SleepWell Trade · Asset reports · United States

2,878 United States backtest reports (9/10)

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

Snapshot 2026-08

Stocks · United States

CenterPoint Energy, Inc (Holding Co)

SMA crossover · CAGR 3.8% · MDD -52.5% · Sharpe 0.32

ETFs · United States

Vanguard Long-Term Corporate Bond ETF

ADX / DI trend · CAGR 0.5% · MDD -5.6% · Sharpe 0.32

Stocks · United States

Vericel Corporation

Donchian breakout · CAGR -1.8% · MDD -98.4% · Sharpe 0.32

ETFs · United States

Xtrackers MSCI EAFE High Dividend Yield Equity ETF

ROC momentum · CAGR 3.4% · MDD -31.0% · Sharpe 0.32

Stocks · United States

HNI Corporation

MACD · CAGR 5.0% · MDD -70.9% · Sharpe 0.32

Stocks · United States

MGE Energy Inc.

ROC momentum · CAGR 4.9% · MDD -49.9% · Sharpe 0.32

Stocks · United States

Eversource Energy (D/B/A)

SMA crossover · CAGR 4.0% · MDD -41.0% · Sharpe 0.32

Stocks · United States

The Goodyear Tire & Rubber Company

ADX / DI trend · CAGR 1.8% · MDD -21.0% · Sharpe 0.32

Stocks · United States

UNITIL Corporation

ROC momentum · CAGR 4.7% · MDD -53.8% · Sharpe 0.32

ETFs · United States

iShares MSCI Emerging Markets Min Vol Factor ETF

Donchian breakout · CAGR 2.6% · MDD -19.5% · Sharpe 0.32

Stocks · United States

Community Financial System, Inc.

SMA crossover · CAGR 4.9% · MDD -44.7% · Sharpe 0.32

Stocks · United States

Geopark Ltd

ROC momentum · CAGR 5.1% · MDD -66.6% · Sharpe 0.32

Stocks · United States

Huntington Bancshares Incorporated

SMA crossover · CAGR 4.5% · MDD -55.6% · Sharpe 0.32

Stocks · United States

NorthWestern Energy Group, Inc.

Donchian breakout · CAGR 4.2% · MDD -39.0% · Sharpe 0.32

Stocks · United States

UMH Properties, Inc.

SMA crossover · CAGR 4.8% · MDD -63.4% · Sharpe 0.32

Stocks · United States

Ingredion Incorporated

Supertrend · CAGR 4.6% · MDD -47.4% · Sharpe 0.32

Stocks · United States

Upbound Group, Inc.

Keltner breakout · CAGR 4.1% · MDD -54.5% · Sharpe 0.32

Stocks · United States

Columbia Sportswear Company

Donchian breakout · CAGR 5.1% · MDD -64.4% · Sharpe 0.32

Stocks · United States

UiPath, Inc.

SMA crossover · CAGR 5.0% · MDD -56.5% · Sharpe 0.32

Stocks · United States

Edison International

Donchian breakout · CAGR 4.8% · MDD -62.5% · Sharpe 0.32

Stocks · United States

Republic Bancorp, Inc.

SMA crossover · CAGR 4.9% · MDD -69.6% · Sharpe 0.32

Stocks · United States

Simpson Manufacturing Company, Inc.

Supertrend · CAGR 5.0% · MDD -69.0% · Sharpe 0.32

Stocks · United States

Granite Construction Incorporated

SMA crossover · CAGR 5.0% · MDD -72.5% · Sharpe 0.32

ETFs · United States

First Trust Global Tactical Commodity Strategy Fund

EMA crossover · CAGR 3.0% · MDD -33.0% · Sharpe 0.31

Stocks · United States

The J.M. Smucker Company

SMA crossover · CAGR 4.1% · MDD -42.7% · Sharpe 0.31

Stocks · United States

Dolby Laboratories

ROC momentum · CAGR 4.0% · MDD -41.4% · Sharpe 0.31

Stocks · United States

ABM Industries Incorporated

Supertrend · CAGR 4.5% · MDD -54.1% · Sharpe 0.31

Stocks · United States

Sprinklr, Inc.

Keltner breakout · CAGR 2.1% · MDD -9.0% · Sharpe 0.31

ETFs · United States

iShares MSCI Italy ETF

EMA crossover · CAGR 3.8% · MDD -52.3% · Sharpe 0.31

Stocks · United States

Xcel Energy Inc.

EMA crossover · CAGR 3.6% · MDD -39.6% · Sharpe 0.31

Stocks · United States

Worthington Enterprises, Inc.

Donchian breakout · CAGR 5.0% · MDD -84.5% · Sharpe 0.31

ETFs · United States

WisdomTree Bloomberg U.S. Dollar Bullish Fund

ADX / DI trend · CAGR 0.5% · MDD -3.2% · Sharpe 0.31

Stocks · United States

Navigator Holdings Ltd.

