OSI Systems, Inc.

Donchian breakout · CAGR 6.7% · MDD -90.1% · Sharpe 0.36

Stocks · United States

JP Morgan Chase & Co.

Donchian breakout · CAGR 6.1% · MDD -82.8% · Sharpe 0.36

Stocks · United States

Alerus Financial Corporation

EMA crossover · CAGR 7.9% · MDD -57.9% · Sharpe 0.36

Stocks · United States

CryoPort, Inc.

Bollinger breakout · CAGR 9.5% · MDD -80.6% · Sharpe 0.36

Stocks · United States

Rocket Companies, Inc.

Supertrend · CAGR 7.1% · MDD -63.7% · Sharpe 0.36

Stocks · United States

EyePoint, Inc.

Supertrend · CAGR 6.3% · MDD -90.0% · Sharpe 0.36

ETFs · United States

Xtrackers MSCI EAFE Hedged Equity ETF

ROC momentum · CAGR 4.8% · MDD -26.0% · Sharpe 0.36

Stocks · United States

Weis Markets, Inc.

ROC momentum · CAGR 5.9% · MDD -57.0% · Sharpe 0.36

Stocks · United States

Prudential Financial, Inc.

Supertrend · CAGR 5.7% · MDD -48.6% · Sharpe 0.36

Stocks · United States

Knowles Corporation

SMA crossover · CAGR 6.0% · MDD -58.0% · Sharpe 0.36

Stocks · United States

Park National Corporation

ROC momentum · CAGR 6.7% · MDD -79.6% · Sharpe 0.36

Stocks · United States

Axis Capital Holdings Limited

SMA crossover · CAGR 4.8% · MDD -28.5% · Sharpe 0.36

Stocks · United States

Kilroy Realty Corporation

Supertrend · CAGR 4.8% · MDD -40.9% · Sharpe 0.36

Stocks · United States

RPC, Inc.

SMA crossover · CAGR 6.6% · MDD -76.2% · Sharpe 0.36

Stocks · United States

The Kraft Heinz Company

ADX / DI trend · CAGR 1.1% · MDD -4.3% · Sharpe 0.36

ETFs · United States

U.S. Global Jets ETF

ADX / DI trend · CAGR 1.3% · MDD -6.0% · Sharpe 0.36

ETFs · United States

Invesco Total Return Bond ETF

Bollinger breakout · CAGR 0.5% · MDD -4.2% · Sharpe 0.36

Stocks · United States

Haemonetics Corporation

ROC momentum · CAGR 6.5% · MDD -74.4% · Sharpe 0.36

Stocks · United States

Coeur Mining, Inc.

ADX / DI trend · CAGR 3.3% · MDD -25.5% · Sharpe 0.36

Stocks · United States

MarineMax, Inc. (FL)

MACD · CAGR 6.5% · MDD -77.1% · Sharpe 0.36

Stocks · United States

Gilat Satellite Networks Ltd.

Bollinger breakout · CAGR 4.1% · MDD -46.3% · Sharpe 0.36

Stocks · United States

Transocean Ltd (Switzerland)

MACD · CAGR 6.6% · MDD -73.4% · Sharpe 0.36

Stocks · United States

Alpine Income Property Trust, Inc.

Donchian breakout · CAGR 3.9% · MDD -16.8% · Sharpe 0.36

ETFs · United States

iShares China Large-Cap ETF

EMA crossover · CAGR 5.3% · MDD -51.6% · Sharpe 0.36

ETFs · United States

Direxion Daily 20-Yr Treasury Bull 3x Shrs

MACD · CAGR 6.5% · MDD -55.7% · Sharpe 0.36

Stocks · United States

DBA Sempra

Bollinger breakout · CAGR 0.9% · MDD -7.0% · Sharpe 0.36

Stocks · United States

Ecolab Inc.

SMA crossover · CAGR 5.2% · MDD -70.3% · Sharpe 0.36

Stocks · United States

ConnectOne Bancorp, Inc.

