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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
653Upgrade your subscription to see this strategy         
668Upgrade your subscription to see this strategy         
975Upgrade your subscription to see this strategy         
812Upgrade your subscription to see this strategy         
224Upgrade your subscription to see this strategy         
867Upgrade your subscription to see this strategy         
390Upgrade your subscription to see this strategy         
976Upgrade your subscription to see this strategy         
363Upgrade your subscription to see this strategy         
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
279Upgrade your subscription to see this strategy         
526Upgrade your subscription to see this strategy         
295Upgrade your subscription to see this strategy         
130Investment FactorequitiesstocksComplex strategy1963-2013513.54%   
154Upgrade your subscription to see this strategy         
738Upgrade your subscription to see this strategy         
406Upgrade your subscription to see this strategy         
456Upgrade your subscription to see this strategy         
447Upgrade your subscription to see this strategy         
155Momentum and Reversal Combined with Volatility Effect in StocksequitiesstocksComplex strategy1964-20094616.46%19.22% 0.65
We've found 82 Free, 108 Prime and 803 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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