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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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
426Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
428Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
427Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthly1000equitiesstocksComplex strategy1965-2002388.60%12.20%Strongseasonality, stock picking, equity long short0.38
413Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
8852-Weeks High Effect in StocksMonthly1000equitiesstocksComplex strategy1963-20094711.75%11.00%Strongstock picking, equity long short0.70
436Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
325Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
178Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
299Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
112Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
38Accrual AnomalyYearly1000equitiesstocksComplex strategy1966-2003387.50%10.26%Strongequity long short, stock picking, financial statements effect, accruals effect0.34
127Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
109Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
400Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
397Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
216Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
210Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
186Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
194Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00