SleepWell Trade · Asset reports · Australia

167 Australia backtest reports

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

Snapshot 2026-08

ETFs · Australia

Global X Semiconductor ETF

Supertrend · CAGR 28.8% · MDD -21.3% · Sharpe 1.22

Stocks · Australia

Telix Pharmaceuticals Limited

Donchian breakout · CAGR 53.2% · MDD -43.6% · Sharpe 1.13

ETFs · Australia

Global X FANG+ ETF

Keltner breakout · CAGR 20.4% · MDD -24.7% · Sharpe 1.13

Stocks · Australia

Xero Limited

EMA crossover · CAGR 33.2% · MDD -39.0% · Sharpe 1.12

ETFs · Australia

BetaShares NASDAQ 100 ETF

SMA crossover · CAGR 15.1% · MDD -20.7% · Sharpe 0.98

Stocks · Australia

Mineral Resources Limited

ADX / DI trend · CAGR 25.0% · MDD -47.7% · Sharpe 0.95

ETFs · Australia

Perth Mint Gold Structured Product

ROC momentum · CAGR 8.9% · MDD -23.6% · Sharpe 0.92

Stocks · Australia

Pinnacle Investment Management Group Limited

SMA crossover · CAGR 28.3% · MDD -51.0% · Sharpe 0.92

Stocks · Australia

Dalrymple Bay Infrastructure Ltd.

SMA crossover · CAGR 16.6% · MDD -16.9% · Sharpe 0.92

Stocks · Australia

REA Group Ltd

EMA crossover · CAGR 29.6% · MDD -43.8% · Sharpe 0.91

Stocks · Australia

CSL Limited

EMA crossover · CAGR 20.7% · MDD -37.9% · Sharpe 0.91

Stocks · Australia

4DMedical Ltd.

Donchian breakout · CAGR 47.1% · MDD -50.2% · Sharpe 0.90

ETFs · Australia

BetaShares Australian Investment Grade Corporate Bond ETF

ADX / DI trend · CAGR 1.1% · MDD -2.0% · Sharpe 0.90

Stocks · Australia

Aristocrat Leisure Limited

SMA crossover · CAGR 22.7% · MDD -64.5% · Sharpe 0.89

Stocks · Australia

Dicker Data Limited

EMA crossover · CAGR 27.1% · MDD -33.2% · Sharpe 0.88

ETFs · Australia

BETASHARES S&P/ASX AUSTRALIAN TECHNOLOGY ETF

SMA crossover · CAGR 15.1% · MDD -21.4% · Sharpe 0.87

Stocks · Australia

Lovisa Holdings Ltd.

ADX / DI trend · CAGR 24.2% · MDD -33.4% · Sharpe 0.86

Stocks · Australia

Codan Limited

SMA crossover · CAGR 25.7% · MDD -50.0% · Sharpe 0.86

Stocks · Australia

DroneShield Limited

Donchian breakout · CAGR 35.4% · MDD -54.1% · Sharpe 0.86

Stocks · Australia

Charter Hall Group

Donchian breakout · CAGR 22.2% · MDD -41.1% · Sharpe 0.86

Stocks · Australia

Computershare Limited

EMA crossover · CAGR 21.4% · MDD -42.4% · Sharpe 0.84

Stocks · Australia

Netwealth Group Ltd.

Donchian breakout · CAGR 11.7% · MDD -24.4% · Sharpe 0.84

Stocks · Australia

Sunrise Energy Metals Limited

SMA crossover · CAGR 40.4% · MDD -60.8% · Sharpe 0.84

ETFs · Australia

L1 Long Short Fund Ltd.

Donchian breakout · CAGR 17.5% · MDD -26.1% · Sharpe 0.84

Stocks · Australia

Lynas Rare Earths Limited

EMA crossover · CAGR 33.3% · MDD -71.7% · Sharpe 0.83

Stocks · Australia

MAAS Group Holdings Ltd.

