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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
135Upgrade your subscription to see this strategy         
730Upgrade your subscription to see this strategy         
684Upgrade your subscription to see this strategy         
727Upgrade your subscription to see this strategy         
58Upgrade your subscription to see this strategy         
834Upgrade your subscription to see this strategy         
579Upgrade your subscription to see this strategy         
148Upgrade your subscription to see this strategy         
370Upgrade your subscription to see this strategy         
203Upgrade your subscription to see this strategy         
593Upgrade your subscription to see this strategy         
498Upgrade your subscription to see this strategy         
504Upgrade your subscription to see this strategy         
380Upgrade your subscription to see this strategy         
555Upgrade your subscription to see this strategy         
444Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
247Upgrade your subscription to see this strategy         
809Upgrade your subscription to see this strategy         
159Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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