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ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Maximum Drawdown	Sharpe Ratio
165	Upgrade your subscription to see this strategy
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352	Upgrade your subscription to see this strategy
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422	Upgrade your subscription to see this strategy
664	Return Asymmetry Effect in Commodity Futures	commodities	futures	Moderately complex strategy	1991-2021	31	4.36%	7.53%	-29.03%	0.58
945	Upgrade your subscription to see this strategy
80	Earnings Announcement Premium	equities	stocks	Complex strategy	1973-2004	32	18.36%	16.12%		0.89
376	Combining Fundamental FSCORE and Equity Short-Term Reversals	equities	stocks	Very complex strategy	1984-2015	32	12.01%	20.61%		0.39
889	Upgrade your subscription to see this strategy
703	Upgrade your subscription to see this strategy
922	Upgrade your subscription to see this strategy
85	Momentum in Mutual Fund Returns	equities	funds	Simple strategy	1973-2004	32	19%	19.5%		0.77
207	Value Factor – CAPE Effect within Countries	equities	ETFs	Moderately complex strategy	1980-2011	32	14.7%	26.1%	-17.8%	0.56
387	Upgrade your subscription to see this strategy
687	Upgrade your subscription to see this strategy
290	Consistent Momentum Strategy	equities	stocks	Complex strategy	1980-2011	32	16.08%	25.33%		0.48