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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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610Upgrade your subscription to see this strategy         
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909Upgrade your subscription to see this strategy         
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279Upgrade your subscription to see this strategy         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5% 0.77
963Upgrade your subscription to see this strategy         
713Synthetic Lending Rates Predict Subsequent Market ReturnequitiesETFsModerately complex strategy2016-2021615.47%19.52%-28.51%0.79
82Upgrade your subscription to see this strategy         
585Upgrade your subscription to see this strategy         
399Upgrade your subscription to see this strategy         
420Upgrade your subscription to see this strategy         
354Upgrade your subscription to see this strategy         
407Upgrade your subscription to see this strategy         
478Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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