Screener

Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Total: 350       Premium: 285       Free: 65
;
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.60%12.20%seasonality, stock picking, equity long short
1852-Weeks High Effect in StocksMonthlyequities11.75%11.00%stock picking, equity long short
325Sign up to see this strategy--0.00%0.00%-
178Sign up to see this strategy--0.00%0.00%-
299Sign up to see this strategy--0.00%0.00%-
112Sign up to see this strategy--0.00%0.00%-
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect
127Sign up to see this strategy--0.00%0.00%-
109Sign up to see this strategy--0.00%0.00%-
216Sign up to see this strategy--0.00%0.00%-
210Sign up to see this strategy--0.00%0.00%-
186Sign up to see this strategy--0.00%0.00%-
194Sign up to see this strategy--0.00%0.00%-
42Alpha Cloning - Following 13F FillingsQuarterlyequities20.21%stock picking
2Asset Class Momentum - Rotational SystemMonthlyequities, bonds, commodities, REITs15.00%9.60%momentum, asset class picking, rotational system
1Asset Class Trend FollowingMonthlyequities, bonds, commodities, REITs11.27%6.87%momentum, asset class picking, trendfollowing
52Asset Growth EffectYearlyequities20.84%14.07%stock picking, financial statements effect, equity long short
87Sign up to see this strategy--0.00%0.00%-
78Beta Factor in Country Equity IndexesMonthlyequities9.77%18.46%beta factor, country picking
77Beta Factor in StocksMonthlyequities8.86%11.50%equity long short, stock picking, beta factor