Screener - QuantPedia

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ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Maximum Drawdown	Sharpe Ratio
281	Skewness Effect in Commodities	commodities	CFDs, futures	Simple strategy	1987-2014	28	8.01%	10.2%	-29.73%	0.79
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835	Upgrade your subscription to see this strategy
172	Upgrade your subscription to see this strategy
977	Upgrade your subscription to see this strategy
439	Upgrade your subscription to see this strategy
978	Upgrade your subscription to see this strategy
548	Upgrade your subscription to see this strategy
979	Upgrade your subscription to see this strategy
578	Combining Smart Factors Momentum and Market Portfolio	equities	ETFs, stocks	Complex strategy	1993-2020	27	11.91%	10.46%	-16.95%	1.14
271	Earnings Announcements Combined with Stock Repurchases	equities	stocks	Moderately complex strategy	1987-2013	27	25.2%	11.11%		2.27
81	Upgrade your subscription to see this strategy
16	Reversal Effect in International Equity ETFs	equities	ETFs, funds	Simple strategy	1969-1995	27	6.4%
221	Upgrade your subscription to see this strategy
885	Upgrade your subscription to see this strategy
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651	Upgrade your subscription to see this strategy
734	Upgrade your subscription to see this strategy