Keltner breakout · CAGR 9.6% · MDD -10.1% · Sharpe 0.83

Stocks · Australia

PLS Group Limited

SMA crossover · CAGR 38.4% · MDD -56.5% · Sharpe 0.82

ETFs · Australia

BetaShares Global Sustainability Leaders ETF

ROC momentum · CAGR 11.6% · MDD -29.5% · Sharpe 0.80

Stocks · Australia

NRW Holdings Limited

Donchian breakout · CAGR 25.4% · MDD -32.5% · Sharpe 0.80

ETFs · Australia

Vanguard MSCI Index International Shares ETF

ROC momentum · CAGR 9.7% · MDD -23.2% · Sharpe 0.79

Stocks · Australia

Electro Optic Systems Holdings Limited

Donchian breakout · CAGR 26.9% · MDD -50.6% · Sharpe 0.79

ETFs · Australia

VanEck MSCI International Quality ETF

ROC momentum · CAGR 10.7% · MDD -22.4% · Sharpe 0.79

Stocks · Australia

Harvey Norman Holdings Ltd

ADX / DI trend · CAGR 10.7% · MDD -16.5% · Sharpe 0.78

Stocks · Australia

Megaport Ltd.

ADX / DI trend · CAGR 25.6% · MDD -55.2% · Sharpe 0.78

Stocks · Australia

Wisetech Global Ltd.

Bollinger breakout · CAGR 18.4% · MDD -40.9% · Sharpe 0.78

Stocks · Australia

Whitehaven Coal Limited

Keltner breakout · CAGR 20.3% · MDD -50.5% · Sharpe 0.77

Stocks · Australia

HUB24 Limited

SMA crossover · CAGR 25.1% · MDD -53.7% · Sharpe 0.76

ETFs · Australia

iShares Core MSCI World Ex Australia ESG Leaders ETF

ROC momentum · CAGR 9.1% · MDD -23.7% · Sharpe 0.76

Stocks · Australia

JB Hi-Fi Limited

Donchian breakout · CAGR 15.2% · MDD -36.8% · Sharpe 0.76

Stocks · Australia

Pro Medicus, Ltd.

SMA crossover · CAGR 21.9% · MDD -73.1% · Sharpe 0.73

Stocks · Australia

Eagers Automotive Limited

SMA crossover · CAGR 14.7% · MDD -41.6% · Sharpe 0.72

Stocks · Australia

TPG Telecom Limited

Donchian breakout · CAGR 18.9% · MDD -65.1% · Sharpe 0.70

Stocks · Australia

Cochlear Limited

EMA crossover · CAGR 13.2% · MDD -47.6% · Sharpe 0.68

Stocks · Australia

Reece Limited

SMA crossover · CAGR 12.5% · MDD -38.2% · Sharpe 0.68

Stocks · Australia

IGO Limited

EMA crossover · CAGR 20.9% · MDD -39.1% · Sharpe 0.68

Stocks · Australia

Medibank Private Ltd.

Bollinger breakout · CAGR 5.6% · MDD -9.8% · Sharpe 0.67

Stocks · Australia

Viva Energy Group Ltd.

Bollinger breakout · CAGR 1.9% · MDD -2.8% · Sharpe 0.67

Stocks · Australia

Perseus Mining Limited

SMA crossover · CAGR 22.0% · MDD -66.6% · Sharpe 0.66

Stocks · Australia

Macquarie Group, Ltd.

Donchian breakout · CAGR 11.2% · MDD -32.3% · Sharpe 0.66

Stocks · Australia

West African Resources Ltd

EMA crossover · CAGR 22.0% · MDD -59.7% · Sharpe 0.66

Stocks · Australia

Technology One Limited

EMA crossover · CAGR 15.0% · MDD -42.6% · Sharpe 0.66

Stocks · Australia

Zip Co Ltd.

EMA crossover · CAGR 23.2% · MDD -57.9% · Sharpe 0.65

Stocks · Australia

South32 Ltd.

