SleepWell Trade · Asset reports · Taiwan
195 Taiwan backtest reports
Backtest reports for Taiwan listings, recomputed monthly across the same ten trend-following strategies.
Fositek Corp.
Bollinger breakout · CAGR 61.6% · MDD -22.2% · Sharpe 1.63
Stocks · TaiwanKeystone Microtech Co.
MACD · CAGR 58.5% · MDD -29.2% · Sharpe 1.38
Stocks · TaiwanYANKEY ENGINEERING Co. LTD.
Donchian breakout · CAGR 43.5% · MDD -33.0% · Sharpe 1.34
ETFs · TaiwanCapital TAIEX Daily Leveraged 2X ETF
Supertrend · CAGR 36.0% · MDD -33.0% · Sharpe 1.33
Stocks · TaiwanWiwynn Corporation
SMA crossover · CAGR 50.6% · MDD -44.2% · Sharpe 1.25
Stocks · TaiwanAP Memory Technology Corp.
SMA crossover · CAGR 52.2% · MDD -49.0% · Sharpe 1.23
Stocks · TaiwanWinWay Technology Co., Ltd.
MACD · CAGR 51.7% · MDD -41.6% · Sharpe 1.22
Stocks · TaiwanEZconn Corp.
Donchian breakout · CAGR 52.7% · MDD -40.9% · Sharpe 1.19
Stocks · TaiwanChunghwa Precision Test Tech Co., Ltd.
ADX / DI trend · CAGR 32.6% · MDD -57.0% · Sharpe 1.19
ETFs · TaiwanYuanta Daily Taiwan 50 Units
EMA crossover · CAGR 34.9% · MDD -37.2% · Sharpe 1.17
ETFs · TaiwanCathay MSCI Taiwan ESG Sustainability High Dividend Yield ETF
Donchian breakout · CAGR 14.4% · MDD -18.6% · Sharpe 1.17
Stocks · TaiwanAlchip Technologies Ltd.
Supertrend · CAGR 51.2% · MDD -58.8% · Sharpe 1.16
ETFs · TaiwanCathay Taiwan 5G Plus ETF Units
EMA crossover · CAGR 22.2% · MDD -22.6% · Sharpe 1.15
Stocks · TaiwanPharmaEssentia Corp.
Keltner breakout · CAGR 24.8% · MDD -27.3% · Sharpe 1.13
Stocks · TaiwanLin BioScience, Inc.
Bollinger breakout · CAGR 40.4% · MDD -45.8% · Sharpe 1.12
Stocks · TaiwanChang Wah Technology Co., Ltd.
Donchian breakout · CAGR 38.1% · MDD -39.8% · Sharpe 1.12
ETFs · TaiwanCathay U.S. PHLX Semiconductor Sector ETF
SMA crossover · CAGR 26.5% · MDD -24.8% · Sharpe 1.07
Stocks · TaiwanASPEED Technology, Inc.
ROC momentum · CAGR 46.7% · MDD -38.0% · Sharpe 1.07
ETFs · TaiwanSinoPac Taiwan Target Exposure ESG ETF
SMA crossover · CAGR 18.6% · MDD -26.9% · Sharpe 1.06
ETFs · TaiwanCTBC Taiwan ESG Leading Semiconductor ETF Units
EMA crossover · CAGR 20.6% · MDD -24.0% · Sharpe 1.05
Stocks · TaiwanGeniuS Electronic Optical Co., Ltd.
Supertrend · CAGR 34.2% · MDD -48.8% · Sharpe 1.03
Stocks · TaiwanMPI Corporation
Donchian breakout · CAGR 39.1% · MDD -46.1% · Sharpe 1.03
ETFs · TaiwanFubon FTSE TWSE Taiwan 50 ETF
Donchian breakout · CAGR 16.2% · MDD -22.6% · Sharpe 1.02
Stocks · TaiwanAll Ring Tech Co., Ltd.
EMA crossover · CAGR 36.2% · MDD -47.7% · Sharpe 1.02
Stocks · TaiwanLandMark Optoelectronics Corp.
MACD · CAGR 36.8% · MDD -76.8% · Sharpe 1.02
Stocks · TaiwanPowerchip Semiconductor Manufacturing Corp.
ROC momentum · CAGR 30.7% · MDD -33.1% · Sharpe 1.01
Stocks · TaiwanInternational Games System Co., Ltd.
