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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
27Quantpedia Premium (Buy Premium account to see this strategy)         
59Quantpedia Premium (Buy Premium account to see this strategy)         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01%0%0.33
123Quantpedia 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
187Quantpedia Premium (Buy Premium account to see this strategy)         
219Quantpedia Premium (Buy Premium account to see this strategy)         
251Quantpedia Premium (Buy Premium account to see this strategy)         
283Quantpedia Premium (Buy Premium account to see this strategy)         
315Quantpedia Premium (Buy Premium account to see this strategy)         
347Quantpedia Premium (Buy Premium account to see this strategy)         
379Quantpedia Premium (Buy Premium account to see this strategy)         
411Quantpedia Premium (Buy Premium account to see this strategy)         
443Quantpedia Premium (Buy Premium account to see this strategy)         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26%0%0.34
70Quantpedia Premium (Buy Premium account to see this strategy)         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7%0%0.61
134Quantpedia Premium (Buy Premium account to see this strategy)         
166Quantpedia Premium (Buy Premium account to see this strategy)         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%0%0% 
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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