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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
262Quantpedia Premium (Buy Premium account to see this strategy)             
445Quantpedia Premium (Buy Premium account to see this strategy)             
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320Quantpedia Premium (Buy Premium account to see this strategy)             
296Quantpedia Premium (Buy Premium account to see this strategy)             
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231Quantpedia Premium (Buy Premium account to see this strategy)             
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksComplex strategy1965-2002388.6%12.2%0%Strongequity long short, factor investing, seasonality, smart beta, stock picking0.38
447Quantpedia Premium (Buy Premium account to see this strategy)             
363Quantpedia Premium (Buy Premium account to see this strategy)             
329Quantpedia Premium (Buy Premium account to see this strategy)             
338Quantpedia Premium (Buy Premium account to see this strategy)             
395Quantpedia 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 
418Quantpedia Premium (Buy Premium account to see this strategy)             
250Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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