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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
137Upgrade your subscription to see this strategy         
308Upgrade your subscription to see this strategy         
716Upgrade your subscription to see this strategy         
955Upgrade your subscription to see this strategy         
795Upgrade your subscription to see this strategy         
584Upgrade your subscription to see this strategy         
638Upgrade your subscription to see this strategy         
296Upgrade your subscription to see this strategy         
461ESG Factor Momentum StrategyequitiesstocksVery complex strategy2007-201592.23%2.5% 0.89
249Upgrade your subscription to see this strategy         
791Upgrade your subscription to see this strategy         
802Upgrade your subscription to see this strategy         
568Upgrade your subscription to see this strategy         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
940Upgrade your subscription to see this strategy         
580Upgrade your subscription to see this strategy         
770Upgrade your subscription to see this strategy         
967Upgrade your subscription to see this strategy         
445Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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