SleepWell Trade · 종목 리포트 · 태국
태국 백테스트 리포트 54개
태국 상장 종목을 동일한 10개 추세추종 전략으로 매월 다시 계산한 백테스트 리포트 목록입니다.
KCE Electronics Public Co., Ltd.
볼린저 밴드 돌파 · CAGR 32.7% · MDD -31.2% · Sharpe 1.15
주식 · 태국Com7 Public Co. Ltd.
Supertrend · CAGR 31.5% · MDD -36.9% · Sharpe 1.13
주식 · 태국KrungThai Card Public Co. Ltd.
볼린저 밴드 돌파 · CAGR 26.0% · MDD -29.6% · Sharpe 1.07
주식 · 태국Bangkok Dusit Medical Services Public Co. Ltd.
EMA 크로스오버 · CAGR 19.5% · MDD -45.1% · Sharpe 0.82
주식 · 태국Airports of Thailand Public Co Ltd
Donchian 채널 돌파 · CAGR 18.8% · MDD -44.0% · Sharpe 0.78
주식 · 태국Home Product Center Public Co., Ltd.
ADX / DI 방향성 · CAGR 14.3% · MDD -41.7% · Sharpe 0.75
주식 · 태국Bumrungrad Hospital Public Co., Ltd.
SMA 크로스오버 · CAGR 14.2% · MDD -40.6% · Sharpe 0.73
주식 · 태국Delta Electronics (Thailand) Public Co. Ltd.
볼린저 밴드 돌파 · CAGR 20.6% · MDD -52.0% · Sharpe 0.73
주식 · 태국Global Power Synergy Public Company Ltd
Supertrend · CAGR 15.2% · MDD -30.5% · Sharpe 0.72
주식 · 태국CP ALL Public Company Limited
Donchian 채널 돌파 · CAGR 12.7% · MDD -36.2% · Sharpe 0.71
주식 · 태국Central Pattana Public Co. Ltd.
SMA 크로스오버 · CAGR 16.1% · MDD -45.1% · Sharpe 0.71
ETF · 태국BCAP MSCI Thailand ETF
볼린저 밴드 돌파 · CAGR 3.4% · MDD -9.2% · Sharpe 0.70
주식 · 태국Carabao Group Public Company Ltd
Supertrend · CAGR 15.4% · MDD -35.5% · Sharpe 0.70
주식 · 태국Hana Microelectronics Public Co., Ltd.
볼린저 밴드 돌파 · CAGR 16.7% · MDD -47.6% · Sharpe 0.70
주식 · 태국Charoen Pokphand Foods Public Co. Ltd.
볼린저 밴드 돌파 · CAGR 7.9% · MDD -24.9% · Sharpe 0.69
주식 · 태국SCG Packaging Public Co Ltd
ROC 모멘텀 · CAGR 10.2% · MDD -25.1% · Sharpe 0.67
주식 · 태국PTT Public Co., Ltd.
SMA 크로스오버 · CAGR 11.3% · MDD -41.9% · Sharpe 0.64
주식 · 태국WHA Corporation Public Company Limited
Donchian 채널 돌파 · CAGR 15.3% · MDD -47.2% · Sharpe 0.63
주식 · 태국Star Petroleum Refining Public Co. Ltd.
SMA 크로스오버 · CAGR 11.6% · MDD -26.7% · Sharpe 0.63
주식 · 태국Indorama Ventures Public Co. Ltd.
ADX / DI 방향성 · CAGR 11.9% · MDD -34.4% · Sharpe 0.63
주식 · 태국Siam Cement Public Co. Ltd.
볼린저 밴드 돌파 · CAGR 7.5% · MDD -29.3% · Sharpe 0.60
주식 · 태국Kiatnakin Phatra Bank Public Co. Ltd.
볼린저 밴드 돌파 · CAGR 11.7% · MDD -52.3% · Sharpe 0.60
주식 · 태국Berli Jucker Public Co. Ltd.
볼린저 밴드 돌파 · CAGR 10.8% · MDD -44.4% · Sharpe 0.57
주식 · 태국Cal-Comp Electronics (Thailand) Public Co., Ltd.
볼린저 밴드 돌파 · CAGR 11.8% · MDD -44.4% · Sharpe 0.56
ETF · 태국ThaiDex SET50 ETF
EMA 크로스오버 · CAGR 5.7% · MDD -33.5% · Sharpe 0.54
주식 · 태국Thai Union Group Public Company Limited
ADX / DI 방향성 · CAGR 6.7% · MDD -28.7% · Sharpe 0.53
주식 · 태국Minor International Public Co., Ltd.
