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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
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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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730Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 82 Free and 675 Premium strategiesUpgrade to Premium to unlock Premium strategies

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