ROC momentum · CAGR 27.0% · MDD -35.0% · Sharpe 1.01
Stocks · TaiwanKing Slide Works Co., Ltd.
SMA crossover · CAGR 28.6% · MDD -42.9% · Sharpe 1.01
ETFs · TaiwanFubon NASDAQ-100 ETF
SMA crossover · CAGR 15.5% · MDD -28.2% · Sharpe 1.01
Stocks · TaiwanVisEra Technologies Co., Ltd.
MACD · CAGR 29.2% · MDD -28.7% · Sharpe 0.97
Stocks · TaiwanInnodisk Corp.
SMA crossover · CAGR 27.6% · MDD -54.6% · Sharpe 0.95
Stocks · TaiwanAsmedia Technology Inc.
Keltner breakout · CAGR 23.2% · MDD -52.2% · Sharpe 0.94
Stocks · TaiwanBizLink Holding Inc.
Parabolic SAR · CAGR 27.2% · MDD -46.7% · Sharpe 0.92
Stocks · TaiwanGrand Process Technology Corporation
ROC momentum · CAGR 29.7% · MDD -53.8% · Sharpe 0.92
Stocks · TaiwanTaiwan Union Technology Corporation
Donchian breakout · CAGR 32.6% · MDD -51.7% · Sharpe 0.92
Stocks · TaiwanAURAS Technology Co., Ltd.
Keltner breakout · CAGR 18.1% · MDD -26.9% · Sharpe 0.92
Stocks · TaiwanKaori Heat Treatment Co., Ltd.
MACD · CAGR 28.0% · MDD -50.8% · Sharpe 0.90
Stocks · TaiwanChenbro Micom Co., Ltd.
Supertrend · CAGR 24.1% · MDD -49.0% · Sharpe 0.90
Stocks · TaiwanWin Semiconductors Corp.
Bollinger breakout · CAGR 20.5% · MDD -26.3% · Sharpe 0.90
Stocks · TaiwanI-Chiun Precision Industry Co., Ltd.
SMA crossover · CAGR 28.0% · MDD -65.7% · Sharpe 0.89
Stocks · TaiwanNan Ya Printed Circuit Board Corporation
Bollinger breakout · CAGR 18.5% · MDD -42.0% · Sharpe 0.89
Stocks · TaiwanGCS Holdings, Inc.
Supertrend · CAGR 29.3% · MDD -80.6% · Sharpe 0.88
Stocks · TaiwanGlobalWafers Co., Ltd.
SMA crossover · CAGR 29.1% · MDD -48.6% · Sharpe 0.88
Stocks · TaiwanADATA Technology Co., Ltd.
ROC momentum · CAGR 26.1% · MDD -53.2% · Sharpe 0.86
Stocks · TaiwanLuxnet Corporation
EMA crossover · CAGR 30.5% · MDD -54.6% · Sharpe 0.86
Stocks · TaiwanProsperity Dielectrics Co., Ltd.
Supertrend · CAGR 26.4% · MDD -66.3% · Sharpe 0.85
Stocks · TaiwanBrowave Corporation
EMA crossover · CAGR 30.1% · MDD -55.1% · Sharpe 0.85
Stocks · TaiwanElite Material Co., Ltd.
Donchian breakout · CAGR 29.1% · MDD -62.6% · Sharpe 0.84
Stocks · TaiwanCO-TECH DEVELOPMENT CORP.
ROC momentum · CAGR 22.7% · MDD -61.3% · Sharpe 0.84
Stocks · TaiwanYageo Corporation
Supertrend · CAGR 23.7% · MDD -40.8% · Sharpe 0.84
Stocks · TaiwanVentec International Group Co., Ltd.
Bollinger breakout · CAGR 16.1% · MDD -25.3% · Sharpe 0.83
Stocks · TaiwanUniversal Microwave Technology, Inc.
ADX / DI trend · CAGR 16.4% · MDD -37.3% · Sharpe 0.83
Stocks · TaiwanLotes Co., Ltd
SMA crossover · CAGR 25.4% · MDD -40.7% · Sharpe 0.83
Stocks · TaiwanITEQ Corporation
Donchian breakout · CAGR 24.5% · MDD -55.7% · Sharpe 0.81
Stocks · TaiwanNanya Technology Corporation
Bollinger breakout · CAGR 19.3% · MDD -45.7% · Sharpe 0.80
Stocks · TaiwanAsia Vital Components Co., Ltd.
