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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
966	Upgrade your subscription to see this strategy
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
2	Momentum Asset Allocation Strategy	bonds, commodities, equities, REITs	CFDs, ETFs, funds, futures	Simple strategy	1973-2009	37	14.49%	11%	39.84%	0.78
3	Sector Momentum – Rotational System	equities	ETFs, funds, stocks	Simple strategy	1928-2009	82	13.94%	18.38%	-71.29%	0.54
5	FX Carry Trade	currencies	CFDs, forwards, futures, swaps	Simple strategy	1989-2009	21	7.27%	9.6%	-37.07%	0.29
6	Upgrade your subscription to see this strategy
7	Low Volatility Factor Effect in Stocks	equities	stocks	Complex strategy	1986-2006	21	11.3%	10.1%		0.72
8	Currency Momentum Factor	currencies	CFDs, forwards, futures, swaps	Simple strategy	1989-2009	21	7.61%	10.22%	-23.89%	0.3
11	Upgrade your subscription to see this strategy
14	Momentum Factor Effect in Stocks	equities	stocks	Complex strategy	1927-2013	87	8.3%	16.6%		0.5
15	Momentum Factor Effect in Country Equity Indexes	equities	ETFs, funds	Simple strategy	1968-2009	42	17.7%
19	Upgrade your subscription to see this strategy
20	Volatility Risk Premium Effect	equities	futures, options, swaps	Moderately complex strategy	1986-1995	10	26%	19%		1.16
21	Momentum Effect in Commodities	commodities	CFDs, futures	Simple strategy	1979-2004	26	14.6%	25.57%		0.57
22	Term Structure Effect in Commodities	commodities	futures	Simple strategy	1979-2004	26	11.73%	23.84%	-57.53%	0.49
23	Upgrade your subscription to see this strategy
26	Value (Book-to-Market) Factor	equities	stocks	Complex strategy	1926-2014	89	3.6%	12.02%		0.3
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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We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

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