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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
204Upgrade your subscription to see this strategy         
202Upgrade your subscription to see this strategy         
189Upgrade your subscription to see this strategy         
188Upgrade your subscription to see this strategy         
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180Upgrade your subscription to see this strategy         
179Upgrade your subscription to see this strategy         
178Upgrade your subscription to see this strategy         
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153Upgrade your subscription to see this strategy         
149Upgrade your subscription to see this strategy         
147Upgrade your subscription to see this strategy         
146Upgrade your subscription to see this strategy         
131Upgrade your subscription to see this strategy         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
121Upgrade your subscription to see this strategy         
120Upgrade your subscription to see this strategy         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
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    The Encyclopedia of Quantitative Trading Strategies

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