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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
533Upgrade your subscription to see this strategy         
503Upgrade your subscription to see this strategy         
113January BarometerequitiesCFDs, ETFs, funds, futuresSimple strategy1857-200815210.38%16.8% 0.38
618Upgrade your subscription to see this strategy         
424Upgrade your subscription to see this strategy         
83Pre-Holiday EffectequitiesCFDs, ETFs, funds, futuresSimple strategy1896-20021076.39%   
989Upgrade your subscription to see this strategy         
969Upgrade your subscription to see this strategy         
855Upgrade your subscription to see this strategy         
820Upgrade your subscription to see this strategy         
994Upgrade your subscription to see this strategy         
493Upgrade your subscription to see this strategy         
655Upgrade your subscription to see this strategy         
654Upgrade your subscription to see this strategy         
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
411Upgrade your subscription to see this strategy         
744Upgrade your subscription to see this strategy         
954Upgrade your subscription to see this strategy         
832Upgrade your subscription to see this strategy         
918Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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