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
221Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
430Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
247Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
358Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
286Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
44Paired SwitchingQuarterlyequities, bonds11.30%9.30%momentum, asset class picking, rotational system, market timing, fund picking
433Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
294Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
54Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
252Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
258Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
259Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
11Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
150Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
357Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
2Asset Class Momentum - Rotational SystemMonthlyequities, bonds, commodities, REITs15.00%9.60%momentum, asset class picking, rotational system
256Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
426Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
5FX Carry TradeMonthlycurrencies7.49%9.70%carry trade, FX anomaly, forex system
298Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-