Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
96Crude Oil Predicts Equity ReturnsMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy11.9%Strongmarket timing
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102Option-Expiration Week EffectWeekly1equitiesCFDs, ETFs, futures, stocksSimple strategy9.3%Strongmarket timing, seasonality, stock picking
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114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy12.7%Strongseasonality, stock picking
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118Time Series Momentum EffectMonthly58bonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy20.7%Strongfactor investing, momentum, smart beta
122Momentum Factor Combined with Asset Growth EffectMonthly1000equitiesstocksComplex strategy16.77%Strongequity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
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