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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
63Quantpedia Premium (Buy Premium account to see this strategy)         
193Quantpedia Premium (Buy Premium account to see this strategy)         
255Quantpedia Premium (Buy Premium account to see this strategy)         
270Quantpedia Premium (Buy Premium account to see this strategy)         
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
450Quantpedia Premium (Buy Premium account to see this strategy)         
631Quantpedia Premium (Buy Premium account to see this strategy)         
438Quantpedia Premium (Buy Premium account to see this strategy)         
170Quantpedia Premium (Buy Premium account to see this strategy)         
353Quantpedia Premium (Buy Premium account to see this strategy)         
416Quantpedia Premium (Buy Premium account to see this strategy)         
357Quantpedia Premium (Buy Premium account to see this strategy)         
496Quantpedia Premium (Buy Premium account to see this strategy)         
233Quantpedia Premium (Buy Premium account to see this strategy)         
405Quantpedia Premium (Buy Premium account to see this strategy)         
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
95Quantpedia Premium (Buy Premium account to see this strategy)         
159Quantpedia Premium (Buy Premium account to see this strategy)         
247Quantpedia 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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