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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71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy29.64%Strongasset class picking, factor investing, reversal, smart beta
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy6.19%Strongmarket timing, seasonality
78Betting Against Beta Factor in International EquitiesMonthly13equitiesETFs, futuresSimple strategy6.8%Strongbeta factor, country picking, equity long short, factor investing, smart beta
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83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy6.39%Strongmarket timing, seasonality
85Momentum in Mutual Fund ReturnsQuarterly10equitiesfundsSimple strategy19%Strongfund picking, momentum
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91Momentum Factor and Style Rotation EffectMonthly6equitiesETFsSimple strategy9.25%Strongfactor allocation, momentum, rotational system
96Crude Oil Predicts Equity ReturnsMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy11.9%Strongmarket timing
100Trading WTI/BRENT SpreadDaily2commoditiesfuturesSimple strategy9.92%Moderately Strongarbitrage, pairs trading, spread trading
102Option-Expiration Week EffectWeekly1equitiesCFDs, ETFs, futures, stocksSimple strategy9.3%Strongmarket timing, seasonality, stock picking
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113January BarometerMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy10.38%Moderately Strongmarket timing, seasonality
114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy12.7%Strongseasonality, stock picking
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129Dollar Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy5.6%Strongcarry trade, forex system, FX anomaly

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