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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
777Upgrade your subscription to see this strategy         
227Upgrade your subscription to see this strategy         
803Upgrade your subscription to see this strategy         
329Upgrade your subscription to see this strategy         
620Upgrade your subscription to see this strategy         
790Upgrade your subscription to see this strategy         
367Upgrade your subscription to see this strategy         
65Upgrade your subscription to see this strategy         
192Upgrade your subscription to see this strategy         
334Upgrade your subscription to see this strategy         
792Upgrade your subscription to see this strategy         
941Upgrade your subscription to see this strategy         
325Upgrade your subscription to see this strategy         
256Upgrade your subscription to see this strategy         
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
923Upgrade your subscription to see this strategy         
698Upgrade your subscription to see this strategy         
562Upgrade your subscription to see this strategy         
598Upgrade your subscription to see this strategy         
851Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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