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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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189Upgrade your subscription to see this strategy         
405Upgrade your subscription to see this strategy         
328Upgrade your subscription to see this strategy         
583Upgrade your subscription to see this strategy         
100Trading WTI/BRENT SpreadcommoditiesfuturesSimple strategy1995-2004109.92%11.27%-5.58%0.88
934Upgrade your subscription to see this strategy         
316Upgrade your subscription to see this strategy         
396Upgrade your subscription to see this strategy         
684Upgrade your subscription to see this strategy         
817Upgrade your subscription to see this strategy         
761Upgrade your subscription to see this strategy         
180Upgrade your subscription to see this strategy         
40Upgrade your subscription to see this strategy         
936Upgrade your subscription to see this strategy         
894Upgrade your subscription to see this strategy         
105Upgrade your subscription to see this strategy         
855Upgrade your subscription to see this strategy         
306Upgrade your subscription to see this strategy         
830Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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