SMA crossover · CAGR 4.0% · MDD -74.7% · Sharpe 0.31

Stocks · United States

NBT Bancorp Inc.

ROC momentum · CAGR 4.9% · MDD -63.7% · Sharpe 0.31

Stocks · United States

Mission Produce, Inc.

Supertrend · CAGR 4.9% · MDD -44.7% · Sharpe 0.31

ETFs · United States

State Street SPDR Portfolio Short Term Corporate Bond ETF

ROC momentum · CAGR 0.1% · MDD -0.7% · Sharpe 0.31

Stocks · United States

PC Connection, Inc.

Donchian breakout · CAGR 2.4% · MDD -90.6% · Sharpe 0.31

Stocks · United States

InvenTrust Properties Corp.

ADX / DI trend · CAGR 14.2% · MDD -74.5% · Sharpe 0.31

Stocks · United States

German American Bancorp, Inc.

SMA crossover · CAGR 4.7% · MDD -42.3% · Sharpe 0.31

Stocks · United States

Keurig Dr Pepper Inc.

ROC momentum · CAGR 1.8% · MDD -82.5% · Sharpe 0.31

Stocks · United States

MetLife, Inc.

Donchian breakout · CAGR 4.8% · MDD -56.9% · Sharpe 0.31

Stocks · United States

Daily Journal Corp. (S.C.)

EMA crossover · CAGR 4.9% · MDD -55.0% · Sharpe 0.31

Stocks · United States

OceanFirst Financial Corp.

Keltner breakout · CAGR 1.5% · MDD -17.5% · Sharpe 0.31

ETFs · United States

ProShares UltraPro Short QQQ

ADX / DI trend · CAGR 0.3% · MDD -0.5% · Sharpe 0.31

Stocks · United States

First Merchants Corporation

ROC momentum · CAGR 4.8% · MDD -85.0% · Sharpe 0.31

Stocks · United States

Seanergy Maritime Holdings Corp.

EMA crossover · CAGR 3.7% · MDD -50.3% · Sharpe 0.31

ETFs · United States

ProShares Ultra Bloomberg Crude Oil

Donchian breakout · CAGR 4.9% · MDD -72.8% · Sharpe 0.31

ETFs · United States

iShares U.S. Real Estate ETF

SMA crossover · CAGR 3.5% · MDD -56.2% · Sharpe 0.31

Stocks · United States

Investors Title Company

SMA crossover · CAGR 4.9% · MDD -79.3% · Sharpe 0.31

ETFs · United States

VanEck Mortgage REIT Income ETF

ROC momentum · CAGR 1.4% · MDD -10.2% · Sharpe 0.31

ETFs · United States

Global X MLP ETF

EMA crossover · CAGR 3.2% · MDD -24.4% · Sharpe 0.31

ETFs · United States

Invesco DB Agriculture Fund

EMA crossover · CAGR 2.9% · MDD -31.1% · Sharpe 0.31

Stocks · United States

Seacoast Banking Corporation of Florida

EMA crossover · CAGR 4.6% · MDD -65.1% · Sharpe 0.31

ETFs · United States

State Street SPDR MSCI ACWI ex-US ETF

SMA crossover · CAGR 3.1% · MDD -27.8% · Sharpe 0.31

Stocks · United States

SunCoke Energy, Inc.

SMA crossover · CAGR 4.8% · MDD -56.0% · Sharpe 0.31

Stocks · United States

Oaktree Specialty Lending Corporation

ADX / DI trend · CAGR 1.5% · MDD -10.8% · Sharpe 0.31

Stocks · United States

Silicon Laboratories, Inc.

SMA crossover · CAGR 4.9% · MDD -59.1% · Sharpe 0.31

Stocks · United States

Artisan Partners Asset Management Inc.

ADX / DI trend · CAGR 4.0% · MDD -42.9% · Sharpe 0.31

Stocks · United States

AGNC Investment Corp.

Bollinger breakout · CAGR 1.7% · MDD -17.5% · Sharpe 0.31

Stocks · United States

Icahn Enterprises L.P.

SMA crossover · CAGR 4.4% · MDD -56.0% · Sharpe 0.31

ETFs · United States

Eaton Vance Enhance Equity Income Fund II

ROC momentum · CAGR 1.0% · MDD -7.6% · Sharpe 0.31

Stocks · United States

Douglas Dynamics, Inc.

Donchian breakout · CAGR 4.8% · MDD -60.9% · Sharpe 0.31

Stocks · United States

Towne Bank

SMA crossover · CAGR 4.7% · MDD -61.2% · Sharpe 0.31

ETFs · United States

Schwab U.S. REIT ETF

ROC momentum · CAGR 3.8% · MDD -39.6% · Sharpe 0.30

Stocks · United States

DuPont de Nemours, Inc.

