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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
76Quantpedia Premium (Buy Premium account to see this strategy)         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%0%0% 
172Quantpedia Premium (Buy Premium account to see this strategy)         
236Quantpedia Premium (Buy Premium account to see this strategy)         
332Quantpedia Premium (Buy Premium account to see this strategy)         
119Quantpedia Premium (Buy Premium account to see this strategy)         
343Quantpedia Premium (Buy Premium account to see this strategy)         
130Quantpedia Premium (Buy Premium account to see this strategy)         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%0%0% 
226Quantpedia Premium (Buy Premium account to see this strategy)         
322Quantpedia Premium (Buy Premium account to see this strategy)         
333Quantpedia Premium (Buy Premium account to see this strategy)         
56Quantpedia Premium (Buy Premium account to see this strategy)         
120Quantpedia Premium (Buy Premium account to see this strategy)         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%0%0% 
280Quantpedia Premium (Buy Premium account to see this strategy)         
408Quantpedia Premium (Buy Premium account to see this strategy)         
35Quantpedia Premium (Buy Premium account to see this strategy)         
67Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%0%0% 
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%0%0% 
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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