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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
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290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
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The Encyclopedia of Quantitative Trading Strategies

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