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Period:
All
Intraday
Daily
Weekly
Monthly
Quarterly
6 Months
Yearly
3 Years
NbrInstruments:
All
1
25
610
1130
31100
101500
Over 500
Under 5
Under 20
Under 100
Markets:
All
equities
commodities
bonds
currencies
REITs
Instruments:
All
stocks
futures
funds
ETFs
CFDs
forwards
swaps
options
bonds
Complexity:
All
Simple strategy
Moderately complex strategy
Complex strategy
Very complex strategy
Confidence:
All
Strong
Moderately Strong
Weak
Backtest:
All
Starts before 1970
Starts before 1980
Starts before 1990
Starts before 2000
Starts before 2005
Ends before 2000
Ends before 2005
Ends before 2010
Ends after 2000
Ends after 2005
Ends after 2010
All
Over 5 years
Over 10 years
Over 20 years
Over 30 years
Over 40 years
Under 5 years
Under 10 years
Under 20 years
Under 30 years
Under 40 years
Performance:
All
010%
1020%
2030%
3040%
Over 10%
Over 20%
Over 30%
Over 40%
Under 10%
Volatility:
All
stated
not stated
05%
510%
1020%
2030%
3040%
Over 40%
Under 20%
Under 30%
Under 40%
Keywords:
All
accruals effect
arbitrage
asset class picking
beta factor
bond timing
carry trade
country picking
earnings announcement
equity long short
financial statements effect
forex system
fund picking
FX anomaly
growth stocks
insiders effect
liquidity effect
market timing
momentum
momentum in stocks
pairs trading
reversal
rotational system
seasonality
sector picking
sentiment
short selling
small cap
spread trading
stock picking
style picking
term spread
trading earnings
trendfollowing
value
volatility effect
volatility premium
volume effect
Drawdown:
All
stated
not stated
Under 10%
Under 20%
Under 30%
Under 40%
Under 50%
Over 50%
Sharpe:
All
stated
not stated
00.5
0.51
11.5
1.52
23
Over 0.5
Over 1
Over 1.5
Over 2
Over 3
View:
Basic Overview
Descriptive
Risk & Return
All
Total: 337 Premium: 273 Free: 64
;
ID
Title
Period Of Rebalancing
Markets Traded
Indicative Performance
Volatility
Keywords
6
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0.00%
0.00%

57
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0.00%
0.00%

84
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0.00%
0.00%

131
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0.00%
0.00%

235
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0.00%
0.00%

303
Sign up to see this strategy


0.00%
0.00%

304
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0.00%
0.00%

321
Sign up to see this strategy


0.00%
0.00%

334
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0.00%
0.00%

86
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0.00%
0.00%

100
Trading WTI/BRENT Spread
Daily
commodities
39.40%
21.65%
pairs trading, arbitrage, spread trading
110
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0.00%
0.00%

111
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0.00%
0.00%

132
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0.00%
0.00%

105
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0.00%
0.00%

142
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0.00%
0.00%

135
Sign up to see this strategy


0.00%
0.00%

146
Sign up to see this strategy


0.00%
0.00%

56
Sign up to see this strategy


0.00%
0.00%

43
Sign up to see this strategy


0.00%
0.00%

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