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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
253Quantpedia Premium (Buy Premium account to see this strategy)         
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360Quantpedia Premium (Buy Premium account to see this strategy)         
266Quantpedia Premium (Buy Premium account to see this strategy)         
299Quantpedia Premium (Buy Premium account to see this strategy)         
397Quantpedia Premium (Buy Premium account to see this strategy)         
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209Quantpedia Premium (Buy Premium account to see this strategy)         
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3Sector Momentum – Rotational SystemequitiesETFs, funds, stocksSimple strategy1928-20098213.94%18.38%-71.29%0.54
385Quantpedia Premium (Buy Premium account to see this strategy)         
217Quantpedia Premium (Buy Premium account to see this strategy)         
422Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 69 Free and 380 Premium strategiesUpgrade to unlock Premium

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The Encyclopedia of Quantitative Trading Strategies

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