Screener - QuantPedia

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ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Sharpe Ratio
101	Upgrade your subscription to see this strategy
102	Option-Expiration Week Effect	equities	CFDs, ETFs, futures, stocks	Simple strategy	1988-2010	23	9.3%	8.7%	0.61
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107	Upgrade your subscription to see this strategy
108	Soccer Clubs’ Stocks Arbitrage	equities	stocks	Moderately complex strategy	2000-2006	7	42%	50%	0.76
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111	Upgrade your subscription to see this strategy
112	Upgrade your subscription to see this strategy
113	January Barometer	equities	CFDs, ETFs, funds, futures	Simple strategy	1857-2008	152	10.38%	16.8%	0.38
114	January Effect in Stocks	equities	CFDs, ETFs, funds, futures	Simple strategy	1947-2007	61	12.7%
115	Upgrade your subscription to see this strategy
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117	Upgrade your subscription to see this strategy
118	Time Series Momentum Effect	bonds, commodities, currencies, equities	CFDs, futures	Moderately complex strategy	1965-2009	45	20.7%	15.74%	1.31
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