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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%   
618Upgrade your subscription to see this strategy         
424Upgrade your subscription to see this strategy         
989Upgrade your subscription to see this strategy         
54Upgrade your subscription to see this strategy         
655Upgrade your subscription to see this strategy         
112Upgrade your subscription to see this strategy         
93Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
268Upgrade your subscription to see this strategy         
249Upgrade your subscription to see this strategy         
493Upgrade your subscription to see this strategy         
411Upgrade your subscription to see this strategy         
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5% 0.42
820Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
92Upgrade your subscription to see this strategy         

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