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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
6Quantpedia Premium (Buy Premium account to see this strategy)             
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21Momentum Effect in CommoditiesMonthly10commoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% Strongmomentum, rotational system0.57
22Term Structure Effect in CommoditiesMonthly10commoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%Strongrotational system, term spread0.49
23Quantpedia Premium (Buy Premium account to see this strategy)             
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73Quantpedia Premium (Buy Premium account to see this strategy)             
We've found 69 Free and 373 Premium strategiesUpgrade to unlock Premium

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