Backtested strategies

Press here to check the short strategies and here for the “long & short” hedged strategies.

Long

L1

3

years backtest


Sharpe ratio: 1.1

Beta: 0.5

Drawdown: -16.53

L2

3

years backtest


Sharpe ratio: 1.3

Beta: 0.2

Drawdown: -7.63

L3

3

years backtest


Sharpe ratio: 0.8

Beta: 0.6

Drawdown: -19.42