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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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208Upgrade your subscription to see this strategy         
76Upgrade your subscription to see this strategy         
375Upgrade your subscription to see this strategy         
794Upgrade your subscription to see this strategy         
177Upgrade your subscription to see this strategy         
915Upgrade your subscription to see this strategy         
637Upgrade your subscription to see this strategy         
192Upgrade your subscription to see this strategy         
119Upgrade your subscription to see this strategy         
289Upgrade your subscription to see this strategy         
780Upgrade your subscription to see this strategy         
106Upgrade your subscription to see this strategy         
245Upgrade your subscription to see this strategy         
174Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
739Upgrade your subscription to see this strategy         
740Upgrade your subscription to see this strategy         
270Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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