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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
35Quantpedia Premium (Buy Premium account to see this strategy)             
226Quantpedia Premium (Buy Premium account to see this strategy)             
201Quantpedia Premium (Buy Premium account to see this strategy)             
174Quantpedia Premium (Buy Premium account to see this strategy)             
250Quantpedia Premium (Buy Premium account to see this strategy)             
321Quantpedia Premium (Buy Premium account to see this strategy)             
402Quantpedia Premium (Buy Premium account to see this strategy)             
269Quantpedia Premium (Buy Premium account to see this strategy)             
392Quantpedia Premium (Buy Premium account to see this strategy)             
442Quantpedia Premium (Buy Premium account to see this strategy)             
251Quantpedia Premium (Buy Premium account to see this strategy)             
431Quantpedia Premium (Buy Premium account to see this strategy)             
103Quantpedia Premium (Buy Premium account to see this strategy)             
130Quantpedia Premium (Buy Premium account to see this strategy)             
432Quantpedia Premium (Buy Premium account to see this strategy)             
327Quantpedia Premium (Buy Premium account to see this strategy)             
113January BarometerMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8%0%Weakmarket timing, seasonality0.38
93Quantpedia Premium (Buy Premium account to see this strategy)             
92Quantpedia Premium (Buy Premium account to see this strategy)             
114January Effect in StocksMonthly1equitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%0%0%Moderately Strongseasonality, stock picking 
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