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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
121Upgrade your subscription to see this strategy         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1968-20063916.77%13.84% 1.21
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124Upgrade your subscription to see this strategy         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
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128Upgrade your subscription to see this strategy         
129Dollar Carry TradecurrenciesCFDs, forwards, futures, swapsSimple strategy1983-2009275.6%8.53% 0.66
130Investment FactorequitiesstocksComplex strategy1963-2013513.54%   
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132Upgrade your subscription to see this strategy         
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135Upgrade your subscription to see this strategy         
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27% 0.34
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138Upgrade your subscription to see this strategy         
139Upgrade your subscription to see this strategy         
140Ramadan EffectequitiesETFs, fundsSimple strategy1989-2007196.7%   
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The Encyclopedia of Quantitative Trading Strategies

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