SleepWell Trade · Asset reports · United States
2,878 United States backtest reports (3/10)
Backtest reports for United States listings, recomputed monthly across the same ten trend-following strategies.
BILL Holdings, Inc.
ADX / DI trend · CAGR 14.6% · MDD -33.9% · Sharpe 0.67
ETFs · United StatesVanguard S&P 500 Value ETF
ROC momentum · CAGR 8.6% · MDD -25.5% · Sharpe 0.67
ETFs · United StatesState Street SPDR Portfolio S&P 500 Growth ETF
EMA crossover · CAGR 7.8% · MDD -24.3% · Sharpe 0.67
Stocks · United StatesMYR Group, Inc.
SMA crossover · CAGR 17.2% · MDD -48.8% · Sharpe 0.67
ETFs · United StatesFidelity Nasdaq Composite Index ETF
SMA crossover · CAGR 9.3% · MDD -30.4% · Sharpe 0.67
Stocks · United StatesGlobant S.A.
EMA crossover · CAGR 19.4% · MDD -53.2% · Sharpe 0.67
ETFs · United StatesiShares Core S&P U.S. Growth ETF
SMA crossover · CAGR 8.1% · MDD -25.9% · Sharpe 0.67
ETFs · United StatesState Street SPDR Nuveen ICE High Yield Municipal Bond ETF
Bollinger breakout · CAGR 0.8% · MDD -2.1% · Sharpe 0.67
Stocks · United StatesUber Technologies, Inc.
SMA crossover · CAGR 16.8% · MDD -39.7% · Sharpe 0.67
ETFs · United StatesVanguard Morningstar Large-Cap ETF
SMA crossover · CAGR 7.4% · MDD -21.1% · Sharpe 0.67
Stocks · United StatesStrategy Inc
Bollinger breakout · CAGR 22.6% · MDD -89.3% · Sharpe 0.67
Stocks · United StatesTrupanion, Inc.
SMA crossover · CAGR 20.1% · MDD -64.6% · Sharpe 0.67
ETFs · United StatesInvesco S&P 500 Low Volatility ETF
ROC momentum · CAGR 7.5% · MDD -18.0% · Sharpe 0.67
Stocks · United StatesAXT Inc
Donchian breakout · CAGR 25.6% · MDD -80.5% · Sharpe 0.67
Stocks · United StatesSiteOne Landscape Supply, Inc.
Donchian breakout · CAGR 17.4% · MDD -31.3% · Sharpe 0.67
Stocks · United StatesTeladoc Health, Inc.
ROC momentum · CAGR 18.2% · MDD -45.6% · Sharpe 0.67
Stocks · United StatesAlign Technology, Inc.
SMA crossover · CAGR 19.4% · MDD -61.8% · Sharpe 0.67
Stocks · United StatesQualys, Inc.
Supertrend · CAGR 17.1% · MDD -42.8% · Sharpe 0.67
Stocks · United StatesDiamondback Energy, Inc.
Donchian breakout · CAGR 20.1% · MDD -66.2% · Sharpe 0.67
Stocks · United StatesFox Corporation
ADX / DI trend · CAGR 7.0% · MDD -17.1% · Sharpe 0.67
ETFs · United StatesSchwab US Dividend Equity ETF
Donchian breakout · CAGR 8.0% · MDD -27.5% · Sharpe 0.67
Stocks · United StatesGap, Inc. (The)
ADX / DI trend · CAGR 12.0% · MDD -63.3% · Sharpe 0.67
ETFs · United StatesARK Innovation ETF
ADX / DI trend · CAGR 11.0% · MDD -23.1% · Sharpe 0.67
Stocks · United StatesProgyny, Inc.
Keltner breakout · CAGR 8.2% · MDD -15.3% · Sharpe 0.67
Stocks · United StatesSPS Commerce, Inc.
ROC momentum · CAGR 16.5% · MDD -43.4% · Sharpe 0.67
Stocks · United StatesIndivior Pharmaceuticals, Inc.
SMA crossover · CAGR 21.9% · MDD -61.8% · Sharpe 0.67
Stocks · United StatesAxos Financial, Inc.
Donchian breakout · CAGR 17.9% · MDD -58.6% · Sharpe 0.67
Stocks · United StatesEntravision Communications Corporation
ADX / DI trend · CAGR 16.9% · MDD -34.1% · Sharpe 0.67
Stocks · United StatesUltra Clean Holdings, Inc.
Supertrend · CAGR 21.0% · MDD -56.4% · Sharpe 0.67
Stocks · United StatesAvantor, Inc.
Bollinger breakout · CAGR 8.8% · MDD -17.2% · Sharpe 0.67
Stocks · United StatesBest Buy Co., Inc.
SMA crossover · CAGR 18.5% · MDD -72.8% · Sharpe 0.67
Stocks · United StatesUNIVERSAL INSURANCE HOLDINGS INC
SMA crossover · CAGR 24.6% · MDD -56.1% · Sharpe 0.67
Stocks · United StatesCentury Communities, Inc.
Supertrend · CAGR 16.8% · MDD -39.9% · Sharpe 0.66
Stocks · United StatesWarrior Met Coal, Inc.
Donchian breakout · CAGR 22.4% · MDD -59.6% · Sharpe 0.66
Stocks · United StatesLPL Financial Holdings Inc.
