Screener

Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Total: 341       Premium: 276       Free: 65
;
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
81Sign up to see this strategy--0.00%0.00%-
82Sign up to see this strategy--0.00%0.00%-
83Pre-Holiday EffectDailyequities6.39%seasonality, market timing
84Sign up to see this strategy--0.00%0.00%-
85Momentum in Mutual Fund ReturnsQuarterlyequities19.00%19.50%momentum, fund picking
86Sign up to see this strategy--0.00%0.00%-
87Sign up to see this strategy--0.00%0.00%-
88Sign up to see this strategy--0.00%0.00%-
89Sign up to see this strategy--0.00%0.00%-
90Sign up to see this strategy--0.00%0.00%-
91Momentum and Style Rotation EffectMonthlyequities9.25%16.01%style picking, rotational system, momentum
92Sign up to see this strategy--0.00%0.00%-
93Sign up to see this strategy--0.00%0.00%-
94Sign up to see this strategy--0.00%0.00%-
95Sign up to see this strategy--0.00%0.00%-
96Crude Oil Predicts Equity ReturnsMonthlyequities11.90%9.80%market timing
97Sign up to see this strategy--0.00%0.00%-
98Sign up to see this strategy--0.00%0.00%-
99Sign up to see this strategy--0.00%0.00%-
100Trading WTI/BRENT SpreadDailycommodities39.40%21.65%pairs trading, arbitrage, spread trading