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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
890Upgrade your subscription to see this strategy         
783Upgrade your subscription to see this strategy         
807Upgrade your subscription to see this strategy         
930Upgrade your subscription to see this strategy         
72Upgrade your subscription to see this strategy         
134Upgrade your subscription to see this strategy         
74Upgrade your subscription to see this strategy         
157Upgrade your subscription to see this strategy         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
23Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
273Upgrade your subscription to see this strategy         
412Upgrade your subscription to see this strategy         
109Upgrade your subscription to see this strategy         
577Upgrade your subscription to see this strategy         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31% 0.6
556Upgrade your subscription to see this strategy         
601Upgrade your subscription to see this strategy         
767Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
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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