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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%0%0% 
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102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7%0%0.61
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The Encyclopedia of Quantitative Trading Strategies

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