SMA crossover · CAGR 6.0% · MDD -53.8% · Sharpe 0.36

Stocks · United States

Intrepid Potash, Inc

Donchian breakout · CAGR 6.6% · MDD -72.0% · Sharpe 0.36

ETFs · United States

Vanguard Total International Stock ETF

SMA crossover · CAGR 3.5% · MDD -28.2% · Sharpe 0.36

Stocks · United States

Nabors Industries Ltd.

Parabolic SAR · CAGR 6.2% · MDD -85.7% · Sharpe 0.35

ETFs · United States

Vanguard Extended Duration Treasury ETF

Bollinger breakout · CAGR 2.4% · MDD -14.2% · Sharpe 0.35

Stocks · United States

Scotts Miracle-Gro Company (The)

SMA crossover · CAGR 5.8% · MDD -58.4% · Sharpe 0.35

Stocks · United States

American Financial Group, Inc.

Donchian breakout · CAGR 6.2% · MDD -64.1% · Sharpe 0.35

Stocks · United States

NiSource Inc

SMA crossover · CAGR 4.2% · MDD -77.5% · Sharpe 0.35

Stocks · United States

Prestige Consumer Healthcare Inc.

EMA crossover · CAGR 5.9% · MDD -45.4% · Sharpe 0.35

ETFs · United States

iShares MSCI EAFE Value ETF

SMA crossover · CAGR 3.6% · MDD -24.3% · Sharpe 0.35

Stocks · United States

U.S. Gold Corp.

EMA crossover · CAGR 6.4% · MDD -92.4% · Sharpe 0.35

Stocks · United States

Marsh

Donchian breakout · CAGR 5.5% · MDD -83.1% · Sharpe 0.35

ETFs · United States

State Street Materials Select Sector SPDR ETF

ROC momentum · CAGR 5.7% · MDD -61.4% · Sharpe 0.35

Stocks · United States

Richardson Electronics, Ltd.

SMA crossover · CAGR 6.5% · MDD -81.6% · Sharpe 0.35

Stocks · United States

Alamo Group, Inc.

EMA crossover · CAGR 5.8% · MDD -45.9% · Sharpe 0.35

Stocks · United States

W. P. Carey Inc. REIT

ADX / DI trend · CAGR 0.8% · MDD -7.1% · Sharpe 0.35

Stocks · United States

Mid-America Apartment Communities, Inc.

SMA crossover · CAGR 4.7% · MDD -42.7% · Sharpe 0.35

Stocks · United States

The Campbell's Company

SMA crossover · CAGR 4.8% · MDD -51.3% · Sharpe 0.35

Stocks · United States

Ryman Hospitality Properties, Inc. (REIT)

ROC momentum · CAGR 6.2% · MDD -73.8% · Sharpe 0.35

Stocks · United States

Stanley Black & Decker, Inc.

ROC momentum · CAGR 6.3% · MDD -72.9% · Sharpe 0.35

Stocks · United States

Stepan Company

Supertrend · CAGR 5.5% · MDD -55.8% · Sharpe 0.35

Stocks · United States

PPG Industries, Inc.

Donchian breakout · CAGR 5.5% · MDD -67.7% · Sharpe 0.35

Stocks · United States

Exelon Corporation

SMA crossover · CAGR 4.5% · MDD -53.3% · Sharpe 0.35

Stocks · United States

Dauch Corporation

SMA crossover · CAGR 7.3% · MDD -72.9% · Sharpe 0.35

Stocks · United States

Federal Signal Corporation

Supertrend · CAGR 5.8% · MDD -80.1% · Sharpe 0.35

Stocks · United States

Public Service Enterprise Group Incorporated

ROC momentum · CAGR 5.4% · MDD -56.0% · Sharpe 0.35

Stocks · United States

Sarepta Therapeutics, Inc.

