SleepWell Trade · Asset reports · Thailand
54 Thailand backtest reports
Backtest reports for Thailand listings, recomputed monthly across the same ten trend-following strategies.
KCE Electronics Public Co., Ltd.
Bollinger breakout · CAGR 32.7% · MDD -31.2% · Sharpe 1.15
Stocks · ThailandCom7 Public Co. Ltd.
Supertrend · CAGR 31.5% · MDD -36.9% · Sharpe 1.13
Stocks · ThailandKrungThai Card Public Co. Ltd.
Bollinger breakout · CAGR 26.0% · MDD -29.6% · Sharpe 1.07
Stocks · ThailandBangkok Dusit Medical Services Public Co. Ltd.
EMA crossover · CAGR 19.5% · MDD -45.1% · Sharpe 0.82
Stocks · ThailandAirports of Thailand Public Co Ltd
Donchian breakout · CAGR 18.8% · MDD -44.0% · Sharpe 0.78
Stocks · ThailandHome Product Center Public Co., Ltd.
ADX / DI trend · CAGR 14.3% · MDD -41.7% · Sharpe 0.75
Stocks · ThailandBumrungrad Hospital Public Co., Ltd.
SMA crossover · CAGR 14.2% · MDD -40.6% · Sharpe 0.73
Stocks · ThailandDelta Electronics (Thailand) Public Co. Ltd.
Bollinger breakout · CAGR 20.6% · MDD -52.0% · Sharpe 0.73
Stocks · ThailandGlobal Power Synergy Public Company Ltd
Supertrend · CAGR 15.2% · MDD -30.5% · Sharpe 0.72
Stocks · ThailandCP ALL Public Company Limited
Donchian breakout · CAGR 12.7% · MDD -36.2% · Sharpe 0.71
Stocks · ThailandCentral Pattana Public Co. Ltd.
SMA crossover · CAGR 16.1% · MDD -45.1% · Sharpe 0.71
ETFs · ThailandBCAP MSCI Thailand ETF
Bollinger breakout · CAGR 3.4% · MDD -9.2% · Sharpe 0.70
Stocks · ThailandCarabao Group Public Company Ltd
Supertrend · CAGR 15.4% · MDD -35.5% · Sharpe 0.70
Stocks · ThailandHana Microelectronics Public Co., Ltd.
Bollinger breakout · CAGR 16.7% · MDD -47.6% · Sharpe 0.70
Stocks · ThailandCharoen Pokphand Foods Public Co. Ltd.
Bollinger breakout · CAGR 7.9% · MDD -24.9% · Sharpe 0.69
Stocks · ThailandSCG Packaging Public Co Ltd
ROC momentum · CAGR 10.2% · MDD -25.1% · Sharpe 0.67
Stocks · ThailandPTT Public Co., Ltd.
SMA crossover · CAGR 11.3% · MDD -41.9% · Sharpe 0.64
Stocks · ThailandWHA Corporation Public Company Limited
Donchian breakout · CAGR 15.3% · MDD -47.2% · Sharpe 0.63
Stocks · ThailandStar Petroleum Refining Public Co. Ltd.
SMA crossover · CAGR 11.6% · MDD -26.7% · Sharpe 0.63
Stocks · ThailandIndorama Ventures Public Co. Ltd.
ADX / DI trend · CAGR 11.9% · MDD -34.4% · Sharpe 0.63
Stocks · ThailandSiam Cement Public Co. Ltd.
Bollinger breakout · CAGR 7.5% · MDD -29.3% · Sharpe 0.60
Stocks · ThailandKiatnakin Phatra Bank Public Co. Ltd.
Bollinger breakout · CAGR 11.7% · MDD -52.3% · Sharpe 0.60
Stocks · ThailandBerli Jucker Public Co. Ltd.
Bollinger breakout · CAGR 10.8% · MDD -44.4% · Sharpe 0.57
Stocks · ThailandCal-Comp Electronics (Thailand) Public Co., Ltd.
Bollinger breakout · CAGR 11.8% · MDD -44.4% · Sharpe 0.56
ETFs · ThailandThaiDex SET50 ETF
EMA crossover · CAGR 5.7% · MDD -33.5% · Sharpe 0.54
Stocks · ThailandThai Union Group Public Company Limited
ADX / DI trend · CAGR 6.7% · MDD -28.7% · Sharpe 0.53
Stocks · ThailandMinor International Public Co., Ltd.
