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
86Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
304Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
294Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
3Sector Momentum - Rotational SystemMonthlyequities13.94%18.38%momentum, sector picking, rotational system
10Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
314Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
240Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
76Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
204Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
53Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
74Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
277Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
208Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
46Short Interest Effect - Long Only versionMonthlyequities26.80%stock picking
45Short Interest Effect - Long-Short VersionMonthlyequities19.70%17.14%stock picking, equity long short
13Short Term Reversal in StocksWeeklyequities16.25%6.80%reversal, equity long short, stock picking
107Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
71Short Term Reversal with FuturesWeeklyequities, bonds, commodities, currencies29.64%31.40%reversal, asset class picking
60Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
147Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-