SleepWell Trade

SleepWell Trade · Asset reports · China

458 China backtest reports (1/2)

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

Snapshot 2026-08
ETFs · China

HFT CSI Short Term Note 50 Exchange Traded Fund Units

Donchian breakout · CAGR 1.7% · MDD -2.1% · Sharpe 2.69

Stocks · China

Hangzhou Lion Electronics Co., Ltd. Class A

ROC momentum · CAGR 58.7% · MDD -26.6% · Sharpe 1.84

Stocks · China

Rockchip Electronics Co., Ltd. Class A

ROC momentum · CAGR 29.9% · MDD -8.8% · Sharpe 1.59

Stocks · China

Kuang-Chi Technologies Co., Ltd. Class A

ADX / DI trend · CAGR 29.1% · MDD -30.6% · Sharpe 1.45

Stocks · China

Jiangsu Boqian New Materials Stock Co. Ltd. Class A

Parabolic SAR · CAGR 63.6% · MDD -38.7% · Sharpe 1.37

Stocks · China

Sharetronic Data Technology Co. Ltd. Class A

Parabolic SAR · CAGR 71.1% · MDD -40.5% · Sharpe 1.36

Stocks · China

Optowide Technologies Co., Ltd. Class A

Parabolic SAR · CAGR 82.0% · MDD -48.1% · Sharpe 1.35

Stocks · China

Grace Fabric Technology Co., Ltd. Class A

Donchian breakout · CAGR 38.7% · MDD -29.4% · Sharpe 1.31

Stocks · China

Hebei Sinopack Electronic Technology Co. Ltd. Class A

Parabolic SAR · CAGR 57.5% · MDD -36.7% · Sharpe 1.30

Stocks · China

Ningbo Deye Technology Co., Ltd. Class A

ADX / DI trend · CAGR 60.8% · MDD -32.1% · Sharpe 1.29

Stocks · China

Hangzhou Changchuan Technology Co. Ltd. Class A

Parabolic SAR · CAGR 59.6% · MDD -40.2% · Sharpe 1.27

Stocks · China

Guangdong Shenling Environmental Systems Co., Ltd. Class A

MACD · CAGR 69.4% · MDD -36.0% · Sharpe 1.27

Stocks · China

Giga Device Semiconductor Inc. Class A

Parabolic SAR · CAGR 51.7% · MDD -47.9% · Sharpe 1.22

Stocks · China

Zhejiang Century Huatong Group Co., Ltd. Class A

Bollinger breakout · CAGR 26.9% · MDD -27.0% · Sharpe 1.22

Stocks · China

Eoptolink Technology Inc., Ltd. Class A

Parabolic SAR · CAGR 57.8% · MDD -57.0% · Sharpe 1.22

Stocks · China

Suzhou Maxwell Technologies Co., Ltd. Class A

Parabolic SAR · CAGR 55.5% · MDD -50.0% · Sharpe 1.19

Stocks · China

Puya Semiconductor (Shanghai) Co. Ltd. Class A

MACD · CAGR 61.5% · MDD -35.5% · Sharpe 1.19

Stocks · China

Shengyi Electronics Co., Ltd. Class A

Parabolic SAR · CAGR 56.8% · MDD -47.4% · Sharpe 1.18

ETFs · China

Fullgoal SSE ETF Fund

ROC momentum · CAGR -2.4% · MDD -87.7% · Sharpe 1.17

Stocks · China

Leader Harmonious Drive Systems Co., Ltd. Class A

Bollinger breakout · CAGR 56.6% · MDD -30.0% · Sharpe 1.17

Stocks · China

Cambricon Technologies Corp. Ltd. Class A

ADX / DI trend · CAGR 47.5% · MDD -35.0% · Sharpe 1.16

Stocks · China

Zhejiang Huayou Cobalt Co., Ltd. Class A

Supertrend · CAGR 51.6% · MDD -47.5% · Sharpe 1.15

Stocks · China

Guangdong Kingshine Electronic Technology Co., Ltd. Class A

ADX / DI trend · CAGR 42.7% · MDD -43.7% · Sharpe 1.15

Stocks · China

Zhongji Innolight Co., Ltd. Class A

Keltner breakout · CAGR 34.5% · MDD -38.2% · Sharpe 1.15

Stocks · China

Zhejiang Wazam New Material Co., Ltd. Class A

Parabolic SAR · CAGR 48.5% · MDD -57.1% · Sharpe 1.14

Stocks · China

Dongguan Dingtong Precision Metal Co. Ltd. Class A

SMA crossover · CAGR 60.3% · MDD -50.2% · Sharpe 1.14

Stocks · China

Optics Technology Holding Co., Ltd Class A

Parabolic SAR · CAGR 49.5% · MDD -65.7% · Sharpe 1.10

Stocks · China

Giant Network Group Co. Ltd. Class A

Keltner breakout · CAGR 24.0% · MDD -35.3% · Sharpe 1.09

Stocks · China

Contemporary Amperex Technology Co., Limited Class A

MACD · CAGR 34.5% · MDD -46.6% · Sharpe 1.09

Stocks · China

EverProX Technologies Co., Ltd. Class A

Parabolic SAR · CAGR 48.8% · MDD -73.4% · Sharpe 1.09

Stocks · China

Robotechnik Intelligent Technology Co., Ltd. Class A

MACD · CAGR 50.9% · MDD -43.9% · Sharpe 1.09

Stocks · China

Wuxi Lead Intelligent Equipment Co. Ltd. Class A

Parabolic SAR · CAGR 40.6% · MDD -61.7% · Sharpe 1.08

Stocks · China

Jiangsu Sidike New Materials Science & Technology Co., Ltd. Class A

Parabolic SAR · CAGR 47.7% · MDD -51.7% · Sharpe 1.07

Stocks · China

Jiangsu Lettall Electronic Co., Ltd. Class A

ADX / DI trend · CAGR 27.3% · MDD -32.9% · Sharpe 1.06

Stocks · China

Yunnan Energy New Material (Group) Co., Ltd. Class A

Keltner breakout · CAGR 32.2% · MDD -30.9% · Sharpe 1.06

Stocks · China

Canmax Technologies Co., Ltd. Class A

Keltner breakout · CAGR 38.8% · MDD -52.3% · Sharpe 1.06

