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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
316Upgrade your subscription to see this strategy         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
412Upgrade your subscription to see this strategy         
846Upgrade your subscription to see this strategy         
293Upgrade your subscription to see this strategy         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
946Upgrade your subscription to see this strategy         
980Upgrade your subscription to see this strategy         
718Upgrade your subscription to see this strategy         
563Upgrade your subscription to see this strategy         
773Upgrade your subscription to see this strategy         
397Upgrade your subscription to see this strategy         
2Momentum Asset Allocation Strategybonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093714.49%11%39.84%0.78
17Upgrade your subscription to see this strategy         
258Upgrade your subscription to see this strategy         
724Upgrade your subscription to see this strategy         
27Upgrade your subscription to see this strategy         
692Upgrade your subscription to see this strategy         
236Upgrade your subscription to see this strategy         
166Upgrade 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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