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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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149Upgrade your subscription to see this strategy         
781Upgrade your subscription to see this strategy         
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182Upgrade your subscription to see this strategy         
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112Upgrade your subscription to see this strategy         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
674Upgrade your subscription to see this strategy         
888Upgrade your subscription to see this strategy         
893Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
693Upgrade your subscription to see this strategy         
615Upgrade your subscription to see this strategy         
946Upgrade your subscription to see this strategy         
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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