SleepWell Trade · Asset reports · United States

3,334 United States backtest reports (11/12)

Backtest reports for United States listings, recomputed monthly across the same ten trend-following strategies.

Snapshot 2026-07

Stocks · United States

Banc of California, Inc.

ADX / DI trend · CAGR 1.3% · MDD -14.0% · Sharpe 0.27

Stocks · United States

Achieve Life Sciences, Inc.

Parabolic SAR · CAGR -3.5% · MDD -99.1% · Sharpe 0.27

Stocks · United States

Universal Corporation

Donchian breakout · CAGR 3.1% · MDD -47.4% · Sharpe 0.27

Stocks · United States

Petco Health and Wellness Company, Inc.

ADX / DI trend · CAGR 3.6% · MDD -44.6% · Sharpe 0.27

Stocks · United States

Fidus Investment Corporation

SMA crossover · CAGR 3.1% · MDD -34.4% · Sharpe 0.27

Stocks · United States

Greif Inc.

Donchian breakout · CAGR 3.5% · MDD -54.2% · Sharpe 0.27

ETFs · United States

First Trust Low Duration Opportunities ETF

ADX / DI trend · CAGR 0.1% · MDD -0.6% · Sharpe 0.27

ETFs · United States

iShares 25 Year Treasury STRIPS Bond ETF

ROC momentum · CAGR 1.2% · MDD -9.5% · Sharpe 0.26

ETFs · United States

Guggenheim Strategic Opportunities Fund

SMA crossover · CAGR 2.2% · MDD -26.6% · Sharpe 0.26

ETFs · United States

Invesco Taxable Municipal Bond ETF

ROC momentum · CAGR 0.2% · MDD -0.7% · Sharpe 0.26

ETFs · United States

iShares MSCI Hong Kong Index Fund

Supertrend · CAGR 3.0% · MDD -38.2% · Sharpe 0.26

ETFs · United States

United States Natural Gas Fund LP

Bollinger breakout · CAGR 3.3% · MDD -39.6% · Sharpe 0.26

ETFs · United States

State Street SPDR S&P Global Infrastructure ETF

Donchian breakout · CAGR 2.8% · MDD -29.3% · Sharpe 0.26

Stocks · United States

WaFd, Inc.

SMA crossover · CAGR 3.4% · MDD -48.4% · Sharpe 0.26

Stocks · United States

E.W. Scripps Company (The)

Donchian breakout · CAGR 2.6% · MDD -88.8% · Sharpe 0.26

Stocks · United States

Ingles Markets, Incorporated

SMA crossover · CAGR 3.5% · MDD -64.8% · Sharpe 0.26

Stocks · United States

California Water Service Group

ADX / DI trend · CAGR 2.2% · MDD -27.0% · Sharpe 0.26

Stocks · United States

Titan Machinery Inc.

SMA crossover · CAGR 2.8% · MDD -84.1% · Sharpe 0.26

Stocks · United States

Snap-On Incorporated

Donchian breakout · CAGR 3.4% · MDD -74.0% · Sharpe 0.26

Stocks · United States

AngioDynamics, Inc.

ADX / DI trend · CAGR 2.8% · MDD -32.5% · Sharpe 0.26

Stocks · United States

American Electric Power Company, Inc.

Donchian breakout · CAGR 2.9% · MDD -54.7% · Sharpe 0.26

Stocks · United States

Tonix Pharmaceuticals Holding Corp.

ADX / DI trend · CAGR 1.2% · MDD -87.9% · Sharpe 0.26

Stocks · United States

Piedmont Realty Trust, Inc.

Bollinger breakout · CAGR 1.0% · MDD -9.2% · Sharpe 0.26

ETFs · United States

Blackrock MuniYield Quality Fund, Inc.

ROC momentum · CAGR 0.7% · MDD -6.7% · Sharpe 0.26

Stocks · United States

Ecovyst Inc.

ADX / DI trend · CAGR 3.0% · MDD -33.1% · Sharpe 0.26

ETFs · United States

Vanguard FTSE All World Ex US ETF

SMA crossover · CAGR 2.5% · MDD -26.5% · Sharpe 0.26

Stocks · United States

Ribbon Communications Inc.

ADX / DI trend · CAGR 2.0% · MDD -20.2% · Sharpe 0.26

Stocks · United States

Accel Entertainment, Inc.

ROC momentum · CAGR 2.7% · MDD -55.1% · Sharpe 0.26

Stocks · United States

Tenable Holdings, Inc.

ADX / DI trend · CAGR 2.8% · MDD -35.3% · Sharpe 0.26

Stocks · United States

Hubbell Inc

EMA crossover · CAGR 2.8% · MDD -46.7% · Sharpe 0.26

Stocks · United States

COPT Defense Properties

SMA crossover · CAGR 3.4% · MDD -62.9% · Sharpe 0.26

ETFs · United States

VanEck Pharmaceutical ETF

ROC momentum · CAGR 3.0% · MDD -57.6% · Sharpe 0.26

Stocks · United States

Burke & Herbert Financial Services Corp.

EMA crossover · CAGR 3.3% · MDD -40.4% · Sharpe 0.26

Stocks · United States

Peoples Bancorp Inc.

SMA crossover · CAGR 3.3% · MDD -75.9% · Sharpe 0.26

Stocks · United States

Pacific Gas & Electric Co.

EMA crossover · CAGR 2.8% · MDD -43.0% · Sharpe 0.26

Stocks · United States

Financial Institutions, Inc.

