Discover 100+ Investment Strategies with High returns, Low Risk & Market Crash Protection

AssetMacro offers Analysis of 100+ Highly profitable Investment Strategies covering different markets and strategy types

Strategies Performance Get Ideas Diversify Investments
Examine strategies historical performance during normal markets and market crisis We have identified more than 100 high return, low risk investment strategies Strategies cover different markets & asset classes, ideal for portfolio diversification

 

Investment Strategies

AssetMacro team researched and backtested thousands of from research papers and articles and created an AssetMacro Investment Strategies Database of 100+ highly profitable, low risk Investments. Investment Strategies are categorized in 5 types: 1. Momentum Trading, 2. Statistical Arbitrage, 3. Value Investing, 4. Volatility Trading, 5. Carry Trade. Search and Learn everything about a specific investment by selecting a specific Investment Strategy from the 200+ Investment Strategies AssetMacro has selected. Use the Filters and Search Box of the database below to filter investments.

** Note: Investment performance represented by various quantitative measures (Annual Return, Investment Risk etc) is historical and past performance is not a reliable indicator of future performance.

invidTitleAnnual ReturnAnnual ReturnSharpe RatioSharpe RatioVolatilityVolatilityDrawdownDrawdownTypeAnnual ReturnmarketsAnnual ReturnconfperiodinstrposmonthsavgmgainavgmlossbestmworstmbkperiodbkstdateAMprriskrangesubcatinvscol
40 Stock Mean Reversion 46.5% >30% 3,50 >3.0 13.5% 10-20% -14.5% 10-20% Statistical Arbitrage Very Low (1/5)
39 ETF Mean Reversion Strategy 26.5% 20-30% 2,60 2.0-3.0 9.8% 5-10% -10.2% 10-20% Statistical Arbitrage Very Low (1/5)
52 Earnings Revision Strategy 19% 15-20% 2,40 >2.0 7.9% 5-10% -15.4% 10-20% Value Investing Very Low (1/5)
29 TU Momentum Strategy 2.5% 0-5% 2,20 2.0-2.5 1.18% 0-5% -1.05% 0-5% Momentum Trading Very Low (1/5)
4 Stock Volatility Strategy 23.40% 20-25% 1,95 1.5-2.0 11.40% 10-15% -9.6% 0-10% Volatility Premium http://www.assetmacro.com/investment-strategies/Stock-Volatility-Trading/ || Stock Volatility Trading Very Low (1/5)
25 Bond Rotation Strategy 12.30% 10-15% 1,81 1.5-2.0 6.80% 5-10% -6.90% 5-10% Momentum Trading Very Low (1/5) 1
31 Leveraged ETF Strategy 15.20% 15-20% 1,80 1.5-2.0 8.20% 5-10% -4.5% 0-5% Momentum Trading Very Low (1/5)
37 Variance Swap Portfolio 14.20% 10-15% 1,75 1.5-2.0 7.50% 5-10% -12.40% 10-20% Volatility Premium Very Low (1/5)
53 Post Earnings Announcement Drift 25% >20% 1,72 1.5-2.0 14.5% 10-15% -12.45% 10-20% Value Investing Low (2/5)
38 Natural Gas / Propane Spread 25.5% 20-30% 1,70 1.5-2.0 12.5% 10-20% -15.2% 10-20% Statistical Arbitrage Very Low (1/5)
41 Currency Pairs Trading 11% 10-20% 1,65 1.5-2.0 6.5% 5-10% -7.6% 0-10% Statistical Arbitrage Very Low (1/5)
42 Buy on Gap Stock Futures 8.9% 0-10% 1,60 1.5-2.0 5.9% 5-10% -5.5% 0-10% Statistical Arbitrage Very Low (1/5)
43 Linear Strategy 13% 10-15% 1,60 1.5-2.0 9.2% 5-10% -9.5% 0-10% Statistical Arbitrage Very Low (1/5)
44 Calendar Spread 17.5% 15-20% 1,60 1.5-2.0 10.8% 10-15% -12% 10-20% Statistical Arbitrage Very Low (1/5)
7 Emerging Market Bonds 9.4% 5-10% 1,51 1.5-2.0 6.2% 5-10% -8.4% 0-10% Value Investing http://www.assetmacro.com/investment-strategies/Emerging-Market-Bond || Emerging Market Bond Very Low (1/5)
27 Tactical Percentile Strategy 10.10% 10-15% 1,47 1.0-1.5 6.50% 5-10% -7.45% 5-10% Momentum Trading Very Low (1/5) 1
26 Flexible Asset Allocation 14.14% 10-15% 1,45 1.0-1.5 9.50% 5-10% -11.35% 10-20% Momentum Trading Very Low (1/5) 1
