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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
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41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
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52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
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67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%   
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