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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
514Quantpedia Premium (Buy Premium account to see this strategy)             
474Quantpedia Premium (Buy Premium account to see this strategy)             
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-AnnouncementsDaily1000equitiesstocksComplex strategy1996-2011166.5%3.76%0%Strongearnings announcement, equity long short, reversal, stock picking, trading earnings1.73
16Reversal Effect in International Equity ETFs3 Years8equitiesETFs, fundsSimple strategy1969-1995276.4%0%0%Strongcountry picking, factor investing, reversal, rotational system, smart beta 
238Reversal in Post-Earnings Announcement DriftDaily4equitiesstocksComplex strategy1996-20101540.32%0%0%Moderately Strongearnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking 
324Quantpedia Premium (Buy Premium account to see this strategy)             
199ROA Effect within StocksMonthly1000equitiesstocksComplex strategy1972-20063512.15%13.36%0%Strongequity long short, factor investing, fundamental analysis, smart beta, stock picking0.61
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)             
We've found 74 Free and 464 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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