Screener - QuantPedia

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ID	Title of Strategy	Markets Traded	Instruments Available	Complexity	Backtest Period Source	Backtest Length	Indicative Performance	Volatility	Maximum Drawdown	Sharpe Ratio
21	Momentum Effect in Commodities	commodities	CFDs, futures	Simple strategy	1979-2004	26	14.6%	25.57%		0.57
22	Term Structure Effect in Commodities	commodities	futures	Simple strategy	1979-2004	26	11.73%	23.84%	-57.53%	0.49
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71	Short Term Reversal with Futures	bonds, commodities, currencies, equities	CFDs, futures	Simple strategy	1983-2000	18	29.64%	31.4%		0.82
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100	Trading WTI/BRENT Spread	commodities	futures	Simple strategy	1995-2004	10	9.92%	11.27%	-5.58%	0.88
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118	Time Series Momentum Effect	bonds, commodities, currencies, equities	CFDs, futures	Moderately complex strategy	1965-2009	45	20.7%	15.74%		1.31
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