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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
16Mean Reversion Effect in Country Equity Indexes3 Years8equitiesETFs, fundsSimple strategy1969-1995276.4%  Strongcountry picking, reversal, rotational system 
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229Earnings Quality FactorYearly1000equitiesstocksComplex strategy1988-2012257.95%5.91% Strongequity long short, financial statements effect, stock picking0.67
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207Value Factor Effect within CountriesYearly10equitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%Strongcountry picking, rotational system, value0.56
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