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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
48Quantpedia Premium (Buy Premium account to see this strategy)         
47Quantpedia Premium (Buy Premium account to see this strategy)         
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
43Quantpedia Premium (Buy Premium account to see this strategy)         
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
40Quantpedia Premium (Buy Premium account to see this strategy)         
39Quantpedia Premium (Buy Premium account to see this strategy)         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
35Quantpedia Premium (Buy Premium account to see this strategy)         
34Quantpedia Premium (Buy Premium account to see this strategy)         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
32Quantpedia Premium (Buy Premium account to see this strategy)         
31Market Seasonality Effect in World Equity IndexesequitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%   
30Quantpedia Premium (Buy Premium account to see this strategy)         
29Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 589 Premium strategiesUpgrade to Premium to unlock Premium strategies

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