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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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728Upgrade your subscription to see this strategy         
194Upgrade your subscription to see this strategy         
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784Upgrade your subscription to see this strategy         
925Upgrade your subscription to see this strategy         
318Upgrade your subscription to see this strategy         
574Upgrade your subscription to see this strategy         
169Upgrade your subscription to see this strategy         
937Upgrade your subscription to see this strategy         
123Upgrade your subscription to see this strategy         
307Reversal During Earnings-AnnouncementsequitiesstocksComplex strategy1996-2011166.5%3.76% 1.73
257Upgrade your subscription to see this strategy         
786Upgrade your subscription to see this strategy         
183Upgrade your subscription to see this strategy         
710Upgrade your subscription to see this strategy         
776Upgrade your subscription to see this strategy         
885Upgrade your subscription to see this strategy         
89Upgrade your subscription to see this strategy         
787Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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