SMA crossover · CAGR 3.3% · MDD -65.0% · Sharpe 0.26

Stocks · United States

SFL Corporation Ltd

Donchian breakout · CAGR 3.3% · MDD -54.3% · Sharpe 0.25

Stocks · United States

Kohl's Corporation

SMA crossover · CAGR 3.3% · MDD -81.4% · Sharpe 0.25

ETFs · United States

Direxion Daily 20-Year Treasury Bear 3X

Donchian breakout · CAGR 2.9% · MDD -31.8% · Sharpe 0.25

Stocks · United States

First Financial Bancorp.

SMA crossover · CAGR 3.3% · MDD -69.4% · Sharpe 0.25

ETFs · United States

ProShares UltraShort Lehman 20 Year Treasury

Keltner breakout · CAGR 0.5% · MDD -3.1% · Sharpe 0.25

Stocks · United States

Portland General Electric Co

SMA crossover · CAGR 2.8% · MDD -36.4% · Sharpe 0.25

Stocks · United States

Ladder Capital Corp

Bollinger breakout · CAGR 1.7% · MDD -16.5% · Sharpe 0.25

ETFs · United States

NYLIM Merger Arbitrage ETF

Donchian breakout · CAGR 0.9% · MDD -10.2% · Sharpe 0.25

ETFs · United States

Pacer Aristotle Pacific Floating Rate High Income ETF

ROC momentum · CAGR 0.2% · MDD -1.0% · Sharpe 0.25

ETFs · United States

PIMCO Income Strategy Fund II

ROC momentum · CAGR 1.6% · MDD -27.5% · Sharpe 0.25

Stocks · United States

Pinnacle West Capital Corporation

EMA crossover · CAGR 2.7% · MDD -61.0% · Sharpe 0.25

Stocks · United States

Community Healthcare Trust Incorporated

SMA crossover · CAGR 3.0% · MDD -57.4% · Sharpe 0.25

Stocks · United States

Sunstone Hotel Investors, Inc.

SMA crossover · CAGR 2.9% · MDD -38.4% · Sharpe 0.25

ETFs · United States

Blackrock MuniHoldings Fund, Inc.

ROC momentum · CAGR 0.6% · MDD -6.3% · Sharpe 0.25

Stocks · United States

Capitol Federal Financial, Inc.

SMA crossover · CAGR 2.8% · MDD -63.0% · Sharpe 0.25

Stocks · United States

American Public Education, Inc.

SMA crossover · CAGR 2.4% · MDD -79.5% · Sharpe 0.25

Stocks · United States

Brandywine Realty Trust

ADX / DI trend · CAGR 3.4% · MDD -54.2% · Sharpe 0.25

Stocks · United States

Sprinklr, Inc.

Keltner breakout · CAGR 1.6% · MDD -9.0% · Sharpe 0.25

ETFs · United States

US 20Y Treasury

Bollinger breakout · CAGR 0.4% · MDD -5.3% · Sharpe 0.25

Stocks · United States

Afya Limited

Keltner breakout · CAGR 1.2% · MDD -6.3% · Sharpe 0.24

Stocks · United States

Civista Bancshares, Inc.

EMA crossover · CAGR 1.9% · MDD -75.2% · Sharpe 0.24

ETFs · United States

Global X S&P 500 Covered Call ETF

ADX / DI trend · CAGR 0.4% · MDD -3.2% · Sharpe 0.24

Stocks · United States

AH Realty Trust, Inc.

Bollinger breakout · CAGR 1.0% · MDD -14.0% · Sharpe 0.24

Stocks · United States

Stellus Capital Investment Corporation

Keltner breakout · CAGR 0.5% · MDD -5.4% · Sharpe 0.24

Stocks · United States

Recursion Pharmaceuticals, Inc.

Keltner breakout · CAGR 2.1% · MDD -14.5% · Sharpe 0.24

Stocks · United States

Hyperscale Data, Inc.

ADX / DI trend · CAGR 2.0% · MDD -82.1% · Sharpe 0.24

Stocks · United States

Mattel, Inc.

EMA crossover · CAGR 2.9% · MDD -78.3% · Sharpe 0.24

Stocks · United States

DHT Holdings, Inc.

SMA crossover · CAGR 3.0% · MDD -50.7% · Sharpe 0.24

ETFs · United States

iShares iBoxx $ Investment Grade Corporate Bond ETF

ADX / DI trend · CAGR 0.3% · MDD -5.8% · Sharpe 0.24

Stocks · United States

Olin Corporation

SMA crossover · CAGR 3.0% · MDD -80.3% · Sharpe 0.24

Stocks · United States

Spectrum Brands Holdings, Inc.

ADX / DI trend · CAGR 1.8% · MDD -30.4% · Sharpe 0.24

Stocks · United States

First Financial Corporation

SMA crossover · CAGR 3.0% · MDD -65.0% · Sharpe 0.24

Stocks · United States

Saul Centers, Inc.

SMA crossover · CAGR 2.8% · MDD -42.0% · Sharpe 0.24

Stocks · United States

Mid Penn Bancorp

EMA crossover · CAGR 2.9% · MDD -59.9% · Sharpe 0.24

Stocks · United States

Newmont Corporation

Supertrend · CAGR 2.9% · MDD -72.9% · Sharpe 0.24

ETFs · United States

Pimco Corporate & Income Opportunity Fund

ROC momentum · CAGR 1.0% · MDD -16.6% · Sharpe 0.24

ETFs · United States

State Street Real Estate Select Sector SPDR ETF

Bollinger breakout · CAGR 0.5% · MDD -4.4% · Sharpe 0.24

Stocks · United States

Rayonier Inc. REIT

ROC momentum · CAGR 2.8% · MDD -58.7% · Sharpe 0.24

Stocks · United States

First Community Bankshares, Inc.

SMA crossover · CAGR 2.9% · MDD -60.5% · Sharpe 0.24

Stocks · United States

BlackLine, Inc.

EMA crossover · CAGR 2.5% · MDD -67.2% · Sharpe 0.24

Stocks · United States

Farmers National Banc Corp.

