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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
190Quantpedia Premium (Buy Premium account to see this strategy)         
623Quantpedia Premium (Buy Premium account to see this strategy)         
558Quantpedia Premium (Buy Premium account to see this strategy)         
710Quantpedia Premium (Buy Premium account to see this strategy)         
693Quantpedia Premium (Buy Premium account to see this strategy)         
663R&D Expenditures and Stock ReturnsequitiesstocksSimple strategy2003-2020184.67%8.2%-39.3%0.51
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
322Quantpedia Premium (Buy Premium account to see this strategy)         
223Quantpedia Premium (Buy Premium account to see this strategy)         
701Rebalancing Premium in CryptocurrenciescryptoscryptosSimple strategy2018-202137.65%2.62%-1.94%2.93
624Quantpedia Premium (Buy Premium account to see this strategy)         
688Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
629Quantpedia Premium (Buy Premium account to see this strategy)         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
514Quantpedia Premium (Buy Premium account to see this strategy)         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
474Quantpedia Premium (Buy Premium account to see this strategy)         
547Quantpedia Premium (Buy Premium account to see this strategy)         
750Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 81 Free and 668 Premium strategiesUpgrade to Premium to unlock Premium strategies

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