SMA crossover · CAGR 4.1% · MDD -91.5% · Sharpe 0.35

Stocks · United States

KB Home

SMA crossover · CAGR 6.3% · MDD -79.8% · Sharpe 0.35

Stocks · United States

Materion Corporation

Donchian breakout · CAGR 6.2% · MDD -73.8% · Sharpe 0.35

Stocks · United States

USA Compression Partners, LP

Donchian breakout · CAGR 6.0% · MDD -52.5% · Sharpe 0.35

Stocks · United States

Cushman & Wakefield Ltd.

SMA crossover · CAGR 6.0% · MDD -35.0% · Sharpe 0.35

Stocks · United States

Golub Capital BDC, Inc.

ROC momentum · CAGR 0.4% · MDD -1.5% · Sharpe 0.35

Stocks · United States

Timken Company (The)

Donchian breakout · CAGR 5.9% · MDD -72.2% · Sharpe 0.35

ETFs · United States

Pimco High Income Fund

ROC momentum · CAGR 2.1% · MDD -22.1% · Sharpe 0.35

Stocks · United States

Origin Bancorp, Inc.

ADX / DI trend · CAGR 0.4% · MDD -0.5% · Sharpe 0.35

Stocks · United States

PAR Technology Corporation

Donchian breakout · CAGR 6.3% · MDD -75.6% · Sharpe 0.35

Stocks · United States

Manchester

Bollinger breakout · CAGR 2.6% · MDD -10.9% · Sharpe 0.35

Stocks · United States

Saratoga Investment Corp New

ROC momentum · CAGR 4.5% · MDD -35.2% · Sharpe 0.35

Stocks · United States

Maximus, Inc.

Donchian breakout · CAGR 6.0% · MDD -57.9% · Sharpe 0.35

Stocks · United States

X4 Pharmaceuticals, Inc.

Keltner breakout · CAGR 6.4% · MDD -43.9% · Sharpe 0.35

Stocks · United States

Ashland Inc.

Donchian breakout · CAGR 5.6% · MDD -66.8% · Sharpe 0.35

Stocks · United States

Soluna Holdings, Inc.

ADX / DI trend · CAGR -0.5% · MDD -98.1% · Sharpe 0.35

ETFs · United States

Franklin FTSE

Donchian breakout · CAGR 3.3% · MDD -20.7% · Sharpe 0.35

Stocks · United States

Eastman Chemical Company

Donchian breakout · CAGR 5.4% · MDD -45.8% · Sharpe 0.35

Stocks · United States

MDU Resources Group, Inc.

SMA crossover · CAGR 4.6% · MDD -52.1% · Sharpe 0.35

Stocks · United States

ICF International, Inc.

EMA crossover · CAGR 5.6% · MDD -47.3% · Sharpe 0.35

Stocks · United States

Air Products and Chemicals, Inc.

Donchian breakout · CAGR 5.6% · MDD -60.0% · Sharpe 0.35

ETFs · United States

iShares 10 Year Investment Grade Corporate Bond ETF

ADX / DI trend · CAGR 0.5% · MDD -5.2% · Sharpe 0.35

ETFs · United States

iShares MSCI Poland ETF

SMA crossover · CAGR 4.5% · MDD -42.4% · Sharpe 0.35

Stocks · United States

Gentherm Inc

Parabolic SAR · CAGR 4.2% · MDD -97.9% · Sharpe 0.35

Stocks · United States

United States Lime & Minerals, Inc.

SMA crossover · CAGR 6.2% · MDD -63.1% · Sharpe 0.35

Stocks · United States

NetScout Systems, Inc.

MACD · CAGR 6.1% · MDD -70.4% · Sharpe 0.35

Stocks · United States

Universal Technical Institute Inc

ADX / DI trend · CAGR 4.5% · MDD -50.3% · Sharpe 0.35

Stocks · United States

ICU Medical, Inc.