SMA crossover · CAGR 4.3% · MDD -48.2% · Sharpe 0.30

Stocks · United States

Beacon Financial Corporation

Bollinger breakout · CAGR 2.1% · MDD -16.3% · Sharpe 0.30

Stocks · United States

Liberty Global Ltd.

SMA crossover · CAGR 4.1% · MDD -58.3% · Sharpe 0.30

ETFs · United States

State Street SPDR Portfolio Emerging Markets ETF

Donchian breakout · CAGR 2.9% · MDD -22.0% · Sharpe 0.30

Stocks · United States

Zimmer Biomet Holdings, Inc.

Donchian breakout · CAGR 3.8% · MDD -51.5% · Sharpe 0.30

Stocks · United States

XPLR Infrastructure, LP

Bollinger breakout · CAGR 2.3% · MDD -18.4% · Sharpe 0.30

Stocks · United States

DTE Energy Company

SMA crossover · CAGR 3.3% · MDD -40.9% · Sharpe 0.30

ETFs · United States

Hartford Total Return Bond ETF

Bollinger breakout · CAGR 0.3% · MDD -2.1% · Sharpe 0.30

Stocks · United States

Reynolds Consumer Products Inc.

ROC momentum · CAGR 0.3% · MDD -0.5% · Sharpe 0.30

Stocks · United States

UGI Corporation

SMA crossover · CAGR 3.7% · MDD -50.0% · Sharpe 0.30

Stocks · United States

Alcoa Corporation

SMA crossover · CAGR 4.6% · MDD -61.9% · Sharpe 0.30

Stocks · United States

McCormick & Company, Incorporated

ROC momentum · CAGR 4.3% · MDD -62.8% · Sharpe 0.30

Stocks · United States

Kimco Realty Corporation (HC)

EMA crossover · CAGR 3.7% · MDD -50.2% · Sharpe 0.30

Stocks · United States

Murphy Oil Corporation

Donchian breakout · CAGR 4.6% · MDD -69.2% · Sharpe 0.30

Stocks · United States

Lincoln National Corporation

EMA crossover · CAGR 4.2% · MDD -68.4% · Sharpe 0.30

Stocks · United States

Progress Software Corporation

Donchian breakout · CAGR 4.5% · MDD -68.9% · Sharpe 0.30

Stocks · United States

Valley National Bancorp

Bollinger breakout · CAGR 2.0% · MDD -25.3% · Sharpe 0.30

Stocks · United States

Renasant Corporation

ADX / DI trend · CAGR 0.8% · MDD -7.5% · Sharpe 0.30

Stocks · United States

Sharplink, Inc.

Donchian breakout · CAGR -3.6% · MDD -98.4% · Sharpe 0.30

Stocks · United States

Middlesex Water Company

SMA crossover · CAGR 4.3% · MDD -45.4% · Sharpe 0.30

Stocks · United States

Alexandria Real Estate Equities, Inc.

SMA crossover · CAGR 4.0% · MDD -56.5% · Sharpe 0.30

ETFs · United States

iShares International Select Dividend ETF

SMA crossover · CAGR 3.0% · MDD -32.1% · Sharpe 0.30

Stocks · United States

American States Water Company

SMA crossover · CAGR 4.1% · MDD -54.1% · Sharpe 0.30

Stocks · United States

International Business Machines Corporation

Donchian breakout · CAGR 4.0% · MDD -52.2% · Sharpe 0.30

Stocks · United States

Atlantic Union Bankshares Corporation

Bollinger breakout · CAGR 3.0% · MDD -32.1% · Sharpe 0.30

Stocks · United States

Trinity Capital Inc.

Donchian breakout · CAGR 3.7% · MDD -30.6% · Sharpe 0.30

ETFs · United States

Sprott Physical Gold and Silver Trust

Donchian breakout · CAGR 4.0% · MDD -55.2% · Sharpe 0.30

Stocks · United States

Comstock Resources, Inc.

SMA crossover · CAGR 3.3% · MDD -84.0% · Sharpe 0.30

Stocks · United States

QuidelOrtho Corporation

MACD · CAGR 3.7% · MDD -91.4% · Sharpe 0.30

ETFs · United States

Pimco 15 Year U.S. TIPS Index Exchange-Traded Fund

ROC momentum · CAGR 0.5% · MDD -0.5% · Sharpe 0.30

Stocks · United States

First Hawaiian, Inc.

Bollinger breakout · CAGR 1.1% · MDD -9.4% · Sharpe 0.30

Stocks · United States

BXP, Inc.

Bollinger breakout · CAGR 1.7% · MDD -15.8% · Sharpe 0.30

Stocks · United States

SouthState Bank Corporation

SMA crossover · CAGR 4.4% · MDD -51.9% · Sharpe 0.30

Stocks · United States

Spire Inc.

