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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
404Upgrade your subscription to see this strategy         
378Upgrade your subscription to see this strategy         
158Upgrade your subscription to see this strategy         
615Upgrade your subscription to see this strategy         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%   
927Upgrade your subscription to see this strategy         
374Upgrade your subscription to see this strategy         
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%   
982Upgrade your subscription to see this strategy         
370Upgrade your subscription to see this strategy         
966Upgrade your subscription to see this strategy         
674Upgrade your subscription to see this strategy         
253Upgrade your subscription to see this strategy         
342Upgrade your subscription to see this strategy         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
170Upgrade your subscription to see this strategy         
864Upgrade your subscription to see this strategy         
296Upgrade your subscription to see this strategy         
436Upgrade your subscription to see this strategy         
855Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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