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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
558Quantpedia Premium (Buy Premium account to see this strategy)         
710Quantpedia Premium (Buy Premium account to see this strategy)         
693Quantpedia Premium (Buy Premium account to see this strategy)         
663R&D Expenditures and Stock ReturnsequitiesstocksSimple strategy2003-2020184.67%8.2%-39.3%0.51
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
322Quantpedia Premium (Buy Premium account to see this strategy)         
223Quantpedia Premium (Buy Premium account to see this strategy)         
701Rebalancing Premium in CryptocurrenciescryptoscryptosSimple strategy2018-202137.65%2.62%-1.94%2.93
624Quantpedia Premium (Buy Premium account to see this strategy)         
836Quantpedia Premium (Buy Premium account to see this strategy)         
688Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
629Quantpedia Premium (Buy Premium account to see this strategy)         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
792Quantpedia Premium (Buy Premium account to see this strategy)         
768Quantpedia Premium (Buy Premium account to see this strategy)         
514Quantpedia Premium (Buy Premium account to see this strategy)         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
474Quantpedia Premium (Buy Premium account to see this strategy)         
547Quantpedia 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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