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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
623Upgrade your subscription to see this strategy         
634Upgrade your subscription to see this strategy         
72Upgrade your subscription to see this strategy         
134Upgrade your subscription to see this strategy         
98Upgrade your subscription to see this strategy         
34Upgrade your subscription to see this strategy         
141Upgrade your subscription to see this strategy         
292Upgrade your subscription to see this strategy         
455Upgrade your subscription to see this strategy         
239Upgrade your subscription to see this strategy         
407Upgrade your subscription to see this strategy         
446Upgrade your subscription to see this strategy         
422Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
66Upgrade your subscription to see this strategy         
419Payday AnomalyequitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31% 0.6
966Upgrade your subscription to see this strategy         
165Upgrade your subscription to see this strategy         
625Upgrade your subscription to see this strategy         
351Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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