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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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625Upgrade your subscription to see this strategy         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
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321Upgrade your subscription to see this strategy         
811Upgrade your subscription to see this strategy         
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782Upgrade your subscription to see this strategy         
252Upgrade your subscription to see this strategy         
473Upgrade your subscription to see this strategy         
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90Upgrade your subscription to see this strategy         
234Upgrade your subscription to see this strategy         
377Upgrade your subscription to see this strategy         
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248Upgrade your subscription to see this strategy         
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239Upgrade your subscription to see this strategy         
734Upgrade 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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