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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
165Upgrade your subscription to see this strategy         
625Upgrade your subscription to see this strategy         
351Upgrade your subscription to see this strategy         
387Upgrade your subscription to see this strategy         
687Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
84Upgrade 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
192Upgrade your subscription to see this strategy         
302Upgrade your subscription to see this strategy         
359Upgrade your subscription to see this strategy         
577Upgrade your subscription to see this strategy         
303Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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