SleepWell Trade · 종목 리포트 · 홍콩
홍콩 백테스트 리포트 190개
홍콩 상장 종목을 동일한 10개 추세추종 전략으로 매월 다시 계산한 백테스트 리포트 목록입니다.
iShares Core MSCI Asia ex Japan ETF
Donchian 채널 돌파 · CAGR -16.8% · MDD -99.9% · Sharpe 2.76
ETF · 홍콩CSOP Hong Kong Dollar Money Market ETF
Donchian 채널 돌파 · CAGR 2.0% · MDD -1.1% · Sharpe 2.73
주식 · 홍콩Star Shine Holdings Group Limited
Supertrend · CAGR 98.1% · MDD -43.0% · Sharpe 1.47
주식 · 홍콩Pop Mart International Group Limited
ADX / DI 방향성 · CAGR 57.0% · MDD -31.3% · Sharpe 1.44
주식 · 홍콩Central New Energy Holding Group Limited
Donchian 채널 돌파 · CAGR 66.1% · MDD -42.1% · Sharpe 1.17
주식 · 홍콩Xiaomi Corporation Class B
볼린저 밴드 돌파 · CAGR 19.4% · MDD -14.5% · Sharpe 1.15
ETF · 홍콩Global X Asia Semiconductor ETF
ROC 모멘텀 · CAGR 30.5% · MDD -32.4% · Sharpe 1.13
주식 · 홍콩Time Interconnect Technology Limited
SMA 크로스오버 · CAGR 57.8% · MDD -48.5% · Sharpe 1.09
ETF · 홍콩iShares NASDAQ 100 ETF HKD Counter
Donchian 채널 돌파 · CAGR 16.7% · MDD -20.7% · Sharpe 1.08
주식 · 홍콩East Buy Holding Limited
Supertrend · CAGR 67.3% · MDD -49.4% · Sharpe 1.06
주식 · 홍콩Tencent Holdings Ltd
EMA 크로스오버 · CAGR 32.2% · MDD -40.7% · Sharpe 1.05
주식 · 홍콩Genscript Biotech Corporation
SMA 크로스오버 · CAGR 44.4% · MDD -55.6% · Sharpe 0.99
주식 · 홍콩Zai Lab Ltd.
ADX / DI 방향성 · CAGR 9.1% · MDD -20.5% · Sharpe 0.96
주식 · 홍콩Wuxi Biologics (Cayman) Inc.
Supertrend · CAGR 34.1% · MDD -47.5% · Sharpe 0.94
주식 · 홍콩Yadea Group Holdings Ltd.
Keltner 채널 돌파 · CAGR 20.3% · MDD -28.3% · Sharpe 0.93
주식 · 홍콩JD Logistics, Inc.
Keltner 채널 돌파 · CAGR 12.9% · MDD -15.8% · Sharpe 0.92
주식 · 홍콩Hong Kong Exchanges & Clearing Ltd.
볼린저 밴드 돌파 · CAGR 19.3% · MDD -33.1% · Sharpe 0.91
주식 · 홍콩Shanghai Henlius Biotech, Inc. Class H
SMA 크로스오버 · CAGR 26.6% · MDD -38.4% · Sharpe 0.87
주식 · 홍콩Geely Automobile Holdings Limited
Parabolic SAR · CAGR 28.1% · MDD -55.3% · Sharpe 0.87
주식 · 홍콩Akeso, Inc.
SMA 크로스오버 · CAGR 34.0% · MDD -49.7% · Sharpe 0.87
주식 · 홍콩Sunny Optical Technology (Group) Co., Ltd.
