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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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929Upgrade your subscription to see this strategy         
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878Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
781Upgrade your subscription to see this strategy         
402Upgrade your subscription to see this strategy         
469Upgrade your subscription to see this strategy         
379Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
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764Upgrade your subscription to see this strategy         
642Upgrade your subscription to see this strategy         
293Upgrade your subscription to see this strategy         
646Upgrade your subscription to see this strategy         
496Upgrade your subscription to see this strategy         
98Upgrade 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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