SleepWell Trade · Asset reports · Saudi Arabia
38 Saudi Arabia backtest reports
Backtest reports for Saudi Arabia listings, recomputed monthly across the same ten trend-following strategies.
Al Moammar Information Systems Company
SMA crossover · CAGR 43.3% · MDD -29.3% · Sharpe 1.42
Stocks · Saudi ArabiaDr. Sulaiman Al-Habib Medical Services Group Co.
Donchian breakout · CAGR 21.2% · MDD -18.4% · Sharpe 1.19
Stocks · Saudi ArabiaElectrical Industries Co.
Supertrend · CAGR 32.1% · MDD -48.1% · Sharpe 1.14
Stocks · Saudi ArabiaAl Rajhi Bank
ROC momentum · CAGR 2.9% · MDD -88.9% · Sharpe 0.80
Stocks · Saudi ArabiaSaudi Chemical Co.
ADX / DI trend · CAGR 8.4% · MDD -15.6% · Sharpe 0.75
Stocks · Saudi ArabiaKnowledge Economic City
ADX / DI trend · CAGR 7.4% · MDD -22.6% · Sharpe 0.71
Stocks · Saudi ArabiaJabal Omar Development Co.
Donchian breakout · CAGR 11.1% · MDD -32.3% · Sharpe 0.70
Stocks · Saudi ArabiaCompany for Cooperative Insurance
ROC momentum · CAGR 8.4% · MDD -83.2% · Sharpe 0.63
Stocks · Saudi ArabiaUnited Electronics Co.
SMA crossover · CAGR 11.3% · MDD -44.2% · Sharpe 0.60
Stocks · Saudi ArabiaDar Al Arkan Real Estate Development Co.
Bollinger breakout · CAGR 10.5% · MDD -32.5% · Sharpe 0.55
Stocks · Saudi ArabiaMouwasat Medical Services Co.
EMA crossover · CAGR 10.5% · MDD -35.3% · Sharpe 0.54
Stocks · Saudi ArabiaAlinma Bank
ROC momentum · CAGR 5.9% · MDD -68.1% · Sharpe 0.54
Stocks · Saudi ArabiaRiyad Bank
SMA crossover · CAGR 9.2% · MDD -45.2% · Sharpe 0.53
Stocks · Saudi ArabiaKingdom Holding Co.
Bollinger breakout · CAGR 8.0% · MDD -29.6% · Sharpe 0.53
Stocks · Saudi ArabiaSABIC Agri-Nutrients Co.
ADX / DI trend · CAGR 2.7% · MDD -9.2% · Sharpe 0.52
Stocks · Saudi ArabiaRabigh Refining & Petrochemical Co. Class A
ADX / DI trend · CAGR 6.1% · MDD -30.8% · Sharpe 0.51
Stocks · Saudi ArabiaMakkah Construction & Development Co.
MACD · CAGR 8.6% · MDD -29.7% · Sharpe 0.51
Stocks · Saudi ArabiaBupa Arabia for Cooperative Insurance Co.
Donchian breakout · CAGR 22.2% · MDD -83.0% · Sharpe 0.48
Stocks · Saudi ArabiaNational Shipping Co. of Saudi Arabia
ADX / DI trend · CAGR 4.8% · MDD -25.3% · Sharpe 0.46
Stocks · Saudi ArabiaSaudi National Bank
SMA crossover · CAGR 6.5% · MDD -37.5% · Sharpe 0.45
Stocks · Saudi ArabiaSaudi Kayan Petrochemical Co.
ROC momentum · CAGR 5.4% · MDD -33.8% · Sharpe 0.43
Stocks · Saudi ArabiaAldrees Petroleum & Transport Services Co.
Supertrend · CAGR 12.9% · MDD -67.2% · Sharpe 0.43
Stocks · Saudi ArabiaEtihad Etisalat Co.
Donchian breakout · CAGR 5.0% · MDD -32.0% · Sharpe 0.39
Stocks · Saudi ArabiaSaudi Arabian Mining Co.
Supertrend · CAGR 8.6% · MDD -71.7% · Sharpe 0.39
Stocks · Saudi ArabiaBank Albilad
SMA crossover · CAGR 14.0% · MDD -73.5% · Sharpe 0.38
Stocks · Saudi ArabiaSaudi Investment Bank
ADX / DI trend · CAGR 1.4% · MDD -7.5% · Sharpe 0.38
Stocks · Saudi ArabiaJarir Marketing Co.
Donchian breakout · CAGR 11.7% · MDD -93.1% · Sharpe 0.35
Stocks · Saudi ArabiaSaudi Arabian Oil Co.
Bollinger breakout · CAGR 2.8% · MDD -13.5% · Sharpe 0.34
Stocks · Saudi ArabiaBank Aljazira
SMA crossover · CAGR 7.3% · MDD -66.2% · Sharpe 0.32
Stocks · Saudi ArabiaAlmarai Company
ROC momentum · CAGR 5.5% · MDD -55.8% · Sharpe 0.32
Stocks · Saudi ArabiaSaudi Telecom Co.
ROC momentum · CAGR 5.6% · MDD -69.5% · Sharpe 0.31
Stocks · Saudi ArabiaSaudi Awwal Bank
SMA crossover · CAGR 3.2% · MDD -40.1% · Sharpe 0.25
Stocks · Saudi ArabiaBanque Saudi Fransi
SMA crossover · CAGR 1.8% · MDD -67.5% · Sharpe 0.24
Stocks · Saudi ArabiaArab National Bank
ROC momentum · CAGR 2.0% · MDD -64.2% · Sharpe 0.24
Stocks · Saudi ArabiaMobile Telecommunications Company Saudi Arabia
ADX / DI trend · CAGR 1.7% · MDD -27.0% · Sharpe 0.23
Stocks · Saudi ArabiaSaudi Basic Industries Corp.
Bollinger breakout · CAGR 0.5% · MDD -9.0% · Sharpe 0.20
Stocks · Saudi ArabiaSaudi Energy Co.
Parabolic SAR · CAGR 1.7% · MDD -54.1% · Sharpe 0.19
Stocks · Saudi ArabiaYanbu National Petrochemical Co.
EMA crossover · CAGR 1.6% · MDD -57.0% · Sharpe 0.18