EMA 크로스오버 · CAGR 28.5% · MDD -59.4% · Sharpe 0.86
ETF · 홍콩CSOP NASDAQ-100 Index Daily (2x) Leveraged Product ETF
EMA 크로스오버 · CAGR 23.3% · MDD -31.3% · Sharpe 0.86
ETF · 홍콩CSOP Gold Futures Daily (2x) Leveraged Product
SMA 크로스오버 · CAGR 23.0% · MDD -44.3% · Sharpe 0.84
주식 · 홍콩Nongfu Spring Co., Ltd. Class H
볼린저 밴드 돌파 · CAGR 11.2% · MDD -12.4% · Sharpe 0.82
주식 · 홍콩Meituan Class B
Donchian 채널 돌파 · CAGR 17.9% · MDD -23.4% · Sharpe 0.82
주식 · 홍콩Mobvista Incorporation
볼린저 밴드 돌파 · CAGR 35.3% · MDD -54.3% · Sharpe 0.80
주식 · 홍콩Kingboard Holdings Limited
SMA 크로스오버 · CAGR 22.4% · MDD -72.2% · Sharpe 0.80
주식 · 홍콩SITC International Holdings Co., Ltd.
SMA 크로스오버 · CAGR 21.8% · MDD -66.7% · Sharpe 0.80
주식 · 홍콩Galaxy Entertainment Group Limited
SMA 크로스오버 · CAGR 24.3% · MDD -73.9% · Sharpe 0.78
주식 · 홍콩Sino Biopharmaceutical Limited
SMA 크로스오버 · CAGR 21.8% · MDD -53.3% · Sharpe 0.77
주식 · 홍콩Keymed Biosciences, Inc.
Donchian 채널 돌파 · CAGR 23.3% · MDD -42.8% · Sharpe 0.76
주식 · 홍콩Kingsoft Corporation Ltd
볼린저 밴드 돌파 · CAGR 20.3% · MDD -61.6% · Sharpe 0.75
주식 · 홍콩Precision Tsugami (China) Corp. Ltd.
SMA 크로스오버 · CAGR 23.1% · MDD -47.5% · Sharpe 0.75
주식 · 홍콩GDS Holdings Ltd.
EMA 크로스오버 · CAGR 25.4% · MDD -62.7% · Sharpe 0.75
주식 · 홍콩Li Ning Company Limited
Keltner 채널 돌파 · CAGR 16.4% · MDD -39.8% · Sharpe 0.74
주식 · 홍콩Shenzhou International Group Holdings Limited
볼린저 밴드 돌파 · CAGR 13.1% · MDD -36.6% · Sharpe 0.74
ETF · 홍콩Global X China Semiconductor ETF HKD Counter
MACD · CAGR 17.5% · MDD -40.1% · Sharpe 0.73
ETF · 홍콩CSOP Hang Seng Biotech ETF
볼린저 밴드 돌파 · CAGR 11.8% · MDD -24.5% · Sharpe 0.73
주식 · 홍콩Dongyue Group Limited
MACD · CAGR 27.0% · MDD -58.3% · Sharpe 0.73
주식 · 홍콩Nine Dragons Paper Holdings Ltd.
Supertrend · CAGR 20.5% · MDD -52.5% · Sharpe 0.72
주식 · 홍콩Innovent Biologics, Inc.
Donchian 채널 돌파 · CAGR 25.3% · MDD -45.2% · Sharpe 0.71
ETF · 홍콩CSOP STAR 50 Index ETF
MACD · CAGR 17.9% · MDD -39.2% · Sharpe 0.71
주식 · 홍콩China Resources Mixc Lifestyle Services Ltd.
ADX / DI 방향성 · CAGR 2.1% · MDD -1.1% · Sharpe 0.71
주식 · 홍콩Xinyi Glass Holdings Limited
Donchian 채널 돌파 · CAGR 18.1% · MDD -60.8% · Sharpe 0.70
주식 · 홍콩Haitian International Holdings Limited
Supertrend · CAGR 17.6% · MDD -51.0% · Sharpe 0.70
주식 · 홍콩Kingboard Laminates Holdings Limited
Donchian 채널 돌파 · CAGR 20.0% · MDD -72.0% · Sharpe 0.70
주식 · 홍콩Wanguo Gold Group Limited
SMA 크로스오버 · CAGR 20.5% · MDD -64.6% · Sharpe 0.69
주식 · 홍콩Harbin Electric Co. Ltd. Class H
SMA 크로스오버 · CAGR 22.3% · MDD -67.6% · Sharpe 0.69
주식 · 홍콩China Hongqiao Group Ltd.
