Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8% 0.81
116Upgrade your subscription to see this strategy         
265Upgrade your subscription to see this strategy         
315Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
530Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
87Upgrade your subscription to see this strategy         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
213Upgrade your subscription to see this strategy         
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
703Upgrade your subscription to see this strategy         
282Upgrade your subscription to see this strategy         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
407Upgrade your subscription to see this strategy         
438Upgrade your subscription to see this strategy         
127Upgrade your subscription to see this strategy         
243Upgrade your subscription to see this strategy         

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