Screener

Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Total: 355       Premium: 290       Free: 65
;
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
1Asset Class Trend FollowingMonthlyequities, bonds, commodities, REITs11.27%6.87%momentum, asset class picking, trendfollowing
2Asset Class Momentum - Rotational SystemMonthlyequities, bonds, commodities, REITs15.00%9.60%momentum, asset class picking, rotational system
3Sector Momentum - Rotational SystemMonthlyequities13.94%18.38%momentum, sector picking, rotational system
4Sign up to see this strategy--0.00%0.00%-
5FX Carry TradeMonthlycurrencies7.49%9.70%carry trade, FX anomaly, forex system
6Sign up to see this strategy--0.00%0.00%-
7Volatility Effect in Stocks - Long-Only VersionMonthlyequities11.30%10.10%stock picking, volatility effect
8FX MomentumMonthlycurrencies6.48%10.00%momentum, FX anomaly, forex system
9FX Value - PPP StrategyQuarterlycurrencies7.80%9.06%value, FX anomaly, forex system
10Sign up to see this strategy--0.00%0.00%-
11Sign up to see this strategy--0.00%0.00%-
12Pairs Trading with StocksDailyequities11.16%5.85%pairs trading, equity long short, arbitrage
13Short Term Reversal in StocksWeeklyequities16.25%6.80%reversal, equity long short, stock picking
14Momentum Effect in StocksMonthlyequities14.30%20.89%momentum, momentum in stocks, stock picking
15Momentum Effect in Country Equity IndexesMonthlyequities17.70%momentum, rotational system, country picking
16Mean Reversion Effect in Country Equity Indexes3 Yearsequities6.40%reversal, rotational system, country picking
17Sign up to see this strategy--0.00%0.00%-
1852-Weeks High Effect in StocksMonthlyequities11.75%11.00%stock picking, equity long short
19Sign up to see this strategy--0.00%0.00%-
20Volatility Risk Premium EffectMonthlyoptions26.00%19.00%volatility effect, volatility premium