SleepWell Trade · Asset reports · New Zealand
19 New Zealand backtest reports
Backtest reports for New Zealand listings, recomputed monthly across the same ten trend-following strategies.
Summerset Group Holdings Limited
Bollinger breakout · CAGR 11.2% · MDD -16.9% · Sharpe 1.06
Stocks · New ZealandMainfreight Limited
EMA crossover · CAGR 15.1% · MDD -37.5% · Sharpe 0.90
ETFs · New ZealandSmart Total World (NZD Hedged) ETF Units
EMA crossover · CAGR 9.5% · MDD -11.2% · Sharpe 0.81
Stocks · New ZealandRyman Healthcare Ltd.
EMA crossover · CAGR 11.9% · MDD -39.6% · Sharpe 0.72
Stocks · New ZealandChannel Infrastructure NZ Limited
Donchian breakout · CAGR 12.0% · MDD -54.7% · Sharpe 0.70
Stocks · New ZealandInfratil Limited
EMA crossover · CAGR 11.1% · MDD -30.1% · Sharpe 0.67
Stocks · New Zealanda2 Milk Company Limited
EMA crossover · CAGR 22.0% · MDD -69.5% · Sharpe 0.66
Stocks · New ZealandFisher & Paykel Healthcare Corporation Limited
SMA crossover · CAGR 12.5% · MDD -43.8% · Sharpe 0.65
Stocks · New ZealandEBOS Group Limited
EMA crossover · CAGR 7.9% · MDD -37.5% · Sharpe 0.53
Stocks · New ZealandFreightways Group Limited
EMA crossover · CAGR 7.4% · MDD -32.4% · Sharpe 0.51
Stocks · New ZealandChorus Limited
Donchian breakout · CAGR 9.1% · MDD -51.1% · Sharpe 0.50
Stocks · New ZealandMeridian Energy Limited
Supertrend · CAGR 8.1% · MDD -43.0% · Sharpe 0.49
Stocks · New ZealandAuckland International Airport Limited
SMA crossover · CAGR 7.0% · MDD -33.9% · Sharpe 0.47
Stocks · New ZealandFletcher Building Limited
Keltner breakout · CAGR 4.1% · MDD -30.8% · Sharpe 0.46
Stocks · New ZealandPort of Tauranga Limited
ADX / DI trend · CAGR 2.3% · MDD -21.2% · Sharpe 0.36
Stocks · New ZealandMercury NZ Ltd.
Donchian breakout · CAGR 4.2% · MDD -29.6% · Sharpe 0.34
Stocks · New ZealandGoodman New Zealand Limited & Goodman Property Services Limited Units
ADX / DI trend · CAGR 0.5% · MDD -3.6% · Sharpe 0.32
Stocks · New ZealandContact Energy Limited
MACD · CAGR 2.5% · MDD -28.5% · Sharpe 0.24
Stocks · New ZealandSpark New Zealand Limited
EMA crossover · CAGR 1.2% · MDD -34.9% · Sharpe 0.16