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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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919Upgrade your subscription to see this strategy         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
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373Upgrade your subscription to see this strategy         
110Upgrade your subscription to see this strategy         
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111Upgrade your subscription to see this strategy         
349Upgrade your subscription to see this strategy         
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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         
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    The Encyclopedia of Quantitative Trading Strategies

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