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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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619Upgrade your subscription to see this strategy         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1968-20063916.77%13.84% 1.21
11Upgrade your subscription to see this strategy         
385Upgrade your subscription to see this strategy         
30Upgrade your subscription to see this strategy         
649Upgrade your subscription to see this strategy         
800Upgrade your subscription to see this strategy         
951Upgrade your subscription to see this strategy         
895Upgrade your subscription to see this strategy         
650Upgrade your subscription to see this strategy         
270Upgrade your subscription to see this strategy         
612Upgrade your subscription to see this strategy         
881Upgrade your subscription to see this strategy         
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388Upgrade your subscription to see this strategy         
579Upgrade your subscription to see this strategy         
956Upgrade your subscription to see this strategy         
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204Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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