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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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)         
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11%0%0.7
87Quantpedia Premium (Buy Premium account to see this strategy)         
86Quantpedia Premium (Buy Premium account to see this strategy)         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5%0%0.77
84Quantpedia Premium (Buy Premium account to see this strategy)         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0% 
82Quantpedia Premium (Buy Premium account to see this strategy)         
81Quantpedia Premium (Buy Premium account to see this strategy)         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12%0%0.89
79Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 389 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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