ROC momentum · CAGR 4.2% · MDD -57.3% · Sharpe 0.30

Stocks · United States

DoubleVerify Holdings, Inc.

Keltner breakout · CAGR 1.8% · MDD -8.7% · Sharpe 0.30

ETFs · United States

iShares MSCI Japan Index Fund

SMA crossover · CAGR 3.2% · MDD -34.6% · Sharpe 0.30

Stocks · United States

3M Company

SMA crossover · CAGR 3.7% · MDD -49.3% · Sharpe 0.30

Stocks · United States

Brady Corporation

ROC momentum · CAGR 4.5% · MDD -67.1% · Sharpe 0.30

Stocks · United States

Edgewell Personal Care Company

SMA crossover · CAGR 4.2% · MDD -63.0% · Sharpe 0.30

Stocks · United States

RLJ Lodging Trust

ADX / DI trend · CAGR 1.0% · MDD -13.2% · Sharpe 0.30

Stocks · United States

S&T Bancorp, Inc.

SMA crossover · CAGR 4.3% · MDD -59.2% · Sharpe 0.30

Stocks · United States

Northwest Natural Holding Company

SMA crossover · CAGR 3.9% · MDD -39.2% · Sharpe 0.30

ETFs · United States

VIX Short-Term Futures ETF

Keltner breakout · CAGR 4.7% · MDD -45.5% · Sharpe 0.30

Stocks · United States

Pursuit Attractions and Hospitality, Inc.

Donchian breakout · CAGR 4.5% · MDD -64.4% · Sharpe 0.30

Stocks · United States

Ducommun Incorporated

Donchian breakout · CAGR 4.0% · MDD -89.3% · Sharpe 0.30

Stocks · United States

MSC Industrial Direct Company, Inc.

Donchian breakout · CAGR 4.4% · MDD -69.3% · Sharpe 0.29

ETFs · United States

Cohen & Steers Infrastructure Fund, Inc

Donchian breakout · CAGR 3.3% · MDD -47.6% · Sharpe 0.29

ETFs · United States

ProShares Ultra VIX Short Term Futures ETF

Keltner breakout · CAGR 4.4% · MDD -72.0% · Sharpe 0.29

Stocks · United States

Verizon Communications Inc.

ROC momentum · CAGR 4.2% · MDD -59.4% · Sharpe 0.29

Stocks · United States

Perrigo Company plc

SMA crossover · CAGR 4.3% · MDD -72.9% · Sharpe 0.29

ETFs · United States

Vanguard FTSE Pacific ETF

EMA crossover · CAGR 3.0% · MDD -23.6% · Sharpe 0.29

Stocks · United States

Hilton Grand Vacations Inc.

SMA crossover · CAGR 4.2% · MDD -47.9% · Sharpe 0.29

Stocks · United States

Carnival Corporation Ltd.

ROC momentum · CAGR 4.2% · MDD -82.2% · Sharpe 0.29

Stocks · United States

Louisiana-Pacific Corporation

Donchian breakout · CAGR 4.0% · MDD -91.8% · Sharpe 0.29

Stocks · United States

FirstEnergy Corp.

SMA crossover · CAGR 3.5% · MDD -41.2% · Sharpe 0.29

Stocks · United States

Gibraltar Industries, Inc.

SMA crossover · CAGR 4.2% · MDD -68.4% · Sharpe 0.29

Stocks · United States

Old National Bancorp

ADX / DI trend · CAGR 1.7% · MDD -23.6% · Sharpe 0.29

Stocks · United States

Lazard, Inc.

Bollinger breakout · CAGR 2.7% · MDD -33.1% · Sharpe 0.29

Stocks · United States

Clear Channel Outdoor Holdings, Inc.

Donchian breakout · CAGR 2.5% · MDD -76.0% · Sharpe 0.29

ETFs · United States

VanEck Oil Services ETF

Donchian breakout · CAGR 4.2% · MDD -73.7% · Sharpe 0.29

Stocks · United States

Cushman & Wakefield Ltd.

