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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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311Upgrade your subscription to see this strategy         
700Upgrade your subscription to see this strategy         
162Momentum Effect in Stocks in Small PortfoliosequitiesstocksSimple strategy1988-20061932%   
187Upgrade your subscription to see this strategy         
511Upgrade your subscription to see this strategy         
710Upgrade your subscription to see this strategy         
90Upgrade your subscription to see this strategy         
753Overnight Seasonality in BitcoincryptoscryptosSimple strategy2015-2021733%20.93%-22.45%1.58
222Upgrade your subscription to see this strategy         
180Upgrade your subscription to see this strategy         
178Upgrade your subscription to see this strategy         
39Upgrade your subscription to see this strategy         
900Upgrade your subscription to see this strategy         
335Upgrade your subscription to see this strategy         
371Upgrade your subscription to see this strategy         
601Upgrade your subscription to see this strategy         
909Upgrade your subscription to see this strategy         
337Upgrade your subscription to see this strategy         
548Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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