Name	Sharpe Ratio	Period of Rebalancing
⭐ Optimising Cross-Asset Carry	1.41	Monthly
⭐ Carry	1.41	Monthly
⭐ Don’t Get Carried Away: Uncovering Macro Characteristics in Carry Portfolios	1.41	Monthly
⭐ The Returns to Carry and Momentum Strategies	1.41	Monthly
⭐ Time series reversal in trend-following strategies	1.17	Monthly
⭐ Momentum Strategies in Futures Markets and Trend-following Funds	1.04	Monthly
⭐ Time-Series Momentum: Is It There?	1.04	Monthly
⭐ Understanding the Momentum Risk Premium: An In-Depth Journey Through Trend-Following Strategies	1.04	Monthly
⭐ Risk Adjusted Time Series Momentum	1.04	Monthly
⭐ Which Trend Is Your Friend?	1.04	Monthly
⭐ Time-Series Momentum in the Chinese Commodity Futures Market	1.04	Monthly
⭐ A Century of Evidence on Trend-Following Investing	1.04	Monthly
⭐ Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations	1.04	Monthly
⭐ Trends Everywhere	1.04	Monthly
⭐ Trend Following: Equity and Bond Crisis Alpha	1.04	Monthly
⭐ A Theory of Technical Trading Using Moving Averages	1.04	Monthly
⭐ The Trend Is Your Friend: Time-Series Momentum Strategies Across Equity and Commodity Markets	1.04	Monthly
⭐ Trend-Following, Risk-Parity and the Influence of Correlations	1.04	Monthly
⭐ Return Signal Momentum	0.97	Monthly
⭐ Learning to Love Investment Bubbles: What if Sir Isaac Newton had been a Trendfollower?	0.88	Daily
⭐ Short-Term Momentum (Almost) Everywhere	0.62	Monthly
💡 Trend Following - Expected Returns		Monthly