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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
435Quantpedia Premium (Buy Premium account to see this strategy)         
440Quantpedia Premium (Buy Premium account to see this strategy)         
563Quantpedia Premium (Buy Premium account to see this strategy)         
425Quantpedia Premium (Buy Premium account to see this strategy)         
101Quantpedia Premium (Buy Premium account to see this strategy)         
537The Positive Similarity of Company Filings and Stock ReturnsequitiesstocksModerately complex strategy2007-2020135.47%6.48%-10.43%0.84
195Quantpedia Premium (Buy Premium account to see this strategy)         
272Quantpedia Premium (Buy Premium account to see this strategy)         
169Quantpedia Premium (Buy Premium account to see this strategy)         
394Quantpedia Premium (Buy Premium account to see this strategy)         
202Quantpedia Premium (Buy Premium account to see this strategy)         
304Quantpedia Premium (Buy Premium account to see this strategy)         
483Quantpedia Premium (Buy Premium account to see this strategy)         
418Quantpedia Premium (Buy Premium account to see this strategy)         
599Quantpedia Premium (Buy Premium account to see this strategy)         
1Asset Class Trend-Followingbonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20083611.27%6.87%-9.53%1.06
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
553Quantpedia Premium (Buy Premium account to see this strategy)         
587Quantpedia Premium (Buy Premium account to see this strategy)         
364Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 539 Premium strategiesUpgrade to Premium to unlock Premium strategies

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