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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
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361Upgrade your subscription to see this strategy         
511Upgrade your subscription to see this strategy         
745Upgrade your subscription to see this strategy         
781Upgrade your subscription to see this strategy         
334Upgrade your subscription to see this strategy         
261Upgrade your subscription to see this strategy         
736Upgrade your subscription to see this strategy         
879Upgrade your subscription to see this strategy         
715Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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