Get Trading & Strategy Ideas Browse more than 500 attractive trading systems together with hundreds of related academic papers.
IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
626Upgrade your subscription to see this strategy         
553Upgrade your subscription to see this strategy         
660Upgrade your subscription to see this strategy         
950Upgrade your subscription to see this strategy         
587Upgrade your subscription to see this strategy         
978Upgrade your subscription to see this strategy         
607Upgrade your subscription to see this strategy         
364Upgrade your subscription to see this strategy         
380Upgrade your subscription to see this strategy         
864Upgrade your subscription to see this strategy         
512Upgrade your subscription to see this strategy         
283Upgrade your subscription to see this strategy         
872Upgrade your subscription to see this strategy         
577Upgrade your subscription to see this strategy         
196Upgrade your subscription to see this strategy         
703Upgrade your subscription to see this strategy         
735Upgrade your subscription to see this strategy         
356Upgrade your subscription to see this strategy         
737Upgrade your subscription to see this strategy         
Subscription Form

Subscribe for Newsletter

 Be first to know, when we publish new content
logo
The Encyclopedia of Quantitative Trading Strategies

Log in

GET NOW
TAKE OUR SURVEY AND HAVE A 10% DISCOUNT!
AND HAVE A 10% DISCOUNT!
TAKE OUR SURVEY
GET NOW