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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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127Upgrade your subscription to see this strategy         
919Upgrade your subscription to see this strategy         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
465Upgrade your subscription to see this strategy         
373Upgrade your subscription to see this strategy         
110Upgrade your subscription to see this strategy         
347Upgrade your subscription to see this strategy         
645Upgrade your subscription to see this strategy         
111Upgrade your subscription to see this strategy         
349Upgrade your subscription to see this strategy         
912Upgrade your subscription to see this strategy         
716Upgrade your subscription to see this strategy         
826Upgrade your subscription to see this strategy         
73Upgrade your subscription to see this strategy         
861Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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