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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
474Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
514Upgrade your subscription to see this strategy         
768Upgrade your subscription to see this strategy         
792Upgrade your subscription to see this strategy         
853Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
629Upgrade your subscription to see this strategy         
138Upgrade your subscription to see this strategy         
688Upgrade your subscription to see this strategy         
836Upgrade your subscription to see this strategy         
624Upgrade your subscription to see this strategy         
701Rebalancing Premium in CryptocurrenciescryptoscryptosSimple strategy2018-202137.65%2.62%-1.94%2.93
223Upgrade your subscription to see this strategy         
322Upgrade your subscription to see this strategy         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
663R&D Expenditures and Stock ReturnsequitiesstocksSimple strategy2003-2020184.67%8.2%-39.3%0.51
693Upgrade your subscription to see this strategy         
710Upgrade your subscription to see this strategy         
558Upgrade 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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