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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
217Quantpedia Premium (Buy Premium account to see this strategy)         
514Quantpedia Premium (Buy Premium account to see this strategy)         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
312Quantpedia Premium (Buy Premium account to see this strategy)         
390Quantpedia Premium (Buy Premium account to see this strategy)         
359Quantpedia Premium (Buy Premium account to see this strategy)         
206Quantpedia Premium (Buy Premium account to see this strategy)         
610Quantpedia Premium (Buy Premium account to see this strategy)         
581Quantpedia Premium (Buy Premium account to see this strategy)         
424Quantpedia Premium (Buy Premium account to see this strategy)         
372Quantpedia Premium (Buy Premium account to see this strategy)         
279Quantpedia Premium (Buy Premium account to see this strategy)         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5% 0.77
82Quantpedia Premium (Buy Premium account to see this strategy)         
585Quantpedia Premium (Buy Premium account to see this strategy)         
420Quantpedia Premium (Buy Premium account to see this strategy)         
399Quantpedia Premium (Buy Premium account to see this strategy)         
354Quantpedia Premium (Buy Premium account to see this strategy)         
407Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 589 Premium strategiesUpgrade to Premium to unlock Premium strategies

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