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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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478Upgrade your subscription to see this strategy         
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975Upgrade your subscription to see this strategy         
382Upgrade your subscription to see this strategy         
342Upgrade your subscription to see this strategy         
475Upgrade your subscription to see this strategy         
924Upgrade your subscription to see this strategy         
297Upgrade your subscription to see this strategy         
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155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
783Upgrade your subscription to see this strategy         
817Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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