SleepWell Trade · Asset reports · United States
2,878 United States backtest reports (10/10)
Backtest reports for United States listings, recomputed monthly across the same ten trend-following strategies.
NYLIM MacKay Muni Intermediate ETF
ADX / DI trend · CAGR 0.2% · MDD -2.9% · Sharpe 0.21
ETFs · United StatesNuveen Quality Municipal Income Fund
Bollinger breakout · CAGR 0.1% · MDD -2.2% · Sharpe 0.21
Stocks · United StatesKite Realty Group Trust
Bollinger breakout · CAGR 0.7% · MDD -12.3% · Sharpe 0.21
ETFs · United StatesSchwab US Aggregate Bond ETF
ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.21
Stocks · United StatesIDACORP, Inc.
SMA crossover · CAGR 1.9% · MDD -49.6% · Sharpe 0.20
ETFs · United StatesiShares MSCI Australia Index Fund
Donchian breakout · CAGR 2.1% · MDD -49.5% · Sharpe 0.20
Stocks · United StatesQuanex Building Products Corporation
Donchian breakout · CAGR -0.4% · MDD -93.3% · Sharpe 0.20
ETFs · United StatesiShares MSCI Indonesia ETF
Bollinger breakout · CAGR 1.2% · MDD -12.3% · Sharpe 0.20
Stocks · United StatesHealthpeak Properties, Inc.
Donchian breakout · CAGR 2.0% · MDD -62.0% · Sharpe 0.20
Stocks · United StatesDropbox, Inc.
ADX / DI trend · CAGR 0.3% · MDD -5.4% · Sharpe 0.20
ETFs · United StatesVanguard Long-Term Bond ETF
Bollinger breakout · CAGR 0.6% · MDD -8.7% · Sharpe 0.20
Stocks · United StatesFulton Financial Corporation
Bollinger breakout · CAGR 1.5% · MDD -31.3% · Sharpe 0.20
ETFs · United StatesFT Vest S&P 500 Dividend Aristocrats Target Income ETF
Donchian breakout · CAGR 1.7% · MDD -33.6% · Sharpe 0.20
ETFs · United StatesNuveen S&P 500 Dynamic Overwrite Fund
ADX / DI trend · CAGR 0.4% · MDD -7.5% · Sharpe 0.20
ETFs · United StatesInvesco Municipal Opportunity Trust
ROC momentum · CAGR 0.3% · MDD -7.0% · Sharpe 0.19
ETFs · United StatesiShares Broad USD Investment Grade Corporate Bond ETF
ADX / DI trend · CAGR 0.3% · MDD -5.2% · Sharpe 0.19
ETFs · United StatesOxford Lane Capital Corp.
SMA crossover · CAGR 1.8% · MDD -29.4% · Sharpe 0.19
ETFs · United StatesProShares UltraShort Energy
ADX / DI trend · CAGR 2.0% · MDD -52.2% · Sharpe 0.19
Stocks · United StatesMolson Coors Beverage Company
ROC momentum · CAGR 1.1% · MDD -75.4% · Sharpe 0.19
Stocks · United StatesFS KKR Capital Corp.
ROC momentum · CAGR 1.2% · MDD -21.6% · Sharpe 0.19
Stocks · United StatesFirst Busey Corporation
SMA crossover · CAGR 1.9% · MDD -44.1% · Sharpe 0.19
Stocks · United StatesHillman Solutions Corp.
SMA crossover · CAGR 1.7% · MDD -30.3% · Sharpe 0.19
ETFs · United StatesVanguard Short-Term Corporate Bond ETF
ROC momentum · CAGR 0.4% · MDD -6.2% · Sharpe 0.19
ETFs · United StatesNuveen AMT-Free Municipal Credit Income Fund
ADX / DI trend · CAGR 0.6% · MDD -14.1% · Sharpe 0.19
ETFs · United StatesState Street SPDR Portfolio Intermediate Term Treasury ETF
ADX / DI trend · CAGR 0.3% · MDD -5.9% · Sharpe 0.19
ETFs · United StatesVanguard Emerging Markets Government Bond ETF
ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.19
ETFs · United StatesiShares 0-5 Year High Yield Corporate Bond ETF
ROC momentum · CAGR 0.1% · MDD -0.7% · Sharpe 0.19
Stocks · United StatesGrocery Outlet Holding Corp.
