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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
623Upgrade your subscription to see this strategy         
316Upgrade your subscription to see this strategy         
561Upgrade your subscription to see this strategy         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
287Upgrade your subscription to see this strategy         
631Upgrade your subscription to see this strategy         
626Upgrade your subscription to see this strategy         
808Upgrade your subscription to see this strategy         
993Upgrade your subscription to see this strategy         
634Upgrade your subscription to see this strategy         
422Upgrade your subscription to see this strategy         
376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61% 0.39
534Upgrade your subscription to see this strategy         
354Upgrade your subscription to see this strategy         
464Upgrade your subscription to see this strategy         
569Upgrade your subscription to see this strategy         
578Combining Smart Factors Momentum and Market PortfolioequitiesETFs, stocksComplex strategy1993-20202711.91%10.46%-16.95%1.14
28Value and Momentum Factors across Asset Classesbonds, equities, REITsETFs, funds, futuresSimple strategy1986-20072211.9%10% 0.79
351Upgrade your subscription to see this strategy         
96Crude Oil Predicts Equity ReturnsequitiesCFDs, ETFs, funds, futuresSimple strategy1988-20031611.9%9.8% 0.81
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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