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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
28	Value and Momentum Factors across Asset Classes	bonds, equities, REITs	ETFs, funds, futures	Simple strategy	1986-2007	22	11.9%	10%		0.79
26	Value (Book-to-Market) Factor	equities	stocks	Complex strategy	1926-2014	89	3.6%	12.02%		0.3
23	Upgrade your subscription to see this strategy
22	Term Structure Effect in Commodities	commodities	futures	Simple strategy	1979-2004	26	11.73%	23.84%	-57.53%	0.49
21	Momentum Effect in Commodities	commodities	CFDs, futures	Simple strategy	1979-2004	26	14.6%	25.57%		0.57
20	Volatility Risk Premium Effect	equities	futures, options, swaps	Moderately complex strategy	1986-1995	10	26%	19%		1.16
19	Upgrade your subscription to see this strategy
15	Momentum Factor Effect in Country Equity Indexes	equities	ETFs, funds	Simple strategy	1968-2009	42	17.7%
14	Momentum Factor Effect in Stocks	equities	stocks	Complex strategy	1927-2013	87	8.3%	16.6%		0.5
11	Upgrade your subscription to see this strategy
8	Currency Momentum Factor	currencies	CFDs, forwards, futures, swaps	Simple strategy	1989-2009	21	7.61%	10.22%	-23.89%	0.3
7	Low Volatility Factor Effect in Stocks	equities	stocks	Complex strategy	1986-2006	21	11.3%	10.1%		0.72
6	Upgrade your subscription to see this strategy
5	FX Carry Trade	currencies	CFDs, forwards, futures, swaps	Simple strategy	1989-2009	21	7.27%	9.6%	-37.07%	0.29
3	Sector Momentum – Rotational System	equities	ETFs, funds, stocks	Simple strategy	1928-2009	82	13.94%	18.38%	-71.29%	0.54
2	Momentum Asset Allocation Strategy	bonds, commodities, equities, REITs	CFDs, ETFs, funds, futures	Simple strategy	1973-2009	37	14.49%	11%	39.84%	0.78
1	Asset Class Trend-Following	bonds, commodities, equities, REITs	CFDs, ETFs, funds, futures	Simple strategy	1973-2008	36	11.27%	6.87%	-9.53%	1.06
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We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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