SMA crossover · CAGR 2.9% · MDD -47.7% · Sharpe 0.24

ETFs · United States

Blackrock Corporate High Yield Fund, Inc.

EMA crossover · CAGR 1.7% · MDD -20.0% · Sharpe 0.24

ETFs · United States

Vanguard Long-Term Treasury ETF

Bollinger breakout · CAGR 1.5% · MDD -16.8% · Sharpe 0.24

Stocks · United States

Citizens & Northern Corp

SMA crossover · CAGR 2.8% · MDD -60.7% · Sharpe 0.24

Stocks · United States

First

Donchian breakout · CAGR 2.5% · MDD -79.7% · Sharpe 0.24

Stocks · United States

Essential Utilities, Inc.

Donchian breakout · CAGR 1.5% · MDD -86.6% · Sharpe 0.23

ETFs · United States

iShares iBoxx $ High Yield Corporate Bond ETF

Bollinger breakout · CAGR 0.5% · MDD -6.6% · Sharpe 0.23

Stocks · United States

Genpact Limited

Keltner breakout · CAGR 2.2% · MDD -37.1% · Sharpe 0.23

Stocks · United States

FRP Holdings, Inc.

ADX / DI trend · CAGR 0.9% · MDD -13.0% · Sharpe 0.23

Stocks · United States

PPL Corporation

ROC momentum · CAGR 2.6% · MDD -66.8% · Sharpe 0.23

Stocks · United States

Gladstone Commercial Corporation - Real Estate Investment Trust

SMA crossover · CAGR 2.5% · MDD -33.8% · Sharpe 0.23

ETFs · United States

Avantis Core Fixed Income ETF

ADX / DI trend · CAGR 0.2% · MDD -1.6% · Sharpe 0.23

Stocks · United States

Xerox Holdings Corporation

Keltner breakout · CAGR 1.5% · MDD -18.4% · Sharpe 0.23

ETFs · United States

Xtrackers USD High Yield Corporate Bond ETF

ROC momentum · CAGR 0.4% · MDD -1.5% · Sharpe 0.23

ETFs · United States

Blackrock MuniYield Quality Fund III, Inc

ROC momentum · CAGR 0.3% · MDD -3.3% · Sharpe 0.23

Stocks · United States

Sixth Street Specialty Lending, Inc.

Bollinger breakout · CAGR 0.6% · MDD -6.8% · Sharpe 0.23

Stocks · United States

Eledon Pharmaceuticals, Inc.

MACD · CAGR -12.0% · MDD -97.9% · Sharpe 0.23

Stocks · United States

Precision BioSciences, Inc.

ROC momentum · CAGR 2.0% · MDD -47.9% · Sharpe 0.23

Stocks · United States

Dime Commercial Bancshares, Inc.

Bollinger breakout · CAGR 2.3% · MDD -48.1% · Sharpe 0.23

Stocks · United States

Bar Harbor Bankshares, Inc.

EMA crossover · CAGR 2.7% · MDD -53.1% · Sharpe 0.23

Stocks · United States

Clorox Company (The)

SMA crossover · CAGR 2.6% · MDD -62.9% · Sharpe 0.23

ETFs · United States

Schwab Emerging Markets Equity ETF

SMA crossover · CAGR 2.1% · MDD -32.8% · Sharpe 0.23

Stocks · United States

Independent Bank Corp.

SMA crossover · CAGR 2.2% · MDD -72.1% · Sharpe 0.23

Stocks · United States

JetBlue Airways Corporation

ADX / DI trend · CAGR 0.9% · MDD -23.2% · Sharpe 0.23

Stocks · United States

Nordic American Tankers Limited

EMA crossover · CAGR 2.4% · MDD -85.0% · Sharpe 0.23

Stocks · United States

Energizer Holdings, Inc.

Bollinger breakout · CAGR 0.9% · MDD -6.2% · Sharpe 0.23

ETFs · United States

iShares 7-10 Year Treasury Bond ETF

Bollinger breakout · CAGR 0.5% · MDD -5.9% · Sharpe 0.23

Stocks · United States

International Paper Company

ROC momentum · CAGR 2.3% · MDD -90.8% · Sharpe 0.23

Stocks · United States

Griffon Corporation

Supertrend · CAGR -0.4% · MDD -92.6% · Sharpe 0.23

Stocks · United States

MidCap Financial Investment Corporation

ROC momentum · CAGR 2.5% · MDD -52.2% · Sharpe 0.23

Stocks · United States

Weyerhaeuser Company

Bollinger breakout · CAGR 1.4% · MDD -24.6% · Sharpe 0.23

ETFs · United States

State Street SPDR Portfolio Long Term Corporate Bond ETF

Supertrend · CAGR 1.5% · MDD -21.5% · Sharpe 0.23

Stocks · United States

Agree Realty Corporation

ADX / DI trend · CAGR 0.8% · MDD -11.4% · Sharpe 0.23

Stocks · United States

Mondelez International, Inc.

ROC momentum · CAGR 2.5% · MDD -60.0% · Sharpe 0.22

Stocks · United States

Sabine Royalty Trust

SMA crossover · CAGR 2.5% · MDD -62.3% · Sharpe 0.22

Stocks · United States

AT&T Inc.

SMA crossover · CAGR 2.4% · MDD -72.5% · Sharpe 0.22

ETFs · United States

Invesco High Yield Equity Dividend Achievers ETF

SMA crossover · CAGR 2.0% · MDD -39.7% · Sharpe 0.22

Stocks · United States

Algoma Steel Group Inc.