SMA 크로스오버 · CAGR 18.2% · MDD -53.8% · Sharpe 0.69
주식 · 홍콩China Gold International Resources Corp. Ltd.
SMA 크로스오버 · CAGR 20.9% · MDD -57.1% · Sharpe 0.68
주식 · 홍콩FIT Hon Teng Limited
Parabolic SAR · CAGR 24.3% · MDD -68.5% · Sharpe 0.67
주식 · 홍콩Meitu, Inc
Donchian 채널 돌파 · CAGR 15.5% · MDD -39.7% · Sharpe 0.66
주식 · 홍콩AAC Technologies Holdings Inc.
Keltner 채널 돌파 · CAGR 14.3% · MDD -37.2% · Sharpe 0.66
주식 · 홍콩Smoore International Holdings Limited
Parabolic SAR · CAGR 20.4% · MDD -53.0% · Sharpe 0.65
주식 · 홍콩BYD Electronic (International) Co., Ltd.
SMA 크로스오버 · CAGR 19.7% · MDD -57.4% · Sharpe 0.65
주식 · 홍콩China State Construction International Holdings Limited
볼린저 밴드 돌파 · CAGR 12.3% · MDD -35.3% · Sharpe 0.65
주식 · 홍콩3SBio, Inc.
ADX / DI 방향성 · CAGR 13.3% · MDD -25.9% · Sharpe 0.65
주식 · 홍콩JD Health International, Inc.
ADX / DI 방향성 · CAGR 5.4% · MDD -7.3% · Sharpe 0.65
주식 · 홍콩ANTA Sports Products Ltd.
Donchian 채널 돌파 · CAGR 16.3% · MDD -48.1% · Sharpe 0.64
ETF · 홍콩Value Gold ETF HKD
볼린저 밴드 돌파 · CAGR 3.3% · MDD -9.8% · Sharpe 0.63
주식 · 홍콩Bosideng International Holdings Limited
EMA 크로스오버 · CAGR 15.7% · MDD -53.5% · Sharpe 0.62
주식 · 홍콩Kingdee International Software Group Co., Ltd.
EMA 크로스오버 · CAGR 18.3% · MDD -85.0% · Sharpe 0.61
ETF · 홍콩iShares Hang Seng TECH ETF HKD Counter
ROC 모멘텀 · CAGR 8.9% · MDD -27.9% · Sharpe 0.60
주식 · 홍콩Sany Heavy Equipment International Holdings Co., Ltd.
볼린저 밴드 돌파 · CAGR 9.9% · MDD -50.0% · Sharpe 0.60
주식 · 홍콩China Mengniu Dairy Company Limited
SMA 크로스오버 · CAGR 13.4% · MDD -51.9% · Sharpe 0.60
주식 · 홍콩Oshidori International Holdings Limited
Donchian 채널 돌파 · CAGR 15.5% · MDD -59.7% · Sharpe 0.60
주식 · 홍콩MMG Ltd.
Supertrend · CAGR 16.2% · MDD -71.0% · Sharpe 0.60
주식 · 홍콩Orient Overseas (International) Limited
SMA 크로스오버 · CAGR 15.4% · MDD -76.4% · Sharpe 0.59
ETF · 홍콩Premia China STAR50 ETF HKD
SMA 크로스오버 · CAGR 12.0% · MDD -29.1% · Sharpe 0.59
주식 · 홍콩ASMPT Limited
SMA 크로스오버 · CAGR 14.6% · MDD -50.2% · Sharpe 0.59
주식 · 홍콩China National Building Material Co. Ltd. Class H
SMA 크로스오버 · CAGR 15.2% · MDD -72.1% · Sharpe 0.58
주식 · 홍콩China Taiping Insurance Holdings Co., Ltd.
