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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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629Upgrade your subscription to see this strategy         
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350Upgrade your subscription to see this strategy         
555Upgrade your subscription to see this strategy         
743Upgrade your subscription to see this strategy         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
568Upgrade your subscription to see this strategy         
183Upgrade your subscription to see this strategy         
266Upgrade your subscription to see this strategy         
429Upgrade your subscription to see this strategy         
148Upgrade your subscription to see this strategy         
964Upgrade your subscription to see this strategy         
669Upgrade your subscription to see this strategy         
725Upgrade your subscription to see this strategy         
758Upgrade your subscription to see this strategy         
902Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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