Keltner breakout · CAGR 1.9% · MDD -17.6% · Sharpe 0.22

ETFs · United States

State Street SPDR Portfolio Corporate Bond ETF

ADX / DI trend · CAGR 0.2% · MDD -2.8% · Sharpe 0.22

ETFs · United States

Franklin International Core Dividend Tilt Index ETF

SMA crossover · CAGR 1.9% · MDD -22.8% · Sharpe 0.22

ETFs · United States

VanEck Uranium and Nuclear ETF

Donchian breakout · CAGR 2.3% · MDD -33.9% · Sharpe 0.22

Stocks · United States

Donegal Group, Inc.

ROC momentum · CAGR 1.9% · MDD -63.4% · Sharpe 0.22

Stocks · United States

Universal Health Realty Income Trust

ROC momentum · CAGR 2.3% · MDD -80.1% · Sharpe 0.22

Stocks · United States

Southside Bancshares, Inc.

Donchian breakout · CAGR 2.0% · MDD -52.2% · Sharpe 0.22

ETFs · United States

Vanguard Short-Term Bond ETF

EMA crossover · CAGR 0.4% · MDD -5.3% · Sharpe 0.22

ETFs · United States

Janus Henderson Mortgage-Backed Securities ETF

Bollinger breakout · CAGR 0.1% · MDD -1.0% · Sharpe 0.22

Stocks · United States

Chimera Investment Corporation

ADX / DI trend · CAGR 0.4% · MDD -0.5% · Sharpe 0.22

ETFs · United States

Principal Active High Yield ETF

ADX / DI trend · CAGR 0.5% · MDD -3.2% · Sharpe 0.22

Stocks · United States

Scholastic Corporation

Donchian breakout · CAGR 1.8% · MDD -80.7% · Sharpe 0.22

ETFs · United States

State Street SPDR Portfolio Long Term Treasury ETF

Bollinger breakout · CAGR 0.4% · MDD -5.3% · Sharpe 0.22

Stocks · United States

PRA Group, Inc.

Donchian breakout · CAGR 1.4% · MDD -88.5% · Sharpe 0.22

ETFs · United States

VictoryShares Short-Term Bond ETF

ROC momentum · CAGR 0.4% · MDD -4.8% · Sharpe 0.22

ETFs · United States

Liberty All-Star Equity Fund

ADX / DI trend · CAGR 0.1% · MDD -2.7% · Sharpe 0.21

ETFs · United States

iShares Mortgage Real Estate ETF

ADX / DI trend · CAGR 0.4% · MDD -0.5% · Sharpe 0.21

Stocks · United States

Kemper Corporation

ROC momentum · CAGR 1.8% · MDD -82.3% · Sharpe 0.21

Stocks · United States

Avista Corporation

ADX / DI trend · CAGR 0.3% · MDD -8.9% · Sharpe 0.21

Stocks · United States

Ethan Allen Interiors Inc.

ADX / DI trend · CAGR 0.5% · MDD -8.4% · Sharpe 0.21

ETFs · United States

Blackrock MuniHoldings California Quality Fund, Inc.

ROC momentum · CAGR 0.5% · MDD -11.5% · Sharpe 0.21

ETFs · United States

Schwab Long-Term U.S. Treasury ETF

Bollinger breakout · CAGR 1.3% · MDD -14.8% · Sharpe 0.21

ETFs · United States

PIMCO Dynamic Income Fund

ROC momentum · CAGR 0.2% · MDD -0.5% · Sharpe 0.21

Stocks · United States

Distribution Solutions Group, Inc.

SMA crossover · CAGR 2.0% · MDD -71.3% · Sharpe 0.21

ETFs · United States

Nuveen Municipal Credit Income Fund

Keltner breakout · CAGR 0.2% · MDD -4.5% · Sharpe 0.21

ETFs · United States

NYLIM MacKay Muni Intermediate ETF

ADX / DI trend · CAGR 0.2% · MDD -2.9% · Sharpe 0.21

Stocks · United States

IDACORP, Inc.

SMA crossover · CAGR 2.0% · MDD -49.6% · Sharpe 0.21

Stocks · United States

D/B/A Compass Diversified Holdings Shares of Beneficial Interest

Donchian breakout · CAGR 2.1% · MDD -35.2% · Sharpe 0.21

Stocks · United States

Gladstone Investment Corporation - Business Development Company

Keltner breakout · CAGR 1.3% · MDD -21.2% · Sharpe 0.21

ETFs · United States

Nuveen Quality Municipal Income Fund

Bollinger breakout · CAGR 0.1% · MDD -2.2% · Sharpe 0.21

Stocks · United States

Lexicon Pharmaceuticals, Inc.

ADX / DI trend · CAGR 3.0% · MDD -20.9% · Sharpe 0.21

Stocks · United States

Fulton Financial Corporation

Bollinger breakout · CAGR 1.6% · MDD -31.3% · Sharpe 0.21

Stocks · United States

Viridian Therapeutics, Inc.

SMA crossover · CAGR -5.2% · MDD -96.8% · Sharpe 0.21

Stocks · United States

Hillman Solutions Corp.

SMA crossover · CAGR 2.1% · MDD -30.3% · Sharpe 0.21

ETFs · United States

Schwab US Aggregate Bond ETF

ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.21

Stocks · United States

Kite Realty Group Trust

Bollinger breakout · CAGR 0.7% · MDD -12.3% · Sharpe 0.21

Stocks · United States

Healthpeak Properties, Inc.

Donchian breakout · CAGR 2.1% · MDD -62.0% · Sharpe 0.21

Stocks · United States

Riskified Ltd.

SMA crossover · CAGR 1.8% · MDD -40.1% · Sharpe 0.20

ETFs · United States

iShares MSCI Indonesia ETF

Bollinger breakout · CAGR 1.2% · MDD -12.3% · Sharpe 0.20

ETFs · United States

Calamos Strategic Total Return Fund

SMA crossover · CAGR 1.7% · MDD -26.2% · Sharpe 0.20

Stocks · United States

Innovex International, Inc.

