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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
322Quantpedia Premium (Buy Premium account to see this strategy)             
346Quantpedia Premium (Buy Premium account to see this strategy)             
353Quantpedia Premium (Buy Premium account to see this strategy)             
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429Quantpedia Premium (Buy Premium account to see this strategy)             
430Quantpedia Premium (Buy Premium account to see this strategy)             
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19Quantpedia Premium (Buy Premium account to see this strategy)             
93Quantpedia Premium (Buy Premium account to see this strategy)             
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)             
395Quantpedia Premium (Buy Premium account to see this strategy)             
398Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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