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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
474Upgrade your subscription to see this strategy         
547Upgrade your subscription to see this strategy         
750Upgrade your subscription to see this strategy         
584Upgrade your subscription to see this strategy         
351Upgrade your subscription to see this strategy         
452Upgrade your subscription to see this strategy         
835Upgrade your subscription to see this strategy         
156Upgrade your subscription to see this strategy         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
729Upgrade your subscription to see this strategy         
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%   
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
720Upgrade your subscription to see this strategy         
604Upgrade your subscription to see this strategy         
324Upgrade your subscription to see this strategy         
742Upgrade your subscription to see this strategy         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
659Upgrade your subscription to see this strategy         
49Upgrade your subscription to see this strategy         

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