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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
395Quantpedia Premium (Buy Premium account to see this strategy)         
398Quantpedia Premium (Buy Premium account to see this strategy)         
403Quantpedia Premium (Buy Premium account to see this strategy)         
413Quantpedia Premium (Buy Premium account to see this strategy)         
10Quantpedia Premium (Buy Premium account to see this strategy)         
134Quantpedia Premium (Buy Premium account to see this strategy)         
279Quantpedia Premium (Buy Premium account to see this strategy)         
362Quantpedia Premium (Buy Premium account to see this strategy)         
445Quantpedia Premium (Buy Premium account to see this strategy)         
7Low Volatility Factor Effect in Stocks – Long-Only VersionequitiesstocksComplex strategy1986-20062111.3%10.1%0%0.72
11Quantpedia Premium (Buy Premium account to see this strategy)         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%6.8%0%1.8
18Quantpedia Premium (Buy Premium account to see this strategy)         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1927-20108412%32%-92% 
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%0.28
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%0%0% 
34Quantpedia Premium (Buy Premium account to see this strategy)         
35Quantpedia Premium (Buy Premium account to see this strategy)         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%0%0% 
We've found 71 Free and 414 Premium strategiesUpgrade to unlock Premium

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