SMA 크로스오버 · CAGR 14.7% · MDD -55.6% · Sharpe 0.58
주식 · 홍콩China Reinsurance (Group) Corp. Class H
ROC 모멘텀 · CAGR 9.5% · MDD -40.3% · Sharpe 0.58
주식 · 홍콩Hansoh Pharmaceutical Group Company Limited
SMA 크로스오버 · CAGR 12.9% · MDD -45.5% · Sharpe 0.58
주식 · 홍콩Techtronic Industries Co., Ltd.
SMA 크로스오버 · CAGR 13.2% · MDD -41.1% · Sharpe 0.58
주식 · 홍콩Xinyi Solar Holdings Ltd.
SMA 크로스오버 · CAGR 14.8% · MDD -66.1% · Sharpe 0.57
주식 · 홍콩BOC Hong Kong (Holdings) Limited
Donchian 채널 돌파 · CAGR 9.7% · MDD -47.7% · Sharpe 0.57
주식 · 홍콩GCL Technology Holdings Limited
볼린저 밴드 돌파 · CAGR 15.1% · MDD -72.7% · Sharpe 0.57
주식 · 홍콩XPeng, Inc. Class A
EMA 크로스오버 · CAGR 16.4% · MDD -38.3% · Sharpe 0.57
주식 · 홍콩Minth Group Limited
Donchian 채널 돌파 · CAGR 15.1% · MDD -69.8% · Sharpe 0.56
ETF · 홍콩ChinaAMC Hang Seng Biotech ETF HKD Counter
EMA 크로스오버 · CAGR 11.1% · MDD -33.9% · Sharpe 0.56
주식 · 홍콩China Feihe Limited
볼린저 밴드 돌파 · CAGR 9.7% · MDD -22.2% · Sharpe 0.56
주식 · 홍콩Li Auto, Inc. Class A
Supertrend · CAGR 15.6% · MDD -47.3% · Sharpe 0.56
주식 · 홍콩ENN Energy Holdings Limited
SMA 크로스오버 · CAGR 13.1% · MDD -48.6% · Sharpe 0.56
주식 · 홍콩China Gas Holdings Limited
EMA 크로스오버 · CAGR 12.8% · MDD -63.8% · Sharpe 0.55
주식 · 홍콩Hengan International Group Co., Ltd.
SMA 크로스오버 · CAGR 10.4% · MDD -62.0% · Sharpe 0.55
주식 · 홍콩Legend Holdings Corporation Class H
Donchian 채널 돌파 · CAGR 8.0% · MDD -18.8% · Sharpe 0.55
ETF · 홍콩CSOP Hang Seng TECH Index Daily (2x) Leveraged Product
ADX / DI 방향성 · CAGR 2.2% · MDD -0.5% · Sharpe 0.55
주식 · 홍콩CSPC Pharmaceutical Group Limited
볼린저 밴드 돌파 · CAGR 12.7% · MDD -52.3% · Sharpe 0.54
주식 · 홍콩Link Real Estate Investment Trust
Donchian 채널 돌파 · CAGR 6.0% · MDD -20.2% · Sharpe 0.54
주식 · 홍콩Zhaojin Mining Industry Co., Ltd. Class H
ADX / DI 방향성 · CAGR 13.2% · MDD -57.2% · Sharpe 0.54
주식 · 홍콩PICC Property & Casualty Co., Ltd. Class H
SMA 크로스오버 · CAGR 12.1% · MDD -58.0% · Sharpe 0.54
주식 · 홍콩HKT Trust and HKT Ltd
ADX / DI 방향성 · CAGR 2.2% · MDD -7.4% · Sharpe 0.54
주식 · 홍콩Sinotruk Hong Kong Ltd.
Keltner 채널 돌파 · CAGR 10.6% · MDD -40.0% · Sharpe 0.53
주식 · 홍콩Trip.com Group Ltd.
ROC 모멘텀 · CAGR 12.8% · MDD -37.2% · Sharpe 0.53
주식 · 홍콩Alibaba Health Information Technology Ltd.
