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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
5FX Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1989-2010227.49%9.7%-34.55%0.77
432Quantpedia Premium (Buy Premium account to see this strategy)         
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85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5%0%0.77
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330Quantpedia Premium (Buy Premium account to see this strategy)         
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3%0%0.78
375Quantpedia Premium (Buy Premium account to see this strategy)         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10%0%0.79
23Quantpedia Premium (Buy Premium account to see this strategy)         
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429Quantpedia Premium (Buy Premium account to see this strategy)         
269Quantpedia Premium (Buy Premium account to see this strategy)         
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427Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 71 Free and 397 Premium strategiesUpgrade to unlock Premium

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