SMA crossover · CAGR 1.5% · MDD -86.5% · Sharpe 0.20

Stocks · United States

Dropbox, Inc.

ADX / DI trend · CAGR 0.3% · MDD -5.4% · Sharpe 0.20

ETFs · United States

Vanguard Long-Term Bond ETF

Bollinger breakout · CAGR 0.6% · MDD -8.7% · Sharpe 0.20

ETFs · United States

iShares MSCI Australia Index Fund

Donchian breakout · CAGR 2.0% · MDD -49.5% · Sharpe 0.20

Stocks · United States

Quanex Building Products Corporation

Donchian breakout · CAGR -0.5% · MDD -93.3% · Sharpe 0.20

Stocks · United States

Horizon Technology Finance Corporation

ADX / DI trend · CAGR 0.8% · MDD -13.8% · Sharpe 0.20

Stocks · United States

First Busey Corporation

SMA crossover · CAGR 2.0% · MDD -44.1% · Sharpe 0.20

Stocks · United States

Molson Coors Beverage Company

ROC momentum · CAGR 1.1% · MDD -75.4% · Sharpe 0.20

ETFs · United States

Nuveen S&P 500 Dynamic Overwrite Fund

ADX / DI trend · CAGR 0.4% · MDD -7.5% · Sharpe 0.20

ETFs · United States

Vanguard Short-Term Corporate Bond ETF

ROC momentum · CAGR 0.4% · MDD -6.2% · Sharpe 0.20

ETFs · United States

iShares Broad USD Investment Grade Corporate Bond ETF

ADX / DI trend · CAGR 0.3% · MDD -5.2% · Sharpe 0.20

ETFs · United States

Oxford Lane Capital Corp.

SMA crossover · CAGR 1.8% · MDD -29.4% · Sharpe 0.19

Stocks · United States

Ameren Corporation

Donchian breakout · CAGR 1.8% · MDD -38.5% · Sharpe 0.19

Stocks · United States

FS KKR Capital Corp.

ROC momentum · CAGR 1.2% · MDD -21.6% · Sharpe 0.19

ETFs · United States

FT Vest S&P 500 Dividend Aristocrats Target Income ETF

Donchian breakout · CAGR 1.6% · MDD -33.6% · Sharpe 0.19

ETFs · United States

Vanguard Emerging Markets Government Bond ETF

ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.19

ETFs · United States

State Street SPDR Portfolio Intermediate Term Treasury ETF

ADX / DI trend · CAGR 0.3% · MDD -5.9% · Sharpe 0.19

ETFs · United States

Nuveen AMT-Free Municipal Credit Income Fund

ADX / DI trend · CAGR 0.6% · MDD -14.1% · Sharpe 0.19

ETFs · United States

iShares 0-5 Year High Yield Corporate Bond ETF

ROC momentum · CAGR 0.1% · MDD -0.7% · Sharpe 0.19

Stocks · United States

Grocery Outlet Holding Corp.

ADX / DI trend · CAGR 0.9% · MDD -11.2% · Sharpe 0.19

Stocks · United States

ChoiceOne Financial Services, Inc.

SMA crossover · CAGR 1.3% · MDD -55.9% · Sharpe 0.19

ETFs · United States

iShares Core U.S. Aggregate Bond ETF

ADX / DI trend · CAGR 0.1% · MDD -2.1% · Sharpe 0.19

Stocks · United States

Service Properties Trust

ADX / DI trend · CAGR 0.4% · MDD -9.3% · Sharpe 0.19

Stocks · United States

Annaly Capital Management Inc.

Bollinger breakout · CAGR 0.7% · MDD -11.7% · Sharpe 0.19

Stocks · United States

United Bankshares, Inc.

SMA crossover · CAGR 1.5% · MDD -69.3% · Sharpe 0.19

Stocks · United States

Western Union Company (The)

ADX / DI trend · CAGR 0.4% · MDD -7.8% · Sharpe 0.19

ETFs · United States

iShares TIPS Bond ETF

ROC momentum · CAGR 0.0% · MDD -0.5% · Sharpe 0.18

ETFs · United States

VanEck J. P. Morgan EM Local Currency Bond ET

Bollinger breakout · CAGR 0.3% · MDD -3.7% · Sharpe 0.18

Stocks · United States

Healthcare Realty Trust Incorporated

SMA crossover · CAGR 1.7% · MDD -62.1% · Sharpe 0.18

Stocks · United States

MFA Financial, Inc.

ADX / DI trend · CAGR 0.6% · MDD -0.5% · Sharpe 0.18

Stocks · United States

Summit Hotel Properties, Inc.

Donchian breakout · CAGR 0.8% · MDD -66.7% · Sharpe 0.18

ETFs · United States

Cornerstone Total Return Fund, Inc. (The)

ADX / DI trend · CAGR 0.8% · MDD -15.7% · Sharpe 0.18

Stocks · United States

Octave Specialty Group, Inc.

Donchian breakout · CAGR -0.1% · MDD -61.7% · Sharpe 0.18

Stocks · United States

Otter Tail Corporation

ROC momentum · CAGR 1.5% · MDD -61.4% · Sharpe 0.18

ETFs · United States

iShares iBonds Dec 2027 Term Treasury ETF

ADX / DI trend · CAGR 0.1% · MDD -1.0% · Sharpe 0.18

Stocks · United States

Blackstone Mortgage Trust, Inc.

ADX / DI trend · CAGR 1.5% · MDD -69.5% · Sharpe 0.18

Stocks · United States

Kelly Services, Inc.

SMA crossover · CAGR 1.0% · MDD -80.4% · Sharpe 0.18

ETFs · United States

Cornerstone Strategic Investment Fund, Inc.

