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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22%0%0.65
154Quantpedia Premium (Buy Premium account to see this strategy)         
153Quantpedia Premium (Buy Premium account to see this strategy)         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%0%0% 
151Quantpedia Premium (Buy Premium account to see this strategy)         
150Quantpedia Premium (Buy Premium account to see this strategy)         
149Quantpedia Premium (Buy Premium account to see this strategy)         
148Quantpedia Premium (Buy Premium account to see this strategy)         
147Quantpedia Premium (Buy Premium account to see this strategy)         
146Quantpedia Premium (Buy Premium account to see this strategy)         
145Quantpedia Premium (Buy Premium account to see this strategy)         
144Trend-Following Effect in StocksequitiesstocksComplex strategy1983-20042215.5%15.6%-29.3%0.74
143Quantpedia Premium (Buy Premium account to see this strategy)         
142Quantpedia Premium (Buy Premium account to see this strategy)         
141Quantpedia Premium (Buy Premium account to see this strategy)         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%0%0% 
139Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
137Quantpedia Premium (Buy Premium account to see this strategy)         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27%0%0.34
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