ADX / DI trend · CAGR 0.9% · MDD -11.2% · Sharpe 0.19
ETFs · United StatesiShares Core U.S. Aggregate Bond ETF
ADX / DI trend · CAGR 0.1% · MDD -2.1% · Sharpe 0.19
Stocks · United StatesAmeren Corporation
Donchian breakout · CAGR 1.6% · MDD -38.5% · Sharpe 0.19
Stocks · United StatesService Properties Trust
ADX / DI trend · CAGR 0.4% · MDD -9.3% · Sharpe 0.19
Stocks · United StatesAnnaly Capital Management Inc.
Bollinger breakout · CAGR 0.6% · MDD -11.7% · Sharpe 0.19
Stocks · United StatesWestern Union Company (The)
ADX / DI trend · CAGR 0.4% · MDD -7.8% · Sharpe 0.18
ETFs · United StatesiShares TIPS Bond ETF
ROC momentum · CAGR 0.0% · MDD -0.5% · Sharpe 0.18
ETFs · United StatesVanEck J. P. Morgan EM Local Currency Bond ET
Bollinger breakout · CAGR 0.3% · MDD -3.7% · Sharpe 0.18
Stocks · United StatesMFA Financial, Inc.
ADX / DI trend · CAGR 0.6% · MDD -0.5% · Sharpe 0.18
Stocks · United StatesUnited Bankshares, Inc.
SMA crossover · CAGR 1.4% · MDD -69.3% · Sharpe 0.18
ETFs · United StatesCornerstone Total Return Fund, Inc. (The)
ADX / DI trend · CAGR 0.8% · MDD -15.7% · Sharpe 0.18
Stocks · United StatesOtter Tail Corporation
ROC momentum · CAGR 1.5% · MDD -61.4% · Sharpe 0.18
Stocks · United StatesBlackstone Mortgage Trust, Inc.
ADX / DI trend · CAGR 1.5% · MDD -69.5% · Sharpe 0.18
ETFs · United StatesiShares iBonds Dec 2027 Term Treasury ETF
ADX / DI trend · CAGR 0.1% · MDD -1.0% · Sharpe 0.18
ETFs · United StatesCornerstone Strategic Investment Fund, Inc.
Bollinger breakout · CAGR 0.5% · MDD -11.3% · Sharpe 0.18
ETFs · United StatesNuveen California AMT-Free Quality Municipal Income Fund
Donchian breakout · CAGR 1.1% · MDD -33.1% · Sharpe 0.18
Stocks · United StatesHawaiian Electric Industries, Inc.
SMA crossover · CAGR 1.5% · MDD -40.2% · Sharpe 0.18
Stocks · United StatesSuburban Propane Partners, L.P.
SMA crossover · CAGR 1.5% · MDD -36.5% · Sharpe 0.17
Stocks · United StatesBlue Owl Capital Corporation
ADX / DI trend · CAGR 0.5% · MDD -9.6% · Sharpe 0.17
ETFs · United StatesCambria Tail Risk ETF
Donchian breakout · CAGR 1.0% · MDD -12.4% · Sharpe 0.17
Stocks · United StatesHercules Capital, Inc.
Donchian breakout · CAGR 1.4% · MDD -54.9% · Sharpe 0.17
Stocks · United StatesWesBanco, Inc.
SMA crossover · CAGR 1.2% · MDD -76.1% · Sharpe 0.17
ETFs · United StatesSP Funds Dow Jones Global Sukuk ETF
ADX / DI trend · CAGR 0.6% · MDD -4.8% · Sharpe 0.17
Stocks · United StatesBarings BDC, Inc.
SMA crossover · CAGR 1.5% · MDD -55.9% · Sharpe 0.17
ETFs · United StatesInvesco California AMT-Free Municipal Bond Portfolio
Supertrend · CAGR 0.6% · MDD -14.5% · Sharpe 0.17
Stocks · United StatesLegalZoom.com, Inc.
