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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
102	Option-Expiration Week Effect	equities	CFDs, ETFs, futures, stocks	Simple strategy	1988-2010	23	9.3%	8.7%		0.61
100	Trading WTI/BRENT Spread	commodities	futures	Simple strategy	1995-2004	10	9.92%	11.27%	-5.58%	0.88
96	Crude Oil Predicts Equity Returns	equities	CFDs, ETFs, funds, futures	Simple strategy	1988-2003	16	11.9%	9.8%		0.81
91	Momentum Factor and Style Rotation Effect	equities	ETFs	Simple strategy	1972-2005	34	9.25%	16.01%		0.33
86	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
83	Pre-Holiday Effect	equities	CFDs, ETFs, funds, futures	Simple strategy	1896-2002	107	6.39%
79	Upgrade your subscription to see this strategy
78	Betting Against Beta Factor in International Equities	equities	ETFs, futures	Simple strategy	1980-2009	30	6.8%	13.08%		0.51
75	Federal Open Market Committee Meeting Effect in Stocks	equities	CFDs, ETFs, funds, futures	Simple strategy	1980-2000	21	6.19%
71	Short Term Reversal with Futures	bonds, commodities, currencies, equities	CFDs, futures	Simple strategy	1983-2000	18	29.64%	31.4%		0.82
61	Upgrade your subscription to see this strategy
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49	Upgrade your subscription to see this strategy
44	Paired Switching	bonds, equities	ETFs, funds, stocks	Simple strategy	1991-2011	21	11.3%	9.3%		0.78
43	Upgrade your subscription to see this strategy
41	Turn of the Month in Equity Indexes	equities	CFDs, ETFs, funds, futures, options	Simple strategy	1926-2005	80	7.2%	6.9%		1.04
31	Market Seasonality Effect in World Equity Indexes	equities	CFDs, ETFs, funds, futures	Simple strategy	1970-2003	34	8.8%

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