Stocks · China

Nanya New Material Technology Co., Ltd. Class A

Parabolic SAR · CAGR 47.3% · MDD -37.6% · Sharpe 1.06

Stocks · China

Henan Shijia Photons Technology Co., Ltd. Class A

ROC momentum · CAGR 51.6% · MDD -58.7% · Sharpe 1.05

Stocks · China

Circuit Fabology Microelectronics Equipment Co.,Ltd. Class A

MACD · CAGR 47.0% · MDD -32.4% · Sharpe 1.04

Stocks · China

Guangdong Songfa Ceramics Co., Ltd. Class A

ADX / DI trend · CAGR 20.0% · MDD -25.2% · Sharpe 1.04

Stocks · China

Eastroc Beverage (Group) Co. Ltd. Class A

Parabolic SAR · CAGR 29.9% · MDD -38.2% · Sharpe 1.04

Stocks · China

BAIC BluePark New Energy Technology Co., Ltd. Class A

Keltner breakout · CAGR 6.4% · MDD -11.1% · Sharpe 1.03

Stocks · China

Sungrow Power Supply Co., Ltd. Class A

Keltner breakout · CAGR 32.4% · MDD -44.3% · Sharpe 1.03

Stocks · China

Advanced Micro-Fabrication Equipment Inc. China Class A

MACD · CAGR 42.1% · MDD -48.2% · Sharpe 1.03

Stocks · China

Yangtze Optical Fibre & Cable Joint Stock Ltd. Co. Class A

EMA crossover · CAGR 38.6% · MDD -54.8% · Sharpe 1.03

Stocks · China

Wuhan DR Laser Technology Corp. Ltd. Class A

MACD · CAGR 41.3% · MDD -39.7% · Sharpe 1.03

Stocks · China

Shenzhen Jpt Opto-Electronics Co. Ltd. Class A

Bollinger breakout · CAGR 44.0% · MDD -38.7% · Sharpe 1.03

Stocks · China

Seres Group Co. Ltd. Class A

ROC momentum · CAGR 27.3% · MDD -36.8% · Sharpe 1.02

Stocks · China

Chifeng Jilong Gold Mining Group Limited Class A

Bollinger breakout · CAGR 11.7% · MDD -23.5% · Sharpe 1.01

Stocks · China

Guangzhou Tinci Materials Technology Co., Ltd

Bollinger breakout · CAGR 35.8% · MDD -51.2% · Sharpe 1.01

Stocks · China

Kweichow Moutai Co., Ltd. Class A

ROC momentum · CAGR 23.3% · MDD -36.4% · Sharpe 1.00

Stocks · China

Zhuhai Bojay Electronics Co., Ltd. Class A

Parabolic SAR · CAGR 40.2% · MDD -47.5% · Sharpe 1.00

Stocks · China

Raytron Technology Co., Ltd. Class A

Donchian breakout · CAGR 40.4% · MDD -52.2% · Sharpe 1.00

Stocks · China

Hunan Goke Microelectronics Co., Ltd. Class A

ROC momentum · CAGR 27.1% · MDD -23.0% · Sharpe 1.00

Stocks · China

Shennan Circuit Co., Ltd. Class A

Supertrend · CAGR 39.8% · MDD -48.9% · Sharpe 0.99

Stocks · China

WuXi AppTec Co., Ltd. Class A

EMA crossover · CAGR 30.5% · MDD -45.1% · Sharpe 0.99

Stocks · China

LONGi Green Energy Technology Co., Ltd. Class A

Bollinger breakout · CAGR 30.6% · MDD -37.6% · Sharpe 0.99

Stocks · China

Shannon Semiconductor Technology Co., Ltd. Class A

Parabolic SAR · CAGR 39.9% · MDD -67.2% · Sharpe 0.98

Stocks · China

Maxscend Microelectronics Company Limited Class A

Supertrend · CAGR 40.2% · MDD -56.8% · Sharpe 0.98

Stocks · China

360 Security Technology, Inc. Class A

Keltner breakout · CAGR 18.5% · MDD -27.9% · Sharpe 0.98

Stocks · China

CIG Shanghai Co., Ltd. Class A

ADX / DI trend · CAGR 23.9% · MDD -26.0% · Sharpe 0.97

ETFs · China

E Fund CSI Hong Kong Securities Investment Theme Exchange Traded Fund Units

Keltner breakout · CAGR 12.5% · MDD -12.4% · Sharpe 0.97

Stocks · China

Dawning Information Industry Co., Ltd. Class A

Supertrend · CAGR 36.1% · MDD -47.6% · Sharpe 0.97

Stocks · China

Joinn Laboratories (China) Co., Ltd. Class A

Supertrend · CAGR 34.6% · MDD -69.5% · Sharpe 0.96

Stocks · China

Jones Tech PLC Class A

Parabolic SAR · CAGR 39.9% · MDD -54.5% · Sharpe 0.96

Stocks · China

KINGSEMI Co., Ltd. Class A

Parabolic SAR · CAGR 43.8% · MDD -59.3% · Sharpe 0.96

Stocks · China

Novoray Corporation Class A

Supertrend · CAGR 41.8% · MDD -44.7% · Sharpe 0.95

Stocks · China

Goldenmax International Group Ltd. Class A

ROC momentum · CAGR 34.8% · MDD -60.6% · Sharpe 0.93

Stocks · China

Shenzhen Envicool Technology Co., Ltd. Class A

Bollinger breakout · CAGR 22.3% · MDD -21.0% · Sharpe 0.93

ETFs · China

GF Nasdaq-100 ETF

SMA crossover · CAGR 16.5% · MDD -31.1% · Sharpe 0.93

Stocks · China

East Money Information Co., Ltd Class A

Bollinger breakout · CAGR 24.1% · MDD -44.4% · Sharpe 0.91

Stocks · China

POCO Holding Co., Ltd. Class A

MACD · CAGR 33.5% · MDD -32.2% · Sharpe 0.91

Stocks · China

Guangzhou Great Power Energy & Technology Co., Ltd. Class A

Supertrend · CAGR 37.2% · MDD -63.8% · Sharpe 0.91

Stocks · China

Shanghai Allist Pharmaceuticals Co. Ltd. Class A

ROC momentum · CAGR 30.4% · MDD -40.3% · Sharpe 0.90

