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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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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
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353Upgrade your subscription to see this strategy         
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    The Encyclopedia of Quantitative Trading Strategies

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