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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
314Quantpedia Premium (Buy Premium account to see this strategy)         
404Quantpedia Premium (Buy Premium account to see this strategy)         
78Betting Against Beta Factor in Country Equity IndexesequitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%0.31
368Quantpedia Premium (Buy Premium account to see this strategy)         
242Quantpedia Premium (Buy Premium account to see this strategy)         
117Quantpedia Premium (Buy Premium account to see this strategy)         
313Quantpedia Premium (Buy Premium account to see this strategy)         
150Quantpedia Premium (Buy Premium account to see this strategy)         
141Quantpedia Premium (Buy Premium account to see this strategy)         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01%0%0.33
89Quantpedia Premium (Buy Premium account to see this strategy)         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26%0%0.34
423Quantpedia Premium (Buy Premium account to see this strategy)         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27%0%0.34
449Quantpedia Premium (Buy Premium account to see this strategy)         
18Quantpedia Premium (Buy Premium account to see this strategy)         
219Quantpedia Premium (Buy Premium account to see this strategy)         
370Quantpedia Premium (Buy Premium account to see this strategy)         
294Quantpedia Premium (Buy Premium account to see this strategy)         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%0.38
We've found 69 Free and 383 Premium strategiesUpgrade to unlock Premium

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