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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
750Quantpedia Premium (Buy Premium account to see this strategy)         
584Quantpedia Premium (Buy Premium account to see this strategy)         
351Quantpedia Premium (Buy Premium account to see this strategy)         
452Quantpedia Premium (Buy Premium account to see this strategy)         
835Quantpedia Premium (Buy Premium account to see this strategy)         
156Quantpedia Premium (Buy Premium account to see this strategy)         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
729Quantpedia Premium (Buy Premium account to see this strategy)         
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%   
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
720Quantpedia Premium (Buy Premium account to see this strategy)         
604Quantpedia Premium (Buy Premium account to see this strategy)         
324Quantpedia Premium (Buy Premium account to see this strategy)         
742Quantpedia Premium (Buy Premium account to see this strategy)         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
659Quantpedia Premium (Buy Premium account to see this strategy)         
49Quantpedia Premium (Buy Premium account to see this strategy)         
509Quantpedia Premium (Buy Premium account to see this strategy)         
395Quantpedia Premium (Buy Premium account to see this strategy)         
789Quantpedia 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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