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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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970Upgrade your subscription to see this strategy         
112Upgrade your subscription to see this strategy         
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154Upgrade your subscription to see this strategy         
80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
285Upgrade your subscription to see this strategy         
390Upgrade your subscription to see this strategy         
490Upgrade your subscription to see this strategy         
788Upgrade your subscription to see this strategy         
821Upgrade your subscription to see this strategy         
536Upgrade your subscription to see this strategy         
249Upgrade your subscription to see this strategy         
68Upgrade your subscription to see this strategy         
95Upgrade your subscription to see this strategy         
176Upgrade your subscription to see this strategy         
739Upgrade your subscription to see this strategy         
862Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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