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
369Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
370Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
371Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
372Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
373Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
342Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
329Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
367Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
44Paired SwitchingQuarterlyequities, bonds11.30%9.30%momentum, asset class picking, rotational system, market timing, fund picking
50FED ModelMonthlyequities, bonds11.00%10.00%market timing, asset class picking
267Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
252Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
64Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
71Short Term Reversal with FuturesWeeklyequities, bonds, commodities, currencies29.64%31.40%reversal, asset class picking
118Time Series Momentum EffectMonthlyequities, bonds, commodities, currencies16.21%11.73%momentum
214Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
220Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
1Asset Class Trend FollowingMonthlyequities, bonds, commodities, REITs11.27%6.87%momentum, asset class picking, trendfollowing
2Asset Class Momentum - Rotational SystemMonthlyequities, bonds, commodities, REITs15.00%9.60%momentum, asset class picking, rotational system
253Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-