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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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481Upgrade your subscription to see this strategy         
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544Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
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794Upgrade your subscription to see this strategy         
700Upgrade your subscription to see this strategy         
618Upgrade your subscription to see this strategy         
79Upgrade your subscription to see this strategy         
762Upgrade your subscription to see this strategy         
179Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
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200Upgrade your subscription to see this strategy         
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218Upgrade your subscription to see this strategy         
70Upgrade your subscription to see this strategy         
We've found 82 Free, 103 Prime and 734 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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