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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
299Quantpedia Premium (Buy Premium account to see this strategy)             
361Quantpedia Premium (Buy Premium account to see this strategy)             
43Quantpedia Premium (Buy Premium account to see this strategy)             
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301Quantpedia Premium (Buy Premium account to see this strategy)             
268Quantpedia Premium (Buy Premium account to see this strategy)             
71Short Term Reversal with FuturesWeekly6bonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4%0%Strongasset class picking, factor investing, reversal, smart beta0.82
392Quantpedia Premium (Buy Premium account to see this strategy)             
25Small Capitalization Stocks Premium AnomalyYearly1000equitiesstocksComplex strategy1927-20108412%32%-92%Moderately Strongsmall cap, stock picking 
324Quantpedia Premium (Buy Premium account to see this strategy)             
148Quantpedia Premium (Buy Premium account to see this strategy)             
277Quantpedia Premium (Buy Premium account to see this strategy)             
190Quantpedia Premium (Buy Premium account to see this strategy)             
297Quantpedia Premium (Buy Premium account to see this strategy)             
39Quantpedia Premium (Buy Premium account to see this strategy)             
27Quantpedia Premium (Buy Premium account to see this strategy)             
306Quantpedia Premium (Buy Premium account to see this strategy)             
124Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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