Donchian 채널 돌파 · CAGR 12.1% · MDD -47.7% · Sharpe 0.51
주식 · 태국Kasikornbank Public Co. Ltd.
SMA 크로스오버 · CAGR 9.2% · MDD -33.2% · Sharpe 0.50
주식 · 태국Advanced Info Service Public Co., Ltd.
SMA 크로스오버 · CAGR 8.3% · MDD -39.9% · Sharpe 0.49
주식 · 태국Bangkok Expressway and Metro Public Company Limited
SMA 크로스오버 · CAGR 9.2% · MDD -55.7% · Sharpe 0.48
주식 · 태국Bangchak Corporation Public Company Ltd
MACD · CAGR 10.8% · MDD -60.3% · Sharpe 0.48
주식 · 태국Thai Oil Public Co. Ltd.
Parabolic SAR · CAGR 8.7% · MDD -53.3% · Sharpe 0.48
주식 · 태국Muangthai Capital Public Co. Ltd.
볼린저 밴드 돌파 · CAGR 4.6% · MDD -18.9% · Sharpe 0.47
주식 · 태국TMBThanachart Bank Public Company Limited
볼린저 밴드 돌파 · CAGR 6.8% · MDD -29.5% · Sharpe 0.46
주식 · 태국Asset World Corporation Public Company Limited
ADX / DI 방향성 · CAGR 5.5% · MDD -17.8% · Sharpe 0.46
주식 · 태국IRPC Public Co., Ltd.
MACD · CAGR 10.0% · MDD -74.3% · Sharpe 0.46
주식 · 태국Bank of Ayudhya Public Co., Ltd.
Donchian 채널 돌파 · CAGR 8.5% · MDD -48.7% · Sharpe 0.45
주식 · 태국Thanachart Capital Public Co., Ltd.
SMA 크로스오버 · CAGR 8.3% · MDD -58.5% · Sharpe 0.45
주식 · 태국Thai Airways International Public Co. Ltd.
ROC 모멘텀 · CAGR 5.6% · MDD -32.6% · Sharpe 0.44
주식 · 태국Krung Thai Bank Public Co., Ltd.
Donchian 채널 돌파 · CAGR 6.7% · MDD -57.9% · Sharpe 0.43
주식 · 태국TISCO Financial Group Public Co. Ltd.
Donchian 채널 돌파 · CAGR 8.1% · MDD -63.4% · Sharpe 0.43
주식 · 태국True Corporation Public Company Limited
볼린저 밴드 돌파 · CAGR 8.1% · MDD -58.0% · Sharpe 0.42
주식 · 태국Bangkok Bank Public Company Limited
Donchian 채널 돌파 · CAGR 6.3% · MDD -40.6% · Sharpe 0.41
주식 · 태국PTT Global Chemical Public Company Limited
ADX / DI 방향성 · CAGR 5.0% · MDD -28.5% · Sharpe 0.38
주식 · 태국Ratch Group Public Co. Ltd.
Donchian 채널 돌파 · CAGR 5.1% · MDD -45.4% · Sharpe 0.38
ETF · 태국Thailand Future Fund
ADX / DI 방향성 · CAGR 1.3% · MDD -7.7% · Sharpe 0.37
ETF · 태국Prime Office Leasehold Property Fund Units
SMA 크로스오버 · CAGR 6.8% · MDD -39.8% · Sharpe 0.37
주식 · 태국PTT Oil and Retail Business Public Co Limited
ROC 모멘텀 · CAGR 1.4% · MDD -5.9% · Sharpe 0.33
ETF · 태국North Bangkok Power Plant Block 1 Infrastructure Fund
ADX / DI 방향성 · CAGR 1.7% · MDD -8.2% · Sharpe 0.33
ETF · 태국Digital Telecommunications Infrastructure Fund Units
SMA 크로스오버 · CAGR 5.2% · MDD -40.4% · Sharpe 0.32
주식 · 태국PTT Exploration & Production Plc
Donchian 채널 돌파 · CAGR 7.8% · MDD -52.7% · Sharpe 0.32
주식 · 태국Central Retail Corporation Public Company Limited
Keltner 채널 돌파 · CAGR 2.1% · MDD -13.7% · Sharpe 0.27
ETF · 태국BTS Rail Mass Transit Growth Infrastructure Fund
ADX / DI 방향성 · CAGR 0.7% · MDD -5.7% · Sharpe 0.26
ETF · 태국3BB Internet Infrastructure Fund Units
SMA 크로스오버 · CAGR 1.6% · MDD -32.1% · Sharpe 0.18