SMA crossover · CAGR 4.2% · MDD -35.8% · Sharpe 0.29

ETFs · United States

State Street SPDR Bloomberg High Yield Bond ETF

ADX / DI trend · CAGR 0.2% · MDD -0.5% · Sharpe 0.29

Stocks · United States

TFS Financial Corporation

ADX / DI trend · CAGR 0.4% · MDD -2.4% · Sharpe 0.29

Stocks · United States

Occidental Petroleum Corporation

Donchian breakout · CAGR 4.2% · MDD -82.2% · Sharpe 0.29

ETFs · United States

First Trust BuyWrite Income ETF

ROC momentum · CAGR 0.2% · MDD -1.0% · Sharpe 0.29

ETFs · United States

Eaton Vance Tax-Managed Global Diversified Equity Income Fund

ROC momentum · CAGR 1.4% · MDD -23.2% · Sharpe 0.28

Stocks · United States

Cabot Corporation

Donchian breakout · CAGR 4.1% · MDD -69.4% · Sharpe 0.28

ETFs · United States

Alerian MLP ETF

Bollinger breakout · CAGR 1.6% · MDD -12.9% · Sharpe 0.28

Stocks · United States

Banner Corporation

Donchian breakout · CAGR 3.4% · MDD -47.3% · Sharpe 0.28

ETFs · United States

Direxion Daily Energy Bear 2X ETF

Bollinger breakout · CAGR 4.3% · MDD -58.3% · Sharpe 0.28

ETFs · United States

Pimco Municipal Income Fund II

Bollinger breakout · CAGR 0.4% · MDD -4.7% · Sharpe 0.28

Stocks · United States

Tidewater Inc.

SMA crossover · CAGR 4.1% · MDD -79.6% · Sharpe 0.28

ETFs · United States

Vanguard ESG U.S. Corporate Bond ETF

Bollinger breakout · CAGR 0.3% · MDD -1.6% · Sharpe 0.28

ETFs · United States

VanEck Intermediate Muni ETF

ROC momentum · CAGR 0.6% · MDD -5.5% · Sharpe 0.28

ETFs · United States

VanEck Vietnam ETF

ADX / DI trend · CAGR 2.1% · MDD -21.6% · Sharpe 0.28

Stocks · United States

Viatris Inc.

Donchian breakout · CAGR 2.7% · MDD -93.9% · Sharpe 0.28

ETFs · United States

PIMCO 25 Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund

Bollinger breakout · CAGR 2.4% · MDD -22.3% · Sharpe 0.28

Stocks · United States

Sun Communities, Inc.

EMA crossover · CAGR 3.4% · MDD -50.2% · Sharpe 0.28

Stocks · United States

Amcor plc

ADX / DI trend · CAGR 1.7% · MDD -11.9% · Sharpe 0.28

ETFs · United States

Adams Diversified Equity Fund Inc.

Donchian breakout · CAGR 2.9% · MDD -38.9% · Sharpe 0.28

Stocks · United States

Avery Dennison Corporation

Donchian breakout · CAGR 3.9% · MDD -79.7% · Sharpe 0.28

ETFs · United States

Vanguard Tax-Exempt Bond ETF

Bollinger breakout · CAGR 0.2% · MDD -2.9% · Sharpe 0.28

ETFs · United States

Pimco Corporate & Income Strategy Fund

ROC momentum · CAGR 1.1% · MDD -9.6% · Sharpe 0.28

ETFs · United States

State Street SPDR S&P Regional Banking ETF

Bollinger breakout · CAGR 0.7% · MDD -9.3% · Sharpe 0.28

Stocks · United States

ChronoScale Holdings Corporation

MACD · CAGR -6.7% · MDD -88.8% · Sharpe 0.28

Stocks · United States

Diamondrock Hospitality Company

Donchian breakout · CAGR 3.9% · MDD -55.9% · Sharpe 0.28

Stocks · United States

CNA Financial Corporation

SMA crossover · CAGR 3.8% · MDD -67.3% · Sharpe 0.28

Stocks · United States

Ellington Financial Inc.

Bollinger breakout · CAGR 1.7% · MDD -15.8% · Sharpe 0.28

Stocks · United States

ADT Inc.

Supertrend · CAGR 4.1% · MDD -49.0% · Sharpe 0.28

Stocks · United States

Baxter International Inc.

ROC momentum · CAGR 3.8% · MDD -57.6% · Sharpe 0.28

Stocks · United States

Realty Income Corporation

Donchian breakout · CAGR 3.8% · MDD -59.6% · Sharpe 0.28

Stocks · United States

NNN REIT, Inc.

ROC momentum · CAGR 3.5% · MDD -62.1% · Sharpe 0.28

Stocks · United States

Entergy Corporation

Bollinger breakout · CAGR 1.4% · MDD -20.7% · Sharpe 0.28

Stocks · United States

Gorman-Rupp Company (The)

Donchian breakout · CAGR 3.9% · MDD -69.8% · Sharpe 0.28

Stocks · United States

Achieve Life Sciences, Inc.

Parabolic SAR · CAGR -2.9% · MDD -99.1% · Sharpe 0.27

ETFs · United States

iShares Intermediate Muni Income Active ETF

ROC momentum · CAGR 0.1% · MDD -0.7% · Sharpe 0.27

ETFs · United States

iShares International Aggregate Bond Fund

ADX / DI trend · CAGR 0.2% · MDD -1.7% · Sharpe 0.27

Stocks · United States

Under Armour, Inc.

