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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
650Upgrade your subscription to see this strategy         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
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266Upgrade your subscription to see this strategy         
499Upgrade your subscription to see this strategy         
107Upgrade your subscription to see this strategy         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
903Upgrade your subscription to see this strategy         
792Upgrade your subscription to see this strategy         
490Upgrade your subscription to see this strategy         
344Upgrade your subscription to see this strategy         
754Upgrade your subscription to see this strategy         
23Upgrade your subscription to see this strategy         
386Upgrade your subscription to see this strategy         
882Upgrade your subscription to see this strategy         
92Upgrade your subscription to see this strategy         
388Upgrade your subscription to see this strategy         
525Upgrade your subscription to see this strategy         
We've found 82 Free, 103 Prime and 736 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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