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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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)         
647Quantpedia Premium (Buy Premium account to see this strategy)         
126Quantpedia Premium (Buy Premium account to see this strategy)         
391Quantpedia Premium (Buy Premium account to see this strategy)         
568Quantpedia Premium (Buy Premium account to see this strategy)         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
365Quantpedia Premium (Buy Premium account to see this strategy)         
601Quantpedia Premium (Buy Premium account to see this strategy)         
464Quantpedia Premium (Buy Premium account to see this strategy)         
631Quantpedia Premium (Buy Premium account to see this strategy)         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
81Quantpedia Premium (Buy Premium account to see this strategy)         
295Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 599 Premium strategiesUpgrade to Premium to unlock Premium strategies

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