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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
273Quantpedia Premium (Buy Premium account to see this strategy)             
60Quantpedia Premium (Buy Premium account to see this strategy)             
188Quantpedia Premium (Buy Premium account to see this strategy)             
316Quantpedia Premium (Buy Premium account to see this strategy)             
348Quantpedia Premium (Buy Premium account to see this strategy)             
114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%0%0%Moderately Strongseasonality, stock picking 
178Quantpedia Premium (Buy Premium account to see this strategy)             
61Quantpedia Premium (Buy Premium account to see this strategy)             
157Quantpedia Premium (Buy Premium account to see this strategy)             
349Quantpedia Premium (Buy Premium account to see this strategy)             
83Pre-Holiday EffectDaily1equitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%0%0%Strongmarket timing, seasonality 
243Quantpedia Premium (Buy Premium account to see this strategy)             
275Quantpedia Premium (Buy Premium account to see this strategy)             
62Quantpedia Premium (Buy Premium account to see this strategy)             
94Quantpedia Premium (Buy Premium account to see this strategy)             
158Quantpedia Premium (Buy Premium account to see this strategy)             
222Quantpedia Premium (Buy Premium account to see this strategy)             
201Quantpedia Premium (Buy Premium account to see this strategy)             
116Quantpedia Premium (Buy Premium account to see this strategy)             
180Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 379 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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