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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
426Upgrade your subscription to see this strategy         
428Upgrade your subscription to see this strategy         
427Upgrade your subscription to see this strategy         
12512 Month Cycle in Cross-Section of Stocks ReturnsequitiesstocksModerately complex strategy1965-2002388.6%12.2% 0.38
413Upgrade your subscription to see this strategy         
794Upgrade your subscription to see this strategy         
8852-Weeks High Effect in StocksequitiesstocksComplex strategy1963-20094711.75%11% 0.7
827Upgrade your subscription to see this strategy         
436Upgrade your subscription to see this strategy         
947Upgrade your subscription to see this strategy         
325Upgrade your subscription to see this strategy         
612Upgrade your subscription to see this strategy         
178Upgrade your subscription to see this strategy         
778Upgrade your subscription to see this strategy         
299Upgrade your subscription to see this strategy         
112Upgrade your subscription to see this strategy         
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.5%10.26% 0.34
127Upgrade your subscription to see this strategy         
821Upgrade your subscription to see this strategy         
109Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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