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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
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291Upgrade your subscription to see this strategy         
123Upgrade your subscription to see this strategy         
589Upgrade your subscription to see this strategy         
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616Upgrade your subscription to see this strategy         
764Upgrade your subscription to see this strategy         
493Upgrade your subscription to see this strategy         
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926Upgrade your subscription to see this strategy         
300Upgrade your subscription to see this strategy         
838Upgrade your subscription to see this strategy         
753Overnight Seasonality in BitcoincryptoscryptosSimple strategy2015-2021733%20.93%-22.45%1.58
272Upgrade your subscription to see this strategy         
301Upgrade your subscription to see this strategy         
944Upgrade your subscription to see this strategy         
302Upgrade your subscription to see this strategy         
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    The Encyclopedia of Quantitative Trading Strategies

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