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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26%0%0.34
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27%0%0.34
501Quantpedia Premium (Buy Premium account to see this strategy)         
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294Quantpedia Premium (Buy Premium account to see this strategy)         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%0.38
231Quantpedia Premium (Buy Premium account to see this strategy)         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksComplex strategy1965-2002388.6%12.2%0%0.38
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376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61%0%0.39
128Quantpedia Premium (Buy Premium account to see this strategy)         
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