Stocks · China

Foxconn Industrial Internet Co., Ltd. Class A

Supertrend · CAGR 29.8% · MDD -45.0% · Sharpe 0.90

Stocks · China

Beijing Compass Technology Development Co. Ltd. Class A

Supertrend · CAGR 40.0% · MDD -53.8% · Sharpe 0.90

Stocks · China

Unisplendour Co., Ltd. Class A

Keltner breakout · CAGR 8.5% · MDD -12.6% · Sharpe 0.89

Stocks · China

Beijing Huafeng Test & Control Technology Co. Ltd. Class A

SMA crossover · CAGR 33.4% · MDD -41.4% · Sharpe 0.89

Stocks · China

Giantec Semiconductor Corporation Class A

MACD · CAGR 34.1% · MDD -53.6% · Sharpe 0.88

Stocks · China

Dajin Heavy Industry Co., Ltd. Class A

Keltner breakout · CAGR 22.9% · MDD -30.1% · Sharpe 0.87

Stocks · China

Zhejiang Jingsheng Mechanical & Electrical Co., Ltd. Class A

ROC momentum · CAGR 31.5% · MDD -52.9% · Sharpe 0.86

Stocks · China

Yangzhou Yangjie Electronic Technology Co., Ltd. Class A

MACD · CAGR 30.0% · MDD -47.6% · Sharpe 0.86

Stocks · China

Hithink RoyalFlush Information Network Co., Ltd. Class A

Keltner breakout · CAGR 22.8% · MDD -43.8% · Sharpe 0.85

Stocks · China

Suzhou TFC Optical Communication Co., Ltd. Class A

ROC momentum · CAGR 35.4% · MDD -60.1% · Sharpe 0.85

Stocks · China

Anji Microelectronics Technology (Shanghai) Co.Ltd. Class A

MACD · CAGR 31.8% · MDD -62.1% · Sharpe 0.85

Stocks · China

Jiangsu Hengrui Pharmaceuticals Co., Ltd. Class A

SMA crossover · CAGR 22.2% · MDD -41.4% · Sharpe 0.85

Stocks · China

Ganfeng Lithium Group Co., Ltd. Class A

Bollinger breakout · CAGR 23.8% · MDD -32.8% · Sharpe 0.84

Stocks · China

3Peak Incorporated Class A

SMA crossover · CAGR 29.2% · MDD -51.9% · Sharpe 0.83

ETFs · China

HuaAn Gold ETF Fund

SMA crossover · CAGR 9.8% · MDD -24.9% · Sharpe 0.82

Stocks · China

WG Tech (JiangXi) Group Co., LTD. Class A

Parabolic SAR · CAGR 28.2% · MDD -50.3% · Sharpe 0.82

Stocks · China

COSCO SHIPPING Holdings Co., Ltd. Class A

ADX / DI trend · CAGR 18.3% · MDD -38.2% · Sharpe 0.82

Stocks · China

Shandong Gold Mining Co., Ltd. Class A

Parabolic SAR · CAGR 23.6% · MDD -56.0% · Sharpe 0.81

Stocks · China

Sany Heavy Industry Co., Ltd. Class A

ROC momentum · CAGR 22.8% · MDD -57.8% · Sharpe 0.81

Stocks · China

Wanhua Chemical Group Co. Ltd. Class A

Supertrend · CAGR 22.0% · MDD -61.5% · Sharpe 0.81

Stocks · China

Baiyin Nonferrous Group Co Ltd Class A

ROC momentum · CAGR 16.7% · MDD -55.3% · Sharpe 0.81

Stocks · China

Power Construction Corporation of China, Ltd. Class A

Bollinger breakout · CAGR 11.8% · MDD -23.8% · Sharpe 0.80

Stocks · China

Tongding Interconnection Information Co., Ltd. Class A

ROC momentum · CAGR 14.0% · MDD -29.6% · Sharpe 0.80

Stocks · China

VeriSilicon Microelectronics (Shanghai) Co., Ltd. Class A

Parabolic SAR · CAGR 31.2% · MDD -38.5% · Sharpe 0.80

Stocks · China

Zhangzhou Pientzehuang Pharmaceutical Co., Ltd. Class A

SMA crossover · CAGR 22.7% · MDD -54.4% · Sharpe 0.80

Stocks · China

QuantumCTek Co., Ltd. Class A

Supertrend · CAGR 27.5% · MDD -38.7% · Sharpe 0.80

Stocks · China

Shanghai Electric Power Co., Ltd. Class A

Bollinger breakout · CAGR 16.4% · MDD -36.1% · Sharpe 0.79

Stocks · China

S.F. Holding Co., Ltd. Class A

Bollinger breakout · CAGR 8.8% · MDD -17.6% · Sharpe 0.79

Stocks · China

Hubei Feilihua Quartz Glass Co Ltd Class A

Parabolic SAR · CAGR 25.9% · MDD -49.1% · Sharpe 0.79

ETFs · China

Huaan ChiNext 50 ETF Units

Bollinger breakout · CAGR 13.5% · MDD -25.4% · Sharpe 0.79

Stocks · China

Sieyuan Electric Co., Ltd. Class A

Supertrend · CAGR 21.6% · MDD -49.7% · Sharpe 0.78

Stocks · China

Luzhou Laojiao Company Limited Class A

EMA crossover · CAGR 22.6% · MDD -65.3% · Sharpe 0.78

ETFs · China

ChinaAMC CSI 1000 Exchange Traded Fund

Bollinger breakout · CAGR 8.4% · MDD -13.4% · Sharpe 0.78

ETFs · China

China AMC SSE STAR 50 Index ETF

Bollinger breakout · CAGR 15.7% · MDD -19.0% · Sharpe 0.78

Stocks · China

Victory Giant Technology (HuiZhou) Co., Ltd. Class A

Donchian breakout · CAGR 30.4% · MDD -55.6% · Sharpe 0.78

Stocks · China

Advanced Fiber Resources Zhuhai Ltd. Class A

Supertrend · CAGR 30.7% · MDD -59.0% · Sharpe 0.78

Stocks · China

Shandong Sinocera Functional Material Co., Ltd. Class A

SMA crossover · CAGR 26.0% · MDD -52.7% · Sharpe 0.78

Stocks · China

Shanghai Putailai New Energy Technology Co., Ltd. Class A

