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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
253Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
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715Upgrade your subscription to see this strategy         
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25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
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36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%   
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
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52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
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We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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