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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%   
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946Upgrade your subscription to see this strategy         
868Upgrade your subscription to see this strategy         
796Upgrade your subscription to see this strategy         
674Upgrade your subscription to see this strategy         
930Upgrade your subscription to see this strategy         
128Upgrade your subscription to see this strategy         
141Upgrade your subscription to see this strategy         
116Upgrade your subscription to see this strategy         
35Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
1051Upgrade your subscription to see this strategy         
201Upgrade your subscription to see this strategy         
791Upgrade your subscription to see this strategy         
174Upgrade your subscription to see this strategy         
767Upgrade your subscription to see this strategy         
687Upgrade your subscription to see this strategy         
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893Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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