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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
807Upgrade your subscription to see this strategy         
890Upgrade your subscription to see this strategy         
783Upgrade 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
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         
39Upgrade your subscription to see this strategy         
348Upgrade your subscription to see this strategy         
397Upgrade your subscription to see this strategy         
75Federal Open Market Committee Meeting Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%   
342Upgrade your subscription to see this strategy         
936Upgrade your subscription to see this strategy         
152Momentum Factor Effect in REITsREITsstocksSimple strategy1980-2008299.51%   
270Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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