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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
729Upgrade your subscription to see this strategy         
741Upgrade your subscription to see this strategy         
774Upgrade your subscription to see this strategy         
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804Upgrade your subscription to see this strategy         
861Upgrade your subscription to see this strategy         
944Upgrade your subscription to see this strategy         
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%   
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
53Upgrade your subscription to see this strategy         
110Upgrade your subscription to see this strategy         
111Upgrade your subscription to see this strategy         
165Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
240Upgrade your subscription to see this strategy         
247Upgrade your subscription to see this strategy         
314Upgrade your subscription to see this strategy         
322Upgrade your subscription to see this strategy         
346Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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