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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
107Upgrade your subscription to see this strategy         
71Short Term Reversal with Futuresbonds, commodities, currencies, equitiesCFDs, futuresSimple strategy1983-20001829.64%31.4% 0.82
60Upgrade your subscription to see this strategy         
709Upgrade your subscription to see this strategy         
308Upgrade your subscription to see this strategy         
188Upgrade your subscription to see this strategy         
115Upgrade your subscription to see this strategy         
676Upgrade your subscription to see this strategy         
164Upgrade your subscription to see this strategy         
967Upgrade your subscription to see this strategy         
892Upgrade your subscription to see this strategy         
147Upgrade your subscription to see this strategy         
62Upgrade your subscription to see this strategy         
276Upgrade your subscription to see this strategy         
176Upgrade your subscription to see this strategy         
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653Upgrade your subscription to see this strategy         
180Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
554Upgrade your subscription to see this strategy         
We've found 82 Free, 114 Prime and 882 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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