Donchian breakout · CAGR 16.4% · MDD -42.4% · Sharpe 0.66
ETFs · United StatesROBO Global Robotics and Automation Index ETF
ADX / DI trend · CAGR 3.4% · MDD -16.8% · Sharpe 0.66
ETFs · United StatesState Street SPDR Portfolio MSCI Global Stock Market ETF
SMA crossover · CAGR 7.6% · MDD -18.5% · Sharpe 0.66
Stocks · United StatesPrimoris Services Corporation
EMA crossover · CAGR 16.6% · MDD -60.1% · Sharpe 0.66
Stocks · United StatesWix.com Ltd.
ROC momentum · CAGR 18.9% · MDD -49.7% · Sharpe 0.66
Stocks · United StatesCVR Energy Inc.
Supertrend · CAGR 19.6% · MDD -67.4% · Sharpe 0.66
Stocks · United StatesPinnacle Financial Partners, Inc.
ADX / DI trend · CAGR 5.1% · MDD -13.9% · Sharpe 0.66
Stocks · United StatesEnergy Transfer LP
SMA crossover · CAGR 12.6% · MDD -39.8% · Sharpe 0.66
Stocks · United StatesGeo Group Inc (The) REIT
Donchian breakout · CAGR 16.5% · MDD -64.3% · Sharpe 0.66
ETFs · United StatesiShares MSCI USA Min Vol Factor ETF
ROC momentum · CAGR 7.4% · MDD -25.1% · Sharpe 0.66
Stocks · United StatesJefferies Financial Group Inc.
Donchian breakout · CAGR 11.1% · MDD -55.4% · Sharpe 0.66
Stocks · United StatesCintas Corporation
SMA crossover · CAGR 14.4% · MDD -51.8% · Sharpe 0.66
ETFs · United StatesState Street SPDR NYSE Technology ETF
SMA crossover · CAGR 11.2% · MDD -47.3% · Sharpe 0.66
Stocks · United StatesCytek Biosciences, Inc.
ADX / DI trend · CAGR 7.3% · MDD -16.4% · Sharpe 0.66
Stocks · United StatesiRhythm Holdings, Inc.
SMA crossover · CAGR 22.4% · MDD -51.9% · Sharpe 0.66
Stocks · United StatesBroadridge Financial Solutions, Inc.
Donchian breakout · CAGR 11.7% · MDD -30.5% · Sharpe 0.66
Stocks · United StatesKiniksa Pharmaceuticals International, plc
SMA crossover · CAGR 22.4% · MDD -50.7% · Sharpe 0.66
Stocks · United StatesDomino's Pizza Inc
Donchian breakout · CAGR 16.5% · MDD -64.1% · Sharpe 0.66
Stocks · United StatesFirst Solar, Inc.
Donchian breakout · CAGR 23.2% · MDD -78.9% · Sharpe 0.66
ETFs · United StatesUnited States Brent Oil Fund, LP ETV
MACD · CAGR 13.1% · MDD -51.1% · Sharpe 0.66
ETFs · United StatesVanguard International Dividend Appreciation ETF
Bollinger breakout · CAGR 1.1% · MDD -2.5% · Sharpe 0.66
Stocks · United StatesXenon Pharmaceuticals Inc.
ADX / DI trend · CAGR 7.2% · MDD -17.2% · Sharpe 0.66
Stocks · United StatesPaymentus Holdings, Inc.
EMA crossover · CAGR 21.8% · MDD -37.1% · Sharpe 0.66
Stocks · United StatesSana Biotechnology, Inc.
Keltner breakout · CAGR 23.9% · MDD -62.9% · Sharpe 0.66
Stocks · United StatesADMA Biologics Inc
Keltner breakout · CAGR 3.7% · MDD -6.9% · Sharpe 0.66
Stocks · United StatesGenco Shipping & Trading Limited
EMA crossover · CAGR 19.8% · MDD -53.2% · Sharpe 0.66
Stocks · United StatesNeoGenomics, Inc.
SMA crossover · CAGR 24.4% · MDD -54.1% · Sharpe 0.66
ETFs · United StatesS&P 500
EMA crossover · CAGR 7.9% · MDD -31.4% · Sharpe 0.66
Stocks · United StatesLGI Homes, Inc.
Supertrend · CAGR 18.1% · MDD -45.6% · Sharpe 0.66
Stocks · United StatesTD SYNNEX Corporation
Donchian breakout · CAGR 16.5% · MDD -47.0% · Sharpe 0.66
Stocks · United StatesPrimerica, Inc.
Donchian breakout · CAGR 13.0% · MDD -38.0% · Sharpe 0.66
ETFs · United StatesVirtus Reaves Utilities ETF
ROC momentum · CAGR 11.2% · MDD -22.6% · Sharpe 0.66
Stocks · United StatesEncore Capital Group Inc
ADX / DI trend · CAGR 12.4% · MDD -34.4% · Sharpe 0.66
ETFs · United StatesNuveen ESG Large-Cap Value ETF
SMA crossover · CAGR 6.7% · MDD -16.9% · Sharpe 0.66
Stocks · United StatesEvercore Inc.
Supertrend · CAGR 15.6% · MDD -44.5% · Sharpe 0.66
Stocks · United StatesBuilders FirstSource, Inc.
SMA crossover · CAGR 20.7% · MDD -60.4% · Sharpe 0.66
Stocks · United StatesGoDaddy Inc.
ADX / DI trend · CAGR 3.5% · MDD -9.8% · Sharpe 0.66
Stocks · United StatesSunrun Inc.
Keltner breakout · CAGR 17.2% · MDD -48.0% · Sharpe 0.66
Stocks · United StatesDenali Therapeutics Inc.
SMA crossover · CAGR 21.4% · MDD -53.4% · Sharpe 0.66
Stocks · United StatesRoss Stores, Inc.
