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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
83Pre-Holiday EffectDailyequities6.39%0%market timing, seasonality
85Momentum in Mutual Fund ReturnsQuarterlyequities19%19.5%fund picking, momentum
86Quantpedia Premium (Buy Premium account to see this strategy)     
87Quantpedia Premium (Buy Premium account to see this strategy)     
8852-Weeks High Effect in StocksMonthlyequities11.75%11%equity long short, factor investing, smart beta, stock picking
89Quantpedia Premium (Buy Premium account to see this strategy)     
90Quantpedia Premium (Buy Premium account to see this strategy)     
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%factor allocation, momentum, rotational system
92Quantpedia Premium (Buy Premium account to see this strategy)     
93Quantpedia Premium (Buy Premium account to see this strategy)     
94Quantpedia Premium (Buy Premium account to see this strategy)     
95Quantpedia Premium (Buy Premium account to see this strategy)     
96Crude Oil Predicts Equity ReturnsMonthlyequities11.9%9.8%market timing
97Quantpedia Premium (Buy Premium account to see this strategy)     
98Quantpedia Premium (Buy Premium account to see this strategy)     
101Quantpedia Premium (Buy Premium account to see this strategy)     
102Option-Expiration Week EffectWeeklyequities9.3%8.7%market timing, seasonality, stock picking
104Quantpedia Premium (Buy Premium account to see this strategy)     
106Quantpedia Premium (Buy Premium account to see this strategy)     
107Quantpedia Premium (Buy Premium account to see this strategy)     
We've found 75 Free and 510 Premium strategiesUpgrade to Premium to unlock Premium strategies

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