SMA crossover · CAGR 6.1% · MDD -67.7% · Sharpe 0.34

Stocks · United States

Community West Bancshares

SMA crossover · CAGR 6.0% · MDD -66.9% · Sharpe 0.34

Stocks · United States

Capital City Bank Group

ROC momentum · CAGR 6.3% · MDD -78.2% · Sharpe 0.34

Stocks · United States

Ardmore Shipping Corporation

ROC momentum · CAGR 6.1% · MDD -71.0% · Sharpe 0.34

Stocks · United States

Box, Inc.

ROC momentum · CAGR 5.9% · MDD -45.1% · Sharpe 0.34

Stocks · United States

Coupang, Inc.

Keltner breakout · CAGR 3.5% · MDD -16.8% · Sharpe 0.34

Stocks · United States

Acadia Healthcare Company, Inc.

EMA crossover · CAGR 6.2% · MDD -72.4% · Sharpe 0.34

Stocks · United States

Pegasystems Inc.

ADX / DI trend · CAGR 6.2% · MDD -64.3% · Sharpe 0.34

ETFs · United States

iShares Core MSCI Emerging Markets ETF

SMA crossover · CAGR 3.7% · MDD -23.8% · Sharpe 0.34

Stocks · United States

Medical Properties Trust, Inc.

ADX / DI trend · CAGR 1.0% · MDD -12.2% · Sharpe 0.34

Stocks · United States

indie Semiconductor, Inc.

MACD · CAGR 5.3% · MDD -61.2% · Sharpe 0.34

Stocks · United States

Horace Mann Educators Corporation

SMA crossover · CAGR 5.1% · MDD -56.9% · Sharpe 0.34

Stocks · United States

Central Pacific Financial Corp New

EMA crossover · CAGR 5.8% · MDD -52.4% · Sharpe 0.34

Stocks · United States

Tanger Inc.

EMA crossover · CAGR 5.0% · MDD -53.4% · Sharpe 0.34

Stocks · United States

Heartland Express, Inc.

SMA crossover · CAGR 5.8% · MDD -73.9% · Sharpe 0.34

Stocks · United States

AMC Global Media Inc.

Donchian breakout · CAGR 4.5% · MDD -35.9% · Sharpe 0.34

Stocks · United States

Masco Corporation

Donchian breakout · CAGR 5.4% · MDD -56.2% · Sharpe 0.34

Stocks · United States

TPG RE Finance Trust, Inc.

ROC momentum · CAGR 4.4% · MDD -15.7% · Sharpe 0.34

Stocks · United States

Starwood Property Trust Inc.

Keltner breakout · CAGR 1.4% · MDD -10.6% · Sharpe 0.34

Stocks · United States

Bank of Marin Bancorp

EMA crossover · CAGR 5.4% · MDD -46.1% · Sharpe 0.34

Stocks · United States

Oruka Therapeutics, Inc.

EMA crossover · CAGR 4.4% · MDD -96.9% · Sharpe 0.34

Stocks · United States

TXNM Energy, Inc.

SMA crossover · CAGR 4.4% · MDD -38.7% · Sharpe 0.34

Stocks · United States

Arcos Dorados Holdings Inc.

EMA crossover · CAGR 5.5% · MDD -49.1% · Sharpe 0.34

Stocks · United States

L3Harris Technologies, Inc.

Donchian breakout · CAGR 5.7% · MDD -60.6% · Sharpe 0.34

Stocks · United States

LSI Industries Inc.

ADX / DI trend · CAGR 3.2% · MDD -28.7% · Sharpe 0.34

Stocks · United States

Zion Oil & Gas, Inc.

ADX / DI trend · CAGR -1.6% · MDD -98.2% · Sharpe 0.34

Stocks · United States

Methode Electronics, Inc.

Donchian breakout · CAGR 4.9% · MDD -90.4% · Sharpe 0.34

Stocks · United States

Black Hills Corporation

SMA crossover · CAGR 4.6% · MDD -57.5% · Sharpe 0.34

Stocks · United States

ManpowerGroup

Donchian breakout · CAGR 4.3% · MDD -41.7% · Sharpe 0.34

Stocks · United States

Edison International

Donchian breakout · CAGR 5.4% · MDD -62.5% · Sharpe 0.34

Stocks · United States

Zevra Therapeutics, Inc.

