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
IDTitleMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
6Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
57Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
84Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
131Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
204Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
235Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
303Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
304Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
321Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
334Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
355Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
403Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
426Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
86Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
21Momentum Effect in Commoditiescommoditiesfutures, CFDsSimple strategy1979-20042614.60%25.57%0.57
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
23Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
43Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
56Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
59Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00