Keltner breakout · CAGR 16.4% · MDD -28.4% · Sharpe 0.78

Stocks · China

Ingenic Semiconductor Co., Ltd Class A

MACD · CAGR 27.0% · MDD -71.7% · Sharpe 0.77

ETFs · China

E Fund ChiNext ETF

Bollinger breakout · CAGR 13.0% · MDD -25.5% · Sharpe 0.77

ETFs · China

ChinaAMC State Securities Semiconductor Chip Exchange Traded Fund Units

MACD · CAGR 18.1% · MDD -29.4% · Sharpe 0.77

Stocks · China

EVE Energy Co. Ltd. Class A

Keltner breakout · CAGR 22.4% · MDD -45.5% · Sharpe 0.77

Stocks · China

SG Micro Corp. Class A

EMA crossover · CAGR 27.2% · MDD -49.5% · Sharpe 0.77

Stocks · China

Beijing GeoEnviron Engineering & Technology, Inc. Class A

Supertrend · CAGR 19.3% · MDD -50.4% · Sharpe 0.76

Stocks · China

Zhongjin Gold Corp., Ltd. Class A

Donchian breakout · CAGR 19.2% · MDD -43.2% · Sharpe 0.76

Stocks · China

Shanghai RAAS Blood Products Co., Ltd. Class A

ROC momentum · CAGR 15.5% · MDD -34.4% · Sharpe 0.76

Stocks · China

Huafon Chemical Co., Ltd. Class A

Supertrend · CAGR 20.4% · MDD -48.8% · Sharpe 0.76

Stocks · China

Konfoong Materials International Co. Ltd. Class A

Parabolic SAR · CAGR 25.8% · MDD -80.0% · Sharpe 0.76

Stocks · China

Range Intelligent Computing Technology Group Company Limited Class A

Supertrend · CAGR 23.7% · MDD -62.8% · Sharpe 0.76

Stocks · China

Shenzhen Fastprint Circuit Tech Co. Ltd. Class A

MACD · CAGR 22.7% · MDD -46.2% · Sharpe 0.76

Stocks · China

China Telecom Corp. Ltd. Class A

SMA crossover · CAGR 15.2% · MDD -24.9% · Sharpe 0.76

Stocks · China

NAURA Technology Group Co Ltd Class A

MACD · CAGR 22.4% · MDD -51.4% · Sharpe 0.76

ETFs · China

E Fund SSE Science and Technology Innovation Board 50 Exchange Traded Fund

Bollinger breakout · CAGR 14.8% · MDD -18.2% · Sharpe 0.76

Stocks · China

Muyuan Foods Group Co Ltd Class A

Donchian breakout · CAGR 24.4% · MDD -56.0% · Sharpe 0.75

Stocks · China

Jiangsu Hengli Hydraulic Co., Ltd. Class A

SMA crossover · CAGR 21.6% · MDD -59.7% · Sharpe 0.75

Stocks · China

Wus Printed Circuit (Kunshan) Co., Ltd. Class A

Supertrend · CAGR 23.4% · MDD -56.8% · Sharpe 0.75

Stocks · China

OmniVision Integrated Circuits Group, Inc. Class A

SMA crossover · CAGR 22.5% · MDD -45.2% · Sharpe 0.75

Stocks · China

Avary Holding (Shenzhen) Co., Ltd. Class A

Donchian breakout · CAGR 25.6% · MDD -50.2% · Sharpe 0.75

Stocks · China

Quectel Wireless Solutions Co. Ltd. Class A

Parabolic SAR · CAGR 22.4% · MDD -44.8% · Sharpe 0.75

Stocks · China

Hangzhou Tigermed Consulting Co., Ltd. Class A

MACD · CAGR 22.0% · MDD -50.2% · Sharpe 0.75

ETFs · China

Huatai-PB CSOP Hang Seng TECH Index Exchange Traded Fund Units

ROC momentum · CAGR 10.5% · MDD -23.9% · Sharpe 0.74

Stocks · China

Shengyi Technology Co., Ltd. Class A

SMA crossover · CAGR 22.7% · MDD -71.4% · Sharpe 0.74

Stocks · China

Leo Group Co. Ltd. Class A

Donchian breakout · CAGR 21.3% · MDD -60.5% · Sharpe 0.74

Stocks · China

Tianqi Lithium Corp. Class A

Keltner breakout · CAGR 18.6% · MDD -42.8% · Sharpe 0.74

Stocks · China

Air China Limited Class A

ADX / DI trend · CAGR 11.2% · MDD -28.9% · Sharpe 0.74

Stocks · China

Zhejiang Sanhua Intelligent Controls Co., Ltd. Class A

Donchian breakout · CAGR 22.8% · MDD -60.6% · Sharpe 0.74

Stocks · China

Shenzhen Sunway Communication Co., Ltd. Class A

Bollinger breakout · CAGR 13.8% · MDD -24.6% · Sharpe 0.74

Stocks · China

Lens Technology Co. Ltd. Class A

Parabolic SAR · CAGR 22.9% · MDD -52.2% · Sharpe 0.74

Stocks · China

Jiangsu Azure Corporation Class A

SMA crossover · CAGR 23.3% · MDD -67.2% · Sharpe 0.74

Stocks · China

China Southern Airlines Company Limited Class A

ADX / DI trend · CAGR 11.9% · MDD -40.3% · Sharpe 0.74

Stocks · China

Do-Fluoride New Materials Co. Ltd. Class A

Supertrend · CAGR 22.9% · MDD -67.8% · Sharpe 0.74

Stocks · China

Hubei Zhenhua Chemical Co. Ltd. Class A

SMA crossover · CAGR 23.6% · MDD -45.4% · Sharpe 0.73

Stocks · China

Hengtong Optic-Electric Co., Ltd. Class A

Donchian breakout · CAGR 21.6% · MDD -71.2% · Sharpe 0.73

ETFs · China

Guotai CSI All Share Communications ETF

Bollinger breakout · CAGR 7.7% · MDD -11.4% · Sharpe 0.73

Stocks · China

Hengyi Petrochemical Co., Ltd. Class A

SMA crossover · CAGR 19.7% · MDD -65.2% · Sharpe 0.73

Stocks · China

Ningbo Tuopu Group Co., Ltd. Class A

Parabolic SAR · CAGR 21.6% · MDD -51.2% · Sharpe 0.73