SMA crossover · CAGR -0.9% · MDD -55.8% · Sharpe 0.17
ETFs · United StatesDirexion Small Cap Bear 3X ETF
Keltner breakout · CAGR 1.4% · MDD -46.4% · Sharpe 0.17
Stocks · United StatesHealthcare Realty Trust Incorporated
SMA crossover · CAGR 1.4% · MDD -62.1% · Sharpe 0.17
ETFs · United StatesInvesco Value Municipal Income Trust
ROC momentum · CAGR 0.1% · MDD -4.2% · Sharpe 0.17
ETFs · United StatesiShares iBonds Dec 2030 Term Corporate ETF
Bollinger breakout · CAGR 0.2% · MDD -1.6% · Sharpe 0.17
Stocks · United StatesChampion Homes, Inc.
Supertrend · CAGR 0.5% · MDD -97.3% · Sharpe 0.17
Stocks · United StatesBrighthouse Financial, Inc.
Donchian breakout · CAGR -1.2% · MDD -55.9% · Sharpe 0.16
ETFs · United StatesiShares 10-20 Year Treasury Bond ETF
Bollinger breakout · CAGR 0.2% · MDD -4.3% · Sharpe 0.16
ETFs · United StatesFirst Trust Enhanced Short Maturity ETF
ADX / DI trend · CAGR 0.1% · MDD -2.1% · Sharpe 0.16
ETFs · United StatesFirst Trust Smith Unconstrained Bond ETF
ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.15
ETFs · United StatesGlobal X NASDAQ 100 Covered Call ETF
ADX / DI trend · CAGR 0.1% · MDD -2.6% · Sharpe 0.15
ETFs · United StatesBlackrock MuniYield New York Quality Fund, Inc.
ROC momentum · CAGR 0.4% · MDD -11.2% · Sharpe 0.15
ETFs · United StatesInvesco Equal Weight 0-30 Year Treasury ETF
Bollinger breakout · CAGR 0.4% · MDD -9.3% · Sharpe 0.15
ETFs · United StatesiShares U.S. Treasury Bond ETF
ADX / DI trend · CAGR 0.3% · MDD -4.6% · Sharpe 0.15
ETFs · United StatesProShares UltraShort Gold
Bollinger breakout · CAGR 0.9% · MDD -33.8% · Sharpe 0.15
Stocks · United StatesZoomInfo Technologies Inc.
SMA crossover · CAGR 0.8% · MDD -40.5% · Sharpe 0.15
Stocks · United StatesExpro Ltd
Keltner breakout · CAGR 0.8% · MDD -56.4% · Sharpe 0.15
Stocks · United StatesSouthwest Gas Holdings, Inc.
EMA crossover · CAGR 1.0% · MDD -54.4% · Sharpe 0.15
ETFs · United StatesProShares UltraShort Russell2000
Bollinger breakout · CAGR 0.6% · MDD -51.8% · Sharpe 0.15
ETFs · United StatesiShares Broad USD High Yield Corporate Bond ETF
ROC momentum · CAGR 0.1% · MDD -1.7% · Sharpe 0.14
ETFs · United StatesDirexion Daily Junior Gold Miners Index Bear 2X ETF
Bollinger breakout · CAGR -6.0% · MDD -86.1% · Sharpe 0.14
ETFs · United StatesiShares Short-Term National Muni Bond ETF
ADX / DI trend · CAGR 0.1% · MDD -1.8% · Sharpe 0.14
ETFs · United StatesiShares J.P. Morgan USD Emerging Markets Bond ETF
Bollinger breakout · CAGR 0.2% · MDD -5.4% · Sharpe 0.14
ETFs · United StatesBlackrock Enhanced Equity Dividend Trust
ROC momentum · CAGR 0.5% · MDD -19.4% · Sharpe 0.14
ETFs · United StatesSchwab U.S. TIPS ETF
SMA crossover · CAGR 0.4% · MDD -12.9% · Sharpe 0.14
ETFs · United StatesWestern Asset Inflation-Linked Opportunities & Income Fund
Keltner breakout · CAGR 0.2% · MDD -4.3% · Sharpe 0.13
ETFs · United StatesEaton Vance Tax-Managed Diversified Equity Income Fund
SMA crossover · CAGR 0.8% · MDD -32.5% · Sharpe 0.13
Stocks · United StatesDouglas Emmett, Inc.
