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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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         
765Upgrade your subscription to see this strategy         
373Upgrade your subscription to see this strategy         
757Upgrade your subscription to see this strategy         
185Upgrade your subscription to see this strategy         
702Upgrade your subscription to see this strategy         
714Upgrade your subscription to see this strategy         
219Upgrade your subscription to see this strategy         
801Upgrade your subscription to see this strategy         
187Upgrade your subscription to see this strategy         
515Upgrade your subscription to see this strategy         
967Upgrade your subscription to see this strategy         
178Upgrade your subscription to see this strategy         
860Upgrade your subscription to see this strategy         
637Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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