Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityIndicative PerformanceConfidence in AnomalyKeywords
1Asset Class Trend-FollowingMonthly6bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy11.27%Strongasset class picking, momentum, trend-following
2Momentum Asset Allocation StrategyMonthly5bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy14.49%Strongasset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy13.94%Strongmomentum, rotational system, sector picking
5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.27%Strongcarry trade, factor investing, forex system, FX anomaly, smart beta
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8Currency Momentum FactorMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.61%Moderately Strongfactor investing, forex system, FX anomaly, momentum, smart beta
9Currency Value Factor – PPP StrategyQuarterly10currenciesCFDs, forwards, futures, swapsSimple strategy7.82%Moderately Strongfactor investing, forex system, FX anomaly, smart beta, value
15Momentum Factor Effect in Country Equity IndexesMonthly5equitiesETFs, fundsSimple strategy17.7%Strongcountry picking, factor investing, momentum, rotational system, smart beta
16Reversal Effect in International Equity ETFs3 Years8equitiesETFs, fundsSimple strategy6.4%Weakcountry picking, factor investing, reversal, rotational system, smart beta
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21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy14.6%Strongfactor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy11.73%Strongfactor investing, rotational system, smart beta, term spread
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28Value and Momentum Factors across Asset ClassesMonthly6bonds, equities, REITsETFs, funds, futuresSimple strategy11.9%Strongasset class picking, factor investing, momentum, smart beta, value
31Market Seasonality Effect in World Equity Indexes6 Months1equitiesCFDs, ETFs, funds, futuresSimple strategy8.8%Weakmarket timing, seasonality
41Turn of the Month in Equity IndexesDaily1equitiesCFDs, ETFs, funds, futures, optionsSimple strategy7.2%Strongmarket timing, seasonality
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44Paired SwitchingQuarterly2bonds, equitiesETFs, funds, stocksSimple strategy11.3%Strongasset class picking, fund picking, market timing, momentum, rotational system
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