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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
262Upgrade your subscription to see this strategy         
771Upgrade your subscription to see this strategy         
151Upgrade your subscription to see this strategy         
936Upgrade your subscription to see this strategy         
807Upgrade your subscription to see this strategy         
195Upgrade your subscription to see this strategy         
18Upgrade your subscription to see this strategy         
196Upgrade your subscription to see this strategy         
244Upgrade your subscription to see this strategy         
767Upgrade your subscription to see this strategy         
876Upgrade your subscription to see this strategy         
601Upgrade your subscription to see this strategy         
837Upgrade your subscription to see this strategy         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1968-20063916.77%13.84% 1.21
143Upgrade your subscription to see this strategy         
403Upgrade your subscription to see this strategy         
263Upgrade your subscription to see this strategy         
52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
32Upgrade your subscription to see this strategy         
412Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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