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OOS Return StatsOOS Risk StatsOOS Risk & Return
ID
Strategy Title
Rebalancing Period
Markets Traded
PerformanceSource Paper
VolatilitySource Paper
Keywords
#0001
Asset Class Trend-Following
Monthly
Equities
Bonds
Commodities
REITs
11.27%
6.87%
momentumasset class pickingtrend-following
#0002
Monthly
Equities
Bonds
Commodities
REITs
14.49%
11.00%
momentumasset class pickingrotational system
#0005
Monthly
Currencies
7.27%
9.60%
carry tradeFX anomalyforex systemfactor investingsmart beta
#0009
Quarterly
Currencies
7.82%
9.33%
FX anomalyforex systemvaluefactor investingsmart beta
#0012
Daily
Equities
11.16%
5.85%
equity long shortpairs tradingarbitrage
#0050
Monthly
Equities
Bonds
11.00%
10.00%
#0071
Weekly
Equities
Bonds
Commodities
Currencies
29.64%
31.40%
#0085
Quarterly
Equities
19.00%
19.50%
#0096
Monthly
Equities
11.90%
9.80%
#0113
Monthly
Equities
10.38%
16.80%
#0118
Monthly
Equities
Bonds
Commodities
Currencies
20.70%
15.74%
#0419
Daily
Equities
2.57%
4.31%
#0701
Daily
Crypto
7.65%
2.62%

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