Bollinger breakout · CAGR 0.7% · MDD -17.5% · Sharpe 0.13
ETFs · United StatesState Street SPDR Portfolio Aggregate Bond ETF
ADX / DI trend · CAGR 0.1% · MDD -2.0% · Sharpe 0.13
ETFs · United StatesDirexion Daily FTSE China Bear 3X ETF
ADX / DI trend · CAGR 0.0% · MDD -0.5% · Sharpe 0.13
Stocks · United StatesF.N.B. Corporation
ADX / DI trend · CAGR 0.6% · MDD -52.9% · Sharpe 0.13
Stocks · United StatesReNew Energy Global plc
Supertrend · CAGR -0.8% · MDD -51.2% · Sharpe 0.13
Stocks · United StatesGlobal Net Lease, Inc.
ADX / DI trend · CAGR 0.4% · MDD -5.6% · Sharpe 0.13
ETFs · United StatesDirexion Daily S&P Biotech Bear 3X ETF
ROC momentum · CAGR -7.0% · MDD -81.5% · Sharpe 0.13
ETFs · United StatesVanguard Total Bond Market ETF
ADX / DI trend · CAGR 0.1% · MDD -3.1% · Sharpe 0.13
Stocks · United StatesnCino, Inc.
ADX / DI trend · CAGR 0.7% · MDD -13.0% · Sharpe 0.13
ETFs · United StatesProShares Short Russell2000
Bollinger breakout · CAGR 0.8% · MDD -29.4% · Sharpe 0.12
ETFs · United StatesProShares Short 20+ Year Treasury
Bollinger breakout · CAGR 0.4% · MDD -9.7% · Sharpe 0.12
ETFs · United StatesState Street SPDR Bloomberg Short Term High Yield Bond ETF
ROC momentum · CAGR 0.2% · MDD -2.8% · Sharpe 0.12
ETFs · United StatesNuveen California Quality Municipal Income Fund
Bollinger breakout · CAGR 0.2% · MDD -8.8% · Sharpe 0.12
ETFs · United StatesInvesco National AMT-Free Municipal Bond ETFo
Donchian breakout · CAGR 0.3% · MDD -17.6% · Sharpe 0.12
ETFs · United StatesState Street SPDR Portfolio TIPS ETF
SMA crossover · CAGR 0.4% · MDD -13.5% · Sharpe 0.12
ETFs · United StatesProShares Short Dow30
Keltner breakout · CAGR 0.5% · MDD -13.9% · Sharpe 0.12
ETFs · United StatesSchwab Intermediate-Term U.S. Treasury ETF
Donchian breakout · CAGR 0.3% · MDD -11.7% · Sharpe 0.11
ETFs · United StatesDirexion Financial Bear 3X ETF
Keltner breakout · CAGR -0.8% · MDD -52.0% · Sharpe 0.11
ETFs · United StatesState Street SPDR Nuveen ICE Municipal Bond ETF
ROC momentum · CAGR 0.1% · MDD -1.6% · Sharpe 0.10
ETFs · United StatesETRACS Silver Shares Covered Call ETNs due April 21, 2033
ADX / DI trend · CAGR 0.2% · MDD -5.3% · Sharpe 0.10
ETFs · United StatesiShares National Muni Bond ETF
Bollinger breakout · CAGR 0.1% · MDD -4.4% · Sharpe 0.10
Stocks · United StatesARMOUR Residential REIT, Inc.
Donchian breakout · CAGR 0.4% · MDD -18.4% · Sharpe 0.10
Stocks · United StatesINVESCO MORTGAGE CAPITAL INC
Bollinger breakout · CAGR 0.4% · MDD -44.8% · Sharpe 0.10
ETFs · United StatesProShares UltraShort Dow30
SMA crossover · CAGR -0.1% · MDD -49.2% · Sharpe 0.10
Stocks · United StatesHighwoods Properties, Inc.
