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
143Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
101Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
109Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
113January BarometerMonthlyequities10.38%16.80%seasonality, market timing
114January Effect in StocksMonthlyequities12.70%seasonality, stock picking
115Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
72Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
96Crude Oil Predicts Equity ReturnsMonthlyequities11.90%9.80%market timing
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%-
84Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
80Earnings Announcement PremiumMonthlyequities18.36%16.12%earnings announcement, equity long short, stock picking
81Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
82Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
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
5FX Carry TradeMonthlycurrencies7.49%9.70%carry trade, FX anomaly, forex system
6Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
7Low Volatility Factor Effect in Stocks - Long-Only VersionMonthlyequities11.30%10.10%stock picking, volatility effect