Screener

Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Total: 332       Premium: 268       Free: 64
;
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
21Momentum Effect in CommoditiesMonthlycommodities14.60%25.57%momentum, rotational system
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
23Sign up to see this strategy--0.00%0.00%-
24Sign up to see this strategy--0.00%0.00%-
25Small Capitalization Stocks Premium AnomalyYearlyequities12.08%32.00%small cap, stock picking
26Value (Book-to-Market) AnomalyYearlyequities11.34%26.62%value, stock picking, financial statements effect
27Sign up to see this strategy--0.00%0.00%-
28Value and Momentum across Asset ClassesMonthlyequities, bonds, REITs11.90%10.00%value, momentum, asset class picking
29Sign up to see this strategy--0.00%0.00%-
30Sign up to see this strategy--0.00%0.00%-
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.80%market timing, seasonality
32Sign up to see this strategy--0.00%0.00%-
33Post-Earnings Announcement EffectQuarterlyequities15.00%equity long short, earnings announcement, financial statements effect, stock picking
34Sign up to see this strategy--0.00%0.00%-
35Sign up to see this strategy--0.00%0.00%-
36Net Payout Yield EffectYearlyequities22.13%stock picking, financial statements effect
37Net Current Asset Value EffectYearlyequities31.19%stock picking, financial statements effect
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect
39Sign up to see this strategy--0.00%0.00%-
40Sign up to see this strategy--0.00%0.00%-