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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
874Upgrade your subscription to see this strategy         
346Upgrade your subscription to see this strategy         
168Upgrade your subscription to see this strategy         
542Upgrade your subscription to see this strategy         
489Upgrade your subscription to see this strategy         
81Upgrade your subscription to see this strategy         
297Upgrade your subscription to see this strategy         
578Combining Smart Factors Momentum and Market PortfolioequitiesETFs, stocksComplex strategy1993-20202711.91%10.46%-16.95%1.14
32Upgrade your subscription to see this strategy         
70Upgrade your subscription to see this strategy         
288Upgrade your subscription to see this strategy         
66Upgrade your subscription to see this strategy         
82Upgrade your subscription to see this strategy         
376Combining Fundamental FSCORE and Equity Short-Term ReversalsequitiesstocksVery complex strategy1984-20153212.01%20.61% 0.39
298Upgrade your subscription to see this strategy         
68Upgrade your subscription to see this strategy         
746Upgrade your subscription to see this strategy         
319Upgrade your subscription to see this strategy         
983Upgrade your subscription to see this strategy         
777Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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