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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5% 0.77
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252Upgrade your subscription to see this strategy         
515Upgrade your subscription to see this strategy         
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640Upgrade your subscription to see this strategy         
677Upgrade your subscription to see this strategy         
730Upgrade your subscription to see this strategy         
801Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
5FX Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.27%9.6%-37.07%0.29
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8Currency Momentum FactorcurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.61%10.22%-23.89%0.3
9Currency Value Factor – PPP StrategycurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2009217.82%9.33%-26.4%0.36
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
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