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Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Total: 411       Premium: 344       Free: 67
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
21Momentum Effect in CommoditiesMonthlycommodities14.60%25.57%momentum, rotational system
22Term Structure Effect in CommoditiesMonthlycommodities11.73%23.84%rotational system, term spread
23Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
24Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
25Small Capitalization Stocks Premium AnomalyYearlyequities12.08%32.00%small cap, stock picking
26Value (Book-to-Market) AnomalyYearlyequities11.34%26.62%value, stock picking, financial statements effect
27Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
28Value and Momentum across Asset ClassesMonthlyequities, bonds, REITs11.90%10.00%value, momentum, asset class picking
29Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
30Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
31Market Seasonality Effect in World Equity Indexes6 Monthsequities8.80%market timing, seasonality
32Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
33Post-Earnings Announcement EffectQuarterlyequities15.00%equity long short, earnings announcement, financial statements effect, stock picking
34Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
35Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
36Net Payout Yield EffectYearlyequities22.13%stock picking, financial statements effect
37Net Current Asset Value EffectYearlyequities31.19%stock picking, financial statements effect
38Accrual AnomalyYearlyequities7.50%10.26%equity long short, stock picking, financial statements effect, accruals effect
39Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
40Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-