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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
395Upgrade your subscription to see this strategy         
509Upgrade your subscription to see this strategy         
49Upgrade your subscription to see this strategy         
659Upgrade your subscription to see this strategy         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
742Upgrade your subscription to see this strategy         
324Upgrade your subscription to see this strategy         
604Upgrade your subscription to see this strategy         
720Upgrade your subscription to see this strategy         
238Reversal in Post-Earnings Announcement DriftequitiesstocksComplex strategy1996-20101540.32%   
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%   
729Upgrade your subscription to see this strategy         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
156Upgrade your subscription to see this strategy         
835Upgrade your subscription to see this strategy         
452Upgrade your subscription to see this strategy         
351Upgrade your subscription to see this strategy         
584Upgrade your subscription to see this strategy         
750Upgrade your subscription to see this strategy         
547Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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