SMA crossover · CAGR 24.2% · MDD -49.2% · Sharpe 0.79
Stocks · TaiwanVisual Photonics Epitaxy Co., Ltd.
Bollinger breakout · CAGR 20.9% · MDD -54.4% · Sharpe 0.78
Stocks · TaiwanGlobal Unichip Corp.
Donchian breakout · CAGR 27.1% · MDD -73.5% · Sharpe 0.77
Stocks · TaiwanXintec Inc.
Bollinger breakout · CAGR 17.0% · MDD -37.2% · Sharpe 0.77
Stocks · TaiwanElite Advanced Laser Corporation
SMA crossover · CAGR 23.9% · MDD -59.1% · Sharpe 0.77
Stocks · TaiwanUnited Integrated Services Co., Ltd.
SMA crossover · CAGR 18.5% · MDD -39.5% · Sharpe 0.77
Stocks · TaiwanElite Semiconductor Microelectronics Technology Inc.
Bollinger breakout · CAGR 20.5% · MDD -54.2% · Sharpe 0.76
Stocks · TaiwanTopoint Technology Co., Ltd.
Donchian breakout · CAGR 19.4% · MDD -39.1% · Sharpe 0.76
Stocks · TaiwanKinsus Interconnect Technology Corp.
SMA crossover · CAGR 22.0% · MDD -48.7% · Sharpe 0.74
Stocks · TaiwanYang Ming Marine Transport Corp.
ROC momentum · CAGR 17.2% · MDD -60.7% · Sharpe 0.74
Stocks · TaiwanEpisil-Precision, Inc.
Parabolic SAR · CAGR 21.9% · MDD -60.6% · Sharpe 0.73
Stocks · TaiwanKing Yuan Electronics Co., Ltd.
Bollinger breakout · CAGR 13.3% · MDD -27.5% · Sharpe 0.73
Stocks · TaiwanHIWIN Technologies Corp.
Supertrend · CAGR 18.2% · MDD -47.4% · Sharpe 0.73
Stocks · TaiwanChailease Holding Co. Ltd.
EMA crossover · CAGR 13.9% · MDD -33.4% · Sharpe 0.72
Stocks · TaiwanFortune Electric Co., Ltd.
Supertrend · CAGR 18.5% · MDD -57.4% · Sharpe 0.72
Stocks · TaiwanLARGAN Precision Co., Ltd.
SMA crossover · CAGR 19.5% · MDD -73.9% · Sharpe 0.72
Stocks · TaiwaneMemory Technology, Inc.
Bollinger breakout · CAGR 19.0% · MDD -61.5% · Sharpe 0.72
Stocks · TaiwanPhison Electronics Corp.
Donchian breakout · CAGR 20.8% · MDD -49.9% · Sharpe 0.72
ETFs · TaiwanYuanta/P-shares Taiwan Top 50 ETF
SMA crossover · CAGR 9.6% · MDD -29.2% · Sharpe 0.72
Stocks · TaiwanDelta Electronics, Inc.
SMA crossover · CAGR 16.7% · MDD -48.8% · Sharpe 0.71
Stocks · TaiwanJentech Precision Industrial Co., Ltd
Donchian breakout · CAGR 23.7% · MDD -75.8% · Sharpe 0.71
ETFs · TaiwanJKO S&P GSCI Brent Crude 2x Leveraged ER Future s ETF
Donchian breakout · CAGR 27.5% · MDD -65.2% · Sharpe 0.71
Stocks · TaiwanKinik Co.
Donchian breakout · CAGR 20.4% · MDD -71.8% · Sharpe 0.71
Stocks · TaiwanShunSin Technology Holdings Ltd.
Supertrend · CAGR 21.5% · MDD -57.0% · Sharpe 0.71
Stocks · TaiwanUnimicron Technology Corp.
ROC momentum · CAGR 19.3% · MDD -55.9% · Sharpe 0.71
Stocks · TaiwanTopco Scientific Co., Ltd.
Donchian breakout · CAGR 18.0% · MDD -66.6% · Sharpe 0.71
Stocks · TaiwanMediaTek Inc
EMA crossover · CAGR 18.7% · MDD -47.9% · Sharpe 0.70
Stocks · TaiwanActer Group Corporation Limited
SMA crossover · CAGR 16.1% · MDD -40.6% · Sharpe 0.70
Stocks · TaiwanTest Research, Inc.