ADX / DI trend · CAGR 2.2% · MDD -13.2% · Sharpe 0.27

Stocks · United States

Carter's, Inc.

Donchian breakout · CAGR 3.7% · MDD -72.4% · Sharpe 0.27

Stocks · United States

indie Semiconductor, Inc.

MACD · CAGR 1.6% · MDD -61.2% · Sharpe 0.27

Stocks · United States

Tennant Company

Donchian breakout · CAGR 3.8% · MDD -62.1% · Sharpe 0.27

Stocks · United States

Provident Financial Services, Inc

Keltner breakout · CAGR 0.3% · MDD -2.1% · Sharpe 0.27

ETFs · United States

iShares iBonds Dec 2031 Term Corporate ETF

Bollinger breakout · CAGR 0.4% · MDD -1.5% · Sharpe 0.27

ETFs · United States

DoubleLine Income Solutions Fund

ROC momentum · CAGR 0.5% · MDD -2.4% · Sharpe 0.27

ETFs · United States

Nuveen Municipal High Income Opportunity Fund

Donchian breakout · CAGR 1.9% · MDD -18.3% · Sharpe 0.27

Stocks · United States

Whirlpool Corporation

Bollinger breakout · CAGR 0.7% · MDD -8.6% · Sharpe 0.27

Stocks · United States

Cousins Properties Incorporated

Bollinger breakout · CAGR 2.1% · MDD -25.9% · Sharpe 0.27

ETFs · United States

iShares 3-7 Year Treasury Bond ETF

ADX / DI trend · CAGR 0.2% · MDD -1.3% · Sharpe 0.27

Stocks · United States

KBR, Inc.

Donchian breakout · CAGR 3.4% · MDD -45.5% · Sharpe 0.27

ETFs · United States

Vanguard FTSE All World Ex US ETF

SMA crossover · CAGR 2.7% · MDD -26.5% · Sharpe 0.27

ETFs · United States

ProShares UltraShort Silver

Donchian breakout · CAGR 2.7% · MDD -21.8% · Sharpe 0.27

ETFs · United States

PIMCO Active Bond Exchange-Traded Fund Exchange-Traded Fund

ADX / DI trend · CAGR 0.2% · MDD -2.5% · Sharpe 0.27

Stocks · United States

Shoals Technologies Group, Inc.

ROC momentum · CAGR 2.6% · MDD -48.8% · Sharpe 0.27

ETFs · United States

BlackRock Credit Allocation Income Trust

ROC momentum · CAGR 1.2% · MDD -15.3% · Sharpe 0.27

ETFs · United States

iShares Core 10 Year USD Bond ETF

ROC momentum · CAGR 0.2% · MDD -0.5% · Sharpe 0.27

ETFs · United States

Invesco BulletShares 2030 Corporate Bond ETF

Bollinger breakout · CAGR 0.4% · MDD -2.6% · Sharpe 0.27

ETFs · United States

ETRACS Gold Shares Covered Call ETNs due February 2, 2033

ADX / DI trend · CAGR 0.4% · MDD -4.2% · Sharpe 0.27

Stocks · United States

AngioDynamics, Inc.

ADX / DI trend · CAGR 2.9% · MDD -32.5% · Sharpe 0.27

Stocks · United States

Universal Corporation

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

Stocks · United States

Banc of California, Inc.

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

ETFs · United States

iShares Global Infrastructure ETF

SMA crossover · CAGR 2.4% · MDD -27.4% · Sharpe 0.26

ETFs · United States

First Trust Low Duration Opportunities ETF

ADX / DI trend · CAGR 0.1% · MDD -0.6% · Sharpe 0.26

Stocks · United States

Fidus Investment Corporation

SMA crossover · CAGR 3.0% · MDD -34.4% · Sharpe 0.26

Stocks · United States

Petco Health and Wellness Company, Inc.

ADX / DI trend · CAGR 3.6% · MDD -44.6% · Sharpe 0.26

ETFs · United States

Guggenheim Strategic Opportunities Fund

SMA crossover · CAGR 2.1% · MDD -26.6% · Sharpe 0.26

ETFs · United States

Vanguard Real Estate ETF

SMA crossover · CAGR 2.9% · MDD -52.9% · Sharpe 0.26

ETFs · United States

iShares 25 Year Treasury STRIPS Bond ETF

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

ETFs · United States

United States Natural Gas Fund LP

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

Stocks · United States

Procore Technologies, Inc.

Keltner breakout · CAGR 2.8% · MDD -21.5% · Sharpe 0.26

ETFs · United States

VanEck Pharmaceutical ETF

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

Stocks · United States

California Water Service Group

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

ETFs · United States

iShares MSCI Hong Kong Index Fund

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

Stocks · United States

Piedmont Realty Trust, Inc.