ROC momentum · CAGR 15.1% · MDD -49.1% · Sharpe 0.65

Stocks · Australia

Genesis Minerals Limited

SMA crossover · CAGR 28.0% · MDD -78.1% · Sharpe 0.65

Stocks · Australia

Goodman Group

SMA crossover · CAGR 12.1% · MDD -44.6% · Sharpe 0.64

Stocks · Australia

Ramsay Health Care Limited

EMA crossover · CAGR 11.6% · MDD -67.3% · Sharpe 0.64

Stocks · Australia

Sandfire Resources Ltd

ADX / DI trend · CAGR 10.3% · MDD -35.9% · Sharpe 0.64

Stocks · Australia

Bellevue Gold Limited

SMA crossover · CAGR 24.1% · MDD -85.4% · Sharpe 0.64

Stocks · Australia

Data#3 Limited.

EMA crossover · CAGR 16.5% · MDD -47.2% · Sharpe 0.63

Stocks · Australia

Capricorn Metals Ltd

ADX / DI trend · CAGR 28.9% · MDD -63.4% · Sharpe 0.63

Stocks · Australia

Northern Star Resources Ltd

SMA crossover · CAGR 22.0% · MDD -60.7% · Sharpe 0.63

Stocks · Australia

ALS Ltd.

ADX / DI trend · CAGR 5.1% · MDD -24.3% · Sharpe 0.62

Stocks · Australia

Monadelphous Group Limited

SMA crossover · CAGR 13.2% · MDD -58.5% · Sharpe 0.62

Stocks · Australia

Ramelius Resources Limited

SMA crossover · CAGR 24.3% · MDD -60.9% · Sharpe 0.61

Stocks · Australia

Seek Limited

ROC momentum · CAGR 11.3% · MDD -34.3% · Sharpe 0.61

ETFs · Australia

Vanguard MSCI Index International Shares (Hedged) ETF

ROC momentum · CAGR 8.4% · MDD -26.2% · Sharpe 0.60

Stocks · Australia

AUB Group Limited

SMA crossover · CAGR 10.6% · MDD -34.3% · Sharpe 0.60

Stocks · Australia

Liontown Limited

Parabolic SAR · CAGR 20.2% · MDD -89.8% · Sharpe 0.59

Stocks · Australia

Worley Limited

Donchian breakout · CAGR 10.7% · MDD -43.6% · Sharpe 0.59

Stocks · Australia

Wesfarmers Limited

ADX / DI trend · CAGR 6.5% · MDD -23.3% · Sharpe 0.58

Stocks · Australia

Qantas Airways Limited

ADX / DI trend · CAGR 5.8% · MDD -14.3% · Sharpe 0.58

Stocks · Australia

PDI Gold Limited

EMA crossover · CAGR 19.4% · MDD -65.2% · Sharpe 0.57

ETFs · Australia

PM Capital Global Opportunities Fund Ltd.

SMA crossover · CAGR 8.6% · MDD -19.9% · Sharpe 0.57

Stocks · Australia

Dyno Nobel Limited

Donchian breakout · CAGR 10.9% · MDD -48.3% · Sharpe 0.57

Stocks · Australia

Paladin Energy Ltd

EMA crossover · CAGR 18.9% · MDD -84.9% · Sharpe 0.56

Stocks · Australia

New Hope Corporation Limited

ADX / DI trend · CAGR 7.7% · MDD -24.3% · Sharpe 0.56

ETFs · Australia

BetaShares Australia 200 ETF

ROC momentum · CAGR 6.9% · MDD -17.8% · Sharpe 0.56

Stocks · Australia

Coles Group Ltd.

