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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
607Upgrade your subscription to see this strategy         
996Upgrade your subscription to see this strategy         
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698Upgrade your subscription to see this strategy         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
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    The Encyclopedia of Quantitative Trading Strategies

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