볼린저 밴드 돌파 · CAGR 32.7% · MDD -67.8% · Sharpe 0.53
ETF · 홍콩ChinaAMC Asia High Dividend ETF
ADX / DI 방향성 · CAGR 1.4% · MDD -4.8% · Sharpe 0.53
ETF · 홍콩Ping An of China CSI HK Dividend ETF
볼린저 밴드 돌파 · CAGR 1.7% · MDD -7.2% · Sharpe 0.53
ETF · 홍콩Samsung S&P GSCI Crude Oil ER Futures ETF
Donchian 채널 돌파 · CAGR 9.6% · MDD -38.1% · Sharpe 0.53
주식 · 홍콩KunLun Energy Co. Ltd.
MACD · CAGR 11.2% · MDD -66.0% · Sharpe 0.52
주식 · 홍콩China Overseas Land & Investment Limited
볼린저 밴드 돌파 · CAGR 8.1% · MDD -37.1% · Sharpe 0.52
주식 · 홍콩TCL Electronics Holdings Limited
ADX / DI 방향성 · CAGR 6.6% · MDD -29.2% · Sharpe 0.51
주식 · 홍콩MGM China Holdings Limited
SMA 크로스오버 · CAGR 10.6% · MDD -49.7% · Sharpe 0.51
주식 · 홍콩Kuaishou Technology Class B
MACD · CAGR 12.8% · MDD -42.8% · Sharpe 0.50
주식 · 홍콩Wharf (Holdings) Ltd.
Supertrend · CAGR 9.7% · MDD -48.4% · Sharpe 0.49
주식 · 홍콩Lenovo Group Limited
Donchian 채널 돌파 · CAGR 11.7% · MDD -71.4% · Sharpe 0.49
주식 · 홍콩Lingbao Gold Group Company Limited Class H
볼린저 밴드 돌파 · CAGR 11.8% · MDD -62.4% · Sharpe 0.49
주식 · 홍콩Tingyi (Cayman Islands) Holding Corp.
Donchian 채널 돌파 · CAGR 10.3% · MDD -62.5% · Sharpe 0.49
주식 · 홍콩New World Development Co. Ltd.
볼린저 밴드 돌파 · CAGR 9.4% · MDD -56.8% · Sharpe 0.48
주식 · 홍콩China Nonferrous Mining Corp. Ltd.
SMA 크로스오버 · CAGR 11.6% · MDD -59.8% · Sharpe 0.48
ETF · 홍콩CSOP FTSE China A50 ETF HKD
Keltner 채널 돌파 · CAGR 5.6% · MDD -24.3% · Sharpe 0.47
주식 · 홍콩WH Group Ltd. (HK)
SMA 크로스오버 · CAGR 8.2% · MDD -31.4% · Sharpe 0.46
주식 · 홍콩Dah Sing Banking Group Limited
Donchian 채널 돌파 · CAGR 7.8% · MDD -67.3% · Sharpe 0.46
주식 · 홍콩Guangdong Investment Limited
EMA 크로스오버 · CAGR 8.8% · MDD -39.3% · Sharpe 0.46
주식 · 홍콩CTF Services Limited
Donchian 채널 돌파 · CAGR 9.8% · MDD -58.1% · Sharpe 0.46
주식 · 홍콩Hong Kong & China Gas Co. Ltd.
SMA 크로스오버 · CAGR 5.8% · MDD -23.7% · Sharpe 0.46
주식 · 홍콩Pacific Basin Shipping Limited
SMA 크로스오버 · CAGR 9.9% · MDD -58.4% · Sharpe 0.45
주식 · 홍콩Greentown China Holdings Ltd.
ADX / DI 방향성 · CAGR 6.6% · MDD -34.5% · Sharpe 0.45
주식 · 홍콩Guotai Junan International Holdings Limited
MACD · CAGR 16.4% · MDD -63.8% · Sharpe 0.45
주식 · 홍콩Haidilao International Holding Ltd.
