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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
186Quantpedia Premium (Buy Premium account to see this strategy)             
104Quantpedia Premium (Buy Premium account to see this strategy)             
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97Quantpedia Premium (Buy Premium account to see this strategy)             
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249Quantpedia Premium (Buy Premium account to see this strategy)             
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141Quantpedia Premium (Buy Premium account to see this strategy)             
3Sector Momentum – Rotational SystemMonthly10equitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%Strongmomentum, rotational system, sector picking0.54
65Quantpedia Premium (Buy Premium account to see this strategy)             
204Quantpedia Premium (Buy Premium account to see this strategy)             
336Quantpedia Premium (Buy Premium account to see this strategy)             
78Betting Against Beta Factor in International EquitiesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%Strongbeta factor, country picking, equity long short, factor investing, smart beta0.31
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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