Name	Sharpe Ratio	Period of Rebalancing
⭐ The Poverty of Academic Finance Research: Spread Trading Strategies in the Crude Oil Futures Market	1.64	Daily
⭐ Overnight-Intraday Reversal Everywhere	1.45	Intraday
⭐ Basis-momentum	0.9	Monthly
⭐ Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence	0.85	Yearly
⭐ What Drives Informed Trading Before Public Releases? Evidence from Natural Gas Inventory Announcements	0.84	Intraday
⭐ Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation	0.81	Monthly
⭐ Exploiting Commodity Momentum Along the Futures Curves	0.8	Monthly
⭐ Chrilly’s Toolbox of Energy Futures Trading	0.8	Monthly
⭐ Is Idiosyncratic Asymmetry Priced in Commodity Futures?	0.8	Monthly
⭐ The Skewness of Commodity Futures Returns	0.78	Monthly
⭐ Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals	0.77	Monthly
⭐ Modeling, Forecasting and Trading the Crude Oil Term Structure	0.75	Weekly
⭐ Commodity Option Implied Volatilities and the Expected Futures Returns	0.7	Monthly
⭐ Are There Exploitable Trends in Commodity Future Prices?	0.7	Daily
⭐ Factor Based Commodity Investing	0.7	Monthly
⭐ Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility	0.7	Monthly
⭐ Idiosyncratic Momentum in Commodity Futures	0.63	Monthly
💡 Carry Trades and Tail Risk: Evidence from Commodity Markets	0.51	Monthly
💡 The Tactical and Strategic Value of Commodity Futures	0.51	Monthly
💡 Predicting Commodity-Futures Basis Factor Return by Basis Spread	0.5	Monthly
💡 Structural Properties of Commodity Futures Term Structures and Their Implications for Basic Trading Strategies	0.49	Monthly
💡 The Fundamentals of Commodity Futures Returns	0.48	Monthly
💡 Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia	0.45	Daily
💡 Dynamic Commodity Timing Strategies	0.45	Monthly
💡 Determinants of Trader Profits in Futures Markets	0.4	Weekly
💡 Multi-Asset Seasonality and Trend-Following Strategies	0.4	Monthly
💡 Speculative Pressure	0.25	Weekly
💡 The Rank Effect for Commodities		Daily
💡 What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?		Monthly
💡 Flight to Gold: Extreme Weather Events and Stock Returns		Monthly
💡 Investing in Gold - Market Timing or Buy-and-Hold?		Monthly
💡 The Seasonality of Gold - The Autumn Effect		Monthly
💡 Political Uncertainty and Commodity Markets		Quarterly
💡 Momentum Strategies in Commodity Futures Markets		Monthly
💡 Tactical Asset Allocation to Gold		Monthly
💡 Is Gold a Zero-Beta Asset? Analysis of the Investment Potential of Precious Metals		Monthly
💡 Strategic Allocation to Commodity Factor Premiums		Monthly
💡 Benchmarking Commodity Investments		Monthly
💡 Fear of Hazards in Commodity Futures Markets		Weekly
💡 Does Sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios?		Monthly
💡 Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns		Monthly
💡 Two Centuries of Commodity Futures Premia: Momentum, Value and Basis		Monthly
💡 Do Momentum and Reversal Strategies Work in Commodity Futures? A Comprehensive Study		Monthly
💡 Is the Supply Curve for Commodity Futures Contracts Upward Sloping?		Monthly
💡 Alternative Beta Strategies in Commodities		Monthly
💡 Technical Analysis, Spread Trading and Data Snooping Control		Monthly
💡 Evaluating Commodity Exposure Opportunities		Monthly
💡 Dynamic Regime Strategy for Stress Testing and Optimizing Institutional Investor Portfolios		Monthly
💡 Strategies Based on Momentum and Term Structure in Financialized Commodity Markets		Monthly
💡 Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?		Monthly