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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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744Upgrade your subscription to see this strategy         
231Upgrade your subscription to see this strategy         
209Upgrade your subscription to see this strategy         
987Upgrade your subscription to see this strategy         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
977Upgrade your subscription to see this strategy         
208Upgrade your subscription to see this strategy         
373Upgrade your subscription to see this strategy         
558Upgrade your subscription to see this strategy         
351Upgrade your subscription to see this strategy         
785Upgrade your subscription to see this strategy         
623Upgrade your subscription to see this strategy         
211Upgrade your subscription to see this strategy         
877Upgrade your subscription to see this strategy         
185Upgrade your subscription to see this strategy         
723Upgrade your subscription to see this strategy         
395Upgrade your subscription to see this strategy         
916Upgrade your subscription to see this strategy         
524Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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