Bollinger breakout · CAGR 0.5% · MDD -11.3% · Sharpe 0.18

Stocks · United States

Hawaiian Electric Industries, Inc.

SMA crossover · CAGR 1.5% · MDD -40.2% · Sharpe 0.18

Stocks · United States

WesBanco, Inc.

SMA crossover · CAGR 1.3% · MDD -76.1% · Sharpe 0.18

Stocks · United States

El Pollo Loco Holdings, Inc.

ADX / DI trend · CAGR 0.9% · MDD -20.6% · Sharpe 0.18

Stocks · United States

Suburban Propane Partners, L.P.

SMA crossover · CAGR 1.5% · MDD -36.5% · Sharpe 0.18

Stocks · United States

Blue Owl Capital Corporation

ADX / DI trend · CAGR 0.6% · MDD -9.6% · Sharpe 0.17

ETFs · United States

SP Funds Dow Jones Global Sukuk ETF

ADX / DI trend · CAGR 0.6% · MDD -4.8% · Sharpe 0.17

Stocks · United States

Barings BDC, Inc.

SMA crossover · CAGR 1.5% · MDD -55.9% · Sharpe 0.17

ETFs · United States

Teucrium Wheat Fund ETV

SMA crossover · CAGR 1.5% · MDD -42.7% · Sharpe 0.17

ETFs · United States

WisdomTree Emerging Markets High Dividend Fund

SMA crossover · CAGR 1.4% · MDD -34.3% · Sharpe 0.17

ETFs · United States

Invesco California AMT-Free Municipal Bond Portfolio

Supertrend · CAGR 0.6% · MDD -14.5% · Sharpe 0.17

Stocks · United States

Brighthouse Financial, Inc.

Donchian breakout · CAGR -1.0% · MDD -55.9% · Sharpe 0.17

ETFs · United States

Direxion Small Cap Bear 3X ETF

Keltner breakout · CAGR 1.4% · MDD -46.4% · Sharpe 0.17

ETFs · United States

iShares iBonds Dec 2030 Term Corporate ETF

Bollinger breakout · CAGR 0.2% · MDD -1.6% · Sharpe 0.17

ETFs · United States

Virtus Dividend, Interest & Premium Strategy Fund

Keltner breakout · CAGR 0.3% · MDD -4.2% · Sharpe 0.16

ETFs · United States

Advent Convertible and Income Fund

ADX / DI trend · CAGR 0.2% · MDD -4.4% · Sharpe 0.16

ETFs · United States

iShares 10-20 Year Treasury Bond ETF

Bollinger breakout · CAGR 0.2% · MDD -4.3% · Sharpe 0.16

ETFs · United States

BlackRock Utility, Infrastructure & Power Opportunities Trust

Supertrend · CAGR 1.3% · MDD -27.5% · Sharpe 0.16

Stocks · United States

Energy Recovery, Inc.

SMA crossover · CAGR -0.9% · MDD -68.2% · Sharpe 0.16

ETFs · United States

State Street SPDR Bloomberg 1a??10 Year TIPS ETF

SMA crossover · CAGR 0.4% · MDD -8.0% · Sharpe 0.16

ETFs · United States

First Trust Enhanced Short Maturity ETF

ADX / DI trend · CAGR 0.1% · MDD -2.1% · Sharpe 0.16

Stocks · United States

Champion Homes, Inc.

Supertrend · CAGR 0.3% · MDD -97.3% · Sharpe 0.16

Stocks · United States

Hercules Capital, Inc.

Donchian breakout · CAGR 1.0% · MDD -54.9% · Sharpe 0.16

Stocks · United States

Expro Ltd

Keltner breakout · CAGR 1.0% · MDD -56.4% · Sharpe 0.16

ETFs · United States

First Trust Smith Unconstrained Bond ETF

ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.15

ETFs · United States

Global X NASDAQ 100 Covered Call ETF

ADX / DI trend · CAGR 0.1% · MDD -2.6% · Sharpe 0.15

Stocks · United States

GoodRx Holdings, Inc.

SMA crossover · CAGR -1.4% · MDD -52.9% · Sharpe 0.15

ETFs · United States

iShares U.S. Treasury Bond ETF

ADX / DI trend · CAGR 0.3% · MDD -4.6% · Sharpe 0.15

Stocks · United States

ZoomInfo Technologies Inc.

SMA crossover · CAGR 0.8% · MDD -40.5% · Sharpe 0.15

Stocks · United States

Southwest Gas Holdings, Inc.

EMA crossover · CAGR 1.1% · MDD -54.4% · Sharpe 0.15

ETFs · United States

ProShares UltraShort Gold

Bollinger breakout · CAGR 0.9% · MDD -33.8% · Sharpe 0.15

ETFs · United States

ProShares UltraShort Russell2000

Bollinger breakout · CAGR 0.6% · MDD -51.8% · Sharpe 0.15

ETFs · United States

iShares Broad USD High Yield Corporate Bond ETF

ROC momentum · CAGR 0.1% · MDD -1.7% · Sharpe 0.14

Stocks · United States

Lantronix, Inc.

SMA crossover · CAGR -4.4% · MDD -92.6% · Sharpe 0.14

ETFs · United States

Direxion Daily Junior Gold Miners Index Bear 2X ETF

Bollinger breakout · CAGR -6.1% · MDD -86.1% · Sharpe 0.14

ETFs · United States

iShares Short-Term National Muni Bond ETF

ADX / DI trend · CAGR 0.1% · MDD -1.8% · Sharpe 0.14

ETFs · United States

iShares J.P. Morgan USD Emerging Markets Bond ETF

Bollinger breakout · CAGR 0.2% · MDD -5.4% · Sharpe 0.14

ETFs · United States

ProShares Short 20+ Year Treasury

Donchian breakout · CAGR 0.6% · MDD -13.7% · Sharpe 0.14

ETFs · United States

Schwab U.S. TIPS ETF

SMA crossover · CAGR 0.5% · MDD -12.9% · Sharpe 0.14

ETFs · United States

Eaton Vance Tax-Managed Diversified Equity Income Fund

SMA crossover · CAGR 0.8% · MDD -32.5% · Sharpe 0.13

Stocks · United States

Douglas Emmett, Inc.

