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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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385Upgrade your subscription to see this strategy         
521Upgrade your subscription to see this strategy         
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769Upgrade your subscription to see this strategy         
18Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
782Upgrade your subscription to see this strategy         
254Upgrade your subscription to see this strategy         
358Upgrade your subscription to see this strategy         
203Upgrade your subscription to see this strategy         
359Upgrade your subscription to see this strategy         
95Upgrade your subscription to see this strategy         
327Upgrade your subscription to see this strategy         
637Upgrade your subscription to see this strategy         
741Upgrade your subscription to see this strategy         
438Upgrade your subscription to see this strategy         
767Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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