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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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
4Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
27Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
29Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
30Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
31Market Seasonality Effect in World Equity Indexes6 Months1equitiesETFs, CFDs, funds, futuresSimple strategy1970-2003348.80%Weakmarket timing, seasonality
32Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
39Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
41Turn of the Month in Equity IndexesDaily1equitiesETFs, futures, funds, CFDs, optionsSimple strategy1926-2005807.20%6.90%Strongmarket timing, seasonality1.04
43Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
58Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
61Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesfutures, CFDs, ETFs, fundsSimple strategy1980-2000216.19%Strongmarket timing, seasonality
79Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
83Pre-Holiday EffectDaily1equitiesfutures, CFDs, ETFs, fundsSimple strategy1896-20021076.39%Strongseasonality, market timing
87Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
96Crude Oil Predicts Equity ReturnsMonthly1equitiesETFs, funds, futures, CFDsSimple strategy1988-20031611.90%9.80%Strongmarket timing0.81
102Option-Expiration Week EffectWeekly1equitiesstocks, CFDs, ETFs, futuresSimple strategy1988-2010239.30%8.70%Strongseasonality, market timing, stock picking0.61
103Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
104Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
113January BarometerMonthly1equitiesETFs, funds, futures, CFDsSimple strategy1857-200815210.38%16.80%Weakseasonality, market timing0.38