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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
19Upgrade your subscription to see this strategy         
324Upgrade your subscription to see this strategy         
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-2013878.3%16.6% 0.5
340Upgrade your subscription to see this strategy         
344Upgrade your subscription to see this strategy         
994Upgrade your subscription to see this strategy         
855Upgrade your subscription to see this strategy         
133Upgrade your subscription to see this strategy         
969Upgrade your subscription to see this strategy         
202Upgrade your subscription to see this strategy         
654Upgrade your subscription to see this strategy         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
731Upgrade your subscription to see this strategy         
115Upgrade your subscription to see this strategy         
391Upgrade your subscription to see this strategy         
444Upgrade your subscription to see this strategy         
832Upgrade your subscription to see this strategy         
227Upgrade your subscription to see this strategy         
124Upgrade your subscription to see this strategy         
918Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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