Bollinger breakout · CAGR 0.7% · MDD -17.5% · Sharpe 0.13

ETFs · United States

State Street SPDR Portfolio Aggregate Bond ETF

ADX / DI trend · CAGR 0.1% · MDD -2.0% · Sharpe 0.13

ETFs · United States

Direxion Daily FTSE China Bear 3X ETF

ADX / DI trend · CAGR 0.0% · MDD -0.5% · Sharpe 0.13

ETFs · United States

GAMCO Global Gold, Natural Resources & Income Trust

Bollinger breakout · CAGR 0.4% · MDD -9.9% · Sharpe 0.13

Stocks · United States

F.N.B. Corporation

ADX / DI trend · CAGR 0.6% · MDD -52.9% · Sharpe 0.13

Stocks · United States

Global Net Lease, Inc.

ADX / DI trend · CAGR 0.4% · MDD -5.6% · Sharpe 0.13

ETFs · United States

Nuveen California Quality Municipal Income Fund

Donchian breakout · CAGR 0.8% · MDD -51.7% · Sharpe 0.13

ETFs · United States

Direxion Daily S&P Biotech Bear 3X ETF

ROC momentum · CAGR -7.1% · MDD -81.5% · Sharpe 0.13

ETFs · United States

Vanguard Total Bond Market ETF

ADX / DI trend · CAGR 0.1% · MDD -3.1% · Sharpe 0.13

Stocks · United States

nCino, Inc.

ADX / DI trend · CAGR 0.7% · MDD -13.0% · Sharpe 0.13

ETFs · United States

ProShares Short Russell2000

Bollinger breakout · CAGR 0.8% · MDD -29.4% · Sharpe 0.12

ETFs · United States

State Street SPDR Bloomberg Short Term High Yield Bond ETF

ROC momentum · CAGR 0.2% · MDD -2.8% · Sharpe 0.12

Stocks · United States

UiPath, Inc.

SMA crossover · CAGR -2.2% · MDD -56.5% · Sharpe 0.12

ETFs · United States

Invesco National AMT-Free Municipal Bond ETFo

Donchian breakout · CAGR 0.3% · MDD -17.6% · Sharpe 0.12

ETFs · United States

State Street SPDR Portfolio TIPS ETF

SMA crossover · CAGR 0.4% · MDD -13.5% · Sharpe 0.12

ETFs · United States

ProShares Short Dow30

Keltner breakout · CAGR 0.5% · MDD -13.9% · Sharpe 0.12

Stocks · United States

Highwoods Properties, Inc.

Donchian breakout · CAGR 0.4% · MDD -56.6% · Sharpe 0.11

ETFs · United States

Direxion Daily Gold Miners Index Bear 2X ETF

SMA crossover · CAGR -11.6% · MDD -95.2% · Sharpe 0.11

ETFs · United States

Schwab Intermediate-Term U.S. Treasury ETF

Donchian breakout · CAGR 0.3% · MDD -11.7% · Sharpe 0.11

ETFs · United States

Direxion Financial Bear 3X ETF

Keltner breakout · CAGR -0.8% · MDD -52.0% · Sharpe 0.11

Stocks · United States

KKR Real Estate Finance Trust Inc.

ROC momentum · CAGR 0.6% · MDD -25.8% · Sharpe 0.11

ETFs · United States

State Street SPDR Nuveen ICE Municipal Bond ETF

ROC momentum · CAGR 0.1% · MDD -1.6% · Sharpe 0.11

Stocks · United States

Kearny Financial

SMA crossover · CAGR 0.2% · MDD -60.1% · Sharpe 0.10

ETFs · United States

iShares National Muni Bond ETF

Bollinger breakout · CAGR 0.1% · MDD -4.4% · Sharpe 0.10

Stocks · United States

ARMOUR Residential REIT, Inc.

Donchian breakout · CAGR 0.4% · MDD -18.4% · Sharpe 0.10

Stocks · United States

INVESCO MORTGAGE CAPITAL INC

Bollinger breakout · CAGR 0.4% · MDD -44.8% · Sharpe 0.10

ETFs · United States

ProShares UltraShort Dow30

SMA crossover · CAGR -0.1% · MDD -49.2% · Sharpe 0.10

Stocks · United States

ReNew Energy Global plc

MACD · CAGR -2.3% · MDD -46.5% · Sharpe 0.10

Stocks · United States

D/B/A Centerspace

ADX / DI trend · CAGR 0.4% · MDD -15.2% · Sharpe 0.09

ETFs · United States

Invesco DB USD Index Bullish Fund ETF

Donchian breakout · CAGR 0.4% · MDD -21.5% · Sharpe 0.09

ETFs · United States

iShares iBonds Dec 2026 Term Treasury ETF

ADX / DI trend · CAGR 0.0% · MDD -0.9% · Sharpe 0.09

Stocks · United States

Orchid Island Capital, Inc.

ADX / DI trend · CAGR 0.1% · MDD -3.0% · Sharpe 0.09

ETFs · United States

iShares California Muni Bond ETF

ROC momentum · CAGR 0.4% · MDD -23.5% · Sharpe 0.09

ETFs · United States

abrdn Total Dynamic Dividend Fund

Bollinger breakout · CAGR 0.2% · MDD -11.0% · Sharpe 0.08

ETFs · United States

Gabelli Equity Trust, Inc. (The)

Donchian breakout · CAGR 0.2% · MDD -36.2% · Sharpe 0.08

Stocks · United States

Procore Technologies, Inc.

