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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
731Upgrade your subscription to see this strategy         
685Upgrade your subscription to see this strategy         
661Market Sentiment and an Overnight AnomalyequitiesETFsModerately complex strategy2018-2021315.58%7.33%-3.98%2.12
634Upgrade your subscription to see this strategy         
627Upgrade your subscription to see this strategy         
626Upgrade your subscription to see this strategy         
619Upgrade your subscription to see this strategy         
585Upgrade your subscription to see this strategy         
494Upgrade your subscription to see this strategy         
387Upgrade your subscription to see this strategy         
383Upgrade your subscription to see this strategy         
316Upgrade your subscription to see this strategy         
294Upgrade your subscription to see this strategy         
262Upgrade your subscription to see this strategy         
227Upgrade your subscription to see this strategy         
193Upgrade your subscription to see this strategy         
63Upgrade your subscription to see this strategy         
60Upgrade your subscription to see this strategy         
476Upgrade your subscription to see this strategy         
982Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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