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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
NEW: Strategy can be used as a hedge/diversification for equity markets during downturns:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Crisis Hedge:
Total: 438       Premium: 369       Free: 69
IDTitleMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
113January BarometerequitiesETFs, funds, futures, CFDsSimple strategy1857-200815210.38%16.80%0.38
83Pre-Holiday Effectequitiesfutures, CFDs, ETFs, fundsSimple strategy1896-20021076.39%
424Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
54Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
112Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
41Turn of the Month in Equity IndexesequitiesETFs, futures, funds, CFDs, optionsSimple strategy1926-2005807.20%6.90%1.04
77Betting Against Beta Factor in StocksequitiesstocksComplex strategy1926-2009848.86%11.50%0.42
92Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
93Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
136Residual Momentum FactorequitiesstocksComplex strategy1926-2009849.18%15.27%0.34
227Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
249Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
268Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
411Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
202Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
19Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-20108414.30%20.89%-77.46%0.49
25Small Capitalization Stocks Premium AnomalyequitiesstocksComplex strategy1927-20108412.08%32.00%-91.52%0.25
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%0.28
133Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00