SMA crossover · CAGR 15.5% · MDD -49.5% · Sharpe 0.66
Stocks · United StatesSenseonics Holdings, Inc.
Keltner breakout · CAGR 21.5% · MDD -43.9% · Sharpe 0.66
Stocks · United StatesInsulet Corporation
Donchian breakout · CAGR 21.2% · MDD -69.8% · Sharpe 0.66
Stocks · United StatesInnovAge Holding Corp.
SMA crossover · CAGR 21.2% · MDD -50.6% · Sharpe 0.65
ETFs · United StatesiShares Russell Mid-Cap ETF
SMA crossover · CAGR 7.4% · MDD -23.3% · Sharpe 0.65
Stocks · United StatesTapestry, Inc.
EMA crossover · CAGR 16.0% · MDD -49.1% · Sharpe 0.65
Stocks · United StatesHycroft Mining Holding Corporation
ADX / DI trend · CAGR 41.8% · MDD -67.1% · Sharpe 0.65
Stocks · United StatesKura Oncology, Inc.
Bollinger breakout · CAGR 18.5% · MDD -33.5% · Sharpe 0.65
Stocks · United StatesRH
Keltner breakout · CAGR 6.6% · MDD -31.1% · Sharpe 0.65
Stocks · United StatesChord Energy Corporation
ADX / DI trend · CAGR 5.7% · MDD -17.9% · Sharpe 0.65
ETFs · United StatesInvesco S&P 500 High Beta ETF
Donchian breakout · CAGR 12.4% · MDD -42.2% · Sharpe 0.65
Stocks · United StatesWillScot Holdings Corporation
Bollinger breakout · CAGR 5.6% · MDD -12.5% · Sharpe 0.65
Stocks · United StatesNautilus Biotechnology, Inc.
Supertrend · CAGR 28.1% · MDD -50.4% · Sharpe 0.65
Stocks · United StatesRLI Corp.
ADX / DI trend · CAGR 3.7% · MDD -15.5% · Sharpe 0.65
ETFs · United StatesInvesco S&P 100 Equal Weight ETF
EMA crossover · CAGR 7.0% · MDD -22.5% · Sharpe 0.65
Stocks · United StatesBrightstar Lottery PLC Trading under the Legal Name to begin at the market open on July 21, 2025.
SMA crossover · CAGR 15.4% · MDD -64.4% · Sharpe 0.65
Stocks · United StatesDanaos Corporation
ADX / DI trend · CAGR 9.3% · MDD -24.6% · Sharpe 0.65
Stocks · United StatesInsperity, Inc.
SMA crossover · CAGR 17.9% · MDD -69.5% · Sharpe 0.65
Stocks · United StatesOcular Therapeutix, Inc.
ADX / DI trend · CAGR 21.0% · MDD -51.2% · Sharpe 0.65
Stocks · United StatesVICI Properties Inc.
Bollinger breakout · CAGR 2.1% · MDD -3.4% · Sharpe 0.65
Stocks · United StatesTJX Companies, Inc. (The)
Donchian breakout · CAGR 15.1% · MDD -49.2% · Sharpe 0.65
Stocks · United StatesWarner Bros. Discovery, Inc. - Series A
Donchian breakout · CAGR 8.9% · MDD -33.7% · Sharpe 0.65
Stocks · United StatesDeckers Outdoor Corporation
SMA crossover · CAGR 20.1% · MDD -62.4% · Sharpe 0.65
ETFs · United StatesTeucrium Sugar Fund ETV
ROC momentum · CAGR 6.0% · MDD -25.6% · Sharpe 0.65
ETFs · United StatesInvesco AI and Next Gen Software ETF
ROC momentum · CAGR 11.6% · MDD -46.8% · Sharpe 0.65
Stocks · United StatesColumbia Financial, Inc.
ADX / DI trend · CAGR 3.1% · MDD -5.5% · Sharpe 0.65
ETFs · United StatesDirexion Financial Bull 3X ETF
Donchian breakout · CAGR 21.7% · MDD -67.3% · Sharpe 0.65
Stocks · United StatesCorpay, Inc.
SMA crossover · CAGR 12.8% · MDD -43.5% · Sharpe 0.65
Stocks · United StatesCustomers Bancorp, Inc
Donchian breakout · CAGR 17.7% · MDD -57.6% · Sharpe 0.65
Stocks · United StatesDonnelley Financial Solutions, Inc.
Donchian breakout · CAGR 13.8% · MDD -41.1% · Sharpe 0.65
Stocks · United StatesEchoStar Corporation
Keltner breakout · CAGR 7.4% · MDD -22.4% · Sharpe 0.65
ETFs · United StatesFidelity MSCI Health Care Index ETF
ROC momentum · CAGR 9.6% · MDD -25.3% · Sharpe 0.65
Stocks · United StatesMadison Square Garden Sports Corp.
Supertrend · CAGR 11.2% · MDD -37.9% · Sharpe 0.65
Stocks · United StatesCDW Corporation
EMA crossover · CAGR 11.9% · MDD -32.9% · Sharpe 0.65
Stocks · United StatesNewAmsterdam Pharma Company N.V.
SMA crossover · CAGR 22.0% · MDD -36.2% · Sharpe 0.65
Stocks · United StatesGraham Holdings Company
Donchian breakout · CAGR 11.6% · MDD -56.8% · Sharpe 0.65
ETFs · United StatesProShares Ultra Gold
SMA crossover · CAGR 14.6% · MDD -53.9% · Sharpe 0.65
ETFs · United StatesiShares U.S. Technology ETF
Donchian breakout · CAGR 9.8% · MDD -30.9% · Sharpe 0.65
Stocks · United StatesArcosa, Inc.
