SleepWell Trade · Asset reports · India

388 India backtest reports (2/2)

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

Snapshot 2026-08

Stocks · India

Oberoi Realty Limited

Donchian breakout · CAGR 14.8% · MDD -35.5% · Sharpe 0.59

Stocks · India

Cholamandalam Investment and Finance Co. Ltd.

Bollinger breakout · CAGR 12.8% · MDD -82.5% · Sharpe 0.59

Stocks · India

Bandhan Bank Ltd.

MACD · CAGR 13.4% · MDD -44.0% · Sharpe 0.59

Stocks · India

South Indian Bank Limited

Donchian breakout · CAGR 16.2% · MDD -63.7% · Sharpe 0.59

Stocks · India

Hindalco Industries Limited

Supertrend · CAGR 13.4% · MDD -64.5% · Sharpe 0.59

Stocks · India

Astra Microwave Products Ltd.

MACD · CAGR 15.2% · MDD -79.6% · Sharpe 0.58

Stocks · India

State Bank of India

MACD · CAGR 12.1% · MDD -45.3% · Sharpe 0.57

Stocks · India

Vedanta Limited

SMA crossover · CAGR 18.7% · MDD -78.2% · Sharpe 0.57

Stocks · India

Castrol India Limited

ADX / DI trend · CAGR 3.3% · MDD -10.0% · Sharpe 0.57

Stocks · India

Adani Ports & Special Economic Zone Ltd

SMA crossover · CAGR 13.1% · MDD -45.8% · Sharpe 0.57

Stocks · India

Trent Limited

ADX / DI trend · CAGR 10.0% · MDD -40.2% · Sharpe 0.57

Stocks · India

Rain Industries Limited

Bollinger breakout · CAGR 8.1% · MDD -36.6% · Sharpe 0.57

Stocks · India

Colgate-Palmolive (India) Limited

SMA crossover · CAGR 10.3% · MDD -45.4% · Sharpe 0.57

Stocks · India

Yes Bank Limited

SMA crossover · CAGR 13.6% · MDD -64.1% · Sharpe 0.57

Stocks · India

Bharat Heavy Electricals Limited

EMA crossover · CAGR 16.5% · MDD -73.4% · Sharpe 0.57

Stocks · India

Dabur India Limited

SMA crossover · CAGR 14.5% · MDD -55.1% · Sharpe 0.56

Stocks · India

Bajaj Finance Limited

Bollinger breakout · CAGR -3.7% · MDD -99.6% · Sharpe 0.56

Stocks · India

Steel Authority of India Limited

SMA crossover · CAGR 15.1% · MDD -61.4% · Sharpe 0.56

Stocks · India

Tata Power Company Limited

SMA crossover · CAGR 12.3% · MDD -55.9% · Sharpe 0.56

Stocks · India

Tata Communications Limited

Supertrend · CAGR 13.4% · MDD -60.9% · Sharpe 0.56

Stocks · India

Petronet Lng Limited

Donchian breakout · CAGR 12.6% · MDD -56.4% · Sharpe 0.55

Stocks · India

Raymond Limited

Supertrend · CAGR 13.6% · MDD -84.7% · Sharpe 0.55

Stocks · India

Coal India Ltd.

Bollinger breakout · CAGR 5.3% · MDD -16.6% · Sharpe 0.55

Stocks · India

ICICI Prudential Life Insurance Co. Ltd.

Supertrend · CAGR 10.0% · MDD -29.7% · Sharpe 0.55

Stocks · India

GMR Airports Ltd

MACD · CAGR 13.0% · MDD -72.5% · Sharpe 0.54

Stocks · India

Power Grid Corporation of India Limited

SMA crossover · CAGR 8.5% · MDD -29.5% · Sharpe 0.54

Stocks · India

Sumitomo Chemical India Ltd.

