Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
278Upgrade your subscription to see this strategy         
279Upgrade your subscription to see this strategy         
280Upgrade your subscription to see this strategy         
283Upgrade your subscription to see this strategy         
284Upgrade your subscription to see this strategy         
287Upgrade your subscription to see this strategy         
289Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
291Upgrade your subscription to see this strategy         
292Upgrade your subscription to see this strategy         
293Upgrade your subscription to see this strategy         
295Upgrade your subscription to see this strategy         
296Upgrade your subscription to see this strategy         
297Upgrade your subscription to see this strategy         
298Upgrade your subscription to see this strategy         
299Upgrade your subscription to see this strategy         
300Upgrade your subscription to see this strategy         
305Upgrade your subscription to see this strategy         
306Upgrade your subscription to see this strategy         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in