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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
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379Upgrade your subscription to see this strategy         
664Return Asymmetry Effect in Commodity FuturescommoditiesfuturesModerately complex strategy1991-2021314.36%7.53%-29.03%0.58
619Upgrade your subscription to see this strategy         
851Upgrade your subscription to see this strategy         
443Upgrade your subscription to see this strategy         
874Upgrade your subscription to see this strategy         
458Upgrade your subscription to see this strategy         
814Upgrade your subscription to see this strategy         
377Upgrade your subscription to see this strategy         
521Upgrade your subscription to see this strategy         
725Upgrade your subscription to see this strategy         
257Upgrade your subscription to see this strategy         
797Upgrade your subscription to see this strategy         
323Upgrade your subscription to see this strategy         
409Upgrade your subscription to see this strategy         
159Upgrade your subscription to see this strategy         
505Upgrade your subscription to see this strategy         
759Upgrade your subscription to see this strategy         
305Upgrade your subscription to see this strategy         

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    The Encyclopedia of Quantitative Trading Strategies

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