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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
283Quantpedia Premium (Buy Premium account to see this strategy)             
289Quantpedia Premium (Buy Premium account to see this strategy)             
291Quantpedia Premium (Buy Premium account to see this strategy)             
296Quantpedia Premium (Buy Premium account to see this strategy)             
298Quantpedia Premium (Buy Premium account to see this strategy)             
307Reversal During Earnings-AnnouncementsDaily1000equitiesstocksComplex strategy1996-20111663.52%12.29%0%Strongearnings announcement, equity long short, reversal, stock picking, trading earnings4.84
312Quantpedia Premium (Buy Premium account to see this strategy)             
313Quantpedia Premium (Buy Premium account to see this strategy)             
315Quantpedia Premium (Buy Premium account to see this strategy)             
325Quantpedia Premium (Buy Premium account to see this strategy)             
330Quantpedia Premium (Buy Premium account to see this strategy)             
332Quantpedia Premium (Buy Premium account to see this strategy)             
339Quantpedia Premium (Buy Premium account to see this strategy)             
357Quantpedia Premium (Buy Premium account to see this strategy)             
358Quantpedia Premium (Buy Premium account to see this strategy)             
368Quantpedia Premium (Buy Premium account to see this strategy)             
371Quantpedia Premium (Buy Premium account to see this strategy)             
373Quantpedia Premium (Buy Premium account to see this strategy)             
375Quantpedia Premium (Buy Premium account to see this strategy)             
376Combining Fundamental FSCORE and Equity Short-Term ReversalsMonthly1000equitiesstocksVery complex strategy1984-20153212.01%20.61%0%Strongequity long short, factor investing, fundamental analysis, reversal, smart beta, stock picking0.39
We've found 69 Free and 392 Premium strategiesUpgrade to unlock Premium

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