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

Stocks · United States

WaFd, Inc.

SMA crossover · CAGR 3.3% · MDD -48.4% · Sharpe 0.26

Stocks · United States

Greif Inc.

Donchian breakout · CAGR 3.3% · MDD -54.2% · Sharpe 0.26

ETFs · United States

Blackrock MuniYield Quality Fund, Inc.

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

ETFs · United States

Invesco BulletShares 2026 High Yield Corporate Bond ETF

ROC momentum · CAGR 0.1% · MDD -0.7% · Sharpe 0.26

ETFs · United States

Direxion Daily FTSE China Bull 3X ETF

EMA crossover · CAGR 1.3% · MDD -72.1% · Sharpe 0.26

Stocks · United States

Ecovyst Inc.

ADX / DI trend · CAGR 2.9% · MDD -33.1% · Sharpe 0.26

ETFs · United States

State Street SPDR Bloomberg International Treasury Bond ETF

ADX / DI trend · CAGR 0.3% · MDD -4.0% · Sharpe 0.26

Stocks · United States

SFL Corporation Ltd

Donchian breakout · CAGR 3.3% · MDD -54.3% · Sharpe 0.26

Stocks · United States

Newmont Corporation

Supertrend · CAGR 3.3% · MDD -72.9% · Sharpe 0.26

Stocks · United States

Snap-On Incorporated

Donchian breakout · CAGR 3.3% · MDD -74.0% · Sharpe 0.25

Stocks · United States

American Electric Power Company, Inc.

Donchian breakout · CAGR 2.9% · MDD -54.7% · Sharpe 0.25

Stocks · United States

DHT Holdings, Inc.

SMA crossover · CAGR 3.3% · MDD -50.7% · 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

Genpact Limited

Donchian breakout · CAGR 3.0% · MDD -40.7% · Sharpe 0.25

Stocks · United States

Hubbell Inc

EMA crossover · CAGR 2.7% · MDD -46.7% · Sharpe 0.25

Stocks · United States

Ingles Markets, Incorporated

SMA crossover · CAGR 3.2% · MDD -64.8% · Sharpe 0.25

Stocks · United States

Burke & Herbert Financial Services Corp.

EMA crossover · CAGR 3.1% · MDD -40.4% · Sharpe 0.25

Stocks · United States

First Financial Bancorp.

SMA crossover · CAGR 3.2% · MDD -69.4% · Sharpe 0.25

Stocks · United States

COPT Defense Properties

SMA crossover · CAGR 3.2% · MDD -62.9% · Sharpe 0.25

Stocks · United States

Ladder Capital Corp

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

ETFs · United States

BlackRock Taxable Municipal Bond Trust

Bollinger breakout · CAGR 0.2% · MDD -2.7% · Sharpe 0.25

Stocks · United States

Peoples Bancorp Inc.

SMA crossover · CAGR 3.1% · MDD -75.9% · Sharpe 0.25

ETFs · United States

PIMCO Income Strategy Fund II

ROC momentum · CAGR 1.5% · MDD -27.5% · Sharpe 0.25

Stocks · United States

Portland General Electric Co

SMA crossover · CAGR 2.7% · MDD -36.4% · 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

Stocks · United States

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

Donchian breakout · CAGR 2.8% · MDD -35.2% · Sharpe 0.25

Stocks · United States

Compass Minerals Intl Inc

Donchian breakout · CAGR 2.6% · MDD -88.1% · Sharpe 0.25

Stocks · United States

Kohl's Corporation

SMA crossover · CAGR 3.1% · MDD -81.4% · Sharpe 0.25

ETFs · United States

Blackrock MuniHoldings Fund, Inc.

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

ETFs · United States

Direxion Daily 20-Year Treasury Bear 3X

Donchian breakout · CAGR 2.8% · MDD -35.5% · Sharpe 0.25

Stocks · United States

American Public Education, Inc.

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

ETFs · United States

US 20Y Treasury

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

Stocks · United States

Pinnacle West Capital Corporation

EMA crossover · CAGR 2.7% · MDD -61.0% · Sharpe 0.24

ETFs · United States

Global X S&P 500 Covered Call ETF

ADX / DI trend · CAGR 0.3% · MDD -3.2% · Sharpe 0.24

Stocks · United States

Afya Limited

Keltner breakout · CAGR 1.1% · MDD -6.3% · Sharpe 0.24

Stocks · United States

Mattel, Inc.

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

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

Recursion Pharmaceuticals, Inc.

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

ETFs · United States

Schwab Emerging Markets Equity ETF

SMA crossover · CAGR 2.3% · MDD -32.8% · Sharpe 0.24

Stocks · United States

Gladstone Commercial Corporation - Real Estate Investment Trust

SMA crossover · CAGR 2.7% · MDD -33.8% · Sharpe 0.24

ETFs · United States

Pimco Corporate & Income Opportunity Fund

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

Stocks · United States

Capitol Federal Financial, Inc.

