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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
661Market Sentiment and an Overnight AnomalyequitiesETFsModerately complex strategy2018-2021315.58%7.33%-3.98%2.12
662How to Use Lexical Density of Company FilingsequitiesstocksComplex strategy2010-2021118.16%10.4%-28.3%0.69
663R&D Expenditures and Stock ReturnsequitiesstocksSimple strategy2003-2020184.67%8.2%-39.3%0.51
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
665Quantpedia Premium (Buy Premium account to see this strategy)         
666Quantpedia Premium (Buy Premium account to see this strategy)         
667Quantpedia Premium (Buy Premium account to see this strategy)         
668Quantpedia Premium (Buy Premium account to see this strategy)         
669Quantpedia Premium (Buy Premium account to see this strategy)         
670Quantpedia Premium (Buy Premium account to see this strategy)         
671Quantpedia Premium (Buy Premium account to see this strategy)         
672Quantpedia Premium (Buy Premium account to see this strategy)         
673Quantpedia Premium (Buy Premium account to see this strategy)         
674Quantpedia Premium (Buy Premium account to see this strategy)         
675Quantpedia Premium (Buy Premium account to see this strategy)         
676Quantpedia Premium (Buy Premium account to see this strategy)         
677Quantpedia Premium (Buy Premium account to see this strategy)         
678Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 599 Premium strategiesUpgrade to Premium to unlock Premium strategies

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