ROC momentum · CAGR 17.4% · MDD -35.5% · Sharpe 0.65
Stocks · United StatesCimpress plc
Supertrend · CAGR 18.2% · MDD -56.6% · Sharpe 0.65
Stocks · United StatesGreen Plains, Inc.
Donchian breakout · CAGR 21.9% · MDD -73.5% · Sharpe 0.65
Stocks · United StatesDexCom, Inc.
SMA crossover · CAGR 18.4% · MDD -68.0% · Sharpe 0.65
Stocks · United StatesShake Shack, Inc.
Donchian breakout · CAGR 13.0% · MDD -41.5% · Sharpe 0.65
Stocks · United StatesThe Ensign Group, Inc.
SMA crossover · CAGR 16.6% · MDD -54.4% · Sharpe 0.65
Stocks · United StatesLiberty Media Corporation - Series A
ROC momentum · CAGR 15.2% · MDD -39.1% · Sharpe 0.65
Stocks · United StatesGulfport Energy Corporation
Donchian breakout · CAGR 18.5% · MDD -36.9% · Sharpe 0.65
ETFs · United StatesVanguard Morningstar Mid-Cap Growth ETF
Donchian breakout · CAGR 9.4% · MDD -42.8% · Sharpe 0.65
Stocks · United StatesResMed Inc.
SMA crossover · CAGR 17.3% · MDD -61.6% · Sharpe 0.65
Stocks · United StatesSS&C Technologies Holdings, Inc.
Supertrend · CAGR 11.4% · MDD -33.6% · Sharpe 0.65
ETFs · United StatesiShares MSCI South Korea ETF
Donchian breakout · CAGR 12.1% · MDD -39.5% · Sharpe 0.65
ETFs · United StatesiShares iBonds Dec 2029 Term Corporate ETF
ROC momentum · CAGR 0.3% · MDD -0.5% · Sharpe 0.65
ETFs · United StatesiShares Core S&P Total U.S. Stock Market ETF
SMA crossover · CAGR 7.7% · MDD -33.5% · Sharpe 0.65
Stocks · United StatesChargePoint Holdings, Inc.
Bollinger breakout · CAGR 15.9% · MDD -37.1% · Sharpe 0.64
ETFs · United StatesPacer US Small Cap Cash Cows ETF
SMA crossover · CAGR 9.6% · MDD -29.7% · Sharpe 0.64
Stocks · United StatesFlywire Corporation - Voting
ROC momentum · CAGR 19.5% · MDD -46.5% · Sharpe 0.64
Stocks · United StatesForum Energy Technologies, Inc.
ROC momentum · CAGR 16.9% · MDD -51.3% · Sharpe 0.64
Stocks · United StatesStryker Corporation
Donchian breakout · CAGR 16.3% · MDD -66.6% · Sharpe 0.64
Stocks · United StatesMcKesson Corporation
EMA crossover · CAGR 12.2% · MDD -44.7% · Sharpe 0.64
Stocks · United StatesFrontier Group Holdings, Inc.
Parabolic SAR · CAGR 21.5% · MDD -56.6% · Sharpe 0.64
Stocks · United StatesCorMedix Inc.
Bollinger breakout · CAGR 21.5% · MDD -67.1% · Sharpe 0.64
Stocks · United StatesCNH Industrial N.V.
Bollinger breakout · CAGR 6.7% · MDD -16.6% · Sharpe 0.64
ETFs · United StatesBlackRock Science and Technology Trust
SMA crossover · CAGR 9.5% · MDD -26.3% · Sharpe 0.64
Stocks · United StatesTower Semiconductor Ltd.
ROC momentum · CAGR 19.4% · MDD -75.2% · Sharpe 0.64
Stocks · United StatesStarbucks Corporation
Donchian breakout · CAGR 17.6% · MDD -69.7% · Sharpe 0.64
Stocks · United StatesService Corporation International
EMA crossover · CAGR 13.9% · MDD -44.6% · Sharpe 0.64
ETFs · United StatesVanguard U.S. Multifactor ETF
Donchian breakout · CAGR 9.3% · MDD -28.5% · Sharpe 0.64
ETFs · United StatesiShares Russell Mid-Cap Value ETF
EMA crossover · CAGR 7.2% · MDD -26.8% · Sharpe 0.64
Stocks · United StatesM&T Bank Corporation
SMA crossover · CAGR 11.1% · MDD -40.9% · Sharpe 0.64
Stocks · United StatesNutanix, Inc.
Bollinger breakout · CAGR 10.1% · MDD -35.1% · Sharpe 0.64
Stocks · United StatesVertex, Inc.
SMA crossover · CAGR 17.5% · MDD -47.2% · Sharpe 0.64
Stocks · United StatesThe Trade Desk, Inc.
Donchian breakout · CAGR 22.1% · MDD -56.9% · Sharpe 0.64
Stocks · United StatesLamb Weston Holdings, Inc.
Supertrend · CAGR 13.3% · MDD -52.6% · Sharpe 0.64
Stocks · United StatesPJT Partners Inc.
SMA crossover · CAGR 14.7% · MDD -56.6% · Sharpe 0.64
Stocks · United StatesAurora Innovation, Inc.
ROC momentum · CAGR 24.2% · MDD -65.1% · Sharpe 0.64
Stocks · United StatesPlanet Fitness, Inc.
Donchian breakout · CAGR 15.7% · MDD -37.5% · Sharpe 0.64
ETFs · United StatesFranklin International Low Volatility High Dividend Index ETF
ROC momentum · CAGR 7.0% · MDD -19.0% · Sharpe 0.64
Stocks · United StatesThe Baldwin Insurance Group, Inc.
