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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
484Quantpedia Premium (Buy Premium account to see this strategy)         
348Quantpedia Premium (Buy Premium account to see this strategy)         
440Quantpedia Premium (Buy Premium account to see this strategy)         
422Quantpedia Premium (Buy Premium account to see this strategy)         
534Quantpedia Premium (Buy Premium account to see this strategy)         
215Quantpedia Premium (Buy Premium account to see this strategy)         
214Quantpedia Premium (Buy Premium account to see this strategy)         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
454Quantpedia Premium (Buy Premium account to see this strategy)         
352Quantpedia Premium (Buy Premium account to see this strategy)         
384Quantpedia Premium (Buy Premium account to see this strategy)         
378Quantpedia Premium (Buy Premium account to see this strategy)         
407Quantpedia Premium (Buy Premium account to see this strategy)         
331Quantpedia Premium (Buy Premium account to see this strategy)         
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30Quantpedia Premium (Buy Premium account to see this strategy)         
262Quantpedia Premium (Buy Premium account to see this strategy)         
146Quantpedia Premium (Buy Premium account to see this strategy)         
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