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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
61Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
62Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
63Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
64Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
65Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
66Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
67Riding Industry BubblesMonthly5equitiesETFs, fundsModerately complex strategy1936-20067118.00%Strongmomentum, rotational system, sector picking
68Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
69Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
70Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
71Short Term Reversal with FuturesWeekly6equities, bonds, commodities, currenciesfutures, CFDsSimple strategy1983-20001829.64%31.40%Strongreversal, asset class picking0.82
72Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
73Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
74Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
75Federal Open Market Committee Meeting Effect in StocksDaily1equitiesfutures, CFDs, ETFs, fundsSimple strategy1980-2000216.19%Strongmarket timing, seasonality
76Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
77Betting Against Beta Factor in StocksMonthly1000equitiesstocksComplex strategy1926-2009848.86%11.50%Moderately strongequity long short, stock picking, beta factor0.42
78Betting Against Beta Factor in Country Equity IndexesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46%Strongbeta factor, country picking, equity long short0.31
79Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
80Earnings Announcement PremiumMonthly1000equitiesstocksComplex strategy1973-20043218.36%16.12%Strongearnings announcement, equity long short, stock picking0.89