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
16Mean Reversion Effect in Country Equity IndexesequitiesETFs, fundsSimple strategy1969-1995276.40%
31Market Seasonality Effect in World Equity IndexesequitiesETFs, CFDs, funds, futuresSimple strategy1970-2003348.80%
86Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
112Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
149Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
194Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
253Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33%0.48
340Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
411Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
432Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
12Pairs Trading with StocksequitiesstocksComplex strategy1962-20024111.16%5.85%1.22
24Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
41Turn of the Month in Equity IndexesequitiesETFs, futures, funds, CFDs, optionsSimple strategy1926-2005807.20%6.90%1.04
49Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
55Pairs Trading with Country ETFsequitiesETFsModerately complex strategy1996-20091420.60%10.00%1.66
58Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
63Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
64Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
69Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00