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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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         
704Upgrade your subscription to see this strategy         
141Upgrade your subscription to see this strategy         
705Upgrade your subscription to see this strategy         
615Upgrade your subscription to see this strategy         
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
193Upgrade your subscription to see this strategy         
771Upgrade your subscription to see this strategy         
957Upgrade 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%   
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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