Donchian breakout · CAGR 0.2% · MDD -56.6% · Sharpe 0.10
ETFs · United StatesiShares 1-3 Year International Treasury Bond ETF
ADX / DI trend · CAGR 0.1% · MDD -5.6% · Sharpe 0.10
ETFs · United StatesFidelity Investment Grade Bond ETF
Keltner breakout · CAGR 0.1% · MDD -1.3% · Sharpe 0.10
Stocks · United StatesD/B/A Centerspace
ADX / DI trend · CAGR 0.4% · MDD -15.2% · Sharpe 0.09
ETFs · United StatesInvesco DB USD Index Bullish Fund ETF
Donchian breakout · CAGR 0.4% · MDD -21.5% · Sharpe 0.09
Stocks · United StatesOrchid Island Capital, Inc.
ADX / DI trend · CAGR 0.1% · MDD -3.0% · Sharpe 0.09
ETFs · United StatesiShares iBonds Dec 2026 Term Treasury ETF
ADX / DI trend · CAGR 0.0% · MDD -0.9% · Sharpe 0.09
ETFs · United StatesiShares California Muni Bond ETF
ROC momentum · CAGR 0.4% · MDD -23.5% · Sharpe 0.09
ETFs · United Statesabrdn Total Dynamic Dividend Fund
Bollinger breakout · CAGR 0.2% · MDD -11.0% · Sharpe 0.08
ETFs · United StatesDNP Select Income Fund, Inc.
ROC momentum · CAGR 0.2% · MDD -9.8% · Sharpe 0.08
ETFs · United StatesGabelli Equity Trust, Inc. (The)
Donchian breakout · CAGR 0.1% · MDD -36.2% · Sharpe 0.07
ETFs · United StatesNuveen Municipal Value Fund, Inc.
Keltner breakout · CAGR 0.1% · MDD -3.9% · Sharpe 0.07
ETFs · United StatesiShares 0-1 Year Treasury Bond ETF
ROC momentum · CAGR 0.0% · MDD -1.2% · Sharpe 0.07
ETFs · United StatesFidelity Investment Grade Securitized ETF
ADX / DI trend · CAGR 0.1% · MDD -3.3% · Sharpe 0.07
ETFs · United StatesDirexion Daily Gold Miners Index Bear 2X ETF
SMA crossover · CAGR -13.9% · MDD -95.5% · Sharpe 0.07
ETFs · United StatesProShares Short S&P500
Keltner breakout · CAGR 0.2% · MDD -16.2% · Sharpe 0.07
ETFs · United StatesJPMorgan Short Duration Core Plus ETF
EMA crossover · CAGR 0.1% · MDD -2.5% · Sharpe 0.07
ETFs · United StatesUltraPro Short Dow30
ADX / DI trend · CAGR 0.1% · MDD -29.9% · Sharpe 0.06
ETFs · United StatesGlobal X SuperDividend ETF
Bollinger breakout · CAGR 0.0% · MDD -1.9% · Sharpe 0.05
ETFs · United StatesVanguard Intermediate-Term Bond ETF
EMA crossover · CAGR 0.1% · MDD -12.1% · Sharpe 0.05
ETFs · United StatesiShares Floating Rate Bond ETF
ROC momentum · CAGR 0.1% · MDD -3.6% · Sharpe 0.05
ETFs · United StatesDirexion Technology Bear 3X ETF
ADX / DI trend · CAGR -1.2% · MDD -35.9% · Sharpe 0.05
ETFs · United StatesPIMCO 0-5 Year High Yield Corporat Bond Index Exchange-Traded Fund
ROC momentum · CAGR 0.0% · MDD -1.3% · Sharpe 0.05
ETFs · United StatesState Street SPDR Portfolio Mortgage Backed Bond ETF
ADX / DI trend · CAGR 0.1% · MDD -5.1% · Sharpe 0.04
ETFs · United StatesProShares UltraShort Semiconductors
ADX / DI trend · CAGR -0.3% · MDD -46.3% · Sharpe 0.04
ETFs · United StatesState Street SPDR Nuveen ICE Short Term Municipal Bond ETF
ADX / DI trend · CAGR 0.1% · MDD -7.2% · Sharpe 0.04
ETFs · United StatesiShares 0-3 Month Treasury Bond ETF
ROC momentum · CAGR 0.0% · MDD -0.7% · Sharpe 0.03
ETFs · United StatesiShares New York Muni Bond ETF
