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
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67Industry Momentum – Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy18%Strongfactor investing, momentum, rotational system, sector picking, smart beta
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85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy19%Strongfund picking, momentum
91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy9.25%Strongfactor allocation, momentum, rotational system
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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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136Residual Momentum FactorMonthly200equitiesstocksComplex strategy9.18%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking
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144Trend-following Effect in StocksDaily1000equitiesstocksComplex strategy19.3%Strongmomentum, momentum in stocks, stock picking, trend-following
146Upgrade your subscription to see this strategy        

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