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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%0%0% 
171Quantpedia Premium (Buy Premium account to see this strategy)         
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267Quantpedia Premium (Buy Premium account to see this strategy)         
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39Quantpedia Premium (Buy Premium account to see this strategy)         
27Quantpedia Premium (Buy Premium account to see this strategy)         
16Mean Reversion Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1969-1995276.4%0%0% 
230Quantpedia Premium (Buy Premium account to see this strategy)         
84Quantpedia Premium (Buy Premium account to see this strategy)         
24Quantpedia Premium (Buy Premium account to see this strategy)         
347Quantpedia Premium (Buy Premium account to see this strategy)         
51Quantpedia Premium (Buy Premium account to see this strategy)         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22%0%0.65
54Quantpedia Premium (Buy Premium account to see this strategy)         
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220Quantpedia Premium (Buy Premium account to see this strategy)         
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243Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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