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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
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52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
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77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5% 0.42
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
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108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
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