SleepWell Trade · Asset reports · Türkiye
19 Türkiye backtest reports
Backtest reports for Türkiye listings, recomputed monthly across the same ten trend-following strategies.
Aselsan Elektronik Sanayi ve Ticaret A.S. Class B
SMA crossover · CAGR 37.8% · MDD -57.0% · Sharpe 1.07
Stocks · TürkiyeBIM Birlesik Magazalar A.S.
Donchian breakout · CAGR 28.7% · MDD -40.9% · Sharpe 0.97
Stocks · TürkiyeEnka Insaat ve Sanayi A.S.
Donchian breakout · CAGR 28.9% · MDD -37.9% · Sharpe 0.91
Stocks · TürkiyeSasa Polyester Sanayi A.S.
ADX / DI trend · CAGR 25.3% · MDD -69.7% · Sharpe 0.88
Stocks · TürkiyeTurk Altin Isletmeleri A.S.
ROC momentum · CAGR 31.0% · MDD -51.9% · Sharpe 0.86
Stocks · TürkiyeTurk Hava Yollari A.O.
ADX / DI trend · CAGR 13.6% · MDD -45.4% · Sharpe 0.85
Stocks · TürkiyeTofas Turk Otomobil Fabrikasi A.S.
Donchian breakout · CAGR 25.3% · MDD -67.3% · Sharpe 0.77
Stocks · TürkiyeEregli Demir Ve Celik Fabrikalari T.A.S.
Parabolic SAR · CAGR 19.6% · MDD -44.0% · Sharpe 0.76
Stocks · TürkiyeKoc Holding A.S.
Bollinger breakout · CAGR 16.5% · MDD -40.4% · Sharpe 0.75
Stocks · TürkiyeTupras Turkiye Petrol Rafinerileri A.S.
Donchian breakout · CAGR 21.9% · MDD -53.4% · Sharpe 0.75
Stocks · TürkiyeTurkiye Vakiflar Bankasi Turk Anonim Ortakligi
Parabolic SAR · CAGR 18.6% · MDD -54.0% · Sharpe 0.72
Stocks · TürkiyeTurkiye Garanti Bankasi Anonim Sirketi
Donchian breakout · CAGR 20.1% · MDD -60.3% · Sharpe 0.68
Stocks · TürkiyeFord Otomotiv Sanayi A.S.
Donchian breakout · CAGR 18.6% · MDD -59.2% · Sharpe 0.64
Stocks · TürkiyeYapi ve Kredi Bankasi A.S.
Donchian breakout · CAGR 14.4% · MDD -49.2% · Sharpe 0.57
Stocks · TürkiyeHaci Omer Sabanci Holding A.S.
Bollinger breakout · CAGR 11.5% · MDD -58.3% · Sharpe 0.55
Stocks · TürkiyeAkbank T.A.S.
ROC momentum · CAGR 13.9% · MDD -62.6% · Sharpe 0.54
Stocks · TürkiyeTurkcell Iletisim Hizmetleri A.S.
SMA crossover · CAGR 11.5% · MDD -54.4% · Sharpe 0.51
Stocks · TürkiyeTurkiye Halk Bankasi Anonim Sirketi
SMA crossover · CAGR 11.7% · MDD -75.6% · Sharpe 0.50
Stocks · TürkiyeTurk Telekomunikasyon A.S.
Donchian breakout · CAGR 11.2% · MDD -57.9% · Sharpe 0.49