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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
IDTitleMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
21Momentum Effect in Commoditiescommoditiesfutures, CFDsSimple strategy1979-20042614.60%25.57%0.57
22Term Structure Effect in CommoditiescommoditiesfuturesSimple strategy1979-20042611.73%23.84%-57.53%0.49
23Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
24Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
25Small Capitalization Stocks Premium AnomalyequitiesstocksComplex strategy1927-20108412.08%32.00%-91.52%0.25
26Value (Book-to-Market) FactorequitiesstocksComplex strategy1927-20108411.34%26.62%-81.98%0.28
27Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
28Value and Momentum Factors across Asset Classesequities, bonds, REITsETFs, funds, futuresSimple strategy1986-20072211.90%10.00%0.79
29Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
30Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
31Market Seasonality Effect in World Equity IndexesequitiesETFs, CFDs, funds, futuresSimple strategy1970-2003348.80%
32Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
33Post-Earnings Announcement EffectequitiesstocksComplex strategy1987-20041815.00%
34Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
35Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
36Net Payout Yield EffectequitiesstocksComplex strategy1984-20032022.13%
37Net Current Asset Value EffectequitiesstocksModerately complex strategy1980-20052631.19%
38Accrual AnomalyequitiesstocksComplex strategy1966-2003387.50%10.26%0.34
39Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00
40Quantpedia Premium (Sign up to see this strategy).----00.00%0.00%0.00%0.00