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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
280Quantpedia Premium (Buy Premium account to see this strategy)         
241Quantpedia Premium (Buy Premium account to see this strategy)         
306Quantpedia Premium (Buy Premium account to see this strategy)         
409Quantpedia Premium (Buy Premium account to see this strategy)         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
585Quantpedia Premium (Buy Premium account to see this strategy)         
619Quantpedia Premium (Buy Premium account to see this strategy)         
227Quantpedia Premium (Buy Premium account to see this strategy)         
260Quantpedia Premium (Buy Premium account to see this strategy)         
360Quantpedia Premium (Buy Premium account to see this strategy)         
466Quantpedia Premium (Buy Premium account to see this strategy)         
144Trend-following Effect in StocksequitiesstocksComplex strategy1983-20042219.3%15.6%-20.8%1.24
137Quantpedia Premium (Buy Premium account to see this strategy)         
206Quantpedia Premium (Buy Premium account to see this strategy)         
63Quantpedia Premium (Buy Premium account to see this strategy)         
193Quantpedia Premium (Buy Premium account to see this strategy)         
255Quantpedia Premium (Buy Premium account to see this strategy)         
270Quantpedia Premium (Buy Premium account to see this strategy)         
41Turn of the Month in Equity IndexesequitiesCFDs, ETFs, funds, futures, optionsSimple strategy1926-2005807.2%6.9% 1.04
450Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 75 Free and 544 Premium strategiesUpgrade to Premium to unlock Premium strategies

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