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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
648Quantpedia Premium (Buy Premium account to see this strategy)         
765Quantpedia Premium (Buy Premium account to see this strategy)         
740Quantpedia 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)         
548Quantpedia Premium (Buy Premium account to see this strategy)         
611Quantpedia Premium (Buy Premium account to see this strategy)         
748Quantpedia Premium (Buy Premium account to see this strategy)         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
177Quantpedia Premium (Buy Premium account to see this strategy)         
138Quantpedia Premium (Buy Premium account to see this strategy)         
319Quantpedia Premium (Buy Premium account to see this strategy)         
539Quantpedia Premium (Buy Premium account to see this strategy)         
137Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 82 Free and 702 Premium strategiesUpgrade to Premium to unlock Premium strategies

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