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
104Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
101Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
102Option-Expiration Week EffectWeeklyequities9.30%8.70%seasonality, market timing, stock picking
87Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
8852-Weeks High Effect in StocksMonthlyequities11.75%11.00%stock picking, equity long short
89Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
90Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%style picking, rotational system, momentum
92Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
93Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
94Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
95Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
96Crude Oil Predicts Equity ReturnsMonthlyequities11.90%9.80%market timing
97Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
98Quantpedia 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
123Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
124Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.60%12.20%seasonality, stock picking, equity long short
126Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-