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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
114January Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%   
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
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108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
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102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
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100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
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96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8% 0.81
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