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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
454Quantpedia Premium (Buy Premium account to see this strategy)         
200Quantpedia Premium (Buy Premium account to see this strategy)         
10Quantpedia Premium (Buy Premium account to see this strategy)         
218Quantpedia Premium (Buy Premium account to see this strategy)         
70Quantpedia Premium (Buy Premium account to see this strategy)         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
554Quantpedia Premium (Buy Premium account to see this strategy)         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
667Quantpedia Premium (Buy Premium account to see this strategy)         
656Quantpedia Premium (Buy Premium account to see this strategy)         
353Quantpedia Premium (Buy Premium account to see this strategy)         
606Quantpedia Premium (Buy Premium account to see this strategy)         
357Quantpedia Premium (Buy Premium account to see this strategy)         
589Quantpedia Premium (Buy Premium account to see this strategy)         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
541Quantpedia Premium (Buy Premium account to see this strategy)         
484Quantpedia Premium (Buy Premium account to see this strategy)         
328Quantpedia Premium (Buy Premium account to see this strategy)         
68Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 589 Premium strategiesUpgrade to Premium to unlock Premium strategies

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