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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
672Upgrade your subscription to see this strategy         
827Upgrade your subscription to see this strategy         
605Upgrade your subscription to see this strategy         
728Upgrade your subscription to see this strategy         
242Upgrade your subscription to see this strategy         
530Upgrade your subscription to see this strategy         
786Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
973Upgrade your subscription to see this strategy         
787Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
226Upgrade your subscription to see this strategy         
87Upgrade your subscription to see this strategy         
287Upgrade your subscription to see this strategy         
305Upgrade your subscription to see this strategy         
680Upgrade your subscription to see this strategy         
714Upgrade your subscription to see this strategy         
988Upgrade your subscription to see this strategy         
967Upgrade your subscription to see this strategy         
804Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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