Screener - QuantPedia

Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.

Change Your View

ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Sharpe Ratio
21	Momentum Effect in Commodities	commodities	CFDs, futures	Simple strategy	1979-2004	26	14.6%	25.57%	0.57
249	Upgrade your subscription to see this strategy
162	Momentum Effect in Stocks in Small Portfolios	equities	stocks	Simple strategy	1988-2006	19	32%
91	Momentum Factor and Style Rotation Effect	equities	ETFs	Simple strategy	1972-2005	34	9.25%	16.01%	0.33
122	Momentum Factor Combined with Asset Growth Effect	equities	stocks	Complex strategy	1968-2006	39	16.77%	13.84%	1.21
15	Momentum Factor Effect in Country Equity Indexes	equities	ETFs, funds	Simple strategy	1968-2009	42	17.7%
152	Momentum Factor Effect in REITs	REITs	stocks	Simple strategy	1980-2008	29	9.51%
14	Momentum Factor Effect in Stocks	equities	stocks	Complex strategy	1927-2013	87	8.3%	16.6%	0.5
503	Upgrade your subscription to see this strategy
166	Upgrade your subscription to see this strategy
85	Momentum in Mutual Fund Returns	equities	funds	Simple strategy	1973-2004	32	19%	19.5%	0.77
605	Upgrade your subscription to see this strategy
292	Upgrade your subscription to see this strategy
457	Upgrade your subscription to see this strategy
654	Upgrade your subscription to see this strategy
497	Upgrade your subscription to see this strategy
358	Upgrade your subscription to see this strategy
939	Upgrade your subscription to see this strategy
383	Upgrade your subscription to see this strategy
387	Upgrade your subscription to see this strategy