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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
267Quantpedia Premium (Buy Premium account to see this strategy)         
337Quantpedia Premium (Buy Premium account to see this strategy)         
18Quantpedia Premium (Buy Premium account to see this strategy)         
743Quantpedia Premium (Buy Premium account to see this strategy)         
649Quantpedia Premium (Buy Premium account to see this strategy)         
552Quantpedia Premium (Buy Premium account to see this strategy)         
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
608Quantpedia Premium (Buy Premium account to see this strategy)         
551Quantpedia Premium (Buy Premium account to see this strategy)         
29Quantpedia Premium (Buy Premium account to see this strategy)         
362Quantpedia Premium (Buy Premium account to see this strategy)         
744Quantpedia Premium (Buy Premium account to see this strategy)         
231Quantpedia Premium (Buy Premium account to see this strategy)         
209Quantpedia Premium (Buy Premium account to see this strategy)         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
208Quantpedia Premium (Buy Premium account to see this strategy)         
373Quantpedia Premium (Buy Premium account to see this strategy)         
558Quantpedia Premium (Buy Premium account to see this strategy)         
351Quantpedia Premium (Buy Premium account to see this strategy)         
623Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 82 Free and 689 Premium strategiesUpgrade to Premium to unlock Premium strategies

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