Keltner breakout · CAGR 13.3% · MDD -36.9% · Sharpe 0.64
ETFs · United StatesInvesco S&P 500 Quality ETF
Donchian breakout · CAGR 7.8% · MDD -28.1% · Sharpe 0.64
Stocks · United StatesVirtu Financial, Inc.
SMA crossover · CAGR 14.6% · MDD -39.5% · Sharpe 0.64
Stocks · United StatesMerchants Bancorp
ADX / DI trend · CAGR 9.0% · MDD -22.6% · Sharpe 0.64
Stocks · United StatesDynatrace, Inc.
Supertrend · CAGR 16.2% · MDD -34.3% · Sharpe 0.64
Stocks · United StatesWESCO International, Inc.
EMA crossover · CAGR 15.8% · MDD -47.9% · Sharpe 0.64
Stocks · United StatesCapri Holdings Limited
ADX / DI trend · CAGR 6.2% · MDD -11.8% · Sharpe 0.64
Stocks · United StatesRobert Half Inc.
EMA crossover · CAGR 14.2% · MDD -52.7% · Sharpe 0.64
Stocks · United StatesQuanta Services, Inc.
Donchian breakout · CAGR 20.1% · MDD -83.4% · Sharpe 0.64
Stocks · United StatesCypherpunk Technologies Inc.
Supertrend · CAGR 24.2% · MDD -75.0% · Sharpe 0.64
Stocks · United Stateslululemon athletica inc.
Donchian breakout · CAGR 11.3% · MDD -50.4% · Sharpe 0.64
Stocks · United StatesBlackstone Inc.
Donchian breakout · CAGR 12.3% · MDD -37.9% · Sharpe 0.64
Stocks · United StatesSalesforce, Inc.
Donchian breakout · CAGR 17.7% · MDD -72.2% · Sharpe 0.64
ETFs · United StatesState Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
EMA crossover · CAGR 7.0% · MDD -27.4% · Sharpe 0.64
Stocks · United StatesSES AI Corporation
Bollinger breakout · CAGR 28.3% · MDD -51.7% · Sharpe 0.64
ETFs · United StatesInvesco Semiconductors ETF
SMA crossover · CAGR 13.7% · MDD -38.2% · Sharpe 0.64
ETFs · United StatesWisdomTree Cloud Computing Fund
ADX / DI trend · CAGR 7.3% · MDD -18.7% · Sharpe 0.64
Stocks · United StatesLithia Motors, Inc.
EMA crossover · CAGR 16.6% · MDD -57.9% · Sharpe 0.63
Stocks · United StatesBlue Bird Corporation
ROC momentum · CAGR 18.2% · MDD -42.0% · Sharpe 0.63
ETFs · United StatesiShares ESG Aware MSCI EM ETF
SMA crossover · CAGR 8.4% · MDD -24.6% · Sharpe 0.63
Stocks · United StatesKornit Digital Ltd.
SMA crossover · CAGR 17.1% · MDD -41.0% · Sharpe 0.63
ETFs · United StatesiShares MSCI Emerging Markets ex China ETF
ROC momentum · CAGR 6.4% · MDD -18.4% · Sharpe 0.63
Stocks · United StatesUpwork Inc.
SMA crossover · CAGR 21.0% · MDD -58.4% · Sharpe 0.63
ETFs · United StatesFranklin Dynamic Municipal Bond ETF
Bollinger breakout · CAGR 0.6% · MDD -2.0% · Sharpe 0.63
Stocks · United StatesUS Foods Holding Corp.
Donchian breakout · CAGR 15.2% · MDD -51.4% · Sharpe 0.63
Stocks · United StatesSatellogic Inc.
Bollinger breakout · CAGR 23.8% · MDD -70.6% · Sharpe 0.63
Stocks · United StatesSherwin-Williams Company (The)
Donchian breakout · CAGR 14.8% · MDD -57.4% · Sharpe 0.63
Stocks · United StatesVerisk Analytics, Inc.
EMA crossover · CAGR 11.0% · MDD -29.4% · Sharpe 0.63
Stocks · United StatesCummins Inc.
SMA crossover · CAGR 13.1% · MDD -44.9% · Sharpe 0.63
Stocks · United StatesLithium Argentina AG
SMA crossover · CAGR 22.7% · MDD -71.2% · Sharpe 0.63
Stocks · United StatesOracle Corporation
EMA crossover · CAGR 17.8% · MDD -56.3% · Sharpe 0.63
Stocks · United StatesSnap Inc.
ADX / DI trend · CAGR 14.7% · MDD -38.8% · Sharpe 0.63
ETFs · United StatesVanguard Communication Services ETF
Donchian breakout · CAGR 7.1% · MDD -23.0% · Sharpe 0.63
Stocks · United StatesNextDecade Corporation
MACD · CAGR 24.3% · MDD -67.3% · Sharpe 0.63
Stocks · United StatesInMode Ltd.
Donchian breakout · CAGR 12.1% · MDD -45.7% · Sharpe 0.63
Stocks · United StatesPhibro Animal Health Corporation
Supertrend · CAGR 15.9% · MDD -43.8% · Sharpe 0.63
Stocks · United StatesDorian LPG Ltd.
SMA crossover · CAGR 16.5% · MDD -55.6% · Sharpe 0.63
ETFs · United StatesDirexion Daily Utilities Bull 3X ETF
MACD · CAGR 17.8% · MDD -46.9% · Sharpe 0.63
Stocks · United StatesServisFirst Bancshares, Inc.
