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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
183Quantpedia Premium (Buy Premium account to see this strategy)         
318Quantpedia Premium (Buy Premium account to see this strategy)         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
495Quantpedia Premium (Buy Premium account to see this strategy)         
217Quantpedia Premium (Buy Premium account to see this strategy)         
291Quantpedia Premium (Buy Premium account to see this strategy)         
123Quantpedia Premium (Buy Premium account to see this strategy)         
589Quantpedia Premium (Buy Premium account to see this strategy)         
590Quantpedia Premium (Buy Premium account to see this strategy)         
616Quantpedia Premium (Buy Premium account to see this strategy)         
493Quantpedia Premium (Buy Premium account to see this strategy)         
4Quantpedia Premium (Buy Premium account to see this strategy)         
300Quantpedia Premium (Buy Premium account to see this strategy)         
272Quantpedia Premium (Buy Premium account to see this strategy)         
301Quantpedia Premium (Buy Premium account to see this strategy)         
302Quantpedia Premium (Buy Premium account to see this strategy)         
303Quantpedia Premium (Buy Premium account to see this strategy)         
273Quantpedia Premium (Buy Premium account to see this strategy)         
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
175Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 544 Premium strategiesUpgrade to Premium to unlock Premium strategies

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