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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
324Upgrade your subscription to see this strategy         
742Upgrade your subscription to see this strategy         
199ROA Effect within StocksequitiesstocksComplex strategy1972-20063512.15%13.36% 0.61
659Upgrade your subscription to see this strategy         
49Upgrade your subscription to see this strategy         
509Upgrade your subscription to see this strategy         
395Upgrade your subscription to see this strategy         
789Upgrade your subscription to see this strategy         
961Upgrade your subscription to see this strategy         
512Upgrade your subscription to see this strategy         
649Upgrade your subscription to see this strategy         
235Upgrade your subscription to see this strategy         
212Upgrade your subscription to see this strategy         
613Upgrade your subscription to see this strategy         
295Upgrade your subscription to see this strategy         
918Upgrade your subscription to see this strategy         
142Upgrade your subscription to see this strategy         
86Upgrade your subscription to see this strategy         
304Upgrade your subscription to see this strategy         
294Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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