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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
61Upgrade your subscription to see this strategy         
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67Industry Momentum – Riding Industry BubblesequitiesETFs, fundsModerately complex strategy1936-20067118%   
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71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4% 0.82
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75Federal Open Market Committee Meeting Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1980-2000216.19%   
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77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.5% 0.42
78Betting Against Beta Factor in International EquitiesequitiesETFs, futuresSimple strategy1980-2009306.8%13.08% 0.51
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80Earnings Announcement PremiumequitiesstocksComplex strategy1973-20043218.36%16.12% 0.89
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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