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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
16Mean Reversion Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1969-1995276.4%   
59Quantpedia Premium (Buy Premium account to see this strategy)         
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198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%   
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273Quantpedia Premium (Buy Premium account to see this strategy)         
60Quantpedia Premium (Buy Premium account to see this strategy)         
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316Quantpedia Premium (Buy Premium account to see this strategy)         
348Quantpedia Premium (Buy Premium account to see this strategy)         
114January Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%   
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83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%   
243Quantpedia Premium (Buy Premium account to see this strategy)         
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The Encyclopedia of Quantitative Trading Strategies

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