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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
996Upgrade your subscription to see this strategy         
39Upgrade your subscription to see this strategy         
776Upgrade your subscription to see this strategy         
698Upgrade your subscription to see this strategy         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
734Upgrade your subscription to see this strategy         
288Upgrade your subscription to see this strategy         
184Upgrade your subscription to see this strategy         
149Upgrade your subscription to see this strategy         
153Upgrade your subscription to see this strategy         
129Dollar Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53% 0.66
135Upgrade your subscription to see this strategy         
706Upgrade your subscription to see this strategy         
480Upgrade your subscription to see this strategy         
578Combining Smart Factors Momentum and Market PortfolioequitiesETFs, stocksComplex strategy1993-20202711.91%10.46%-16.95%1.14
271Earnings Announcements Combined with Stock RepurchasesequitiesstocksModerately complex strategy1987-20132725.2%11.11% 2.27
81Upgrade your subscription to see this strategy         
16Reversal Effect in International Equity ETFsequitiesETFs, fundsSimple strategy1969-1995276.4%   
221Upgrade your subscription to see this strategy         
885Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 807 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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