Donchian breakout · CAGR 9.1% · MDD -20.9% · Sharpe 0.56

Stocks · Australia

EQ Resources Limited

SMA crossover · CAGR 15.8% · MDD -81.2% · Sharpe 0.55

Stocks · Australia

Nextdc Limited

SMA crossover · CAGR 11.9% · MDD -41.4% · Sharpe 0.55

ETFs · Australia

VanEck Gold Miners ETF

SMA crossover · CAGR 11.9% · MDD -39.9% · Sharpe 0.54

Stocks · Australia

Breville Group Limited

SMA crossover · CAGR 11.9% · MDD -41.7% · Sharpe 0.54

Stocks · Australia

ASX Limited

Keltner breakout · CAGR 5.8% · MDD -24.7% · Sharpe 0.54

Stocks · Australia

Washington H. Soul Pattinson and Company Limited

ROC momentum · CAGR 9.4% · MDD -41.6% · Sharpe 0.54

ETFs · Australia

iShares S&P 500 AUD Hedged ETF

SMA crossover · CAGR 6.6% · MDD -27.9% · Sharpe 0.54

Stocks · Australia

Fortescue Ltd

SMA crossover · CAGR 18.4% · MDD -82.1% · Sharpe 0.53

Stocks · Australia

Westgold Resources Ltd

SMA crossover · CAGR 14.0% · MDD -58.8% · Sharpe 0.53

Stocks · Australia

Woolworths Group Ltd

SMA crossover · CAGR 7.3% · MDD -33.0% · Sharpe 0.53

Stocks · Australia

Commonwealth Bank of Australia

Donchian breakout · CAGR 7.0% · MDD -31.5% · Sharpe 0.52

Stocks · Australia

CAR Group Limited

Donchian breakout · CAGR 10.1% · MDD -39.4% · Sharpe 0.52

Stocks · Australia

Steadfast Group Limited

ROC momentum · CAGR 10.6% · MDD -48.9% · Sharpe 0.50

ETFs · Australia

Global X Physical Silver

Supertrend · CAGR 8.9% · MDD -39.2% · Sharpe 0.50

Stocks · Australia

Treasury Wine Estates Limited

SMA crossover · CAGR 8.6% · MDD -37.1% · Sharpe 0.50

Stocks · Australia

Bluescope Steel Limited

SMA crossover · CAGR 10.0% · MDD -60.4% · Sharpe 0.49

Stocks · Australia

Sigma Healthcare Ltd

Bollinger breakout · CAGR 5.9% · MDD -27.0% · Sharpe 0.49

Stocks · Australia

Transurban Group Ltd.

ADX / DI trend · CAGR 3.2% · MDD -8.4% · Sharpe 0.49

Stocks · Australia

QBE Insurance Group Limited

Donchian breakout · CAGR 9.5% · MDD -63.1% · Sharpe 0.48

Stocks · Australia

Regis Resources Limited

SMA crossover · CAGR 16.0% · MDD -83.8% · Sharpe 0.48

Stocks · Australia

Challenger Limited

EMA crossover · CAGR 9.9% · MDD -77.7% · Sharpe 0.48

Stocks · Australia

Woodside Energy Group Ltd

ADX / DI trend · CAGR 4.7% · MDD -26.1% · Sharpe 0.47

Stocks · Australia

Evolution Mining Limited

SMA crossover · CAGR 11.9% · MDD -67.9% · Sharpe 0.47

Stocks · Australia

SGH Limited

Donchian breakout · CAGR 9.0% · MDD -53.0% · Sharpe 0.46

Stocks · Australia

Suncorp Group Limited

SMA crossover · CAGR 6.9% · MDD -35.5% · Sharpe 0.46

Stocks · Australia

BHP Group Ltd

ROC momentum · CAGR 9.3% · MDD -69.3% · Sharpe 0.46

ETFs · Australia

Gryphon Capital Income Trust

ROC momentum · CAGR 0.6% · MDD -1.1% · Sharpe 0.45

Stocks · Australia

Origin Energy Limited

SMA crossover · CAGR 7.8% · MDD -46.7% · Sharpe 0.44

Stocks · Australia

Metcash Limited

Donchian breakout · CAGR 7.4% · MDD -45.4% · Sharpe 0.44

Stocks · Australia

Ampol Limited

Donchian breakout · CAGR 6.8% · MDD -61.4% · Sharpe 0.44

Stocks · Australia

Atlas Arteria

Donchian breakout · CAGR 7.6% · MDD -39.2% · Sharpe 0.44

Stocks · Australia

Insurance Australia Group Ltd

EMA crossover · CAGR 6.0% · MDD -34.9% · Sharpe 0.44

Stocks · Australia

Macmahon Holdings Limited

Keltner breakout · CAGR 8.6% · MDD -56.1% · Sharpe 0.44

Stocks · Australia

Sonic Healthcare Limited

SMA crossover · CAGR 10.8% · MDD -54.2% · Sharpe 0.43

Stocks · Australia

Yancoal Australia Ltd.

