Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
218Quantpedia Premium (Buy Premium account to see this strategy)         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
70Quantpedia Premium (Buy Premium account to see this strategy)         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74%0%1.31
353Quantpedia Premium (Buy Premium account to see this strategy)         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01%0%0.33
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12%0%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)         
391Quantpedia Premium (Buy Premium account to see this strategy)         
126Quantpedia Premium (Buy Premium account to see this strategy)         
365Quantpedia Premium (Buy Premium account to see this strategy)         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6%0%0.5
464Quantpedia Premium (Buy Premium account to see this strategy)         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%0.38
81Quantpedia Premium (Buy Premium account to see this strategy)         
295Quantpedia Premium (Buy Premium account to see this strategy)         
331Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 74 Free and 474 Premium strategiesUpgrade to unlock Premium

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