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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
941Upgrade your subscription to see this strategy         
976Upgrade your subscription to see this strategy         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
313Upgrade your subscription to see this strategy         
53Upgrade your subscription to see this strategy         
310Upgrade your subscription to see this strategy         
349Upgrade your subscription to see this strategy         
390Upgrade your subscription to see this strategy         
547Upgrade your subscription to see this strategy         
612Upgrade your subscription to see this strategy         
680Upgrade your subscription to see this strategy         
714Upgrade your subscription to see this strategy         
745Upgrade your subscription to see this strategy         
779Upgrade your subscription to see this strategy         
813Upgrade your subscription to see this strategy         
856Upgrade your subscription to see this strategy         
954Upgrade your subscription to see this strategy         
92Upgrade your subscription to see this strategy         
382Upgrade your subscription to see this strategy         
231Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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