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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%0%0% 
184Quantpedia Premium (Buy Premium account to see this strategy)         
248Quantpedia Premium (Buy Premium account to see this strategy)         
280Quantpedia Premium (Buy Premium account to see this strategy)         
312Quantpedia Premium (Buy Premium account to see this strategy)         
376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61%0%0.39
440Quantpedia Premium (Buy Premium account to see this strategy)         
35Quantpedia Premium (Buy Premium account to see this strategy)         
67Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%0%0% 
99Quantpedia Premium (Buy Premium account to see this strategy)         
131Quantpedia Premium (Buy Premium account to see this strategy)         
163Quantpedia Premium (Buy Premium account to see this strategy)         
195Quantpedia Premium (Buy Premium account to see this strategy)         
227Quantpedia Premium (Buy Premium account to see this strategy)         
259Quantpedia Premium (Buy Premium account to see this strategy)         
291Quantpedia Premium (Buy Premium account to see this strategy)         
323Quantpedia Premium (Buy Premium account to see this strategy)         
387Quantpedia Premium (Buy Premium account to see this strategy)         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%0.6
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%0%0% 
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