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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
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
382Quantpedia Premium (Buy Premium account to see this strategy)             
386Quantpedia Premium (Buy Premium account to see this strategy)             
390Quantpedia Premium (Buy Premium account to see this strategy)             
393Quantpedia Premium (Buy Premium account to see this strategy)             
399Quantpedia Premium (Buy Premium account to see this strategy)             
406Quantpedia Premium (Buy Premium account to see this strategy)             
414Quantpedia Premium (Buy Premium account to see this strategy)             
417Quantpedia Premium (Buy Premium account to see this strategy)             
421Quantpedia Premium (Buy Premium account to see this strategy)             
422Quantpedia Premium (Buy Premium account to see this strategy)             
425Quantpedia Premium (Buy Premium account to see this strategy)             
455Quantpedia Premium (Buy Premium account to see this strategy)             
456Quantpedia Premium (Buy Premium account to see this strategy)             
460ESG Factor Investing StrategyYearly1000equitiesstocksVery complex strategy2002-2011103.25%0%0%Moderately Strongalternative data, equity long short, ESG investing, factor investing, smart beta, stock picking 
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