Stocks · China

Nantong Jianghai Capacitor Co., Ltd. Class A

MACD · CAGR 20.6% · MDD -55.6% · Sharpe 0.73

Stocks · China

Suzhou Dongshan Precision Manufacturing Co., Ltd Class A

SMA crossover · CAGR 22.1% · MDD -48.2% · Sharpe 0.72

Stocks · China

Goldwind Science & Technology Co. Ltd. Class A

Bollinger breakout · CAGR 17.5% · MDD -39.6% · Sharpe 0.72

Stocks · China

China Railway Group Limited Class A

ADX / DI trend · CAGR 11.2% · MDD -27.5% · Sharpe 0.72

Stocks · China

Sunshine Guojian Pharmaceutical (Shanghai) Co., Ltd. Class A

SMA crossover · CAGR 23.4% · MDD -42.0% · Sharpe 0.72

Stocks · China

Chaozhou Three-Circle (Group) Co., Ltd. Class A

Bollinger breakout · CAGR 14.9% · MDD -25.8% · Sharpe 0.72

Stocks · China

Zhejiang China Commodities City Group Co. Ltd. Class A

SMA crossover · CAGR 19.0% · MDD -59.4% · Sharpe 0.72

Stocks · China

TBEA Co., Ltd. Class A

Supertrend · CAGR 19.1% · MDD -60.0% · Sharpe 0.72

Stocks · China

Wuhan Jingce Electronic Group Co., Ltd. Class A

MACD · CAGR 22.7% · MDD -64.2% · Sharpe 0.72

Stocks · China

China Northern Rare Earth (Group) High-Tech Co., Ltd. Class A

EMA crossover · CAGR 21.2% · MDD -59.6% · Sharpe 0.71

Stocks · China

GoerTek Inc. Class A

Donchian breakout · CAGR 20.8% · MDD -51.8% · Sharpe 0.71

Stocks · China

SDIC Power Holdings Co., Ltd. Class A

ADX / DI trend · CAGR 11.3% · MDD -32.5% · Sharpe 0.71

Stocks · China

Asymchem Laboratories (Tianjin) Co., Ltd. Class A

EMA crossover · CAGR 19.8% · MDD -51.9% · Sharpe 0.71

Stocks · China

Luxshare Precision Industry Co., Ltd. Class A

SMA crossover · CAGR 20.3% · MDD -46.8% · Sharpe 0.71

Stocks · China

CSPC Innovation Pharmaceutical Co., Ltd. Class A

SMA crossover · CAGR 23.2% · MDD -56.1% · Sharpe 0.71

Stocks · China

AVIC Chengdu Aircraft Company Limited Class A

Parabolic SAR · CAGR 21.0% · MDD -46.6% · Sharpe 0.71

Stocks · China

Sichuan EM Technology Co. Ltd. Class A

SMA crossover · CAGR 21.3% · MDD -60.1% · Sharpe 0.71

Stocks · China

Allwinner Technology Co., Ltd. Class A

Parabolic SAR · CAGR 23.7% · MDD -65.3% · Sharpe 0.71

Stocks · China

Weichai Power Co., Ltd. Class A

Donchian breakout · CAGR 16.4% · MDD -40.0% · Sharpe 0.71

Stocks · China

Sai MicroElectronics Inc. Class A

Keltner breakout · CAGR 15.5% · MDD -36.4% · Sharpe 0.71

Stocks · China

Anhui Jianghuai Automobile Group Corp., Ltd. Class A

Supertrend · CAGR 19.8% · MDD -53.1% · Sharpe 0.70

Stocks · China

Foshan Haitian Flavouring and Food Company Ltd. Class A

SMA crossover · CAGR 15.6% · MDD -31.8% · Sharpe 0.70

Stocks · China

National Silicon Industry Group Co. Ltd. Class A

Keltner breakout · CAGR 18.4% · MDD -36.7% · Sharpe 0.70

Stocks · China

Hangzhou Cable Co Ltd Class A

Supertrend · CAGR 21.5% · MDD -84.9% · Sharpe 0.70

Stocks · China

Shenzhen Megmeet Electrical Co., Ltd. Class A

Donchian breakout · CAGR 23.7% · MDD -48.7% · Sharpe 0.70

Stocks · China

CRRC Corporation Limited Class A

Bollinger breakout · CAGR 13.0% · MDD -37.8% · Sharpe 0.70

Stocks · China

Mango Excellent Media Co., Ltd. Class A

Bollinger breakout · CAGR 14.9% · MDD -35.7% · Sharpe 0.70

Stocks · China

Hangzhou Silan Microelectronics Co., Ltd. Class A

Donchian breakout · CAGR 21.3% · MDD -59.7% · Sharpe 0.70

ETFs · China

Huatai-PB CSI Dividend Low Volatility Exchange Traded Fund Units

ROC momentum · CAGR 9.9% · MDD -16.5% · Sharpe 0.69

Stocks · China

Pharmaron Beijing Co., Ltd. Class A

Supertrend · CAGR 21.7% · MDD -49.5% · Sharpe 0.69

Stocks · China

Midea Group Co. Ltd. Class A

SMA crossover · CAGR 14.9% · MDD -37.6% · Sharpe 0.69

Stocks · China

Zangge Mining Company Limited Class A

Bollinger breakout · CAGR 14.0% · MDD -41.0% · Sharpe 0.69

Stocks · China

Shenzhen Kedali Industry Co Ltd Class A

EMA crossover · CAGR 21.1% · MDD -50.2% · Sharpe 0.68

Stocks · China

Zhejiang NHU Co. Ltd. Class A

SMA crossover · CAGR 19.2% · MDD -61.9% · Sharpe 0.68

ETFs · China

China Southern CSI 1000 Exchange Traded Fund

Bollinger breakout · CAGR 6.4% · MDD -12.9% · Sharpe 0.68

Stocks · China

Chongqing Changan Automobile Company Limited Class A

Donchian breakout · CAGR 17.9% · MDD -55.6% · Sharpe 0.68

Stocks · China

Shanghai Fudan Microelectronics Group Co., Ltd. Class A

MACD · CAGR 21.1% · MDD -42.1% · Sharpe 0.68

Stocks · China

Sangfor Technologies, Inc. Class A

