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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
601Quantpedia Premium (Buy Premium account to see this strategy)         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
464Quantpedia Premium (Buy Premium account to see this strategy)         
631Quantpedia Premium (Buy Premium account to see this strategy)         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
81Quantpedia Premium (Buy Premium account to see this strategy)         
295Quantpedia Premium (Buy Premium account to see this strategy)         
331Quantpedia Premium (Buy Premium account to see this strategy)         
32Quantpedia Premium (Buy Premium account to see this strategy)         
232Quantpedia Premium (Buy Premium account to see this strategy)         
773Quantpedia Premium (Buy Premium account to see this strategy)         
598Quantpedia Premium (Buy Premium account to see this strategy)         
738Quantpedia Premium (Buy Premium account to see this strategy)         
613Quantpedia Premium (Buy Premium account to see this strategy)         
721Quantpedia Premium (Buy Premium account to see this strategy)         
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
421Quantpedia Premium (Buy Premium account to see this strategy)         
782Quantpedia Premium (Buy Premium account to see this strategy)         
110Quantpedia Premium (Buy Premium account to see this strategy)         
240Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 82 Free and 762 Premium strategiesUpgrade to Premium to unlock Premium strategies

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