Keltner 채널 돌파 · CAGR 4.9% · MDD -23.6% · Sharpe 0.45
주식 · 홍콩Semiconductor Manufacturing International Corp.
SMA 크로스오버 · CAGR 10.5% · MDD -66.5% · Sharpe 0.44
주식 · 홍콩Fosun International Limited
SMA 크로스오버 · CAGR 8.3% · MDD -62.8% · Sharpe 0.43
주식 · 홍콩ZTO Express (Cayman), Inc. Class A
ADX / DI 방향성 · CAGR 4.1% · MDD -15.5% · Sharpe 0.43
주식 · 홍콩China Resources Power Holdings Co. Ltd.
ADX / DI 방향성 · CAGR 6.0% · MDD -37.0% · Sharpe 0.43
ETF · 홍콩Hang Seng Invt. Series - Hang Seng TECH Index ETF
볼린저 밴드 돌파 · CAGR 4.8% · MDD -19.9% · Sharpe 0.43
주식 · 홍콩Huishang Bank Corporation Limited Class H
ADX / DI 방향성 · CAGR 2.7% · MDD -14.5% · Sharpe 0.42
주식 · 홍콩Sands China Ltd.
SMA 크로스오버 · CAGR 8.4% · MDD -48.8% · Sharpe 0.42
주식 · 홍콩H World Group Limited
ADX / DI 방향성 · CAGR 2.1% · MDD -8.9% · Sharpe 0.42
주식 · 홍콩CITIC Limited
Parabolic SAR · CAGR 7.3% · MDD -65.5% · Sharpe 0.42
ETF · 홍콩ChinaAMC CSI 300 Index ETF HKD
Keltner 채널 돌파 · CAGR 4.8% · MDD -23.6% · Sharpe 0.41
주식 · 홍콩China Resources Land Limited
Donchian 채널 돌파 · CAGR 8.4% · MDD -77.4% · Sharpe 0.41
주식 · 홍콩Swire Properties Limited
Donchian 채널 돌파 · CAGR 6.2% · MDD -39.5% · Sharpe 0.40
주식 · 홍콩Sino Land Co. Ltd.
ADX / DI 방향성 · CAGR 4.6% · MDD -30.0% · Sharpe 0.39
ETF · 홍콩ChinaAMC Hang Seng TECH Index ETF HKD
볼린저 밴드 돌파 · CAGR 3.4% · MDD -19.2% · Sharpe 0.39
주식 · 홍콩China CITIC Financial Asset Management Co., Ltd. Class H
Keltner 채널 돌파 · CAGR 6.4% · MDD -40.3% · Sharpe 0.38
ETF · 홍콩Global X Hang Seng High Dividend Yield ETF
SMA 크로스오버 · CAGR 4.9% · MDD -23.7% · Sharpe 0.38
주식 · 홍콩Uni-President China Holdings Ltd.
