Screener

Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Total: 364       Premium: 299       Free: 65
;
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
121Sign up to see this strategy--0.00%0.00%-
122Momentum Combined with Asset Growth EffectMonthlyequities23.00%20.30%momentum, momentum in stocks, stock picking, financial statements effect
123Sign up to see this strategy--0.00%0.00%-
124Sign up to see this strategy--0.00%0.00%-
12512 Month Cycle in Cross-Section of Stocks ReturnsMonthlyequities8.60%12.20%seasonality, stock picking, equity long short
126Sign up to see this strategy--0.00%0.00%-
127Sign up to see this strategy--0.00%0.00%-
128Sign up to see this strategy--0.00%0.00%-
129Dollar Carry TradeMonthlycurrencies5.60%8.53%carry trade, FX anomaly, forex system
130Sign up to see this strategy--0.00%0.00%-
131Sign up to see this strategy--0.00%0.00%-
132Sign up to see this strategy--0.00%0.00%-
133Sign up to see this strategy--0.00%0.00%-
134Sign up to see this strategy--0.00%0.00%-
135Sign up to see this strategy--0.00%0.00%-
136Residual MomentumMonthlyequities9.18%15.27%momentum, momentum in stocks, stock picking
137Sign up to see this strategy--0.00%0.00%-
138Sign up to see this strategy--0.00%0.00%-
139Sign up to see this strategy--0.00%0.00%-
140Ramadan EffectMonthlyequities6.70%seasonality, market timing