ROC momentum · CAGR -0.0% · MDD -17.3% · Sharpe 0.03
ETFs · United StatesPIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
ROC momentum · CAGR 0.0% · MDD -14.8% · Sharpe 0.03
ETFs · United StatesProShares UltraPro Short S&P500
Keltner breakout · CAGR -1.6% · MDD -47.9% · Sharpe 0.02
ETFs · United StatesDirexion Daily S&P 500 Bear 3X ETF
Keltner breakout · CAGR -2.2% · MDD -48.5% · Sharpe 0.02
ETFs · United StatesState Street SPDR Bloomberg Investment Grade Floating Rate ETF
Keltner breakout · CAGR 0.0% · MDD -7.5% · Sharpe 0.02
ETFs · United StatesBlackRock Capital Allocation Term Trust
Bollinger breakout · CAGR 0.0% · MDD -2.9% · Sharpe 0.01
ETFs · United StatesProShares UltraShort QQQ
ADX / DI trend · CAGR -1.4% · MDD -42.4% · Sharpe 0.01
ETFs · United StatesDirexion Daily S&P 500 Bear 1X ETF
Bollinger breakout · CAGR -0.3% · MDD -18.5% · Sharpe 0.01
ETFs · United StatesiShares 1-3 Year Treasury Bond ETF
Bollinger breakout · CAGR 0.0% · MDD -1.6% · Sharpe 0.01
ETFs · United StatesSchwab Short-Term U.S. Treasury ETF
Keltner breakout · CAGR 0.0% · MDD -0.7% · Sharpe 0.01
ETFs · United StatesiShares 0-5 Year TIPS Bond ETF
EMA crossover · CAGR -0.0% · MDD -7.9% · Sharpe 0.00
ETFs · United StatesiShares Core Universal USD Bond ETF
Bollinger breakout · CAGR -0.0% · MDD -4.0% · Sharpe 0.00
ETFs · United StatesDirexion Emerging Markets Bear 3X ETF
Bollinger breakout · CAGR -3.1% · MDD -56.0% · Sharpe 0.00
ETFs · United StatesState Street SPDR Bloomberg 1-3 Month T-Bill ETF
ROC momentum · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETFs · United StatesGoldman Sachs Access Treasury 0-1 Year ETF
ROC momentum · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETFs · United StatesState Street SPDR Bloomberg 3-12 Month T-Bill ETF
ROC momentum · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETFs · United StatesInvesco Short Term Treasury ETF
ROC momentum · CAGR 0.0% · MDD 0.0% · Sharpe 0.00
ETFs · United StatesiShares Interest Rate Hedged High Yield Bond ETF
Donchian breakout · CAGR -0.1% · MDD -7.3% · Sharpe -0.00
ETFs · United StatesProShares Short QQQ
SMA crossover · CAGR -0.8% · MDD -46.6% · Sharpe -0.01
ETFs · United StatesiShares Short Duration Bond Active ETF
ROC momentum · CAGR -0.0% · MDD -3.5% · Sharpe -0.02
ETFs · United StatesVanguard Ultra-Short Bond ETF
Donchian breakout · CAGR -0.0% · MDD -1.2% · Sharpe -0.02
ETFs · United StatesVanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares
EMA crossover · CAGR -0.1% · MDD -7.8% · Sharpe -0.02
ETFs · United StatesShort Term Municipal Bond Active Exchange-Traded Fund
ROC momentum · CAGR -0.1% · MDD -6.1% · Sharpe -0.02
ETFs · United StatesiShares MBS ETF
SMA crossover · CAGR -0.1% · MDD -9.3% · Sharpe -0.02
ETFs · United StatesProShares UltraShort S&P500
SMA crossover · CAGR -3.6% · MDD -80.3% · Sharpe -0.03
ETFs · United StatesiShares 1-5 Year Investment Grade Corporate Bond ETF
SMA crossover · CAGR -0.1% · MDD -17.6% · Sharpe -0.03
Stocks · United StatesDriven Brands Holdings Inc.
