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
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5FX Carry TradeMonthly10currenciesCFDs, forwards, futures, swapsSimple strategy7.27%Strongcarry trade, factor investing, forex system, FX anomaly, smart beta
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7Low Volatility Factor Effect in StocksMonthly50equitiesstocksComplex strategy11.3%Strongfactor investing, smart beta, stock picking, volatility effect
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
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12Pairs Trading with StocksDaily40equitiesstocksComplex strategy11.16%Strongarbitrage, equity long short, pairs trading
13Short Term Reversal Effect in StocksWeekly20equitiesstocksComplex strategy16.25%Strongequity long short, factor investing, reversal, smart beta, stock picking
14Momentum Factor Effect in StocksMonthly1000equitiesstocksComplex strategy8.3%Strongfactor investing, momentum, momentum in stocks, smart beta, stock picking
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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20Volatility Risk Premium EffectMonthly4equitiesfutures, options, swapsModerately complex strategy26%Strongfactor investing, smart beta, volatility effect, volatility premium

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