Keltner breakout · CAGR 9.6% · MDD -49.6% · Sharpe 0.43

Stocks · Australia

Brambles Limited

EMA crossover · CAGR 5.9% · MDD -48.9% · Sharpe 0.43

Stocks · Australia

ANZ Group Holdings Limited

Donchian breakout · CAGR 7.3% · MDD -48.6% · Sharpe 0.43

Stocks · Australia

Telstra Group Limited

Bollinger breakout · CAGR 2.4% · MDD -10.8% · Sharpe 0.43

Stocks · Australia

Reliance Worldwide Corp. Ltd.

ROC momentum · CAGR 7.7% · MDD -39.0% · Sharpe 0.42

ETFs · Australia

Vanguard Australian Property Securities Index ETF

ROC momentum · CAGR 5.8% · MDD -30.7% · Sharpe 0.41

Stocks · Australia

Sims Ltd.

EMA crossover · CAGR 7.1% · MDD -62.9% · Sharpe 0.40

ETFs · Australia

Vanguard Australian Shares High Yield ETF

ROC momentum · CAGR 4.2% · MDD -26.4% · Sharpe 0.40

ETFs · Australia

iShares MSCI Emerging Markets ETF CDI

EMA crossover · CAGR 4.3% · MDD -23.2% · Sharpe 0.40

Stocks · Australia

National Australia Bank Limited

ADX / DI trend · CAGR 3.2% · MDD -25.7% · Sharpe 0.39

Stocks · Australia

Alkane Resources Ltd

EMA crossover · CAGR 8.2% · MDD -80.3% · Sharpe 0.38

Stocks · Australia

Vault Minerals Limited

SMA crossover · CAGR 6.4% · MDD -84.0% · Sharpe 0.38

ETFs · Australia

Argo Investments Limited

EMA crossover · CAGR 3.3% · MDD -25.8% · Sharpe 0.36

Stocks · Australia

Bendigo & Adelaide Bank Ltd.

ADX / DI trend · CAGR 2.4% · MDD -16.2% · Sharpe 0.36

Stocks · Australia

Downer EDI Limited

Donchian breakout · CAGR 7.3% · MDD -84.9% · Sharpe 0.36

Stocks · Australia

Cleanaway Waste Management Ltd.

SMA crossover · CAGR 5.6% · MDD -53.8% · Sharpe 0.35

ETFs · Australia

iShares Core S&P/ASX 200 ETF

Donchian breakout · CAGR 3.6% · MDD -30.6% · Sharpe 0.33

ETFs · Australia

iShares S&P 500 ETF CDI

ADX / DI trend · CAGR 2.4% · MDD -25.3% · Sharpe 0.33

Stocks · Australia

Scentre Group

ROC momentum · CAGR 5.0% · MDD -47.3% · Sharpe 0.33

ETFs · Australia

VanEck FTSE Global Infrastructure (Hedged) ETF

Donchian breakout · CAGR 2.2% · MDD -15.7% · Sharpe 0.32

Stocks · Australia

Aurizon Holdings Ltd.

ADX / DI trend · CAGR 0.7% · MDD -3.8% · Sharpe 0.32

Stocks · Australia

Bank of Queensland Limited

SMA crossover · CAGR 3.9% · MDD -42.3% · Sharpe 0.32

ETFs · Australia

BetaShares Crude Oil Index ETF-Currency Hedged (Synthetic)

Donchian breakout · CAGR 4.5% · MDD -26.2% · Sharpe 0.31

ETFs · Australia

Vanguard Australian Shares Index ETF

ROC momentum · CAGR 3.3% · MDD -31.2% · Sharpe 0.31

Stocks · Australia

APA Group

ROC momentum · CAGR 4.7% · MDD -57.4% · Sharpe 0.31

Stocks · Australia

Orica Limited

Supertrend · CAGR 4.1% · MDD -52.7% · Sharpe 0.31

Stocks · Australia

Westpac Banking Corporation

SMA crossover · CAGR 3.6% · MDD -41.7% · Sharpe 0.30

Stocks · Australia

Emerald Resources NL

Donchian breakout · CAGR 6.9% · MDD -96.8% · Sharpe 0.29

Stocks · Australia

Santos Limited

ROC momentum · CAGR 4.4% · MDD -79.9% · Sharpe 0.29

Stocks · Australia

AGL Energy Limited

ADX / DI trend · CAGR 0.9% · MDD -9.2% · Sharpe 0.29

ETFs · Australia

Australian Foundation Investment Co. Ltd.

