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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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170Upgrade your subscription to see this strategy         
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626Upgrade your subscription to see this strategy         
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
220Upgrade your subscription to see this strategy         
659Upgrade your subscription to see this strategy         
674Upgrade your subscription to see this strategy         
222Upgrade your subscription to see this strategy         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4% 0.82
764Upgrade your subscription to see this strategy         
472Upgrade your subscription to see this strategy         
254Upgrade your subscription to see this strategy         
521Upgrade your subscription to see this strategy         
788Upgrade your subscription to see this strategy         
919Upgrade your subscription to see this strategy         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
465Upgrade your subscription to see this strategy         
373Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 811 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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