MACD · CAGR 6.6% · MDD -47.0% · Sharpe 0.38
ETF · 홍콩CSOP Hang Seng TECH Index Daily (-2x) Inverse Product
MACD · CAGR 4.4% · MDD -65.4% · Sharpe 0.38
주식 · 홍콩CK Asset Holdings Limited
Donchian 채널 돌파 · CAGR 4.7% · MDD -28.3% · Sharpe 0.38
ETF · 홍콩Global X China Robotics and AI ETF
Keltner 채널 돌파 · CAGR 3.0% · MDD -17.4% · Sharpe 0.38
주식 · 홍콩CK Infrastructure Holdings Limited
Donchian 채널 돌파 · CAGR 6.1% · MDD -52.6% · Sharpe 0.37
주식 · 홍콩Beijing Enterprises Holdings Limited
볼린저 밴드 돌파 · CAGR 3.1% · MDD -24.7% · Sharpe 0.37
주식 · 홍콩China Tower Corp. Ltd. Class H
볼린저 밴드 돌파 · CAGR 3.9% · MDD -25.5% · Sharpe 0.37
주식 · 홍콩China Ruyi Holdings Limited
Donchian 채널 돌파 · CAGR 6.4% · MDD -87.9% · Sharpe 0.36
주식 · 홍콩BOC Aviation Limited
MACD · CAGR 5.5% · MDD -31.4% · Sharpe 0.36
ETF · 홍콩CSOP Hang Seng Index Daily (2x) Leveraged Product
Supertrend · CAGR 6.3% · MDD -64.7% · Sharpe 0.36
주식 · 홍콩Zhejiang Expressway Co. Ltd. Class H
SMA 크로스오버 · CAGR 6.2% · MDD -61.1% · Sharpe 0.36
주식 · 홍콩MTR Corporation Limited
Supertrend · CAGR 4.3% · MDD -28.2% · Sharpe 0.36
주식 · 홍콩Simcere Pharmaceutical Group Limited
Donchian 채널 돌파 · CAGR 5.4% · MDD -61.3% · Sharpe 0.35
주식 · 홍콩Sun Hung Kai Properties Limited
Supertrend · CAGR 5.1% · MDD -42.8% · Sharpe 0.35
주식 · 홍콩Wynn Macau Ltd.
Donchian 채널 돌파 · CAGR 5.4% · MDD -48.6% · Sharpe 0.35
주식 · 홍콩AIA Group Limited
SMA 크로스오버 · CAGR 5.0% · MDD -57.8% · Sharpe 0.34
주식 · 홍콩Wharf Real Estate Investment Company Limited
ADX / DI 방향성 · CAGR 2.5% · MDD -8.1% · Sharpe 0.34
주식 · 홍콩China Cinda Asset Management Co., Ltd. Class H
볼린저 밴드 돌파 · CAGR 5.6% · MDD -44.9% · Sharpe 0.34
주식 · 홍콩Chow Tai Fook Jewellery Group Limited
SMA 크로스오버 · CAGR 5.5% · MDD -54.1% · Sharpe 0.34
주식 · 홍콩Swire Pacific Limited Class A
ROC 모멘텀 · CAGR 5.3% · MDD -64.3% · Sharpe 0.34
주식 · 홍콩AviChina Industry & Technology Co. Ltd. Class H
Supertrend · CAGR 5.6% · MDD -65.9% · Sharpe 0.33
주식 · 홍콩China Merchants Port Holdings Co., Ltd.
SMA 크로스오버 · CAGR 5.3% · MDD -62.9% · Sharpe 0.33
주식 · 홍콩Henderson Land Development Co. Ltd.
Supertrend · CAGR 4.7% · MDD -34.7% · Sharpe 0.33
주식 · 홍콩Samsonite Group S.A.
Keltner 채널 돌파 · CAGR 1.2% · MDD -9.8% · Sharpe 0.32
주식 · 홍콩Budweiser Brewing Co. APAC Ltd.
ADX / DI 방향성 · CAGR 0.3% · MDD -0.5% · Sharpe 0.32
주식 · 홍콩Zhongan Online P&C Insurance Co., Ltd. Class H
Donchian 채널 돌파 · CAGR 4.9% · MDD -31.2% · Sharpe 0.31
주식 · 홍콩HK Electric Investments & HK Electric Investments Ltd.
SMA 크로스오버 · CAGR 2.6% · MDD -30.8% · Sharpe 0.31
ETF · 홍콩CSOP Hang Seng TECH Index ETF
Keltner 채널 돌파 · CAGR 2.9% · MDD -20.9% · Sharpe 0.30
주식 · 홍콩China Longyuan Power Group Corporation Ltd Class H
볼린저 밴드 돌파 · CAGR 3.6% · MDD -46.6% · Sharpe 0.30
ETF · 홍콩Tracker Fund of Hong Kong
SMA 크로스오버 · CAGR 3.2% · MDD -36.4% · Sharpe 0.30
주식 · 홍콩Tongcheng Travel Holdings Limited
Donchian 채널 돌파 · CAGR 3.7% · MDD -57.4% · Sharpe 0.30
주식 · 홍콩Prada S.p.A.
