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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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57Upgrade your subscription to see this strategy         
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
177Upgrade your subscription to see this strategy         
817Upgrade your subscription to see this strategy         
756Upgrade your subscription to see this strategy         
382Upgrade your subscription to see this strategy         
949Upgrade your subscription to see this strategy         
391Upgrade your subscription to see this strategy         
355Upgrade your subscription to see this strategy         
560Upgrade your subscription to see this strategy         
356Upgrade your subscription to see this strategy         
933Upgrade your subscription to see this strategy         
439Upgrade your subscription to see this strategy         
565Upgrade your subscription to see this strategy         
287Upgrade your subscription to see this strategy         
744Upgrade your subscription to see this strategy         
901Upgrade your subscription to see this strategy         
492Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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