SleepWell Trade · Asset reports · United States
3,334 United States backtest reports (12/12)
Backtest reports for United States listings, recomputed monthly across the same ten trend-following strategies.
State 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 StatesVanguard Short-Term Inflation-Protected Securities Index Fund ETF Shares
EMA crossover · CAGR -0.0% · MDD -7.8% · Sharpe -0.00
ETFs · United StatesProShares Short QQQ
SMA crossover · CAGR -0.8% · MDD -46.6% · Sharpe -0.01
Stocks · United StatesGranite Ridge Resources, Inc.
ADX / DI trend · CAGR -0.3% · MDD -14.5% · Sharpe -0.01
ETFs · United StatesiShares Short Duration Bond Active ETF
ROC momentum · CAGR -0.0% · MDD -3.5% · Sharpe -0.01
Stocks · United StatesKrispy Kreme, Inc.
SMA crossover · CAGR -6.2% · MDD -39.4% · Sharpe -0.02
ETFs · United StatesVanguard Ultra-Short Bond ETF
Donchian breakout · CAGR -0.0% · MDD -1.2% · 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
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 -5.2% · MDD -60.8% · Sharpe -0.04
ETFs · United StatesiShares 0-5 Year Investment Grade Corporate Bond ETF
ROC momentum · CAGR -0.1% · MDD -10.4% · Sharpe -0.05
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 StatesNorthern Trust Ultra-Short Fixed Income ETF
ROC momentum · CAGR -0.1% · MDD -5.3% · Sharpe -0.08
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 StatesGoldman Sachs Ultra Short Bond ETF
SMA crossover · CAGR -0.1% · MDD -2.5% · 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 StatesVanguard Mortgage-Backed Securities ETF
EMA crossover · CAGR -0.3% · MDD -8.9% · 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 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 -0.15
ETFs · United StatesInvesco Ultra Short Duration ETF
Donchian breakout · CAGR -0.8% · MDD -21.9% · Sharpe -0.17
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