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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
510Upgrade your subscription to see this strategy         
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         
179Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
532Upgrade your subscription to see this strategy         
762Upgrade your subscription to see this strategy         
454Upgrade your subscription to see this strategy         
200Upgrade your subscription to see this strategy         
956Upgrade your subscription to see this strategy         
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218Upgrade your subscription to see this strategy         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
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    The Encyclopedia of Quantitative Trading Strategies

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