Backtested strategies

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

Long

L1

3

years backtest


Sharpe ratio: 1.4

Beta: 0.1

Drawdown: -5.99 %

L2

3

years backtest


Sharpe ratio: 1.8

Beta: 0.1

Drawdown: -13.91 %

L3

3

years backtest


Sharpe ratio: 2.1

Beta: 0.0

Drawdown: -12.35 %