Donchian breakout · CAGR 15.5% · MDD -42.4% · Sharpe 0.70
Stocks · TaiwanSilergy Corp.
SMA crossover · CAGR 21.2% · MDD -60.5% · Sharpe 0.70
Stocks · TaiwanHon Hai Precision Industry Co., Ltd.
Supertrend · CAGR 21.0% · MDD -55.5% · Sharpe 0.70
Stocks · TaiwanChipbond Technology Corporation
Bollinger breakout · CAGR 12.9% · MDD -38.6% · Sharpe 0.70
Stocks · TaiwanWistron Corporation
ADX / DI trend · CAGR 9.6% · MDD -39.9% · Sharpe 0.70
Stocks · TaiwanTa Liang Technology Co., Ltd.
SMA crossover · CAGR 19.2% · MDD -54.6% · Sharpe 0.69
Stocks · TaiwanTripod Technology Corporation
SMA crossover · CAGR 18.2% · MDD -53.1% · Sharpe 0.69
Stocks · TaiwanE Ink Holdings Inc
Supertrend · CAGR 17.5% · MDD -68.5% · Sharpe 0.68
Stocks · TaiwanNichidenbo Corp.
Parabolic SAR · CAGR 14.3% · MDD -36.1% · Sharpe 0.68
Stocks · TaiwanHoly Stone Enterprise Co., Ltd.
Supertrend · CAGR 17.9% · MDD -72.1% · Sharpe 0.68
Stocks · TaiwanChroma Ate Inc.
Donchian breakout · CAGR 19.8% · MDD -51.7% · Sharpe 0.68
Stocks · TaiwanTaiwan Surface Mounting Technology Corp.
Supertrend · CAGR 16.2% · MDD -53.9% · Sharpe 0.68
Stocks · TaiwanGold Circuit Electronics Ltd
Supertrend · CAGR 19.1% · MDD -51.8% · Sharpe 0.67
Stocks · TaiwanNan Ya Plastics Corporation
EMA crossover · CAGR 13.6% · MDD -44.8% · Sharpe 0.67
Stocks · TaiwanWT Microelectronics Co., Ltd.
SMA crossover · CAGR 15.2% · MDD -39.1% · Sharpe 0.67
Stocks · TaiwanTXC Corporation
SMA crossover · CAGR 17.7% · MDD -45.2% · Sharpe 0.67
Stocks · TaiwanWinbond Electronics Corp.
Bollinger breakout · CAGR 11.6% · MDD -28.0% · Sharpe 0.67
Stocks · TaiwanFormosa Sumco Technology Corporation
Parabolic SAR · CAGR 18.2% · MDD -55.0% · Sharpe 0.66
Stocks · TaiwanL&K Engineering Co. Ltd.
SMA crossover · CAGR 15.8% · MDD -56.5% · Sharpe 0.66
Stocks · TaiwanSino-American Silicon Products Inc.
Parabolic SAR · CAGR 16.1% · MDD -46.6% · Sharpe 0.66
Stocks · TaiwanNovatek Microelectronics Corp.
Donchian breakout · CAGR 17.6% · MDD -51.0% · Sharpe 0.65
Stocks · TaiwanTaiwan Semiconductor Manufacturing Co., Ltd.
EMA crossover · CAGR 12.6% · MDD -28.3% · Sharpe 0.65
Stocks · TaiwanMacronix International Co., Ltd.
Donchian breakout · CAGR 13.4% · MDD -37.2% · Sharpe 0.63
Stocks · TaiwanFulltech Fiber Glass Corp.
Donchian breakout · CAGR 16.1% · MDD -63.1% · Sharpe 0.63
Stocks · TaiwanGigabyte Technology Co., Ltd.
Bollinger breakout · CAGR 12.2% · MDD -38.1% · Sharpe 0.62
Stocks · TaiwanAccton Technology Corp.
SMA crossover · CAGR 16.1% · MDD -65.8% · Sharpe 0.62
Stocks · TaiwanHotai Motor Co., Ltd.
SMA crossover · CAGR 12.9% · MDD -52.5% · Sharpe 0.62
Stocks · TaiwanArdentec Corporation
Supertrend · CAGR 13.1% · MDD -36.5% · Sharpe 0.61
Stocks · TaiwanAdvantech Co., Ltd.
