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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
794Quantpedia Premium (Buy Premium account to see this strategy)         
510Quantpedia Premium (Buy Premium account to see this strategy)         
700Quantpedia Premium (Buy Premium account to see this strategy)         
618Quantpedia Premium (Buy Premium account to see this strategy)         
79Quantpedia Premium (Buy Premium account to see this strategy)         
532Quantpedia Premium (Buy Premium account to see this strategy)         
762Quantpedia Premium (Buy Premium account to see this strategy)         
179Quantpedia Premium (Buy Premium account to see this strategy)         
454Quantpedia Premium (Buy Premium account to see this strategy)         
200Quantpedia Premium (Buy Premium account to see this strategy)         
10Quantpedia Premium (Buy Premium account to see this strategy)         
218Quantpedia Premium (Buy Premium account to see this strategy)         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
70Quantpedia Premium (Buy Premium account to see this strategy)         
812Quantpedia Premium (Buy Premium account to see this strategy)         
554Quantpedia Premium (Buy Premium account to see this strategy)         
842Quantpedia Premium (Buy Premium account to see this strategy)         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
667Quantpedia Premium (Buy Premium account to see this strategy)         
656Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 82 Free and 762 Premium strategiesUpgrade to Premium to unlock Premium strategies

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