SleepWell Trade · Asset reports · Austria
17 Austria backtest reports
Backtest reports for Austria listings, recomputed monthly across the same ten trend-following strategies.
AT & S Austria Technologie & Systemtechnik Aktiengesellschaft
ROC momentum · CAGR 24.6% · MDD -50.1% · Sharpe 0.87
Stocks · AustriaBAWAG Group AG
SMA crossover · CAGR 17.8% · MDD -35.2% · Sharpe 0.83
Stocks · AustriaLenzing AG
Bollinger breakout · CAGR 10.3% · MDD -28.0% · Sharpe 0.77
Stocks · Austriavoestalpine AG
Keltner breakout · CAGR 10.5% · MDD -30.4% · Sharpe 0.71
Stocks · AustriaErste Group Bank AG
Donchian breakout · CAGR 15.4% · MDD -49.6% · Sharpe 0.64
Stocks · AustriaDO & CO Aktiengesellschaft
Supertrend · CAGR 13.9% · MDD -44.9% · Sharpe 0.64
Stocks · AustriaRaiffeisen Bank International AG
Donchian breakout · CAGR 11.7% · MDD -37.9% · Sharpe 0.59
Stocks · AustriaUNIQA Insurance Group AG
Bollinger breakout · CAGR 4.1% · MDD -11.3% · Sharpe 0.57
Stocks · AustriaANDRITZ AG
ROC momentum · CAGR 12.1% · MDD -62.7% · Sharpe 0.54
Stocks · AustriaVERBUND AG Class A
SMA crossover · CAGR 9.1% · MDD -57.3% · Sharpe 0.51
Stocks · AustriaVienna Insurance Group AG
Bollinger breakout · CAGR 2.9% · MDD -14.5% · Sharpe 0.49
Stocks · AustriaOMV Aktiengesellschaft
Keltner breakout · CAGR 5.4% · MDD -33.7% · Sharpe 0.47
Stocks · AustriaCA Immobilien Anlagen AG
Keltner breakout · CAGR 5.5% · MDD -31.5% · Sharpe 0.44
Stocks · AustriaOsterreichische Post AG
Bollinger breakout · CAGR 1.4% · MDD -7.4% · Sharpe 0.44
Stocks · AustriaWienerberger AG
ADX / DI trend · CAGR 1.8% · MDD -12.8% · Sharpe 0.44
Stocks · AustriaEVN AG
Keltner breakout · CAGR 4.3% · MDD -54.8% · Sharpe 0.40
Stocks · AustriaSTRABAG SE
SMA crossover · CAGR 6.1% · MDD -38.3% · Sharpe 0.37