Donchian breakout · CAGR 4.2% · MDD -26.4% · Sharpe 0.34

ETFs · United States

Invesco Senior Loan ETF

ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.34

Stocks · United States

Peapack-Gladstone Financial Corporation

SMA crossover · CAGR 5.8% · MDD -45.0% · Sharpe 0.34

ETFs · United States

First Trust Natural Gas ETF

SMA crossover · CAGR 5.2% · MDD -45.6% · Sharpe 0.34

Stocks · United States

Taylor Devices, Inc.

SMA crossover · CAGR 5.0% · MDD -81.5% · Sharpe 0.34

Stocks · United States

GATX Corporation

Donchian breakout · CAGR 5.7% · MDD -52.7% · Sharpe 0.34

ETFs · United States

Taiwan Fund, Inc. (The)

Donchian breakout · CAGR 5.8% · MDD -79.5% · Sharpe 0.34

Stocks · United States

Easterly Government Properties, Inc.

Bollinger breakout · CAGR 1.1% · MDD -8.7% · Sharpe 0.34

Stocks · United States

Prologis, Inc.

EMA crossover · CAGR 4.8% · MDD -50.0% · Sharpe 0.34

Stocks · United States

Lindsay Corporation

Donchian breakout · CAGR 5.9% · MDD -69.7% · Sharpe 0.34

ETFs · United States

Fidelity Total Bond ETF

Bollinger breakout · CAGR 0.2% · MDD -1.6% · Sharpe 0.34

Stocks · United States

APA Corporation

Donchian breakout · CAGR 5.8% · MDD -82.0% · Sharpe 0.34

Stocks · United States

Synopsys, Inc.

Donchian breakout · CAGR 5.8% · MDD -66.6% · Sharpe 0.34

Stocks · United States

Kimberly-Clark Corporation

Donchian breakout · CAGR 5.0% · MDD -58.9% · Sharpe 0.34

Stocks · United States

Covenant Logistics Group, Inc.

Donchian breakout · CAGR 5.9% · MDD -82.9% · Sharpe 0.34

Stocks · United States

Nathan's Famous, Inc.

Donchian breakout · CAGR 5.6% · MDD -70.9% · Sharpe 0.34

Stocks · United States

ConocoPhillips

SMA crossover · CAGR 5.2% · MDD -42.2% · Sharpe 0.34

Stocks · United States

Kennametal Inc.

Donchian breakout · CAGR 5.8% · MDD -69.0% · Sharpe 0.34

Stocks · United States

EPR Properties

Supertrend · CAGR 5.0% · MDD -42.6% · Sharpe 0.34

Stocks · United States

Immunic, Inc.

Parabolic SAR · CAGR -4.8% · MDD -95.3% · Sharpe 0.34

Stocks · United States

Uniti Group Inc.

Keltner breakout · CAGR 4.1% · MDD -47.2% · Sharpe 0.34

Stocks · United States

Airbnb, Inc.

Bollinger breakout · CAGR 5.6% · MDD -35.0% · Sharpe 0.34

Stocks · United States

Carlyle Secured Lending, Inc.

ROC momentum · CAGR 2.6% · MDD -15.2% · Sharpe 0.34

Stocks · United States

Concrete Pumping Holdings, Inc.

Donchian breakout · CAGR 5.0% · MDD -61.7% · Sharpe 0.34

Stocks · United States

Ares Capital Corporation

Bollinger breakout · CAGR 1.1% · MDD -7.0% · Sharpe 0.34

Stocks · United States

American Express Company

EMA crossover · CAGR 5.3% · MDD -65.1% · Sharpe 0.33

Stocks · United States

City Holding Company

SMA crossover · CAGR 5.7% · MDD -37.5% · Sharpe 0.33

Stocks · United States

Sturm, Ruger & Company, Inc.

SMA crossover · CAGR 5.7% · MDD -80.7% · Sharpe 0.33

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