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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
289Quantpedia Premium (Buy Premium account to see this strategy)         
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543Quantpedia Premium (Buy Premium account to see this strategy)         
197Quantpedia Premium (Buy Premium account to see this strategy)         
648Quantpedia Premium (Buy Premium account to see this strategy)         
360Quantpedia Premium (Buy Premium account to see this strategy)         
412Quantpedia Premium (Buy Premium account to see this strategy)         
479Quantpedia Premium (Buy Premium account to see this strategy)         
475Quantpedia Premium (Buy Premium account to see this strategy)         
437Quantpedia Premium (Buy Premium account to see this strategy)         
385Quantpedia Premium (Buy Premium account to see this strategy)         
520Quantpedia Premium (Buy Premium account to see this strategy)         
189Quantpedia Premium (Buy Premium account to see this strategy)         
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22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
138Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 79 Free and 589 Premium strategiesUpgrade to Premium to unlock Premium strategies

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