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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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282Upgrade your subscription to see this strategy         
372Upgrade your subscription to see this strategy         
261Upgrade your subscription to see this strategy         
278Upgrade your subscription to see this strategy         
317Upgrade your subscription to see this strategy         
377Upgrade your subscription to see this strategy         
105Upgrade your subscription to see this strategy         
94Upgrade your subscription to see this strategy         
246Upgrade your subscription to see this strategy         
349Upgrade your subscription to see this strategy         
364Upgrade your subscription to see this strategy         
280Upgrade your subscription to see this strategy         
241Upgrade your subscription to see this strategy         
306Upgrade your subscription to see this strategy         
409Upgrade your subscription to see this strategy         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
871Upgrade your subscription to see this strategy         
585Upgrade your subscription to see this strategy         
619Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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