Backtested strategies

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

Short

S1

3

years backtest


Sharpe ratio: 3.2

Beta: 0.0

Drawdown: -8.81 %

S2

3

years backtest


Sharpe ratio: 1.9

Beta: -0.1

Drawdown: -11.42 %