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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
92Upgrade your subscription to see this strategy         
114January Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%   
559Upgrade your subscription to see this strategy         
530Upgrade your subscription to see this strategy         
472Upgrade your subscription to see this strategy         
849Upgrade your subscription to see this strategy         
847Upgrade your subscription to see this strategy         
848Upgrade your subscription to see this strategy         
850Upgrade your subscription to see this strategy         
398Upgrade your subscription to see this strategy         
561Upgrade your subscription to see this strategy         
239Upgrade your subscription to see this strategy         
490Upgrade your subscription to see this strategy         
601Upgrade your subscription to see this strategy         
852Upgrade your subscription to see this strategy         
158Upgrade your subscription to see this strategy         
89Upgrade your subscription to see this strategy         
18Upgrade your subscription to see this strategy         
633Upgrade your subscription to see this strategy         
698Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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