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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
650Quantpedia Premium (Buy Premium account to see this strategy)         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
641Quantpedia Premium (Buy Premium account to see this strategy)         
266Quantpedia Premium (Buy Premium account to see this strategy)         
499Quantpedia Premium (Buy Premium account to see this strategy)         
107Quantpedia Premium (Buy Premium account to see this strategy)         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
490Quantpedia Premium (Buy Premium account to see this strategy)         
344Quantpedia Premium (Buy Premium account to see this strategy)         
23Quantpedia Premium (Buy Premium account to see this strategy)         
386Quantpedia Premium (Buy Premium account to see this strategy)         
92Quantpedia Premium (Buy Premium account to see this strategy)         
525Quantpedia Premium (Buy Premium account to see this strategy)         
388Quantpedia Premium (Buy Premium account to see this strategy)         
315Quantpedia Premium (Buy Premium account to see this strategy)         
375Quantpedia Premium (Buy Premium account to see this strategy)         
117Quantpedia Premium (Buy Premium account to see this strategy)         
642Quantpedia Premium (Buy Premium account to see this strategy)         
213Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 599 Premium strategiesUpgrade to Premium to unlock Premium strategies

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