Donchian breakout · CAGR 13.7% · MDD -37.2% · Sharpe 0.63
Stocks · United StatesAssurant, Inc.
Donchian breakout · CAGR 13.1% · MDD -49.9% · Sharpe 0.63
ETFs · United StatesVanguard Extended Market ETF
SMA crossover · CAGR 7.9% · MDD -28.4% · Sharpe 0.63
Stocks · United StatesSuper Micro Computer, Inc.
SMA crossover · CAGR 19.7% · MDD -77.3% · Sharpe 0.63
Stocks · United StatesArcus Biosciences, Inc.
ADX / DI trend · CAGR 6.7% · MDD -17.5% · Sharpe 0.63
ETFs · United StatesSchwab U.S. Mid Cap ETF
Donchian breakout · CAGR 6.9% · MDD -18.8% · Sharpe 0.63
Stocks · United StatesPerella Weinberg Partners
Supertrend · CAGR 14.6% · MDD -28.2% · Sharpe 0.62
ETFs · United StatesDimensional Emerging Core Equity Market ETF
EMA crossover · CAGR 7.7% · MDD -18.8% · Sharpe 0.62
Stocks · United StatesGH Research PLC
Supertrend · CAGR 23.3% · MDD -47.7% · Sharpe 0.62
Stocks · United StatesStar Bulk Carriers Corp.
SMA crossover · CAGR 17.5% · MDD -45.5% · Sharpe 0.62
Stocks · United StatesVeeva Systems Inc.
EMA crossover · CAGR 15.3% · MDD -47.7% · Sharpe 0.62
ETFs · United StatesiShares iBonds Dec 2028 Term Corporate ETF
Bollinger breakout · CAGR 1.0% · MDD -3.4% · Sharpe 0.62
Stocks · United StatesTransUnion
Keltner breakout · CAGR 9.0% · MDD -24.2% · Sharpe 0.62
Stocks · United StatesPhathom Pharmaceuticals, Inc.
Supertrend · CAGR 23.5% · MDD -64.3% · Sharpe 0.62
Stocks · United StatesPopular, Inc.
SMA crossover · CAGR 12.0% · MDD -41.5% · Sharpe 0.62
ETFs · United StatesSchwab Fundamental International Equity ETF
SMA crossover · CAGR 6.6% · MDD -25.3% · Sharpe 0.62
Stocks · United StatesCohen & Steers Inc
Donchian breakout · CAGR 12.6% · MDD -32.9% · Sharpe 0.62
Stocks · United StatesApollo Global Management, Inc. (New)
EMA crossover · CAGR 12.6% · MDD -35.9% · Sharpe 0.62
ETFs · United StatesiShares Russell 1000 ETF
SMA crossover · CAGR 6.8% · MDD -27.2% · Sharpe 0.62
Stocks · United StatesAlkami Technology, Inc.
SMA crossover · CAGR 13.8% · MDD -30.4% · Sharpe 0.62
Stocks · United StatesNasdaq, Inc.
SMA crossover · CAGR 12.9% · MDD -44.7% · Sharpe 0.62
Stocks · United StatesPenumbra, Inc.
Supertrend · CAGR 14.9% · MDD -42.9% · Sharpe 0.62
Stocks · United StatesGreen Dot Corporation
ADX / DI trend · CAGR 3.9% · MDD -6.4% · Sharpe 0.62
Stocks · United StatesPathward Financial, Inc.
Donchian breakout · CAGR 12.3% · MDD -38.8% · Sharpe 0.62
Stocks · United StatesSafe Bulkers, Inc
SMA crossover · CAGR 17.4% · MDD -54.3% · Sharpe 0.62
Stocks · United StatesBurlington Stores, Inc.
SMA crossover · CAGR 14.6% · MDD -51.4% · Sharpe 0.62
Stocks · United StatesMechanics Bancorp
Donchian breakout · CAGR 16.3% · MDD -51.1% · Sharpe 0.62
Stocks · United StatesLyondellBasell Industries NV
Donchian breakout · CAGR 12.3% · MDD -40.1% · Sharpe 0.62
Stocks · United StatesNRG Energy, Inc.
ADX / DI trend · CAGR 4.9% · MDD -24.1% · Sharpe 0.62
Stocks · United StatesAlmonty Industries Inc.
SMA crossover · CAGR 21.2% · MDD -68.6% · Sharpe 0.62
Stocks · United StatesQuantum Computing Inc.
Parabolic SAR · CAGR -16.3% · MDD -100.0% · Sharpe 0.62
ETFs · United StatesiShares U.S. Infrastructure ETF
Donchian breakout · CAGR 9.3% · MDD -28.5% · Sharpe 0.62
Stocks · United StatesDow Inc.
SMA crossover · CAGR 11.8% · MDD -27.5% · Sharpe 0.62
Stocks · United StatesVistance Networks, Inc.
Keltner breakout · CAGR 9.6% · MDD -23.7% · Sharpe 0.62
Stocks · United StatesCarGurus, Inc.
MACD · CAGR 17.1% · MDD -42.3% · Sharpe 0.62
ETFs · United StatesiShares Core S&P 500 ETF
SMA crossover · CAGR 7.3% · MDD -33.9% · Sharpe 0.62
Stocks · United StatesPayPal Holdings, Inc.
Donchian breakout · CAGR 11.1% · MDD -25.8% · Sharpe 0.62
Stocks · United StatesInternational Seaways, Inc.
Supertrend · CAGR 16.0% · MDD -53.6% · Sharpe 0.62
Stocks · United StatesBJ's Wholesale Club Holdings, Inc.
