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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
115Upgrade your subscription to see this strategy         
188Upgrade your subscription to see this strategy         
308Upgrade your subscription to see this strategy         
709Upgrade your subscription to see this strategy         
60Upgrade your subscription to see this strategy         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4% 0.82
107Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
448Upgrade your subscription to see this strategy         
638Upgrade your subscription to see this strategy         
689Upgrade your subscription to see this strategy         
45Short Interest Effect – Long-Short VersionequitiesstocksModerately complex strategy1988-20051819.7%17.14% 0.92
46Short Interest Effect – Long Only versionequitiesstocksComplex strategy1988-20051826.8%   
864Upgrade your subscription to see this strategy         
208Upgrade your subscription to see this strategy         
277Upgrade your subscription to see this strategy         
74Upgrade your subscription to see this strategy         
766Upgrade your subscription to see this strategy         
712Upgrade your subscription to see this strategy         
53Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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