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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
157Upgrade your subscription to see this strategy         
297Upgrade your subscription to see this strategy         
440Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
358Upgrade your subscription to see this strategy         
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         
746Upgrade your subscription to see this strategy         
604Upgrade your subscription to see this strategy         
672Upgrade your subscription to see this strategy         
827Upgrade your subscription to see this strategy         
605Upgrade your subscription to see this strategy         
728Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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