SMA crossover · CAGR 12.4% · MDD -48.8% · Sharpe 0.61
Stocks · TaiwanInnolux Corp.
Donchian breakout · CAGR 15.6% · MDD -66.9% · Sharpe 0.61
Stocks · TaiwanTranscend Information, Inc.
Bollinger breakout · CAGR 11.6% · MDD -44.6% · Sharpe 0.60
Stocks · TaiwanChipMOS Technologies, Inc.
Donchian breakout · CAGR 12.1% · MDD -31.9% · Sharpe 0.59
Stocks · TaiwanSigurd Microelectronics Corp.
SMA crossover · CAGR 12.6% · MDD -45.2% · Sharpe 0.59
Stocks · TaiwanEnnostar Inc.
Bollinger breakout · CAGR 10.9% · MDD -24.5% · Sharpe 0.59
Stocks · TaiwanTAIFLEX Scientific Co., Ltd.
SMA crossover · CAGR 13.8% · MDD -44.3% · Sharpe 0.59
Stocks · TaiwanFOCI Fiber Optic Communications, Inc.
SMA crossover · CAGR 14.7% · MDD -53.3% · Sharpe 0.58
Stocks · TaiwanEvergreen Marine Corp. (Taiwan) Ltd.
Parabolic SAR · CAGR 13.6% · MDD -51.9% · Sharpe 0.58
Stocks · TaiwanMicro-Star International Co., Ltd.
Bollinger breakout · CAGR 11.9% · MDD -50.5% · Sharpe 0.58
Stocks · TaiwanWan Hai Lines Ltd.
SMA crossover · CAGR 13.8% · MDD -58.0% · Sharpe 0.58
ETFs · TaiwanFubon Taiwan Technology ETF
MACD · CAGR 8.8% · MDD -40.9% · Sharpe 0.57
Stocks · TaiwanVanguard International Semiconductor Corp
ROC momentum · CAGR 14.8% · MDD -51.4% · Sharpe 0.57
Stocks · TaiwanPan Jit International Inc.
SMA crossover · CAGR 14.5% · MDD -55.9% · Sharpe 0.57
Stocks · TaiwanNuvoton Technology Corporation
EMA crossover · CAGR 14.6% · MDD -51.4% · Sharpe 0.57
Stocks · TaiwanAirtac International Group
Donchian breakout · CAGR 14.2% · MDD -44.6% · Sharpe 0.57
Stocks · TaiwanZhen Ding Technology Holding Limited
Keltner breakout · CAGR 9.5% · MDD -38.6% · Sharpe 0.57
Stocks · TaiwanWNC Corporation
Donchian breakout · CAGR 13.7% · MDD -54.7% · Sharpe 0.56
Stocks · TaiwanE.SUN Financial Holding Co., Ltd.
ROC momentum · CAGR 10.6% · MDD -56.8% · Sharpe 0.56
Stocks · TaiwanFormosa Chemicals & Fibre Corporation
EMA crossover · CAGR 10.2% · MDD -54.8% · Sharpe 0.56
Stocks · TaiwanMirle Automation Corp.
Donchian breakout · CAGR 12.7% · MDD -56.6% · Sharpe 0.55
ETFs · TaiwanYuanta/P-shares Taiwan Dividend Plus ETF
EMA crossover · CAGR 5.6% · MDD -36.2% · Sharpe 0.55
Stocks · TaiwanDynapack International Technology Corporation
SMA crossover · CAGR 11.9% · MDD -50.5% · Sharpe 0.53
Stocks · TaiwanASE Technology Holding Co., Ltd.
Donchian breakout · CAGR 11.2% · MDD -53.8% · Sharpe 0.53
Stocks · TaiwanCompeq Manufacturing Co., Ltd.
ADX / DI trend · CAGR 7.7% · MDD -34.6% · Sharpe 0.53
ETFs · TaiwanCTBC MSCI China Free 50 ex A and B Daily Leveraged 2X ETF
Supertrend · CAGR 12.3% · MDD -62.5% · Sharpe 0.53
Stocks · TaiwanWalsin Technology Corporation
MACD · CAGR 12.8% · MDD -77.1% · Sharpe 0.52
Stocks · TaiwanMarketech International Corp.
Donchian breakout · CAGR 12.7% · MDD -71.6% · Sharpe 0.52
Stocks · TaiwanTA Chen Stainless Pipe Co., Ltd.
