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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
786Upgrade your subscription to see this strategy         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5% 0.77
586Upgrade your subscription to see this strategy         
156Upgrade your subscription to see this strategy         
965Upgrade your subscription to see this strategy         
630Upgrade your subscription to see this strategy         
612Upgrade your subscription to see this strategy         
780Upgrade your subscription to see this strategy         
871Upgrade your subscription to see this strategy         
546Upgrade your subscription to see this strategy         
432Upgrade your subscription to see this strategy         
585Upgrade your subscription to see this strategy         
245Upgrade your subscription to see this strategy         
651Upgrade your subscription to see this strategy         
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
378Upgrade your subscription to see this strategy         
2Momentum Asset Allocation Strategybonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093714.49%11%39.84%0.78
202Upgrade your subscription to see this strategy         
339Upgrade your subscription to see this strategy         
659Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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