28 Fixed Income Rotation Strategy 12.00% 10-15% 1,43 1.0-1.5 5.8% 5-10% -5.7% 5-10% Momentum Trading Very Low (1/5) 1
23 Dual Momentum 17.57% 15-20% 1,40 1.0-1.5 9.20% 5-10% -22.55% 20-30% Momentum Trading Low (2/5)
24 Adaptive Asset Allocation 15.45% 15-20% 1,40 1.0-1.5 15.45% 15-20% -10.45% 10-20% Momentum Trading Low (2/5) 1
32 Opening Gap Index Futures Strategy 13.50% 10-15% 1,40 1.0-1.5 9.50% 5-10% -8.5% 5-10% Momentum Trading Very Low (1/5)
45 Volatility vs Equity Futures 12.5% 10-15% 1,40 1.0-1.5 8.9% 5-10% -7.5% 0-10% Statistical Arbitrage Very Low (1/5)
46 Index Arbitrage 4.5% 0-5% 1,40 1.0-1.5 3.2% 0-5% -2.5% 0-10% Statistical Arbitrage Low (2/5)
47 Cross Sectional Mean Reversion 14.5% 10-15% 1,40 1.0-1.5 9.7% 5-10% -8.5% 0-10% Statistical Arbitrage Low (2/5)
33 Opening Gap Currencies Strategy 7.20% 5-10% 1,35 1.0-1.5 6.5% 5-10% -7.50% 5-10% Momentum Trading Very Low (1/5)
34 Diversified Trends Indicator 19.90% 15-20% 1,35 1.0-1.5 14.5% 10-15% -16.50% 10-20% Momentum Trading Low (2/5)
35 Futures Strategy 18.20% 15-20% 1,35 1.0-1.5 12.50% 10-15% -9.50% 5-10% Momentum Trading Low (2/5)
48 Crude Oil Futures Calendar Spreads 8.7% 5-10% 1,35 1.0-1.5 6.25% 5-10% -5.6% 0-10% Statistical Arbitrage Low (2/5)
49 Sell on Gap 46% >20% 1,35 1.0-1.5 35.5% >20% -15.8% 10-20% Statistical Arbitrage Low (2/5)
36 Universal Investment Strategy 13.17% 10-15% 1,33 1.0-1.5 9.90% 5-10% -16.80% 15-20% Momentum Trading Low (2/5)
54 Emerging Market Currencies 9.9% 5-10% 1,32 1.0-1.5 7.5% 5-10% -12.5% 10-20% Value Investing Very Low (1/5)
51 Carry Trade Strategy 3.9% 0-5% 1,25 1.0-1.5 3.2% 0-5% -5.5% 0-10% Carry Trade Low (2/5)
50 Bollinger Band Strategy 18.2% 15-20% 1,20 1.0-1.5 15.2% 10-15% -12.5% 10-20% Statistical Arbitrage Low (2/5)
5 Currency Volatility Strategy 5.50% 0.10% 1,12 1.0-1.5 4.9% 0-5% -5.6% 0-10% Volatility Premium http://www.assetmacro.com/investment-strategies/Bond-Volatility-Trading/ || Bond Volatility Trading High (2/5)
6 Diversified Carry Trade Strategy 4.83% 0-5% 1,01 1.0-1.5 4.76% 0-5% -8.5% 0-10% Carry Trade http://www.assetmacro.com/investment-strategies/Carry-Trade || Carry Trade Average (3/5)
3 Interest Rate Swaps Strategy 13.50% 10-15% 0,95 0.5-1.0 14.5% 10-15% -13.5% 10-20% Volatility Premium http://www.assetmacro.com/investment-strategies/Forex-Volatility-Trading/ || Forex Volatility Trading Medium (3/5)
14 Coffeehouse Portfolio 10.60% 10-15% 0,55 0.5-1.0 11.05% 10-15% -20.22% 20-30% Buy & Hold High (4/5)
15 Couch Potato Investing 10.60% 10-15% 0,55 0.5-1.0 11.05% 10-15% -20.22% 20-30% Buy & Hold High (4/5)
17 Larry Swedroe Portfolio 8.65% 5-10% 0,55 0.5-1.0 6.05% 5-10% -20.60% 20-30% Buy & Hold Average (3/5)
19 Passive Investment 10.60% 10-15% 0,55 0.5-1.0 11.05% 10-15% -20.22% 20-30% Buy & Hold High (4/5)
16 David Swensen 10.55% 10-15% 0,51 0.5-1.0 11.90% 10-15% -25.75% 20-30% Buy & Hold High (4/5)
18 Lazy portfolios 9.75% 5-10% 0,45 0-0.5 11.45% 10-15% -21.60% 20-30% Buy & Hold High (4/5)
20 Permanent Portfolio 8.50% 5-10% 0,45 0-0.5 7.20% 5-10% -12.50% 10-20% Buy & Hold Average (3/5)
21 Three Fund Portfolio 9.75% 5-10% 0,45 0-0.5 11.40% 10-15% -21.60% 20-30% Buy & Hold High (4/5)
22 William Bernstein Portfolio 10.30% 10-15% 0,45 0-0.5 11.90% 10-15% -39.50% 30-40% Buy & Hold High (4/5)
12 Andrew Tobias 9.60% 5-10% 0,42 0-0.5 10.50% 10-15% -35.60% 30-40% Buy & Hold High (4/5)
11 60/40 Portfolio 9.60% 5-10% 0,40 0-0.5 10.10% 10-15% -29.10% 20-30% Buy & Hold High (4/5)
13 Benchmark Portfolio 9.60% 5-10% 0,40 0-0.5 10.10% 10-15% -29.10% 20-30% Buy & Hold High (4/5)