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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
111Quantpedia Premium (Buy Premium account to see this strategy)         
363Quantpedia Premium (Buy Premium account to see this strategy)         
557Quantpedia Premium (Buy Premium account to see this strategy)         
387Quantpedia Premium (Buy Premium account to see this strategy)         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
65Quantpedia Premium (Buy Premium account to see this strategy)         
204Quantpedia Premium (Buy Premium account to see this strategy)         
336Quantpedia Premium (Buy Premium account to see this strategy)         
346Quantpedia Premium (Buy Premium account to see this strategy)         
242Quantpedia Premium (Buy Premium account to see this strategy)         
339Quantpedia Premium (Buy Premium account to see this strategy)         
560Quantpedia Premium (Buy Premium account to see this strategy)         
171Quantpedia Premium (Buy Premium account to see this strategy)         
89Quantpedia Premium (Buy Premium account to see this strategy)         
653Quantpedia Premium (Buy Premium account to see this strategy)         
326Quantpedia Premium (Buy Premium account to see this strategy)         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
724Quantpedia Premium (Buy Premium account to see this strategy)         
217Quantpedia Premium (Buy Premium account to see this strategy)         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
We've found 82 Free and 689 Premium strategiesUpgrade to Premium to unlock Premium strategies

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