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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%   
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%   
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1968-20063916.77%13.84% 1.21
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
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21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
568Upgrade your subscription to see this strategy         
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293Upgrade your subscription to see this strategy         
23Upgrade your subscription to see this strategy         
551Upgrade your subscription to see this strategy         
248Upgrade your subscription to see this strategy         
243Upgrade your subscription to see this strategy         
816Upgrade your subscription to see this strategy         
2Momentum Asset Allocation Strategybonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093714.49%11%39.84%0.78
143Upgrade your subscription to see this strategy         
220Upgrade your subscription to see this strategy         
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