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
91Momentum Factor and Style Rotation EffectMonthlyequities9.25%16.01%style picking, rotational system, momentum
122Momentum Factor Combined with Asset Growth EffectMonthlyequities23.00%20.30%momentum, momentum in stocks, stock picking, financial statements effect, equity long short
15Momentum Factor Effect in Country Equity IndexesMonthlyequities17.70%momentum, rotational system, country picking
152Momentum Factor Effect in REITsMonthlyREITs9.51%momentum, stock picking
14Momentum Factor Effect in StocksMonthlyequities14.30%20.89%momentum, momentum in stocks, stock picking
166Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
253Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
85Momentum in Mutual Fund ReturnsQuarterlyequities19.00%19.50%momentum, fund picking
292Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
358Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
383Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
387Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
305Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
320Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
313Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
37Net Current Asset Value EffectYearlyequities31.19%stock picking, financial statements effect, value
163Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
36Net Payout Yield EffectYearlyequities22.13%stock picking, financial statements effect, value
434Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
393Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-