Donchian breakout · CAGR 12.1% · MDD -37.2% · Sharpe 0.54

ETFs · India

Powergrid Infrastructure Invesment Trust

EMA crossover · CAGR 3.7% · MDD -10.8% · Sharpe 0.54

Stocks · India

United Spirits Limited

ADX / DI trend · CAGR 8.8% · MDD -56.1% · Sharpe 0.53

Stocks · India

Hindustan Unilever Limited

ROC momentum · CAGR 11.6% · MDD -69.0% · Sharpe 0.53

Stocks · India

Max Financial Services Limited

ROC momentum · CAGR 9.5% · MDD -44.5% · Sharpe 0.53

Stocks · India

Tata Investment Corporation Limited

Supertrend · CAGR 11.7% · MDD -72.5% · Sharpe 0.52

Stocks · India

Pidilite Industries Limited

EMA crossover · CAGR 25.9% · MDD -75.2% · Sharpe 0.52

Stocks · India

SBI Cards & Payment Services Ltd

Supertrend · CAGR 8.4% · MDD -33.6% · Sharpe 0.52

Stocks · India

PVR Inox Limited

Donchian breakout · CAGR 12.2% · MDD -58.9% · Sharpe 0.52

Stocks · India

Union Bank of India Limited

Donchian breakout · CAGR 13.6% · MDD -78.9% · Sharpe 0.52

Stocks · India

ACC Limited

EMA crossover · CAGR 9.6% · MDD -44.8% · Sharpe 0.52

Stocks · India

Karur Vysya Bank Ltd.

ROC momentum · CAGR 9.8% · MDD -92.7% · Sharpe 0.51

Stocks · India

SJVN Limited

EMA crossover · CAGR 10.0% · MDD -41.5% · Sharpe 0.51

Stocks · India

Sammaan Capital Ltd

Bollinger breakout · CAGR 9.7% · MDD -43.6% · Sharpe 0.51

Stocks · India

Shipping Corporation of India Limited

Donchian breakout · CAGR 12.2% · MDD -68.8% · Sharpe 0.50

Stocks · India

Engineers India Limited

Donchian breakout · CAGR 10.6% · MDD -79.5% · Sharpe 0.50

Stocks · India

Gujarat Mineral Development Corporation Limited

Donchian breakout · CAGR 32.8% · MDD -64.0% · Sharpe 0.50

Stocks · India

Godfrey Phillips India Ltd.

Supertrend · CAGR 16.9% · MDD -68.0% · Sharpe 0.50

Stocks · India

ICICI Lombard General Insurance Co. Ltd.

Donchian breakout · CAGR 7.9% · MDD -28.7% · Sharpe 0.50

Stocks · India

Fortis Healthcare Ltd.

EMA crossover · CAGR 10.2% · MDD -51.1% · Sharpe 0.50

Stocks · India

Tata Consumer Products Limited

Supertrend · CAGR 9.6% · MDD -56.7% · Sharpe 0.50

Stocks · India

IDBI Bank Limited

MACD · CAGR 11.9% · MDD -67.0% · Sharpe 0.49

Stocks · India

Kotak Mahindra Bank Limited

ROC momentum · CAGR 28.9% · MDD -85.3% · Sharpe 0.49

Stocks · India

Punjab National Bank

Supertrend · CAGR 10.5% · MDD -73.5% · Sharpe 0.49

ETFs · India

Nippon India ETF Nifty 50 BeES

Bollinger breakout · CAGR 4.1% · MDD -34.5% · Sharpe 0.49

Stocks · India

KSB Ltd.

Supertrend · CAGR 8.4% · MDD -86.2% · Sharpe 0.48

Stocks · India

NTPC Limited

SMA crossover · CAGR 8.0% · MDD -42.7% · Sharpe 0.48

Stocks · India

New India Assurance Co. Ltd.

ADX / DI trend · CAGR 7.0% · MDD -28.5% · Sharpe 0.48

Stocks · India

Indian Oil Corp. Ltd.

Donchian breakout · CAGR -0.8% · MDD -99.1% · Sharpe 0.47

Stocks · India

Bank of Baroda

MACD · CAGR 9.8% · MDD -61.8% · Sharpe 0.47

Stocks · India

Nestle India Ltd.

EMA crossover · CAGR 6.3% · MDD -28.9% · Sharpe 0.47

Stocks · India

Dr. Reddy's Laboratories Ltd.