EMA crossover · CAGR 20.4% · MDD -47.0% · Sharpe 0.68

Stocks · China

Huaneng Lancang River Hydropower Co Ltd Class A

ROC momentum · CAGR 13.7% · MDD -31.7% · Sharpe 0.68

Stocks · China

Gotion High-tech Co., Ltd Class A

Bollinger breakout · CAGR 14.9% · MDD -46.3% · Sharpe 0.67

Stocks · China

Yunnan Lincang Xinyuan Germanium Industry Co., Ltd. Class A

MACD · CAGR 19.7% · MDD -53.1% · Sharpe 0.67

Stocks · China

Han's Laser Technology Industry Group Co., Ltd. Class A

SMA crossover · CAGR 19.5% · MDD -73.1% · Sharpe 0.67

ETFs · China

ChinaAMC Hang Seng TECH Index ETEF

ROC momentum · CAGR 9.4% · MDD -24.1% · Sharpe 0.67

ETFs · China

Hwabao WP CSI Medical Exchange Traded Fund Units

Bollinger breakout · CAGR 10.7% · MDD -34.1% · Sharpe 0.67

Stocks · China

Ningbo Orient Wires & Cables Co Ltd Class A

SMA crossover · CAGR 18.3% · MDD -43.8% · Sharpe 0.67

Stocks · China

Lingyi iTech (Guangdong) Company Class A

Keltner breakout · CAGR 13.4% · MDD -36.8% · Sharpe 0.67

Stocks · China

Anhui Conch Cement Company Limited Class A

SMA crossover · CAGR 15.8% · MDD -52.9% · Sharpe 0.67

Stocks · China

TongFu Microelectronics Co., Ltd. Class A

Donchian breakout · CAGR 20.6% · MDD -73.8% · Sharpe 0.66

Stocks · China

Satellite Chemical Co. Ltd. Class A

Supertrend · CAGR 18.1% · MDD -49.3% · Sharpe 0.66

ETFs · China

Bosera Hang Seng Healthcare Exchange Traded Fund

ADX / DI trend · CAGR 4.6% · MDD -7.6% · Sharpe 0.66

Stocks · China

Jiangsu Nata Opto-electronic Material Co., Ltd. Class A

Supertrend · CAGR 19.5% · MDD -39.6% · Sharpe 0.66

Stocks · China

Guangdong Fenghua Advanced Technology (Holding) Co., Ltd. Class A

Keltner breakout · CAGR 14.9% · MDD -65.7% · Sharpe 0.66

Stocks · China

AVIC Shenyang Aircraft Co., Ltd. Class A

Keltner breakout · CAGR 7.6% · MDD -34.8% · Sharpe 0.66

Stocks · China

Qilu Bank Co Ltd Class A

SMA crossover · CAGR 9.8% · MDD -20.7% · Sharpe 0.66

Stocks · China

Shenzhen Mindray Bio-Medical Electronics Co., Ltd. Class A

ADX / DI trend · CAGR 6.4% · MDD -12.2% · Sharpe 0.66

Stocks · China

JCET Group Co., Ltd. Class A

Donchian breakout · CAGR 19.5% · MDD -69.7% · Sharpe 0.66

Stocks · China

Zoomlion Heavy Industry Science & Technology Co. Ltd. Class A

Bollinger breakout · CAGR 13.2% · MDD -42.2% · Sharpe 0.66

Stocks · China

SUPCON Technology Co., Ltd. Class A

Keltner breakout · CAGR 9.0% · MDD -20.4% · Sharpe 0.66

Stocks · China

Aluminum Corporation of China Limited Class A

Keltner breakout · CAGR 15.6% · MDD -61.6% · Sharpe 0.66

Stocks · China

Montage Technology Co., Ltd. Class A

Parabolic SAR · CAGR 19.7% · MDD -51.0% · Sharpe 0.66

Stocks · China

Jiang Su Etern Co.Ltd Class A

Donchian breakout · CAGR 18.0% · MDD -67.4% · Sharpe 0.66

Stocks · China

Xi'an Bright Laser Technologies Co. Ltd. Class A

EMA crossover · CAGR 22.0% · MDD -53.1% · Sharpe 0.66

Stocks · China

Gan & Lee Pharmaceuticals Co., Ltd. Class A

Parabolic SAR · CAGR 16.4% · MDD -45.4% · Sharpe 0.66

Stocks · China

Ping An Bank Co. Ltd. Class A

EMA crossover · CAGR 15.6% · MDD -54.0% · Sharpe 0.65

Stocks · China

Xiamen Tungsten Co. Ltd. Class A

Bollinger breakout · CAGR 16.7% · MDD -46.2% · Sharpe 0.65

Stocks · China

CITIC Securities Co. Ltd. Class A

Bollinger breakout · CAGR 13.3% · MDD -52.4% · Sharpe 0.65

Stocks · China

Inner Mongolia Baotou Steel Union Co. Ltd. Class A

ADX / DI trend · CAGR 13.2% · MDD -38.8% · Sharpe 0.65

Stocks · China

China Spacesat Co., Ltd. Class A

Donchian breakout · CAGR 17.7% · MDD -66.5% · Sharpe 0.65

Stocks · China

T&S Communications Co., Ltd. Class A

Supertrend · CAGR 20.7% · MDD -53.2% · Sharpe 0.65

Stocks · China

Shenzhen Transsion Holdings Co., Ltd. Class A

ROC momentum · CAGR 18.6% · MDD -44.6% · Sharpe 0.64

Stocks · China

Fuyao Glass Industry Group Co., Ltd. Class A

ADX / DI trend · CAGR 16.3% · MDD -63.8% · Sharpe 0.64

Stocks · China

CMOC Group Limited Class A

ROC momentum · CAGR 17.7% · MDD -52.1% · Sharpe 0.64

Stocks · China

BlueFocus Intelligent Communications Group Co., Ltd. Class A

Bollinger breakout · CAGR 13.7% · MDD -51.0% · Sharpe 0.64

Stocks · China

Beijing Kingsoft Office Software. Inc. Class A

Supertrend · CAGR 20.2% · MDD -50.5% · Sharpe 0.64

Stocks · China

Jiangsu Yoke Technology Co., Ltd. Class A

Supertrend · CAGR 16.6% · MDD -62.9% · Sharpe 0.64

Stocks · China

