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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
281Skewness Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1987-2014288.01%10.2%-29.73%0.79
282Quantpedia Premium (Buy Premium account to see this strategy)         
283Quantpedia Premium (Buy Premium account to see this strategy)         
284Quantpedia Premium (Buy Premium account to see this strategy)         
285Quantpedia Premium (Buy Premium account to see this strategy)         
286Quantpedia Premium (Buy Premium account to see this strategy)         
287Quantpedia Premium (Buy Premium account to see this strategy)         
288Quantpedia Premium (Buy Premium account to see this strategy)         
289Quantpedia Premium (Buy Premium account to see this strategy)         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
291Quantpedia Premium (Buy Premium account to see this strategy)         
292Quantpedia Premium (Buy Premium account to see this strategy)         
293Quantpedia Premium (Buy Premium account to see this strategy)         
294Quantpedia Premium (Buy Premium account to see this strategy)         
295Quantpedia Premium (Buy Premium account to see this strategy)         
296Quantpedia Premium (Buy Premium account to see this strategy)         
297Quantpedia Premium (Buy Premium account to see this strategy)         
298Quantpedia Premium (Buy Premium account to see this strategy)         
299Quantpedia Premium (Buy Premium account to see this strategy)         
300Quantpedia Premium (Buy Premium account to see this strategy)         
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