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 RebalancingNumber Of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence In AnomalyKeywordsSharpe Ratio
255Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
261Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
401Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
338Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
334Quantpedia 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
389Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
47Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
48Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
274Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
260Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
419Payday AnomalyDaily1equitiesETFs, futures, CFDsSimple strategy1980-2010312.57%4.31%Strongseasonality, market timing0.60
251Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
24Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
234Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
99Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
235Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
175Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
34Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
215Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00