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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
169Quantpedia Premium (Buy Premium account to see this strategy)         
266Quantpedia Premium (Buy Premium account to see this strategy)         
299Quantpedia Premium (Buy Premium account to see this strategy)         
397Quantpedia Premium (Buy Premium account to see this strategy)         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
217Quantpedia Premium (Buy Premium account to see this strategy)         
422Quantpedia Premium (Buy Premium account to see this strategy)         
92Quantpedia Premium (Buy Premium account to see this strategy)         
82Quantpedia Premium (Buy Premium account to see this strategy)         
297Quantpedia Premium (Buy Premium account to see this strategy)         
459Quantpedia Premium (Buy Premium account to see this strategy)         
385Quantpedia Premium (Buy Premium account to see this strategy)         
254Quantpedia Premium (Buy Premium account to see this strategy)         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
358Quantpedia Premium (Buy Premium account to see this strategy)         
327Quantpedia Premium (Buy Premium account to see this strategy)         
403Quantpedia Premium (Buy Premium account to see this strategy)         
310Quantpedia Premium (Buy Premium account to see this strategy)         
233Quantpedia Premium (Buy Premium account to see this strategy)         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57%0%0.57
We've found 71 Free and 392 Premium strategiesUpgrade to unlock Premium

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