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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
240Quantpedia Premium (Buy Premium account to see this strategy)             
247Quantpedia Premium (Buy Premium account to see this strategy)             
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114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%0%0%Moderately Strongseasonality, stock picking 
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksComplex strategy1965-2002388.6%12.2%0%Strongequity long short, factor investing, seasonality, smart beta, stock picking0.38
176Quantpedia Premium (Buy Premium account to see this strategy)             
269Quantpedia Premium (Buy Premium account to see this strategy)             
270Quantpedia Premium (Buy Premium account to see this strategy)             
295Quantpedia Premium (Buy Premium account to see this strategy)             
333Quantpedia Premium (Buy Premium account to see this strategy)             
385Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 386 Premium strategiesUpgrade to unlock Premium

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