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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
927Upgrade your subscription to see this strategy         
445Upgrade your subscription to see this strategy         
718Upgrade your subscription to see this strategy         
766Upgrade your subscription to see this strategy         
920Upgrade your subscription to see this strategy         
988Upgrade your subscription to see this strategy         
701Rebalancing Premium in CryptocurrenciescryptoscryptosSimple strategy2018-202137.65%2.62%-1.94%2.93
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
7Low Volatility Factor Effect in StocksequitiesstocksComplex strategy1986-20062111.3%10.1% 0.72
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13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
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25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1926-2014893.6%12.02% 0.3
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815%   
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35Upgrade your subscription to see this strategy         
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
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    The Encyclopedia of Quantitative Trading Strategies

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