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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
554Quantpedia Premium (Buy Premium account to see this strategy)         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
353Quantpedia Premium (Buy Premium account to see this strategy)         
357Quantpedia Premium (Buy Premium account to see this strategy)         
589Quantpedia Premium (Buy Premium account to see this strategy)         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
541Quantpedia Premium (Buy Premium account to see this strategy)         
484Quantpedia Premium (Buy Premium account to see this strategy)         
328Quantpedia Premium (Buy Premium account to see this strategy)         
68Quantpedia Premium (Buy Premium account to see this strategy)         
126Quantpedia Premium (Buy Premium account to see this strategy)         
391Quantpedia Premium (Buy Premium account to see this strategy)         
568Quantpedia Premium (Buy Premium account to see this strategy)         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
365Quantpedia Premium (Buy Premium account to see this strategy)         
464Quantpedia Premium (Buy Premium account to see this strategy)         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
81Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 525 Premium strategiesUpgrade to Premium to unlock Premium strategies

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