Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
731Upgrade your subscription to see this strategy         
437Upgrade your subscription to see this strategy         
124Upgrade your subscription to see this strategy         
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
112Upgrade your subscription to see this strategy         
756Upgrade your subscription to see this strategy         
897Upgrade your subscription to see this strategy         
202Upgrade your subscription to see this strategy         
67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%   
54Upgrade your subscription to see this strategy         
852Upgrade your subscription to see this strategy         
396Upgrade your subscription to see this strategy         
517Upgrade your subscription to see this strategy         
491Upgrade your subscription to see this strategy         
518Upgrade your subscription to see this strategy         
519Upgrade your subscription to see this strategy         
600Upgrade your subscription to see this strategy         
686Upgrade your subscription to see this strategy         
526Upgrade your subscription to see this strategy         

Subscribe for Newsletter

Be first to know, when we publish new content


    logo
    The Encyclopedia of Quantitative Trading Strategies

    Log in