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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
193Upgrade your subscription to see this strategy         
446Upgrade your subscription to see this strategy         
422Upgrade your subscription to see this strategy         
945Upgrade your subscription to see this strategy         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61% 0.39
889Upgrade your subscription to see this strategy         
703Upgrade your subscription to see this strategy         
922Upgrade your subscription to see this strategy         
85Momentum in Mutual Fund ReturnsequitiesfundsSimple strategy1973-20043219%19.5% 0.77
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
387Upgrade your subscription to see this strategy         
687Upgrade your subscription to see this strategy         
84Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
303Upgrade your subscription to see this strategy         
273Upgrade your subscription to see this strategy         
10Upgrade your subscription to see this strategy         
192Upgrade your subscription to see this strategy         
302Upgrade 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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