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ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Maximum Drawdown	Sharpe Ratio
28	Value and Momentum Factors across Asset Classes	bonds, equities, REITs	ETFs, funds, futures	Simple strategy	1986-2007	22	11.9%	10%		0.79
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91	Momentum Factor and Style Rotation Effect	equities	ETFs	Simple strategy	1972-2005	34	9.25%	16.01%		0.33
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1	Asset Class Trend-Following	bonds, commodities, equities, REITs	CFDs, ETFs, funds, futures	Simple strategy	1973-2008	36	11.27%	6.87%	-9.53%	1.06
71	Short Term Reversal with Futures	bonds, commodities, currencies, equities	CFDs, futures	Simple strategy	1983-2000	18	29.64%	31.4%		0.82
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