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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0%Strongmarket timing, seasonality 
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461ESG Factor Momentum StrategyMonthly1000equitiesstocksVery complex strategy2007-201592.23%2.5%0%Moderately Strongalternative data, equity long short, ESG investing, factor investing, momentum, momentum in stocks, smart beta, stock picking0.89
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