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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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         
509Upgrade your subscription to see this strategy         
395Upgrade your subscription to see this strategy         
789Upgrade your subscription to see this strategy         
961Upgrade your subscription to see this strategy         
512Upgrade your subscription to see this strategy         
649Upgrade your subscription to see this strategy         
235Upgrade your subscription to see this strategy         
212Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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