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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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912Upgrade your subscription to see this strategy         
716Upgrade your subscription to see this strategy         
826Upgrade your subscription to see this strategy         
73Upgrade your subscription to see this strategy         
861Upgrade your subscription to see this strategy         
694Upgrade your subscription to see this strategy         
443Upgrade your subscription to see this strategy         
99Upgrade your subscription to see this strategy         
695Upgrade your subscription to see this strategy         
628Upgrade your subscription to see this strategy         
696Upgrade your subscription to see this strategy         
905Upgrade your subscription to see this strategy         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
697Upgrade your subscription to see this strategy         
506Upgrade your subscription to see this strategy         
608Upgrade your subscription to see this strategy         
754Upgrade your subscription to see this strategy         
318Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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