SleepWell Trade · Asset reports · Greece
17 Greece backtest reports
Backtest reports for Greece listings, recomputed monthly across the same ten trend-following strategies.
Viohalco SA/NV
SMA crossover · CAGR 25.9% · MDD -49.7% · Sharpe 0.94
Stocks · GreeceGek Terna S.A.
ROC momentum · CAGR 17.9% · MDD -45.1% · Sharpe 0.77
Stocks · GreeceJumbo S.A.
Bollinger breakout · CAGR 7.8% · MDD -25.6% · Sharpe 0.70
Stocks · GreeceMOTOR OIL (HELLAS) CORINTH REFINERIES S.A.
SMA crossover · CAGR 14.2% · MDD -44.9% · Sharpe 0.67
Stocks · GreeceELVALHALCOR Hellenic Copper and Aluminium Industry S.A.
Donchian breakout · CAGR 13.4% · MDD -52.4% · Sharpe 0.66
Stocks · GreecePublic Power Corporation S.A.
SMA crossover · CAGR 14.5% · MDD -68.6% · Sharpe 0.58
Stocks · GreeceAdmie Holdings SA
EMA crossover · CAGR 11.0% · MDD -39.9% · Sharpe 0.55
Stocks · GreeceBallys Intralot S.A.
Bollinger breakout · CAGR 7.6% · MDD -38.8% · Sharpe 0.53
Stocks · GreeceEUROBANK S.A.
ADX / DI trend · CAGR 3.7% · MDD -36.9% · Sharpe 0.50
Stocks · GreecePiraeus Bank S.A.
Donchian breakout · CAGR 10.0% · MDD -72.2% · Sharpe 0.49
Stocks · GreeceHELLENiQ ENERGY Holdings S.A.
SMA crossover · CAGR 9.5% · MDD -43.0% · Sharpe 0.48
Stocks · GreeceLAMDA Development S.A.
Donchian breakout · CAGR 21.5% · MDD -72.9% · Sharpe 0.47
Stocks · GreeceCrediaBank S.A.
ADX / DI trend · CAGR 0.5% · MDD -4.2% · Sharpe 0.46
Stocks · GreeceAktor Societe Anonyme Holding Company Technical and Energy Projects
Parabolic SAR · CAGR 9.3% · MDD -81.3% · Sharpe 0.42
Stocks · GreeceNational Bank of Greece S.A.
EMA crossover · CAGR 9.2% · MDD -76.2% · Sharpe 0.41
Stocks · GreeceHellenic Telecommunications Organization SA
SMA crossover · CAGR 5.4% · MDD -52.4% · Sharpe 0.34
Stocks · GreeceAllwyn AG
Donchian breakout · CAGR 4.1% · MDD -37.4% · Sharpe 0.31