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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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686Upgrade your subscription to see this strategy         
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468Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
506Upgrade your subscription to see this strategy         
843Upgrade your subscription to see this strategy         
426Upgrade your subscription to see this strategy         
867Upgrade your subscription to see this strategy         
350Upgrade your subscription to see this strategy         
629Upgrade your subscription to see this strategy         
497Upgrade your subscription to see this strategy         
47Upgrade your subscription to see this strategy         
414Upgrade your subscription to see this strategy         
691Upgrade your subscription to see this strategy         
690Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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