SMA crossover · CAGR 9.8% · MDD -89.4% · Sharpe 0.46

Stocks · India

Indus Towers Limited

SMA crossover · CAGR 8.4% · MDD -49.6% · Sharpe 0.46

Stocks · India

Mangalore Refinery & Petrochemicals Ltd.

Bollinger breakout · CAGR 7.3% · MDD -32.6% · Sharpe 0.46

Stocks · India

NMDC Limited

Bollinger breakout · CAGR 7.5% · MDD -39.1% · Sharpe 0.46

Stocks · India

General Insurance Corporation of India

Keltner breakout · CAGR 8.4% · MDD -27.1% · Sharpe 0.45

Stocks · India

Cipla Ltd

ADX / DI trend · CAGR 5.0% · MDD -31.3% · Sharpe 0.45

Stocks · India

Kalpataru Projects International Limited

Parabolic SAR · CAGR 4.7% · MDD -97.7% · Sharpe 0.45

Stocks · India

Samvardhana Motherson International Limited

Donchian breakout · CAGR 36.6% · MDD -88.9% · Sharpe 0.44

Stocks · India

GlaxoSmithKline Pharmaceuticals Limited

Donchian breakout · CAGR 9.7% · MDD -49.9% · Sharpe 0.44

ETFs · India

Axis Gold ETF

ROC momentum · CAGR -17.8% · MDD -100.0% · Sharpe 0.44

Stocks · India

UPL Limited

SMA crossover · CAGR 9.5% · MDD -56.5% · Sharpe 0.44

Stocks · India

CESC Ltd

ADX / DI trend · CAGR 7.5% · MDD -51.6% · Sharpe 0.43

Stocks · India

RITES Ltd.

SMA crossover · CAGR 8.5% · MDD -37.0% · Sharpe 0.43

Stocks · India

Tata Chemicals Limited

EMA crossover · CAGR 8.1% · MDD -46.9% · Sharpe 0.42

Stocks · India

Oil & Natural Gas Corp. Ltd.

EMA crossover · CAGR 9.7% · MDD -53.0% · Sharpe 0.42

Stocks · India

Container Corporation of India Limited

SMA crossover · CAGR 13.0% · MDD -77.3% · Sharpe 0.41

Stocks · India

Bharat Petroleum Corporation Limited

SMA crossover · CAGR 7.8% · MDD -57.0% · Sharpe 0.41

Stocks · India

DLF Limited

ROC momentum · CAGR 7.0% · MDD -43.9% · Sharpe 0.40

Stocks · India

Hindustan Petroleum Corporation Limited

ADX / DI trend · CAGR 2.8% · MDD -18.4% · Sharpe 0.39

Stocks · India

Reliance Industries Limited

EMA crossover · CAGR 14.9% · MDD -77.6% · Sharpe 0.39

Stocks · India

Nuvoco Vistas Corporation Limited

ADX / DI trend · CAGR 3.3% · MDD -13.5% · Sharpe 0.38

Stocks · India

Zee Entertainment Enterprises Limited

EMA crossover · CAGR 7.0% · MDD -56.7% · Sharpe 0.36

Stocks · India

Canara Bank

MACD · CAGR 15.8% · MDD -86.6% · Sharpe 0.36

Stocks · India

NHPC Limited

EMA crossover · CAGR 5.6% · MDD -43.0% · Sharpe 0.36

Stocks · India

Hindustan Zinc Limited

Supertrend · CAGR 5.3% · MDD -67.4% · Sharpe 0.33

Stocks · India

Sun TV Network Limited

Keltner breakout · CAGR 1.0% · MDD -9.4% · Sharpe 0.32

Stocks · India

GAIL (India) Limited

SMA crossover · CAGR 3.3% · MDD -89.8% · Sharpe 0.32

Stocks · India

Ambuja Cements Limited

EMA crossover · CAGR 1.7% · MDD -87.9% · Sharpe 0.31

Stocks · India

Vodafone Idea Ltd

EMA crossover · CAGR 4.3% · MDD -56.8% · Sharpe 0.29

Stocks · India

Aptus Value Housing Finance India Limited

SMA crossover · CAGR 2.2% · MDD -27.6% · Sharpe 0.21

ETFs · India

Nippon India ETF Nifty 1D Rate Liquid BeES

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

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