SMA crossover · CAGR 2.6% · MDD -39.4% · Sharpe 0.28

Stocks · Australia

Region Group

ROC momentum · CAGR 3.7% · MDD -37.8% · Sharpe 0.28

Stocks · Australia

Vicinity Centres

Donchian breakout · CAGR 3.7% · MDD -44.9% · Sharpe 0.27

Stocks · Australia

Iluka Resources Limited

SMA crossover · CAGR 3.7% · MDD -68.4% · Sharpe 0.27

Stocks · Australia

Ansell Limited

EMA crossover · CAGR 2.7% · MDD -56.9% · Sharpe 0.24

Stocks · Australia

Stockland

ROC momentum · CAGR 2.7% · MDD -68.8% · Sharpe 0.23

Stocks · Australia

Mirvac Group

ROC momentum · CAGR 2.6% · MDD -46.1% · Sharpe 0.23

ETFs · Australia

VanEck Australian Subordinated Debt ETF

Donchian breakout · CAGR 0.5% · MDD -2.9% · Sharpe 0.22

Stocks · Australia

Deterra Royalties Ltd

ADX / DI trend · CAGR 1.0% · MDD -9.0% · Sharpe 0.22

ETFs · Australia

Vanguard Global Aggregate Bond Index Fund (Hedged)

ADX / DI trend · CAGR 0.1% · MDD -1.7% · Sharpe 0.21

Stocks · Australia

Lendlease Group

SMA crossover · CAGR 1.7% · MDD -78.1% · Sharpe 0.18

Stocks · Australia

Endeavour Group Ltd

Bollinger breakout · CAGR 0.8% · MDD -6.8% · Sharpe 0.18

ETFs · Australia

WAM Capital Ltd.

Keltner breakout · CAGR 0.6% · MDD -10.9% · Sharpe 0.17

ETFs · Australia

BetaShares Australian Bank Senior Floating Rate Bond ETF

ROC momentum · CAGR 0.3% · MDD -3.9% · Sharpe 0.17

ETFs · Australia

Metrics Master Income Trust

Supertrend · CAGR 1.1% · MDD -7.5% · Sharpe 0.16

ETFs · Australia

WAM Leaders Limited

Donchian breakout · CAGR 1.0% · MDD -22.8% · Sharpe 0.16

Stocks · Australia

Dexus

ADX / DI trend · CAGR 0.5% · MDD -10.7% · Sharpe 0.16

ETFs · Australia

State Street SPDR S&P ASX 200 ETF

SMA crossover · CAGR 1.0% · MDD -28.4% · Sharpe 0.14

Stocks · Australia

GPT Group

SMA crossover · CAGR 0.8% · MDD -32.8% · Sharpe 0.13

ETFs · Australia

iShares Core Composite Bond ETF

ADX / DI trend · CAGR 0.2% · MDD -4.7% · Sharpe 0.12

ETFs · Australia

Betashares Australian Credit Income Active ETF Units Managed Fund

ROC momentum · CAGR 0.3% · MDD -6.6% · Sharpe 0.10

Stocks · Australia

AMP Limited

SMA crossover · CAGR -0.7% · MDD -68.8% · Sharpe 0.07

ETFs · Australia

Betashares Australian Government Bond ETF Exchange Traded Fund Units

ADX / DI trend · CAGR 0.0% · MDD -0.6% · Sharpe 0.06

ETFs · Australia

BetaShares Australian High Interest Cash ETF Units

ROC momentum · CAGR 0.0% · MDD 0.0% · Sharpe 0.00

ETFs · Australia

VanEck Australian Floating Rate ETF

ROC momentum · CAGR -0.3% · MDD -4.6% · Sharpe -0.16

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