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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
128Quantpedia Premium (Buy Premium account to see this strategy)         
127Quantpedia Premium (Buy Premium account to see this strategy)         
126Quantpedia Premium (Buy Premium account to see this strategy)         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksComplex strategy1965-2002388.6%12.2%0%0.38
124Quantpedia Premium (Buy Premium account to see this strategy)         
123Quantpedia Premium (Buy Premium account to see this strategy)         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1964-20064323%20.3%0%0.94
121Quantpedia Premium (Buy Premium account to see this strategy)         
120Quantpedia Premium (Buy Premium account to see this strategy)         
119Quantpedia Premium (Buy Premium account to see this strategy)         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094516.21%11.73%0%1.04
117Quantpedia Premium (Buy Premium account to see this strategy)         
116Quantpedia Premium (Buy Premium account to see this strategy)         
115Quantpedia Premium (Buy Premium account to see this strategy)         
114January Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%0%0% 
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%0.38
112Quantpedia Premium (Buy Premium account to see this strategy)         
111Quantpedia Premium (Buy Premium account to see this strategy)         
110Quantpedia Premium (Buy Premium account to see this strategy)         
109Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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