Keltner breakout · CAGR 0.2% · MDD -21.5% · Sharpe 0.08

Stocks · United States

CF Bankshares Inc.

Donchian breakout · CAGR -0.7% · MDD -70.3% · Sharpe 0.08

ETFs · United States

DNP Select Income Fund, Inc.

ROC momentum · CAGR 0.2% · MDD -9.8% · Sharpe 0.08

ETFs · United States

iShares 0-1 Year Treasury Bond ETF

ROC momentum · CAGR 0.1% · MDD -1.2% · Sharpe 0.07

ETFs · United States

Nuveen Municipal Value Fund, Inc.

Keltner breakout · CAGR 0.1% · MDD -3.9% · Sharpe 0.07

ETFs · United States

Blackrock MuniAssets Fund, Inc

Donchian breakout · CAGR 0.3% · MDD -22.7% · Sharpe 0.07

ETFs · United States

Fidelity Investment Grade Securitized ETF

ADX / DI trend · CAGR 0.1% · MDD -3.3% · Sharpe 0.07

ETFs · United States

ProShares Short S&P500

Keltner breakout · CAGR 0.2% · MDD -16.2% · Sharpe 0.07

ETFs · United States

JPMorgan Short Duration Core Plus ETF

EMA crossover · CAGR 0.1% · MDD -2.5% · Sharpe 0.07

ETFs · United States

Invesco CurrencyShares Japanese Yen Trust

Donchian breakout · CAGR 0.2% · MDD -19.4% · Sharpe 0.07

ETFs · United States

AGF U.S. Market Neutral Anti-Beta Fund

ADX / DI trend · CAGR 0.2% · MDD -14.1% · Sharpe 0.07

ETFs · United States

UltraPro Short Dow30

ADX / DI trend · CAGR 0.1% · MDD -29.9% · Sharpe 0.06

ETFs · United States

Global X SuperDividend ETF

Bollinger breakout · CAGR 0.0% · MDD -1.9% · Sharpe 0.05

ETFs · United States

Vanguard Intermediate-Term Bond ETF

EMA crossover · CAGR 0.1% · MDD -12.1% · Sharpe 0.05

ETFs · United States

iShares Floating Rate Bond ETF

ROC momentum · CAGR 0.1% · MDD -3.6% · Sharpe 0.05

ETFs · United States

Direxion Technology Bear 3X ETF

ADX / DI trend · CAGR -1.2% · MDD -35.9% · Sharpe 0.05

ETFs · United States

PIMCO 0-5 Year High Yield Corporat Bond Index Exchange-Traded Fund

ROC momentum · CAGR 0.0% · MDD -1.3% · Sharpe 0.05

ETFs · United States

State Street SPDR Portfolio Mortgage Backed Bond ETF

ADX / DI trend · CAGR 0.1% · MDD -5.1% · Sharpe 0.04

ETFs · United States

iShares 0-3 Month Treasury Bond ETF

ROC momentum · CAGR 0.0% · MDD -0.7% · Sharpe 0.04

ETFs · United States

State Street SPDR Nuveen ICE Short Term Municipal Bond ETF

ADX / DI trend · CAGR 0.1% · MDD -7.2% · Sharpe 0.04

ETFs · United States

iShares New York Muni Bond ETF

Donchian breakout · CAGR 0.0% · MDD -16.6% · Sharpe 0.04

Stocks · United States

Driven Brands Holdings Inc.

Donchian breakout · CAGR -4.8% · MDD -46.4% · Sharpe 0.03

ETFs · United States

PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund

ROC momentum · CAGR 0.0% · MDD -14.8% · Sharpe 0.03

Stocks · United States

Alight, Inc.

ADX / DI trend · CAGR -0.1% · MDD -18.5% · Sharpe 0.02

ETFs · United States

ProShares UltraPro Short S&P500

Keltner breakout · CAGR -1.6% · MDD -47.9% · Sharpe 0.02

ETFs · United States

Direxion Daily S&P 500 Bear 3X ETF

Keltner breakout · CAGR -2.2% · MDD -48.5% · Sharpe 0.02

ETFs · United States

State Street SPDR Bloomberg Investment Grade Floating Rate ETF

Keltner breakout · CAGR 0.0% · MDD -7.5% · Sharpe 0.02

ETFs · United States

BlackRock Capital Allocation Term Trust

Bollinger breakout · CAGR 0.0% · MDD -2.9% · Sharpe 0.01

ETFs · United States

BNY Mellon Core Bond ETF

Keltner breakout · CAGR 0.0% · MDD -1.6% · Sharpe 0.01

ETFs · United States

ProShares UltraShort QQQ

ADX / DI trend · CAGR -1.4% · MDD -42.4% · Sharpe 0.01

ETFs · United States

Direxion Daily S&P 500 Bear 1X ETF

Bollinger breakout · CAGR -0.3% · MDD -18.5% · Sharpe 0.01

ETFs · United States

iShares 1-3 Year Treasury Bond ETF

Bollinger breakout · CAGR 0.0% · MDD -1.6% · Sharpe 0.01

ETFs · United States

Schwab Short-Term U.S. Treasury ETF

Keltner breakout · CAGR 0.0% · MDD -0.7% · Sharpe 0.01

ETFs · United States

iShares 0-5 Year TIPS Bond ETF

EMA crossover · CAGR -0.0% · MDD -7.9% · Sharpe 0.00

ETFs · United States

iShares Core Universal USD Bond ETF

Bollinger breakout · CAGR -0.0% · MDD -4.0% · Sharpe 0.00

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