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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
351Quantpedia Premium (Buy Premium account to see this strategy)         
452Quantpedia Premium (Buy Premium account to see this strategy)         
156Quantpedia Premium (Buy Premium account to see this strategy)         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-20111663.52%12.29%0%4.84
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%0%0% 
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%0%0% 
324Quantpedia Premium (Buy Premium account to see this strategy)         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36%0%0.61
49Quantpedia Premium (Buy Premium account to see this strategy)         
509Quantpedia Premium (Buy Premium account to see this strategy)         
395Quantpedia Premium (Buy Premium account to see this strategy)         
512Quantpedia Premium (Buy Premium account to see this strategy)         
235Quantpedia Premium (Buy Premium account to see this strategy)         
212Quantpedia Premium (Buy Premium account to see this strategy)         
295Quantpedia Premium (Buy Premium account to see this strategy)         
142Quantpedia Premium (Buy Premium account to see this strategy)         
86Quantpedia Premium (Buy Premium account to see this strategy)         
304Quantpedia Premium (Buy Premium account to see this strategy)         
294Quantpedia Premium (Buy Premium account to see this strategy)         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
We've found 71 Free and 443 Premium strategiesUpgrade to unlock Premium

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