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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
943Upgrade your subscription to see this strategy         
24Upgrade your subscription to see this strategy         
945Upgrade your subscription to see this strategy         
532Upgrade your subscription to see this strategy         
673Upgrade your subscription to see this strategy         
347Upgrade your subscription to see this strategy         
845Upgrade your subscription to see this strategy         
51Upgrade your subscription to see this strategy         
876Upgrade your subscription to see this strategy         
803Upgrade your subscription to see this strategy         
573Upgrade your subscription to see this strategy         
575Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
54Upgrade your subscription to see this strategy         
418Upgrade your subscription to see this strategy         
220Upgrade your subscription to see this strategy         
143Upgrade your subscription to see this strategy         
2Momentum Asset Allocation Strategybonds, commodities, equities, REITsCFDs, ETFs, funds, futuresSimple strategy1973-20093714.49%11%39.84%0.78
816Upgrade your subscription to see this strategy         
243Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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