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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
740Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
469Upgrade your subscription to see this strategy         
379Upgrade your subscription to see this strategy         
402Upgrade your subscription to see this strategy         
781Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
878Upgrade your subscription to see this strategy         
427Upgrade your subscription to see this strategy         
200Upgrade your subscription to see this strategy         
929Upgrade your subscription to see this strategy         
104Upgrade your subscription to see this strategy         
121Upgrade your subscription to see this strategy         
196Upgrade your subscription to see this strategy         
829Upgrade your subscription to see this strategy         
499Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
692Upgrade your subscription to see this strategy         
424Upgrade your subscription to see this strategy         
620Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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