SMA crossover · CAGR 2.6% · MDD -63.0% · Sharpe 0.24

Stocks · United States

First Community Bankshares, Inc.

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

First Financial Corporation

SMA crossover · CAGR 2.9% · MDD -65.0% · Sharpe 0.24

ETFs · United States

Franklin International Core Dividend Tilt Index ETF

SMA crossover · CAGR 2.1% · MDD -22.8% · Sharpe 0.24

Stocks · United States

Essential Utilities, Inc.

Donchian breakout · CAGR 1.6% · MDD -86.6% · Sharpe 0.24

ETFs · United States

Blackrock Corporate High Yield Fund, Inc.

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

Stocks · United States

BlackLine, Inc.

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

Stocks · United States

TripAdvisor, Inc.

Bollinger breakout · CAGR 2.8% · MDD -64.1% · Sharpe 0.24

ETFs · United States

Vanguard Long-Term Treasury ETF

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

ETFs · United States

Invesco High Yield Equity Dividend Achievers ETF

SMA crossover · CAGR 2.1% · MDD -39.7% · 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

Farmers National Banc Corp.

SMA crossover · CAGR 2.8% · MDD -47.7% · Sharpe 0.23

Stocks · United States

Nordic American Tankers Limited

EMA crossover · CAGR 2.5% · MDD -85.0% · Sharpe 0.23

Stocks · United States

Sunstone Hotel Investors, Inc.

SMA crossover · CAGR 2.7% · MDD -38.4% · Sharpe 0.23

Stocks · United States

Griffon Corporation

Supertrend · CAGR -0.1% · MDD -92.6% · Sharpe 0.23

ETFs · United States

Anfield Universal Fixed Income ETF

SMA crossover · CAGR 0.6% · MDD -3.4% · Sharpe 0.23

Stocks · United States

First

Donchian breakout · CAGR 2.3% · MDD -79.7% · 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

Rayonier Inc. REIT

ROC momentum · CAGR 2.6% · MDD -58.7% · Sharpe 0.23

ETFs · United States

Xtrackers USD High Yield Corporate Bond ETF

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

Dime Commercial Bancshares, Inc.

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

Stocks · United States

JetBlue Airways Corporation

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

Energizer Holdings, Inc.

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

Stocks · United States

MidCap Financial Investment Corporation

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

Stocks · United States

Independent Bank Corp.

SMA crossover · CAGR 2.1% · MDD -72.1% · 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 1.4% · MDD -21.5% · Sharpe 0.23

Stocks · United States

Viridian Therapeutics, Inc.

SMA crossover · CAGR -3.6% · MDD -96.8% · Sharpe 0.23

Stocks · United States

Agree Realty Corporation

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

Stocks · United States

PRA Group, Inc.

Donchian breakout · CAGR 1.7% · MDD -88.5% · Sharpe 0.23

Stocks · United States

AT&T Inc.

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

Stocks · United States

International Paper Company

ROC momentum · CAGR 2.1% · MDD -90.8% · Sharpe 0.22

Stocks · United States

Mondelez International, Inc.

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

Stocks · United States

PPL Corporation

ROC momentum · CAGR 2.4% · MDD -66.8% · 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

VanEck Uranium and Nuclear ETF

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

Stocks · United States

Pacific Gas & Electric Co.

EMA crossover · CAGR 2.3% · MDD -49.8% · Sharpe 0.22

Stocks · United States

Clorox Company (The)

SMA crossover · CAGR 2.5% · MDD -63.9% · Sharpe 0.22

Stocks · United States

Valvoline Inc.

ROC momentum · CAGR 2.1% · MDD -24.0% · 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

Calamos Strategic Total Return Fund

SMA crossover · CAGR 1.9% · MDD -26.2% · 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

Universal Health Realty Income Trust

ROC momentum · CAGR 2.1% · MDD -80.1% · 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

Avista Corporation

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

Stocks · United States

Kemper Corporation

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

ETFs · United States

Blackrock MuniHoldings California Quality Fund, Inc.

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

Stocks · United States

Distribution Solutions Group, Inc.

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

Stocks · United States

Scholastic Corporation

Donchian breakout · CAGR 1.7% · MDD -80.7% · Sharpe 0.21

Stocks · United States

Innovex International, Inc.

SMA crossover · CAGR 1.8% · MDD -86.5% · Sharpe 0.21

ETFs · United States

PIMCO Dynamic Income Fund

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

Schwab Long-Term U.S. Treasury ETF

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

ETFs · United States

VictoryShares Short-Term Bond ETF

ROC momentum · CAGR 0.4% · MDD -4.8% · Sharpe 0.21

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