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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
448Quantpedia Premium (Buy Premium account to see this strategy)             
13Short Term Reversal in StocksWeekly20equitiesstocksComplex strategy1990-20092016.25%6.8%0%Strongequity long short, factor investing, reversal, smart beta, stock picking1.8
107Quantpedia Premium (Buy Premium account to see this strategy)             
71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%Strongasset class picking, factor investing, reversal, smart beta0.82
60Quantpedia Premium (Buy Premium account to see this strategy)             
308Quantpedia Premium (Buy Premium account to see this strategy)             
188Quantpedia Premium (Buy Premium account to see this strategy)             
115Quantpedia Premium (Buy Premium account to see this strategy)             
164Quantpedia Premium (Buy Premium account to see this strategy)             
147Quantpedia Premium (Buy Premium account to see this strategy)             
62Quantpedia Premium (Buy Premium account to see this strategy)             
276Quantpedia Premium (Buy Premium account to see this strategy)             
176Quantpedia Premium (Buy Premium account to see this strategy)             
256Quantpedia Premium (Buy Premium account to see this strategy)             
180Quantpedia Premium (Buy Premium account to see this strategy)             
281Skewness Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%Strongfactor investing, smart beta, volatility effect0.79
266Quantpedia Premium (Buy Premium account to see this strategy)             
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy1927-20108412%32%-92%Moderately Strongsmall cap, stock picking 
362Quantpedia Premium (Buy Premium account to see this strategy)             
108Soccer Clubs’ Stocks ArbitrageDaily20equitiesstocksModerately complex strategy2000-2006742%50%0%Moderately Strongalternative data, arbitrage, reversal, short selling, stock picking0.76
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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