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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
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36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
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We've found 82 Free, 116 Prime and 899 Premium strategies.Upgrade subscription to unlock more
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The Encyclopedia of Quantitative Trading Strategies

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