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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
70Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
812Upgrade your subscription to see this strategy         
554Upgrade your subscription to see this strategy         
863Upgrade your subscription to see this strategy         
842Upgrade your subscription to see this strategy         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
667Upgrade your subscription to see this strategy         
656Upgrade your subscription to see this strategy         
353Upgrade your subscription to see this strategy         
357Upgrade your subscription to see this strategy         
606Upgrade your subscription to see this strategy         
589Upgrade your subscription to see this strategy         
746Upgrade your subscription to see this strategy         
860Upgrade your subscription to see this strategy         
768Upgrade your subscription to see this strategy         
91Momentum Factor and Style Rotation EffectequitiesETFsSimple strategy1972-2005349.25%16.01% 0.33
739Upgrade your subscription to see this strategy         
856Upgrade your subscription to see this strategy         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
We've found 82 Free, 103 Prime and 736 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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