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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
230Upgrade your subscription to see this strategy         
458Upgrade your subscription to see this strategy         
835Upgrade your subscription to see this strategy         
203Upgrade your subscription to see this strategy         
323Upgrade your subscription to see this strategy         
634Upgrade your subscription to see this strategy         
73Upgrade your subscription to see this strategy         
889Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
932Upgrade your subscription to see this strategy         
234Upgrade your subscription to see this strategy         
480Upgrade your subscription to see this strategy         
253Upgrade your subscription to see this strategy         
330Upgrade your subscription to see this strategy         
42Alpha Cloning – Following 13F FillingsequitiesstocksModerately complex strategy1991-20051520.21%   
485Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
44Paired Switchingbonds, equitiesETFs, funds, stocksSimple strategy1991-20112111.3%9.3% 0.78
945Upgrade your subscription to see this strategy         
346Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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