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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
179Quantpedia Premium (Buy Premium account to see this strategy)             
39Quantpedia Premium (Buy Premium account to see this strategy)             
27Quantpedia Premium (Buy Premium account to see this strategy)             
230Quantpedia Premium (Buy Premium account to see this strategy)             
84Quantpedia Premium (Buy Premium account to see this strategy)             
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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 StocksMonthly1000equitiesstocksComplex strategy1964-20094616.46%19.22%0%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking, volatility effect0.65
54Quantpedia Premium (Buy Premium account to see this strategy)             
418Quantpedia Premium (Buy Premium account to see this strategy)             
220Quantpedia Premium (Buy Premium account to see this strategy)             
143Quantpedia Premium (Buy Premium account to see this strategy)             
2Momentum Asset Allocation StrategyMonthly5bonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093715%9.6%-12.95%Strongasset class picking, momentum, rotational system1.15
243Quantpedia Premium (Buy Premium account to see this strategy)             
248Quantpedia Premium (Buy Premium account to see this strategy)             
23Quantpedia Premium (Buy Premium account to see this strategy)             
293Quantpedia Premium (Buy Premium account to see this strategy)             
17Quantpedia Premium (Buy Premium account to see this strategy)             
21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57%0%Strongfactor investing, momentum, rotational system, smart beta0.57
We've found 71 Free and 402 Premium strategiesUpgrade to unlock Premium

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