SleepWell Trade · 종목 리포트 · 미국
미국 백테스트 리포트 3,334개 (12/12)
미국 상장 종목을 동일한 10개 추세추종 전략으로 매월 다시 계산한 백테스트 리포트 목록입니다.
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
ROC 모멘텀 · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETF · 미국Goldman Sachs Access Treasury 0-1 Year ETF
ROC 모멘텀 · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETF · 미국State Street SPDR Bloomberg 3-12 Month T-Bill ETF
ROC 모멘텀 · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETF · 미국Invesco Short Term Treasury ETF
ROC 모멘텀 · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETF · 미국Vanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares
EMA 크로스오버 · CAGR -0.0% · MDD -7.8% · Sharpe -0.00
ETF · 미국ProShares Short QQQ
SMA 크로스오버 · CAGR -0.8% · MDD -46.6% · Sharpe -0.01
주식 · 미국Granite Ridge Resources, Inc.
ADX / DI 방향성 · CAGR -0.3% · MDD -14.5% · Sharpe -0.01
ETF · 미국iShares Short Duration Bond Active ETF
ROC 모멘텀 · CAGR -0.0% · MDD -3.5% · Sharpe -0.01
주식 · 미국Krispy Kreme, Inc.
SMA 크로스오버 · CAGR -6.2% · MDD -39.4% · Sharpe -0.02
ETF · 미국Vanguard Ultra-Short Bond ETF
Donchian 채널 돌파 · CAGR -0.0% · MDD -1.2% · Sharpe -0.02
ETF · 미국iShares MBS ETF
SMA 크로스오버 · CAGR -0.1% · MDD -9.3% · Sharpe -0.02
ETF · 미국ProShares UltraShort S&P500
SMA 크로스오버 · CAGR -3.6% · MDD -80.3% · Sharpe -0.03
ETF · 미국iShares 1-5 Year Investment Grade Corporate Bond ETF
SMA 크로스오버 · CAGR -0.1% · MDD -17.6% · Sharpe -0.03
ETF · 미국PGIM Ultra Short Bond ETF
ROC 모멘텀 · CAGR -0.1% · MDD -2.3% · Sharpe -0.04
ETF · 미국Direxion Daily Semiconductor Bear 3X ETF
ADX / DI 방향성 · CAGR -5.2% · MDD -60.8% · Sharpe -0.04
ETF · 미국iShares 0-5 Year Investment Grade Corporate Bond ETF
ROC 모멘텀 · CAGR -0.1% · MDD -10.4% · Sharpe -0.05
ETF · 미국iShares Short Maturity Municipal Bond Active ETF
ROC 모멘텀 · CAGR -0.1% · MDD -3.8% · Sharpe -0.06
ETF · 미국JPMorgan Ultra-Short Income ETF
ROC 모멘텀 · CAGR -0.1% · MDD -3.3% · Sharpe -0.07
ETF · 미국Northern Trust Ultra-Short Fixed Income ETF
ROC 모멘텀 · CAGR -0.1% · MDD -5.3% · Sharpe -0.08
ETF · 미국iShares iBonds Dec 2028 Term Treasury ETF
ADX / DI 방향성 · CAGR -0.0% · MDD -0.9% · Sharpe -0.08
ETF · 미국iShares Core 1-5 Year USD Bond ETF
ROC 모멘텀 · CAGR -0.2% · MDD -11.8% · Sharpe -0.08
ETF · 미국Goldman Sachs Ultra Short Bond ETF
SMA 크로스오버 · CAGR -0.1% · MDD -2.5% · Sharpe -0.08
ETF · 미국PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
ROC 모멘텀 · CAGR -0.1% · MDD -5.1% · Sharpe -0.08
ETF · 미국Vanguard Mortgage-Backed Securities ETF
EMA 크로스오버 · CAGR -0.3% · MDD -8.9% · Sharpe -0.08
ETF · 미국State Street SPDR Portfolio Short Term Treasury ETF
ROC 모멘텀 · CAGR -0.3% · MDD -10.5% · Sharpe -0.09
ETF · 미국iShares Ultra Short Duration Bond Active ETF
ROC 모멘텀 · CAGR -0.1% · MDD -3.8% · Sharpe -0.10
ETF · 미국Franklin U.S. Core Bond ETF
Keltner 채널 돌파 · CAGR -0.2% · MDD -3.9% · Sharpe -0.12
ETF · 미국State Street DoubleLine Total Return Tactical ETF
볼린저 밴드 돌파 · CAGR -0.1% · MDD -1.7% · Sharpe -0.15
ETF · 미국Janus Henderson Short Duration Income ETF
ROC 모멘텀 · CAGR -0.3% · MDD -7.2% · Sharpe -0.15
ETF · 미국Invesco Ultra Short Duration ETF
Donchian 채널 돌파 · CAGR -0.8% · MDD -21.9% · Sharpe -0.17
ETF · 미국Vanguard Short-Term Treasury ETF
EMA 크로스오버 · CAGR -0.2% · MDD -4.2% · Sharpe -0.18
ETF · 미국iShares Treasury Floating Rate Bond ETF
ROC 모멘텀 · CAGR -0.4% · MDD -6.2% · Sharpe -0.23
ETF · 미국Janus Henderson AAA CLO ETF
ROC 모멘텀 · CAGR -0.7% · MDD -7.7% · Sharpe -0.31
ETF · 미국WisdomTree Floating Rate Treasury Fund
ROC 모멘텀 · CAGR -0.1% · MDD -1.0% · Sharpe -0.40