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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
101Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
102Option-Expiration Week EffectWeekly1equitiesstocks, CFDs, ETFs, futuresSimple strategy1988-2010239.30%8.70%Strongseasonality, market timing, stock picking0.61
103Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
104Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
105Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
106Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
107Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
108Soccer Clubs' Stocks ArbitrageDaily20equitiesstocksModerately complex strategy2000-2006742.00%50.00%Moderately strongreversal, stock picking, arbitrage, short selling0.76
109Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
110Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
111Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
112Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
113January BarometerMonthly1equitiesETFs, funds, futures, CFDsSimple strategy1857-200815210.38%16.80%Weakseasonality, market timing0.38
114January Effect in StocksMonthly1equitiesETFs, funds, futures, CFDsSimple strategy1947-20076112.70%Moderately Strongseasonality, stock picking
115Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
116Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
117Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
118Time Series Momentum EffectMonthly58equities, bonds, commodities, currenciesfutures, CFDsModerately complex strategy1965-20094516.21%11.73%Strongmomentum1.04
119Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00
120Quantpedia Premium (Sign up to see this strategy).-0----00.00%0.00%0.00%--0.00