Donchian breakout · CAGR -7.1% · MDD -46.4% · Sharpe -0.04
ETFs · United StatesPGIM Ultra Short Bond ETF
ROC momentum · CAGR -0.1% · MDD -2.3% · Sharpe -0.04
ETFs · United StatesDirexion Daily Semiconductor Bear 3X ETF
ADX / DI trend · CAGR -5.1% · MDD -60.8% · Sharpe -0.04
ETFs · United StatesiShares 0-5 Year Investment Grade Corporate Bond ETF
ROC momentum · CAGR -0.2% · MDD -10.4% · Sharpe -0.05
ETFs · United StatesFirst Trust Short Duration Managed Municipal ETF
Bollinger breakout · CAGR -0.0% · MDD -0.8% · Sharpe -0.06
ETFs · United StatesiShares Short Maturity Municipal Bond Active ETF
ROC momentum · CAGR -0.1% · MDD -3.8% · Sharpe -0.06
ETFs · United StatesJPMorgan Ultra-Short Income ETF
ROC momentum · CAGR -0.1% · MDD -3.3% · Sharpe -0.07
ETFs · United StatesiShares iBonds Dec 2028 Term Treasury ETF
ADX / DI trend · CAGR -0.0% · MDD -0.9% · Sharpe -0.08
ETFs · United StatesiShares Core 1-5 Year USD Bond ETF
ROC momentum · CAGR -0.2% · MDD -11.8% · Sharpe -0.08
ETFs · United StatesVanguard Mortgage-Backed Securities ETF
EMA crossover · CAGR -0.3% · MDD -8.9% · Sharpe -0.08
ETFs · United StatesPIMCO Enhanced Short Maturity Active Exchange-Traded Fund
ROC momentum · CAGR -0.1% · MDD -5.1% · Sharpe -0.08
ETFs · United StatesState Street SPDR Portfolio Short Term Treasury ETF
ROC momentum · CAGR -0.3% · MDD -10.5% · Sharpe -0.09
ETFs · United StatesiShares Ultra Short Duration Bond Active ETF
ROC momentum · CAGR -0.1% · MDD -3.8% · Sharpe -0.10
ETFs · United StatesFranklin U.S. Core Bond ETF
Keltner breakout · CAGR -0.2% · MDD -3.9% · Sharpe -0.12
ETFs · United StatesFranklin Short Duration U.S. Government ETF
EMA crossover · CAGR -0.1% · MDD -2.5% · Sharpe -0.13
ETFs · United StatesState Street DoubleLine Total Return Tactical ETF
Bollinger breakout · CAGR -0.1% · MDD -1.7% · Sharpe -0.15
ETFs · United StatesJanus Henderson Short Duration Income ETF
ROC momentum · CAGR -0.3% · MDD -7.2% · Sharpe -0.16
ETFs · United StatesInvesco Ultra Short Duration ETF
Donchian breakout · CAGR -0.8% · MDD -21.9% · Sharpe -0.18
ETFs · United StatesVanguard Short-Term Treasury ETF
EMA crossover · CAGR -0.2% · MDD -4.2% · Sharpe -0.18
ETFs · United StatesiShares Treasury Floating Rate Bond ETF
ROC momentum · CAGR -0.4% · MDD -6.2% · Sharpe -0.23
ETFs · United StatesJanus Henderson AAA CLO ETF
ROC momentum · CAGR -0.7% · MDD -7.7% · Sharpe -0.31
ETFs · United StatesWisdomTree Floating Rate Treasury Fund
ROC momentum · CAGR -0.1% · MDD -1.0% · Sharpe -0.40