ROC momentum · CAGR 17.0% · MDD -33.6% · Sharpe 0.62
Stocks · United StatesSouthern Copper Corporation
SMA crossover · CAGR 14.4% · MDD -49.5% · Sharpe 0.62
Stocks · United StatesOmnicell, Inc.
ROC momentum · CAGR 15.0% · MDD -49.6% · Sharpe 0.62
Stocks · United StatesAllstate Corporation (The)
Donchian breakout · CAGR 9.6% · MDD -40.6% · Sharpe 0.62
Stocks · United StatesPacific Biosciences of California, Inc.
Bollinger breakout · CAGR 16.6% · MDD -49.0% · Sharpe 0.62
ETFs · United StatesiShares Russell 3000 Fund
EMA crossover · CAGR 6.8% · MDD -27.5% · Sharpe 0.62
Stocks · United StatesAlly Financial Inc.
ROC momentum · CAGR 6.3% · MDD -19.6% · Sharpe 0.61
Stocks · United StatesIndependent Bank Corporation
SMA crossover · CAGR 13.1% · MDD -41.1% · Sharpe 0.61
Stocks · United StatesOric Pharmaceuticals, Inc.
Parabolic SAR · CAGR 21.2% · MDD -62.3% · Sharpe 0.61
Stocks · United StatesNuvation Bio Inc.
SMA crossover · CAGR 21.4% · MDD -65.0% · Sharpe 0.61
Stocks · United StatesArcher Aviation Inc.
Supertrend · CAGR 21.3% · MDD -54.1% · Sharpe 0.61
Stocks · United StatesAmeriprise Financial, Inc.
Supertrend · CAGR 12.7% · MDD -52.9% · Sharpe 0.61
ETFs · United StatesInvesco BulletShares 2027 Corporate Bond ETF
ROC momentum · CAGR 0.3% · MDD -0.5% · Sharpe 0.61
Stocks · United StatesThermo Fisher Scientific Inc
Donchian breakout · CAGR 13.3% · MDD -60.1% · Sharpe 0.61
ETFs · United StatesSchwab U.S. Small-Cap ETF
Donchian breakout · CAGR 9.4% · MDD -39.2% · Sharpe 0.61
Stocks · United StatesUnited Therapeutics Corporation
Supertrend · CAGR 15.7% · MDD -83.0% · Sharpe 0.61
Stocks · United StatesDelek US Holdings, Inc.
Donchian breakout · CAGR 11.2% · MDD -42.7% · Sharpe 0.61
ETFs · United StatesiShares Russell Midcap Growth ETF
Donchian breakout · CAGR 7.7% · MDD -31.2% · Sharpe 0.61
Stocks · United StatesCavco Industries, Inc.
ROC momentum · CAGR 18.3% · MDD -67.7% · Sharpe 0.61
Stocks · United StatesDXP Enterprises, Inc.
ROC momentum · CAGR 20.0% · MDD -68.5% · Sharpe 0.61
Stocks · United StatesAdobe Inc.
Donchian breakout · CAGR 18.3% · MDD -77.4% · Sharpe 0.61
Stocks · United StatesArch Capital Group Ltd.
SMA crossover · CAGR 11.4% · MDD -51.7% · Sharpe 0.61
Stocks · United StatesEnerSys
Donchian breakout · CAGR 17.2% · MDD -50.0% · Sharpe 0.61
Stocks · United StatesHess Midstream LP
ADX / DI trend · CAGR 1.9% · MDD -2.7% · Sharpe 0.61
ETFs · United StatesState Street Technology Select Sector SPDR ETF
SMA crossover · CAGR 9.4% · MDD -31.5% · Sharpe 0.61
Stocks · United StatesGlobalstar, Inc.
Donchian breakout · CAGR 20.7% · MDD -62.5% · Sharpe 0.61
ETFs · United StatesFirst Trust Small Cap Growth AlphaDEX Fund
SMA crossover · CAGR 8.8% · MDD -35.1% · Sharpe 0.61
Stocks · United StatesCorvus Pharmaceuticals, Inc.
Supertrend · CAGR 25.5% · MDD -74.1% · Sharpe 0.61
Stocks · United StatesLam Research Corporation
SMA crossover · CAGR 18.2% · MDD -81.5% · Sharpe 0.61
ETFs · United StatesiShares Residential and Multisector Real Estate ETF
SMA crossover · CAGR 8.4% · MDD -20.4% · Sharpe 0.61
ETFs · United StatesVanguard Morningstar Value ETF
SMA crossover · CAGR 6.3% · MDD -27.8% · Sharpe 0.61
Stocks · United StatesZoetis Inc.
EMA crossover · CAGR 10.8% · MDD -42.1% · Sharpe 0.61
Stocks · United StatesIntercorp Financial Services Inc.
Supertrend · CAGR 12.4% · MDD -37.0% · Sharpe 0.61
ETFs · United StatesiShares Global Clean Energy ETF
Bollinger breakout · CAGR 3.9% · MDD -10.8% · Sharpe 0.61
ETFs · United StatesDirexion Daily Regional Banks Bull 3X ETF
Bollinger breakout · CAGR 4.5% · MDD -7.6% · Sharpe 0.61
Stocks · United StatesState Street Corporation
SMA crossover · CAGR 12.2% · MDD -51.5% · Sharpe 0.61
ETFs · United StatesiShares Core 60/40 Balanced Allocation ETF
ROC momentum · CAGR 6.3% · MDD -23.4% · Sharpe 0.61
Stocks · United StatesForestar Group Inc
Bollinger breakout · CAGR 4.0% · MDD -11.1% · Sharpe 0.61
Stocks · United StatesAllison Transmission Holdings, Inc.
