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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27%0%0.34
137Quantpedia Premium (Buy Premium account to see this strategy)         
143Quantpedia Premium (Buy Premium account to see this strategy)         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042215.5%15.6%-29.3%0.74
146Quantpedia Premium (Buy Premium account to see this strategy)         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%0%0% 
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22%0%0.65
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%0%0% 
166Quantpedia Premium (Buy Premium account to see this strategy)         
167Quantpedia Premium (Buy Premium account to see this strategy)         
171Quantpedia Premium (Buy Premium account to see this strategy)         
183Quantpedia Premium (Buy Premium account to see this strategy)         
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205Quantpedia Premium (Buy Premium account to see this strategy)         
206Quantpedia Premium (Buy Premium account to see this strategy)         
210Quantpedia Premium (Buy Premium account to see this strategy)         
213Quantpedia Premium (Buy Premium account to see this strategy)         
214Quantpedia Premium (Buy Premium account to see this strategy)         
215Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 434 Premium strategiesUpgrade to unlock Premium

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