Donchian breakout · CAGR 12.1% · MDD -47.7% · Sharpe 0.51
Stocks · ThailandKasikornbank Public Co. Ltd.
SMA crossover · CAGR 9.2% · MDD -33.2% · Sharpe 0.50
Stocks · ThailandAdvanced Info Service Public Co., Ltd.
SMA crossover · CAGR 8.3% · MDD -39.9% · Sharpe 0.49
Stocks · ThailandBangkok Expressway and Metro Public Company Limited
SMA crossover · CAGR 9.2% · MDD -55.7% · Sharpe 0.48
Stocks · ThailandBangchak Corporation Public Company Ltd
MACD · CAGR 10.8% · MDD -60.3% · Sharpe 0.48
Stocks · ThailandThai Oil Public Co. Ltd.
Parabolic SAR · CAGR 8.7% · MDD -53.3% · Sharpe 0.48
Stocks · ThailandMuangthai Capital Public Co. Ltd.
Bollinger breakout · CAGR 4.6% · MDD -18.9% · Sharpe 0.47
Stocks · ThailandTMBThanachart Bank Public Company Limited
Bollinger breakout · CAGR 6.8% · MDD -29.5% · Sharpe 0.46
Stocks · ThailandAsset World Corporation Public Company Limited
ADX / DI trend · CAGR 5.5% · MDD -17.8% · Sharpe 0.46
Stocks · ThailandIRPC Public Co., Ltd.
MACD · CAGR 10.0% · MDD -74.3% · Sharpe 0.46
Stocks · ThailandBank of Ayudhya Public Co., Ltd.
Donchian breakout · CAGR 8.5% · MDD -48.7% · Sharpe 0.45
Stocks · ThailandThanachart Capital Public Co., Ltd.
SMA crossover · CAGR 8.3% · MDD -58.5% · Sharpe 0.45
Stocks · ThailandThai Airways International Public Co. Ltd.
ROC momentum · CAGR 5.6% · MDD -32.6% · Sharpe 0.44
Stocks · ThailandKrung Thai Bank Public Co., Ltd.
Donchian breakout · CAGR 6.7% · MDD -57.9% · Sharpe 0.43
Stocks · ThailandTISCO Financial Group Public Co. Ltd.
Donchian breakout · CAGR 8.1% · MDD -63.4% · Sharpe 0.43
Stocks · ThailandTrue Corporation Public Company Limited
Bollinger breakout · CAGR 8.1% · MDD -58.0% · Sharpe 0.42
Stocks · ThailandBangkok Bank Public Company Limited
Donchian breakout · CAGR 6.3% · MDD -40.6% · Sharpe 0.41
Stocks · ThailandPTT Global Chemical Public Company Limited
ADX / DI trend · CAGR 5.0% · MDD -28.5% · Sharpe 0.38
Stocks · ThailandRatch Group Public Co. Ltd.
Donchian breakout · CAGR 5.1% · MDD -45.4% · Sharpe 0.38
ETFs · ThailandThailand Future Fund
ADX / DI trend · CAGR 1.3% · MDD -7.7% · Sharpe 0.37
ETFs · ThailandPrime Office Leasehold Property Fund Units
SMA crossover · CAGR 6.8% · MDD -39.8% · Sharpe 0.37
Stocks · ThailandPTT Oil and Retail Business Public Co Limited
ROC momentum · CAGR 1.4% · MDD -5.9% · Sharpe 0.33
ETFs · ThailandNorth Bangkok Power Plant Block 1 Infrastructure Fund
ADX / DI trend · CAGR 1.7% · MDD -8.2% · Sharpe 0.33
ETFs · ThailandDigital Telecommunications Infrastructure Fund Units
SMA crossover · CAGR 5.2% · MDD -40.4% · Sharpe 0.32
Stocks · ThailandPTT Exploration & Production Plc
Donchian breakout · CAGR 7.8% · MDD -52.7% · Sharpe 0.32
Stocks · ThailandCentral Retail Corporation Public Company Limited
Keltner breakout · CAGR 2.1% · MDD -13.7% · Sharpe 0.27
ETFs · ThailandBTS Rail Mass Transit Growth Infrastructure Fund
ADX / DI trend · CAGR 0.7% · MDD -5.7% · Sharpe 0.26
ETFs · Thailand3BB Internet Infrastructure Fund Units
SMA crossover · CAGR 1.6% · MDD -32.1% · Sharpe 0.18