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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
387Quantpedia Premium (Buy Premium account to see this strategy)         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
65Quantpedia Premium (Buy Premium account to see this strategy)         
204Quantpedia Premium (Buy Premium account to see this strategy)         
336Quantpedia Premium (Buy Premium account to see this strategy)         
346Quantpedia Premium (Buy Premium account to see this strategy)         
242Quantpedia Premium (Buy Premium account to see this strategy)         
339Quantpedia Premium (Buy Premium account to see this strategy)         
560Quantpedia Premium (Buy Premium account to see this strategy)         
171Quantpedia Premium (Buy Premium account to see this strategy)         
89Quantpedia Premium (Buy Premium account to see this strategy)         
326Quantpedia Premium (Buy Premium account to see this strategy)         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
217Quantpedia Premium (Buy Premium account to see this strategy)         
514Quantpedia Premium (Buy Premium account to see this strategy)         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
312Quantpedia Premium (Buy Premium account to see this strategy)         
390Quantpedia Premium (Buy Premium account to see this strategy)         
359Quantpedia Premium (Buy Premium account to see this strategy)         
610Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 539 Premium strategiesUpgrade to Premium to unlock Premium strategies

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