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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
89Quantpedia Premium (Buy Premium account to see this strategy)             
4Quantpedia Premium (Buy Premium account to see this strategy)             
27Quantpedia Premium (Buy Premium account to see this strategy)             
29Quantpedia Premium (Buy Premium account to see this strategy)             
31Market Seasonality Effect in World Equity Indexes6 Months1equitiesCFDs, ETFs, funds, futuresSimple strategy1970-2003348.8%0%0%Weakmarket timing, seasonality 
39Quantpedia Premium (Buy Premium account to see this strategy)             
41Turn of the Month in Equity IndexesDaily1equitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% Strongmarket timing, seasonality1.04
43Quantpedia Premium (Buy Premium account to see this strategy)             
56Quantpedia Premium (Buy Premium account to see this strategy)             
57Quantpedia Premium (Buy Premium account to see this strategy)             
58Quantpedia Premium (Buy Premium account to see this strategy)             
59Quantpedia Premium (Buy Premium account to see this strategy)             
61Quantpedia Premium (Buy Premium account to see this strategy)             
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%  Strongmarket timing, seasonality 
79Quantpedia Premium (Buy Premium account to see this strategy)             
83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%  Strongmarket timing, seasonality 
87Quantpedia Premium (Buy Premium account to see this strategy)             
96Crude Oil Predicts Equity ReturnsMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8% Strongmarket timing0.81
102Option-Expiration Week EffectWeekly1equitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% Strongmarket timing, seasonality, stock picking0.61
103Quantpedia Premium (Buy Premium account to see this strategy)             
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The Encyclopedia of Quantitative Trading Strategies

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