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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
990Upgrade your subscription to see this strategy         
970Upgrade your subscription to see this strategy         
221Upgrade your subscription to see this strategy         
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
483Upgrade your subscription to see this strategy         
660Upgrade your subscription to see this strategy         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
303Upgrade your subscription to see this strategy         
381Upgrade your subscription to see this strategy         
378Upgrade your subscription to see this strategy         
453Upgrade your subscription to see this strategy         
379Upgrade your subscription to see this strategy         
380Upgrade your subscription to see this strategy         
301Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
462Upgrade your subscription to see this strategy         
288Upgrade your subscription to see this strategy         
848Upgrade your subscription to see this strategy         
849Upgrade your subscription to see this strategy         
135Upgrade 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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