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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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
423Upgrade your subscription to see this strategy         
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
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
403Upgrade your subscription to see this strategy         
670Upgrade your subscription to see this strategy         
768Upgrade your subscription to see this strategy         
992Upgrade 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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