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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
39Quantpedia Premium (Buy Premium account to see this strategy)         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%0.82
103Quantpedia Premium (Buy Premium account to see this strategy)         
135Quantpedia Premium (Buy Premium account to see this strategy)         
167Quantpedia Premium (Buy Premium account to see this strategy)         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36%0%0.61
231Quantpedia Premium (Buy Premium account to see this strategy)         
295Quantpedia Premium (Buy Premium account to see this strategy)         
327Quantpedia Premium (Buy Premium account to see this strategy)         
359Quantpedia Premium (Buy Premium account to see this strategy)         
391Quantpedia Premium (Buy Premium account to see this strategy)         
423Quantpedia Premium (Buy Premium account to see this strategy)         
18Quantpedia Premium (Buy Premium account to see this strategy)         
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%0.7
82Quantpedia Premium (Buy Premium account to see this strategy)         
114January Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%0%0% 
178Quantpedia Premium (Buy Premium account to see this strategy)         
338Quantpedia Premium (Buy Premium account to see this strategy)         
370Quantpedia Premium (Buy Premium account to see this strategy)         
402Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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