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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
426Quantpedia Premium (Buy Premium account to see this strategy)         
428Quantpedia Premium (Buy Premium account to see this strategy)         
427Quantpedia Premium (Buy Premium account to see this strategy)         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksComplex strategy1965-2002388.6%12.2% 0.38
413Quantpedia Premium (Buy Premium account to see this strategy)         
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
436Quantpedia Premium (Buy Premium account to see this strategy)         
325Quantpedia Premium (Buy Premium account to see this strategy)         
178Quantpedia Premium (Buy Premium account to see this strategy)         
299Quantpedia Premium (Buy Premium account to see this strategy)         
112Quantpedia Premium (Buy Premium account to see this strategy)         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
127Quantpedia Premium (Buy Premium account to see this strategy)         
109Quantpedia Premium (Buy Premium account to see this strategy)         
400Quantpedia Premium (Buy Premium account to see this strategy)         
397Quantpedia Premium (Buy Premium account to see this strategy)         
216Quantpedia Premium (Buy Premium account to see this strategy)         
210Quantpedia Premium (Buy Premium account to see this strategy)         
186Quantpedia Premium (Buy Premium account to see this strategy)         
194Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 70 Free and 376 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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