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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
120Quantpedia Premium (Buy Premium account to see this strategy)         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%0%0% 
280Quantpedia Premium (Buy Premium account to see this strategy)         
56Quantpedia Premium (Buy Premium account to see this strategy)         
35Quantpedia Premium (Buy Premium account to see this strategy)         
67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%0%0% 
142Quantpedia Premium (Buy Premium account to see this strategy)         
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%0%0% 
270Quantpedia Premium (Buy Premium account to see this strategy)         
366Quantpedia Premium (Buy Premium account to see this strategy)         
463Quantpedia Premium (Buy Premium account to see this strategy)         
495Quantpedia Premium (Buy Premium account to see this strategy)         
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%0%0% 
121Quantpedia Premium (Buy Premium account to see this strategy)         
442Quantpedia Premium (Buy Premium account to see this strategy)         
164Quantpedia Premium (Buy Premium account to see this strategy)         
292Quantpedia Premium (Buy Premium account to see this strategy)         
4Quantpedia Premium (Buy Premium account to see this strategy)         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%0%0% 
We've found 73 Free and 451 Premium strategiesUpgrade to unlock Premium

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