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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12%0%0.89
333Quantpedia Premium (Buy Premium account to see this strategy)         
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11%0%2.27
229Earnings Quality FactorequitiesstocksComplex strategy1988-2012257.95%5.91%0%0.67
421Quantpedia Premium (Buy Premium account to see this strategy)         
101Quantpedia Premium (Buy Premium account to see this strategy)         
151Quantpedia Premium (Buy Premium account to see this strategy)         
263Quantpedia Premium (Buy Premium account to see this strategy)         
196Quantpedia Premium (Buy Premium account to see this strategy)         
350Quantpedia Premium (Buy Premium account to see this strategy)         
79Quantpedia Premium (Buy Premium account to see this strategy)         
386Quantpedia Premium (Buy Premium account to see this strategy)         
65Quantpedia Premium (Buy Premium account to see this strategy)         
134Quantpedia Premium (Buy Premium account to see this strategy)         
354Quantpedia Premium (Buy Premium account to see this strategy)         
339Quantpedia Premium (Buy Premium account to see this strategy)         
268Quantpedia Premium (Buy Premium account to see this strategy)         
169Quantpedia Premium (Buy Premium account to see this strategy)         
198Exploiting Term Structure of VIX FuturesequitiesfuturesComplex strategy2007-2011519.67%0%0% 
50FED Modelbonds, equitiesETFs, funds, futuresModerately complex strategy1959-20034511%10%0%0.7
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