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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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
401Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
276Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
348Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
419Payday AnomalyDaily1equitiesETFs, futures, CFDsSimple strategy1980-2010312.57%4.31%Strongseasonality, market timing0.60
394Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
150Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
219Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
130Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
334Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
260Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
377Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
416Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
149Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
357Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
251Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
215Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
435Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
255Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
415Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
310Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00