China Jushi Co., Ltd. Class A

ROC momentum · CAGR 17.7% · MDD -66.7% · Sharpe 0.63

Stocks · China

China CSSC Holdings Limited Class A

Bollinger breakout · CAGR 13.2% · MDD -51.2% · Sharpe 0.63

Stocks · China

Jiangxi Copper Company Limited Class A

Donchian breakout · CAGR 18.0% · MDD -58.4% · Sharpe 0.63

Stocks · China

Shanxi Xinghuacun Fen Wine Factory Co. Ltd. Class A

SMA crossover · CAGR 17.8% · MDD -71.7% · Sharpe 0.63

Stocks · China

China Rare Earth Resources And Technology Co., Ltd. Class A

ROC momentum · CAGR 17.6% · MDD -56.9% · Sharpe 0.63

Stocks · China

Hangzhou Hikvision Digital Technology Co., Ltd Class A

Supertrend · CAGR 14.1% · MDD -48.0% · Sharpe 0.63

Stocks · China

APT Medical Inc. Class A

Donchian breakout · CAGR 17.3% · MDD -31.2% · Sharpe 0.63

Stocks · China

Haisco Pharmaceutical Group Co. Ltd. Class A

SMA crossover · CAGR 16.3% · MDD -49.0% · Sharpe 0.63

Stocks · China

GF Securities Co., Ltd. Class A

Bollinger breakout · CAGR 9.5% · MDD -32.3% · Sharpe 0.63

Stocks · China

Shandong Hualu-Hengsheng Chemical Co., Ltd. Class A

SMA crossover · CAGR 16.3% · MDD -62.1% · Sharpe 0.63

Stocks · China

Shenzhen Inovance Technology Co., Ltd Class A

SMA crossover · CAGR 16.1% · MDD -54.9% · Sharpe 0.63

Stocks · China

Aier Eye Hospital Group Co., Ltd. Class A

SMA crossover · CAGR 15.6% · MDD -45.5% · Sharpe 0.62

Stocks · China

Anker Innovations Technology Co., Ltd. Class A

Supertrend · CAGR 16.2% · MDD -45.0% · Sharpe 0.62

Stocks · China

Founder Technology Group Co. Ltd. Class A

Keltner breakout · CAGR 18.2% · MDD -61.9% · Sharpe 0.62

Stocks · China

Kunshan Kinglai Hygienic Materials Co., Ltd. Class A

Supertrend · CAGR 19.2% · MDD -47.6% · Sharpe 0.62

Stocks · China

iflytek Co., Ltd. Class A

Donchian breakout · CAGR 15.5% · MDD -47.8% · Sharpe 0.62

ETFs · China

CCB Yisheng Zhengshang Energy & Chemical ETF

SMA crossover · CAGR 10.6% · MDD -42.1% · Sharpe 0.62

Stocks · China

Xingyun Technology Co., Ltd. Class A

ADX / DI trend · CAGR 15.1% · MDD -53.2% · Sharpe 0.62

Stocks · China

Wuliangye Yibin Co., Ltd. Class A

SMA crossover · CAGR 13.9% · MDD -53.4% · Sharpe 0.62

Stocks · China

BYD Company Limited Class A

Donchian breakout · CAGR 16.1% · MDD -56.1% · Sharpe 0.62

Stocks · China

TCL Zhonghuan Renewable Energy Technology Co., Ltd. Class A

Supertrend · CAGR 16.0% · MDD -67.1% · Sharpe 0.61

Stocks · China

Sinomine Resource Group Co., Ltd. Class A

Supertrend · CAGR 17.7% · MDD -54.0% · Sharpe 0.61

Stocks · China

Anhui Gujing Distillery Co., Ltd. Class A

EMA crossover · CAGR 15.5% · MDD -55.0% · Sharpe 0.61

Stocks · China

Suzhou Zelgen Biopharmaceuticals Co. Ltd. Class A

Supertrend · CAGR 17.1% · MDD -54.7% · Sharpe 0.61

Stocks · China

China Vanke Co., Ltd Class A

ADX / DI trend · CAGR 13.2% · MDD -48.7% · Sharpe 0.61

Stocks · China

Beijing Roborock Technology Co. Ltd. Class A

MACD · CAGR 16.8% · MDD -37.9% · Sharpe 0.61

Stocks · China

Henan Shenhuo Coal Industary and Electricity Power Corporation Limited Class A

Supertrend · CAGR 16.6% · MDD -63.6% · Sharpe 0.61

Stocks · China

Yantai Jereh Oilfield Services Group Co., Ltd. Class A

Donchian breakout · CAGR 17.2% · MDD -63.7% · Sharpe 0.61

Stocks · China

Sinoma Science & Technology Co., Ltd. Class A

ROC momentum · CAGR 16.4% · MDD -62.2% · Sharpe 0.60

Stocks · China

Zijin Mining Group Co., Ltd. Class A

Donchian breakout · CAGR 13.5% · MDD -50.6% · Sharpe 0.60

ETFs · China

Guotai All-Share Index Securities Companies ETF

Bollinger breakout · CAGR 5.8% · MDD -13.3% · Sharpe 0.60

Stocks · China

China XD Electric Co., Ltd. Class A

Bollinger breakout · CAGR 12.0% · MDD -37.2% · Sharpe 0.60

Stocks · China

Ningxia Baofeng Energy Group Co., Ltd. Class A

Bollinger breakout · CAGR 7.8% · MDD -24.8% · Sharpe 0.60

Stocks · China

China United Network Communications Limited Class A

Donchian breakout · CAGR 11.2% · MDD -35.4% · Sharpe 0.60

Stocks · China

Jiangsu King's Luck Brewery Joint-stock Co., Ltd. Class A

MACD · CAGR 13.8% · MDD -45.0% · Sharpe 0.60

Stocks · China

Ping An Insurance (Group) Company of China, Ltd. Class A

Supertrend · CAGR 11.9% · MDD -62.0% · Sharpe 0.59

ETFs · China

Bosera CSI Convertible Bond and Exchangeable Bond Index ETF Units

ROC momentum · CAGR 5.3% · MDD -16.4% · Sharpe 0.59

Stocks · China

China Tourism Group Duty Free Corporation Limited Class A