ROC momentum · CAGR 12.3% · MDD -42.9% · Sharpe 0.61
Stocks · United StatesOld Dominion Freight Line, Inc.
SMA crossover · CAGR 16.0% · MDD -56.1% · Sharpe 0.61
Stocks · United StatesFlotek Industries, Inc.
Bollinger breakout · CAGR 13.3% · MDD -46.1% · Sharpe 0.61
ETFs · United StatesNuveen Floating Rate Income Fund
ROC momentum · CAGR 1.7% · MDD -11.3% · Sharpe 0.61
ETFs · United StatesVanguard Health Care ETF
Donchian breakout · CAGR 6.3% · MDD -27.0% · Sharpe 0.61
Stocks · United StatesHewlett Packard Enterprise Company
Bollinger breakout · CAGR 7.3% · MDD -22.5% · Sharpe 0.61
Stocks · United StatesGreat Southern Bancorp, Inc.
EMA crossover · CAGR 13.5% · MDD -38.0% · Sharpe 0.61
ETFs · United StatesSchwab U.S. Large-Cap Value ETF
ROC momentum · CAGR 8.0% · MDD -28.3% · Sharpe 0.61
ETFs · United StatesVanguard Morningstar Mid-Cap ETF
Donchian breakout · CAGR 7.3% · MDD -25.8% · Sharpe 0.61
Stocks · United StatesJFrog Ltd.
EMA crossover · CAGR 16.7% · MDD -39.2% · Sharpe 0.61
Stocks · United StatesXP Inc.
Keltner breakout · CAGR 8.7% · MDD -27.6% · Sharpe 0.61
Stocks · United StatesNovoCure Limited
EMA crossover · CAGR 17.7% · MDD -72.7% · Sharpe 0.61
Stocks · United StatesUroGen Pharma Ltd.
ROC momentum · CAGR 22.6% · MDD -52.0% · Sharpe 0.60
Stocks · United StatesScorpio Tankers Inc.
ROC momentum · CAGR 12.7% · MDD -42.6% · Sharpe 0.60
ETFs · United StatesiShares MSCI World ETF
EMA crossover · CAGR 6.8% · MDD -20.9% · Sharpe 0.60
ETFs · United StatesInvesco S&P 500 Equal Weight ETF
ROC momentum · CAGR 9.7% · MDD -53.4% · Sharpe 0.60
Stocks · United StatesAntero Resources Corporation
SMA crossover · CAGR 16.9% · MDD -49.6% · Sharpe 0.60
Stocks · United StatesCaseys General Stores, Inc.
ROC momentum · CAGR 15.8% · MDD -74.5% · Sharpe 0.60
Stocks · United StatesVaxcyte, Inc.
SMA crossover · CAGR 19.9% · MDD -44.6% · Sharpe 0.60
Stocks · United StatesFederal Agricultural Mortgage Corporation
SMA crossover · CAGR 15.8% · MDD -52.2% · Sharpe 0.60
Stocks · United StatesReliance, Inc.
Donchian breakout · CAGR 15.2% · MDD -53.9% · Sharpe 0.60
Stocks · United StatesCognizant Technology Solutions Corporation
SMA crossover · CAGR 16.0% · MDD -63.9% · Sharpe 0.60
Stocks · United StatesCharter Communications, Inc.
Donchian breakout · CAGR 8.1% · MDD -25.8% · Sharpe 0.60
Stocks · United StatesEverCommerce Inc.
Bollinger breakout · CAGR 12.1% · MDD -30.9% · Sharpe 0.60
Stocks · United StatesSanara MedTech Inc.
SMA crossover · CAGR 7.3% · MDD -98.4% · Sharpe 0.60
Stocks · United StatesAclaris Therapeutics, Inc.
EMA crossover · CAGR 33.7% · MDD -66.7% · Sharpe 0.60
Stocks · United StatesUnited Parks & Resorts Inc.
ADX / DI trend · CAGR 7.7% · MDD -21.2% · Sharpe 0.60
ETFs · United StatesVanguard Consumer Discretion ETF
EMA crossover · CAGR 7.9% · MDD -23.5% · Sharpe 0.60
Stocks · United StatesRoper Technologies, Inc.
SMA crossover · CAGR 12.7% · MDD -38.7% · Sharpe 0.60
ETFs · United StatesInvesco Large Cap Value ETF
SMA crossover · CAGR 6.1% · MDD -23.8% · Sharpe 0.60
Stocks · United StatesWynn Resorts, Limited
Donchian breakout · CAGR 15.0% · MDD -68.6% · Sharpe 0.60
Stocks · United StatesInsight Enterprises, Inc.
MACD · CAGR 16.5% · MDD -71.6% · Sharpe 0.60
ETFs · United StatesiShares S&P 100 Fund
EMA crossover · CAGR 6.5% · MDD -26.0% · Sharpe 0.60
Stocks · United StatesVoya Financial, Inc.
Bollinger breakout · CAGR 3.2% · MDD -8.8% · Sharpe 0.60
Stocks · United StatesMaravai LifeSciences Holdings, Inc.
Supertrend · CAGR 20.9% · MDD -57.9% · Sharpe 0.60
Stocks · United StatesBrown & Brown, Inc.
SMA crossover · CAGR 12.3% · MDD -41.2% · Sharpe 0.60
Stocks · United StatesAlarm.com Holdings, Inc.
SMA crossover · CAGR 13.2% · MDD -36.5% · Sharpe 0.60