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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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854Upgrade your subscription to see this strategy         
675Upgrade your subscription to see this strategy         
863Upgrade your subscription to see this strategy         
531Upgrade your subscription to see this strategy         
69Upgrade your subscription to see this strategy         
844Upgrade your subscription to see this strategy         
310Upgrade your subscription to see this strategy         
151Upgrade your subscription to see this strategy         
316Upgrade your subscription to see this strategy         
584Upgrade your subscription to see this strategy         
357Upgrade your subscription to see this strategy         
259Upgrade your subscription to see this strategy         
598Upgrade your subscription to see this strategy         
333Upgrade your subscription to see this strategy         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
816Upgrade your subscription to see this strategy         
17Upgrade your subscription to see this strategy         
369Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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