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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
580Upgrade your subscription to see this strategy         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1968-20063916.77%13.84% 1.21
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866Upgrade your subscription to see this strategy         
422Upgrade your subscription to see this strategy         
880Upgrade your subscription to see this strategy         
13Short Term Reversal Effect in StocksequitiesstocksComplex strategy1990-20092016.25%14.94% 1.09
573Upgrade your subscription to see this strategy         
832Upgrade your subscription to see this strategy         
481Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
510Upgrade your subscription to see this strategy         
700Upgrade your subscription to see this strategy         
907Upgrade your subscription to see this strategy         
454Upgrade your subscription to see this strategy         
200Upgrade your subscription to see this strategy         
863Upgrade your subscription to see this strategy         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
856Upgrade your subscription to see this strategy         
647Upgrade your subscription to see this strategy         
We've found 17 Free, 22 Prime and 116 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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