| Bitcoin weekly time-series momentum (Liu & Tsyvinski) | 26 | +13.5% | Failed |
| Volatility-managed market exposure | 60 | +11.0% | Failed |
| Cboe S&P 500 30-Delta BuyWrite (BXMD): OTM covered call | 42 | +10.8% | Failed |
| Antonacci Global Equities Momentum (Dual Momentum) | 10 | +9.3% | Failed |
| Cboe S&P 500 BuyWrite (BXM): at-the-money covered call | 42 | +8.8% | Failed |
| Bitcoin Monday effect (Caporale & Plastun) | 131 | +8.2% | Failed |
| Bitcoin above its moving average (Detzel et al.) | 94 | +6.5% | Failed |
| Cboe S&P 500 5% Put Protection (PPUT): protective put | 47 | +5.4% | Failed |
| Cboe S&P 500 PutWrite (PUT): cash-secured at-the-money put | 47 | +5.3% | Failed |
| Faber 10-month moving average (GTAA) | 25 | +4.4% | Failed |
| Connors RSI(2) | 47 | +4.3% | Failed |
| Larry Williams volatility breakout | 1081 | +2.5% | Failed |
| G10 carry, top 3 vs bottom 3 (Deutsche Bank G10 Currency Harvest) | 21 | +2.3% | Failed |
| tastytrade 16-delta short strangle, 45 DTE, managed at 50% | 58 | +2.2% | Failed |
| Turn of the month | 60 | +2.1% | Failed |
| Cboe S&P 500 Iron Condor (CNDR): monthly 20/5-delta iron condor | 47 | +2.0% | Failed |
| Dollar carry trade | 10 | +1.5% | Failed |
| Cboe S&P 500 95-110 Collar (CLL) | 16 | +1.3% | Failed |
| Post-earnings-announcement drift (PEAD) | 18803 | +0.4% | Failed |
| Toby Crabel NR7 opening range breakout | 39 | +0.2% | Failed |
| FOMC-day carry | 126 | +0.1% | Failed |
| Gold autumn effect | 10 | -0.0% | Failed |
| Moving-average crossover (5/20 days) | 338 | +0.0% | Failed |
| tastytrade SPX put calendar, 60/30 DTE, 40 delta | 47 | -0.1% | Failed |
| Larry Williams "Oops!" gap reversal | 59 | -0.3% | Failed |
| Donchian 4-week rule | 437 | -0.5% | Failed |
| Time-series momentum (TSMOM) | 101 | -0.6% | Failed |
| Turtle Soup (Raschke) | 135 | -0.8% | Failed |
| 0DTE iron condor (Vilkov) | 949 | -1.2% | Failed |
| ES overnight drift (2-3 a.m. ET) | 3865 | -1.7% | Failed |
| Bollinger Method III (reversals) | 19 | -2.3% | Failed |
| Option Alpha SPY put credit spread, 30 DTE, 30/10 delta | 283 | -2.3% | Failed |
| Kathy Lien's inside-day breakout | 53 | -2.6% | Failed |
| Cboe S&P 500 Iron Butterfly (BFLY): monthly ATM iron fly with 5% wings | 47 | -3.2% | Failed |
| Market intraday momentum (last half hour) | 4971 | -3.3% | Failed |
| George-Hwang 52-week-high momentum | 41108 | -3.7% | Failed |
| Turtle System 1 | 125 | -3.8% | Failed |
| Filter rule (x% from the last peak or trough) | 395 | -3.9% | Failed |
| Bitcoin after one-day overreactions (Caporale & Plastun) | 85 | -5.1% | Failed |
| Jegadeesh-Titman momentum (cross-sectional) | 10238 | -5.1% | Failed |
| 80-20 (Raschke) | 655 | -5.3% | Failed |
| Local-hours depreciation, EUR/USD | 2595 | -5.6% | Failed |
| Cross-sectional currency momentum | 167 | -7.5% | Failed |
| Market intraday momentum (first half-hour predicts last half-hour) | 1252 | -9.4% | Failed |
| 3-candle reversal (BestForexMethod) | 5506 | -13.4% | Failed |
| Time-series momentum (trend) | 303 | -13.9% | Failed |
| Currency value (5-year PPP change) | 36 | -15.2% | Failed |
| Turtle Trading, System 1 | 271 | -15.6% | Failed |
| Cross-sectional 3-week momentum (Liu, Tsyvinski & Wu) | 14770 | -22.6% | Failed |
| Bitcoin last-half-hour intraday momentum (Shen, Urquhart & Wang) | 905 | -31.8% | Failed |
| Daily reversal in low-volume coins (Bianchi, Babiak & Dickerson) | 95844 | -52.0% | Failed |
| Weekly contrarian on the top 100 coins (Kość, Sakowski & Ślepaczuk) | 4405 | -63.4% | Failed |
| One-minute moving-average rule on Bitcoin (Corbet et al.) | 4735 | -90.0% | Failed |
| Opening range breakout on Stocks in Play | 1936 | -92.5% | Failed |
| FX fix reversal | 14286 | -100.0% | Failed |
| Commodity carry | – | – | Not run |
| Perpetual-vs-spot no-arbitrage trade (He, Manela, Ross & von Wachter) | – | – | Not run |
| Bitcoin cash-and-carry funding harvest (Coinbase research) | – | – | Not run |
| Long straddle before earnings (Gao, Xing and Zhang 2018) | – | – | Not run |
| Pairs trading, distance method | – | – | Not run |
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