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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
59Upgrade your subscription to see this strategy         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
382Upgrade your subscription to see this strategy         
673Upgrade your subscription to see this strategy         
935Upgrade your subscription to see this strategy         
331Upgrade your subscription to see this strategy         
353Upgrade your subscription to see this strategy         
520Upgrade your subscription to see this strategy         
532Upgrade your subscription to see this strategy         
27Upgrade your subscription to see this strategy         
122Momentum Factor Combined with Asset Growth EffectequitiesstocksComplex strategy1968-20063916.77%13.84% 1.21
512Upgrade your subscription to see this strategy         
633Upgrade your subscription to see this strategy         
232Upgrade your subscription to see this strategy         
325Upgrade your subscription to see this strategy         
52Asset Growth EffectequitiesstocksModerately complex strategy1968-20063920.84%14.07% 1.2
43Upgrade your subscription to see this strategy         
15Momentum Factor Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1968-20094217.7%   
368Upgrade your subscription to see this strategy         
11Upgrade 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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