Screener

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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
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
191Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
117Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
54Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
354Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
257Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
266Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
267Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
3Sector Momentum - Rotational SystemMonthlyequities13.94%18.38%momentum, sector picking, rotational system
4Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
328Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
309Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
362Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
179Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
429Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
268Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
14Momentum Factor Effect in StocksMonthlyequities14.30%20.89%momentum, momentum in stocks, stock picking
193Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
423Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
291Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
217Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-