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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
444Quantpedia Premium (Buy Premium account to see this strategy)         
555Quantpedia Premium (Buy Premium account to see this strategy)         
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504Quantpedia Premium (Buy Premium account to see this strategy)         
498Quantpedia Premium (Buy Premium account to see this strategy)         
593Quantpedia Premium (Buy Premium account to see this strategy)         
203Quantpedia Premium (Buy Premium account to see this strategy)         
370Quantpedia Premium (Buy Premium account to see this strategy)         
148Quantpedia Premium (Buy Premium account to see this strategy)         
579Quantpedia Premium (Buy Premium account to see this strategy)         
58Quantpedia Premium (Buy Premium account to see this strategy)         
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650Quantpedia Premium (Buy Premium account to see this strategy)         
592Quantpedia Premium (Buy Premium account to see this strategy)         
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209Quantpedia Premium (Buy Premium account to see this strategy)         
20Volatility Risk Premium Effectequitiesfutures, options, swapsModerately complex strategy1986-19951026%19% 1.16
506Quantpedia Premium (Buy Premium account to see this strategy)         
507Quantpedia 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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