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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
101Upgrade your subscription to see this strategy         
102Option-Expiration Week EffectequitiesCFDs, ETFs, futures, stocksSimple strategy1988-2010239.3%8.7% 0.61
103Upgrade your subscription to see this strategy         
104Upgrade your subscription to see this strategy         
105Upgrade your subscription to see this strategy         
106Upgrade your subscription to see this strategy         
107Upgrade your subscription to see this strategy         
108Soccer Clubs’ Stocks ArbitrageequitiesstocksModerately complex strategy2000-2006742%50% 0.76
109Upgrade your subscription to see this strategy         
110Upgrade your subscription to see this strategy         
111Upgrade your subscription to see this strategy         
112Upgrade your subscription to see this strategy         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
114January Effect in StocksequitiesCFDs, ETFs, funds, futuresSimple strategy1947-20076112.7%   
115Upgrade your subscription to see this strategy         
116Upgrade your subscription to see this strategy         
117Upgrade your subscription to see this strategy         
118Time Series Momentum Effectbonds, commodities, currencies, equitiesCFDs, futuresModerately complex strategy1965-20094520.7%15.74% 1.31
119Upgrade your subscription to see this strategy         
120Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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