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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
142Quantpedia Premium (Buy Premium account to see this strategy)         
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
270Quantpedia Premium (Buy Premium account to see this strategy)         
366Quantpedia Premium (Buy Premium account to see this strategy)         
121Quantpedia Premium (Buy Premium account to see this strategy)         
4Quantpedia Premium (Buy Premium account to see this strategy)         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
164Quantpedia Premium (Buy Premium account to see this strategy)         
292Quantpedia Premium (Buy Premium account to see this strategy)         
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%   
58Quantpedia Premium (Buy Premium account to see this strategy)         
442Quantpedia Premium (Buy Premium account to see this strategy)         
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
69Quantpedia Premium (Buy Premium account to see this strategy)         
165Quantpedia Premium (Buy Premium account to see this strategy)         
16Mean Reversion Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1969-1995276.4%   
59Quantpedia Premium (Buy Premium account to see this strategy)         
315Quantpedia Premium (Buy Premium account to see this strategy)         
347Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 373 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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