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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
23Upgrade your subscription to see this strategy         
371Upgrade your subscription to see this strategy         
485Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
579Upgrade your subscription to see this strategy         
813Upgrade your subscription to see this strategy         
128Upgrade your subscription to see this strategy         
309Upgrade your subscription to see this strategy         
230Upgrade your subscription to see this strategy         
277Upgrade your subscription to see this strategy         
925Upgrade your subscription to see this strategy         
497Upgrade your subscription to see this strategy         
454Upgrade your subscription to see this strategy         
795Upgrade your subscription to see this strategy         
774Upgrade your subscription to see this strategy         
282Upgrade your subscription to see this strategy         
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%   
607Upgrade your subscription to see this strategy         
916Upgrade your subscription to see this strategy         
We've found 82 Free, 108 Prime and 804 Premium strategies.Upgrade subscription to unlock more

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    The Encyclopedia of Quantitative Trading Strategies

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