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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
51Upgrade your subscription to see this strategy         
876Upgrade your subscription to see this strategy         
803Upgrade your subscription to see this strategy         
573Upgrade your subscription to see this strategy         
575Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
54Upgrade your subscription to see this strategy         
418Upgrade your subscription to see this strategy         
220Upgrade your subscription to see this strategy         
143Upgrade your subscription to see this strategy         
2Momentum Asset Allocation Strategybonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093714.49%11%39.84%0.78
816Upgrade your subscription to see this strategy         
243Upgrade your subscription to see this strategy         
248Upgrade your subscription to see this strategy         
551Upgrade your subscription to see this strategy         
23Upgrade your subscription to see this strategy         
293Upgrade your subscription to see this strategy         
17Upgrade your subscription to see this strategy         
568Upgrade your subscription to see this strategy         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
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    The Encyclopedia of Quantitative Trading Strategies

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