Keltner breakout · CAGR 4.5% · MDD -35.2% · Sharpe 0.52
Stocks · TaiwanFaraday Technology Corp.
SMA crossover · CAGR 14.2% · MDD -52.7% · Sharpe 0.51
Stocks · TaiwanWafer Works Corp.
Donchian breakout · CAGR 11.5% · MDD -68.3% · Sharpe 0.51
Stocks · TaiwanFoxconn Technology Co., Ltd.
SMA crossover · CAGR 11.4% · MDD -55.8% · Sharpe 0.51
Stocks · TaiwanWPG Holding Co Ltd
Donchian breakout · CAGR 10.3% · MDD -57.5% · Sharpe 0.51
Stocks · TaiwanRealtek Semiconductor Corp
EMA crossover · CAGR 10.9% · MDD -45.0% · Sharpe 0.51
Stocks · TaiwanEternal Materials Co., Ltd.
ADX / DI trend · CAGR 3.3% · MDD -14.6% · Sharpe 0.50
Stocks · TaiwanLite-On Technology Corp.
Donchian breakout · CAGR 7.9% · MDD -37.6% · Sharpe 0.50
Stocks · TaiwanTS Financial Holding Co., Ltd.
Donchian breakout · CAGR 9.4% · MDD -62.8% · Sharpe 0.50
Stocks · TaiwanAUO Corporation
SMA crossover · CAGR 10.9% · MDD -68.6% · Sharpe 0.49
Stocks · TaiwanKGI Financial Holding Co., Ltd.
Donchian breakout · CAGR 7.6% · MDD -43.9% · Sharpe 0.49
Stocks · TaiwanShanghai Commercial & Savings Bank, Ltd.
ADX / DI trend · CAGR 1.9% · MDD -7.0% · Sharpe 0.49
Stocks · TaiwanAcer Incorporated
Supertrend · CAGR 9.7% · MDD -58.8% · Sharpe 0.49
Stocks · TaiwanUnited Microelectronics Corp.
SMA crossover · CAGR 9.7% · MDD -52.2% · Sharpe 0.49
Stocks · TaiwanWalsin Lihwa Corporation
EMA crossover · CAGR 10.3% · MDD -52.7% · Sharpe 0.48
Stocks · TaiwanUni-President Enterprises Corp.
SMA crossover · CAGR 8.3% · MDD -41.1% · Sharpe 0.46
Stocks · TaiwanPowertech Technology Inc.
Donchian breakout · CAGR 10.5% · MDD -57.4% · Sharpe 0.46
Stocks · TaiwanAerospace Industrial Development Corp.
ADX / DI trend · CAGR 3.2% · MDD -8.8% · Sharpe 0.46
Stocks · TaiwanPegatron Corporation
SMA crossover · CAGR 7.3% · MDD -30.6% · Sharpe 0.46
Stocks · TaiwanCTBC Financial Holding Company Ltd.
ROC momentum · CAGR 8.2% · MDD -43.5% · Sharpe 0.45
Stocks · TaiwanTong Hsing Electronic Industries ,Ltd.
Supertrend · CAGR 9.4% · MDD -58.9% · Sharpe 0.44
Stocks · TaiwanFubon Financial Holding Co., Ltd.
Donchian breakout · CAGR 6.4% · MDD -56.7% · Sharpe 0.43
Stocks · TaiwanTaiwan Glass Industry Corp.
ADX / DI trend · CAGR 7.3% · MDD -55.9% · Sharpe 0.43
Stocks · TaiwanTeco Electric & Machinery Co., Ltd.
Bollinger breakout · CAGR 4.9% · MDD -24.9% · Sharpe 0.42
Stocks · TaiwanQuanta Computer Inc.
Donchian breakout · CAGR 5.9% · MDD -49.3% · Sharpe 0.42
Stocks · TaiwanYuanta Financial Holding Co. Ltd.
SMA crossover · CAGR 6.9% · MDD -46.4% · Sharpe 0.42
Stocks · TaiwanInventec Corporation
ADX / DI trend · CAGR 5.0% · MDD -32.0% · Sharpe 0.41
ETFs · TaiwanYuanta S&P GSCI Crude Oil 1x Inverse ER Futures ETF
Donchian breakout · CAGR 13.1% · MDD -75.0% · Sharpe 0.41
Stocks · TaiwanAsustek Computer Inc.
SMA crossover · CAGR 7.4% · MDD -47.7% · Sharpe 0.41
Stocks · TaiwanHua Nan Financial Holdings Co., Ltd.
