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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
2Momentum Asset Allocation StrategyMonthlybonds, commodities, equities, REITs15%9.6%asset class picking, momentum, rotational system
3Sector Momentum – Rotational SystemMonthlyequities13.94%18.38%momentum, rotational system, sector picking
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.7%0%country picking, factor investing, momentum, rotational system, smart beta
16Reversal Effect in International Equity ETFs3 Yearsequities6.4%0%country picking, factor investing, reversal, rotational system, smart beta
21Momentum Effect in CommoditiesMonthlycommodities14.6%25.57%factor investing, momentum, rotational system, smart beta
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%factor investing, rotational system, smart beta, term spread
23Quantpedia Premium (Buy Premium account to see this strategy)     
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44Paired SwitchingQuarterlybonds, equities11.3%9.3%asset class picking, fund picking, market timing, momentum, rotational system
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67Industry Momentum – Riding Industry BubblesMonthlyequities18%0%factor investing, momentum, rotational system, sector picking, smart beta
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%momentum, rotational system, style picking
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143Quantpedia Premium (Buy Premium account to see this strategy)     
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206Quantpedia Premium (Buy Premium account to see this strategy)     
207Value Factor – CAPE Effect within CountriesYearlyequities14.7%26.1%country picking, factor investing, rotational system, smart beta, value
210Quantpedia Premium (Buy Premium account to see this strategy)     
213Quantpedia Premium (Buy Premium account to see this strategy)     
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The Encyclopedia of Quantitative Trading Strategies

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