SMA crossover · CAGR 14.2% · MDD -55.4% · Sharpe 0.59

Stocks · China

ZTE Corporation Class A

Supertrend · CAGR 15.0% · MDD -61.6% · Sharpe 0.59

Stocks · China

Hybio Pharmaceutical Co., Ltd. Class A

Bollinger breakout · CAGR 15.3% · MDD -45.7% · Sharpe 0.59

Stocks · China

Wanxiang Qianchao Co., Ltd. Class A

Keltner breakout · CAGR 10.8% · MDD -46.3% · Sharpe 0.59

Stocks · China

Unigroup Guoxin Microelectronics Co., Ltd. Class A

ADX / DI trend · CAGR 16.2% · MDD -55.2% · Sharpe 0.59

Stocks · China

Seazen Holdings Co.,Ltd. Class A

Donchian breakout · CAGR 9.6% · MDD -29.8% · Sharpe 0.59

Stocks · China

Chengdu Xuguang Electronics Co., Ltd. Class A

MACD · CAGR 15.8% · MDD -78.0% · Sharpe 0.59

ETFs · China

China Southern CSI 500 ETF Fund

Bollinger breakout · CAGR 7.3% · MDD -28.4% · Sharpe 0.59

Stocks · China

China Yangtze Power Co., Ltd. Class A

SMA crossover · CAGR 8.8% · MDD -31.9% · Sharpe 0.59

Stocks · China

Walvax Biotechnology Co., Ltd. Class A

Supertrend · CAGR 14.2% · MDD -49.2% · Sharpe 0.59

Stocks · China

People's Insurance Co. (Group) of China Ltd. Class A

Supertrend · CAGR 10.7% · MDD -40.5% · Sharpe 0.59

Stocks · China

China Merchants Bank Co., Ltd. Class A

SMA crossover · CAGR 11.6% · MDD -43.0% · Sharpe 0.59

Stocks · China

Haier Smart Home Co., Ltd. Class A

Supertrend · CAGR 14.7% · MDD -66.3% · Sharpe 0.59

Stocks · China

China Minsheng Banking Corp., Ltd. Class A

Supertrend · CAGR 11.1% · MDD -56.9% · Sharpe 0.59

Stocks · China

Tongwei Co. Ltd. Class A

Bollinger breakout · CAGR 14.5% · MDD -55.5% · Sharpe 0.59

Stocks · China

Inner Mongolia Dian Tou Energy Corporation Limited Class A

Supertrend · CAGR 14.5% · MDD -50.8% · Sharpe 0.59

Stocks · China

Huadong Medicine Co., Ltd. Class A

SMA crossover · CAGR 14.0% · MDD -50.1% · Sharpe 0.59

Stocks · China

Red Avenue New Materials Group Co., Ltd. Class A

Keltner breakout · CAGR 10.6% · MDD -20.1% · Sharpe 0.58

Stocks · China

Hubei Dinglong Co., Ltd. Class A

Donchian breakout · CAGR 17.1% · MDD -61.6% · Sharpe 0.58

Stocks · China

Yunnan Aluminium Co. Ltd. Class A

SMA crossover · CAGR 15.5% · MDD -65.0% · Sharpe 0.58

ETFs · China

Huatai-PineBridge CSI 300 ETF

Keltner breakout · CAGR 5.5% · MDD -20.1% · Sharpe 0.58

Stocks · China

Shanghai Zhangjiang Hi-Tech Park Development Co., Ltd. Class A

Bollinger breakout · CAGR 10.6% · MDD -40.9% · Sharpe 0.58

Stocks · China

Poly Developments & Holdings Group Co., Ltd. Class A

ADX / DI trend · CAGR 8.6% · MDD -33.2% · Sharpe 0.58

Stocks · China

China Tungsten & Hightech Materials Co. Ltd. Class A

Supertrend · CAGR 14.6% · MDD -68.2% · Sharpe 0.58

Stocks · China

Lotus Holdings Co., Ltd Class A

Bollinger breakout · CAGR 11.8% · MDD -59.8% · Sharpe 0.58

Stocks · China

Inner Mongolia Xingye Silver and Tin Mining Co., Ltd. Class A

MACD · CAGR 14.7% · MDD -55.0% · Sharpe 0.58

Stocks · China

Yunnan Chihong Zinc & Germanium Co., Ltd. Class A

Donchian breakout · CAGR 15.5% · MDD -82.6% · Sharpe 0.57

Stocks · China

Shenzhen Kaifa Technology Co., Ltd Class A

Supertrend · CAGR 15.7% · MDD -79.6% · Sharpe 0.57

Stocks · China

Guangxi Huaxi Nonferrous Metal Co., Ltd. Class A

Supertrend · CAGR 13.9% · MDD -55.1% · Sharpe 0.57

Stocks · China

GD Power Development Co., Ltd Class A

EMA crossover · CAGR 12.3% · MDD -62.4% · Sharpe 0.57

Stocks · China

Vantone Neo Development Group Co., Ltd. Class A

Supertrend · CAGR 14.7% · MDD -66.7% · Sharpe 0.57

Stocks · China

Jiangsu Xinquan Automotive Trim Co. Ltd. Class A

ROC momentum · CAGR 15.1% · MDD -46.1% · Sharpe 0.57

Stocks · China

Yunnan Baiyao Group Co. Ltd. Class A

Donchian breakout · CAGR 14.7% · MDD -68.2% · Sharpe 0.57

Stocks · China

Zhejiang Quartz Crystal Optoelectronic Technology Co Ltd Class A

MACD · CAGR 14.4% · MDD -72.8% · Sharpe 0.57

Stocks · China

Tianshui Huatian Technology Co., Ltd. Class A

SMA crossover · CAGR 14.7% · MDD -61.6% · Sharpe 0.57

Stocks · China

Sinomach Precision Industry Group Co. Ltd. Class A

Supertrend · CAGR 15.0% · MDD -67.2% · Sharpe 0.56

Stocks · China

Jinan Shengquan Group Share Holding Co., Ltd. Class A

MACD · CAGR 13.9% · MDD -51.3% · Sharpe 0.56

Stocks · China

Tongkun Group Co., Ltd. Class A

Supertrend · CAGR 13.9% · MDD -45.5% · Sharpe 0.56

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