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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50%0%0.76
107Quantpedia Premium (Buy Premium account to see this strategy)         
106Quantpedia Premium (Buy Premium account to see this strategy)         
105Quantpedia Premium (Buy Premium account to see this strategy)         
104Quantpedia Premium (Buy Premium account to see this strategy)         
103Quantpedia Premium (Buy Premium account to see this strategy)         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7%0%0.61
101Quantpedia Premium (Buy Premium account to see this strategy)         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-20041039.4%21.65%-13.45%1.64
99Quantpedia Premium (Buy Premium account to see this strategy)         
98Quantpedia Premium (Buy Premium account to see this strategy)         
97Quantpedia Premium (Buy Premium account to see this strategy)         
96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8%0%0.81
95Quantpedia Premium (Buy Premium account to see this strategy)         
94Quantpedia Premium (Buy Premium account to see this strategy)         
93Quantpedia Premium (Buy Premium account to see this strategy)         
92Quantpedia Premium (Buy Premium account to see this strategy)         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01%0%0.33
90Quantpedia Premium (Buy Premium account to see this strategy)         
89Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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