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
231Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
167Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
136Residual Momentum FactorMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking, equity long short
420Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23.00%20.30%momentum, momentum in stocks, stock picking, financial statements effect, equity long short
197Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
410Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
428Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
426Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
21Momentum Effect in CommoditiesMonthlycommodities14.60%25.57%momentum, rotational system
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.70%momentum, rotational system, country picking
143Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
67Riding Industry BubblesMonthlyequities18.00%momentum, rotational system, sector picking
324Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
219Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
292Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
3Sector Momentum - Rotational SystemMonthlyequities13.94%18.38%momentum, sector picking, rotational system
54Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
285Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
152Momentum Factor Effect in REITsMonthlyREITs9.51%momentum, stock picking