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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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528Upgrade your subscription to see this strategy         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
586Upgrade your subscription to see this strategy         
633Upgrade your subscription to see this strategy         
535Upgrade your subscription to see this strategy         
262Upgrade your subscription to see this strategy         
216Upgrade your subscription to see this strategy         
712Upgrade your subscription to see this strategy         
405Upgrade your subscription to see this strategy         
969Upgrade your subscription to see this strategy         
205Upgrade your subscription to see this strategy         
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869Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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