SMA 크로스오버 · CAGR 4.2% · MDD -45.3% · Sharpe 0.29
주식 · 홍콩Far East Horizon Limited
Keltner 채널 돌파 · CAGR 1.0% · MDD -8.0% · Sharpe 0.28
주식 · 홍콩China Resources Beer (Holdings) Co. Ltd.
EMA 크로스오버 · CAGR 3.8% · MDD -73.0% · Sharpe 0.28
ETF · 홍콩iShares Core MSCI China ETF Units
EMA 크로스오버 · CAGR 3.3% · MDD -34.9% · Sharpe 0.28
주식 · 홍콩Power Assets Holdings Limited
ROC 모멘텀 · CAGR 3.4% · MDD -56.9% · Sharpe 0.27
주식 · 홍콩Want Want China Holdings Limited
SMA 크로스오버 · CAGR 3.6% · MDD -44.1% · Sharpe 0.27
주식 · 홍콩China Unicom (Hong Kong) Limited
Donchian 채널 돌파 · CAGR 3.2% · MDD -67.1% · Sharpe 0.25
주식 · 홍콩Cathay Pacific Airways Limited
SMA 크로스오버 · CAGR 3.0% · MDD -62.0% · Sharpe 0.25
주식 · 홍콩Bank of East Asia Ltd.
Supertrend · CAGR 3.0% · MDD -54.8% · Sharpe 0.25
주식 · 홍콩Hang Lung Properties Limited
Donchian 채널 돌파 · CAGR 2.9% · MDD -64.1% · Sharpe 0.24
ETF · 홍콩CSOP Levd. & Invr. Ser. - Hang Seng China Enterprises In. (2x)
볼린저 밴드 돌파 · CAGR 2.6% · MDD -34.4% · Sharpe 0.23
주식 · 홍콩Yue Yuen Industrial (Holdings) Limited
ADX / DI 방향성 · CAGR 2.1% · MDD -24.8% · Sharpe 0.23
주식 · 홍콩Longfor Group Holdings Ltd.
SMA 크로스오버 · CAGR 2.4% · MDD -63.6% · Sharpe 0.22
주식 · 홍콩CLP Holdings Limited
SMA 크로스오버 · CAGR 1.9% · MDD -27.5% · Sharpe 0.21
주식 · 홍콩COSCO SHIPPING Ports Limited
Supertrend · CAGR 1.5% · MDD -60.1% · Sharpe 0.19
주식 · 홍콩PCCW Limited
ROC 모멘텀 · CAGR 1.3% · MDD -50.4% · Sharpe 0.18
ETF · 홍콩CSOP Leveraged and Inverse Series - CSOP NASDAQ-100 Index Daily (-2x) Inverse Product
SMA 크로스오버 · CAGR 1.4% · MDD -33.6% · Sharpe 0.17
주식 · 홍콩CK Hutchison Holdings Ltd
Supertrend · CAGR 0.9% · MDD -60.1% · Sharpe 0.14
주식 · 홍콩Sinopharm Group Co., Ltd. Class H
ADX / DI 방향성 · CAGR 0.6% · MDD -15.2% · Sharpe 0.12
ETF · 홍콩CSOP Leveraged and Inverse Series - CSOP Hang Seng Index Daily (-2x) Inverse Product
Supertrend · CAGR -2.4% · MDD -65.5% · Sharpe 0.08
ETF · 홍콩CSOP Hang Seng Index Daily (-1) Inverse Product
ADX / DI 방향성 · CAGR 0.0% · MDD -0.5% · Sharpe 0.05
ETF · 홍콩CSOP Levd. & Invr. Ser. - Hang Seng China Enterprises (-2)
SMA 크로스오버 · CAGR -4.2% · MDD -62.9% · Sharpe 0.04
주식 · 홍콩China Resources Pharmaceutical Group Ltd.
SMA 크로스오버 · CAGR -1.7% · MDD -62.9% · Sharpe 0.04