Research Vault · QTL-004
Demonstration Content
QTL-004
Commodity Trend Model
UpcomingA classical trend-following framework adapted for the term structure and volatility of commodity markets.
Equity Curve — Jul 2015 – Jul 2025
Research Scorecard
- CAGR
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- Sharpe
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- Sortino
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- Max DD
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- Profit Factor
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- Win Rate
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- Trades
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