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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
25Small Capitalization Stocks Premium AnomalyequitiesstocksComplex strategy1927-20108412.08%32.00%-91.52%0.25
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%0.28
14Momentum Factor Effect in StocksequitiesstocksComplex strategy1927-20108414.30%20.89%-77.46%0.49
3Sector Momentum - Rotational SystemequitiesETFs, stocks, fundsSimple strategy1928-20098213.94%18.38%-71.29%0.54
326Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
244Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
331Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
151Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
23Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
429Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
241Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
344Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
5FX Carry Tradecurrenciesfutures, forwards, swaps, CFDsSimple strategy1989-2010227.49%9.70%-34.55%0.77
137Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
206Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
405Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
240Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
32Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
281Skewness Effect in Commoditiescommoditiesfutures, CFDsSimple strategy1987-2014288.01%10.20%-29.73%0.79