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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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480Upgrade your subscription to see this strategy         
66Upgrade your subscription to see this strategy         
959Upgrade your subscription to see this strategy         
132Upgrade your subscription to see this strategy         
441Upgrade your subscription to see this strategy         
141Upgrade your subscription to see this strategy         
111Upgrade your subscription to see this strategy         
897Upgrade your subscription to see this strategy         
363Upgrade your subscription to see this strategy         
557Upgrade your subscription to see this strategy         
875Upgrade your subscription to see this strategy         
387Upgrade your subscription to see this strategy         
3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
65Upgrade your subscription to see this strategy         
204Upgrade your subscription to see this strategy         
336Upgrade your subscription to see this strategy         
346Upgrade your subscription to see this strategy         
242Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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