Screener - QuantPedia

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ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Sharpe Ratio
96	Crude Oil Predicts Equity Returns	equities	CFDs, ETFs, funds, futures	Simple strategy	1988-2003	16	11.9%	9.8%	0.81
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102	Option-Expiration Week Effect	equities	CFDs, ETFs, futures, stocks	Simple strategy	1988-2010	23	9.3%	8.7%	0.61
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114	January Effect in Stocks	equities	CFDs, ETFs, funds, futures	Simple strategy	1947-2007	61	12.7%
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118	Time Series Momentum Effect	bonds, commodities, currencies, equities	CFDs, futures	Moderately complex strategy	1965-2009	45	20.7%	15.74%	1.31
122	Momentum Factor Combined with Asset Growth Effect	equities	stocks	Complex strategy	1968-2006	39	16.77%	13.84%	1.21
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