ROC momentum · CAGR 7.2% · MDD -56.9% · Sharpe 0.41
ETFs · TaiwanFuh Hwa FTSE Mortgage REITs ETF
ROC momentum · CAGR 1.9% · MDD -9.2% · Sharpe 0.41
Stocks · TaiwanCathay Financial Holdings Co., Ltd.
EMA crossover · CAGR 6.3% · MDD -50.4% · Sharpe 0.41
Stocks · TaiwanSinoPac Financial Holdings Co., Ltd.
Donchian breakout · CAGR 6.4% · MDD -43.7% · Sharpe 0.40
Stocks · TaiwanFormosa Plastics Corporation
SMA crossover · CAGR 6.0% · MDD -39.6% · Sharpe 0.39
Stocks · TaiwanMiTAC Holdings Corp.
MACD · CAGR 6.9% · MDD -71.2% · Sharpe 0.38
Stocks · TaiwanAiroha Technology Corp.
MACD · CAGR 6.1% · MDD -43.0% · Sharpe 0.38
Stocks · TaiwanPhoenix Silicon International Corp.
MACD · CAGR 6.4% · MDD -64.7% · Sharpe 0.36
ETFs · TaiwanYuanta Daily CSI 300 Bull 2X ETF
Donchian breakout · CAGR 5.3% · MDD -41.5% · Sharpe 0.35
Stocks · TaiwanPresident Chain Store Corporation
EMA crossover · CAGR 4.9% · MDD -43.5% · Sharpe 0.34
ETFs · TaiwanCathay Bloomberg Barclay U.S. Treasury 20+ Year Bond ETF
Bollinger breakout · CAGR 0.7% · MDD -2.5% · Sharpe 0.34
Stocks · TaiwanFirst Financial Holding Co. Ltd.
ROC momentum · CAGR 4.7% · MDD -42.3% · Sharpe 0.33
Stocks · TaiwanFormosa Petrochemical Corp
Donchian breakout · CAGR 4.4% · MDD -41.9% · Sharpe 0.33
Stocks · TaiwanChina Steel Corporation
EMA crossover · CAGR 4.3% · MDD -38.4% · Sharpe 0.33
Stocks · TaiwanSynnex Technology International Corp.
SMA crossover · CAGR 5.2% · MDD -50.7% · Sharpe 0.33
Stocks · TaiwanTCC Group Holdings Co Ltd.
EMA crossover · CAGR 4.8% · MDD -53.6% · Sharpe 0.32
ETFs · TaiwanCTBC U.S. Treasury 20 Year Bond ETF
Bollinger breakout · CAGR 1.6% · MDD -11.0% · Sharpe 0.32
Stocks · TaiwanTaiwan Cooperative Financial Holding Co., Ltd.
SMA crossover · CAGR 4.2% · MDD -49.6% · Sharpe 0.31
ETFs · TaiwanYuanta U.S. Treasury 20 Year Bond ETF
Bollinger breakout · CAGR 0.5% · MDD -3.6% · Sharpe 0.28
Stocks · TaiwanMega Financial Holding Co., Ltd.
Supertrend · CAGR 3.5% · MDD -51.3% · Sharpe 0.27
ETFs · TaiwanYuanta Daily Taiwan 50 Bear -1X ETF
ROC momentum · CAGR 10.1% · MDD -56.0% · Sharpe 0.26
Stocks · TaiwanEva Airways Corporation
Bollinger breakout · CAGR 3.3% · MDD -56.8% · Sharpe 0.26
Stocks · TaiwanChunghwa Telecom Co., Ltd
ROC momentum · CAGR 2.7% · MDD -36.6% · Sharpe 0.24
Stocks · TaiwanTaiwan Mobile Co., Ltd.
SMA crossover · CAGR 2.5% · MDD -47.0% · Sharpe 0.24
Stocks · TaiwanFar Eastone Telecommunications Co., Ltd.
SMA crossover · CAGR 2.3% · MDD -36.9% · Sharpe 0.23
Stocks · TaiwanCompal Electronics, Inc.
Bollinger breakout · CAGR 2.6% · MDD -52.3% · Sharpe 0.23
Stocks · TaiwanChang Hwa Commercial Bank, Ltd.
Keltner breakout · CAGR 2.0% · MDD -34.9% · Sharpe 0.22